Optimal span length in high-speed transmission systems with hybrid Raman-erbium-doped fiber amplification

We show, using nonlinearity management, that the optimal performance in high-bit-rate dispersion-managed fiber systems with hybrid amplification is achieved for a specific amplifier spacing that is different from the asymptotically vanishing length corresponding to ideally distributed amplification [Opt. Lett. 15, 1064 (1990)]. In particular, we prove the existence of a nontrivial optimal span length for 40-Gbit/s wavelength-division transmission systems with Raman-erbium-doped fiber amplification. Optimal amplifier lengths are obtained for several dispersion maps based on commonly used transmission fibers. © 2005 Optical Society of America.

A framework for policy based coordinated adaptation in mobile systems

Adaptation is an important requirement for mobile applications due to the varying levels of resource availability that characterizes mobile environments. However without proper control, multiple applications can each adapt independently in response to a range of different adaptive stimuli, causing conflicts or sub optimal performance. In this thesis we presented a framework, which enables multiple adaptation mechanisms to coexist on one platform. The key component of this framework was the 'Policy Server', which has all the system policies and governs the rules for adaptation. We also simulated our framework and subjected it to various adaptation scenarios to demonstrate the working of the system as a whole. With the help of the simulation it was shown that our framework enables seamless adaptation of multiple applications.

Optimal Capital Requirements in Financial Networks with Fire Sales

I explore and analyze a problem of finding the socially optimal capital requirements for financial institutions considering two distinct channels of contagion: direct exposures among the institutions, as represented by a network and fire sales externalities, which reflect the negative price impact of massive liquidation of assets.These two channels amplify shocks from individual financial institutions to the financial system as a whole and thus increase the risk of joint defaults amongst the interconnected financial institutions; this is often referred to as systemic risk. In the model, there is a trade-off between reducing systemic risk and raising the capital requirements of the financial institutions. The policymaker considers this trade-off and determines the optimal capital requirements for individual financial institutions. I provide a method for finding and analyzing the optimal capital requirements that can be applied to arbitrary network structures and arbitrary distributions of investment returns.

In particular, I first consider a network model consisting only of direct exposures and show that the optimal capital requirements can be found by solving a stochastic linear programming problem. I then extend the analysis to financial networks with default costs and show the optimal capital requirements can be found by solving a stochastic mixed integer programming problem. The computational complexity of this problem poses a challenge, and I develop an iterative algorithm that can be efficiently executed. I show that the iterative algorithm leads to solutions that are nearly optimal by comparing it with lower bounds based on a dual approach. I also show that the iterative algorithm converges to the optimal solution.

Finally, I incorporate fire sales externalities into the model. In particular, I am able to extend the analysis of systemic risk and the optimal capital requirements with a single illiquid asset to a model with multiple illiquid assets. The model with multiple illiquid assets incorporates liquidation rules used by the banks. I provide an optimization formulation whose solution provides the equilibrium payments for a given liquidation rule.

I further show that the socially optimal capital problem using the ``socially optimal liquidation" and prioritized liquidation rules can be formulated as a convex and convex mixed integer problem, respectively. Finally, I illustrate the results of the methodology on numerical examples and

discuss some implications for capital regulation policy and stress testing.

Methods matter: computational modelling in public health policy and planning

This work is aimed at understanding and unifying information on epidemiological modelling methods and how those methods relate to public policy addressing human health, specifically in the context of infectious disease prevention, pandemic planning, and health behaviour change. This thesis employs multiple qualitative and quantitative methods, and presents as a manuscript of several individual, data-driven projects that are combined in a narrative arc. The first chapter introduces the scope and complexity of this interdisciplinary undertaking, describing several topical intersections of importance. The second chapter begins the presentation of original data, and describes in detail two exercises in computational epidemiological modelling pertinent to pandemic influenza planning and policy, and progresses in the next chapter to present additional original data on how the confidence of the public in modelling methodology may have an effect on their planned health behaviour change as recommended in public health policy. The thesis narrative continues in the final data-driven chapter to describe how health policymakers use modelling methods and scientific evidence to inform and construct health policies for the prevention of infectious diseases, and concludes with a narrative chapter that evaluates the breadth of this data and recommends strategies for the optimal use of modelling methodologies when informing public health policy in applied public health scenarios.

Credit spreads and monetary policy in a small open economy: an analysis of the colombian economy

This paper estimates Bejarano and Charry (2014)’s small open economy with financial frictions model for the Colombian economy using Bayesian estimation techniques. Additionally, I compute the welfare gains of implementing an optimal response to credit spreads into an augmented Taylor rule. The main result is that a reaction to credit spreads does not imply significant welfare gains unless the economic disturbances increases its volatility, like the disruption implied by a financial crisis. Otherwise its impact over the macroeconomic variables is null.

Work/Family Balance: HRM Policy and Practice in Australia

An employee's inability to balance work and family responsibilities has resulted in an increase in stress related illnesses. Historically, research into the nexus between work and family has primarily focused on the work/family conflict relationship, predominately investigating the impact of this conflict on parents, usually mothers. To date research has not sufficiently examined the human resource management practices that enable all parents to achieve a balance between their work and family lives. This paper explores the relationship between contemporary family friendly HRM policies and employed parents perceptions of work/family enhancement, work/family satisfaction, propensity to turnover, and work/family conflict. Self-report questionnaire data from 326 men and women is analysed and discussed to enable organisations to consider the use of family friendly policies and thus create a convergence between the well-being of employees and the effectiveness of the organisation.