Stock selection with full-scale optimization and differential evolution

When composing stock portfolios, managers frequently choose among hundreds of stocks. The stocks' risk properties are analyzed with statistical tools, and managers try to combine these to meet the investors' risk profiles. A recently developed tool for performing such optimization is called full-scale optimization (FSO). This methodology is very flexible for investor preferences, but because of computational limitations it has until now been infeasible to use when many stocks are considered. We apply the artificial intelligence technique of differential evolution to solve FSO-type stock selection problems of 97 assets. Differential evolution finds the optimal solutions by self-learning from randomly drawn candidate solutions. We show that this search technique makes large scale problem computationally feasible and that the solutions retrieved are stable. The study also gives further merit to the FSO technique, as it shows that the solutions suit investor risk profiles better than portfolios retrieved from traditional methods.

Sibling eating behaviours and differential child feeding practices reported by parents

The purpose of this study was to investigate the intra-familial relationships between parental reports of feeding practices used with siblings in the same family, and to evaluate whether differences in feeding practices are related to differences in siblings' eating behaviours. Eighty parents of two sibling children completed measures assessing their feeding practices and child eating behaviours. Parents reported using greater restrictive feeding practices with children who were fussier and desired to drink more than their sibling. Parents reported using more pressure to eat with siblings who were slower to eat, were fussier, emotionally under-ate, enjoyed food less, were less responsive to food, and were more responsive to internal satiety cues. Restriction and pressure to eat appear to be part of the non-shared environment which sibling children experience differently. These feeding practices may be used differently for children in the same family in response to child eating behaviours or other specific characteristics.

Eye movement problems and differential diagnosis of the parkinsonian syndromes

Differential clinical diagnosis of the parkinsonian syndromes, viz., Parkinson’s disease (PD), progressive supranuclear palsy (PSP), dementia with Lewy bodies (DLB), and multiple system atrophy (MSA) can be difficult. Eye movement problems, however, are a chronic complication of many of these disorders and may be a useful aid to diagnosis. Hence, the presence in PSP of vertical supranuclear gaze palsy, fixation instability, lid retraction, blepharospasm, and apraxia of eyelid opening and closing is useful in separating PD from PSP. Moreover, atypical features of PSP include slowing of upward saccades, moderate slowing of downward saccades, the presence of a full range of voluntary vertical eye movements, a curved trajectory of oblique saccades, and absence of square-wave jerks. Downgaze palsy is probably the most useful diagnostic clinical symptom of PSP. By contrast, DLB patients are specifically impaired in both reflexive and saccadic execution and in the performance of more complex saccadic eye movement tasks. Problems in convergence in DLB are also followed by akinesia and rigidity. Abnormal ocular fixation may occur in a significant proportion of MSA patients along with excessive square-wave jerks, a mild supranuclear gaze palsy, a gaze-evoked nystagmus, a positioning down-beat nystagmus, mild-moderate saccadic hypometria, impaired smooth pursuit movements, and reduced vestibulo-ocular reflex (VOR) suppression. There may be considerable overlap between the eye movement problems characteristic of the various parkinsonian disorders, but taken together with other signs and symptoms, can be a useful aid in differential diagnosis, especially in the separation of PD and PSP.

Formation and precise geometry control of SNAP microresonators by external electrostatic fields

In SNAP (Surface nanoscale axial photonics) resonators propagation of a slow whispering gallery mode along an optical fiber is controlled by nanoscale variation of the effective radius of the fiber [1]. Similar behavior can be realized in so - called nanobump microresonators in which the introduced variation of the effective radius is asymmetric, i.e. depends on the axial coordinate [2]. The possibilities of realization of such structures “on the fly” in an optical fiber by applying external electrostatic fields to it is discussed in this work. It is shown that local variations in effective radius of the fiber and in its refractive index caused by external electric fields can be large enough to observe SNAP structure - like behavior in an originally flat optical fiber. Theoretical estimations of the introduced refractive index and effective radius changes and results of finite element calculations are presented. Various effects are taken into account: electromechanical (piezoelectricity and electrostriction), electro-optical (Pockels and Kerr effects) and elasto-optical effect. Different initial fibre cross-sections are studied. The aspects of use of linear isotropic (such as silica) and non-linear anisotropic (such as lithium niobate) materials of the fiber are discussed. REFERENCES [1] M. Sumetsky, J. M. Fini, Opt. Exp. 19, 26470 (2011). [2] L. A. Kochkurov, M. Sumetsky, Opt. Lett. 40, 1430 (2015).

Método híbrido para projeto de superfícies seletivas em frequência

This thesis presents a hybrid technique of frequency selective surfaces project (FSS) on a isotropic dielectric layer, considering various geometries for the elements of the unit cell. Specifically, the hybrid technique uses the equivalent circuit method in conjunction with genetic algorithm, aiming at the synthesis of structures with response single-band and dual-band. The equivalent circuit method allows you to model the structure by using an equivalent circuit and also obtaining circuits for different geometries. From the obtaining of the parameters of these circuits, you can get the transmission and reflection characteristics of patterned structures. For the optimization of patterned structures, according to the desired frequency response, Matlab™ optimization tool named optimtool proved to be easy to use, allowing you to explore important results on the optimization analysis. In this thesis, numeric and experimental results are presented for the different characteristics of the analyzed geometries. For this, it was determined a technique to obtain the parameter N, which is based on genetic algorithms and differential geometry, to obtain the algebraic rational models that determine values of N more accurate, facilitating new projects of FSS with these geometries. The optimal results of N are grouped according to the occupancy factor of the cell and the thickness of the dielectric, for modeling of the structures by means of rational algebraic equations. Furthermore, for the proposed hybrid model was developed a fitness function for the purpose of calculating the error occurred in the definitions of FSS bandwidths with transmission features single band and dual band. This thesis deals with the construction of prototypes of FSS with frequency settings and band widths obtained with the use of this function. The FSS were initially reviewed through simulations performed with the commercial software Ansoft Designer ™, followed by simulation with the equivalent circuit method for obtaining a value of N in order to converge the resonance frequency and the bandwidth of the FSS analyzed, then the results obtained were compared. The methodology applied is validated with the construction and measurement of prototypes with different geometries of the cells of the arrays of FSS.

Método híbrido para projeto de superfícies seletivas em frequência

This thesis presents a hybrid technique of frequency selective surfaces project (FSS) on a isotropic dielectric layer, considering various geometries for the elements of the unit cell. Specifically, the hybrid technique uses the equivalent circuit method in conjunction with genetic algorithm, aiming at the synthesis of structures with response single-band and dual-band. The equivalent circuit method allows you to model the structure by using an equivalent circuit and also obtaining circuits for different geometries. From the obtaining of the parameters of these circuits, you can get the transmission and reflection characteristics of patterned structures. For the optimization of patterned structures, according to the desired frequency response, Matlab™ optimization tool named optimtool proved to be easy to use, allowing you to explore important results on the optimization analysis. In this thesis, numeric and experimental results are presented for the different characteristics of the analyzed geometries. For this, it was determined a technique to obtain the parameter N, which is based on genetic algorithms and differential geometry, to obtain the algebraic rational models that determine values of N more accurate, facilitating new projects of FSS with these geometries. The optimal results of N are grouped according to the occupancy factor of the cell and the thickness of the dielectric, for modeling of the structures by means of rational algebraic equations. Furthermore, for the proposed hybrid model was developed a fitness function for the purpose of calculating the error occurred in the definitions of FSS bandwidths with transmission features single band and dual band. This thesis deals with the construction of prototypes of FSS with frequency settings and band widths obtained with the use of this function. The FSS were initially reviewed through simulations performed with the commercial software Ansoft Designer ™, followed by simulation with the equivalent circuit method for obtaining a value of N in order to converge the resonance frequency and the bandwidth of the FSS analyzed, then the results obtained were compared. The methodology applied is validated with the construction and measurement of prototypes with different geometries of the cells of the arrays of FSS.

Discovery of relict subglacial lakes and their geometry and mechanism of drainage

Recent proxy measurements reveal that subglacial lakes beneath modern ice sheets periodically store and release large volumes of water, providing an important but poorly understood influence on contemporary ice dynamics and mass balance. This is because direct observations of how lake drainage initiates and proceeds are lacking. Here we present physical evidence of the mechanism and geometry of lake drainage from the discovery of relict subglacial lakes formed during the last glaciation in Canada. These palaeo-subglacial lakes comprised shallow (<10 m) lenses of water perched behind ridges orientated transverse to ice flow. We show that lakes periodically drained through channels incised into bed substrate (canals). Canals sometimes trend into eskers that represent the depositional imprint of the last high-magnitude lake outburst. The subglacial lakes and channels are preserved on top of glacial lineations, indicating long-term re-organization of the subglacial drainage system and coupling to ice flow.

Synthesis and differential antiproliferative activity of Biginelli compounds against cancer cell lines: Monastrol, oxo-monastrol and oxygenated analogues

The synthesis and differential antiproliferative activity of monastrol (1a), oxo-monastrol (1b) and eight oxygenated derivatives 3a,b–6a,b on seven human cancer cell lines are described. For all evaluated cell lines, monastrol (1a) was shown to be more active than its oxo-analogue, except for HT-29 cell line, suggesting the importance of the sulfur atom for the antiproliferative activity. Monastrol (1a) and the thio-derivatives 3a, 4a and 6a displayed relevant antiproliferative properties with 3,4-methylenedioxy derivative 6a being approximately more than 30 times more potent than monastrol (1a) against colon cancer (HT-29) cell line.

Why Does Employment Discrimination Persist against People with Mental Illness? Effects of Negative Stereotypes, Power, and Differential Discrimination

Mental illness affects a sizable minority of Americans at any given time, yet many people with mental illness (hereafter PWMI) remain unemployed or underemployed relative to the general population. Research has suggested that part of the reason for this is discrimination toward PWMI. This research investigated mechanisms that affect employment discrimination against PWMI. Drawing from theories on stigma and power, three studies assessed 1) the stereotyping of workers with mental illness as unfit for workplace success, 2) the impact of positive information on countering these negative stereotypes, and whether negatively-stereotyped conditions elicited discrimination; and 3) the effects of power on mental illness stigma components. I made a series of predictions related to theories on the Stereotype Content Model, illness attribution, the contact hypothesis, gender and mental health, and power. Studies tested predictions using, 1) an online vignette survey measuring attitudes, 2) an online survey measuring responses to fictitious applications for a middle management position, and 3) a laboratory experiment in which some participants were primed to feel powerful and some were not. Results of Study 1 demonstrated that PWMI were routinely stigmatized as incompetent, dangerous, and lacking valued employment attributes, relative to a control condition. This was especially evident for workers presented as having PTSD from wartime service and workers with schizophrenia, and when the worker was a woman. Study 2 showed that, although both war-related PTSD and schizophrenia evoke negative stereotypes, only schizophrenia evoked hiring discrimination. Finally, Study 3 found no effect of being primed to feel powerful on stigmatizing attitudes toward a person with symptoms of schizophrenia. Taken together, findings suggest that employment discrimination towards PWMI is driven by negative stereotypes; but, stereotypes might not lead to actual hiring discrimination for some labeled individuals.

Problems in number theory and hyperbolic geometry

In the first part of this thesis we generalize a theorem of Kiming and Olsson concerning the existence of Ramanujan-type congruences for a class of eta quotients. Specifically, we consider a class of generating functions analogous to the generating function of the partition function and establish a bound on the primes ℓ for which their coefficients c(n) obey congruences of the form c(ℓn + a) ≡ 0 (mod ℓ). We use this last result to answer a question of H.C. Chan. In the second part of this thesis [S2] we explore a natural analog of D. Calegari’s result that there are no hyperbolic once-punctured torus bundles over S^1 with trace field having a real place. We prove a contrasting theorem showing the existence of several infinite families of pairs (−χ, p) such that there exist hyperbolic surface bundles over S^1 with trace field of having a real place and with fiber having p punctures and Euler characteristic χ. This supports our conjecture that with finitely many known exceptions there exist such examples for each pair ( −χ, p).

Surface acoustic wave streaming in a PDMS microfluidic system: effect of frequency and fluid geometry & A remote ultrasonic glucose sensor

This thesis describes two separate projects. The first is a theoretical and experimental investigation of surface acoustic wave streaming in microfluidics. The second is the development of a novel acoustic glucose sensor. A separate abstract is given for each here. Optimization of acoustic streaming in microfluidic channels by SAWs Surface Acoustic Waves, (SAWs) actuated on flat piezoelectric substrates constitute a convenient and versatile tool for microfluidic manipulation due to the easy and versatile interfacing with microfluidic droplets and channels. The acoustic streaming effect can be exploited to drive fast streaming and pumping of fluids in microchannels and droplets (Shilton et al. 2014; Schmid et al. 2011), as well as size dependant sorting of particles in centrifugal flows and vortices (Franke et al. 2009; Rogers et al. 2010). Although the theory describing acoustic streaming by SAWs is well understood, very little attention has been paid to the optimisation of SAW streaming by the correct selection of frequency. In this thesis a finite element simulation of the fluid streaming in a microfluidic chamber due to a SAW beam was constructed and verified against micro-PIV measurements of the fluid flow in a fabricated device. It was found that there is an optimum frequency that generates the fastest streaming dependent on the height and width of the chamber. It is hoped this will serve as a design tool for those who want to optimally match SAW frequency with a particular microfluidic design. An acoustic glucose sensor Diabetes mellitus is a disease characterised by an inability to properly regulate blood glucose levels. In order to keep glucose levels under control some diabetics require regular injections of insulin. Continuous monitoring of glucose has been demonstrated to improve the management of diabetes (Zick et al. 2007; Heinemann & DeVries 2014), however there is a low patient uptake of continuous glucose monitoring systems due to the invasive nature of the current technology (Ramchandani et al. 2011). In this thesis a novel way of monitoring glucose levels is proposed which would use ultrasonic waves to ‘read’ a subcutaneous glucose sensitive-implant, which is only minimally invasive. The implant is an acoustic analogy of a Bragg stack with a ‘defect’ layer that acts as the sensing layer. A numerical study was performed on how the physical changes in the sensing layer can be deduced by monitoring the reflection amplitude spectrum of ultrasonic waves reflected from the implant. Coupled modes between the skin and the sensing layer were found to be a potential source of error and drift in the measurement. It was found that by increasing the number of layers in the stack that this could be minimized. A laboratory proof of concept system was developed using a glucose sensitive hydrogel as the sensing layer. It was possible to monitor the changing thickness and speed of sound of the hydrogel due to physiological relevant changes in glucose concentration.

Measurement of the inclusive and differential t/t cross sections at 13 TeV in the all-jets boosted regime with CMS

The t/t production cross section is measured with the CMS detector in the all-jets channel in $pp$ collisions at the centre-of-mass energy of 13 TeV. The analysis is based on the study of t/t events in the boosted topology, namely events in which decay products of the quark top have a high Lorentz boost and are thus reconstructed in the detector as a single, wide jet. The data sample used in this analysis corresponds to an integrated luminosity of 2.53 fb-1. The inclusive cross section is found to be sigma(t/t) = 727 +- 46 (stat.) +115-112 (sys.) +- 20~(lumi.) pb, a value which is consistent with the theoretical predictions. The differential, detector-level cross section is measured as a function of the transverse momentum of the leading jet and compared to the QCD theoretical predictions. Finally, the differential, parton-level cross section is reported, measured as a function of the transverse momentum of the leading parton, extrapolated to the full phase space and compared to the QCD predictions.