This dissertation is dedicated to study the modeling of drift control in foreign exchange reserves management and design the fast algorithm of statistical inference with its application in high dimensional data analysis. The thesis has two parts. The first topic involves the modeling of foreign exchange reserve management as an drift control problem. We show that, under certain conditions, the control band policies are optimal for the discounted cost drift control problem and develop an algorithm to calculate the optimal thresholds of the optimal control band policy. The second topic involves the fast computing algorithm of partial distance covariance statistics with its application in feature screening in high dimensional data. We show that an O(n log n) algorithm for a version of the partial distance covariance exists, compared with the O(n^2) algorithm implemented directly accordingly to its definition. We further propose an iterative feature screening procedure in high dimensional data based on the partial distance covariance. This procedure enjoys two advantages over the correlation learning. First, an important predictor that is marginally uncorrelated but jointly correlated with the response can be picked by our procedure and thus entering the estimation model. Second, our procedure is robust to model mis- specification.

Las edificaciones construidas sobre suelo costero, ubicados sobre el cinturón del fuego presentan un alto riesgo sísmico, ya que sobre estas existen condiciones de suelo desfavorables y en otros casos subducción de placas. Esto ha conllevado a que los países ubicados en estas zonas desarrollen normativas sísmicas que permitan el diseño adecuado de obras de ingeniería; sin embargo, diversos reglamentos presentan distintas consideraciones para el diseño como la utilización de los parámetros que permiten estandarizar el diseño que muchas veces no presentan las mismas respuestas sísmicas del comportamiento dinámico real del suelo. Por ello, la presente investigación propone evaluar la respuesta sísmica de dos edificaciones, una esencial y otra común, con un análisis utilizando espectros de sitio, un análisis dinámico modal espectral y adicionalmente un análisis tiempo-historia teniendo consideraciones de tipos de suelo y utilización de distintos parámetros sísmicos de normas sudamericanas. El principal resultado es que la respuesta sísmica por análisis con espectros de sitio (ES) es mayor en comparación con el análisis dinámico modal espectral según la magnitud de los sismos y la tipología de suelos. / The buildings built on coastal soil, located on the fire belt present a high seismic risk, since there are unfavorable soil conditions and in other cases plate subduction. This has led to countries located in these areas developing seismic regulations that allow the proper design of engineering works; however, various regulations present different considerations for the design, such as the use of parameters that allow standardizing the design that often does not present the same seismic responses of the real dynamic behavior of the soil. Therefore, the present research proposes to evaluate the seismic response of two buildings, one essential and the other common, with an analysis using site spectra, a dynamic spectral modal analysis and additionally a time-history analysis taking into account soil types and use of different seismic parameters of South American standards. The main result is that the seismic response by analysis with site spectra (ES) is greater compared to the dynamic spectral modal analysis according to the magnitude of the earthquakes and the type of soil / Tesis

No description available.

Reinforced concrete buildings built prior to the enactment of modern seismic codes are often seismically deficient. These buildings may have inadequate strength and ductility to withstand strong earthquakes. Conventional retrofit techniques for such frame buildings involve adding reinforced concrete shear walls or structural bracing systems to the existing bays. These techniques can be intrusive and result in lengthy down times and expensive structural interventions. An alternative to conventional techniques is the use of high-strength prestressing strands or cables, diagonally placed as tension elements. This technique was researched and used in a limited manner after the 1985 Mexico City Earthquake. It has since been further investigated at the University of Ottawa through experimental and analytical research (Shalouf and Saatcioglu (2006), Carrière (2008), Molaei (2014)). While the use of steel strands as tension bracing elements proves to be an effective technique, the resulting stiffening effects on the frames lead to increased seismic force demands and higher based shear, as well as increased axial forces on the attached columns, potentially generating net tension, foundation uplift and excessive compression. Relatively low elongation characteristics of high-strength cables and slack caused by yielding strands and associated pinching of hysteresis curves reduce potential energy dissipation capacity. The current research aims to improve the previously observed deficiencies of the system. One of the improvements involve the use of shape memory alloys (SMA) in the middle of the cables, which reduce/eliminate residual deformations upon yielding and associated pinching of the hysteresis curves. SMA allows energy dissipation in the system while forcing the structure to recover from its inelastic deformations because of the flag-shape hysteretic characteristics of the material. The feasibility of the cable-SMA assembly as tension brace elements is illustrated through dynamic analyses of selected prototype buildings. The other improvement is the development of progressively engaging, initially loose multiple strands as tension cables. These cables are placed loosely to engage in seismic resistance at pre-determined drift levels, thereby eliminating premature increase in seismic force demands until their participation is required as the frame capacity is reached. Tests of a large-scale reinforced concrete frame, designed following the requirements of the 1965 National Building Code of Canada NRC (1965) as representative of existing older frame buildings in Canada, are conducted under simulated seismic loading to assess the effectiveness of the proposed system. The verification of the concept is extended analytically to prototype buildings and the effectiveness of the system is demonstrated for mid-rise and low-rise frame buildings.