A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). In such a setting the random sampling algorithm Monte Carlo (MC) is useful, where paths of the process are sampled. However, MC in its standard form (SMC) is inherently slow. Additionally, if the analytical solution to the underlying SDE is not available, a numerical approximation of the process is necessary, adding another layer of computational complexity to the SMC algorithm. Thus, the computational cost of achieving a certain level of accuracy of the estimation using SMC may be relatively high. In this thesis we introduce and review the theory of the SMC method, with and without the need of numerical approximation for path simulation. Two numerical methods for path approximation are introduced: the Euler–Maruyama method and Milstein's method. Moreover, we also introduce and review the theory of a relatively new (2008) MC method – the multilevel Monte Carlo (MLMC) method – which is only applicable when paths are approximated. This method boldly claims that it can – under certain conditions – eradicate the additional complexity stemming from the approximation of paths. With this in mind, we wish to see whether this claim holds when pricing a European call option, where the underlying stock process is modelled by geometric Brownian motion. We also want to compare the performance of MLMC in this scenario to that of SMC, with and without path approximation. Two numerical experiments are performed. The first to determine the optimal implementation of MLMC, a static or adaptive approach. The second to illustrate the difference in performance of adaptive MLMC and SMC – depending on the used numerical method and whether the analytical solution is available. The results show that SMC is inferior to adaptive MLMC if numerical approximation of paths is needed, and that adaptive MLMC seems to meet the complexity of SMC with an analytical solution. However, while the complexity of adaptive MLMC is impressive, it cannot quite compensate for the additional cost of approximating paths, ending up roughly ten times slower than SMC with an analytical solution.

Esta pesquisa, da qual nos ocupamos como se fosse um sonho, concentra-se na análise de dois shopping centers de Porto Alegre (RS), o Praia de Belas Shopping Center e o Shopping Total, utilizando as categorias Sujeito, Território, Comunicação, Lugar, Não-Lugar, Entre-Lugar, Poder e Sociedade de Consumo e as Sub-categorias Tribos, Imagem e Poder Simbólico. O fio condutor que pretende ligar todos os aspectos de nossa análise é a Teoria do Pensamento Complexo de Edgar Morin. Trata-se de uma pesquisa qualitativa, o que possibilita a coleta de dados através dos diversos Sujeitos com os quais lidamos e que nos propiciaram dialogicamente a apreensão de suas percepções e vivências nos sub-Espaços Geográficos Shopping Centers. Pretendemos neste trabalho mostrar que a transmutação do Não-Lugar para Lugar acontece por meio da lugarização dos espaços, e que esta transmutação pode propiciar o aparecimento do Entre-Lugar, categoria esta que parece ser bem mais presente nos shoppings do que a categoria Não-Lugar. / This research is focused on the analysis of two shopping centers in Porto Alegre (RS), Praia de Belas Shopping Center and Shopping Total, and uses the categories of Subject, Territory, Communication, Place, Non-place, Inbetween, Power and Consumption Society and the sub-categories of Tribe, Image and Symbolic Power. The conductive line that connects all the aspects of the analysis is Edgar Morin’s Complex Thought Theory. It is a qualitative research, which provides us the opportunity to collect data from many different Subjects who offered us a dialogical apprehension of their perceptions and experiences in the shopping centers Geographical sub-Spaces. In this research we intend to reveal that the transmutation of Non-Place to Place happens through the placeness of spaces, and this transmutation might cause the emergence of the In-between, a category which seems much more current in the shopping centers than the Non-Place category.

No início dos anos 70, emergiu a preocupação com a produção orgânica, mais respeitosa com o meio ambiente, procurando integrar o homem e a natureza, percebendo aquele como parte e dependente desta, além de possibilitar maiores retornos econômico-financeiros. Hoje, esse movimento está alinhado aos preceitos do desenvolvimento sustentável, principalmente, considerando-se o triple bottom line: dimensões social, econômica e ambiental. O desenvolvimento sustentável, por sua vez, é um tema que permeia o quotidiano do indivíduo, das organizações, da sociedade e da academia. O imbricamento das distintas dimensões e dos diferentes níveis, numa sociedade cada vez mais interativa, gera dilemas e paradoxos, que requer a necessidade de se fazer análises, numa lógica sistêmica e complexa. Quando se analisa uma cooperativa, na presente pesquisa, a COTRIMAIO, pela sua própria natureza econômico-social, a complexidade fica maior ainda. A cooperativa é vista como um sistema, assim como a sua cadeia orgânica de suprimentos na sua relação com seus cooperados. O objetivo da pesquisa é o de analisar como a cadeia da soja orgânica da COTRIMAIO, internaliza os preceitos do desenvolvimento sustentável, de forma complexa. Como método de estudo se utilizou da abordagem qualitativa, partindo-se de uma perspectiva descritiva. O método de procedimento foi o do estudo de caso, com foco na cooperativa e cooperados. Em seus resultados a pesquisa evidenciou: a pertinência do uso de uma visão complexa para representar o desenvolvimento sustentável em uma cooperativa e na sua cadeia de suprimentos de soja orgânica e com seus cooperados; a necessária utilização de dois triângulos, imbricados um no outro, com 6 dimensões do desenvolvimento sustentável, o primeiro sendo o próprio triple bottom line (dimensões econômica, social e ambiental), e o segundo, composto pelas dimensões cultural, territorial e tecnológica. Por fim, a constatação de uma permanente dialógica, nas decisões atuais e para o futuro, dos agricultores familiares produtores de soja orgânica, em várias das dimensões examinadas, assim como no cruzamento entre elas, sendo a mais ameaçadora para o futuro do sistema orgânico de produção de soja: continuar a produzir de maneira orgânica, mesmo que isso seja mais lucrativo em relação à produção convencional, diante da possibilidade da incidência da ferrugem asiática da soja, sendo que até o momento, isso não aconteceu. / In the early 70s, emerged the care with organic production, more respectful with the environment, seeking to integrate man and nature, perceiving him as a part and dependent on it, besides allowing greater economic and financial returns. Today, this movement is aligned with the requirements of sustainable development, mainly, considering the triple bottom line: social, economic and environmental dimensions. Sustainable development is a theme that permeates the individuals' everyday, organizations, society and academy. The position of different sizes and different levels in a society more and more interactive creates dilemmas and paradoxes, which require the need to analyze, in a systemic and complex logical .When a cooperative is analyzed, in this research, COTRIMAIO, by its social-economic nature, the complexity is still greater. The cooperative is seen as a system, as well as the organic supply chain in relation to its members. The aim of this research is to examine how the organic soybean supply chain of COTRIMAIO internalizes the sustainable development precepts in a complex way. As a method of studying the qualitative approach was used, starting from a descriptive perspective. The procedure method was the case study, focusing on the cooperative and the member. In the results the research showed: the relevance of the use of a complex vision to represent the sustainable development in a cooperative and its supply range with its incorporates, the need of using two triangles, woven in one another, with 6 dimensions of sustainable development, the first being the own triple bottom line (economic, social and environmental dimensions ) and the second is composed by the cultural, territorial and technological dimensions, and finally the establishment of a permanent dialogue in current and future decisions, from the familiar farmers who produce organic soybeans, in many examined dimensions, as well as in the junction between them, being the most threatening for the future organic production of soybeans: to continue producing in an organic way, even if this is more profitable in relation to conventional production, in the presence of possibility of asian soybean rust happens, so far, it has not happened.

Esta dissertação de mestrado consiste em uma análise, a partir do Paradigma da Complexidade, sobre as dinâmicas sócio-econômico-espaciais observadas no município de São Francisco de Paula/RS. As transformações que ocorrem no Espaço Geográfico - aqui mais especificamente em São Francisco de Paula/RS - parecem ser o resultado processual das relações entre as escalas do local e do global. No estado do Rio Grande do Sul, atualmente, os monocultivos arbóreos vêm se mostrando cada vez mais presentes na Paisagem e na economia. O mesmo está acontecendo com relação ao Turismo - que tem na Paisagem os elementos fundamentais para o seu desenvolvimento - e que, atualmente, aparece despontando como uma nova atividade presente no Espaço Rural. Entender como essas novas dinâmicas atuam na (trans)formação do Espaço Geográfico, mais especificamente, no município de São Francisco de Paula, e como/porque os Sujeitos atuam de determinadas maneiras frente a elas, nos pareceu ser o caminho mais adequado na tentativa de compreendermos provisoriamente como as transformações provocadas pelos monocultivos de Pinus em São Francisco de Paula podem interferir no Turismo praticado. Assim, buscamos entender provisoriamente os conflitos de interesse entre os Sujeitos que praticam essas duas atividades econômicas, e como se posicionam os Sujeitos residentes e os Sujeitos responsáveis pela gestão deste Território. / This dissertation consists of an analysis from the Paradigm of Complexity, on the dynamic socio - economic spatial observed in the city of São Francisco de Paula/RS. The transformations that occur in geographic space - here more specifically in San Francisco de Paula/RS - seem to be the result of procedure of the relations between the scales of local and global. In the State of Rio Grande do Sul, currently, Growing Wooded has been showing increasingly present in the landscape and the economy. The same appears to be happening with regard to tourism - which has in the landscape the key elements for their development - and that currently appears as a new activity in country areas. Understand how these new dynamic provide complete change training of the geographical area, more specifically, in the city of São Francisco de Paula, and why/because the subject Act certain ways forward, seemed to be the appropriate in an attempt to understand provisionally as transformations caused by Growing Wooded in San Francisco de Paula may interfere with the tourism practiced. Thus, we sought to understand provisionally conflicts of interest between them these two economic activities and as if the resident subject and the responsible subject for this territory.

Esta dissertação utiliza simulações computacionais visando investigar a influência de alguns fatores lingüísticos na organização lexical de verbos, analisando os processos de aquisição e uso. Os fatores testados são: freqüência de observação na linguagem, polissemia e complexidade sintática. Os dados utilizados foram obtidos por meio de tarefas psicolingüísticas de nomeação de ações, realizadas por crianças e adultos (falantes do Português brasileiro), posteriormente representados como grafos. Com base nos fatores lingüísticos, foram formuladas hipóteses relativas ao desenvolvimento da língua, testadas por meio de simulações computacionais denominadas ‘involuções’. Os testes incluem métricas da teoria dos grafos e medidas de similaridade de conjuntos (coeficiente de Jaccard e suas componentes). Os resultados obtidos apontam para uma confirmação das hipóteses formuladas. Adicionalmente, permitiram verificar algumas características do desenvolvimento lingüístico, como o aumento do vocabulário e uma progressiva especialização. / This dissertation uses computational simulations designed to investigate the influence of three linguistic factors in the lexical organization of verbs, analyzing the process of acquisition and use. The tested factors are: frequency of observation in the language, polysemy and syntactic complexity. The data used were obtained from psycholinguistic action naming tasks performed by children and adults (speakers of Brazilian Portuguese), and subsequently represented as graphs. Based on linguistic factors, hypotheses were formulated concerning the development of language, tested through simulations called ‘involutions’. Tests include graph theory metrics and set similarity measures (Jaccard’s coefficient and its components). Results suggest a confirmation of the given hypotheses. Additionally, allowed verification of some language development features, such as vocabulary growth and a progressive specialization.

Dois temas são característicos do contexto atual das organizações. Um, já consolidado, é o aumento da velocidade das inovações; o outro, é a necessidade de incorporar a perspectiva emergente da sustentabilidade nas práticas de inovação. A Teoria Neoschumpeteriana busca obter um domínio desses fenômenos dinâmicos da realidade econômica, em que a inovação, principalmente a tecnológica, é identificada como a força maior que propulsiona a dinâmica econômica. Entretanto, Hanusch e Pyka (2007) criticam a Teoria Neoschumpeteriana por entenderem que o desenvolvimento dos sistemas econômicos modernos incorpora a inovação tecnológica, assim como também a inovação organizacional, institucional e social e, por isso, os novos frameworks para estudos de sistemas econômicos, precisariam incorporar características de complexidade através do trânsito em diferentes teorias relevantes, levando em conta as raízes da Teoria Neoschumpeteriana, o que eles próprios não fazem. Assim, o objetivo geral de pesquisa foi o de propor um framework interteórico e complexo sobre a dinâmica da inovação e fazer a sua aplicação no Instituto Rio-Grandense do Arroz - IRGA. A metodologia utilizada foi de estudo de caso. Os dados foram coletados através de entrevistas e documentos. Cada uma das etapas realizadas na metodologia foi apoiada num estudo, a priori, sobre métodos que capturavam características de complexidade. A utilização de uma lógica abdutiva, prevista na metodologia, com constantes idas e vindas entre os conceitos teóricos construídos a priori e as informações advindas do campo empírico, fez emergir o conceito teórico de sistema econômico, como uma configuração complexa de múltiplos níveis de regras que se relacionam ao longo do tempo e se sucedem. Neste sentido, a presente pesquisa avançou ao identificar a emergência de regras, oriunda das teorias usadas, como uma qualidade nova e central, que em múltiplos níveis, compõe as configurações, que evoluem ao longo do tempo. Este avanço possibilitou estudar a história econômica do IRGA, não da perspectiva operacional, mas da perspectiva das regras genéricas, de maior nível, e das regras de menor nível associadas à regra genérica, numa perspectiva de configurações dinâmicas que evoluem, focado em inovações. A lógica abdutiva possibilitou avanços metodológicos na aplicação do método de análise qualitativa comparativa (QCA) no estudo das dinâmicas de configurações, já que o método tinha até então, sido aplicado numa abordagem estática. Os resultados indicaram, ainda, a presença de cinco regras genéricas no contexto de pesquisa do IRGA. O IRGA inseriu predominantemente, em suas atividades, de pesquisa a regra genérica de mais produtividade agrícola. As regras genéricas de gestão ambiental da propriedade agrícola, aumento do consumo do arroz, aumento da renda para o produtor foram inseridas nas atividades de pesquisa de modo marginal. A regra genérica denominada de negócios ambientais nas beneficiadoras de arroz ainda não foi inserida nas atividades de pesquisa do IRGA. A dinâmica de inserção destas regras genéricas no IRGA ocorre através de oito configurações de regras de nível zero e de segunda ordem, que seguem um conjunto de fases que foram denominadas de pré-distúrbio, origem, adoção, retenção e declínio. Uma característica nesta dinâmica é de que somente ocorreu a mudança de fase da regra genérica quando determinadas regras de segundo e de ordem zero estavam presentes. Como as fases de evolução das regras genéricas ocorreram em diferentes anos, no período entre 1969 e 2009, a combinação destas fases gerou seis configurações temporais de regras para inovação no IRGA. / Two themes are characteristic of the organizations on the current context. One is already established that is the increasing innovations speed. The other one is the need to incorporate the sustainability‘s emerging perspective in innovation practices. The Neo-Schumpeterian Theory seeks to obtain a domain on these dynamic phenomena of the economic reality, in which the innovation, especially technological, is identified as its greater propellent force. However, Hanusch and Pyka (2007) criticize the Neo-Schumpeterian Theory for understanding that the development of modern economic systems incorporate the technological innovation, as well as the organizational innovation, institutional, and social. Therefore, the new frameworks for the economic systems studies would need to incorporate some complexity features through traffic in different and relevant theories, taking into account the Neo-schumpeterian Theory roots, which they themselves do not do. Thus, the overall objective of this research was to propose an inter-theoretical and complex framework on the innovation dynamics and to make its application at the IRGA (Instituto Rio-Grandense de Arroz - Rice Institute of Rio Grande do Sul State, Brazil). We used the case study methodology. Data were collected by some interviews and from some documents. Each of the used methodology steps was supported in a priori study on methods that captured the complexity characteristics. The economic system‘s theoretical concept as a complex configuration of the multiple rules levels related over the time, and that succeed itself, came from an abductive logic use from the methodology, with constant goings and comings among the theoretical concepts a priori constructed, and from the empirical information from the field. In this sense, this research has advanced when identified the rules emergence, derived from the used theories as a new quality and centered, which at multiple levels composes the configurations that evolve over the time. This advance allowed the IRGA‘s economic history study, not from the operational perspective, but from the general rules perspectives of highest level and from the lowest level associated with the general rules perspectives, at a dynamic configurations perspective that evolve focusing on innovations. The abductive logic allowed the methodological advances in the method application of comparative and qualitative analysis (CQA) in the study of the configurations dynamics, since the method had until then been applied on a static approach. The results also indicated the presence of five generic rules in the context of the IRGA research. The IRGA inserted predominantly the general rule of most agricultural productivity in its research activities. The general rules of the farm environmental management, the increased rice consumption, and the increased income for producers have been included in the research activities marginally. The general rule of environmental affairs in the rice processing has not been incorporated into the IRGA research activities. The insertion dynamic of these general rules occurs through eight rules of level zero and second order configurations, which follow a stages set that were identified as pre-disturbance, origin, adoption, retention, and decay. A dynamic characteristic is that there was only a phase change of the general rule when certain rules of the second and zero order were present. As the phases of the generic rules development occurred in different years, from 1969 to 2009, these phases combination generated six rules temporal configurations for innovation in the IRGA.

This study is about the structure of the noun phrases used with with signalling nouns, which are abstract nouns that are hard to understand without a context. The inspiration for the study comes from work by John Flowerdew. The aim is to investigate in what type of noun phrases (NP) the signalling nouns are used by L2 English students and if the structures of these NPs tell us something about the meaning of the nouns. The material of the study is from the pioneering learner corpus the International Corpus of Learner’s English (ICLE). In general, it was found that the chosen signalling nouns thing, argument, possibility, chapter, kind and fact, are frequently used in complex NPs. There were some differences in the distribution of nouns, with thing, kind and fact having rather high frequencies in comparison to the other nouns. For this reason, samples of these nouns were selected for the analysis. The findings indicate that these signalling nouns rarely appear alone but are most often used in complex NPs. Furthermore, the results also show that a large proportion of these nouns is used in fixed phrases.

Doctor of Philosophy / Educational Leadership / Sarah Jane Fishback / The military devotes significant resources and time in the development of officers through education. Recently, there has been a great deal of emphasis placed on military Intermediate Service Schools (ISS’s) to enhance the ability of graduates to think with greater cognitive complexity in order to solve the kinds of problems they may face after graduation. The military environment in which these mid-career officer students will serve is highly complex and requires a significant ability to generate solutions to unique and complex problems. One hallmark of a developmental adult educational experience is the advancement of the student to higher levels of cognitive complexity. The purpose of this research was to determine if there was a relationship between the cognitive complexity of faculty, students, and expectations for student graduates, at a military Intermediate Service School. Along with the simultaneous measure of cognitive complexity, via a survey administration of the LEP instrument, the researcher also developed a technique for translating learning objectives from Blooms taxonomy into a corresponding Perry position. This translation method was used to translate the college learning objectives into an expected Perry position for graduates of the college. The study also included demographic data to look for significant results regarding a number of independent variables. For faculty only these included teaching department, years of teaching experience, age, and military status. For both populations the variables studied included education level, gender, combat experience and combat trauma, branch of service, commissioning source, and years of active duty service. The study found that the mean cognitive complexity of entering students (CCI = 360) was lower than the cognitive complexity required of graduates (CCI = 407). However, the faculty mean cognitive complexity (CCI = 398) was not significantly different from a student graduate. The faculty results indicated that there were no statistically significant relations between the independent variables studied and the measured cognitive complexity. For students there was a statistically significant relation between measured cognitive complexity and gender.

abstract: This study frames research on board games within a body of anthropological theory and method to examine the long-term social changes that effect play and mechanisms through which play may influence societal change. Drawing from ethnographic literature focusing on the performative nature of games and their effectiveness at providing a method for strengthening social bonds through grounding, I examine changes in the places in which people engaged in play over the course of the Bronze Age on Cyprus (circa 2500¬–1050 BCE), a period of increasing social complexity. The purpose of this research is to examine how the changes in social boundaries concomitant with emergent complexity were counteracted or strengthened through the use of games as tools of interaction. Bronze Age sites on Cyprus have produced the largest dataset of game boards belonging to any ancient culture. Weight and morphological data were gathered from these artifacts to determine the likelihood of their portability and to identify what type of game was present. The presence of fixed and likely immobile games, as well as the presence of clusters of portable games, was used to identify spaces in which games were played. Counts of other types of artifacts found in the same spaces as games were tabulated, and Correspondence Analysis (CA) was performed in order to determine differences in the types of activities present in the same spaces as play. The results of the CA showed that during the Prehistoric Bronze Age, which has fewer indicators of social complexity, gaming spaces were associated with artifacts related to consumption or specialty, heirloom and imported ceramics, and rarely played in public spaces. During the Protohistoric Bronze Age, when Cyprus was more socially complex, games were more commonly played in public spaces and associated with artifacts related to consumption. These changes suggest a changing emphasis through time, where the initiation and strengthening of social bonds through the grounding process afforded by play is more highly valued in small-scale society, whereas the social mobility that is enabled by performance during play is exploited more commonly during periods of complexity. / Dissertation/Thesis / Doctoral Dissertation Anthropology 2016

abstract: Many real-time vision applications require accurate estimation of optical flow. This problem is quite challenging due to extremely high computation and memory requirements. This thesis focuses on designing low complexity dense optical flow algorithms. First, a new method for optical flow that is based on Semi-Global Matching (SGM), a popular dynamic programming algorithm for stereo vision, is presented. In SGM, the disparity of each pixel is calculated by aggregating local matching costs over the entire image to resolve local ambiguity in texture-less and occluded regions. The proposed method, Neighbor-Guided Semi-Global Matching (NG-fSGM) achieves significantly less complexity compared to SGM, by 1) operating on a subset of the search space that has been aggressively pruned based on neighboring pixels’ information, 2) using a simple cost aggregation function, 3) approximating aggregated cost array and embedding pixel-wise matching cost computation and flow computation in aggregation. Evaluation on the Middlebury benchmark suite showed that, compared to a prior SGM extension for optical flow, the proposed basic NG-fSGM provides robust optical flow with 0.53% accuracy improvement, 40x reduction in number of operations and 6x reduction in memory size. To further reduce the complexity, sparse-to-dense flow estimation method is proposed. The number of operations and memory size are reduced by 68% and 47%, respectively, with only 0.42% accuracy degradation, compared to the basic NG-fSGM. A parallel block-based version of NG-fSGM is also proposed. The image is divided into overlapping blocks and the blocks are processed in parallel to improve throughput, latency and power efficiency. To minimize the amount of overlap among blocks with minimal effect on the accuracy, temporal information is used to estimate a flow map that guides flow vector selections for pixels along block boundaries. The proposed block-based NG-fSGM achieves significant reduction in complexity with only 0.51% accuracy degradation compared to the basic NG-fSGM. / Dissertation/Thesis / Masters Thesis Computer Science 2017