Bank networks and firm credit: an agent based model approach

Starting from the idea that economic systems fall into complexity theory, where its many agents interact with each other without a central control and that these interactions are able to change the future behavior of the agents and the entire system, similar to a chaotic system we increase the model of Russo et al. (2014) to carry out three experiments focusing on the interaction between Banks and Firms in an artificial economy. The first experiment is relative to Relationship Banking where, according to the literature, the interaction over time between Banks and Firms are able to produce mutual benefits, mainly due to reduction of the information asymmetry between them. The following experiment is related to information heterogeneity in the credit market, where the larger the bank, the higher their visibility in the credit market, increasing the number of consult for new loans. Finally, the third experiment is about the effects on the credit market of the heterogeneity of prices that Firms faces in the goods market.

Windows of opportunities and knowledge networks: implications for the catch-up in developing countries

This document represents a doctoral thesis held under the Brazilian School of Public and Business Administration of Getulio Vargas Foundation (EBAPE/FGV), developed through the elaboration of three articles. The research that resulted in the articles is within the scope of the project entitled “Windows of opportunities and knowledge networks: implications for catch-up in developing countries”, funded by Support Programme for Research and Academic Production of Faculty (ProPesquisa) of Brazilian School of Public and Business Administration (EBAPE) of Getulio Vargas Foundation.

Multilayer optimization in radio resource allocation for the packet transmission in wireless networks

In the last decade mobile wireless communications have witnessed an explosive growth in the user’s penetration rate and their widespread deployment around the globe. It is expected that this tendency will continue to increase with the convergence of fixed Internet wired networks with mobile ones and with the evolution to the full IP architecture paradigm. Therefore mobile wireless communications will be of paramount importance on the development of the information society of the near future. In particular a research topic of particular relevance in telecommunications nowadays is related to the design and implementation of mobile communication systems of 4th generation. 4G networks will be characterized by the support of multiple radio access technologies in a core network fully compliant with the Internet Protocol (all IP paradigm). Such networks will sustain the stringent quality of service (QoS) requirements and the expected high data rates from the type of multimedia applications to be available in the near future. The approach followed in the design and implementation of the mobile wireless networks of current generation (2G and 3G) has been the stratification of the architecture into a communication protocol model composed by a set of layers, in which each one encompasses some set of functionalities. In such protocol layered model, communications is only allowed between adjacent layers and through specific interface service points. This modular concept eases the implementation of new functionalities as the behaviour of each layer in the protocol stack is not affected by the others. However, the fact that lower layers in the protocol stack model do not utilize information available from upper layers, and vice versa, downgrades the performance achieved. This is particularly relevant if multiple antenna systems, in a MIMO (Multiple Input Multiple Output) configuration, are implemented. MIMO schemes introduce another degree of freedom for radio resource allocation: the space domain. Contrary to the time and frequency domains, radio resources mapped into the spatial domain cannot be assumed as completely orthogonal, due to the amount of interference resulting from users transmitting in the same frequency sub-channel and/or time slots but in different spatial beams. Therefore, the availability of information regarding the state of radio resources, from lower to upper layers, is of fundamental importance in the prosecution of the levels of QoS expected from those multimedia applications. In order to match applications requirements and the constraints of the mobile radio channel, in the last few years researches have proposed a new paradigm for the layered architecture for communications: the cross-layer design framework. In a general way, the cross-layer design paradigm refers to a protocol design in which the dependence between protocol layers is actively exploited, by breaking out the stringent rules which restrict the communication only between adjacent layers in the original reference model, and allowing direct interaction among different layers of the stack. An efficient management of the set of available radio resources demand for the implementation of efficient and low complexity packet schedulers which prioritize user’s transmissions according to inputs provided from lower as well as upper layers in the protocol stack, fully compliant with the cross-layer design paradigm. Specifically, efficiently designed packet schedulers for 4G networks should result in the maximization of the capacity available, through the consideration of the limitations imposed by the mobile radio channel and comply with the set of QoS requirements from the application layer. IEEE 802.16e standard, also named as Mobile WiMAX, seems to comply with the specifications of 4G mobile networks. The scalable architecture, low cost implementation and high data throughput, enable efficient data multiplexing and low data latency, which are attributes essential to enable broadband data services. Also, the connection oriented approach of Its medium access layer is fully compliant with the quality of service demands from such applications. Therefore, Mobile WiMAX seems to be a promising 4G mobile wireless networks candidate. In this thesis it is proposed the investigation, design and implementation of packet scheduling algorithms for the efficient management of the set of available radio resources, in time, frequency and spatial domains of the Mobile WiMAX networks. The proposed algorithms combine input metrics from physical layer and QoS requirements from upper layers, according to the crosslayer design paradigm. Proposed schedulers are evaluated by means of system level simulations, conducted in a system level simulation platform implementing the physical and medium access control layers of the IEEE802.16e standard.

Thermal analysis of chitosan based networks

In this work two kinds of material were studied: chitosan cross-linked with glutaraldehyde and in a blend with PEO. The resulting products as well as chitosan and PEO raw materials, were analyzed by TG/DTG, DSC and DMTA to determinate the in?uence of cross-linking and PEO addition on thermal properties of the resulting materials. It was observed by thermogravimetry that the water-polymer interaction will be different for the cross-linked material compared to the blend, according to the specific site availability. The in?uence of such modifications (cross-linking and PEO addition), on chitosan thermal stability was also studied. The DSC results showed a good agreement with the TG/DTG results, reinforcing the interpretation given for TG/DTG results. DMTA results indicate that glass transition temperature is around 50 degrees C for the polymer under study. (c) 2005 Elsevier Ltd. All rights reserved.

A DOE based approach for the design of RBF artificial neural networks applied to prediction of surface roughness in AISI 52100 hardened Steel turning

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

The dimensionality of ecological networks

How many dimensions (trait-axes) are required to predict whether two species interact? This unanswered question originated with the idea of ecological niches, and yet bears relevance today for understanding what determines network structure. Here, we analyse a set of 200 ecological networks, including food webs, antagonistic and mutualistic networks, and find that the number of dimensions needed to completely explain all interactions is small (< 10), with model selection favouring less than five. Using 18 high-quality webs including several species traits, we identify which traits contribute the most to explaining network structure. We show that accounting for a few traits dramatically improves our understanding of the structure of ecological networks. Matching traits for resources and consumers, for example, fruit size and bill gape, are the most successful combinations. These results link ecologically important species attributes to large-scale community structure. © 2013 Blackwell Publishing Ltd/CNRS.

Beta Diversity of Plant-Pollinator Networks and the Spatial Turnover of Pairwise Interactions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Tool condition monitoring of aluminum oxide grinding wheel in dressing operation using acoustic emission and neural networks

The grinding operation gives workpieces their final finish, minimizing surface roughness through the interaction between the abrasive grains of a tool (grinding wheel) and the workpiece. However, excessive grinding wheel wear due to friction renders the tool unsuitable for further use, thus requiring the dressing operation to remove and/or sharpen the cutting edges of the worn grains to render them reusable. The purpose of this study was to monitor the dressing operation using the acoustic emission (AE) signal and statistics derived from this signal, classifying the grinding wheel as sharp or dull by means of artificial neural networks. An aluminum oxide wheel installed on a surface grinding machine, a signal acquisition system, and a single-point dresser were used in the experiments. Tests were performed varying overlap ratios and dressing depths. The root mean square values and two additional statistics were calculated based on the raw AE data. A multilayer perceptron neural network was used with the Levenberg-Marquardt learning algorithm, whose inputs were the aforementioned statistics. The results indicate that this method was successful in classifying the conditions of the grinding wheel in the dressing process, identifying the tool as "sharp''(with cutting capacity) or "dull''(with loss of cutting capacity), thus reducing the time and cost of the operation and minimizing excessive removal of abrasive material from the grinding wheel.

Assessing the gain of biological data integration in gene networks inference

Background: A current challenge in gene annotation is to define the gene function in the context of the network of relationships instead of using single genes. The inference of gene networks (GNs) has emerged as an approach to better understand the biology of the system and to study how several components of this network interact with each other and keep their functions stable. However, in general there is no sufficient data to accurately recover the GNs from their expression levels leading to the curse of dimensionality, in which the number of variables is higher than samples. One way to mitigate this problem is to integrate biological data instead of using only the expression profiles in the inference process. Nowadays, the use of several biological information in inference methods had a significant increase in order to better recover the connections between genes and reduce the false positives. What makes this strategy so interesting is the possibility of confirming the known connections through the included biological data, and the possibility of discovering new relationships between genes when observed the expression data. Although several works in data integration have increased the performance of the network inference methods, the real contribution of adding each type of biological information in the obtained improvement is not clear. Methods: We propose a methodology to include biological information into an inference algorithm in order to assess its prediction gain by using biological information and expression profile together. We also evaluated and compared the gain of adding four types of biological information: (a) protein-protein interaction, (b) Rosetta stone fusion proteins, (c) KEGG and (d) KEGG+GO. Results and conclusions: This work presents a first comparison of the gain in the use of prior biological information in the inference of GNs by considering the eukaryote (P. falciparum) organism. Our results indicates that information based on direct interaction can produce a higher improvement in the gain than data about a less specific relationship as GO or KEGG. Also, as expected, the results show that the use of biological information is a very important approach for the improvement of the inference. We also compared the gain in the inference of the global network and only the hubs. The results indicates that the use of biological information can improve the identification of the most connected proteins.

Probabilistic patterns of interaction: the effects of link-strength variability on food web structure

Patterns of species interactions affect the dynamics of food webs. An important component of species interactions that is rarely considered with respect to food webs is the strengths of interactions, which may affect both structure and dynamics. In natural systems, these strengths are variable, and can be quantified as probability distributions. We examined how variation in strengths of interactions can be described hierarchically, and how this variation impacts the structure of species interactions in predator-prey networks, both of which are important components of ecological food webs. The stable isotope ratios of predator and prey species may be particularly useful for quantifying this variability, and we show how these data can be used to build probabilistic predator-prey networks. Moreover, the distribution of variation in strengths among interactions can be estimated from a limited number of observations. This distribution informs network structure, especially the key role of dietary specialization, which may be useful for predicting structural properties in systems that are difficult to observe. Finally, using three mammalian predator-prey networks ( two African and one Canadian) quantified from stable isotope data, we show that exclusion of link-strength variability results in biased estimates of nestedness and modularity within food webs, whereas the inclusion of body size constraints only marginally increases the predictive accuracy of the isotope-based network. We find that modularity is the consequence of strong link-strengths in both African systems, while nestedness is not significantly present in any of the three predator-prey networks.

Essays on Bayesian Inference for Social Networks

This thesis presents Bayesian solutions to inference problems for three types of social network data structures: a single observation of a social network, repeated observations on the same social network, and repeated observations on a social network developing through time. A social network is conceived as being a structure consisting of actors and their social interaction with each other. A common conceptualisation of social networks is to let the actors be represented by nodes in a graph with edges between pairs of nodes that are relationally tied to each other according to some definition. Statistical analysis of social networks is to a large extent concerned with modelling of these relational ties, which lends itself to empirical evaluation. The first paper deals with a family of statistical models for social networks called exponential random graphs that takes various structural features of the network into account. In general, the likelihood functions of exponential random graphs are only known up to a constant of proportionality. A procedure for performing Bayesian inference using Markov chain Monte Carlo (MCMC) methods is presented. The algorithm consists of two basic steps, one in which an ordinary Metropolis-Hastings up-dating step is used, and another in which an importance sampling scheme is used to calculate the acceptance probability of the Metropolis-Hastings step. In paper number two a method for modelling reports given by actors (or other informants) on their social interaction with others is investigated in a Bayesian framework. The model contains two basic ingredients: the unknown network structure and functions that link this unknown network structure to the reports given by the actors. These functions take the form of probit link functions. An intrinsic problem is that the model is not identified, meaning that there are combinations of values on the unknown structure and the parameters in the probit link functions that are observationally equivalent. Instead of using restrictions for achieving identification, it is proposed that the different observationally equivalent combinations of parameters and unknown structure be investigated a posteriori. Estimation of parameters is carried out using Gibbs sampling with a switching devise that enables transitions between posterior modal regions. The main goal of the procedures is to provide tools for comparisons of different model specifications. Papers 3 and 4, propose Bayesian methods for longitudinal social networks. The premise of the models investigated is that overall change in social networks occurs as a consequence of sequences of incremental changes. Models for the evolution of social networks using continuos-time Markov chains are meant to capture these dynamics. Paper 3 presents an MCMC algorithm for exploring the posteriors of parameters for such Markov chains. More specifically, the unobserved evolution of the network in-between observations is explicitly modelled thereby avoiding the need to deal with explicit formulas for the transition probabilities. This enables likelihood based parameter inference in a wider class of network evolution models than has been available before. Paper 4 builds on the proposed inference procedure of Paper 3 and demonstrates how to perform model selection for a class of network evolution models.

Knowledge Flows and Networks: the Interplay between Local and Global Linkages within Bangalore IT Cluster

This doctoral work gains deeper insight into the dynamics of knowledge flows within and across clusters, unfolding their features, directions and strategic implications. Alliances, networks and personnel mobility are acknowledged as the three main channels of inter-firm knowledge flows, thus offering three heterogeneous measures to analyze the phenomenon. The interplay between the three channels and the richness of available research methods, has allowed for the elaboration of three different papers and perspectives. The common empirical setting is the IT cluster in Bangalore, for its distinguished features as a high-tech cluster and for its steady yearly two-digit growth around the service-based business model. The first paper deploys both a firm-level and a tie-level analysis, exploring the cases of 4 domestic companies and of 2 MNCs active the cluster, according to a cluster-based perspective. The distinction between business-domain knowledge and technical knowledge emerges from the qualitative evidence, further confirmed by quantitative analyses at tie-level. At firm-level, the specialization degree seems to be influencing the kind of knowledge shared, while at tie-level both the frequency of interaction and the governance mode prove to determine differences in the distribution of knowledge flows. The second paper zooms out and considers the inter-firm networks; particularly focusing on the role of cluster boundary, internal and external networks are analyzed, in their size, long-term orientation and exploration degree. The research method is purely qualitative and allows for the observation of the evolving strategic role of internal network: from exploitation-based to exploration-based. Moreover, a causal pattern is emphasized, linking the evolution and features of the external network to the evolution and features of internal network. The final paper addresses the softer and more micro-level side of knowledge flows: personnel mobility. A social capital perspective is here developed, which considers both employees’ acquisition and employees’ loss as building inter-firm ties, thus enhancing company’s overall social capital. Negative binomial regression analyses at dyad-level test the significant impact of cluster affiliation (cluster firms vs non-cluster firms), industry affiliation (IT firms vs non-IT fims) and foreign affiliation (MNCs vs domestic firms) in shaping the uneven distribution of personnel mobility, and thus of knowledge flows, among companies.

Body ares networks for human motor assessment

Healthcare, Human Computer Interfaces (HCI), Security and Biometry are the most promising application scenario directly involved in the Body Area Networks (BANs) evolution. Both wearable devices and sensors directly integrated in garments envision a word in which each of us is supervised by an invisible assistant monitoring our health and daily-life activities. New opportunities are enabled because improvements in sensors miniaturization and transmission efficiency of the wireless protocols, that achieved the integration of high computational power aboard independent, energy-autonomous, small form factor devices. Application’s purposes are various: (I) data collection to achieve off-line knowledge discovery; (II) user notification of his/her activities or in case a danger occurs; (III) biofeedback rehabilitation; (IV) remote alarm activation in case the subject need assistance; (V) introduction of a more natural interaction with the surrounding computerized environment; (VI) users identification by physiological or behavioral characteristics. Telemedicine and mHealth [1] are two of the leading concepts directly related to healthcare. The capability to borne unobtrusiveness objects supports users’ autonomy. A new sense of freedom is shown to the user, not only supported by a psychological help but a real safety improvement. Furthermore, medical community aims the introduction of new devices to innovate patient treatments. In particular, the extension of the ambulatory analysis in the real life scenario by proving continuous acquisition. The wide diffusion of emerging wellness portable equipment extended the usability of wearable devices also for fitness and training by monitoring user performance on the working task. The learning of the right execution techniques related to work, sport, music can be supported by an electronic trainer furnishing the adequate aid. HCIs made real the concept of Ubiquitous, Pervasive Computing and Calm Technology introduced in the 1988 by Marc Weiser and John Seeley Brown. They promotes the creation of pervasive environments, enhancing the human experience. Context aware, adaptive and proactive environments serve and help people by becoming sensitive and reactive to their presence, since electronics is ubiquitous and deployed everywhere. In this thesis we pay attention to the integration of all the aspects involved in a BAN development. Starting from the choice of sensors we design the node, configure the radio network, implement real-time data analysis and provide a feedback to the user. We present algorithms to be implemented in wearable assistant for posture and gait analysis and to provide assistance on different walking conditions, preventing falls. Our aim, expressed by the idea to contribute at the development of a non proprietary solutions, driven us to integrate commercial and standard solutions in our devices. We use sensors available on the market and avoided to design specialized sensors in ASIC technologies. We employ standard radio protocol and open source projects when it was achieved. The specific contributions of the PhD research activities are presented and discussed in the following. • We have designed and build several wireless sensor node providing both sensing and actuator capability making the focus on the flexibility, small form factor and low power consumption. The key idea was to develop a simple and general purpose architecture for rapid analysis, prototyping and deployment of BAN solutions. Two different sensing units are integrated: kinematic (3D accelerometer and 3D gyroscopes) and kinetic (foot-floor contact pressure forces). Two kind of feedbacks were implemented: audio and vibrotactile. • Since the system built is a suitable platform for testing and measuring the features and the constraints of a sensor network (radio communication, network protocols, power consumption and autonomy), we made a comparison between Bluetooth and ZigBee performance in terms of throughput and energy efficiency. Test in the field evaluate the usability in the fall detection scenario. • To prove the flexibility of the architecture designed, we have implemented a wearable system for human posture rehabilitation. The application was developed in conjunction with biomedical engineers who provided the audio-algorithms to furnish a biofeedback to the user about his/her stability. • We explored off-line gait analysis of collected data, developing an algorithm to detect foot inclination in the sagittal plane, during walk. • In collaboration with the Wearable Lab – ETH, Zurich, we developed an algorithm to monitor the user during several walking condition where the user carry a load. The remainder of the thesis is organized as follows. Chapter I gives an overview about Body Area Networks (BANs), illustrating the relevant features of this technology and the key challenges still open. It concludes with a short list of the real solutions and prototypes proposed by academic research and manufacturers. The domain of the posture and gait analysis, the methodologies, and the technologies used to provide real-time feedback on detected events, are illustrated in Chapter II. The Chapter III and IV, respectively, shown BANs developed with the purpose to detect fall and monitor the gait taking advantage by two inertial measurement unit and baropodometric insoles. Chapter V reports an audio-biofeedback system to improve balance on the information provided by the use centre of mass. A walking assistant based on the KNN classifier to detect walking alteration on load carriage, is described in Chapter VI.

Synaptic connectivity in micropatterned networks of neuronal cells

The presented thesis describes the formation of functional neuronal networks on an underlying micropattern. Small circuits of interconnected neurons defined by the geometry of the patterned substrate could be observed and were utilised as a model system of reduced complexity for the behaviour of neuronal network formation and activity. The first set of experiments was conducted to investigate aspects of the substrate preparation. Micropatterned substrates were created by microcontact printing of physiological proteins onto polystyrene culture dishes. The substrates displayed a high contrast between the repellant background and the cell attracting pattern, such that neurons seeded onto these surfaces aligned with the stamped structure. Both the patterning process and the cell culture were optimised, yielding highly compliant low-density networks of living neuronal cells. In the second step, cellular physiology of the cells grown on these substrates was investigated by patch-clamp measurements and compared to cells cultivated under control conditions. It could be shown that the growth on a patterned substrate did not result in an impairment of cellular integrity nor that it had an impact on synapse formation or synaptic efficacy. Due to the extremely low-density cell culture that was applied, cellular connectivity through chemical synapses could be observed at the single cell level. Having established that single cells were not negatively affected by the growth on patterned substrates, aspects of network formation were investigated. The formation of physical contact between two cells was analysed through microinjection studies and related to the rate at which functional synaptic contacts formed between two neighbouring cells. Surprisingly, the rate of synapse formation between physically contacting cells was shown to be unaltered in spite of the drastic reduction of potential interaction partners on the micropattern. Additional features of network formation were investigated and found consistent with results reported by other groups: A different rate of synapse formation by excitatory and inhibitory neurons could be reproduced as well as a different rate of frequency-dependent depression at excitatory and inhibitory synapses. Furthermore, regarding simple feedback loops, a significant enrichment of reciprocal connectivity between mixed pairs of excitatory and inhibitory neurons relative to uniform pairs could be demonstrated. This phenomenon has also been described by others in unpatterned cultures [Muller, 1997] and may therefore be a feature underlying neuronal network formation in general. Based on these findings, it can be assumed that inherent features of neuronal behaviour and cellular recognition mechanisms were found in the cultured networks and appear to be undisturbed by patterned growth. At the same time, it was possible to reduce the complexity of the forming networks dramatically in a cell culture on a patterned surface. Thus, features of network architecture and synaptic connectivity could be investigated on the single cell level under highly defined conditions.

The swelling behaviour of polyelectrolyte networks

Being basic ingredients of numerous daily-life products with significant industrial importance as well as basic building blocks for biomaterials, charged hydrogels continue to pose a series of unanswered challenges for scientists even after decades of practical applications and intensive research efforts. Despite a rather simple internal structure it is mainly the unique combination of short- and long-range forces which render scientific investigations of their characteristic properties to be quite difficult. Hence early on computer simulations were used to link analytical theory and empirical experiments, bridging the gap between the simplifying assumptions of the models and the complexity of real world measurements. Due to the immense numerical effort, even for high performance supercomputers, system sizes and time scales were rather restricted until recently, whereas it only now has become possible to also simulate a network of charged macromolecules. This is the topic of the presented thesis which investigates one of the fundamental and at the same time highly fascinating phenomenon of polymer research: The swelling behaviour of polyelectrolyte networks. For this an extensible simulation package for the research on soft matter systems, ESPResSo for short, was created which puts a particular emphasis on mesoscopic bead-spring-models of complex systems. Highly efficient algorithms and a consistent parallelization reduced the necessary computation time for solving equations of motion even in case of long-ranged electrostatics and large number of particles, allowing to tackle even expensive calculations and applications. Nevertheless, the program has a modular and simple structure, enabling a continuous process of adding new potentials, interactions, degrees of freedom, ensembles, and integrators, while staying easily accessible for newcomers due to a Tcl-script steering level controlling the C-implemented simulation core. Numerous analysis routines provide means to investigate system properties and observables on-the-fly. Even though analytical theories agreed on the modeling of networks in the past years, our numerical MD-simulations show that even in case of simple model systems fundamental theoretical assumptions no longer apply except for a small parameter regime, prohibiting correct predictions of observables. Applying a "microscopic" analysis of the isolated contributions of individual system components, one of the particular strengths of computer simulations, it was then possible to describe the behaviour of charged polymer networks at swelling equilibrium in good solvent and close to the Theta-point by introducing appropriate model modifications. This became possible by enhancing known simple scaling arguments with components deemed crucial in our detailed study, through which a generalized model could be constructed. Herewith an agreement of the final system volume of swollen polyelectrolyte gels with results of computer simulations could be shown successfully over the entire investigated range of parameters, for different network sizes, charge fractions, and interaction strengths. In addition, the "cell under tension" was presented as a self-regulating approach for predicting the amount of swelling based on the used system parameters only. Without the need for measured observables as input, minimizing the free energy alone already allows to determine the the equilibrium behaviour. In poor solvent the shape of the network chains changes considerably, as now their hydrophobicity counteracts the repulsion of like-wise charged monomers and pursues collapsing the polyelectrolytes. Depending on the chosen parameters a fragile balance emerges, giving rise to fascinating geometrical structures such as the so-called pear-necklaces. This behaviour, known from single chain polyelectrolytes under similar environmental conditions and also theoretically predicted, could be detected for the first time for networks as well. An analysis of the total structure factors confirmed first evidences for the existence of such structures found in experimental results.