This work investigates the factors that contribute to financial crises. We first study the Dow Jones index performance by grouping the daily adjusted closing value into a two-month window and finding several critical quantiles in each window. Then, we identify severe downturn in these quantiles and find that the 5th quantile is the best to identify financial crises. We then matched these quantiles with historical financial crises and gave a basic explanation about them. Next, we introduced all exogenous factors that could be related to the crises. Then, we applied a rapid Bayesian variable selection technique - Stochastic Search Variable Selection (SSVS) using a Bayesian logistic regression model. Finally, we analyzed the result of SSVS, leading to the conclusion that that the dummy variable we created for disastrous hurricane, crude oil price and gold price (GOLD) should be included in the model. / text

The present work investigates the applicability of Genetic Algorithms (GA) to the problem of signal propagation in Native Neuronal Networks (NNNs). These networks are comprised of neurons, some of which receive input signals. The signals propagate though the network by transmission between neurons. The research focuses on the regeneration of the output signal of the network without knowing the original input signal. The computational complexity of the problem is prohibitive for the exact computation. We propose to use a heuristic approach called Genetic Algorithm. Three algorithms are developed, based on the GA technique. The developed algorithms are tested on two different networks with varying input signals. The results obtained from the testing indicate significantly better performance of the developed algorithms compared to the Uniform Random Search (URS) technique, which is used as a control group. The importance of the research is in the demonstration of the ability of GA-based algorithms to successfully solve the problem at hand.

This thesis presents a number of largely independent forays into developing an understanding of the unique chemistry of transition metal clusters. The first chapter of this thesis represents an initial foray into mapping the chemical reactivity of transition metal clusters - a monumental task that will doubtless continue for some time. The small slice undertaken in this work investigates the reactivity with CO of a series of the smallest possible metal clusters; 4d (Nb - Ag) homonuclear metal trimers. In Chapter 2, two known transition metal clusters were studied using CASSCF (MCSCF) and MRCI methods, only to find that DFT methods provided more accurate Ionisation Potentials (IPs). Thus Chapter 3 was devoted to optimising a density functional to predict IPs. As clusters get larger, the number of possible structures grows rapidly too large for human intuition to handle, thus Chapter 4 is devoted to the use of an automated stochastic algorithm, “Kick”, for structure elucidation. Chapter 5 improves on this algorithm, by permitting chemically sensible molecular fragments to be defined and used. Chapter 6 then comes full circle and uses the new Kick algorithm to investigate the reaction of CO with a series of mono-substituted niobium tetramers (i.e. Nb₃X). / http://proxy.library.adelaide.edu.au/login?url= http://library.adelaide.edu.au/cgi-bin/Pwebrecon.cgi?BBID=1350246 / Thesis (Ph.D.) - University of Adelaide, School of Chemistry and Physics, 2009

This thesis presents a number of largely independent forays into developing an understanding of the unique chemistry of transition metal clusters. The first chapter of this thesis represents an initial foray into mapping the chemical reactivity of transition metal clusters - a monumental task that will doubtless continue for some time. The small slice undertaken in this work investigates the reactivity with CO of a series of the smallest possible metal clusters; 4d (Nb - Ag) homonuclear metal trimers. In Chapter 2, two known transition metal clusters were studied using CASSCF (MCSCF) and MRCI methods, only to find that DFT methods provided more accurate Ionisation Potentials (IPs). Thus Chapter 3 was devoted to optimising a density functional to predict IPs. As clusters get larger, the number of possible structures grows rapidly too large for human intuition to handle, thus Chapter 4 is devoted to the use of an automated stochastic algorithm, “Kick”, for structure elucidation. Chapter 5 improves on this algorithm, by permitting chemically sensible molecular fragments to be defined and used. Chapter 6 then comes full circle and uses the new Kick algorithm to investigate the reaction of CO with a series of mono-substituted niobium tetramers (i.e. Nb₃X). / http://proxy.library.adelaide.edu.au/login?url= http://library.adelaide.edu.au/cgi-bin/Pwebrecon.cgi?BBID=1350246 / Thesis (Ph.D.) - University of Adelaide, School of Chemistry and Physics, 2009

The present work investigates the applicability of Genetic Algorithms (GA) to the problem of signal propagation in Native Neuronal Networks (NNNs). These networks are comprised of neurons, some of which receive input signals. The signals propagate though the network by transmission between neurons. The research focuses on the regeneration of the output signal of the network without knowing the original input signal. The computational complexity of the problem is prohibitive for the exact computation. We propose to use a heuristic approach called Genetic Algorithm. Three algorithms are developed, based on the GA technique. The developed algorithms are tested on two different networks with varying input signals. The results obtained from the testing indicate significantly better performance of the developed algorithms compared to the Uniform Random Search (URS) technique, which is used as a control group. The importance of the research is in the demonstration of the ability of GA-based algorithms to successfully solve the problem at hand.

Identifying a peptide on the basis of a scan from a mass spectrometer is an important yet highly challenging problem. To identify peptides, we present a Bayesian approach which uses prior information about the average relative abundances of bond cleavages and the prior probability of any particular amino acid sequence. The scoring function proposed is composed of two overall distance measures, which measure how close an observed spectrum is to a theoretical scan for a peptide. Our use of our scoring function, which approximates a likelihood, has connections to the generalization presented by Bissiri and co-workers of the Bayesian framework. A Markov chain Monte Carlo algorithm is employed to simulate candidate choices from the posterior distribution of the peptide sequence. The true peptide is estimated as the peptide with the largest posterior density.

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Optimization of simulation model performance requires finding the values of the model's controllable inputs that optimize a chosen model response. Responses are usually stochastic in nature, and the cost of simulation model runs is high. The literature suggests the use of metamodels to synthesize the response surface using sample data. In particular, nonparametric regression is proposed as a useful tool in the global optimization of a response surface. As the general simulation optimization problem is very difficult and requires expertise from a number of fields, there is a growing consensus in the literature that a knowledge-based approach to solving simulation optimization problems is required. This dissertation examines the relative performance of the principal nonparametric techniques, spline and kernel smoothing, and subsequently addresses the issues involved in implementing the techniques in a knowledge-based simulation optimization system. The dissertation consists of two parts. In the first part, a full factorial experiment is carried out to compare the performance of kernel and spline smoothing on a number of measures when modeling a varied set of surfaces using a range of small sample sizes. In the second part, nonparametric metamodeling techniques are placed in a taxonomy of stochastic search procedures for simulation optimization and a method for their implementation in a knowledge-based system is presented. A sequential design procedure is developed that allows spline smoothing to be used as a search technique. Throughout the dissertation, a two-input, single-response model is considered. Results from the experiment show that spline smoothing is superior to constant-bandwidth kernel smoothing in fitting the response. Kernel smoothing is shown to be more accurate in placing optima in X-space for sample sizes up to 36. Inventory model examples are used to illustrate the results. The taxonomy implies that search procedures can be chosen initially using the parameters of the problem. A process that allows for selection of a search technique and its subsequent evaluation for further use or for substitution of another search technique is given. The success of a sequential design method for spline smooths in finding a global optimum is demonstrated using a bimodal response surface. / Ph. D.

As investigações sobre as bases genéticas de doenças complexas em Genômica utilizam diversos tipos de informação. Diversos sintomas são avaliados de maneira a diagnosticar a doença, os indivíduos apresentam padrões de agrupamento baseados, por exemplo no seu parentesco ou ambiente comum e uma quantidade imensa de características dos indivíduos são medidas por meio de marcadores genéticos. No presente trabalho, um modelo multiníveis da teoria de resposta ao item (TRI) é proposto de forma a integrar todas essas fontes de informação e caracterizar doenças complexas através de uma variável latente. Além disso, a quantidade de marcadores moleculares induz um problema de seleção de variáveis, para o qual uma seleção baseada nos métodos da busca estocástica e do LASSO bayesiano são propostos. Os parâmetros do modelo e a seleção de variáveis são realizados sob um paradigma bayesiano, no qual um algoritmo Monte Carlo via Cadeias de Markov é construído e implementado para a obtenção de amostras da distribuição a posteriori dos parâmetros. O mesmo é validado através de estudos de simulação, nos quais a capacidade de recuperação dos parâmetros, de escolha de variáveis e características das estimativas pontuais dos parâmetros são avaliadas em cenários similares aos dados reais. O processo de estimação apresenta uma recuperação satisfatória nos parâmetros estruturais do modelo e capacidade de selecionar covariáveis em espaços de dimensão elevada apesar de um viés considerável nas estimativas das variáveis latentes associadas ao traço latente e ao efeito aleatório. Os métodos desenvolvidos são então aplicados aos dados colhidos no estudo de associação familiar \'Corações de Baependi\', nos quais o modelo multiníveis se mostra capaz de caracterizar a síndrome metabólica, uma série de sintomas associados com o risco cardiovascular. O modelo multiníveis e a seleção de variáveis se mostram capazes de recuperar características conhecidas da doença e selecionar um marcador associado. / Recent investigations about the genetic architecture of complex diseases use diferent sources of information. Diferent symptoms are measured to obtain a diagnosis, individuals may not be independent due to kinship or common environment and their genetic makeup may be measured through a large quantity of genetic markers. In the present work, a multilevel item response theory (IRT) model is proposed that unifies all these diferent sources of information through a latent variable. Furthermore, the large ammount of molecular markers induce a variable selection problem, for which procedures based on stochastic search variable selection and the Bayesian LASSO are considered. Parameter estimation and variable selection is conducted under a Bayesian framework in which a Markov chain Monte Carlo algorithm is derived and implemented to obtain posterior distribution samples. The estimation procedure is validated through a series of simulation studies in which parameter recovery, variable selection and estimation error are evaluated in scenarios similar to the real dataset. The estimation procedure showed adequate recovery of the structural parameters and the capability to correctly nd a large number of the covariates even in high dimensional settings albeit it also produced biased estimates for the incidental latent variables. The proposed methods were then applied to the real dataset collected on the \'Corações de Baependi\' familiar association study and was able to apropriately model the metabolic syndrome, a series of symptoms associated with elevated heart failure and diabetes risk. The multilevel model produced a latent trait that could be identified with the syndrome and an associated molecular marker was found.