VictorJuiz/thesis huggingface dataset:
Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models

Motivated by a zero-intelligence approach, the aim of this thesis is to unify the microscopic (discrete price and volume), mesoscopic (discrete price and continuous volume) and macroscopic (continuous price and volume) frameworks of limit order books, with a view to providing a novel yet analytically tractable description of their behaviour in a high to ultra high-frequency setting. Starting with the canonical microscopic framework, the first part of the thesis examines the limiting behaviour of the order book process when order arrival and cancellation rates are sent to infinity and when volumes are considered to be of infinitesimal size. Mathematically speaking, this amounts to establishing the weak convergence of a discrete-space process to a mesoscopic diffusion limit. This step is initially carried out in a reduced-form context, in other words, by simply looking at the best bid and ask queues, before the procedure is extended to the whole book. This subsequently leads us to the second part of the thesis, which is devoted to the transition between mesoscopic and macroscopic models of limit order books, where the general idea is to send the tick size to zero, or equivalently, to consider infinitely many price levels. The macroscopic limit is then described in terms of reflected SPDEs which typically arise in stochastic interface models. Numerical applications are finally presented, notably via the simulation of the mesocopic and macroscopic limits, which can be used as market simulators for short-term price prediction or optimal execution strategies.

Keywords: reflected SPDE
stochastic interface model
heavy traffic limit
invariant measure
diffusion approximation
limit order book
zero-intelligence model
global/local order flow imbalance
relative/absolute price grid
local time
elastic Brownian motion
mesoscopic/macroscopic system
Advisor: Hambly, B
Some results in set addition

This thesis is concerned with some problems regarding set addition.
One of them is trying to find the correct dependence of parameters in the Balog-Szemerédi-Gowers Theorem. Although we do not resolve this issue completely, we provide a nontrivial lower bound.
In the main part of the thesis we develop the structure theory of sets with small popular doubling. We prove various results for subsets of integers, groups of prime order or arbitrary abelian groups; all of them are direct analogues of the results about sets of small doubling.
In addition, we provide an estimate of the number of subsets of an interval with certain size and bounded doubling constant; this extends a theorem of Green and Morris. Roughly speaking, we prove that it is enough to count sets that, except a few points, form a dense subset of a (one-dimensional) arithmetic progression. As a tool we prove a result about approximating sets, which might be considered interesting on its own right.
Finally, we apply results from previous chapters to strengthen another theorem of Green and Morris. We prove that if a sumset of a random subset of the set of natural numbers misses at least k elements of &Nopf;, with positive probability it means that in fact among those elements we can find all of 1; 2;...,k.

Advisor: Green, B
Competition between weak quantum measurement and many-body dynamics in ultracold bosonic gases

Trapping ultracold atoms in optical lattices enabled the study of strongly correlated phenomena in an environment that is far more controllable and tunable than what was possible in condensed matter. Here, we consider coupling these systems to quantised light where the quantum nature of both the optical and matter fields play equally important roles in order to push the boundaries of what is possible in ultracold atomic systems.
We show that light can serve as a nondestructive probe of the quantum state of matter. By considering a global measurement we show that it is possible to distinguish a highly delocalised phase like a superfluid from the Bose glass and Mott insulator. We also demonstrate that light scattering reveals not only density correlations, but also matter-field interference.
By taking into account the effect of measurement backaction we show that the measurement can efficiently compete with the local atomic dynamics of the quantum gas. This can generate long-range correlations and entanglement which in turn leads to macroscopic multimode oscillations across the whole lattice when the measurement is weak and correlated tunnelling, as well as selective suppression and enhancement of dynamical processes beyond the projective limit of the quantum Zeno effect in the strong measurement regime.
We also consider quantum measurement backaction due to the measurement of matter-phase-related variables such as global phase coherence. We show how this unconventional approach opens up new opportunities to affect system evolution and demonstrate how this can lead to a new class of measurement projections thus extending the measurement postulate for the case of strong competition with the system's own evolution.

Keywords: ultracold gases
measurement
backaction
quantum optics
Advisor: Mekhov, I
Computation by origami-templated DNA walkers

Interactions between DNA molecules can be used to perform computation. These DNA computing systems often use DNA molecules as freely diusing reactants in a well-mixed solution. We demonstrate how DNA walkers tethered to an origami-templated track can perform computation. A DNA walker can block a track that intersects with its own, preventing another walker from stepping down this blocked track. These blockages are primitive operations that can be used to perform computation. This thesis demonstrates how blocking interactions between DNA walkers can evaluate formulae posed in propositional logic.
When anchorages in the track are viewed as networked machines and the DNA walker is viewed as a coordinated message passed between them, DNA walker circuits can be modelled as a distributed system. Techniques from formal veri- cation can be used to check this system for errors, determining the probability with which the system will end up in a certain state. This forms the basis of a compiler that can automatically design a DNA walker circuit that evaluates a given propositional formula within a specied error tolerance. To show how DNA walker circuits can be simplied, we create a propositional logic system called blocking logic that is proven to be both sound and complete.
DNA walker circuits can be implemented and measured experimentally by using fluorescence spectrophotometry to track the position of a walker on the track. To demonstrate proof of principle, circuits were built that implement NOT and NOR operators. To make these circuits operate with minimal error, dierent sources of possible error were investigated and quantied.
Cumulatively, the novel contributions that this thesis makes to the eld are:
• the experimental design and implementation of a DNA computing system that uses DNA walkers,
• probabilistic model checking software that automatically designs these DNA walker circuits,
• a propositional logic system that can simplify a DNA walker circuit to an equivalent circuit that uses fewer tracks.

Keywords: formal languages
DNA computing
nanotechnology
Advisor: Turberfield, A
Cardelli, L
The circulation of flesh: regional food producing/consuming systems in Southern England 1500BC-AD1086

It has become an axiom of British archaeology that the results of developer-funded fieldwork are under-utilised in research and several projects carried out at British universities have attempted to redress this perceived imbalance. These projects, including those on British and Continental prehistory carried out by Richard Bradley, the Roman Rural settlement project, the Fields of Britannia project, John Blair's work on early medieval England and the EngLaId project, of which this thesis forms a component, have all demonstrated beyond doubt the transformative effect of the data produced by developer-funded work on our understanding. However, to date no project has sought to utilise artefact and ecofact data produced by developer-funded work on a similar scale. This thesis is partly an attempt to fill this gap, by using ceramic, animal bone and charred plant data from digital archives generated by developer-funded archaeology, to address a series of questions about food production/consumption over the later prehistoric and early historic periods in Southern England. These three datasets have very varied characteristics and their integration in a single database was, therefore, one of the major challenges of the thesis. However, this also provided the opportunity to ask new questions and to address old questions with new data. The thesis argues that regional ecosystems had a long-term influence on processes of food production/consumption, which displayed considerable continuities across the boundaries of traditional archaeological periods. Landscape, settlement, ceramic, animal bone and charred plant data from three regional case studies, encompassing the Upper Thames Valley, the Middle and Lower Thames Valley and the route of HS1 in Kent were investigated using a Filemaker database and QGIS mapping. It is argued that, while there were long-term continuities in the use of plants and animals, the expression of social relationships expressed in fields, settlements and ceramics followed a cyclical pattern.

Keywords: Prehistory
Roman
Medieval
Food
Big-Data
Ceramics
Advisor: Gosden, C
Kamash, Z
Green, C
The molecular epidemiology and ecology of Campylobacter in the UK

Campylobacter is a major Public Health problem in the UK, responsible for more than 50,000 recorded cases of gastroenteritis annually. This thesis examines the molecular epidemiology of clinical campylobacteriosis in Oxfordshire over a one-year period, considering the distribution of Campylobacter jejuni and Campylobacter coli clonal complexes, the relationship between clonal complex and ciprofloxacin resistance and the relationship between travel-associated campylobacteriosis and Campylobacter genotype.
The clinical picture is related back to the molecular epidemiology of Campylobacter isolated from retail poultry and the prevalence of resistance to antimicrobial substances. A widespread but non-random distribution of antibiotic resistance phenotypes among Campylobacter Sequence Types is indicative of the importance of horizontal transfer of resistant genes as well as clonal expansions of resistant genotypes.
Continuing backwards along the food production chain the molecular epidemiology of Campylobacter amongst livestock and farmyard commensals is considered. A study of Campylobacter in rats reveals considerable genetic diversity, and three distinct clades of 'rat-associated' Campylobacter. The use of whole genome sequence data here allows a higher resolution study of the population structure of Campylobacter, identifying a major split in the ST-45 clonal complex.
The potential to use next generation sequence data to improve the attribution of clinical campylobacteriosis cases to animal host source is investigated. Whole genome sequencing reveals that there is insufficient differentiation between populations of Campylobacter isolated from farm animals.
Throughout this thesis data from conventional MLST and from next generation sequencing of whole genomes are compared and the relative benefits considered.

Advisor: Maiden, M
Investigation into the pathogenesis and behaviour of two disorders of cholesterol homeostasis

Cholesterol is essential for many life processes, including correct development, fluidity of cell membranes, production of steroid hormones and bile acids, and is a major component of myelin. Smith-Lemli-Opitz Syndrome (SLOS) and Niemann-Pick disease type C (NPC) are devastating diseases and both involve dysregulation of cholesterol homeostasis. SLOS is caused by a defect in 7-dehydrocholesterol reductase (DHCR7), resulting in increased levels of 7-dehydrocholesterol (7DHC) and decreased levels of cholesterol. On the other hand, NPC is caused by defects in NPC1 or NPC2. These genes encode two lysosomal proteins that are responsible for the transport of cholesterol and other lipids out of lysosomes. Consequently, defects in these proteins results in accumulation of unesterified cholesterol within late endosomes/lysosomes. The severity ranges of both disorders are broad, and no or limited therapeutic options are available.
This thesis aimed to establish the incidence and mechanisms behind SLOS and NPC in order to aid development of novel therapeutic interventions. Using a bioinformatics approach, Chapter 2 showed that the estimated incidences of classical SLOS and NPC were similar to clinical reports. However, the analysis suggested that a late onset form of NPC1 could be more prevalent. Chapter 3 investigated the behavioural phenotype of the SLOS Dhcr7T93M/Δ3-5 mouse model and it was found that some parallels could be drawn to the behaviour observed in SLOS patients. It also highlighted some defects in neuro-anatomy that could potentially explain certain cognitive defects. Chapter 4 explored the suggestion of oxidative stress in the Dhcr7T93M/Δ3-5 mouse model. However, this study did not support a role for oxidative stress in this model. Genetic insights were generated via an RNAseq study on SLOS and NPC patient fibroblasts, which suggested that the WNT signalling pathway could play a role in the pathogenesis of SLOS. This pathway was also highlighted when the cells were treated with miglustat, the only approved therapy for NPC. However, the main pathway apparently affected by this drug in both SLOS and NPC was cell proliferation.

Advisor: Platt, F
Porter, F
Investigating the recombinational response to replication fork barriers in fission yeast

Timely completion of DNA replication in each cell cycle is crucial for maintaining genomic integrity. This is often challenged by the presence of various replication fork barriers (RFBs). On collision with a RFB, the fate of the replication fork remains uncertain. In some cases, the integrity of the fork is maintained until the barrier is removed or the fork is rescued by merging with the incoming fork. However, fork stalling can cause dissociation of all of the associated replication proteins (fork collapse). If this occurs, the cell’s recombination machinery can intervene to help restart replication in a process called recombination-dependent replication (RDR).
Programmed protein-DNA barriers like the Replication Terminator Sequence-1 (RTS1) have been used to demonstrate that replication fork blockage can induce recombination. However, it remains unclear how efficiently this recombination gives rise to replication restart and whether the restarted replication fork exhibits the same fidelity as an origin-derived fork. It is also unknown whether accidental replication barriers induce recombination in the same manner as programmed barriers.
In this study, I introduce recombination reporters at various sites downstream of RTS1 to obtain information on both the fidelity and efficiency of replication restart. I find that unlike break induced replication (BIR), the restarted fork gives rise to hyper-recombination at least 75 kb downstream of the barrier. Surprisingly, fork convergence, rather than inducing recombination, acts to prevent or curtail genetic instability associated with RDR. I also investigate a number of genetic factors that have a role in either preventing or promoting genome instability associated with the progression of the restarted fork.
To compare RTS1 with an accidental protein-DNA barrier, a novel site-specific barrier system (called MarBl) was established based on the human mariner transposase, Hsmar1, binding to its transposon end. Replication fork blockage at MarBl strongly induces recombination, more so than at RTS1. This appears to be a general feature of accidental barriers as introduction of the E. coli TusB-TerB site-specific barrier in S. pombe gives rise to a similar effect. Here, I compare and contrast accidental barriers with programmed barriers. I observe that there is very little replication restart, if any, at MarBl measured by direct repeat recombination downstream. This points to the fact that accidental barriers do not trigger fork collapse in the same way as programmed RFBs and that the increased recombination that they cause may be a consequence of the inability of replication forks to terminate correctly, owing to the bi-directional nature of the barrier. Several genetic factors are assessed for their impact on MarBl-induced recombination, which further highlights both similarities and differences with RTS1-induced recombination.

Keywords: Replication restart
Replication Fork Barriers
DNA Replication
Homologous Recombination
Advisor: Whitby, M
Evolution and morphology of lycophyte root systems

The evolution of plant roots transformed the Earth’s surface, engineering new ecosystems and environments, and providing the nutrient and water uptake, as well as anchorage necessary to support the first trees. The lycophytes (clubmosses) were the first group of plants to evolve roots and the study of their morphology and evolution has been a major goal for evolutionary scientists working on both extant and extinct lycopsids. The aim of the research described in this thesis is to increase our understanding of both the morphology and evolution of lycopsid roots. This is achieved by presenting three papers on the theme of root morphology and evolution. First, I report the discovery of root hairs on extinct stigmarian rootlets, highlighting the conserved morphology of all Isoetalean rootlets. Second, in my discovery of the oldest fossilized root meristem, I illustrate how the interpretation of exceptionally well preserved fossils can change the way we think about the evolution of development of living plant roots. Third, I identify that the rootlets of Isoetes echinospora and roots of Selaginella moellendorffii have similar gene expression profiles. The new results reported in this thesis taken together with a review of the literature of extant and extinct lycopsid rooting structures, enabled me to identify two contrasting evolutionary patterns: conservatism of lycopsid roots, and huge disparity in the structures to which roots are attached. The highly conserved nature of lycopsid roots, supported by the new data presented in this thesis, is consistent with the hypothesis that all lycopsid roots are homologous (described as the lycopsid root hypothesis). In recognising the homology of lycopsid roots, and the two contrasting patterns of rooting structure evolution, the research presented in this thesis makes a significant contribution to our understanding of the morphology and evolution of lycopsid roots.

Advisor: Dolan, L
Seminal fluid and sexual selection in the Red junglefowl, Gallus gallus

Sexual selection continues after copulation when the ejaculates from different males compete to achieve fertilization. Post-copulatory sexual selection is therefore a powerful evolutionary pressure, with seminal fluid emerging as an important factor. This thesis studies the role of seminal fluid in sexual selection in the polyandrous Red junglefowl, Gallus gallus. First, sperm Average Path Velocity (VAP) in vitro was higher over time when sperm were exposed to non-self, and particularly non-self related, seminal fluid. There was a tendency for sperm exposed to non-self seminal fluid to produce more hydrolysis points on the PVL membrane of the egg than sperm exposed to self seminal fluid. Second, males preferentially invested sperm in sexually novel females, by decreasing investment over successive copulations with the same female and increasing it again on encountering the new female. Seminal fluid volume allocation patterns mirror those of sperm. Seminal fluid protein allocation showed a status-specific pattern. While dominant males tended to allocate a constant amount of seminal fluid protein to successive copulations, subdominant males tended to increase their investment on the novel females. Third, I identified 1,141 proteins in the Red junglefowl seminal fluid, including proteins involved in immunity and antimicrobial defences, sperm maturation, metabolism, and fertilization. These proteins reveal a substantial contribution of blood plasma proteins that is conserved with humans. A comparison with the domestic fowl seminal fluid proteome, revealed qualitative and quantitative differences, likely associated with domestication and artificial selection. Fourth, by comparing the seminal fluid proteome of young and old males with fast and slow sperm velocity, I identified proteins associated with male reproductive ageing and sperm quality. This thesis shows that seminal fluid can play a potentially important role in sexual selection, and provides novel insights regarding male fertility and the molecular basis of reproductive divergence in seminal fluid proteins associated with domestication and artificial selection.

Advisor: Pizzari, T
Widening the applicability of permutation inference

This thesis is divided into three main parts. In the first, we discuss that, although permutation tests can provide exact control of false positives under the reasonable assumption of exchangeability, there are common examples in which global exchangeability does not hold, such as in experiments with repeated measurements or tests in which subjects are related to each other. To allow permutation inference in such cases, we propose an extension of the well known concept of exchangeability blocks, allowing these to be nested in a hierarchical, multi-level definition. This definition allows permutations that retain the original joint distribution unaltered, thus preserving exchangeability. The null hypothesis is tested using only a subset of all otherwise possible permutations. We do not need to explicitly model the degree of dependence between observations; rather the use of such permutation scheme leaves any dependence intact. The strategy is compatible with heteroscedasticity and can be used with permutations, sign flippings, or both combined. In the second part, we exploit properties of test statistics to obtain accelerations irrespective of generic software or hardware improvements. We compare six different approaches using synthetic and real data, assessing the methods in terms of their error rates, power, agreement with a reference result, and the risk of taking a different decision regarding the rejection of the null hypotheses (known as the resampling risk). In the third part, we investigate and compare the different methods for assessment of cortical volume and area from magnetic resonance images using surface-based methods. Using data from young adults born with very low birth weight and coetaneous controls, we show that instead of volume, the permutation-based non-parametric combination (NPC) of thickness and area is a more sensitive option for studying joint effects on these two quantities, giving equal weight to variation in both, and allowing a better characterisation of biological processes that can affect brain morphology.

Keywords: multi-level block permutation
non-parametric combination
low rank matrix completion
multiple regression
general linear model
surface-based morphometry
brain morphology
Pearson type III distribution
weak exchangeability
gamma distribution
sib-pair design
tail approximation
permutation tests
brain cortical volume
negative binomial distribution
heritability
generalised Pareto distribution
repeated measurements
brain cortical surface area
brain cortical thickness
Advisor: Smith, S
Nichols, T