FX modelling under collateralization

We present the market practice for interest rate yield curves construction and pricing interest rate derivatives. Then we give a brief description of the Vasicek and the Hull-White models, with an example of calibration to market data. We generalize the classical Black-Scholes-Merton pricing formulas, considering more general cases such as perfect or partial collateral, derivatives on a dividend paying asset subject to repo funding, and multiple currencies. Finally we derive generic pricing formulae for different combinations of cash flow and collateral currencies, and we apply the results to the pricing of FX swaps and CCS, and we discuss curve bootstrapping.

Chinese Men and "Leftover Women" : How do Chinese Men Position Themselves in Relation to the Concept of Labelling Women as "Leftover"?

In recent years there has been a resurgence of gender inequality in China. Today, women are pressured to get married by the state and their social surroundings, as they told if they remain unmarried and have the "three highs"; high age, education and salary, they will become leftovers on the marriage market. Previous research on the concept of labelling women as "leftover" has 4 shown that labelling women as "leftover" can have several different negative impacts. In this thesis, both the theory of masculine hegemony and the theory of symbolic interaction have been used. The concept creates a hegemonic masculinity as it is a normative practice that promotes the subordination of women. However, as the concept is based on the notion that all Chinese men, or at least those of relevant social standing, would find the "three highs" undesirable, it is relevant to see how Chinese men in fact do position themselves in relation to the hegemonic masculinity on an individual level. In symbolic interaction, the concept of gender is created through social construction when people attach special meanings to the sex of a person, a process which is called "doing gender". Therefore symbolic interaction is used to see what special meaning Chinese men attach to women having the "three highs" and masculine hegemony to put their answers into a larger context. If it could be shown that Chinese men do not comply with the hegemonic masculinity, Chinese women would not have to feel obliged to adjust to the hegemonic masculinity and thereby making it easier for them to pursue higher education, high paying jobs and marrying at a later age. However, as this thesis is a qualitative study, and therefore a limited number of data subjects, the generalizability of the result should not be exaggerated. The interviews that were conducted for this thesis showed that the data subjects were familiar with the concept and that they considered it to be natural for there to be women China labelled as "leftover". Nevertheless, in relation to their own marital choices, the data subjects did not attach the negative meaning as set out by the hegemonic masculinity, a result which to some extent was confirmed by the data subjects’ experiences and other control questions. The result is interesting, and enforces Connell and MesserSchmidt’s theory, that even though a hegemonic masculinity is normative, not everyone has to comply with it. As the cornerstone of the concept is that Chinese men find women with the "three highs" undesirable, the result of the study shows that there is a need for the concept to be further examined and questioned.

O processo de criação do programa Universidade para Todos - PROUNI

From the end of the 80s, the Brazilian higher education experience strong growth, coming from the private sector, which would intensify further in the late 90th Higher education has become a lucrative business. With a drop in the number of students entering and strong competition, the number of idle places in private institutions of higher education reached 49.5% in 2004. That same year, by Measure, was the University for All Program (PROUNI) program, to include high school students from public higher education, offering scholarships to those students in private HEIs. In exchange, the IES gain tax exemption. The objective of this research is to investigate the game of interest occurred in the formulation of this program and identify the model and the political game and has led to the creation of PROUNI, analyzing the process occurred since the wording of a bill, the issue of Measure Law and that the legitimacy PROUNI, with the most important changes made initial model. Since the first draft of the Law to the final Act, the PROUNI was disfigured in its main points, as the percentage of stock for paying students, the process of selection of stock and bond of the IES program. Throughout the process of creating the program, it is quite clear the performance of the institutions representing the private higher education. As reference for the analysis was based on Rational Choice Theory of Political Science. The basic argument of the methods based on rational choice is the maximization of the benefit will be the main motivation of individuals, but they can give that your goals can be achieved more effectively through institutional action and thereby discover that their conduct is shaped by institutions. Thus, individuals rationally choose to get to a certain extent constrained to join in certain institutions, whether voluntarily or not. The PROUNI was submitted by government and public policy covered by the mystical aura of the discourse of social justice and economic development, as in higher education includes a stratum of people who would not have access to the university, due to restrictions in the supply network public higher education. However, the greatest benefit from the program are the private HEIs, which through a difficult time in a scenario marked by high competition and idleness of nearly half of the vacancies offered. The PROUNI became a program that prioritizes access and not the residence of the student to higher education. More serious than a supporting program for students Fellows is a program supporting the institutions of private education

Implementation science to expand an mHealth intervention for improving retention in care for women living with HIV and their children

Thesis (Ph.D.)--University of Washington, 2016-08

Cost-Efficient Spatial Placement of Water Retention Sites (WRS) to Reduce Sediment in Le Sueur River Watershed,MN

Thesis (Master's)--University of Washington, 2016-06

Transformative Political Spaces? Asambleas Populares, Identity, Alliances and Belonging in Buenos Aires

Thesis (Ph.D.)--University of Washington, 2016-08

Increased water charges improve efficiency and equity in an irrigation system

Conventional wisdom in many agricultural systems across the world is that farmers cannot, will not, or should not pay the full costs associated with surface water delivery. Across Organisation for Economic Co-operation and Development (OECD) countries, only a handful can claim complete recovery of operation, maintenance, and capital costs; across Central and South Asia, fees are lower still, with farmers in Nepal, India, and Kazakhstan paying fractions of a U.S. penny for a cubic meter of water. In Pakistan, fees amount to roughly USD 1-2 per acre per season. However, farmers in Pakistan spend orders of magnitude more for diesel fuel to pump groundwater each season, suggesting a latent willingness to spend for water that, under the right conditions, could potentially be directed toward water-use fees for surface water supply. Although overall performance could be expected to improve with greater cost recovery, asymmetric access to water in canal irrigation systems leaves the question open as to whether those benefits would be equitably shared among all farmers in the system. We develop an agent-based model (ABM) of a small irrigation command to examine efficiency and equity outcomes across a range of different cost structures for the maintenance of the system, levels of market development, and assessed water charges. We find that, robust to a range of different cost and structural conditions, increased water charges lead to gains in both efficiency and concomitant improvements in equity as investments in canal infrastructure and system maintenance improve the conveyance of water resources further down watercourses. This suggests that, under conditions in which (1) farmers are currently spending money to pump groundwater to compensate for a failing surface water system, and (2) there is the possibility that through initial investment to provide perceptibly better water supply, genuine win-win solutions can be attained through higher water-use fees to beneficiary farmers.

BETA-GA2O3: A TRANSPARENT CONDUCTIVE OXIDE FOR POTENTIAL RESISTIVE SWITCHING APPLICATIONS

Thesis (Ph.D.)--University of Washington, 2016-08

Improving the operational skills of the health personnel working in the emergency departments. A useful tool to give concrete answers to EU policies on patients' safety and to create new working opportunities” (VS/2013/0430) finanziato dalla Commissione Europea nell'ambito del programma PROGRESS.

A useful tool to give concrete answers to EU policies on patients' safety and to create new working opportunities (VS / 2013/0430

(Re)criar ambientes pedagógicos alternativos : o lúdico ao serviço da aprendizagem

Relatório de Estágio apresentado à Escola Superior de Educação de Paula Frassinetti para obtenção do grau de Mestre em Educação Pré-Escolar e Ensino do 1º Ciclo do Ensino Básico,sob orientação Doutora Daniela Alexandra Ramos Gonçalves | Mestre Irene Zuzarte Cortesão Melo Costa

A Binary Classifier for Test Case Feasibility Applied to Automatically Generated Tests of Event-Driven Software

Modern software application testing, such as the testing of software driven by graphical user interfaces (GUIs) or leveraging event-driven architectures in general, requires paying careful attention to context. Model-based testing (MBT) approaches first acquire a model of an application, then use the model to construct test cases covering relevant contexts. A major shortcoming of state-of-the-art automated model-based testing is that many test cases proposed by the model are not actually executable. These \textit{infeasible} test cases threaten the integrity of the entire model-based suite, and any coverage of contexts the suite aims to provide. In this research, I develop and evaluate a novel approach for classifying the feasibility of test cases. I identify a set of pertinent features for the classifier, and develop novel methods for extracting these features from the outputs of MBT tools. I use a supervised logistic regression approach to obtain a model of test case feasibility from a randomly selected training suite of test cases. I evaluate this approach with a set of experiments. The outcomes of this investigation are as follows: I confirm that infeasibility is prevalent in MBT, even for test suites designed to cover a relatively small number of unique contexts. I confirm that the frequency of infeasibility varies widely across applications. I develop and train a binary classifier for feasibility with average overall error, false positive, and false negative rates under 5\%. I find that unique event IDs are key features of the feasibility classifier, while model-specific event types are not. I construct three types of features from the event IDs associated with test cases, and evaluate the relative effectiveness of each within the classifier. To support this study, I also develop a number of tools and infrastructure components for scalable execution of automated jobs, which use state-of-the-art container and continuous integration technologies to enable parallel test execution and the persistence of all experimental artifacts.

Arte y realidad : el cuerpo como territorio de mímesis en el arte contemporáneo

El artículo atiende a la revitalización de las narrativas de lo corpóreo que ha experimentado el arte de los últimos años, especialmente aquellas que destacan por su elevado grado de veracidad. En este sentido, propone una reflexión sobre la relación entre el arte y la realidad a partir de la utilización de los llamados materiales FX (efectos especiales) y, consecuentemente, una reflexión sobre las nuevas consideraciones que adquiere en el arte contemporáneo la idea de mímesis (como aproximación a la realidad) con la utilización de estos materiales. El estudio aborda el origen, desarrollo y evolución del proceso, prestando atención a aspectos como la necesidad social de realidad, el realismo frente a la realidad sintética, o la importancia de los materiales de síntesis (materiales FX) en dicho proceso.

Dynamic instabilities in scalar neural field equations with space-dependent delays

In this paper we consider a class of scalar integral equations with a form of space-dependent delay. These non-local models arise naturally when modelling neural tissue with active axons and passive dendrites. Such systems are known to support a dynamic (oscillatory) Turing instability of the homogeneous steady state. In this paper we develop a weakly nonlinear analysis of the travelling and standing waves that form beyond the point of instability. The appropriate amplitude equations are found to be the coupled mean-field Ginzburg-Landau equations describing a Turing-Hopf bifurcation with modulation group velocity of O(1). Importantly we are able to obtain the coefficients of terms in the amplitude equations in terms of integral transforms of the spatio-temporal kernels defining the neural field equation of interest. Indeed our results cover not only models with axonal or dendritic delays but those which are described by a more general distribution of delayed spatio-temporal interactions. We illustrate the predictive power of this form of analysis with comparison against direct numerical simulations, paying particular attention to the competition between standing and travelling waves and the onset of Benjamin-Feir instabilities.

O discurso de natureza nas HQs do Chico Bento: provocações ao campo do saber da Educação Ambiental

O presente estudo refere-se a uma Dissertação de Mestrado em Educação Ambiental (EA) a qual teve como objetivo estabelecer um diálogo em torno do conceito de nature-za a partir da análise das formas desse discurso veiculadas nas histórias em quadrinhos (HQs) do personagem Chico Bento e suas relações com as concepções presentes no campo de saber da EA. Com a intenção de problematizar a forma como as HQs, através do discurso de natureza, vêm contribuindo para pensarmos sobre EA, selecionaram-se HQs do Chico Bento publicadas entre os anos de 2009 e 2013 e que fazem referência à natureza. Apoiado em autores como Michel Foucault, Isabel Carvalho, Leandro Belina-so Guimarães, Maria Lúcia Castagna Wortmann, Mônica Meyer, Keith Thomas, Ray-mond Williams, entre outros, a pesquisa analisou as enunciações de natureza que com-puseram o corpus de análise desta investigação. O caminho metodológico selecionado para operar com o material empírico trata especificamente de algumas ferramentas da Análise do Discurso, a partir de Michel Foucault. Na análise do material posto em sus-penso, a pesquisa apontou para dois enunciados potentes, os quais vêm auxiliando na constituição do discurso de natureza por meio das HQs: a natureza constituída nos des-locamentos operados pelas diferenças culturais entre as realidades rural e urbana e um ideal romântico de natureza produzido pela visibilidade e enunciabilidade das HQs do Chico Bento. Com isso, evidenciou-se que as HQs analisadas entram na ordem do dis-curso verdadeiro no campo da EA. Sendo assim, ressalta-se a importância de atentarmos para os gibis e suas histórias, como um artefato cultural potente que vem nos auxiliando a olhar para o dispositivo da EA. Tal dispositivo interpelando-nos a constituir modos de ser e de viver, diante de saberes e verdades produzidas na e pela cultura, pois, diante dos significados travados por meio da cultura, vamos engendrando nossos modos de vida, bem como estabelecendo relações com o mundo em que vivemos.

Computational Foundations for Safe and Efficient Human-Robot Collaboration in Assembly Cells

Human and robots have complementary strengths in performing assembly operations. Humans are very good at perception tasks in unstructured environments. They are able to recognize and locate a part from a box of miscellaneous parts. They are also very good at complex manipulation in tight spaces. The sensory characteristics of the humans, motor abilities, knowledge and skills give the humans the ability to react to unexpected situations and resolve problems quickly. In contrast, robots are very good at pick and place operations and highly repeatable in placement tasks. Robots can perform tasks at high speeds and still maintain precision in their operations. Robots can also operate for long periods of times. Robots are also very good at applying high forces and torques. Typically, robots are used in mass production. Small batch and custom production operations predominantly use manual labor. The high labor cost is making it difficult for small and medium manufacturers to remain cost competitive in high wage markets. These manufactures are mainly involved in small batch and custom production. They need to find a way to reduce the labor cost in assembly operations. Purely robotic cells will not be able to provide them the necessary flexibility. Creating hybrid cells where humans and robots can collaborate in close physical proximities is a potential solution. The underlying idea behind such cells is to decompose assembly operations into tasks such that humans and robots can collaborate by performing sub-tasks that are suitable for them. Realizing hybrid cells that enable effective human and robot collaboration is challenging. This dissertation addresses the following three computational issues involved in developing and utilizing hybrid assembly cells: - We should be able to automatically generate plans to operate hybrid assembly cells to ensure efficient cell operation. This requires generating feasible assembly sequences and instructions for robots and human operators, respectively. Automated planning poses the following two challenges. First, generating operation plans for complex assemblies is challenging. The complexity can come due to the combinatorial explosion caused by the size of the assembly or the complex paths needed to perform the assembly. Second, generating feasible plans requires accounting for robot and human motion constraints. The first objective of the dissertation is to develop the underlying computational foundations for automatically generating plans for the operation of hybrid cells. It addresses both assembly complexity and motion constraints issues. - The collaboration between humans and robots in the assembly cell will only be practical if human safety can be ensured during the assembly tasks that require collaboration between humans and robots. The second objective of the dissertation is to evaluate different options for real-time monitoring of the state of human operator with respect to the robot and develop strategies for taking appropriate measures to ensure human safety when the planned move by the robot may compromise the safety of the human operator. In order to be competitive in the market, the developed solution will have to include considerations about cost without significantly compromising quality. - In the envisioned hybrid cell, we will be relying on human operators to bring the part into the cell. If the human operator makes an error in selecting the part or fails to place it correctly, the robot will be unable to correctly perform the task assigned to it. If the error goes undetected, it can lead to a defective product and inefficiencies in the cell operation. The reason for human error can be either confusion due to poor quality instructions or human operator not paying adequate attention to the instructions. In order to ensure smooth and error-free operation of the cell, we will need to monitor the state of the assembly operations in the cell. The third objective of the dissertation is to identify and track parts in the cell and automatically generate instructions for taking corrective actions if a human operator deviates from the selected plan. Potential corrective actions may involve re-planning if it is possible to continue assembly from the current state. Corrective actions may also involve issuing warning and generating instructions to undo the current task.