VictorJuiz/thesis huggingface dataset:
Valuation of private companies using a real options approach and the harmony theorem [electronic resource]

One of the most interesting and intriguing problems in finance is the valuation of private companies; that is, companies that are not yet publicly traded and for which there is no market. Their pricing is very challenging, since traditional methods used for evaluating tradable assets are not applicable. The problem becomes even more interesting, but more complicated as well, when the company we wish to valuate is also a start up, recently founded by an entrepreneur or a group of entrepreneurs, that designs a new, in most cases innovative, product. The task of performing evaluation of such type of companies is very important. There are people who are interested in knowing the value of a start up company that is still private. These include entrepreneurs, venture capitalists, other investors (e.g. people trading private stocks of the company in the secondary markets), potential or current employees of the company and Wall street analysts. All those individuals try to, at least roughly, approximate the current value of a company that they are interested in. That would help them make decisions (e.g. buying the company, selling it or investing in it), depending on the role that each of them has. The method that we propose incorporates both the Net Present Value (NPV) and the Internal Rate of Return (IRR) criteria, that are typically used by the owner of the company and its investors, respectively. That gives us the ability to include both the entrepreneur and the venture capitalists in the model. Our model is the first one that achieves that, and it does by using a very powerful concept, the Harmony Theorem. According to this, the owner of a venture and someone who invests to it will follow the same operational strategy, although their criteria are different. The Harmony Theorem is not the only tool that is used in our model. Our valuation method is also based on real options approaches and projection pricing concepts. In particular, we used real options to represent the possible alternatives (options) that the company has; several rounds of financing from venture capitals, possible IPO, or possible abandoning of the project and sell of the Intellectual Property (IP). Projection pricing is used in the form of the correlation pricing formula (CPF), since we consider private companies, which means that CAPM or Black-Scholes cannot be used for its valuation. We apply our model for three companies that went public during the next couple of years: LinkedIn, Pandora Media and Groupon. The predictions of our model regarding the IPO's of those companies are much better to the ones proposed by analysts and professionals at the time these companies were still private. It is really important that our model performed well for all three companies that belong in different sectors and had different success level.

Keywords: Management Science and Engineering.
Advisor: Luenberger David G.
Weyant John P. (John Peter) primary advisor. Thesis advisor
Lai T. L. advisor. Thesis advisor
Vector deformation time-series from spaceborne motion compensation InSAR processors [electronic resource]

We have developed an algorithm, which we call V-SBAS, that extends existing InSAR time-series techniques to estimate the temporal evolution of three-dimensional vector deformation. Our approach uses several LOS-InSAR geometries and an along-track technique called multiple aperture interferometry (MAI) to increase the temporal sampling and dimensionality over time-series in a single radar geometry. By combing multiple observations, we reduce the effect of noise, allowing us to estimate deformation in regions where other multidimensional approaches might typically fail. V-SBAS can be implemented at the backend of any InSAR data processor, but since we use hundreds of interferograms, we develop the processing chain in the context of efficient motion compensation processors. Motion compensation uses the satellite orbit information to shift the position and phase of the receive signal to that of an ideal noninertial circular reference orbit where the focusing equations are simplified and SAR scenes are produced in a common coordinate system. This approach reduces the computational complexity of interferogram formation and is well suited to produce stacks of InSAR data for time-series analysis. We first present our approach to motion compensation and develop the equations to produce stacks of interferograms in a single radar geometry. We find that processing to a common reference orbit introduces spectral shifts, which can reduce coherence for large motion compensation baselines. We derive expressions for these shifts and propose processor modifications to restore coherence. We then develop the V-SBAS algorithm and define a set of constraints that are based on the concept of space-time separability. We present an algorithm to verify the existence of this property through a principal component analysis of existing GPS data, which we use to determine whether or not the constraints should be applied. The separability constraints are nonlinear in the time-series components, thus we also propose a linear approximation to maintain the efficiency of our approach. The linear solution involves an initial unconstrained estimate, followed by a constrained re-estimate of the northward component. We choose this approach because the north is defined primarily by the noisy MAI measurements, while the east and up are defined by InSAR. Finally, we present results of the 2007 Father's Day eruption and intrusion at Kilauea Volcano, Hawaii, where we see agreement with GPS on the order of 2 cm in the east and up directions and 6 cm in the north. The separability constraints reduce the overall average errors to approximately 4 cm, however, some individual stations saw a reduction in error by as much as 10-20 cm.

Keywords: Electrical Engineering.
Advisor: Zebker Howard A. primary advisor. Thesis advisor
Linscott Ivan advisor. Thesis advisor
Segall Paul
Verilog piecewise linear behavioral modeling for mixed-signal validation [electronic resource]

Mixed-signal systems-on-chip (SoC's) are complex entities that contain very tightly coupled analog and digital circuits. Validating these complex systems requires simulating the entire design through a large number of test vectors, and each test vector might in turn lead to a long simulation. Due to traditionally differing views of validation as well as design tools for analog and digital, validation of an SoC is not easy. Behavioral modeling is an attractive approach that tries to address this issue by replacing analog circuits with high-level functional models to speed up simulation while retaining some of the analog behavior. This dissertation proposes a method for creating these models in an event-driven, digital modeling language. Piecewise linear approximation is used to represent continuous time analog signals as value-slope pairs that update at discrete instances in time. By breaking analog circuits into sub-blocks with mostly unidirectional ports and leveraging the (nearly) linear intent of analog circuits, an efficient method of computing module output that avoids time integration is possible. The overall result is analog behavioral models that are pin-accurate, fast to simulate and capture the key dynamics in analog circuits. Models of various types of circuits (a simple RC filter, a phase interpolator, a comparator and a current DAC) are used to illustrate the wide applicability of the proposed modeling method. A 250MS/s track and hold, a 2.5-1.8V switching regulator, and a 1GHz PLL are also modeled to verify the preservation of important circuit behaviors as well as to gauge these models' computation complexity.

Keywords: Electrical Engineering.
Advisor: Horowitz Mark (Mark Alan) primary advisor. Thesis advisor
Murmann Boris advisor. Thesis advisor
Wooley Bruce A.
Vision-based hazard estimation during autonomous lunar landing [electronic resource]

This thesis develops an information-seeking controller to augment a standard lander descent guidance algorithm in order to improve the performance of vision-based Hazard Detection and Avoidance for autonomous lunar landers. One of the main goals of HDA is to construct a map of the local terrain during the descent so that safe sites can be identified. A vision-based hazard sensing system has the considerable benefit of being lightweight such that it could be used on a small landing craft. However, the quality of hazard measurements derived from imagery is dependent on the spacecraft trajectory, and mapping performance can be degraded if this dependency is not properly accounted for. The new information-seeking controller developed in this thesis actively modifies the descent trajectory in response to the observed terrain to increase the quality and quantity of images used for hazard map creation. This is accomplished by using a novel, online framework to trade fuel against potential information gain. The hazard maps produced using this new information-seeking method show increased coverage and reduced uncertainty regarding the local hazard field when compared to the standard guidance approach. Simulated results using a variety of lander and environmental configurations are presented to demonstrate the effectiveness of the method.

Keywords: Aeronautics and Astronautics.
Advisor: Rock Stephen M. primary advisor. Thesis advisor
Close Sigrid
Enge Per advisor. Thesis advisor
Wall-modeled large eddy simulation in an unstructured mesh environment [electronic resource]

The present study aims at developing and validating a wall-layer model for large eddy simulation of complex turbulent flows at high Reynolds number. To be applicable to complex flows over/inside the complex geometries, a non-equilibrium wall-model based on unsteady three-dimensional Reynolds-averaged Navier-Stokes equations has been implemented in an unstructured mesh environment. This method is similar to that of the wall-model for structured mesh investigated in earlier studies, but it is supplemented by a new dynamic eddy viscosity/conductivity model that corrects the effect of the resolved Reynolds stress (resolved turbulent heat flux) on the skin friction (wall heat flux). This correction is shown to be crucial in predicting the correct level of skin friction. Unlike earlier models, this eddy viscosity/conductivity model does not have a stress-matching procedure or a tunable free parameter, and it shows consistent performance over a wide range of Reynolds numbers. The wall-model is first validated against canonical (attached) transitional and fully turbulent flows at moderate to very high Reynolds numbers. Application to a separated flow over a NACA4412 airfoil operating close to maximum lift is also considered to test the performance of the wall-model in complex non-equilibrium flows. Lastly, the capability of wall-modeled large-eddy simulation for prediction of wall-pressure fluctuations is demonstrated in terms of rms fluctuation, wavenumber-frequency spectra, and two-point correlations in the turbulent channel flow.

Keywords: Mechanical Engineering.
Advisor: Moin Parviz primary advisor. Thesis advisor
Iaccarino Gianluca advisor. Thesis advisor
Lele Sanjiva K. (Sanjiva Keshava)
Water [electronic resource] : solid and liquid phase structures in "no-man's land"

This thesis will cover a large variety of different techniques and experiments, mainly using x-rays, all of which were performed on MIlliQ (18.2 M [omega] /cm2) water. The techniques range from X-ray Raman Spectroscopy (XRS), to Small Angle X-ray Scattering (SAXS), to Wide Angle X-ray Scattering (WAXS), X-ray Emission Spectroscopy (XES), to Microscopy, to designing a new High Pressure Cell for use with any type of spectroscopy. The results of using these wide variety of techniques measuring water, from near boiling on down to 227K, are tabulated in this Thesis. Primarily we were interested in the effects on the waters structure as we changed the temperature. We have found that as we cool from near boiling to 227K we see a continuous, power law shift in the splitting of the diffraction peaks, which means that at high temperatures our nearest neighbor shells are extremely indistinct, but below 290K we see an incredibly rapid sharpening of the nearest neighbor shells into very well defined shells at 2.8 Å and 4.5 Å as expected of a tetrahedral structure. As a second benefit of measuring the structural properties of very deeply supercooled liquid water, we gain for free structural information on the type of ice that is formed, how fast it is formed, and what shape is takes on when formed at these deeply supercooled temperatures. We found that the type of ice formed was hexagonal ice, not the expected stacking fault or cubic ices, we also found that the nucleation and growth rate were much slower than predicted, and finally we found that the nanoscopic particles of ice had significant anisotropy which also was not predicted.

Keywords: Chemistry.
Advisor: Nilsson Anders
Martinez Todd J. (Todd Joseph)
Solomon Edward I. advisor. Thesis advisor
Wavelength-modulation spectroscopy for determination of gas properties in hostile environments [electronic resource]

Over the past 40 years, tunable diode laser absorption spectroscopy (TDLAS) sensors have matured into a practical technology for providing non-intrusive, in-situ measurements of gas properties in a number of hostile energy systems. However, the applicability of TDLAS sensors has been limited by a number of fundamental measurement challenges including: beam-steering, non-absorbing transmission losses, interfering emission, line-of-sight non-uniformities, and broad and blended absorption spectra at high pressures. This work presents the development and demonstration of several novel calibration-free wavelength-modulation spectroscopy (WMS) techniques and sensors that enable high-fidelity measurements of gas properties in highly non-uniform gases and high-pressure gases. These WMS techniques are demonstrated with measurements of gas temperature, H2O, pressure, and velocity in two model scramjet combustors and a pulse detonation combustor.

Keywords: Mechanical Engineering.
Advisor: Hanson Ronald primary advisor. Thesis advisor
Cappelli Mark A. (Mark Antony) advisor. Thesis advisor
Jeffries Jay Barker advisor. Thesis advisor
What motivates people to try to persuade others? Ironic and contradictory determinants of advocacy [electronic resource]

This dissertation explores various factors that influence advocacy. When people seek support for a cause, they typically present the strongest arguments they can muster. The current research departs, however, in identifying the conditions under which (and processes through which) presenting weak arguments can stimulate greater advocacy. Chapter 1 examines this ironic predictor of advocacy. This research also explores the impact of people's lay theories about attitudes on advocacy. People vary in the extent to which they believe attitudes are fixed (entity theorists) or malleable (incremental theorists). Results indicate that entity theories of attitudes simultaneously motivate and demotivate willingness to try to persuade others. Chapter 2 explores the contradictory ways in which these lay theories affect advocacy.

Keywords: Business.
Advisor: Tormala Zakary L. primary advisor. Thesis advisor
Wheeler S. Christian primary advisor. Thesis advisor
Shiv Baba
When membranes collide [electronic resource] : studying vesicle fusion using a model system based on DNA hybridization

Membrane fusion consists of a complex rearrangement of lipids and proteins that results in the merger of two lipid bilayers. This fusion reaction is central to many biological processes, including endo- and exocytosis and the transfer of membrane proteins between cellular compartments. The process of vesicle docking and fusion is mediated by formation of the SNARE protein complex, made up of recognition partners on the vesicle and target membranes, with many other accessory proteins assisting or regulating the process. Although extensively studied, essential questions about vesicle fusion, including the number of components involved and the precise physical mechanism, are not well understood. Due to the complexity of the fusion reaction and the proteins involved, reductionist model systems can complement in vivo data to yield a better understanding of this biological process. This dissertation describes the development and study of a reductionist model system that employs synthetic DNA-lipid conjugates as surrogates for the SNARE machinery. This model system affords easy control over DNA sequence, binding geometry, and length—factors less easily probed in SNARE-mediated fusion—and it allows us to examine how fusion proceeds once the vesicle and target membranes are brought close together in the absence of accessory factors. Previous work has demonstrated that hybridization of complementary DNA-lipid pairs on different vesicles can enable fusion between small vesicles in bulk. This dissertation expands upon that previous work to develop assays to study DNA-mediated vesicle fusion on the individual event level. These assays are then used to ask mechanistic questions about the DNA-mediated fusion reaction that were not previously addressable.

Keywords: Chemistry.
Advisor: Boxer Steven G. (Steven George)
Brünger Axel T. advisor. Thesis advisor
Cui Bianxiao advisor. Thesis advisor
Whole-heart magnetic resonance imaging with non-Cartesian trajectories [electronic resource]

The key factor in advancing widespread use of CMRA is the certainty that diagnostic results can be obtained across scanners and across sites. CMRA methods making use of non-Cartesian imaging trajectories, such as the 3D cones trajectory, are prone to errors from deviations in the MR gradient system. By characterizing this system with a linear time-invariant model based on a chirp signal, MR gradient system based errors are reduced. Free-breathing CMRA protocols provide an alternative to breath-held acquisitions which can be difficult for patients to perform. Accurate tracking of the heart is vital in order to ensure that image quality does not suffer from respiratory-based motion. With the development of a variable-density 3D cones trajectory, whole-heart images of the heart are acquired every heartbeat. With this information, the nonrigid motion of the heart can be tracked and corrected in post-processing. The variable-density 3D cones trajectory is also beneficial for increasing the resolution of the CMRA acquisition. Without significantly impacting the scan time, both the spatial and temporal resolution of images are increased. Improved efficiency is also gained by reducing the oversampling of the 3D cones and other non-Cartesian trajectories. With a flexible, numerical framework, time-efficient non-Cartesian trajectories are designed for excitation, improving spatial selectivity, and for imaging.

Keywords: Electrical Engineering.
Advisor: Nishimura Dwight George primary advisor. Thesis advisor
Hargreaves Brian Andrew advisor. Thesis advisor
Pauly John (John M.) advisor. Thesis advisor
Wireless powering and communications for mm-sized pacemakers, sensors, neuromodulators, and optogenetics [electronic resource]

Implantable electronic devices provide precise recording or modulation of neurological activity. They promise to be platforms for new treatments and tools for scientific discovery. Two of the key challenges in realizing implantable systems at the millimeter scale are powering and communications. Miniaturizing these devices using wireless technologies would allow the electronics to be delivered into the body using minimally invasive methods such as through a catheter or a hypodermic needle. Power delivery for miniature implants deep within the human body cannot be done safely with inductive coupling at low frequencies. To develop new high frequency power transfer systems through tissue, new instruments are needed. A method for characterizing power receiving microstructures using an optical link is discussed. Midfield powering is introduced which uses a patterned metal plate to transform evanescent waves to propagating waves upon interaction with tissue. A spatially adaptive system is developed that can deliver power through 10~cm of tissue mimicking phantom solution. Next, a pacemaker the size of a grain of rice is developed and powered to pace from the epicardium of a rabbit and the endocardium of a pig. A custom integrated circuit is introduced which contains the main building blocks for efficient power harvesting in tissue and transmission from an implant to outside the body. A pulsed-RF transmitter is designed to harvest energy and transmit RF pulses to an external coupler. Next, wireless technologies are applied to scientific tools for neuroscience experiments in small animals. The challenge of power delivery for neurological experimentation with small animals is that ideally, the animal should be freely moving without any visible sign of an implant. A new approach of wireless powering is introduced for this application which requires no electronics to automatically focus electromagnetic waves to the location of a mouse. A wirelessly powered optogenetic stimulation device is developed that is fully internalized into the animal. Optical stimulation is performed in both the central and peripheral nervous system of untethered, freely moving mice.

Keywords: Electrical Engineering.
Advisor: Poon Ada Shuk Yan
Delp Scott advisor. Thesis advisor
Pauly John (John M.) advisor. Thesis advisor
Within-nest interactions and the regulation of foraging behavior in harvester ants

Ants live in colonies that operate without central control. Interactions among individual ants determine how a colony regulates its behavior to conserve water and energy (Greene, et al, 2013). Harvester ants interact in an entrance chamber just inside the nest entrance, as they come in and out of the nest. Whether an outgoing forager leaves the nest depends on its rate of interactions with returning foragers. My work investigates how, during a period of foraging, the number of ants in the entrance chamber and the locations of their interactions change over time. My project examines two aspects of the behavior of the red harvester ant (Pogonomyrmex barbatus): (1) how the rate of returning foragers affects the pool of outgoing foragers by regulating ants moving up to the entrance chamber from the deeper nest, and (2) how the shape of a colony’s entrance chamber determines the density and location of interactions. We created 16 films of 6 different ant colonies and recorded information about the number of ants moving in and out of the entrance chamber from the deeper nest, and also marked where ants were having interactions in the entrance chamber.
We found that the rate of returning foragers does influence the size of the pool of outgoing foragers, because the rate of returning foragers influences the movement of ants in and out of the entrance chamber from the deeper nest. We found a lag of 18 seconds for an ant to descend into the deeper nest after an ant has returned to the entrance chamber from an outside foraging trip. We also found that the descent of an ant into the deeper nest is also associated with an ant coming up from the deeper nest after a mean lag of 38.25 seconds. We also find that ants tend to have most of their interactions around the tunnel entrance and exit of the entrance chamber just inside the nest entrance. These relationships suggest that on a scale of seconds, returning foragers are regulating movement among chambers within a nest and thus changing the outgoing forager numbers. Ants tend to engage in interactions around entrances/exits. But interaction “hotspots” also vary among colonies, as colony nest shape varies.

Keywords:  Department of Biology
Biology
Stanford
Ecology
Evolution
Gordon Lab
ant behavior
Thesis
Advisor: Gordon Deborah
Fukami Tadashi