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Biomaterials employed for neural stimulation, as well as brain/machine interfaces, offer great perspectives to combat neurodegenerative diseases, while application of lab-on-a-chip devices such as multielectrode arrays is a promising alternative to assess neural function in vitro. For bioelectronic monitoring, nanostructured microelectrodes are required, which exhibit an increased surface area where the detection sensitivity is not reduced by the self-impedance of the electrode. In our study, we investigated the interaction of neurons (SH-SY5Y) and glial cells (U-87 MG) with nanocolumnar titanium nitride (TiN) electrode materials in comparison to TiN with larger surface grains, gold, and indium tin oxide (ITO) substrates. Glial cells showed an enhanced proliferation on TiN materials; however, these cells spread evenly distributed over all the substrate surfaces. By contrast, neurons proliferated fastest on nanocolumnar TiN and formed large cell agglomerations. We implemented a radial autocorrelation function of cellular positions combined with various clustering algorithms. These combined analyses allowed us to quantify the largest cluster on nanocolumnar TiN; however, on ITO and gold, neurons spread more homogeneously across the substrates. As SH-SY5Y cells tend to grow in clusters under physiologic conditions, our study proves nanocolumnar TiN as a potential bioactive material candidate for the application of microelectrodes in contact with neurons. To this end, the employed K-means clustering algorithm together with radial autocorrelation analysis is a valuable tool to quantify cell-surface interaction and cell organization to evaluate biomaterials’ performance in vitro

At the intersection of geography and public health, the field of spatial epidemiology seeks to use the tools of geospatial analysis to answer questions about disease. In this work we explore two areas: the use of geostatistical modeling as an extension of niche modeling, and the use of mobility metrics to augment modeling for epidemic responses. Niche modeling refers to the practice of using statistical methods to relate the underlying spatially distributed environmental variables to an outcome, typically presence or absence of a species. Such work is common in disease ecology, and often focuses on exploring the range of a disease vector or pathogen. The technique also allows one to explore the importance of each underlying regressor, and the effect it has on the outcome. We demonstrate that this concept can be extended, through geostatistical modeling, to explore non-logistic phenomena such as incidence. When combined with weather forecasts, such efforts can even predict incidence of an upcoming season, allowing us to estimate the total number of expected cases, and where we would expect to find them. We demonstrate this in Chapter 2, by forecasting the incidence of melioidosis in Australia given weather forecasts a year prior. We also evaluate the efficacy of this technique and explore the impact of environmental variables such as elevation on melioidosis. But these techniques are not limited to free-living and vector-borne pathogens. We theorize that they can also be applied to diseases that spread exclusively by person-to-person contact. Exploring this allows us to find areas of underreporting, as well as areas with unusual local forcing which might merit further investigation by the health department. We also explore this in Chapter 4, by relating the incidence of hepatitis C in rural Virginia to demographic data. The West African Ebola Outbreak of 2014 demonstrated the need to include mobility in predictive disease modeling. One can no longer assume that neglected tropical diseases will remain contained and immobile, and the assumption of random mixing across large areas is unwise. Our efforts with modeling mobility are twofold. In Chapter 3, we demonstrate the creation of mobility metrics from open source road and river network data. We then demonstrate the usefulness of such data in a meta-population patch model meant to forecast the spread of Ebola in the Democratic Republic of Congo. In Chapter 4, we also demonstrate that mobility data can be used to strengthen outbreak detection via hotspot analysis, and to augment incidence models by factoring in the incidence rates of neighboring areas. These efforts will allow health departments to more accurately forecast incidence, and more readily identify disease hotspots of atypical size and shape. / Doctor of Philosophy / The focus of this work is called “spatial epidemiology”, which combines geography with public health, to answer the where, and why, of disease. This is a growing field, and you’ve likely seen it in the news and media. Have you ever seen a map of the United States turning red in some virus disaster movie? The real thing looks a lot like that. After the Ebola outbreak of 2014, public health agencies wanted to know where the next one might hit. Now that there is another outbreak, we need to ask where and how will it spread? What areas are hardest hit, and how bad is it going to get? We can answer all these questions with spatial epidemiology. Our work adds to two aspects of spatial epidemiology: niche modeling, and mobility. We use niche modeling to determine where we could find certain diseases, usually those that are spread by insects or animals. Consider Lyme disease, you get it from the bite of a tick, and the tick gets it from a white-footed mouse. But both the mice and ticks only live in certain parts of the country. With niche modeling we can determine where those are, and we can also guess at what makes those areas attractive to the mice and ticks. Is it winter harshness, summer temperatures, rainfall, and/or elevation? Is it something else? In Chapter 2, we show that you can extend this idea. Instead of just looking at where the disease is, what if we could guess how many people will get infected? What if we could do so, a year in advance? We show that this can be done, but we need a good idea of what the weather will be like next year. In Chapter 4, we show that you can do the same thing with hepatitis C. Instead of Lyme’s ticks and mice, hepatitis C depends on drug-use, unregulated tattooing, and unsafe sex. And like with Lyme, these things are only found in certain places. Instead of temperature or rainfall, we now need to find areas with drug-problems and poverty. But we can get an idea of this from the Census Bureau, and we can make a map of hepatitis C as easily as we did for Lyme. But hepatitis C spreads person-to-person. So, we need some idea of how people move around the area. This is where mobility comes in. Mobility is important for most public health work, from detecting outbreaks to estimating where the disease will spread next. In Chapter 3, we show how one could create a mobility model for a rural area where few maps exist. We also show how to use that model to guess where the next cases of Ebola will show up. In Chapter 4, we show how you could use mobility to improve outbreak and hotspot detection. We also show how it’s used to help estimate the number of cases in an area. Because that number depends on how many cases are imported from the surrounding areas. And the only way to estimate that is with mobility.

Portfolio selection has a long tradition in financial economics and plays an integral role in investment management. Portfolio selection provides the framework to determine optimal portfolio choice from a universe of available investments. However, the asset weightings from portfolio selection are optimal only if the empirical characteristics of asset returns do not violate the portfolio selection model assumptions. This thesis explores the empirical characteristics of traditional assets and hedge fund returns and examines their effects on the assumptions of linearity-in-the-mean testing and portfolio selection. The encompassing theme of this thesis is the empirical interplay between traditional assets and hedge fund returns. Despite the paucity of hedge fund research, pension funds continue to increase their portfolio allocations to global hedge funds in an effort to pursue higher risk-adjusted returns. This thesis presents three empirical studies which provide positive insights into the relationships between traditional assets and hedge fund returns. The first two empirical studies examine an emerging body of literature which suggests that the relationship between traditional assets and hedge fund returns is non-linear. For mean-variance investors, non-linear asset returns are problematic as they do not satisfy the assumption of linearity required for the covariance matrix in portfolio selection. To examine the linearity assumption as it relates to a mean-variance investor, a hypothesis test approach is employed which investigates the linearity-in-the-mean of traditional assets and hedge funds. The findings from the first two empirical studies reveal that conventional linearity-in-the-mean tests incorrectly conclude that asset returns are nonlinear. We demonstrate that the empirical characteristics of heteroscedasticity and autocorrelation in asset returns are the primary sources of test mis-specification in these linearity-in-the-mean hypothesis tests. To address this problem, an innovative approach is proposed to control heteroscedasticity and autocorrelation in the underlying tests and it is shown that traditional assets and hedge funds are indeed linear-in-the-mean. The third and final study of this thesis explores traditional assets and hedge funds in a portfolio selection framework. Following the theme of the previous two studies, the effects of heteroscedasticity and autocorrelation are examined in the portfolio selection context. The characteristics of serial correlation in bond and hedge fund returns are shown to cause a downward bias in the second sample moment. This thesis proposes two methods to control for this effect and it is shown that autocorrelation induces an overallocation to bonds and hedge funds. Whilst heteroscedasticity cannot be directly examined in portfolio selection, empirical evidence suggests that heteroscedastic events (such as those that occurred in August 1998) translate into the empirical feature known as tail-risk. The effects of tail-risk are examined by comparing the portfolio decisions of mean-variance analysis (MVA) versus mean-conditional value at risk (M-CVaR) investors. The findings reveal that the volatility of returns in a MVA portfolio decreases when hedge funds are included in the investment opportunity set. However, the reduction in the volatility of portfolio returns comes at a cost of undesirable third and fourth moments. Furthermore, it is shown that investors with M-CVaR preferences exhibit a decreasing demand for hedge funds as their aversion for tail-risk increases. The results of the thesis highlight the sensitivities of linearity tests and portfolio selection to the empirical features of heteroscedasticity, autocorrelation and tail-risk. This thesis contributes to the literature by providing refinements to these frameworks which allow improved inferences to be made when hedge funds are examined in linearity and portfolio selection settings.

<p>In recent years, two estimators have been proposed to correct the bias exhibited by the leastsquares (LS) estimator of the lagged dependent variable (LDV) coefficient in dynamic regression models when the sample is finite. They have been termed as &lsquo / mean-unbiased&rsquo / and &lsquo / medianunbiased&rsquo / estimators. Relative to other similar procedures in the literature, the two locationbased estimators have the advantage that they offer an exact and uniform methodology for LS estimation of the LDV coefficient in a first order autoregressive model with or without exogenous regressors i.e. ARX(1).</p> <p><br /> However, no attempt has been made to accurately establish and/or compare the statistical properties among these estimators, or relative to those of the LS estimator when the LDV coefficient is restricted to realistic values. Neither has there been an attempt to&nbsp / compare their performance in terms of their mean squared error (MSE) when various forms of the exogenous regressors are considered. Furthermore, only implicit confidence intervals have been given for the &lsquo / medianunbiased&rsquo / estimator. Explicit confidence bounds that are directly usable for inference are not available for either estimator. In this study a new estimator of the LDV coefficient is proposed / the &lsquo / most-probably-unbiased&rsquo / estimator. Its performance properties vis-a-vis the existing estimators are determined and compared when the parameter space of the LDV coefficient is restricted. In addition, the following new results are established: (1) an explicit computable form for the density of the LS estimator is derived for the first time and an efficient method for its numerical evaluation is proposed / (2) the exact bias, mean, median and mode of the distribution of the LS estimator are determined in three specifications of the ARX(1) model / (3) the exact variance and MSE of LS estimator is determined / (4) the standard error associated with the determination of same quantities when simulation rather than numerical integration method is used are established and the methods are compared in terms of computational time and effort / (5) an exact method of evaluating the density of the three estimators is described / (6) their exact bias, mean, variance and MSE are determined and analysed / and finally, (7) a method of obtaining the explicit exact confidence intervals from the distribution functions of the estimators is proposed.</p> <p><br /> The discussion and results show that the estimators are still biased in the usual sense: &lsquo / in expectation&rsquo / . However the bias is substantially reduced compared to that of the LS estimator. The findings are important in the specification of time-series regression models, point and interval estimation, decision theory, and simulation.</p>

Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal.

Long-term omni-directional ambient noise was collected at several sites in the Gulf of Mexico during 2004 and 2005. The Naval Oceanographic Office deployed bottom moored Environmental Acoustic Recording System (EARS) buoys approximately 159 nautical miles south of Panama City, Florida, in water depths of 3200 meters. The hydrophone of each buoy was 265 meters above the bottom. The data duration ranged from 10-14 months. The buoys were located near a major shipping lane, with an estimated 1.5 to 4.5 ships per day passing nearby. The data were sampled at 2500 Hz and have a bandwidth of 10-1000 Hz. Data are processed in eight 1/3-octave frequency bands, centered from 25 to 950 Hz, and monthly values of the following statistical quantities are computed from the resulting eight time series of noise spectral level: mean, median, standard deviation, skewness, kurtosis and coherence time. Four hurricanes were recorded during the summer of 2004 and they have a major impact on all of the noise statistics. Noise levels at higher frequencies (400-950 Hz) peak during extremely windy months (summer hurricanes and winter storms). Standard deviation is least in the region 100-200 Hz but increases at higher frequencies, especially during periods of high wind variability (summer hurricanes). Skewness is positive from 25-400 Hz and negative from 630-950 Hz. Skewness and kurtosis are greatest near 100 Hz. Coherence time is low in shipping bands and high in weather bands, and it peaks during hurricanes. The noise coherence is also analyzed. The 14-month time series in each 1/3- octave band is highly correlated with other 1/3-octave band time series ranging from 2 octaves below to 2 octaves above the band's center frequency. Spatial coherence between hydrophones is also analyzed for hydrophone separations of 2.29, 2.56 and 4.84 km over a 10-month period. The noise field is highly coherent out to the maximum distance studied, 4.84 km. Additionally, fluctuations of each time series are analyzed to determine time scales of greatest variability. The 14-month data show clearly that variability occurs primarily over three time scales: 7-22 hours (shipping-related), 56-282 hours (2-12 days, weather-related) and over an 8-12 month period.

Nesta tese, são obtidas taxas de convergência a zero, do risco de estimação obtido com regressão não-paramétrica via ondaletas, quando há erros correlacionados. Quatro métodos de regressão não-paramétrica via ondaletas, com delineamento desigualmente espaçado são estudados na presença de erros correlacionados, oriundos de processos estocásticos. São apresentadas condições sobre os erros e adaptações aos procedimentos necessárias à obtenção de taxas de convergência quase minimax, para os estimadores. Sempre que possível são obtidas taxas de convergência para os estimadores no domínio da função, sob condições bastante gerais a respeito da função a ser estimada, do delineamento e da correlação dos erros. Mediante estudos de simulação, são avaliados os comportamentos de alguns métodos propostos quando aplicados a amostras finitas. Em geral sugere-se usar um dos procedimentos estudados, porém aplicando-se limiares por níveis. Como a estimação da variância dos coecientes de detalhes pode ser problemática em alguns casos, também se propõe um procedimento iterativo semi-paramétrico geral para métodos que utilizam ondaletas, na presença de erros em séries temporais. / In this thesis, rates of convergence to zero are obtained for the estimation risk, for non-parametric regression using wavelets, when the errors are correlated. Four non-parametric regression methods using wavelets, with un-equally spaced design are studied in the presence of correlated errors, that come from stochastic processes. Conditions on the errors and adaptations to the procedures are presented, so that the estimators achieve quasi-minimax rates of convergence. Whenever is possible, rates of convergence are obtained for the estimators in the domain of the function, under mild conditions on the function to be estimated, on the design and on the error correlation. Through simulation studies, the behavior of some of the proposed methods is evaluated, when used on finite samples. Generally, it is suggested to use one of the studied methods, however applying thresholds by level. Since the estimation of the detail coecients can be dicult in some cases, it is also proposed a general semi-parametric iterative procedure, for wavelet methods in the presence of time-series errors.

La thèse étudie la dynamique et la persistance de l’inflation dans les pays en développement, particulièrement ceux des pays de la Zone UEMOA, en mettant en exergue les spécificités de ces économies. Le premier chapitre, consacré à l’évaluation de la persistance, révèle que le degré de persistance de l'inflation est faible dans ces pays, ce qui constitue un atout pour les autorités monétaires. Dans le chapitre 2, il a été défini un cadre théorique plus approprié à l’analyse de la persistance de l’inflation dans les pays de la sous-région. L’approche a permis de montrer que le degré de persistance de l’inflation dans ces pays ne dépendait pas uniquement des politiques monétaire et de change, mais aussi négativement du poids du secteur vivrier local dans l’économie. Dans le chapitre 3, la thèse analyse les écarts d’inflation dans les pays membres de l’UEMOA, en examinant la β-convergence des différentiels d'inflation. Les estimations révèlent que, d’une part, les écarts d’inflation se sont fortement réduits à l’intérieur de l'Union et que, d’autre part, ils restent fortement persistants avec la zone Euro. Le chapitre 4 est consacré à l’évaluation du rôle des différents facteurs et utilise ensuite une spécification spatiale en panel, pour tester les effets de contagion entre pays. Les estimations indiquent une prédominance des facteurs globaux et des effets de contagion entre pays dont l'ampleur dépend du poids des exportations de chaque pays vers les autres pays de la sous région. / This thesis examines the inflation dynamics and persistence in developing countries, especially in the UEMOA zone, highlighting the specificities of these economies. The first chapter, reveals that the inflation persistence degree, in these countries, is low which represents an asset to the monetary authorities. In Chapter 2, it was defined a more appropriate theoretical framework to analyze the inflation persistence in the countries of the sub-region. The approach allowed to demonstrate that the inflation persistence degree in these countries is not only dependent on monetary and exchange rate policies, but also negatively to the weight of local food sector in the economy. Chapter 3, analyzes the inflation differentials in the UEMOA member countries, by examining the β - convergence of inflation differentials. Estimations show that the inflation differentials are greatly reduced within the Union and they are highly persistent with the Euro zone. Chapter 4, is devoted to assessing the role of various factors and then uses a spatial panel specification to test the spillover effect between countries. Estimations indicate a predominance of global factors and contagion between countries whose magnitude depends on the weight of exports to other countries in the sub-region.

Nesta tese, são obtidas taxas de convergência a zero, do risco de estimação obtido com regressão não-paramétrica via ondaletas, quando há erros correlacionados. Quatro métodos de regressão não-paramétrica via ondaletas, com delineamento desigualmente espaçado são estudados na presença de erros correlacionados, oriundos de processos estocásticos. São apresentadas condições sobre os erros e adaptações aos procedimentos necessárias à obtenção de taxas de convergência quase minimax, para os estimadores. Sempre que possível são obtidas taxas de convergência para os estimadores no domínio da função, sob condições bastante gerais a respeito da função a ser estimada, do delineamento e da correlação dos erros. Mediante estudos de simulação, são avaliados os comportamentos de alguns métodos propostos quando aplicados a amostras finitas. Em geral sugere-se usar um dos procedimentos estudados, porém aplicando-se limiares por níveis. Como a estimação da variância dos coecientes de detalhes pode ser problemática em alguns casos, também se propõe um procedimento iterativo semi-paramétrico geral para métodos que utilizam ondaletas, na presença de erros em séries temporais. / In this thesis, rates of convergence to zero are obtained for the estimation risk, for non-parametric regression using wavelets, when the errors are correlated. Four non-parametric regression methods using wavelets, with un-equally spaced design are studied in the presence of correlated errors, that come from stochastic processes. Conditions on the errors and adaptations to the procedures are presented, so that the estimators achieve quasi-minimax rates of convergence. Whenever is possible, rates of convergence are obtained for the estimators in the domain of the function, under mild conditions on the function to be estimated, on the design and on the error correlation. Through simulation studies, the behavior of some of the proposed methods is evaluated, when used on finite samples. Generally, it is suggested to use one of the studied methods, however applying thresholds by level. Since the estimation of the detail coecients can be dicult in some cases, it is also proposed a general semi-parametric iterative procedure, for wavelet methods in the presence of time-series errors.