Multi-Country Event Study Methods

Which event study methods are best in non-U.S. multi-country samples? Nonparametric tests, especially the rank and generalized sign, are better specified and more powerful than common parametric tests, especially in multi-day windows. The generalized sign test is the best statistic but must be applied to buy-and-hold abnormal returns for correct specification. Market-adjusted and market-model methods with local market indexes, without conversion to a common currency, work well. The results are robust to limiting the samples to situations expected to be problematic for test specification or power. Applying the tests that perform best in simulation to merger announcements produces reasonable results.

Variability analysis of discrete event series and wavefront patterns in surface electrocardiogram: contributions to psychophysiological and clinical research

The surface electrocardiogram (ECG) is an established diagnostic tool for the detection of abnormalities in the electrical activity of the heart. The interest of the ECG, however, extends beyond the diagnostic purpose. In recent years, studies in cognitive psychophysiology have related heart rate variability (HRV) to memory performance and mental workload. The aim of this thesis was to analyze the variability of surface ECG derived rhythms, at two different time scales: the discrete-event time scale, typical of beat-related features (Objective I), and the “continuous” time scale of separated sources in the ECG (Objective II), in selected scenarios relevant to psychophysiological and clinical research, respectively. Objective I) Joint time-frequency and non-linear analysis of HRV was carried out, with the goal of assessing psychophysiological workload (PPW) in response to working memory engaging tasks. Results from fourteen healthy young subjects suggest the potential use of the proposed indices in discriminating PPW levels in response to varying memory-search task difficulty. Objective II) A novel source-cancellation method based on morphology clustering was proposed for the estimation of the atrial wavefront in atrial fibrillation (AF) from body surface potential maps. Strong direct correlation between spectral concentration (SC) of atrial wavefront and temporal variability of the spectral distribution was shown in persistent AF patients, suggesting that with higher SC, shorter observation time is required to collect spectral distribution, from which the fibrillatory rate is estimated. This could be time and cost effective in clinical decision-making. The results held for reduced leads sets, suggesting that a simplified setup could also be considered, further reducing the costs. In designing the methods of this thesis, an online signal processing approach was kept, with the goal of contributing to real-world applicability. An algorithm for automatic assessment of ambulatory ECG quality, and an automatic ECG delineation algorithm were designed and validated.

Discrete Event Systems based Design Patterns for Diagnosability Analysis of Automated Manufacturing Systems

The main goal of this thesis is to facilitate the process of industrial automated systems development applying formal methods to ensure the reliability of systems. A new formulation of distributed diagnosability problem in terms of Discrete Event Systems theory and automata framework is presented, which is then used to enforce the desired property of the system, rather then just verifying it. This approach tackles the state explosion problem with modeling patterns and new algorithms, aimed for verification of diagnosability property in the context of the distributed diagnosability problem. The concepts are validated with a newly developed software tool.

A comprehensive experimental and numerical approach for assessing the hydro-mechanical behaviour of river embankments

In this doctoral dissertation, a comprehensive methodological approach for the assessment of river embankments safety conditions, based on the integrated use of laboratory testing, physical modelling and finite element (FE) numerical simulations, is proposed, with the aim of contributing to a better understanding of the effect of time-dependent hydraulic boundary conditions on the hydro-mechanical response of river embankments. The case study and materials selected for the present research project are representative for the riverbank systems of Alpine and Apennine tributaries of the main river Po (Northern Italy), which have recently experienced various sudden overall collapses. The outcomes of a centrifuge test carried out under the enhanced gravity field of 50-g, on a riverbank model, made of a compacted silty sand mixture, overlying a homogeneous clayey silt foundation layer and subjected to a simulated flood event, have been considered for the definition of a robust and realistic experimental benchmark. In order to reproduce the observed experimental behaviour, a first set of numerical simulations has been carried out by assuming, for both the embankments and the foundation unit, rigid soil porous media, under partially saturated conditions. Mechanical and hydraulic soil properties adopted in the numerical analyses have been carefully estimated based on standard saturated triaxial, oedometer and constant head permeability tests. Afterwards, advanced suction-controlled laboratory tests, have been carried out to investigate the effect of suction and confining stresses on the shear strength and compressibility characteristics of the filling material and a second set of numerical simulations has been run, taking into account the soil parameters updated based on the most recent tests. The final aim of the study is the quantitative estimation of the predictive capabilities of the calibrated numerical tools, by systematically comparing the results of the FE simulations to the experimental benchmark.

Test vector generation for the phase II ATLAS event filter trigger upgrade

In the near future, the LHC experiments will continue to be upgraded as the LHC luminosity will increase from the design 1034 to 7.5 × 1034, with the HL-LHC project, to reach 3000 × f b−1 of accumulated statistics. After the end of a period of data collection, CERN will face a long shutdown to improve overall performance by upgrading the experiments and implementing more advanced technologies and infrastructures. In particular, ATLAS will upgrade parts of the detector, the trigger, and the data acquisition system. It will also implement new strategies and algorithms for processing and transferring the data to the final storage. This PhD thesis presents a study of a new pattern recognition algorithm to be used in the trigger system, which is a software designed to provide the information necessary to select physical events from background data. The idea is to use the well-known Hough Transform mathematical formula as an algorithm for detecting particle trajectories. The effectiveness of the algorithm has already been validated in the past, independently of particle physics applications, to detect generic shapes in images. Here, a software emulation tool is proposed for the hardware implementation of the Hough Transform, to reconstruct the tracks in the ATLAS Trigger and Data Acquisition system. Until now, it has never been implemented on electronics in particle physics experiments, and as a hardware implementation it would provide overall latency benefits. A comparison between the simulated data and the physical system was performed on a Xilinx UltraScale+ FPGA device.