Essays in heterogeneous agent macroeconomics

This thesis is comprised of three chapters. The first article studies the determinants of the labor force participation of elderly American males and investigates the factors that may account for the changes in retirement between 1950 and 2000. We develop a life-cycle general equilibrium model with endogenous retirement that embeds Social Security legislation and Medicare. Individuals are ex ante heterogeneous with respect to their preferences for leisure and face uncertainty about labor productivity, health status and out-of-pocket medical expenses. The model is calibrated to the U.S. economy in 2000 and is able to reproduce very closely the retirement behavior of the American population. It reproduces the peaks in the distribution of Social Security applications at ages 62 and 65 and the observed facts that low earners and unhealthy individuals retire earlier. It also matches very closely the increase in retirement from 1950 to 2000. Changes in Social Security policy - which became much more generous - and the introduction of Medicare account for most of the expansion of retirement. In contrast, the isolated impact of the increase in longevity was a delaying of retirement. In the second article, I develop an overlapping generations model of criminal behavior, which extends prior research on crime by taking into account individuals' labor supply decisions and the stigma effect that affects convicted offenders, lowering their likelihood of employment. I use the model to guide a quantitative assessment of the determinants of crime and of a counterfactual experiment in which an income redistribution policy is thought as an alternative to greater law enforcement. The model economy considered in this paper is populated by heterogeneous agents who live for a realistic number of periods, have preferences over consumption and leisure, and differ in terms of their age, their skills as well as their employment shocks. In addition, savings may be precautionary and allow partial insurance against the labor income shocks. Because of the lack of full insurance, this model generates an endogenous distribution of wealth across consumers, enabling us to assess the welfare implications of the redistribution policy experiment. I calibrated the model using the US data for 1980 and then use the model to investigate the changes in criminality between 1980 and 1996. The main results that come out of this study are: 1) Law enforcement policy was the most important factor behind the fall in criminality in the period, while the increase in inequality was the most important single factor promoting crime; 2) Stigmatization is not a free-cost crime control policy; 3) Income redistribution can be a powerful alternative policy to fight crime. Finally, the third article studies the impact of HIV/AIDS on per capita income and education. It explores two channels from HIV/AIDS to income that have not been sufficiently stressed by the literature: the reduction of the incentives to study due to shorter expected longevity and the reduction of productivity of experienced workers. In the model individuals live for three periods, may get infected in the second period and with some probability die of Aids before reaching the third period of their life. Parents care for the welfare of the future generations so that they will maximize lifetime utility of their dynasty. The simulations predict that the most affected countries in Sub-Saharan Africa will be in the future, on average, thirty percent poorer than they would be without AIDS. Schooling will decline in some cases by forty percent. These figures are dramatically reduced with widespread medical treatment, as it increases the survival probability and productivity of infected individuals.

Novel materials for direct X-ray detectors based on semiconducting organic polymers

Conventional inorganic materials for x-ray radiation sensors suffer from several drawbacks, including their inability to cover large curved areas, me- chanical sti ffness, lack of tissue-equivalence and toxicity. Semiconducting organic polymers represent an alternative and have been employed as di- rect photoconversion material in organic diodes. In contrast to inorganic detector materials, polymers allow low-cost and large area fabrication by sol- vent based methods. In addition their processing is compliant with fexible low-temperature substrates. Flexible and large-area detectors are needed for dosimetry in medical radiotherapy and security applications. The objective of my thesis is to achieve optimized organic polymer diodes for fexible, di- rect x-ray detectors. To this end polymer diodes based on two different semi- conducting polymers, polyvinylcarbazole (PVK) and poly(9,9-dioctyluorene) (PFO) have been fabricated. The diodes show state-of-the-art rectifying be- haviour and hole transport mobilities comparable to reference materials. In order to improve the X-ray stopping power, high-Z nanoparticle Bi2O3 or WO3 where added to realize a polymer-nanoparticle composite with opti- mized properities. X-ray detector characterization resulted in sensitivties of up to 14 uC/Gy/cm2 for PVK when diodes were operated in reverse. Addition of nanoparticles could further improve the performance and a maximum sensitivy of 19 uC/Gy/cm2 was obtained for the PFO diodes. Compared to the pure PFO diode this corresponds to a five-fold increase and thus highlights the potentiality of nanoparticles for polymer detector design. In- terestingly the pure polymer diodes showed an order of magnitude increase in sensitivity when operated in forward regime. The increase was attributed to a different detection mechanism based on the modulation of the diodes conductivity.

Robustness of speckle imaging techniques applied to horizontal imaging scenarios

Atmospheric turbulence near the ground severely limits the quality of imagery acquired over long horizontal paths. In defense, surveillance, and border security applications, there is interest in deploying man-portable, embedded systems incorporating image reconstruction methods to compensate turbulence effects. While many image reconstruction methods have been proposed, their suitability for use in man-portable embedded systems is uncertain. To be effective, these systems must operate over significant variations in turbulence conditions while subject to other variations due to operation by novice users. Systems that meet these requirements and are otherwise designed to be immune to the factors that cause variation in performance are considered robust. In addition robustness in design, the portable nature of these systems implies a preference for systems with a minimum level of computational complexity. Speckle imaging methods have recently been proposed as being well suited for use in man-portable horizontal imagers. In this work, the robustness of speckle imaging methods is established by identifying a subset of design parameters that provide immunity to the expected variations in operating conditions while minimizing the computation time necessary for image recovery. Design parameters are selected by parametric evaluation of system performance as factors external to the system are varied. The precise control necessary for such an evaluation is made possible using image sets of turbulence degraded imagery developed using a novel technique for simulating anisoplanatic image formation over long horizontal paths. System performance is statistically evaluated over multiple reconstruction using the Mean Squared Error (MSE) to evaluate reconstruction quality. In addition to more general design parameters, the relative performance the bispectrum and the Knox-Thompson phase recovery methods is also compared. As an outcome of this work it can be concluded that speckle-imaging techniques are robust to the variation in turbulence conditions and user controlled parameters expected when operating during the day over long horizontal paths. Speckle imaging systems that incorporate 15 or more image frames and 4 estimates of the object phase per reconstruction provide up to 45% reduction in MSE and 68% reduction in the deviation. In addition, Knox-Thompson phase recover method is shown to produce images in half the time required by the bispectrum. The quality of images reconstructed using Knox-Thompson and bispectrum methods are also found to be nearly identical. Finally, it is shown that certain blind image quality metrics can be used in place of the MSE to evaluate quality in field scenarios. Using blind metrics rather depending on user estimates allows for reconstruction quality that differs from the minimum MSE by as little as 1%, significantly reducing the deviation in performance due to user action.

A comparative study on unconstrained hand biometrics

Biometrics applied to mobile devices are of great interest for security applications. Daily scenarios can benefit of a combination of both the most secure systems and most simple and extended devices. This document presents a hand biometric system oriented to mobile devices, proposing a non-intrusive, contact-less acquisition process where final users should take a picture of their hand in free-space with a mobile device without removals of rings, bracelets or watches. The main contribution of this paper is threefold: firstly, a feature extraction method is proposed, providing invariant hand measurements to previous changes; second contribution consists of providing a template creation based on hand geometric distances, requiring information from only one individual, without considering data from the rest of individuals within the database; finally, a proposal for template matching is proposed, minimizing the intra-class similarity and maximizing the inter-class likeliness. The proposed method is evaluated using three publicly available contact-less, platform-free databases. In addition, the results obtained with these databases will be compared to the results provided by two competitive pattern recognition techniques, namely Support Vector Machines (SVM) and k-Nearest Neighbour, often employed within the literature. Therefore, this approach provides an appropriate solution to adapt hand biometrics to mobile devices, with an accurate results and a non-intrusive acquisition procedure which increases the overall acceptance from the final user.

New Technique for Static Target Detection in Dense-Multipath Urban Environments

Synthetic Aperture Radar (SAR) images a target region reflectivity function in the multi-dimensional spatial domain of range and cross-range with a finer azimuth resolution than the one provided by any on-board real antenna. Conventional SAR techniques assume a single reflection of transmitted waveforms from targets. Nevertheless, new uses of Unmanned Aerial Vehicles (UAVs) for civilian-security applications force SAR systems to work in much more complex scenes such as urban environments. Consequently, multiple-bounce returns are additionally superposed to direct-scatter echoes. They are known as ghost images, since they obscure true target image and lead to poor resolution. All this may involve a significant problem in applications related to surveillance and security. In this work, an innovative multipath mitigation technique is presented in which Time Reversal (TR) concept is applied to SAR images when the target is concealed in clutter, leading to TR-SAR technique. This way, the effect of multipath is considerably reduced ?or even removed?, recovering the lost resolution due to multipath propagation. Furthermore, some focusing indicators such as entropy (E), contrast (C) and Rényi entropy (RE) provide us with a good focusing criterion when using TR-SAR.

Game Theory Models for Multi-Robot Patrolling of Infraestructures

Abstract This work is focused on the problem of performing multi‐robot patrolling for infrastructure security applications in order to protect a known environment at critical facilities. Thus, given a set of robots and a set of points of interest, the patrolling task consists of constantly visiting these points at irregular time intervals for security purposes. Current existing solutions for these types of applications are predictable and inflexible. Moreover, most of the previous centralized and deterministic solutions and only few efforts have been made to integrate dynamic methods. Therefore, the development of new dynamic and decentralized collaborative approaches in order to solve the aforementioned problem by implementing learning models from Game Theory. The model selected in this work that includes belief‐based and reinforcement models as special cases is called Experience‐Weighted Attraction. The problem has been defined using concepts of Graph Theory to represent the environment in order to work with such Game Theory techniques. Finally, the proposed methods have been evaluated experimentally by using a patrolling simulator. The results obtained have been compared with previous available

Cooperative Multi-robot Patrolling: A study of distributed approaches based on mathematical models of game theory to protect infrastructures

El principio de Teoría de Juegos permite desarrollar modelos estocásticos de patrullaje multi-robot para proteger infraestructuras criticas. La protección de infraestructuras criticas representa un gran reto para los países al rededor del mundo, principalmente después de los ataques terroristas llevados a cabo la década pasada. En este documento el termino infraestructura hace referencia a aeropuertos, plantas nucleares u otros instalaciones. El problema de patrullaje se define como la actividad de patrullar un entorno determinado para monitorear cualquier actividad o sensar algunas variables ambientales. En esta actividad, un grupo de robots debe visitar un conjunto de puntos de interés definidos en un entorno en intervalos de tiempo irregulares con propósitos de seguridad. Los modelos de partullaje multi-robot son utilizados para resolver este problema. Hasta el momento existen trabajos que resuelven este problema utilizando diversos principios matemáticos. Los modelos de patrullaje multi-robot desarrollados en esos trabajos representan un gran avance en este campo de investigación. Sin embargo, los modelos con los mejores resultados no son viables para aplicaciones de seguridad debido a su naturaleza centralizada y determinista. Esta tesis presenta cinco modelos de patrullaje multi-robot distribuidos e impredecibles basados en modelos matemáticos de aprendizaje de Teoría de Juegos. El objetivo del desarrollo de estos modelos está en resolver los inconvenientes presentes en trabajos preliminares. Con esta finalidad, el problema de patrullaje multi-robot se formuló utilizando conceptos de Teoría de Grafos, en la cual se definieron varios juegos en cada vértice de un grafo. Los modelos de patrullaje multi-robot desarrollados en este trabajo de investigación se han validado y comparado con los mejores modelos disponibles en la literatura. Para llevar a cabo tanto la validación como la comparación se ha utilizado un simulador de patrullaje y un grupo de robots reales. Los resultados experimentales muestran que los modelos de patrullaje desarrollados en este trabajo de investigación trabajan mejor que modelos de trabajos previos en el 80% de 150 casos de estudio. Además de esto, estos modelos cuentan con varias características importantes tales como distribución, robustez, escalabilidad y dinamismo. Los avances logrados con este trabajo de investigación dan evidencia del potencial de Teoría de Juegos para desarrollar modelos de patrullaje útiles para proteger infraestructuras. ABSTRACT Game theory principle allows to developing stochastic multi-robot patrolling models to protect critical infrastructures. Critical infrastructures protection is a great concern for countries around the world, mainly due to terrorist attacks in the last decade. In this document, the term infrastructures includes airports, nuclear power plants, and many other facilities. The patrolling problem is defined as the activity of traversing a given environment to monitoring any activity or sensing some environmental variables If this activity were performed by a fleet of robots, they would have to visit some places of interest of an environment at irregular intervals of time for security purposes. This problem is solved using multi-robot patrolling models. To date, literature works have been solved this problem applying various mathematical principles.The multi-robot patrolling models developed in those works represent great advances in this field. However, the models that obtain the best results are unfeasible for security applications due to their centralized and predictable nature. This thesis presents five distributed and unpredictable multi-robot patrolling models based on mathematical learning models derived from Game Theory. These multi-robot patrolling models aim at overcoming the disadvantages of previous work. To this end, the multi-robot patrolling problem was formulated using concepts of Graph Theory to represent the environment. Several normal-form games were defined at each vertex of a graph in this formulation. The multi-robot patrolling models developed in this research work have been validated and compared with best ranked multi-robot patrolling models in the literature. Both validation and comparison were preformed by using both a patrolling simulator and real robots. Experimental results show that the multirobot patrolling models developed in this research work improve previous ones in as many as 80% of 150 cases of study. Moreover, these multi-robot patrolling models rely on several features to highlight in security applications such as distribution, robustness, scalability, and dynamism. The achievements obtained in this research work validate the potential of Game Theory to develop patrolling models to protect infrastructures.

Development of hardware in the loop real-time control techniques for hybrid power systems involving distributed demands and sustainable energy sources

The future power grid will effectively utilize renewable energy resources and distributed generation to respond to energy demand while incorporating information technology and communication infrastructure for their optimum operation. This dissertation contributes to the development of real-time techniques, for wide-area monitoring and secure real-time control and operation of hybrid power systems. ^ To handle the increased level of real-time data exchange, this dissertation develops a supervisory control and data acquisition (SCADA) system that is equipped with a state estimation scheme from the real-time data. This system is verified on a specially developed laboratory-based test bed facility, as a hardware and software platform, to emulate the actual scenarios of a real hybrid power system with the highest level of similarities and capabilities to practical utility systems. It includes phasor measurements at hundreds of measurement points on the system. These measurements were obtained from especially developed laboratory based Phasor Measurement Unit (PMU) that is utilized in addition to existing commercially based PMU’s. The developed PMU was used in conjunction with the interconnected system along with the commercial PMU’s. The tested studies included a new technique for detecting the partially islanded micro grids in addition to several real-time techniques for synchronization and parameter identifications of hybrid systems. ^ Moreover, due to numerous integration of renewable energy resources through DC microgrids, this dissertation performs several practical cases for improvement of interoperability of such systems. Moreover, increased number of small and dispersed generating stations and their need to connect fast and properly into the AC grids, urged this work to explore the challenges that arise in synchronization of generators to the grid and through introduction of a Dynamic Brake system to improve the process of connecting distributed generators to the power grid.^ Real time operation and control requires data communication security. A research effort in this dissertation was developed based on Trusted Sensing Base (TSB) process for data communication security. The innovative TSB approach improves the security aspect of the power grid as a cyber-physical system. It is based on available GPS synchronization technology and provides protection against confidentiality attacks in critical power system infrastructures. ^

Image usefulness of compressed surveillance footage with different scene contents

The police use both subjective (i.e. police staff) and automated (e.g. face recognition systems) methods for the completion of visual tasks (e.g person identification). Image quality for police tasks has been defined as the image usefulness, or image suitability of the visual material to satisfy a visual task. It is not necessarily affected by any artefact that may affect the visual image quality (i.e. decrease fidelity), as long as these artefacts do not affect the relevant useful information for the task. The capture of useful information will be affected by the unconstrained conditions commonly encountered by CCTV systems such as variations in illumination and high compression levels. The main aim of this thesis is to investigate aspects of image quality and video compression that may affect the completion of police visual tasks/applications with respect to CCTV imagery. This is accomplished by investigating 3 specific police areas/tasks utilising: 1) the human visual system (HVS) for a face recognition task, 2) automated face recognition systems, and 3) automated human detection systems. These systems (HVS and automated) were assessed with defined scene content properties, and video compression, i.e. H.264/MPEG-4 AVC. The performance of imaging systems/processes (e.g. subjective investigations, performance of compression algorithms) are affected by scene content properties. No other investigation has been identified that takes into consideration scene content properties to the same extend. Results have shown that the HVS is more sensitive to compression effects in comparison to the automated systems. In automated face recognition systems, `mixed lightness' scenes were the most affected and `low lightness' scenes were the least affected by compression. In contrast the HVS for the face recognition task, `low lightness' scenes were the most affected and `medium lightness' scenes the least affected. For the automated human detection systems, `close distance' and `run approach' are some of the most commonly affected scenes. Findings have the potential to broaden the methods used for testing imaging systems for security applications.

A discrete formalism for reasoning about action and change

This paper presents a discrete formalism for temporal reasoning about actions and change, which enjoys an explicit representation of time and action/event occurrences. The formalism allows the expression of truth values for given fluents over various times including nondecomposable points/moments and decomposable intervals. Two major problems which beset most existing interval-based theories of action and change, i.e., the so-called dividing instant problem and the intermingling problem, are absent from this new formalism. The dividing instant problem is overcome by excluding the concepts of ending points of intervals, and the intermingling problem is bypassed by means of characterising the fundamental time structure as a well-ordered discrete set of non-decomposable times (points and moments), from which decomposable intervals are constructed. A comprehensive characterisation about the relationship between the negation of fluents and the negation of involved sentences is formally provided. The formalism provides a flexible expression of temporal relationships between effects and their causal events, including delayed effects of events which remains a problematic question in most existing theories about action and change.

Detecting Motifs in System Call Sequences

The search for patterns or motifs in data represents an area of key interest to many researchers. In this paper we present the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs which repeat within time series data. The power of the algorithm is derived from its use of a small number of parameters with minimal assumptions. The algorithm searches from a completely neutral perspective that is independent of the data being analysed and the underlying motifs. In this paper the motif tracking algorithm is applied to the search for patterns within sequences of low level system calls between the Linux kernel and the operating system’s user space. The MTA is able to compress data found in large system call data sets to a limited number of motifs which summarise that data. The motifs provide a resource from which a profile of executed processes can be built. The potential for these profiles and new implications for security research are highlighted. A higher level system call language for measuring similarity between patterns of such calls is also suggested.

High bandwidth freestanding semipolar (11–22) InGaN/GaN light-emitting diodes

Freestanding semipolar (11–22) indium gallium nitride (InGaN) multiplequantum-well light-emitting diodes (LEDs) emitting at 445 nm have been realized by the use of laser lift-off (LLO) of the LEDs from a 50- m-thick GaN layer grown on a patterned (10–12) r -plane sapphire substrate (PSS). The GaN grooves originating from the growth on PSS were removed by chemical mechanical polishing. The 300 m × 300 m LEDs showed a turn-on voltage of 3.6 V and an output power through the smooth substrate of 0.87 mW at 20 mA. The electroluminescence spectrum of LEDs before and after LLO showed a stronger emission intensity along the [11–23]InGaN/GaN direction. The polarization anisotropy is independent of the GaN grooves, with a measured value of 0.14. The bandwidth of the LEDs is in excess of 150 MHz at 20 mA, and back-to-back transmission of 300 Mbps is demonstrated, making these devices suitable for visible light communication (VLC) applications.

Cryptographic techniques for personal communication systems security

The advent of personal communication systems within the last decade has depended upon the utilization of advanced digital schemes for source and channel coding and for modulation. The inherent digital nature of the communications processing has allowed the convenient incorporation of cryptographic techniques to implement security in these communications systems. There are various security requirements, of both the service provider and the mobile subscriber, which may be provided for in a personal communications system. Such security provisions include the privacy of user data, the authentication of communicating parties, the provision for data integrity, and the provision for both location confidentiality and party anonymity. This thesis is concerned with an investigation of the private-key and public-key cryptographic techniques pertinent to the security requirements of personal communication systems and an analysis of the security provisions of Second-Generation personal communication systems is presented. Particular attention has been paid to the properties of the cryptographic protocols which have been employed in current Second-Generation systems. It has been found that certain security-related protocols implemented in the Second-Generation systems have specific weaknesses. A theoretical evaluation of these protocols has been performed using formal analysis techniques and certain assumptions made during the development of the systems are shown to contribute to the security weaknesses. Various attack scenarios which exploit these protocol weaknesses are presented. The Fiat-Sharmir zero-knowledge cryptosystem is presented as an example of how asymmetric algorithm cryptography may be employed as part of an improved security solution. Various modifications to this cryptosystem have been evaluated and their critical parameters are shown to be capable of being optimized to suit a particular applications. The implementation of such a system using current smart card technology has been evaluated.