Long-term behaviour of railway transitions under dynamic loading application to soft soil sites

Dissertação para obtenção do Grau de Doutor em Engenharia Civil

Transactions in dynamic reactive environments

Most of today’s systems, especially when related to the Web or to multi-agent systems, are not standalone or independent, but are part of a greater ecosystem, where they need to interact with other entities, react to complex changes in the environment, and act both over its own knowledge base and on the external environment itself. Moreover, these systems are clearly not static, but are constantly evolving due to the execution of self updates or external actions. Whenever actions and updates are possible, the need to ensure properties regarding the outcome of performing such actions emerges. Originally purposed in the context of databases, transactions solve this problem by guaranteeing atomicity, consistency, isolation and durability of a special set of actions. However, current transaction solutions fail to guarantee such properties in dynamic environments, since they cannot combine transaction execution with reactive features, or with the execution of actions over domains that the system does not completely control (thus making rolling back a non-viable proposition). In this thesis, we investigate what and how transaction properties can be ensured over these dynamic environments. To achieve this goal, we provide logic-based solutions, based on Transaction Logic, to precisely model and execute transactions in such environments, and where knowledge bases can be defined by arbitrary logic theories.

DYNAMOD – A dynamic agent based modelling framework for digital businesses

Digital Businesses have become a major driver for economic growth and have seen an explosion of new startups. At the same time, it also includes mature enterprises that have become global giants in a relatively short period of time. Digital Businesses have unique characteristics that make the running and management of a Digital Business much different from traditional offline businesses. Digital businesses respond to online users who are highly interconnected and networked. This enables a rapid flow of word of mouth, at a pace far greater than ever envisioned when dealing with traditional products and services. The relatively low cost of incremental user addition has led to a variety of innovation in pricing of digital products, including various forms of free and freemium pricing models. This thesis explores the unique characteristics and complexities of Digital Businesses and its implications on the design of Digital Business Models and Revenue Models. The thesis proposes an Agent Based Modeling Framework that can be used to develop Simulation Models that simulate the complex dynamics of Digital Businesses and the user interactions between users of a digital product. Such Simulation models can be used for a variety of purposes such as simple forecasting, analysing the impact of market disturbances, analysing the impact of changes in pricing models and optimising the pricing for maximum revenue generation or a balance between growth in usage and revenue generation. These models can be developed for a mature enterprise with a large historical record of user growth rate as well as for early stage enterprises without much historical data. Through three case studies, the thesis demonstrates the applicability of the Framework and its potential applications.

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

Changes in institutional governance and management of higher education in Laos: National University of Laos

PhD thesis in Educational Sciences (specialization in Politics of Education).

Flow updating: fault-tolerant aggregation for dynamic networks

Documento submetido para revisão pelos pares. A publicar em Journal of Parallel and Distributed Computing. ISSN 0743-7315

Improving the risk concept: a revision of Arrow-Pratt theory in the context of controlled dynamic stochastic environments

In the literature on risk, one generally assume that uncertainty is uniformly distributed over the entire working horizon, when the absolute risk-aversion index is negative and constant. From this perspective, the risk is totally exogenous, and thus independent of endogenous risks. The classic procedure is "myopic" with regard to potential changes in the future behavior of the agent due to inherent random fluctuations of the system. The agent's attitude to risk is rigid. Although often criticized, the most widely used hypothesis for the analysis of economic behavior is risk-neutrality. This borderline case must be envisaged with prudence in a dynamic stochastic context. The traditional measures of risk-aversion are generally too weak for making comparisons between risky situations, given the dynamic �complexity of the environment. This can be highlighted in concrete problems in finance and insurance, context for which the Arrow-Pratt measures (in the small) give ambiguous.

Development of metabolic labeling strategies to study changes in protein expression

Résumé : Les progrès techniques de la spectrométrie de masse (MS) ont contribué au récent développement de la protéomique. Cette technique peut actuellement détecter, identifier et quantifier des milliers de protéines. Toutefois, elle n'est pas encore assez puissante pour fournir une analyse complète des modifications du protéome corrélées à des phénomènes biologiques. Notre objectif était le développement d'une nouvelle stratégie pour la détection spécifique et la quantification des variations du protéome, basée sur la mesure de la synthèse des protéines plutôt que sur celle de la quantité de protéines totale. Pour cela, nous volions associer le marquage pulsé des protéines par des isotopes stables avec une méthode d'acquisition MS basée sur le balayage des ions précurseurs (precursor ion scan, ou PIS), afin de détecter spécifiquement les protéines ayant intégré les isotopes et d'estimer leur abondance par rapport aux protéines non marquées. Une telle approche peut identifier les protéines avec les plus hauts taux de synthèse dans une période de temps donnée, y compris les protéines dont l'expression augmente spécifiquement suite à un événement précis. Nous avons tout d'abord testé différents acides aminés marqués en combinaison avec des méthodes PIS spécifiques. Ces essais ont permis la détection spécifique des protéines marquées. Cependant, en raison des limitations instrumentales du spectromètre de masse utilisé pour les méthodes PIS, la sensibilité de cette approche s'est révélée être inférieure à une analyse non ciblée réalisée sur un instrument plus récent (Chapitre 2.1). Toutefois, pour l'analyse différentielle de deux milieux de culture conditionnés par des cellules cancéreuses humaines, nous avons utilisé le marquage métabolique pour distinguer les protéines d'origine cellulaire des protéines non marquées du sérum présentes dans les milieux de culture (Chapitre 2.2). Parallèlement, nous avons développé une nouvelle méthode de quantification nommée IBIS, qui utilise des paires d'isotopes stables d'acides aminés capables de produire des ions spécifiques qui peuvent être utilisés pour la quantification relative. La méthode IBIS a été appliquée à l'analyse de deux lignées cellulaires cancéreuses complètement marquées, mais de manière différenciée, par des paires d'acides aminés (Chapitre 2.3). Ensuite, conformément à l'objectif initial de cette thèse, nous avons utilisé une variante pulsée de l'IBIS pour détecter des modifications du protéome dans des cellules HeLa infectée par le virus humain Herpes Simplex-1 (Chapitre 2.4). Ce virus réprime la synthèse des protéines des cellules hôtes afin d'exploiter leur mécanisme de traduction pour la production massive de virions. Comme prévu, de hauts taux de synthèse ont été mesurés pour les protéines virales détectées, attestant de leur haut niveau d'expression. Nous avons de plus identifié un certain nombre de protéines humaines dont le rapport de synthèse et de dégradation (S/D) a été modifié par l'infection virale, ce qui peut donner des indications sur les stratégies utilisées par les virus pour détourner la machinerie cellulaire. En conclusion, nous avons montré dans ce travail que le marquage métabolique peut être employé de façon non conventionnelle pour étudier des dimensions peu explorées en protéomique. Summary : In recent years major technical advancements greatly supported the development of mass spectrometry (MS)-based proteomics. Currently, this technique can efficiently detect, identify and quantify thousands of proteins. However, it is not yet sufficiently powerful to provide a comprehensive analysis of the proteome changes correlated with biological phenomena. The aim of our project was the development of ~a new strategy for the specific detection and quantification of proteomé variations based on measurements of protein synthesis rather than total protein amounts. The rationale for this approach was that changes in protein synthesis more closely reflect dynamic cellular responses than changes in total protein concentrations. Our starting idea was to couple "pulsed" stable-isotope labeling of proteins with a specific MS acquisition method based on precursor ion scan (PIS), to specifically detect proteins that incorporated the label and to simultaneously estimate their abundance, relative to the unlabeled protein isoform. Such approach could highlight proteins with the highest synthesis rate in a given time frame, including proteins specifically up-regulated by a given biological stimulus. As a first step, we tested different isotope-labeled amino acids in combination with dedicated PIS methods and showed that this leads to specific detection of labeled proteins. Sensitivity, however, turned out to be lower than an untargeted analysis run on a more recent instrument, due to MS hardware limitations (Chapter 2.1). We next used metabolic labeling to distinguish the proteins of cellular origin from a high background of unlabeled (serum) proteins, for the differential analysis of two serum-containing culture media conditioned by labeled human cancer cells (Chapter 2.2). As a parallel project we developed a new quantification method (named ISIS), which uses pairs of stable-isotope labeled amino acids able to produce specific reporter ions, which can be used for relative quantification. The ISIS method was applied to the analysis of two fully, yet differentially labeled cancer cell lines, as described in Chapter 2.3. Next, in line with the original purpose of this thesis, we used a "pulsed" variant of ISIS to detect proteome changes in HeLa cells after the infection with human Herpes Simplex Virus-1 (Chapter 2.4). This virus is known to repress the synthesis of host cell proteins to exploit the translation machinery for the massive production of virions. As expected, high synthesis rates were measured for the detected viral proteins, confirming their up-regulation. Moreover, we identified a number of human proteins whose synthesis/degradation ratio (S/D) was affected by the viral infection and which could provide clues on the strategies used by the virus to hijack the cellular machinery. Overall, in this work, we showed that metabolic labeling can be employed in alternative ways to investigate poorly explored dimensions in proteomics.

Superficial and deep changes of cellular mechanical properties following cytoskeleton disassembly.

The cytoskeleton, composed of actin filaments, intermediate filaments, and microtubules, is a highly dynamic supramolecular network actively involved in many essential biological mechanisms such as cellular structure, transport, movements, differentiation, and signaling. As a first step to characterize the biophysical changes associated with cytoskeleton functions, we have developed finite elements models of the organization of the cell that has allowed us to interpret atomic force microscopy (AFM) data at a higher resolution than that in previous work. Thus, by assuming that living cells behave mechanically as multilayered structures, we have been able to identify superficial and deep effects that could be related to actin and microtubule disassembly, respectively. In Cos-7 cells, actin destabilization with Cytochalasin D induced a decrease of the visco-elasticity close to the membrane surface, while destabilizing microtubules with Nocodazole produced a stiffness decrease only in deeper parts of the cell. In both cases, these effects were reversible. Cell softening was measurable with AFM at concentrations of the destabilizing agents that did not induce detectable effects on the cytoskeleton network when viewing the cells with fluorescent confocal microscopy. All experimental results could be simulated by our models. This technology opens the door to the study of the biophysical properties of signaling domains extending from the cell surface to deeper parts of the cell.

Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1)

We extend a reduced form model for pricing pass-through mortgage backed securities (MBS) and provide a novel hedging tool for investors in this market. To calculate the price of an MBS, traders use what is known as option-adjusted spread (OAS). The resulting OAS value represents the required basis points adjustment to reference curve discounting rates needed to match an observed market price. The OAS suffers from some drawbacks. For example, it remains constant until the maturity of the bond (thirty years in mortgage-backed securities), and does not incorporate interest rate volatility. We suggest instead what we call dynamic option adjusted spread (DOAS). The latter allows investors in the mortgage market to account for both prepayment risk and changes of the yield curve.

Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2)

We extend a reduced form model for pricing pass-through mortgage backed securities (MBS) and provide a novel hedging tool for investors in this market. To calculate the price of an MBS, traders use what is known as option-adjusted spread (OAS). The resulting OAS value represents the required basis points adjustment to reference curve discounting rates needed to match an observed market price. The OAS suffers from some drawbacks. For example, it remains constant until the maturity of the bond (thirty years in mortgage-backed securities), and does not incorporate interest rate volatility. We suggest instead what we call dynamic option adjusted spread (DOAS), which allows investors in the mortgage market to account for both prepayment risk and changes of the yield curve.

Longitudinal analysis of patterns and predictors of changes in self-reported adherence to antiretroviral therapy: Swiss HIV Cohort Study.

BACKGROUND: Adherence to combination antiretroviral therapy (cART) is a dynamic process, however, changes in adherence behavior over time are insufficiently understood. METHODS: Data on self-reported missed doses of cART was collected every 6 months in Swiss HIV Cohort Study participants. We identified behavioral groups associated with specific cART adherence patterns using trajectory analyses. Repeated measures logistic regression identified predictors of changes in adherence between consecutive visits. RESULTS: Six thousand seven hundred nine individuals completed 49,071 adherence questionnaires [median 8 (interquartile range: 5-10)] during a median follow-up time of 4.5 years (interquartile range: 2.4-5.1). Individuals were clustered into 4 adherence groups: good (51.8%), worsening (17.4%), improving (17.6%), and poor adherence (13.2%). Independent predictors of worsening adherence were younger age, basic education, loss of a roommate, starting intravenous drug use, increasing alcohol intake, depression, longer time with HIV, onset of lipodystrophy, and changing care provider. Independent predictors of improvements in adherence were regimen simplification, changing class of cART, less time on cART, and starting comedications. CONCLUSIONS: Treatment, behavioral changes, and life events influence patterns of drug intake in HIV patients. Clinical care providers should routinely monitor factors related to worsening adherence and intervene early to reduce the risk of treatment failure and drug resistance.

Significant genetic and phenotypic changes arising from clonal growth of a single spore of an arbuscular mycorrhizal fungus over multiple generations.

Arbuscular mycorrhizal fungi (AMF) are highly successful plant symbionts. They reproduce clonally producing multinucleate spores. It has been suggested that some AMF harbor genetically different nuclei. However, recent advances in sequencing the Glomus irregulare genome have indicated very low within-fungus polymorphism. We tested the null hypothesis that, with no genetic differences among nuclei, no significant genetic or phenotypic variation would occur among clonal single spore lines generated from one initial AMF spore. Furthermore, no additional variation would be expected in the following generations of single spore lines. Genetic diversity contained in one initial spore repeatedly gave rise to genetically different variants of the fungus with novel phenotypes. The genetic changes represented quantitative changes in allele frequencies, most probably as a result of changes in the frequency of genetic variation partitioned on different nuclei. The genetic and phenotypic variation is remarkable, given that it arose repeatedly from one clonal individual. Our results highlight the dynamic nature of AMF genetics. Even though within-fungus genetic variation is low, some is probably partitioned among nuclei and potentially causes changes in the phenotype. Our results are important for understanding AMF genetics, as well as for researchers and biotechnologists hoping to use AMF genetic diversity for the improvement of AMF inoculum.

Principal components of functional connectivity: A new approach to study dynamic brain connectivity during rest.

Functional connectivity (FC) as measured by correlation between fMRI BOLD time courses of distinct brain regions has revealed meaningful organization of spontaneous fluctuations in the resting brain. However, an increasing amount of evidence points to non-stationarity of FC; i.e., FC dynamically changes over time reflecting additional and rich information about brain organization, but representing new challenges for analysis and interpretation. Here, we propose a data-driven approach based on principal component analysis (PCA) to reveal hidden patterns of coherent FC dynamics across multiple subjects. We demonstrate the feasibility and relevance of this new approach by examining the differences in dynamic FC between 13 healthy control subjects and 15 minimally disabled relapse-remitting multiple sclerosis patients. We estimated whole-brain dynamic FC of regionally-averaged BOLD activity using sliding time windows. We then used PCA to identify FC patterns, termed "eigenconnectivities", that reflect meaningful patterns in FC fluctuations. We then assessed the contributions of these patterns to the dynamic FC at any given time point and identified a network of connections centered on the default-mode network with altered contribution in patients. Our results complement traditional stationary analyses, and reveal novel insights into brain connectivity dynamics and their modulation in a neurodegenerative disease.

Developing methodologies to allow the robust prediction dynamic context dominated by perturbations

El principal objectiu del projecte era desenvolupar millores conceptuals i metodològiques que permetessin una millor predicció dels canvis en la distribució de les espècies (a una escala de paisatge) derivats de canvis ambientals en un context dominat per pertorbacions. En un primer estudi, vàrem comparar l'eficàcia de diferents models dinàmics per a predir la distribució de l'hortolà (Emberiza hortulana). Els nostres resultats indiquen que un model híbrid que combini canvis en la qualitat de l'hàbitat, derivats de canvis en el paisatge, amb un model poblacional espacialment explícit és una aproximació adequada per abordar canvis en la distribució d'espècies en contextos de dinàmica ambiental elevada i una capacitat de dispersió limitada de l'espècie objectiu. En un segon estudi abordarem la calibració mitjançant dades de seguiment de models de distribució dinàmics per a 12 espècies amb preferència per hàbitats oberts. Entre les conclusions extretes destaquem: (1) la necessitat de que les dades de seguiment abarquin aquelles àrees on es produeixen els canvis de qualitat; (2) el biaix que es produeix en la estimació dels paràmetres del model d'ocupació quan la hipòtesi de canvi de paisatge o el model de qualitat d'hàbitat són incorrectes. En el darrer treball estudiarem el possible impacte en 67 espècies d’ocells de diferents règims d’incendis, definits a partir de combinacions de nivells de canvi climàtic (portant a un augment esperat de la mida i freqüència d’incendis forestals), i eficiència d’extinció per part dels bombers. Segons els resultats dels nostres models, la combinació de factors antropogènics del regim d’incendis, tals com l’abandonament rural i l’extinció, poden ser més determinants per als canvis de distribució que els efectes derivats del canvi climàtic. Els productes generats inclouen tres publicacions científiques, una pàgina web amb resultats del projecte i una llibreria per a l'entorn estadístic R.