VictorJuiz/thesis huggingface dataset:
An adaptive filtering and control approach to problems in high frequency trading [electronic resource]

Today's security markets for most asset classes including equities, fixed income, currencies, and vanilla derivatives are increasingly dominated by algorithmic and high frequency traders. Market participants routinely place millions of quotes and trades per second with most individual trading decisions being made by smart computer algorithms and automated systems rather than by humans. As these trading systems have become more sophisticated over the last decade, very important but traditionally simple tasks of trade execution and market making now require traders to be smarter and more agile in order to be competitive and profitable. In view of these developments, we propose a novel approach to building trading strategies for both these kinds of traders. For the trade execution problem, in addition to the traditionally studied price impact models, we recognize the impact of trading on volatility, which is in turn related to liquidity. We model this new impact and solve for the optimal trading schedule, which now requires a dynamic response from the trader based on time-varying liquidity conditions. For the market making problem, we propose a flexible market model that not only captures the basic trade-offs faced by a market maker but is also robust to microstructure noise effects and anticipates the time-varying risk factors of volatility and correlation observed in real markets. We provide closed-form solutions describing the optimal quoting strategy in our market model, the first of its kind for making markets in multiple correlated securities. Furthermore, we call upon the most recent advances in sequential Monte Carlo methods (also known as particle filters, used filtering in general non-linear state-space models), employing a computationally efficient Markov Chain Monte Carlo scheme to perform joint filtering and parameter estimation, termed adaptive particle filters. We integrate these adaptive particle filters with our trade execution as well as market making models to filter for unobservable quantities of interest as well as to estimate unknown model parameters simultaneously and in real time. The use of this powerful method bridges some of the gap between theoretical models and applying them in practice, where unobserved quantities and unknown, time-varying parameters are the norm.

Keywords: Management Science and Engineering.
Advisor: Lai T. L. primary advisor. Thesis advisor
Giesecke Kay advisor. Thesis advisor
Rajaratnam Balakanapathy advisor. Thesis advisor
Advanced discretization methods for flow simulation using unstructured grids [electronic resource]

Globally structured grids, including the so-called stratigraphic or CPG (Corner Point Geometry) approaches, are widely used in the reservoir simulation community. However, there has been strong and growing interest in developing methods, tools, and workflows that employ generally unstructured grids because they can represent the complexity of real geological formations more accurately and efficiently compared with structured grids. The great potential of unstructured grids comes with many challenges including (1) development of robust and efficient discretization schemes in the presence of heterogeneous (full-tensor) properties, (2) development of tools and inter-connects that make up the Characterization-Discretization-Simulation (CDS) workflow based on generally unstructured grids, and (3) detailed analysis of the effects of unstructured grids and advanced discretization schemes on the accuracy, robustness, and efficiency of general-purpose reservoir flow simulation. In this work, we describe a CDS workflow for unstructured grids. The tools and workflow allow for the construction and discretization of detailed unstructured Reservoir Characterization Models (RCMs) for the purpose of reservoir flow simulation. The main contribution of the work is the development and implementation of a discretization module for generally unstructured grids that is based on multi-point flux approximations (MPFA). This discretization software layer is called SupriPack, and it is implemented as a ``plug-in'' into the GoCad environment. SupriPack employs our newly developed flux-based framework for constructing MPFA discretization schemes. The flux-based approach is quite flexible. It accommodates three-dimensional unstructured grids with complex topology, as well as, heterogeneous, full-tensor, permeability fields. We show that the flux-based framework is a super-set of existing MPFA schemes, and it is compatible with methods that can adapt to the local anisotropy of the permeability. Several existing MPFA schemes, including ``O'' and compact, have been implemented and tested. We also demonstrate the full unstructured-grid CDS workflow using GPRS (Stanford's General-Purpose Research Simulator), which is an advanced research platform for compositional reservoir simulation using fully unstructured grids.

Keywords: Energy Resources Engineering.
Advisor: Tchelepi Hamdi primary advisor. Thesis advisor
Aziz Khalid advisor. Thesis advisor
Durlofsky Louis advisor. Thesis advisor
Advanced single molecule fluorescence analysis and force spectroscopy to understand myosin motors [electronic resource]

Myosins are actin-based molecular motor proteins that are associated with numerous cellular functions both in muscle and non-muscle cells. In the past decades, single molecule biophysics has provided many useful in-vitro techniques that enable one to understand detailed molecular mechanisms of myosin-actin interaction. I will describe our results and continuing efforts in (i) single-molecule fluorescence localization analysis with TIRF microscopy, and (ii) single-molecule force spectroscopy with optical traps to understand myosin motors. Our theoretical point-spread function combined with maximum-likelihood-estimation precisely extracts both positions and orientations of fixed fluorescent molecules simultaneously. This approach is now mature as a structural tool, and I have applied it to two examples: myosin V labeled with a fixed dye walking on actin filaments, and dsDNA with two differently colored probes doubly attached to its backbone. We experimentally show that our method is not only precise but also accurate. Familial hypertrophic cardiomyopathies (HCM) are common genetic heart diseases that are often caused by single point mutations, especially in human beta cardiac myosin II. Using an optical trap assay, we found that the human beta cardiac myosin with the R453C HCM-causing mutation produces significantly elevated intrinsic force. We further developed a new method called harmonic force spectroscopy that can extract a force-velocity curve from a single cardiac myosin molecule. We found that a strong-to-weak transition of a cardiac myosin bound to an actin filament is modulated by an external load, which can be explained by simple Arrhenius transition theory.

Keywords: Applied Physics.
Advisor: Moerner W. E. (William Esco)
Spudich James A.
Das Rhiju
Aesthetics of defamiliarization in Hedeigger, Duchamp, and Ponge [electronic resource]

Victor Shklovsky's of ostranenie, estrangment or defamiliarization, may be useful for understanding a broad range of artistic strategies in twentieth century art and aesthetics. Heidegger's theory of art, when read in light of his existential ontology in Being and Time, which is also a social theory, can be understood as providing a philosophical account of defamiliarization as having significance for both an ethics and an aesthetics. Duchamp's "readymades, " with their interrogation of the idea of art and the institutions and practices to which it belongs, derive their critical and experiential force from their effectiveness in rendering unfamiliar or strange a quotidian object that is industrially fabricated; in Duchamp's case, this raises a multiplicity of questions.

Keywords: Comparative Literature.
Advisor: Gumbrecht Hans Ulrich primary advisor. Thesis advisor
Barletta Vincent advisor. Thesis advisor
Greene Roland
Algebraic modular forms on definite orthogonal groups [electronic resource]

The present thesis examines explicit computation with modular forms on definite orthogonal groups over the rational numbers. The space of functions on the genus of a definite quadratic form affords a natural representation of the Hecke algebra, which realizes the function space as a space of modular forms. The algorithm of the thesis computes the genus of a quadratic form as well as Hecke operators on the associated space of modular forms. A formula derived in the thesis yields Satake parameters from Hecke eigenvalues. Explicit examples of Satake parameters verify the correctness of the algorithm and the formula by their agreement with the predictions of the Arthur conjectures.

Keywords: Mathematics.
Advisor: Venkatesh Akshay
Bump Daniel
Conrad Brian
Algorithms and strategies for crowdsourcing systems [electronic resource]

Humans are more effective than computers for many tasks, such as identifying concepts in images, translating natural language, and evaluating the usefulness of products. Thus, there has been a lot of recent interest in crowdsourcing, where tasks are outsourced to a distributed group of people. Our goal is to optimize human computation, i.e., to use minimal resources (money, time), while getting high enough quality of results. In this context, we focus on several problems: (a) point-of-interest ranking, (b) summarizing query results, (c) retrieving the maximum item from a set when the comparators are humans, and (d) managing the variance in human worker accuracy. Overall, this thesis provides analysis, solutions, and experiments in real crowdsourcing systems for the aforementioned problems.

Advisor: Garcia-Molina Hector primary advisor. Thesis advisor
Leskovec Jurij advisor. Thesis advisor
Polyzotis Neoklis advisor. Thesis advisor
Alternative processing methods and materials for thin film chalcogenide solar cells [electronic resource]

CIGS is currently the highest efficiency chalcogenide absorber, with a record cell efficiency of 20.3%. One of the main challenges of CIGS manufacturing is reducing costs and scaling up manufacturing. The use of toxic elements (Se, Te, Cd) and rare earth elements (In, Te) further complicates the materials processing. The development of non-toxic, earth abundant materials to replace these technologies is underway. Furthermore, there is a need to develop scalable and high-throughput manufacturing techniques that could reduce costs and improve manufacturing of chalcogenide solar cells. Solution-based deposition techniques are widely considered to be a route to low-cost, high-throughput photovoltaic device fabrication. Nanoparticle based inks are one means of achieving low-cost and high-throughput solution-processed devices. I study the properties of CuInS2 nanoparticles and their application to solar cell fabrication. I also establish a methodology for a highly scalable deposition process and report the synthesis of an air-stable, vulcanized ink from commercially available precursors. Using this air-stable solution process, solar cells are made with an absorber layer that is flat, contaminant-free, and composed of large-grained CuInS2. I demonstrate an initial power efficiency of 2.15%. To address the challenge of reducing elemental toxicity and the use of rare elements in chalcogenide solar cells, I will discuss some alternative absorbers that don't contain Indium, Cadmium, Tellurium, or Selenium. I demonstrate a 2.2% Cu2SnS3/CdS solar cell using rapid thermal processing and address the challenges facing this material to improve efficiency.

Keywords: Materials Science and Engineering.
Advisor: Cui Yi
McGehee Michael
Reed Evan J. advisor. Thesis advisor
Analyzing staffing and care practices to improve substance use outcomes in VA patients [electronic resource]

Using U.S. Department of Veterans Affairs (VA) records, this dissertation explores the staffing mix in substance use disorder treatment programs (SUDTPs) and the effectiveness of the current clinical practice guideline in reducing suicide risk associated with opioid therapy. The VA treats a large number of Veterans diagnosed with substance use disorders (SUDs) in four types of specialized SUDTPs at an annual cost of more than 50 million. The staffing mixes were not significantly different from 2001 to 2003, the years under review. However, given differences in treatment focus and provided services, the four types of SUDTPs may require different staffing mixes. We demonstrate how cost-effective staffing mixes for each type of VA SUDTP can be defined empirically. We derive prediction functions for benefits and costs based on patients' treatment outcomes at VA SUDTPs nationally from 2001 to 2003, and use them to formulate optimization problems to determine recommended staffing mixes that maximize net benefits per patient for four types of SUDTPs while conforming to limits of current practice. Compared to the actual staffing mixes in 2001-2003, the recommended staffing mixes would lower treatment costs while improving patient outcomes. We also introduce an approach to building a decision support system for staffing each type of SUDTP reflecting the dynamics of effectiveness and costs associated with the staffing changes. Compared to the actual staffing mixes, the staffing mixes suggested by the staffing decision support system are expected to treat significantly more Veteran patients under the existing staffing budget while improving patient outcomes. We also examine associations between adherence to guideline recommendations and the risk of suicide attempt based on Veterans Health Administration (VHA) records. Opioid therapy is often provided to reduce chronic pain in at-risk patients. Unfortunately, available opioid medications have been also used as a means for attempting suicide. In 2010, the VHA and the Department of Defense released a jointly developed clinical practice guideline (CPG) to reduce the risk of adverse events such as suicide attempt in patients prescribed opioids, primarily based on expert consensus. We conduct multivariate mixed-effects logistic regression analyses to define the associations between facility-level CPG adherence rates and risk of suicide attempt while controlling for the associations between individual-level delivery of CPG-based services and the risk of suicide attempt. Major findings include the following: suicide attempts were negatively associated with facility-level adherence rates for both consistent urine drug screenings and follow-up appointments, and were positively associated with facility-level risky sedative co-prescription rates.

Keywords: Management Science and Engineering
Advisor: Shachter Ross D. primary advisor. Thesis advisor
Brandeau Margaret L. advisor. Thesis advisor
Trafton Jodie A. advisor. Thesis advisor
Anti-CD47 antibody-mediated phagocytosis of cancer by macrophages primes an effective anti-tumor T cell response [electronic resource]

Mobilization of the T cell response against cancer has the potential to achieve long-lasting cures. However, it is not known how to optimally harness antigen presenting cells to achieve an effective anti-tumor T cell response. In this study, we show that anti-CD47 antibody-mediated phagocytosis of cancer by macrophages can initiate an anti-tumor T cell immune response. Using the ovalbumin model antigen system, anti-CD47 antibody-mediated phagocytosis of cancer cells by macrophages resulted in increased priming of OT-I T cells (CD8+), but did not prime OT-II T cells (CD4+). The CD4+ T cell response was characterized by a reduction in Foxp3+ regulatory T cells. Macrophages following anti-CD47-mediated phagocytosis primed CD8+ T cells to exhibit cytotoxic effector function in vivo, protecting animals from tumor challenge. We conclude that anti-CD47 antibody treatment not only enables macrophage phagocytosis of cancer, but can also initiate an anti-tumor cytotoxic T cell immune response. Anti-CD47-mediated phagocytosis of cancer cells by macrophages leads to priming of a predominant CD8+ T cell response without priming of CD4+ T cells, demonstrating differential priming of T cell responses by macrophages. Priming of effector CD8+ T cells is difficult to achieve with existing vaccines for cancer and infectious diseases. Anti-CD47-based vaccination strategies serve as a promising new strategy for overcoming this challenge for treating or preventing human disease.

Keywords: Cancer Biology.
Advisor: Weissman Irving L. primary advisor. Thesis advisor
Davis Mark M. advisor. Thesis advisor
Engleman Edgar G. advisor. Thesis advisor
Levy Ronald
Antimonide-based III-V CMOS technology [electronic resource]

As scaling of silicon CMOS becomes increasingly difficult, use of alternate materials with high carrier mobilities is being explored extensively. Despite burgeoning interests in III-Vs for realizing high performance transistors at low power, III-V MOSFETs have been plagued by (a) Poor PMOS performance, which makes realizing CMOS in a single material system difficult; (b) Low density of states (DOS) for electrons; (c) Poor surface passivation resulting in high interface trap density; (d) Poor dopant activation in the source-drain (S/D); (e) High contact resistance; (f) Hetero-integration of III-V materials on silicon substrates. This work will present novel solutions to overcome these problems. The design is based on the 0.61-0.62nm lattice constant system with InGaSb as the channel material because of its advantages in terms of band engineering and high mobility/offsets for both electrons and holes. The goal is to achieve high electron/hole mobility in the same channel material for N- and P-channel MOS devices through the optimization of surface passivation, stoichiometry, heterostructure design and novel contact/interface engineering. Hetero-integration on a silicon substrate is another key challenge in enabling III-V CMOS. The hetero-integration scheme for III-V CMOS transistors on silicon using the rapid-melt-growth (RMG) technique is demonstrated.

Keywords: Electrical Engineering.
Advisor: Saraswat Krishna primary advisor. Thesis advisor
Harris J. S. (James Stewart)
Plummer James L.
Anxiety and test performance [electronic resource] : an emotion regulation perspective

It is widely recognized that anxiety can influence performance in test-taking situations. However, surprisingly little is known about the mechanisms that underlie these effects. In this dissertation, I first review the literatures on test anxiety, stereotype threat, and choking under pressure in order to clarify the mechanisms that underlie the association between test anxiety and test performance. In my review of the literature, I describe how test anxiety is triggered, how it unfolds over the learning-testing cycle, and how it may influence test performance. I then consider how test anxiety may be (and often is) regulated, and consider the direct and indirect effects emotion regulation might have on performance in test-taking situations. Next, I present data from a series of studies in which I examined the effects of cognitive reappraisal and expressive suppression on test anxiety and test performance. Specifically, in Studies 1-2, I investigated expressive suppression as a source of interference during diagnostic test-taking, finding that those high in trait test anxiety use more expressive suppression, and expressive suppression is associated with poorer performance and measures of cognitive interference. In Studies 3-4, I investigated cognitive reappraisal as a test anxiety intervention, finding that cognitive reappraisal of the test situation improves outcomes for the highly test anxious, but that cognitive reappraisal of arousal can lead to paradoxical performance decrements consistent with test anxiety. Finally, in Study 5, I compared and contrasted expressive suppression and cognitive reappraisal in a test-taking paradigm, finding no significant effects of these manipulations on outcome measures. However, within the control group, I found that the association between test anxiety and cognitive interference is mediated by the use of expressive suppression. Taken together, the findings from these 5 studies suggest that test anxiety often triggers an increased usage of the strategy of expressive suppression, which can lead to worse performance, and that test anxiety performance decrements can be alleviated by cognitive reappraisal of the test situation.

Keywords: Psychology.
Advisor: Gross James J. (Professor of psychology) primary advisor. Thesis advisor
Dweck Carol S.
Tsai Jeanne Ling advisor. Thesis advisor
The appeal of the (high) road less travelled [electronic resource] : why moral actions become more appealing when no one else does them

Previous research has documented the power of descriptive norms to increase prosocial behavior, but has largely neglected the possibility of uniqueness as a motivator of prosocial behavior. Although theories of normative influence predict that social information indicating that a behavior is rare will dissuade others from taking action, I predict that low rates of prosocial behavior can be particularly motivating, prompting prosocial action on par with descriptively normative behavior. Study 1 explores the real experiences of unique behavior among entrepreneurial chefs through a series of qualitative interviews. Results from Studies 2 and 3 suggest that counter-normative social information increases individuals' willingness to engage in prosocial behavior relative to a baseline condition. Further, Studies 4 and 5 explored divergent psychological mechanisms responsible for descriptively normative and counter-normative social influence. Results from Study 4 suggest that while individuals spurred to behave prosocially when it is normative to do so experience no positive benefit to their self-worth because that behavior is common, individuals who engage in counter-normative prosocial behavior show increases in the perceived identity centrality of those behaviors because that behavior is distinctive. Consistent with this psychology, results from Study 5 reveal that individuals who have engaged in counter-normative prosocial behavior do so as an identity opportunity rather than from feelings of obligation, and these individuals express more pride than those whose prosocial behavior is more common. Thus, individuals who are motivated to take rare prosocial action, but not those motivated to take common prosocial action, may do so because they foresee the opportunity of a prospective enhancement to their self-worth.

Keywords: Business.
Advisor: Monin Benoît
Mullen Elizabeth primary advisor. Thesis advisor
Flynn Francis J. advisor. Thesis advisor
Miller Dale T. advisor. Thesis advisor