<p> This dissertation consists of two topics. In chapter 1, we develop a discrete disaggregated model in which, the market maker can observe individual order flow instead of a batch order in Kyle (1985). The model suggests that the behavior of the uninformed traders play an important role in how the informed make the optimal trading strategy : when the uninformed is more likely to use large order, the informed will also trade large, no matter what size of signal he receives, and when the uninformed tend to trade with small size order, the informed will have to trade small quantity to maximize his expected profit, even if he receives the large value signal. When the uninformed does not prefer size of order, the informed will trade smaller (larger) quantities when receiving small(large) value signals. The result is consistent with the behavior of the informed in Kyle (1985). We further investigate order flow disaggregation on market liquidity by comparing aggregated order flow structure, in which market maker observes aggregated order flow. When the model setup is symmetric, the aggregated structure can provide more liquidity, while the disaggregated structure is more liquid under the asymmetric model setup. In chapter 2, we employ the type 2 joint power law distribution in Mardia (1962) to study the joint effect of the return and trading volume. The parameter estimate for marginal distribution in joint power-law exhibits the same pattern as in univariate power law literature for return and volume, but the value are smaller due to the joint effect of return and trading volume. However, we find the joint power law shows higher predictability than the univariate power law by employing the measure MSE (Means squared error). Additionally, the type 2 joint power law indicates the linear relationship between log absolute value of return and log trading volume , which suggests the none linear impact of trading volume on price. We also find that, as sampling interval shrinks from day to 15 seconds, the price impact will increase. And also as the waiting time for two consecutive transactions shrinks, the price impact will increase, which is in line with the result of Dufour and Engle (2000). </p>

京都大学 / 新制・課程博士 / 博士(医学) / 甲第23774号 / 医博第4820号 / 新制||医||1057(附属図書館) / 京都大学大学院医学研究科医学専攻 / (主査)教授 伊佐 正, 教授 高橋 淳, 教授 井上 治久 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

付記する学位プログラム名: 充実した健康長寿社会を築く総合医療開発リーダー育成プログラム / 京都大学 / 新制・課程博士 / 博士(医科学) / 甲第23816号 / 医科博第137号 / 新制||医科||9(附属図書館) / 京都大学大学院医学研究科医科学専攻 / (主査)教授 伊佐 正, 教授 林 康紀, 教授 村井 俊哉 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

<p>In this thesis we study the Birnbaum-Saunders autoregressive conditional du- ration (BS-ACD) model. As opposed to the standard ACD model, formulated in terms of the conditional mean duration, the BS-ACD model specifies the time-varying model dynamics in terms of the conditional median duration. By means of Monte Carlo simulations, we examine the asymptotic behaviour of the maximum likelihood estimators. We then present a study of numerical efficacy of some optimization algorithms in relation to the BS-ACD model. On a practical side, we fit the BS-ACD model to samples for six securities listed on the New York Stock Exchange.</p> / Master of Science (MSc)

Magnets play a major role in our rapidly developing world of technology. Electric motors and generators, transformers, data storage devices, MRI machines, cellphones, and NMR are some of the many applications for magnets. However, almost all the magnets currently being used have rare-earth heavy metals in them. Despite their high-energy product, the presence of rare-earth metals increases the cost significantly. Also, the processes involved in the mining of rare-earth metals are hazardous to the environment, and to all life forms. In the past few decades, oxide based magnets have gained a lot of attention as potential replacements for the rare-earth magnets. Oxide based magnetic nanocrystals are attracting a lot of attention as a potential replacement for rare-earth magnets. They are stable in ambient condition and their manufacturing cost is very low when compared to the rare-earth magnets. My work deals with the synthesis of core-shell magnetic structure for high frequency applications (Chapter 1) and the synthesis of high energy product magnetic nanocrystals (Chapter 2) and the synthesis of soft magnetic nanocrystals for high frequency measurement. NiZn ferrite, a soft oxide based magnet cannot be directly implied at high frequencies as they fail at the frequency which over the MHz range. On the other hand, BaZn ferrite is a Y-type magnets, which is robust at higher frequencies. Therefore, using the latter magnet as a protective shell for core material, made of former magnet, enables us to manufacture a cheap solution to the rare-earth magnets used in our cell phones and other devices that work on high frequency signals. On the other hand, successful coating of a very soft magnetic material on a hard-magnetic core increases the total energy product of the magnetic composite, which enhances its versatility. / Mechanical Engineering

Many neurons in the auditory midbrain are tuned to binaural cues. Two prominent binaural cues are the interaural intensity difference (IID) and the interaural time difference (ITD). The ITD cue can further be classified as either an ongoing ITD, which compares the phase difference in the waveform of low frequency stimuli present at either ear, or an onset ITD, which compares the onset time of arrival of two stimuli at either ear. Little research has been done on the sensitivity of single neurons to onset ITDs in the auditory system, particularly in bats. The current study examines the response properties of neurons in the inferior colliculus (IC) of the big brown bat, Eptesicus fuscus, to onset ITDs in response to high frequency pure tones. Measures of neurons’ dynamic response—the segment of the ITD function exhibiting the highest rate of change in activity—revealed an average change of 36% of its maximum response within the estimated behaviorally relevant range of ITDs. Time-intensity trading describes the ability of the brain to compensate the binaural time cue (ITD) cue for the binaural intensity cue (IID) and can be measured as the horizontal shift of an ITD function at various IIDs. Across all IC neurons, an average time-intensity trading ratio of 30 μs/dB was calculated to measure the sensitivity of IC neurons’ ITD response to changing IIDs. Minimum and maximum ITD responses were found to be clustered within a narrow range of ITDs. The average peak ITD response occurred at 268 μs and is consistent with findings in other mammals. All results in ITD tuning, time-intensity trading, and response maximum were invariant to stimulus frequency, confirming that IC neurons responded to onset ITDs and not ongoing ITDs. These results suggest the potential for high frequency onset cues to assist in the azimuthal localization of sound in echolocating bats. / Thesis / Master of Science (MSc)

ith the rapid advancements in modern technology and the increasing demand for efficient energy conversion, the field of medium voltage power conversion has experienced significant progress in recent years. This progress is driven by its high efficiency and improved scalability. Medium voltage power conversion finds applications in various areas such as data centers, electric vehicle fast charging, and smart grids. It enables the reduction of power delivery stages and minimizes the required physical space. The scalability and modularity of this technology offer the flexibility to expand the power level as needed. According to the International Energy Agency, data centers and electric vehicle charging are projected to consume over 10% of the world's total electricity consumption by 2040. To power this amount, approximately 800 nuclear power reactors with a capacity of 1 GW each would be required. Therefore, even small savings in power consumption can have a substantial impact. The solid-state transformer (SST) is a promising technique for medium voltage conversion that offers high-frequency operation, resulting in reduced volume and excellent insulation capabilities. Currently, the medium voltage transformer poses a challenge for SST systems due to the requirements for high insulation levels, efficient thermal management, improved efficiency, and higher power density. Unlike conventional line-frequency transformers, the solid-state transformer operates at relatively high frequencies, typically in the range of tens of kilohertz. This higher frequency enables a reduction in the cross-sectional area of the magnetic components, leading to a smaller and lighter design. However, the high-frequency transformer used in the solid-state transformer does face certain limitations. Balancing insulation capability with the goal of achieving high power density presents a dilemma. To ensure medium voltage insulation, a thick insulation layer is required for the transformer. However, the high-frequency Litz wire and compact size of the transformer make it challenging to achieve partial discharge-free operation, unlike traditional line-frequency transformers. To address these challenges and achieve both medium voltage insulation capability and high power density, improvements in the insulation structure have been made. The dissertation firstly proposes the application of a shielding layer and related stress grading layer in the insulation structure. This helps confine the electric field within the primary side winding encapsulation rather than in the air. As a result, there is minimal electric field present in the air, allowing for further reduction in the transformer volume as there is no longer a need for insulation margin. With the enhanced insulation structure, the transformer can operate at even higher frequencies. However, it is important to note that the reduction in size is not directly proportional to the increase in frequency due to the impact of the insulation layer. To address this, a straightforward and comprehensive optimization method is proposed for the first time. This method considers the trade-off between loss and volume, taking into account multiple design objectives and parameters. An optimized 800/400 V, 200 kHz, 15 kW CLLC converter is demonstrated. The peak efficiency of this optimized converter reaches 98.8%, and the power density is 3.7 kW/L. The transformer also exhibits good insulation capability, with a partial discharge-free level reaching 7.7 kV. Additionally, achieving a suitable insulation level for the DC-DC module poses challenges due to thermal limitations. Insulation materials are not efficient thermal conductors, and as insulation levels increase, the thickness of the insulation layer must also increase, resulting in a significant rise in thermal resistance. To address this issue for applications requiring a 13.2 kV grid, an alternative insulation material called FR4 is considered in this dissertation. FR4, which can be implemented as the insulation layer for a PCB winding, offers the advantage of being fabricated together with the winding during the PCB manufacturing process. This process takes place in a vacuum environment, reducing the presence of air cavities that could lead to partial discharge within the insulation structure. Thus, the entire insulation fabrication process can be simplified. To enhance the insulation capability further, the dissertation proposes the incorporation of an arc section within the PCB winding. This design reduces the electric field crowding in the corner area. However, winding losses in the PCB winding remain a concern. To mitigate these losses, an ER core structure is introduced to balance the magnetic flux within the transformer core. This balanced distribution of the magnetic field helps reduce leakage flux into the air, subsequently reducing winding losses. The dissertation also suggests a sandwich winding structure to decrease the magnetomotive force in the winding, in comparison to a completely separate winding structure. Another optimization process for the PCB winding is performed to strike a better balance between size and loss in the transformer. In line with these improvements, another 800/400 V, 200 kHz CLLC transformer is designed utilizing the PCB winding approach. Compared to the Litz wire-based transformer, the efficiency performance is similar, but the power density is doubled due to the low-profile design enabled by the PCB winding. In terms of insulation capability, the FR4 insulation, with its high dielectric strength, allows the transformer to be partial discharge-free even with the same insulation thickness as the epoxy used in the Litz wire transformer for the 13.2 kV applications. Thirdly, considering the power limitation mainly because of the thermal issue in the primary side PCB winding, the PCB Litz wire concept is proposed to further improve the winding loss. To further improve the power level of the PCB winding transformer, the winding should be designed wider to reduce the DC winding resistance. However, the current distributes in a bad manner due to the proximity effect in the winding. That makes winding width increment insignificant to the loss reduce. The Litz wire is widely used in the high-frequency power conversion applications. A similar concept has been proposed in this dissertation in the PCB winding. Using two layers constructing one turns, the interwoven strategy can be implemented in the PCB winding to achieve the flux cancellation effect. That helps to make the current distribute uniformly inside the PCB winding. The PCB Litz construction method and connection method is introduced in this chapter to reduce the design burden with such a complicated winding pattern. Some design considerations are also proposed to optimize the PCB Litz concept. This dissertation solves the challenges in magnetic design in high-frequency DC/DC converters in the solid-state transformer with medium voltage insulation. This includes the Litz wire transformer and the PCB winding based transformer. With the academic contribution in this dissertation, the insulation performance is better for both Litz wire transformer and PCB winding based transformer. The straightforward and comprehensive optimization method is benefit for both academic and industry for transformer design in this application. The proposed PCB winding transformer makes the insulation fabrication much easier compared to the conventional fabrication method. And the PCB Litz concept helps to further reduce the winding loss, which makes it possible to further lift the power level in the PCB winding based transformer. / Doctor of Philosophy / With the rapid advancements in modern technology and the increasing demand for efficient energy conversion, the field of medium voltage power conversion has experienced significant progress in recent years. This progress is driven by its high efficiency and improved scalability. Medium voltage power conversion finds applications in various areas such as data centers, electric vehicle fast charging, and smart grids. It enables the reduction of power delivery stages and minimizes the required physical space. The scalability and modularity of this technology offer the flexibility to expand the power level as needed. According to the International Energy Agency, data centers and electric vehicle charging are projected to consume over 10% of the world's total electricity consumption by 2040. To power this amount, approximately 800 nuclear power reactors with a capacity of 1 GW each would be required. Therefore, even small savings in power consumption can have a substantial impact. The solid-state transformer (SST) is a promising technique for medium voltage conversion that offers high-frequency operation, resulting in reduced volume and excellent insulation capabilities. Currently, the medium voltage transformer poses a challenge for SST systems due to the requirements for high insulation levels, efficient thermal management, improved efficiency, and higher power density. Unlike conventional line-frequency transformers, the solid-state transformer operates at the range of tens of kilohertz. This higher frequency enables a reduction in the cross-sectional area of the magnetic components, leading to a smaller and lighter design. Balancing insulation capability with the goal of achieving high power density presents a dilemma. To ensure medium voltage insulation, a thick insulation layer is required for the transformer. However, the high-frequency Litz wire and compact size of the transformer make it challenging to achieve partial discharge-free, unlike traditional line-frequency transformers. To address these challenges and achieve both medium voltage insulation capability and high power density, improvements in the insulation structure have been made. A straightforward and comprehensive optimization method is proposed for the first time. This method considers the trade-off between loss and volume, taking into account multiple design objectives and parameters. An optimized 800/400 V, 200 kHz, 15 kW CLLC converter is demonstrated. The peak efficiency of this optimized converter reaches 98.8%, and the power density is 3.7 kW/L. The transformer also exhibits good insulation capability, with a partial discharge-free level reaching 7.7 kV. Additionally, insulation materials are not efficient thermal conductors, and as insulation levels increase, the thickness of the insulation layer must also increase, resulting in a significant rise in thermal resistance. An alternative insulation material called FR4 is considered in this dissertation. FR4, which can be implemented as the insulation layer for a PCB winding, offers the advantage of being fabricated with the winding during the PCB manufacturing process. To enhance the insulation capability further, the dissertation proposes an arc section within the PCB winding. This design reduces the electric field crowding in the corner area. The dissertation also suggests a sandwich winding structure to decrease the magnetomotive force in the winding, in comparison to a completely separate winding structure. Another optimization process for the PCB winding is performed to strike a better balance between size and loss in the transformer. In line with these improvements, another 200 kHz CLLC transformer is designed utilizing the PCB winding approach with doubled converter power density. In terms of insulation capability, the FR4 insulation, allows the transformer to be partial discharge-free for the 13.2 kV applications. Thirdly, considering the power limitation mainly because of the thermal issue in the primary side PCB winding, the PCB Litz wire concept is proposed to further improve the winding loss. The current distributes in a bad manner due to the proximity effect in the PCB winding. That makes winding width increment insignificant to the loss reduce. The Litz wire is widely used in the high-frequency power conversion applications. A similar concept has been proposed in this dissertation in the PCB winding. Using two layers constructing one turns, the interwoven strategy can be implemented in the PCB winding to achieve the flux cancellation effect. That helps to make the current distribute uniformly inside the PCB winding. The PCB Litz construction method and connection method is introduced in this chapter to reduce the design burden with such a complicated winding pattern. Some design considerations are also proposed to optimize the PCB Litz concept. This dissertation solves the challenges in magnetic design in high-frequency DC/DC converters in the solid-state transformer with medium voltage insulation. This includes the Litz wire transformer and the PCB winding based transformer. With the academic contribution in this dissertation, the insulation performance is better for both Litz wire transformer and PCB winding based transformer. The straightforward and comprehensive optimization method is benefit for both academic and industry for transformer design in this application. The proposed PCB winding transformer makes the insulation fabrication much easier compared to the conventional fabrication method. And the PCB Litz concept helps to further reduce the winding loss, which makes it possible to further lift the power level in the PCB winding based transformer.

A promising structural health monitoring (SHM) method for implementation on real world structures is impedance-based health monitoring. An in-service system is envisioned to include on board processing and perhaps wireless transfer of data. Ideally, a system could be produced as a slap-on or automatically installed addition to a structure. The research presented in this dissertation addresses issues that will help make such a system a reality. Although impedance-based SHM does not typically use an analytical model for basic damage identification, a model is necessary for more advanced features of SHM, such as damage prognosis, and to evaluate system parameters when installing on various structures. A model was developed based on circuit analysis of the previously proposed low-cost circuit for impedance-based SHM in combination with spectral elements. When a three-layer spectral element representing a piezoceramic bonded to a base beam is used, the model can predict the large peaks in the impedance response due to resonances of the bonded active sensor. Parallel and series connections of distributed sensor systems are investigated both experimentally and with the developed model. Additionally, the distribution of baseline damage metrics is determined to assess how the large quantities of data produced by a monitoring system can be handled statistically. A modification of the RMSD damage metric has also been proposed that is essentially the squared sum of the Z-statistic for each frequency point. Preferred excitation frequencies for macro-fiber composite (MFC) active sensors are statistically determined for a long composite boom under development for use in rigidizable inflatable space structures. / Ph. D.

The next generation of power converters not only must meet the characteristics demanded by the load, but also has to meet some specific requirements like limited space and high ambient temperature etc. This needs the power converter to achieve high power density and high temperature operation. It is usually required that the active power devices operate at higher switching frequencies to shrink the passive components volume. The power semiconductor devices for high frequency high density power converter applications have been investigated. Firstly, the methodology is developed to evaluate the power semiconductor devices for high power density applications. The power density figure of merit (PDFOM) for power MOSFET and IGBT are derived from the junction temperature rise, power loss and package points of view. The device matrices are generated for device comparison and selection to show how to use the PDFOM. A calculation example is given to validate the PDFOM. Several semiconductor material figures of merit are also proposed. The wide bandgap materials based power devices benefits for power density are explored compared to the silicon material power devices. Secondly, the high temperature operation characteristics of power semiconductor devices have been presented that benefit the power density. The electrical characteristics and thermal stabilities are tested and analyzed, which include the avalanche breakdown voltage, leakage current variation with junction temperature rise. To study the thermal stability of power device, the closed loop thermal system and stability criteria are developed and analyzed. From the developed thermal stability criterion, the maximum switching frequency can be derived for the converter system design. The developed thermal system analysis approach can be extended to other Si devices or wide bandgap devices. To fully and safely utilize the power devices the junction temperature prediction approach is developed and implemented in the system test, which considers the parasitic components inside the power MOSFET module when the power MOSFET module switches at hundreds of kHz. Also the thermal stability for pulse power application characteristics is studied further to predict how the high junction temperature operation affects the power density improvement. Thirdly, to develop high frequency high power devices for high power high density converter design, the basic approaches are paralleling low current rating power MOSFETs or series low voltage rating IGBTs to achieve high frequency high power output, because power MOSFETs and low voltage IGBTs can operate at high switching frequency and have better thermal handling capability. However the current sharing issues caused by transconductance, threshold voltage and miller capacitance mismatch during conduction and switching transient states may generate higher power losses, which need to be analyzed further. A current sharing control approach from the gate side is developed. The experimental results indicate that the power MOSFETs can be paralleled with proper gate driver design and accordingly the switching losses are reduced to some extent, which is very useful for the switching loss dominated high power density converter design. The gate driving design is also important for the power MOSFET module with parallel dice inside thus increased input capacitance. This results in the higher gate driver power loss when the traditional resistive gate driver is implemented. Therefore the advanced self-power resonant gate driver is investigated and implemented. The low gate driver loss results in the development of the self-power unit that takes the power from the power bus. The overall volume of the gate driver can be minimized thus the power density is improved. Next, power semiconductor device series-connection operation is often used in the high power density converter to meet the high voltage output such as high power density boost converter. The static and dynamic voltage balancing between series-connected IGBTs is achieved using a hybrid approach of an active clamp circuit and an active gate control. A Scalable Power Semiconductor Switch (SPSS) based on series-IGBTs is developed with built-in power supply and a single optical control terminal. An integrated package with a common baseplate is used to achieve a better thermal characteristic. These design features allow the SPSS unit to function as a single optically controlled three-terminal switching device for users. Experimental evaluation of the prototype SPSS shows it fully achieved the design objectives. The SPSS is a useful power switch concept for building high power density, high switching frequency and high voltage functions that are beyond the capability of individual power devices. As conclusions, in this dissertation, the above-mentioned issues and approaches to develop high density power converter from power semiconductor devices standpoint are explored, particularly with regards to high frequency high temperature operation. To realize such power switches the related current sharing, voltage balance and gate driving techniques are developed. The power density potential improvements are investigated based on the real high density power converter design. The power semiconductor devices effects on power density are investigated from the power device figure of merit, high frequency high temperature operation and device parallel operation points of view. / Ph. D.

Terminal models have been used for various power electronic applications. In this work a two- and three-terminal black box model is proposed for electro-magnetic interference (EMI) characterization. The modeling procedure starts with a time-variant system at a particular operating condition, which can be a converter, set of converters, sub-system or collection of components. A unique, linear equivalent circuit is created for applications in the frequency domain. Impedances and current / voltage sources define the noise throughout the entire EMI frequency spectrum. All parameters needed to create the model are clearly defined to ensure convergence and maximize accuracy. The model is then used to predict the attenuation caused by a filter with increased accuracy over small signal insertion gain measurements performed with network analyzers. Knowledge of EMI filters interactions with the converter allows for advanced techniques and design constraints to optimize the filter for size, weight, and cost. Additionally, the model is also demonstrated when the operating point of the system does not remain constant, as with AC power systems. Modeling of a varying operating point requires information of all the operating conditions for a complete and accurate model. However, the data collection and processing quickly become unmanageable due to the large amounts of data needed. Therefore, simplification techniques are used to reduce the complexity of the model while maintaining accuracy throughout the frequency spectrum. The modeling approach is verified for linear and power electronic networks including: a dc-dc boost converter, phase-leg module, and a simulated dc-ac inverter. The accuracy of the model is confirmed up to 100 MHz in simulation and at least 50 MHz for experimental validation. / Ph. D.