A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks.

This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of n economic variables.

Cognition in Seemingly Riskless Choices and Judgments.

We instillate rational cognition and learning in seemingly riskless choices and judgments. Preferences and possibilities are given in a stochastic sense and based on revisable expectations. the theory predicts experimental preference reversals and passes a sharp econometric test of the status quo bias drawn from a field study.

Stochastic Volatility.

This paper prepared for the Handbook of Statistics (Vol.14: Statistical Methods in Finance), surveys the subject of stochastic volatility. the following subjects are covered: volatility in financial markets (instantaneous volatility of asset returns, implied volatilities in option prices and related stylized facts), statistical modelling in discrete and continuous time and, finally, statistical inference (methods of moments, quasi-maximum likelihood, likelihood-based and bayesian methods and indirect inference).

Parametric and Nonparametric Approaches to Price and Tax Reform.

In the analysis of tax reform, when equity is traded off against efficiency, the measurement of the latter requires us to know how tax-induced price changes affect quantities supplied and demanded. in this paper, we present various econometric procedures for estimating how taxes affect demand.

The adoption and use of SMS among Chinese teenagers

Ce mémoire examine l'adoption des téléphones mobiles et l'utilisation des messages texte (SMS) par les adolescents chinois, selon la théorie des usages et gratifications et de la recherche sur la communication par ordinateur. Certains champs particuliers de l'utilisation des messages textes par les adolescents chinois, comme le contrôle parental, la circulation des chaînes de messages, la popularité des messages de salutations et l'utilisation répandue des émoticônes ont été étudiés. La fonction sociale des SMS, plus particulièrement des pratiques sociales et des relations émotionnelles des adolescents chinois, a également été explorée. Cette étude est basée sur un sondage réalisé sur le terrain auprès de 100 adolescents chinois. Elle révèle que chez les adolescents chinois, les deux principales raisons pour l'adoption du téléphone mobile sont l'influence parentale et le besoin de communication sociale. Quant à l'utilisation des messages texte, elle répond à sept usages et gratifications : la flexibilité, le coût modique, l’intimité, éviter l'embarras, le divertissement, l'engouement et l'évasion. Il a également été observé que les messages texte jouent un rôle positif dans la construction et l'entretien des relations sociales des adolescents chinois.

Développement d’outils utilisant la surveillance biologique pour évaluer l’exposition et les risques pour la santé : application au méthylmercure et au sélénium

Dans une perspective d’analyse des risques pour la santé publique, l’estimation de l’exposition revêt une importance capitale. Parmi les approches existantes d’estimation de l’exposition, l’utilisation d’outils, tels que des questionnaires alimentaires, la modélisation toxicocinétique ou les reconstructions de doses, en complément de la surveillance biologique, permet de raffiner les estimations, et ainsi, de mieux caractériser les risques pour la santé. Ces différents outils et approches ont été développés et appliqués à deux substances d’intérêt, le méthylmercure et le sélénium en raison des effets toxiques bien connus du méthylmercure, de l’interaction entre le méthylmercure et le sélénium réduisant potentiellement ces effets toxiques, et de l’existence de sources communes via la consommation de poisson. Ainsi, l’objectif général de cette thèse consistait à produire des données cinétiques et comparatives manquantes pour la validation et l’interprétation d’approches et d’outils d’évaluation de l’exposition au méthylmercure et au sélénium. Pour ce faire, l’influence du choix de la méthode d’évaluation de l’exposition au méthylmercure a été déterminée en comparant les apports quotidiens et les risques pour la santé estimés par différentes approches (évaluation directe de l’exposition par la surveillance biologique combinée à la modélisation toxicocinétique ou évaluation indirecte par questionnaire alimentaire). D’importantes différences entre ces deux approches ont été observées : les apports quotidiens de méthylmercure estimés par questionnaires sont en moyenne six fois plus élevés que ceux estimés à l’aide de surveillance biologique et modélisation. Ces deux méthodes conduisent à une appréciation des risques pour la santé divergente puisqu’avec l’approche indirecte, les doses quotidiennes estimées de méthylmercure dépassent les normes de Santé Canada pour 21 des 23 volontaires, alors qu’avec l’approche directe, seulement 2 des 23 volontaires sont susceptibles de dépasser les normes. Ces différences pourraient être dues, entre autres, à des biais de mémoire et de désirabilité lors de la complétion des questionnaires. En outre, l’étude de la distribution du sélénium dans différentes matrices biologiques suite à une exposition non alimentaire (shampoing à forte teneur en sélénium) visait, d’une part, à étudier la cinétique du sélénium provenant de cette source d’exposition et, d’autre part, à évaluer la contribution de cette source à la charge corporelle totale. Un suivi des concentrations biologiques (sang, urine, cheveux et ongles) pendant une période de 18 mois chez des volontaires exposés à une source non alimentaire de sélénium a contribué à mieux expliciter les mécanismes de transfert du sélénium du site d’absorption vers le sang (concomitance des voies régulées et non régulées). Ceci a permis de montrer que, contrairement au méthylmercure, l’utilisation des cheveux comme biomarqueur peut mener à une surestimation importante de la charge corporelle réelle en sélénium en cas de non contrôle de facteurs confondants tels que l’utilisation de shampoing contenant du sélénium. Finalement, une analyse exhaustive des données de surveillance biologique du sélénium issues de 75 études publiées dans la littérature a permis de mieux comprendre la cinétique globale du sélénium dans l’organisme humain. En particulier, elle a permis le développement d’un outil reliant les apports quotidiens et les concentrations biologiques de sélénium dans les différentes matrices à l’aide d’algorithmes mathématiques. Conséquemment, à l’aide de ces données cinétiques exprimées par un système d’équations logarithmiques et de leur représentation graphique, il est possible d’estimer les apports quotidiens chez un individu à partir de divers prélèvements biologiques, et ainsi, de faciliter la comparaison d’études de surveillance biologique du sélénium utilisant des biomarqueurs différents. L’ensemble de ces résultats de recherche montre que la méthode choisie pour évaluer l’exposition a un impact important sur les estimations des risques associés. De plus, les recherches menées ont permis de mettre en évidence que le sélénium non alimentaire ne contribue pas de façon significative à la charge corporelle totale, mais constitue un facteur de confusion pour l’estimation de la charge corporelle réelle en sélénium. Finalement, la détermination des équations et des coefficients reliant les concentrations de sélénium entre différentes matrices biologiques, à l’aide d’une vaste base de données cinétiques, concourt à mieux interpréter les résultats de surveillance biologique.

Development of Techniques for the Automatic Extraction and Grade Detection of Glioma Tumors from Conventional Brain Magnetic Resonant Images

Cerebral glioma is the most prevalent primary brain tumor, which are classified broadly into low and high grades according to the degree of malignancy. High grade gliomas are highly malignant which possess a poor prognosis, and the patients survive less than eighteen months after diagnosis. Low grade gliomas are slow growing, least malignant and has better response to therapy. To date, histological grading is used as the standard technique for diagnosis, treatment planning and survival prediction. The main objective of this thesis is to propose novel methods for automatic extraction of low and high grade glioma and other brain tissues, grade detection techniques for glioma using conventional magnetic resonance imaging (MRI) modalities and 3D modelling of glioma from segmented tumor slices in order to assess the growth rate of tumors. Two new methods are developed for extracting tumor regions, of which the second method, named as Adaptive Gray level Algebraic set Segmentation Algorithm (AGASA) can also extract white matter and grey matter from T1 FLAIR an T2 weighted images. The methods were validated with manual Ground truth images, which showed promising results. The developed methods were compared with widely used Fuzzy c-means clustering technique and the robustness of the algorithm with respect to noise is also checked for different noise levels. Image texture can provide significant information on the (ab)normality of tissue, and this thesis expands this idea to tumour texture grading and detection. Based on the thresholds of discriminant first order and gray level cooccurrence matrix based second order statistical features three feature sets were formulated and a decision system was developed for grade detection of glioma from conventional T2 weighted MRI modality.The quantitative performance analysis using ROC curve showed 99.03% accuracy for distinguishing between advanced (aggressive) and early stage (non-aggressive) malignant glioma. The developed brain texture analysis techniques can improve the physician’s ability to detect and analyse pathologies leading to a more reliable diagnosis and treatment of disease. The segmented tumors were also used for volumetric modelling of tumors which can provide an idea of the growth rate of tumor; this can be used for assessing response to therapy and patient prognosis.

Study on period search methods of variable stars: Application to ASAS and CRTS databases

Study on variable stars is an important topic of modern astrophysics. After the invention of powerful telescopes and high resolving powered CCD’s, the variable star data is accumulating in the order of peta-bytes. The huge amount of data need lot of automated methods as well as human experts. This thesis is devoted to the data analysis on variable star’s astronomical time series data and hence belong to the inter-disciplinary topic, Astrostatistics. For an observer on earth, stars that have a change in apparent brightness over time are called variable stars. The variation in brightness may be regular (periodic), quasi periodic (semi-periodic) or irregular manner (aperiodic) and are caused by various reasons. In some cases, the variation is due to some internal thermo-nuclear processes, which are generally known as intrinsic vari- ables and in some other cases, it is due to some external processes, like eclipse or rotation, which are known as extrinsic variables. Intrinsic variables can be further grouped into pulsating variables, eruptive variables and flare stars. Extrinsic variables are grouped into eclipsing binary stars and chromospheri- cal stars. Pulsating variables can again classified into Cepheid, RR Lyrae, RV Tauri, Delta Scuti, Mira etc. The eruptive or cataclysmic variables are novae, supernovae, etc., which rarely occurs and are not periodic phenomena. Most of the other variations are periodic in nature. Variable stars can be observed through many ways such as photometry, spectrophotometry and spectroscopy. The sequence of photometric observa- xiv tions on variable stars produces time series data, which contains time, magni- tude and error. The plot between variable star’s apparent magnitude and time are known as light curve. If the time series data is folded on a period, the plot between apparent magnitude and phase is known as phased light curve. The unique shape of phased light curve is a characteristic of each type of variable star. One way to identify the type of variable star and to classify them is by visually looking at the phased light curve by an expert. For last several years, automated algorithms are used to classify a group of variable stars, with the help of computers. Research on variable stars can be divided into different stages like observa- tion, data reduction, data analysis, modeling and classification. The modeling on variable stars helps to determine the short-term and long-term behaviour and to construct theoretical models (for eg:- Wilson-Devinney model for eclips- ing binaries) and to derive stellar properties like mass, radius, luminosity, tem- perature, internal and external structure, chemical composition and evolution. The classification requires the determination of the basic parameters like pe- riod, amplitude and phase and also some other derived parameters. Out of these, period is the most important parameter since the wrong periods can lead to sparse light curves and misleading information. Time series analysis is a method of applying mathematical and statistical tests to data, to quantify the variation, understand the nature of time-varying phenomena, to gain physical understanding of the system and to predict future behavior of the system. Astronomical time series usually suffer from unevenly spaced time instants, varying error conditions and possibility of big gaps. This is due to daily varying daylight and the weather conditions for ground based observations and observations from space may suffer from the impact of cosmic ray particles. Many large scale astronomical surveys such as MACHO, OGLE, EROS, xv ROTSE, PLANET, Hipparcos, MISAO, NSVS, ASAS, Pan-STARRS, Ke- pler,ESA, Gaia, LSST, CRTS provide variable star’s time series data, even though their primary intention is not variable star observation. Center for Astrostatistics, Pennsylvania State University is established to help the astro- nomical community with the aid of statistical tools for harvesting and analysing archival data. Most of these surveys releases the data to the public for further analysis. There exist many period search algorithms through astronomical time se- ries analysis, which can be classified into parametric (assume some underlying distribution for data) and non-parametric (do not assume any statistical model like Gaussian etc.,) methods. Many of the parametric methods are based on variations of discrete Fourier transforms like Generalised Lomb-Scargle peri- odogram (GLSP) by Zechmeister(2009), Significant Spectrum (SigSpec) by Reegen(2007) etc. Non-parametric methods include Phase Dispersion Minimi- sation (PDM) by Stellingwerf(1978) and Cubic spline method by Akerlof(1994) etc. Even though most of the methods can be brought under automation, any of the method stated above could not fully recover the true periods. The wrong detection of period can be due to several reasons such as power leakage to other frequencies which is due to finite total interval, finite sampling interval and finite amount of data. Another problem is aliasing, which is due to the influence of regular sampling. Also spurious periods appear due to long gaps and power flow to harmonic frequencies is an inherent problem of Fourier methods. Hence obtaining the exact period of variable star from it’s time series data is still a difficult problem, in case of huge databases, when subjected to automation. As Matthew Templeton, AAVSO, states “Variable star data analysis is not always straightforward; large-scale, automated analysis design is non-trivial”. Derekas et al. 2007, Deb et.al. 2010 states “The processing of xvi huge amount of data in these databases is quite challenging, even when looking at seemingly small issues such as period determination and classification”. It will be beneficial for the variable star astronomical community, if basic parameters, such as period, amplitude and phase are obtained more accurately, when huge time series databases are subjected to automation. In the present thesis work, the theories of four popular period search methods are studied, the strength and weakness of these methods are evaluated by applying it on two survey databases and finally a modified form of cubic spline method is intro- duced to confirm the exact period of variable star. For the classification of new variable stars discovered and entering them in the “General Catalogue of Vari- able Stars” or other databases like “Variable Star Index“, the characteristics of the variability has to be quantified in term of variable star parameters.

Performance of Supply Chain when using selected Coordination Mechanisms

Coordination among supply chain members is essential for better supply chain performance. An effective method to improve supply chain coordination is to implement proper coordination mechanisms. The primary objective of this research is to study the performance of a multi-level supply chain while using selected coordination mechanisms separately, and in combination, under lost sale and back order cases. The coordination mechanisms used in this study are price discount, delay in payment and different types of information sharing. Mathematical modelling and simulation modelling are used in this study to analyse the performance of the supply chain using these mechanisms. Initially, a three level supply chain consisting of a supplier, a manufacturer and a retailer has been used to study the combined effect of price discount and delay in payment on the performance (profit) of supply chain using mathematical modelling. This study showed that implementation of individual mechanisms improves the performance of the supply chain compared to ‘no coordination’. When more than one mechanism is used in combination, performance in most cases further improved. The three level supply chain considered in mathematical modelling was then extended to a three level network supply chain consisting of a four retailers, two wholesalers, and a manufacturer with an infinite part supplier. The performance of this network supply chain was analysed under both lost sale and backorder cases using simulation modelling with the same mechanisms: ‘price discount and delay in payment’ used in mathematical modelling. This study also showed that the performance of the supply chain is significantly improved while using combination of mechanisms as obtained earlier. In this study, it is found that the effect (increase in profit) of ‘delay in payment’ and combination of ‘price discount’ & ‘delay in payment’ on SC profit is relatively high in the case of lost sale. Sensitivity analysis showed that order cost of the retailer plays a major role in the performance of the supply chain as it decides the order quantity of the other players in the supply chain in this study. Sensitivity analysis also showed that there is a proportional change in supply chain profit with change in rate of return of any player. In the case of price discount, elasticity of demand is an important factor to improve the performance of the supply chain. It is also found that the change in permissible delay in payment given by the seller to the buyer affects the SC profit more than the delay in payment availed by the buyer from the seller. In continuation of the above, a study on the performance of a four level supply chain consisting of a manufacturer, a wholesaler, a distributor and a retailer with ‘information sharing’ as coordination mechanism, under lost sale and backorder cases, using a simulation game with live players has been conducted. In this study, best performance is obtained in the case of sharing ‘demand and supply chain performance’ compared to other seven types of information sharing including traditional method. This study also revealed that effect of information sharing on supply chain performance is relatively high in the case of lost sale than backorder. The in depth analysis in this part of the study showed that lack of information sharing need not always be resulting in bullwhip effect. Instead of bullwhip effect, lack of information sharing produced a huge hike in lost sales cost or backorder cost in this study which is also not favorable for the supply chain. Overall analysis provided the extent of improvement in supply chain performance under different cases. Sensitivity analysis revealed useful insights about the decision variables of supply chain and it will be useful for the supply chain management practitioners to take appropriate decisions.

Bieberbach's Conjecture, the de Branges and Weinstein Functions and the Askey-Gasper Inequality

The Bieberbach conjecture about the coefficients of univalent functions of the unit disk was formulated by Ludwig Bieberbach in 1916 [Bieberbach1916]. The conjecture states that the coefficients of univalent functions are majorized by those of the Koebe function which maps the unit disk onto a radially slit plane. The Bieberbach conjecture was quite a difficult problem, and it was surprisingly proved by Louis de Branges in 1984 [deBranges1985] when some experts were rather trying to disprove it. It turned out that an inequality of Askey and Gasper [AskeyGasper1976] about certain hypergeometric functions played a crucial role in de Branges' proof. In this article I describe the historical development of the conjecture and the main ideas that led to the proof. The proof of Lenard Weinstein (1991) [Weinstein1991] follows, and it is shown how the two proofs are interrelated. Both proofs depend on polynomial systems that are directly related with the Koebe function. At this point algorithms of computer algebra come into the play, and computer demonstrations are given that show how important parts of the proofs can be automated.

Thermoaktive Bauteilsysteme - Ein neuer simulationstechnischer Berechnungsansatz

Thermoaktive Bauteilsysteme sind Bauteile, die als Teil der Raumumschließungsflächen über ein integriertes Rohrsystem mit einem Heiz- oder Kühlmedium beaufschlagt werden können und so die Beheizung oder Kühlung des Raumes ermöglichen. Die Konstruktionenvielfalt reicht nach diesem Verständnis von Heiz, bzw. Kühldecken über Geschoßtrenndecken mit kern-integrierten Rohren bis hin zu den Fußbodenheizungen. Die darin enthaltenen extrem trägen Systeme werden bewußt eingesetzt, um Energieangebot und Raumenergiebedarf unter dem Aspekt der rationellen Energieanwendung zeitlich zu entkoppeln, z. B. aktive Bauteilkühlung in der Nacht, passive Raumkühlung über das kühle Bauteil am Tage. Gebäude- und Anlagenkonzepte, die träge reagierende thermoaktive Bauteilsysteme vorsehen, setzen im kompetenten und verantwortungsvollen Planungsprozeß den Einsatz moderner Gebäudesimulationswerkzeuge voraus, um fundierte Aussagen über Behaglichkeit und Energiebedarf treffen zu können. Die thermoaktiven Bauteilsysteme werden innerhalb dieser Werkzeuge durch Berechnungskomponenten repräsentiert, die auf mathematisch-physikalischen Modellen basieren und zur Lösung des bauteilimmanenten mehrdimensionalen instationären Wärmeleitungsproblems dienen. Bisher standen hierfür zwei unterschiedliche prinzipielle Vorgehensweisen zur Lösung zur Verfügung, die der physikalischen Modellbildung entstammen und Grenzen bzgl. abbildbarer Geometrie oder Rechengeschwindigkeit setzen. Die vorliegende Arbeit dokumentiert eine neue Herangehensweise, die als experimentelle Modellbildung bezeichnet wird. Über den Weg der Systemidentifikation können aus experimentell ermittelten Datenreihen die Parameter für ein kompaktes Black-Box-Modell bestimmt werden, das das Eingangs-Ausgangsverhalten des zugehörigen beliebig aufgebauten thermoaktiven Bauteils mit hinreichender Genauigkeit widergibt. Die Meßdatenreihen lassen sich über hochgenaue Berechnungen generieren, die auf Grund ihrer Detailtreue für den unmittelbaren Einsatz in der Gebäudesimulation ungeeignet wären. Die Anwendung der Systemidentifikation auf das zweidimensionale Wärmeleitungsproblem und der Nachweis ihrer Eignung wird an Hand von sechs sehr unterschiedlichen Aufbauten thermoaktiver Bauteilsysteme durchgeführt und bestätigt sehr geringe Temperatur- und Energiebilanzfehler. Vergleiche zwischen via Systemidentifikation ermittelten Black-Box-Modellen und physikalischen Modellen für zwei Fußbodenkonstruktionen zeigen, daß erstgenannte auch als Referenz für Genauigkeitsabschätzungen herangezogen werden können. Die Praktikabilität des neuen Modellierungsansatzes wird an Fallstudien demonstriert, die Ganzjahressimulationen unter Bauteil- und Betriebsvariationen an einem exemplarischen Büroraum betreffen. Dazu erfolgt die Integration des Black-Box-Modells in das kommerzielle Gebäude- und Anlagensimulationsprogramm CARNOT. Die akzeptablen Rechenzeiten für ein Einzonen-Gebäudemodell in Verbindung mit den hohen Genauigkeiten bescheinigen die Eignung der neuen Modellierungsweise.

BioJADE: A Design and Simulation Tool for Synthetic Biological Systems

The next generations of both biological engineering and computer engineering demand that control be exerted at the molecular level. Creating, characterizing and controlling synthetic biological systems may provide us with the ability to build cells that are capable of a plethora of activities, from computation to synthesizing nanostructures. To develop these systems, we must have a set of tools not only for synthesizing systems, but also designing and simulating them. The BioJADE project provides a comprehensive, extensible design and simulation platform for synthetic biology. BioJADE is a graphical design tool built in Java, utilizing a database back end, and supports a range of simulations using an XML communication protocol. BioJADE currently supports a library of over 100 parts with which it can compile designs into actual DNA, and then generate synthesis instructions to build the physical parts. The BioJADE project contributes several tools to Synthetic Biology. BioJADE in itself is a powerful tool for synthetic biology designers. Additionally, we developed and now make use of a centralized BioBricks repository, which enables the sharing of BioBrick components between researchers, and vastly reduces the barriers to entry for aspiring Synthetic Biologists.

Knowledge integration within an applied mobile robot summer course

This paper presents the use of a mobile robot platform as an innovative educational tool in order to promote and integrate different curriculum knowledge. Hence, it is presented the acquired experience within a summer course named ldquoapplied mobile roboticsrdquo. The main aim of the course is to integrate different subjects as electronics, programming, architecture, perception systems, communications, control and trajectory planning by using the educational open mobile robot platform PRIM. The summer course is addressed to a wide range of student profiles. However, it is of special interests to the students of electrical and computer engineering around their final academic year. The summer course consists of the theoretical and laboratory sessions, related to the following topics: design & programming of electronic devices, modelling and control systems, trajectory planning and control, and computer vision systems. Therefore, the clues for achieving a renewed path of progress in robotics are the integration of several knowledgeable fields, such as computing, communications, and control sciences, in order to perform a higher level reasoning and use decision tools with strong theoretical base

EdShare: collaboration in a University for learning and teaching

Poster for the School of Electronics and Computer Science, Learning Societies Lab Open Day, 27 February 2008 at the University of Southampton. Profile and presentation of the EdShare resource. The poster illustrates the philosophy of EdShare, how it relates to the Web 2.0 environment and its relationship to the education agenda in a University.

EdShare: collaboration in a University for learning and teaching

Poster for the Learning Societies Laboratory, School of Electronics and Computer Science, University of Southampton Open Day, Wednesday 27 February 2008.