An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.

What is social innovation? The paradigm shift and its relationship with Social Work

Innovation is a fundamental part of social work. In recent years there has been a shift in the innovation paradigm, making it easier to accept this relationship. National and supranational policies aimed at promoting innovation appear to be specifically guided by this idea. To be able to affirm this hypothesis, it is necessary to review the perception that social workers have of their duties. It is also useful to examine particular cases that show how such social innovation arises.

El Estado legislando, relevando, mapeando. Una etnografía de la implementación del Programa de Relevamiento Territorial de Comunidades Indígenas en Salta (Argentina)

Tomando como punto de partida mi colaboración en la recolección y la sistematización de datos vinculados al relevamiento territorial en distintas comunidades guaraníes del noroeste salteño, en apoyo al Programa de Relevamiento Territorial de Comunidades Indígenas (Re.Te.CI) y en el marco de la Ley de Emergencia en materia de posesión y propiedad comunitaria indígena (Ley 26.160), el presente artículo describe y analiza distintos momentos de la implementación del programa. Fundamentalmente, exploro las formas particulares que el mismo asumió en la provincia de Salta focalizándome en el Departamento General San Martín, siendo esta la región de mayor diversidad étnica de la provincia. Inspirada en la propuesta de Ferguson y Gupta (2002) de pensar al Estado como “una experiencia vivida” utilizo materiales etnográficos de tres comunidades indígenas donde se aplicó el programa de relevamiento territorial y me centro en una de ellas para pensar las formas que adopta la relación entre el Estado y los pueblos indígenas.

"Sub Tiberio quies"? Judaea’s Political Situation under the Prefects (6-41 c.e.), between Reality and Ideology

Deeply conflicting views on the political situation of Judaea under the Roman prefects (6-41 c.e.) have been offered. According to some scholars, this was a period of persistent political unrest and agitation, whilst according to a widespread view it was a quiescent period of political calm (reflected in Tacitus’ phrase sub Tiberio quies). The present article critically examines again the main available sources –particularly Josephus, the canonical Gospels and Tacitus– in order to offer a more reliable historical reconstruction. The conclusions drawn by this survey calls into question some widespread and insufficiently nuanced views on the period. This, in turn, allows a reflection on the non-epistemic factors which might contribute to explain the origin of such views.

Variationelle Zeitdiskretisierungen höherer Ordnung der Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten

Wir betrachten zeitabhängige Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängi- gen Gebieten, wobei die Bewegung des Gebietsrandes bekannt ist. Die zeitliche Entwicklung des Gebietes wird durch die ALE-Formulierung behandelt, die die Nachteile der klassischen Euler- und Lagrange-Betrachtungsweisen behebt. Die Position des Randes und seine Geschwindigkeit werden dabei so in das Gebietsinnere fortgesetzt, dass starke Gitterdeformationen verhindert werden. Als Zeitdiskretisierungen höherer Ordnung werden stetige Galerkin-Petrov-Verfahren (cGP) und unstetige Galerkin-Verfahren (dG) auf Probleme in zeitabhängigen Gebieten angewendet. Weiterhin werden das C 1 -stetige Galerkin-Petrov-Verfahren und das C 0 -stetige Galerkin- Verfahren vorgestellt. Deren Lösungen lassen sich auch in zeitabhängigen Gebieten durch ein einfaches einheitliches Postprocessing aus der Lösung des cGP-Problems bzw. dG-Problems erhalten. Für Problemstellungen in festen Gebieten und mit zeitlich konstanten Konvektions- und Reaktionstermen werden Stabilitätsresultate sowie optimale Fehlerabschätzungen für die nachbereiteten Lösungen der cGP-Verfahren und der dG-Verfahren angegeben. Für zeitabhängige Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten präsentieren wir konservative und nicht-konservative Formulierungen, wobei eine besondere Aufmerksamkeit der Behandlung der Zeitableitung und der Gittergeschwindigkeit gilt. Stabilität und optimale Fehlerschätzungen für die in der Zeit semi-diskretisierten konservativen und nicht-konservativen Formulierungen werden vorgestellt. Abschließend wird das volldiskretisierte Problem betrachtet, wobei eine Finite-Elemente-Methode zur Ortsdiskretisierung der Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten im ALE-Rahmen einbezogen wurde. Darüber hinaus wird eine lokale Projektionsstabilisierung (LPS) eingesetzt, um der Konvektionsdominanz Rechnung zu tragen. Weiterhin wird numerisch untersucht, wie sich die Approximation der Gebietsgeschwindigkeit auf die Genauigkeit der Zeitdiskretisierungsverfahren auswirkt.

The Herglotz variational problem on spheres and its optimal control approach

The main goal of this paper is to extend the generalized variational problem of Herglotz type to the more general context of the Euclidean sphere S^n. Motivated by classical results on Euclidean spaces, we derive the generalized Euler-Lagrange equation for the corresponding variational problem defined on the Riemannian manifold S^n. Moreover, the problem is formulated from an optimal control point of view and it is proved that the Euler-Lagrange equation can be obtained from the Hamiltonian equations. It is also highlighted the geodesic problem on spheres as a particular case of the generalized Herglotz problem.

Multiphase modeling of melting / solidification with high density variations using XFEM

La modélisation de la cryolite, utilisée dans la fabrication de l’aluminium, implique plusieurs défis, notament la présence de discontinuités dans la solution et l’inclusion de la difference de densité entre les phases solide et liquide. Pour surmonter ces défis, plusieurs éléments novateurs ont été développés dans cette thèse. En premier lieu, le problème du changement de phase, communément appelé problème de Stefan, a été résolu en deux dimensions en utilisant la méthode des éléments finis étendue. Une formulation utilisant un multiplicateur de Lagrange stable spécialement développée et une interpolation enrichie a été utilisée pour imposer la température de fusion à l’interface. La vitesse de l’interface est déterminée par le saut dans le flux de chaleur à travers l’interface et a été calculée en utilisant la solution du multiplicateur de Lagrange. En second lieu, les effets convectifs ont été inclus par la résolution des équations de Stokes dans la phase liquide en utilisant la méthode des éléments finis étendue aussi. Troisièmement, le changement de densité entre les phases solide et liquide, généralement négligé dans la littérature, a été pris en compte par l’ajout d’une condition aux limites de vitesse non nulle à l’interface solide-liquide pour respecter la conservation de la masse dans le système. Des problèmes analytiques et numériques ont été résolus pour valider les divers composants du modèle et le système d’équations couplés. Les solutions aux problèmes numériques ont été comparées aux solutions obtenues avec l’algorithme de déplacement de maillage de Comsol. Ces comparaisons démontrent que le modèle par éléments finis étendue reproduit correctement le problème de changement phase avec densités variables.

Security and Trust in Distributed Computation

We propose three research problems to explore the relations between trust and security in the setting of distributed computation. In the first problem, we study trust-based adversary detection in distributed consensus computation. The adversaries we consider behave arbitrarily disobeying the consensus protocol. We propose a trust-based consensus algorithm with local and global trust evaluations. The algorithm can be abstracted using a two-layer structure with the top layer running a trust-based consensus algorithm and the bottom layer as a subroutine executing a global trust update scheme. We utilize a set of pre-trusted nodes, headers, to propagate local trust opinions throughout the network. This two-layer framework is flexible in that it can be easily extensible to contain more complicated decision rules, and global trust schemes. The first problem assumes that normal nodes are homogeneous, i.e. it is guaranteed that a normal node always behaves as it is programmed. In the second and third problems however, we assume that nodes are heterogeneous, i.e, given a task, the probability that a node generates a correct answer varies from node to node. The adversaries considered in these two problems are workers from the open crowd who are either investing little efforts in the tasks assigned to them or intentionally give wrong answers to questions. In the second part of the thesis, we consider a typical crowdsourcing task that aggregates input from multiple workers as a problem in information fusion. To cope with the issue of noisy and sometimes malicious input from workers, trust is used to model workers' expertise. In a multi-domain knowledge learning task, however, using scalar-valued trust to model a worker's performance is not sufficient to reflect the worker's trustworthiness in each of the domains. To address this issue, we propose a probabilistic model to jointly infer multi-dimensional trust of workers, multi-domain properties of questions, and true labels of questions. Our model is very flexible and extensible to incorporate metadata associated with questions. To show that, we further propose two extended models, one of which handles input tasks with real-valued features and the other handles tasks with text features by incorporating topic models. Our models can effectively recover trust vectors of workers, which can be very useful in task assignment adaptive to workers' trust in the future. These results can be applied for fusion of information from multiple data sources like sensors, human input, machine learning results, or a hybrid of them. In the second subproblem, we address crowdsourcing with adversaries under logical constraints. We observe that questions are often not independent in real life applications. Instead, there are logical relations between them. Similarly, workers that provide answers are not independent of each other either. Answers given by workers with similar attributes tend to be correlated. Therefore, we propose a novel unified graphical model consisting of two layers. The top layer encodes domain knowledge which allows users to express logical relations using first-order logic rules and the bottom layer encodes a traditional crowdsourcing graphical model. Our model can be seen as a generalized probabilistic soft logic framework that encodes both logical relations and probabilistic dependencies. To solve the collective inference problem efficiently, we have devised a scalable joint inference algorithm based on the alternating direction method of multipliers. The third part of the thesis considers the problem of optimal assignment under budget constraints when workers are unreliable and sometimes malicious. In a real crowdsourcing market, each answer obtained from a worker incurs cost. The cost is associated with both the level of trustworthiness of workers and the difficulty of tasks. Typically, access to expert-level (more trustworthy) workers is more expensive than to average crowd and completion of a challenging task is more costly than a click-away question. In this problem, we address the problem of optimal assignment of heterogeneous tasks to workers of varying trust levels with budget constraints. Specifically, we design a trust-aware task allocation algorithm that takes as inputs the estimated trust of workers and pre-set budget, and outputs the optimal assignment of tasks to workers. We derive the bound of total error probability that relates to budget, trustworthiness of crowds, and costs of obtaining labels from crowds naturally. Higher budget, more trustworthy crowds, and less costly jobs result in a lower theoretical bound. Our allocation scheme does not depend on the specific design of the trust evaluation component. Therefore, it can be combined with generic trust evaluation algorithms.

Back to Basics: Deriving Representation Changers Functionally

Many functional programs can be viewed as representation changers, that is, as functions that convert abstract values from one concrete representation to another. Examples of such programs include base-converters, binary adders and multipliers, and compilers. In this paper we give a number of different approaches to specifying representation changers (pointwise, functional, and relational), and present a simple technique that can be used to derive functional programs from the specifications.

Privileged Words and Sturmian Words

This dissertation has two almost unrelated themes: privileged words and Sturmian words. Privileged words are a new class of words introduced recently. A word is privileged if it is a complete first return to a shorter privileged word, the shortest privileged words being letters and the empty word. Here we give and prove almost all results on privileged words known to date. On the other hand, the study of Sturmian words is a well-established topic in combinatorics on words. In this dissertation, we focus on questions concerning repetitions in Sturmian words, reproving old results and giving new ones, and on establishing completely new research directions. The study of privileged words presented in this dissertation aims to derive their basic properties and to answer basic questions regarding them. We explore a connection between privileged words and palindromes and seek out answers to questions on context-freeness, computability, and enumeration. It turns out that the language of privileged words is not context-free, but privileged words are recognizable by a linear-time algorithm. A lower bound on the number of binary privileged words of given length is proven. The main interest, however, lies in the privileged complexity functions of the Thue-Morse word and Sturmian words. We derive recurrences for computing the privileged complexity function of the Thue-Morse word, and we prove that Sturmian words are characterized by their privileged complexity function. As a slightly separate topic, we give an overview of a certain method of automated theorem-proving and show how it can be applied to study privileged factors of automatic words. The second part of this dissertation is devoted to Sturmian words. We extensively exploit the interpretation of Sturmian words as irrational rotation words. The essential tools are continued fractions and elementary, but powerful, results of Diophantine approximation theory. With these tools at our disposal, we reprove old results on powers occurring in Sturmian words with emphasis on the fractional index of a Sturmian word. Further, we consider abelian powers and abelian repetitions and characterize the maximum exponents of abelian powers with given period occurring in a Sturmian word in terms of the continued fraction expansion of its slope. We define the notion of abelian critical exponent for Sturmian words and explore its connection to the Lagrange spectrum of irrational numbers. The results obtained are often specialized for the Fibonacci word; for instance, we show that the minimum abelian period of a factor of the Fibonacci word is a Fibonacci number. In addition, we propose a completely new research topic: the square root map. We prove that the square root map preserves the language of any Sturmian word. Moreover, we construct a family of non-Sturmian optimal squareful words whose language the square root map also preserves.This construction yields examples of aperiodic infinite words whose square roots are periodic.

All-regime Lagrangian-Remap numerical schemes for the gas dynamics equations. Applications to the large friction and low Mach coefficients

In this talk, we propose an all regime Lagrange-Projection like numerical scheme for the gas dynamics equations. By all regime, we mean that the numerical scheme is able to compute accurate approximate solutions with an under-resolved discretization with respect to the Mach number M, i.e. such that the ratio between the Mach number M and the mesh size or the time step is small with respect to 1. The key idea is to decouple acoustic and transport phenomenon and then alter the numerical flux in the acoustic approximation to obtain a uniform truncation error in term of M. This modified scheme is conservative and endowed with good stability properties with respect to the positivity of the density and the internal energy. A discrete entropy inequality under a condition on the modification is obtained thanks to a reinterpretation of the modified scheme in the Harten Lax and van Leer formalism. A natural extension to multi-dimensional problems discretized over unstructured mesh is proposed. Then a simple and efficient semi implicit scheme is also proposed. The resulting scheme is stable under a CFL condition driven by the (slow) material waves and not by the (fast) acoustic waves and so verifies the all regime property. Numerical evidences are proposed and show the ability of the scheme to deal with tests where the flow regime may vary from low to high Mach values.

Quantifying the impacts of urban wind sheltering on the building energy consumption

Common building energy modeling approaches do not account for the influence of surrounding neighborhood on the energy consumption patterns. This thesis develops a framework to quantify the neighborhood impact on a building energy consumption based on the local wind flow. The airflow in the neighborhood is predicted using Computational Fluid Dynamics (CFD) in eight principal wind directions. The developed framework in this study benefits from wind multipliers to adjust the wind velocity encountering the target building. The input weather data transfers the adjusted wind velocities to the building energy model. In a case study, the CFD method is validated by comparing with on-site temperature measurements, and the building energy model is calibrated using utilities data. A comparison between using the adjusted and original weather data shows that the building energy consumption and air system heat gain decreased by 5% and 37%, respectively, while the cooling gain increased by 4% annually.

The SOPHIE search for northern extrasolar planets: X. Detection and characterization of giant planets by the dozen

We present new radial velocity measurements of eight stars that were secured with the spectrograph SOPHIE at the 193 cm telescope of the Haute-Provence Observatory. The measurements allow detecting and characterizing new giant extrasolar planets. The host stars are dwarfs of spectral types between F5 and K0 and magnitudes of between 6.7 and 9.6; the planets have minimum masses Mp sin i of between 0.4 to 3.8 MJup and orbitalperiods of several days to several months. The data allow only single planets to be discovered around the first six stars (HD 143105, HIP 109600, HD 35759, HIP 109384, HD 220842, and HD 12484), but one of them shows the signature of an additional substellar companion in the system. The seventh star, HIP 65407, allows the discovery of two giant planets that orbit just outside the 12:5 resonance in weak mutual interaction. The last star, HD 141399, was already known to host a four-planet system; our additional data and analyses allow new constraints to be set on it. We present Keplerian orbits of all systems, together with dynamical analyses of the two multi-planet systems. HD 143105 is one of the brightest stars known to host a hot Jupiter, which could allow numerous follow-up studies to be conducted even though this is not a transiting system. The giant planets HIP 109600b, HIP 109384b, and HD 141399c are located in the habitable zone of their host star.

On the rotation of co-orbital bodies in eccentric orbits

We investigate the resonant rotation of co-orbital bodies in eccentric and planar orbits. We develop a simple analytical model to study the impact of the eccentricity and orbital perturbations on the spin dynamics. This model is relevant in the entire domain of horseshoe and tadpole orbit, for moderate eccentricities. We show that there are three different families of spin-orbit resonances, one depending on the eccentricity, one depending on the orbital libration frequency, and another depending on the pericenter's dynamics. We can estimate the width and the location of the different resonant islands in the phase space, predicting which are the more likely to capture the spin of the rotating body. In some regions of the phase space the resonant islands may overlap, giving rise to chaotic rotation.