This thesis begins with the fundamentals of conformal field theory in three dimensions. The general properties of the conformal bootstrap are then reviewed. The three-dimensional Ising model is presented from the perspective of the renormalization group, after which the conformal field theory aspect at the critical point is discussed. Finally, the bootstrap programme is applied to the three-dimensional Ising model using numerical techniques, and the results analysed.

We compare two time series models: an ARMA(1,1)-ACD(1,1)-NIG model against an ARMA(1,1)-GARCH(1,1)-NIG model. Their out-of-sample performance is of interest rather than their in-sample properties. The models produce one-day ahead forecasts which are evaluated using three statistical tests: VaR-test, VaRdur-test and Berkowitz-test. All three tests are concerned with the the tail events, since our time series models are often used to estimate downside risk. When the two models are applied to data on Canadian stock market returns, our three statistical tests point in the direction that the ACD model and the GARCH model perform similarly. The difference between the models is small. We finish with comments on the model uncertainty inherit in the comparison.

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

In the thesis, we investigate whether hedge fund managers have liquidity timing skills in the fixed income market, foreign exchange market and commodity market, respectively. Managers with the liquidity timing skills can strategically adjust hedge funds exposure to the target financial market based on their forecasts about the future changes in market liquidity. We find empirical evidence that hedge funds in certain categories have the skills to time the liquidity levels in the fixed income market, foreign exchange market and commodity market. We conduct a range of robustness tests, which show that hedge funds still exhibit liquidity timing skills after controlling for the factors that may affect timing ability. In particular, our findings are robust to the usage of leverage, funding constraints, investor redemption restrictions, hedge funds trades on market liquidity, financial crisis, hedge fund data biases, market return and volatility timing, liquidity risk factor, systematic stale pricing and option factors. We also conduct bootstrap analysis to ensure the results are not dependent on the normality assumption. Our investigation is helpful to understand the importance of market liquidity to hedge funds professional portfolio management.

Approved for public release, distribution is unlimited / The attack of choice for a professional attacker is system subversion: the insertion of a trap door that allows the attacker to bypass an operating system's protection controls. This attack provides significant capabilities and a low risk of detection. One potential design is a trap door that itself accepts new programming instructions. This allows an attacker to decide the capabilities of the artifice at the time of attack rather than prior to its insertion. Early tiger teams recognized the possibility of this design and compared it to the two-card bootstrap loader used in mainframes, since both exhibit the characteristics of compactness and adaptability. This thesis demonstrates that it is relatively easy to create a bootstrapped trap door. The demonstrated artifice consists of 6 lines of C code that, when inserted into the Windows XP operating system, accept additional arbitrary code from the attacker, allowing subversion in any manner the attacker chooses. The threat from subversion is both extremely potent and eminently feasible. Popular risk mitigation strategies that rely on defense-in-depth are ineffective against subversion. This thesis focuses on how the use of the principles of layering, modularity, and information hiding can contribute to high-assurance development methodologies by increasing system comprehensibility. / Civilian, Naval Postgraduate School

This thesis documents the modelling of generic Environmental Control System(ECS) of an aircraft in Modelica by utilizing components from free version of theTTECCS (Technical Thermodynamic Environmental Control and Cooling Systems) library. In doing so, components used for developing ECS from the TTECCS library are mathematically verified with theoretical formula in MATLAB. Selected components are investigated with valid input data to initialize the simulation and verify its behaviors with corresponding available data. Hereinafter, the object-oriented modelling method is used to integrate ECS components to develop a functional system. The main function of ECS is to regulate the pressure and temperature inside the cabin to accepted physiology flight safetylevels. Different types of ECS architecture are presented in this document. An ECS developed here is based on the bootstrap system and consists only one cooling unit comprised with the source, pipes, two heat exchanger, compressor, turbine, temper-ature control valve, pressure control valve, and sinks. Dry air(Ideal gas) is used as a medium in the system. Temperature drop along each component corresponds to available A320 cruise flight data in order to calculate the top level parameter and to initialize the components, subsequently an ECS system. Several systematized methods for Object-oriented modelling and system design were studied and steps are extracted accordingly that suits to initiate the procedurefor this project, which is also presented. Time domain simulation is performed inModelica and Dymola. A simplified control system is built to regulate the system, therefore restrained it as a future work to develop real in-flight condition control system of an ECS.Top level parameters were selected within valid customized ranges for developing a performance map of the components. After generating the map, optimal data from the map were taken to initialize final ECS. The simulation results of the final model is then compared to A320 flight data which is comparable in behavior; this was expected. Above all, simulation environment Modelica and free version of TTECCS library components are reliable to develop ECS in order to investigate ECS components behavior and predict cabin conditions before developing a prototype.

É o processo de mutação que, em última instância, introduz diversidade nas populações. Quando a mutação é pontual e segrega na população, recebe o nome de polimorfismo de nucleotídeo único (ou SNP, de Single Nucleotide Polymorphism). Caso esse SNP seja vantajoso, ele aumenta de frequência na população e estabelece um forte desequilíbrio de ligação com seus SNPs vizinhos, consequência do processo chamado de efeito de carona genética. Esse efeito pode ter duas consequências na proximidade dos sítios selecionados: (1) pode levar ao aumento de frequência de mutações neutras ligadas a mutação vantajosa ou (2) pode reduzir o tamanho efetivo da população Ne nessas regiões, e, consequentemente aumentar a importância da deriva genética na variação genética dessas regiões. Como consequência, é comum que a região próxima a sítios vantajosos apresente acúmulo de mutações neutras com frequências acima do esperado sob neutralidade. No entanto, a maior parte de novas mutações são deletérias e seria esperado que fossem removidas da população por seleção purificadora. Entretanto, como os padrões de variabilidade observados no genoma resultam de processos seletivos atuando em conjunto com a deriva genética, não é incomum SNPs fracamente deletérios atingirem frequências elevadas nos diferentes contextos de história demográfica e seletiva das populações. O acúmulo desses SNPs fracamente deletérios no genoma reduz progressivamente a aptidão média da população, o que representa um aumento de sua carga genética. Neste estudo investigamos se na vizinhança de sítios vantajosos selecionados há um acúmulo de SNPs deletérios, contribuindo para a carga genética da população. Para responder essa questão, dividimos nosso estudo em três passos. Primeiro, desenvolvemos uma nova metodologia para estimar a diferença na carga genética entre região vizinha a sítios selecionados e o resto do genoma. Nossa metodologia é mais robusta do que a tradicionalmente utilizada pois garante que a região influenciada pela seleção natural e o controle apresentem o mesmo número de SNPs, e possibilita controlar para variáveis confundidoras, como a frequência dos polimorfismos, permitindo explorar regiões alvo com diferentes características e reduzir resultados espúrios. Em seguida, utilizamos nossa metodologia para testar se a carga genética na região vizinha a sítios sob seleção positiva é maior do que no restante do genoma. Identificamos um acúmulo de SNPs deletérios em europeus e leste asiáticos para amostras do projeto 1000 genomas.Mostramos também que as mesmas regiões exploradas em populações sob efeito de seleção positiva não apresentaram carga genética aumentada em populações nas quais essas regiões não experimentaram seleção positiva. Por último, utilizamos essa mesma metodologia para avaliar a carga genética em genes sob seleção balanceadora, os genes clássicos do HLA de classe I. Esses genes compõe uma das famílias gênicas mais estudadas em humanos e para os quais existem evidências indicando os sítios específicos que estão sob seleção balanceadora. Nosso teste mostrou que as regiões vizinhas aos sítios sob seleção balanceadora dentro dos genes do HLA apresentam acúmulo de SNPs deletérios para pelo menos dois agrupamentos populacionais. Assim, com os três passos aqui descritos, conseguimos apontar o aumento da carga genética em regiões próximas a sítios sob dois regimes de seleção distintos, utilizando uma metodologia capaz de considerar características específicas das regiões estudadas / It is the mutation process that ultimately introduces diversity into populations. When a mutation is punctual and segregates in the population, it is called a single nucleotide polymorphism (SNP). If this mutation is advantageous, it increases in frequency in the population and creates strong linkage disequilibrium with its neighboring loci, as a consequence of the hitchhiking effect. This effect can have two consequences in the vicinity of the selected sites: (1) it can increase the frequency of neutral mutations linked to this advantageous mutation or (2) can reduce the effective population size Ne in the region around the selected site, and consequently increase the importance of genetic drift in the genetic variation of these regions. As a consequence, it is common that the region around sites under advantageous selection to accumulate more neutral mutations at high frequencies than expected under neutrality. However, most new mutation are deleterious and it is expected that these mutation will be removed from the population by purifying selection. However, since the patterns of variability observed in the genome result from selective processes interacting with genetic drift, it is common for weakly deleterious SNPs to reach high frequencies in different population demographic histories. The accumulation of these weakly deleterious SNPs in the genome progressively reduces the population\'s fitness, increasing their genetic load. In this study we investigated whether in the neighborhood of selected sites there is an accumulation of deleterious SNPs due to hitchhiking, contributing to the genetic load of the population. To answer this question, we divided our study into three steps. First, we developed a new methodology to estimate the genetic load difference between the region around selected sites and the rest of the genome. Our methodology is more robust than those traditionally used one because it ensures that both the region influenced by natural selection and control have the same number of SNPs, reducing the probability of spurious results, and is flexible to different genome peculiarities, making it possible to explore target regions with different characteristics. We then used our methodology to test whether genetic load in the region around sites under positive selection is greater than in the rest of the genome. We found consistent evidence of an accumulation of deleterious SNPs in European and East Asian continental groups. We also showed that these same region do not present the same deleterious SNP accumulation in populations in which these region did not experience positive selection. Finally, we used this same methodology to evaluate the genetic load in genes under the balancing selection, the classic HLA class I genes. These genes are one of the most studied in humans and there is evidence that indicates the specific sites within these genes that are under balancing selection. We found that the regions around these sites under balancing selection within the HLA genes had deleterious SNPs accumulating for at least two continental groups. Thus, with the three steps described here, we were able to point out the increase of genetic load in regions around selected sites for two distinct selective regimes using a methodology that takes into account specific characteristics of the studied regions

No description available.

Li Johnson Ching Hong. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 40-42). / Abstracts in English and Chinese. / ACKNOWLEDGEMENT --- p.2 / ABSTRACT --- p.3 / CHINESE ABSTRACT --- p.4 / TABLE OF CONTENTS --- p.5 / Chapter CHAPTER 1 --- INTRODUCTION --- p.7 / Thorndike's Three Formulae to Correct Correlation for Range Restriction --- p.8 / Significance of Case 3 --- p.9 / Importance of Standard Error and Confidence Intervals --- p.10 / Research Gap in the Estimation of Standard Error of rc and the Construction of the Confidence Intervals for pxy --- p.10 / Objectives of the Present Study --- p.12 / Chapter CHAPTER 2 --- BOOTSTRAP METHOD --- p.13 / Different Confidence Intervals Constructed for the Present Study --- p.14 / Chapter CHAPTER 3 --- A PROPOSED PROCEDURE FOR THE ESTIMATION OF STANDAR ERROR OF rc AND THE CONSTRUCTION OF CONFIDENCE INTERVALS --- p.16 / Chapter CHAPTER 4 --- METHODS --- p.20 / Model Specifications --- p.20 / Procedure --- p.21 / Chapter CHAPTER 5 --- ASSESSMENT --- p.23 / Chapter CHAPTER 6 --- RESULTS --- p.25 / Accuracy of Average Correlation Corrected for IRR ( rc ) --- p.25 / Empirical Standard Deviation (SDE) of rc --- p.29 / Accuracy of Standard Error Estimate --- p.29 / Accuracy of Confidence Intervals --- p.33 / Chapter CHAPTER 7 --- DISCUSSION AND CONCLUSION --- p.36 / Chapter CHAPTER 8 --- LIMITATIONS AND FURTHER DIRECTIONS --- p.38 / REFERENCES --- p.40 / APPENDIX A --- p.43 / FIGURE CAPTION --- p.53 / LIST OF TABLES --- p.55

In this dissertation we solve several combinatorial problems in different areas of mathematics: automata theory, combinatorics of partially ordered sets and extremal combinatorics. Firstly, we focus on some new automata that do not seem to have occurred much in the literature, that of solvability of mazes. For our model, a maze is a countable strongly connected digraph together with a proper colouring of its edges (without two edges leaving a vertex getting the same colour) and two special vertices: the origin and the destination. A pointer or robot starts in the origin of a maze and moves naturally between its vertices, according to a sequence of specific instructions from the set of all colours; if the robot is at a vertex for which there is no out-edge of the colour indicated by the instruction, it remains at that vertex and proceeds to execute the next instruction in the sequence. We call such a finite or infinite sequence of instructions an algorithm. In particular, one of the most interesting and very natural sets of mazes occurs when our maze is the square lattice Z2 as a graph with some of its edges removed. Obviously, we need to require that the origin and the destination vertices are in the same connected component and it is very natural to take the four instructions to be the cardinal directions. In this set-up, we make progress towards a beautiful problem posed by Leader and Spink in 2011 which asks whether there is an algorithm which solves the set of all such mazes. Next, we address a problem regarding symmetric chain decompositions of posets. We ask if there exists a symmetric chain decomposition of a 2 × 2 × ... × 2 × n cuboid (k 2’s) such that no chain has a subchain of the form (a1,...,ak,0) ≺ ... ≺ (a1,...,ak,n−1)? We show this is true precisely when k≥5 and n≥3. Thisquestion arises naturally when considering products of symmetric chain decompositions which induce orthogonal chain decompositions — the existence of the decompositions provided in this chapter unexpectedly resolves the most difficult case of previous work by Spink on almost orthogonal symmetric chain decompositions (2017) which makes progress on a conjecture of Shearer and Kleitman. Moreover, we generalize our methods to other finite graded posets. Finally, we address two different problems in extremal combinatorics related to mathematical physics. Firstly, we study metastable states in the Ising model. We propose a general model for 1-flip spin systems, and initiate the study of extremal properties of their stable states. By translating local stability conditions into Sperner- type conditions, we provide non-trivial upper bounds which are often tight for large classes of such systems. The last topic we consider is a deterministic bootstrap percolation type problem. More specifically, we prove several extremal results about fast 2-neighbour percolation on the two dimensional grid.