Esse trabalho propõe a inserção de restrição de liquidez em um modelo de seleção de carteiras, visando aplicação no mercado brasileiro. No Brasil, a Comissão de Valores Imobiliários (CVM) expõe a importância do controle da liquidez de fundos de investimentos através de instrução publicada em 2012. A restrição proposta considera parâmetros utilizados nas normas brasileiras de controle de liquidez, como percentual do total negociado máximo, nível de liquidação e prazo para liquidação. O modelo é aplicado considerando-se diversos cenários, sendo variados parâmetros como valor da carteira formada e nível de liquidação aceitável, em diferentes intervalos de formação de carteiras. Verificam-se os níveis de liquidação das carteiras formadas e seu impacto no nível de risco das mesmas. Os resultados se mostraram consistentes, com bons níveis de percentual liquidado das carteiras formadas, próximos aos níveis de liquidação aceitáveis. Foi constatado também um aumento do nível de risco das carteiras mais restritas pela liquidez. / This work proposes the insertion of a liquidity constraint in a portfolio selection model, aiming to be applied in the Brazilian market. In Brazil, the "Comissão de Valores Imobiliários" (CVM) exposes the importance of controlling the liquidity of investment funds through the instruction published in 2012 . The constraint proposed in this work considers parameters used in the Brazilian regulatory standards of liquidity control parameters such as maximum percentage of monetary value, liquidation level and liquidation term date. The model is applied considering several scenarios, varying parameters such as the portfolio value and acceptable liquidation level, in different portfolio formation intervals. The liquidation levels of the portfolios formed and their impact on the risk of the portfolios are verified. The results were consistent, with good levels of liquidation of the portfolios formed, close to acceptable liquidation levels. There was also an increase in the risk of liquidity-restricted portfolios.

Cheung, Sin Shuen. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 55-59). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Preliminaries --- p.5 / Chapter 2.1 --- Heuristics by Hoeffding and Janson --- p.5 / Chapter 2.2 --- Facts in Matrix Theory --- p.10 / Chapter 2.3 --- Facts in Probability --- p.11 / Chapter 3 --- General Chance-Constrained LMIs --- p.18 / Chapter 3.1 --- Probability Inequalities --- p.18 / Chapter 3.2 --- Safe Tractable Approximations --- p.22 / Chapter 4 --- Chance-Constrained Quadratically Perturbed LMIs --- p.27 / Chapter 4.1 --- Exact Proper Fractional Covers --- p.27 / Chapter 4.2 --- Bounding the Matrix Moment Generating Functions --- p.32 / Chapter 5 --- Computational Study --- p.39 / Chapter 5.1 --- Update Procedures for Safe Tractable Approximations --- p.39 / Chapter 5.2 --- A Numerical Example and Comparisons --- p.44 / Chapter 6 --- Conclusion --- p.54 / Bibliography --- p.55

Wong Siu Ham. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 131-138). / Abstracts in English and Chinese. / Abstract --- p.ii / Acknowledgments --- p.vi / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation for Integration --- p.2 / Chapter 1.2 --- Thesis Overview --- p.4 / Chapter 2 --- Preliminaries --- p.5 / Chapter 2.1 --- Constraint Programming --- p.5 / Chapter 2.1.1 --- Constraint Satisfaction Problems (CSP's) --- p.6 / Chapter 2.1.2 --- Satisfiability (SAT) Problems --- p.10 / Chapter 2.1.3 --- Systematic Search --- p.11 / Chapter 2.1.4 --- Local Search --- p.13 / Chapter 2.2 --- Linear Programming --- p.17 / Chapter 2.2.1 --- Linear Programming Problems --- p.17 / Chapter 2.2.2 --- Simplex Method --- p.19 / Chapter 2.2.3 --- Mixed Integer Programming Problems --- p.27 / Chapter 3 --- Integration of Constraint Programming and Linear Program- ming --- p.29 / Chapter 3.1 --- Problem Definition --- p.29 / Chapter 3.2 --- Related works --- p.30 / Chapter 3.2.1 --- Illustrating the Performances --- p.30 / Chapter 3.2.2 --- Improving the Searching --- p.33 / Chapter 3.2.3 --- Improving the representation --- p.36 / Chapter 4 --- A Scheme of Integration for Solving Constraint Satisfaction Prob- lem --- p.37 / Chapter 4.1 --- Integrated Algorithm --- p.38 / Chapter 4.1.1 --- Overview of the Integrated Solver --- p.38 / Chapter 4.1.2 --- The LP Engine --- p.44 / Chapter 4.1.3 --- The CP Solver --- p.45 / Chapter 4.1.4 --- Proof of Soundness and Completeness --- p.46 / Chapter 4.1.5 --- Compared with Previous Work --- p.46 / Chapter 4.2 --- Benchmarking Results --- p.48 / Chapter 4.2.1 --- Comparison with CLP solvers --- p.48 / Chapter 4.2.2 --- Magic Squares --- p.51 / Chapter 4.2.3 --- Random CSP's --- p.52 / Chapter 5 --- A Scheme of Integration for Solving General Constrained Opti- mization Problem --- p.68 / Chapter 5.1 --- Integrated Optimization Algorithm --- p.69 / Chapter 5.1.1 --- Overview of the Integrated Optimizer --- p.69 / Chapter 5.1.2 --- The CP Solver --- p.74 / Chapter 5.1.3 --- The LP Engine --- p.75 / Chapter 5.1.4 --- Proof of the Optimization --- p.77 / Chapter 5.2 --- Benchmarking Results --- p.77 / Chapter 5.2.1 --- Weighted Magic Square --- p.77 / Chapter 5.2.2 --- Template design problem --- p.78 / Chapter 5.2.3 --- Random GCOP's --- p.79 / Chapter 6 --- Conclusions and Future Work --- p.97 / Chapter 6.1 --- Conclusions --- p.97 / Chapter 6.2 --- Future work --- p.98 / Chapter 6.2.1 --- Detection of implicit equalities --- p.98 / Chapter 6.2.2 --- Dynamical variable selection --- p.99 / Chapter 6.2.3 --- Analysis on help of linear constraints --- p.99 / Chapter 6.2.4 --- Local Search and Linear Programming --- p.99 / Appendix --- p.101 / Proof of Soundness and Completeness --- p.101 / Proof of the optimization --- p.126 / Bibliography --- p.130

by Lui Oi Lun Irene. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 128-132). / Abstracts in English and Chinese. / List of Figures --- p.vii / List of Tables --- p.viii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Satisfiability Problem --- p.1 / Chapter 1.2 --- Motivation of the Research --- p.1 / Chapter 1.3 --- Overview of the Thesis --- p.2 / Chapter 2 --- Constraint Satisfaction Problem and Satisfiability Problem --- p.4 / Chapter 2.1 --- Constraint Programming --- p.4 / Chapter 2.2 --- Satisfiability Problem --- p.6 / Chapter 2.3 --- Methods in Solving SAT problem --- p.7 / Chapter 2.3.1 --- Davis-Putnam-Loveland Procedure --- p.7 / Chapter 2.3.2 --- SATZ by Chu-Min Li --- p.8 / Chapter 2.3.3 --- Local Search for SAT --- p.11 / Chapter 2.3.4 --- Integer Linear Programming Method for SAT --- p.12 / Chapter 2.3.5 --- Semidefinite Programming Method --- p.13 / Chapter 2.4 --- Softwares for SAT --- p.15 / Chapter 2.4.1 --- SAT01 --- p.15 / Chapter 2.4.2 --- "SATZ and SATZ213, contributed by Chu-Min Li" --- p.15 / Chapter 2.4.3 --- Others --- p.15 / Chapter 3 --- Integer Programming --- p.17 / Chapter 3.1 --- Introduction --- p.17 / Chapter 3.1.1 --- Formulation of IPs and BIPs --- p.18 / Chapter 3.1.2 --- Binary Search Tree --- p.19 / Chapter 3.2 --- Methods in Solving IP problem --- p.19 / Chapter 3.2.1 --- Branch-and-Bound Method --- p.20 / Chapter 3.2.2 --- Cutting-Plane Method --- p.23 / Chapter 3.2.3 --- Duality in Integer Programming --- p.26 / Chapter 3.2.4 --- Heuristic Algorithm --- p.28 / Chapter 3.3 --- Zero-one Optimization and Continuous Relaxation --- p.29 / Chapter 3.3.1 --- Introduction --- p.29 / Chapter 3.3.2 --- The Roof Dual expressed in terms of Lagrangian Relaxation --- p.30 / Chapter 3.3.3 --- Determining the Existence of a Duality Gap --- p.31 / Chapter 3.4 --- Software for solving Integer Programs --- p.33 / Chapter 4 --- Integer Programming Formulation for SAT Problem --- p.35 / Chapter 4.1 --- From 3-CNF SAT Clauses to Zero-One IP Constraints --- p.35 / Chapter 4.2 --- From m-Constrained IP Problem to Singly-Constrained IP Problem --- p.38 / Chapter 4.2.1 --- Example --- p.39 / Chapter 5 --- A Basic Branch-and-Bound Algorithm for the Zero-One Polynomial Maximization Problem --- p.42 / Chapter 5.1 --- Reason for choosing Branch-and-Bound Method --- p.42 / Chapter 5.2 --- Searching Algorithm --- p.43 / Chapter 5.2.1 --- Branch Rule --- p.44 / Chapter 5.2.2 --- Bounding Rule --- p.46 / Chapter 5.2.3 --- Fathoming Test --- p.46 / Chapter 5.2.4 --- Example --- p.47 / Chapter 6 --- Revised Bound Rule for Branch-and-Bound Algorithm --- p.55 / Chapter 6.1 --- Revised Bound Rule --- p.55 / Chapter 6.1.1 --- CPLEX --- p.57 / Chapter 6.2 --- Example --- p.57 / Chapter 6.3 --- Conclusion --- p.65 / Chapter 7 --- Revised Branch Rule for Branch-and-Bound Algorithm --- p.67 / Chapter 7.1 --- Revised Branch Rule --- p.67 / Chapter 7.2 --- Comparison between Branch Rule and Revised Branch Rule --- p.69 / Chapter 7.3 --- Example --- p.72 / Chapter 7.4 --- Conclusion --- p.73 / Chapter 8 --- Experimental Results and Analysis --- p.80 / Chapter 8.1 --- Experimental Results --- p.80 / Chapter 8.2 --- Statistical Analysis --- p.33 / Chapter 8.2.1 --- Analysis of Search Techniques --- p.83 / Chapter 8.2.2 --- Discussion of the Performance of SATZ --- p.85 / Chapter 9 --- Concluding Remarks --- p.87 / Chapter 9.1 --- Conclusion --- p.87 / Chapter 9.2 --- Suggestions for Future Research --- p.88 / Chapter A --- Searching Procedures for Solving Constraint Satisfaction Problem (CSP) --- p.91 / Chapter A.1 --- Notation --- p.91 / Chapter A.2 --- Procedures for Solving CSP --- p.92 / Chapter A.2.1 --- Generate and Test --- p.92 / Chapter A.2.2 --- Standard Backtracking --- p.93 / Chapter A.2.3 --- Forward Checking --- p.94 / Chapter A.2.4 --- Looking Ahead --- p.95 / Chapter B --- Complete Results for Experiments --- p.96 / Chapter B.1 --- Complete Result for SATZ --- p.96 / Chapter B.1.1 --- n =5 --- p.95 / Chapter B.1.2 --- n = 10 --- p.98 / Chapter B.1.3 --- n = 30 --- p.99 / Chapter B.2 --- Complete Result for Basic Branch-and-Bound Algorithm --- p.101 / Chapter B.2.1 --- n二5 --- p.101 / Chapter B.2.2 --- n = 10 --- p.104 / Chapter B.2.3 --- n = 30 --- p.107 / Chapter B.3 --- Complete Result for Revised Bound Rule --- p.109 / Chapter B.3.1 --- n = 5 --- p.109 / Chapter B.3.2 --- n = 10 --- p.112 / Chapter B.3.3 --- n = 30 --- p.115 / Chapter B.4 --- Complete Result for Revised Branch-and-Bound Algorithm --- p.118 / Chapter B.4.1 --- n = 5 --- p.118 / Chapter B.4.2 --- n = 10 --- p.121 / Chapter B.4.3 --- n = 30 --- p.124 / Bibliography --- p.128

Computational creativity has been called the "final frontier" of artificial intelligence due to the difficulty inherent in defining and implementing creativity in computational systems. Despite this difficulty computer creativity is becoming a more significant part of our everyday lives, in particular music. This is observed in the prevalence of music recommendation systems, co-creational music software packages, smart playlists, and procedurally-generated video games. Significant progress can be seen in the advances in industrial applications such as Spotify, Pandora, Apple Music, etc., but several problems persist. Of more general interest, however, is the question of whether or not computers can exhibit autonomous creativity in music composition. One of the primary challenges in this endeavor is enabling computational systems to create music that exhibits global structure, that can learn structure from data, and which can effectively incorporate autonomy and intention. We seek to address these challenges in the context of a modular machine learning framework called hierarchical Bayesian program learning (HBPL). Breaking the problem of music composition into smaller pieces, we focus primarily on developing machine learning models that solve the problems related to structure. In particular we present an adaptation of non-homogenous Markov models that enable binary constraints and we present a structural learning model, the multiple Smith-Waterman (mSW) alignment method, which extends sequence alignment techniques from bioinformatics. To address the issue of intention, we incorporate our work on structured sequence generation into a full-fledged computational creative system called Pop* which we show through various evaluative means to possess to varying extents the characteristics of creativity and also creativity itself.

Macroecological patterns, such as the highly uneven distribution of individuals among species and the monotonic increase of species richness with area, exist across ecological systems despite major differences in the biology of different species and locations. These patterns capture the general structure of ecological communities, and allow relatively accurate predictions to be made with limited information for under-studied systems. This is particularly important given ongoing climate change and loss of biodiversity. Understanding the mechanisms behind these patterns has both scientific and practical merits. I explore two conceptually different approaches that have been proposed as explanations for ecological patterns – the process-based approaches, which directly model key ecological processes such as birth, death, competition, and dispersal; and the constraint-based approaches, which view the patterns as the most likely state when the system is constrained in certain ways (e.g., the system has a fixed number of 100 individuals among five species, but the distribution may vary). While the process-based approaches directly link patterns to processes, the constraint-based approaches do not rely on the operation of specific processes and thus can be more broadly applied. I develop a new constraint-based approach to one of the most well established patterns in ecology, the power-law relationship between the mean and variance of a population. This pattern has been widely observed and adopted as characterization of population stability. I find that the shape of the pattern can be well explained with two numerical constraints on the system, lending support to the idea that some macroecological patterns may not arise from specific processes but be statistical in nature instead. I further examine the performance of the process- and constraint-based approaches for patterns of biodiversity and energy use, which are among the most essential as well as most well-studied aspects of community structure. Candidate models from both categories are able to partially capture the patterns across 60 globally distributed forest communities, however the process-based model is shown to provide a better general characterization of community structure than the constraint-base model in all communities. Thus the constraint-based approaches in their current forms do not fully encapsulate the effect of processes, which also contribute to the shape of the macroecological patterns of biodiversity and body size in addition to the constraints.

This study evaluated two distinct aspects of social functioning (specifically, social support and social constraint) in an attempt to increase understanding of its bidirectional relationship with distress after cancer diagnosis. Participants in this intensive longitudinal study were all recently diagnosed, first primary cervical or head/neck cancer survivors (n=47). Data collection involved a comprehensive baseline assessment and 30-day period of daily assessment (n=37) of key variables (i.e., social support, social constraint, and distress). Data were analyzed using unconditional and conditional multilevel linear models. None of the variables changed significantly over the 30-day period. On a typical day, social constraint and distress were predictive of one another (ps < .001). Social support and distress did not demonstrate a bidirectional relationship (ps > .05). In the context of cancer adjustment and survivorship, future interventions for distress should consider targeting social constraint and interventions for social constraint should consider targeting distress.

The aim of this study is to investigate the influence of state ownership in Saudi firms listed in the stock market. The first chapter studies the influence of state ownership on financial constraint on investment. Some scholars believe state ownership has a negative effect on the firm value. However, by using two measures of financial constraint, the investment cash flow sensitivity and the Kaplan and Zingales financial constraints index, the finding indicates that the existent of government ownership decreases financial constraint in firms. Also, the results show that the higher government ownership percentage the less financial constraint in firms. The second chapter studies the influence of specific company factors and the government ownership factor on capital structure. The finding shows that tangibility of assets and size have a positive association with leverage. Leverage is negatively correlated with growth and profitably. Finally, the results suggest that government ownership affects the level of leverage negatively.

In General Relativity, the Einstein field equations allow us to study the evolution of a spacelike 3-manifold, provided that its metric and extrinsic curvature satisfy a system of geometric constraint equations. The so-called Einstein constraint equations, arise as a consequence of the fact that the 3-manifold in question is necessarily a submanifold of the spacetime its evolution defines. This thesis is devoted to a study of the structure of the Einstein constraint system in the special case when the spacelike 3-manifold also satisfies the quasispherical ansatz of Bartnik [B93]. We make no mention of the generality of this gauge; the extent to which the quasispherical ansatz applies remains an open problem. After imposing the quasispherical gauge, we give an argument to show that the resulting Einstein constraint system may be viewed as a coupled system of partial differential equations for the parameters describing the metric and second fundamental form. The hencenamed quasisperical Einstein constraint system, consists of a parabolic equation, a first order elliptic system and (essentially) a system of ordinary differential equations. The question of existence of solutions to this system naturally arises and we provide a partial answer to this question. We give conditions on the initial data and prescribable fields under which we may conclude that the quasispherical Einstein constraint system is uniquley solvable, at least in a region surrounding the unit sphere. The proof of this fact is centred on a linear iterative system of partial differential equations, which also consist of a parabolic equation, a first order elliptic system and a system of ordinary differential equations. We prove that this linear system consistently defines a sequence, and show via a contraction mapping argument, that this sequence must converge to a fixed point of the iteration. The iteration, however, has been specifically designed so that any fixed point of the iteration coincides with a solution of the quasispherical Einstein constraints. The contraction mapping argument mentioned above, relies heavily on a priori estimates for the solutions of linear parabolic equations. We generalise and extend known results 111 concerning parabolic equations to establish special a priori estimates which relate a useful property: the L2-Sobolev regularity of the solution of a parabolic equation is greater than that of the coefficients of the elliptic operator, provided that the initial data is sufficiently regular. This 'smoothing' property of linear parabolic equations along with several estimates from elliptic and ordinary differential equation theory form the crucial ingredients needed in the proof of the existence of a fixed point of the iteration. We begin in chapter one by giving a brief review of the extensive literature concerning the initial value problem in General Relativity. We go on, after mentioning two of the traditional methods for constructing spacetime initial data, to introduce the notion of a quasispherical foliation of a 3-manifold and present the Einstein constraint system written in terms of this gauge. In chapter two we introduce the various inequalities and tracts of analysis we will make use of in subsequent chapters. In particular we define the, perhaps not so familiar, complex differential operator 9 (edth) of Newman and Penrose. In chapter three we develop the appropriate Sobolev-regularity theory for linear parabolic equations required to deal with the quasispherical initial data constraint equations. We include a result due to Polden [P] here, with a corrected proof. This result was essential for deriving the results contained in the later chapters of [P], and it is for this reason we include the result. We don't make use of it explicitly when considering the quasispherical Einstein constraints, but the ideas employed are similar to those we use to tackle the problem of existence for the quasispherical constraints. Chapter four is concerned with the local existence of quasispherical initial data. We firstly consider the question of existence and uniqueness when the mean curvature of the 3-manifold is prescribed, then after introducing the notion of polar curvature, we also present another quasispherical constraint system in which we consider the polar curvature as prescribed. We prove local existence and uniqueness results for both of these alternate formulations of the quasispherical constraints. This thesis was typeset using LATEXwith the package amssymb.

<p>Radioiodine has been used in nuclear medicine for the treatment of thyroid diseases such as Thyroid Cancer and Thyrotoxicosis for many years. The treatment renders the patient radioactive. To minimize the dose to the patients’ relatives and the general public, restric-tions are imposed on the behaviour of the patient. This project presents the person dose equivalents actually received by family members of radioiodine patients following such restrictions. The family members wore hospital ID-bands on left and right wrists for up to four weeks. Each ID-band contained two LiF: Mg, Ti Thermo Luminescence Dosimeters (TLD) calibrated to measure air kerma. The TLDs were analysed and a total person dose equivalent received by the relative was calculated from the measured air kerma values. The results were compared to the dose constraints imposed by The Swedish Radiation Protection Authority (SSI FS 2000:3) in order to confirm that the new set of restrictions used at Karolinska University Hospital Huddinge maintains the dose to family members below the applicable limits.</p><p>A total number of 22 relatives were recruited, 8 elderly, 7 adults and 7 children. Of the recruited relatives 4 (2 adults, 2 children) were excluded from the study as they had lost their dosimeter ID-bands or had other reasons not to participate in the study. This leaves the number of relatives used for data analysis at 18 individuals (8 elderly, 5 adults and 5 children) with a min age of 10 years and max age of 80 years.</p><p>The observed average person dose equivalent of 0.43 mSv (max, 1.27; min, 0.12) indi-cates that the new method of individualised restriction used at Karolinska University Hospital Huddinge work as desired in keeping the dose to family members at an accept-able level. The accuracy of the clinical study has been shown to depend greatly on the method by which the dose is investigated but also on the properties of the TLD material used. There is a potential underestimation of air kerma due to fading of up to 30 %. In addition there are contributing uncertainties from both the calibration method and the conversion to person dose equivalent with the combined uncertainty estimated to be 14%.</p>