In this thesis, we study how sovereign credit default swaps are able to measure systemic risk as well as how they can be used to construct optimal portfolios to minimize risk. We define the clustering coefficient as a proxy for systemic risk and design an optimization problem with the goal of minimizing the mean absolute deviation of the clustering coefficient on a group of nine European countries. Additionally, we define a metric we call the diversity score that measures the diversification of any given portfolio. We solve this problem for a baseline set of parameters, then spend the remainder of the thesis modifying these parameters to investigate how the optimal solution and diversity score are impacted.

Mesoporous materials are being widely used in the chemical industry in various environmentally friendly separation processes and as catalysts. Our research can be broadly described as an effort to understand the behavior of fluids confined in such materials. More specifically we try to understand the influence of state variables like temperature and pore variables like size, shape, connectivity and structural heterogeneity on both the dynamic and equilibrium behavior of confined fluids. The dynamic processes associated with the approach to equilibrium are largely unexplored. It is important to look into the dynamic behavior for two reasons. First, confined fluids experience enhanced metastabilities and large equilibration times in certain classes of mesoporous materials, and the approach to the metastable/stable equilibrium is of tremendous interest. Secondly, understanding the transport resistances in a microscopic scale will help better engineer heterogeneous catalysts and separation processes. Here we present some of our preliminary studies on dynamics of fluids in ideal pore geometries. The tool that we have used extensively to investigate the relaxation dynamics of fluids in pores is the dynamic mean field theory (DMFT) as developed by Monson[P. A. Monson, J. Chem. Phys., 128, 084701 (2008) ]. The theory is based on a lattice gas model of the system and can be viewed as a highly computationally efficient approximation to the dynamics averaged over an ensemble of Kawasaki dynamics Monte Carlo trajectories of the system. It provides a theory of the dynamics of the system consistent with the thermodynamics in mean field theory. The nucleation mechanisms associated with confined fluid phase transitions are emergent features in the calculations. We begin by describing the details of the theory and then present several applications of DMFT. First we present applications to three model pore networks (a) a network of slit pores with a single pore width; (b) a network of slit pores with two pore widths arranged in intersecting channels with a single pore width in each channel; (c) a network of slit pores with two pore widths forming an array of ink-bottles. The results illustrate the effects of pore connectivity upon the dynamics of vapor liquid phase transformations as well as on the mass transfer resistances to equilibration. We then present an application to a case where the solid-fluid interactions lead to partial wetting on a planar surface. The pore filling process in such systems features an asymmetric density distribution where a liquid droplet appears on one of the walls. We also present studies on systems where there is partial drying or drying associated with weakly attractive or repulsive interactions between the fluid and the pore walls. We describe the symmetries exhibited by the lattice model between pore filling for wetting states and pore emptying for drying states, for both the thermodynamics and dynamics. We then present an extension of DMFT to mixtures and present some examples that illustrate the utility of the approach. Finally we present an assessment the accuracy of the DMFT through comparisons with a higher order approximation based on the path probability method as well as Kawasaki dynamics.

I detta projekt har tiden för hur länge en patient befinner sig i hypotension samt hypotensionsdosen beräknats. Tiden i hypotension har beräknats med hjälp av episoder i över en minut och hypotensionsdosen har kalkylerats som integralen mellan hypotensionsgränsen 65 mmHg och den estimerade medelartärtryckskurvan (MAP-kurvan). Flera metoder användes, såsom klassificering av extrempunkter i rådata och kurvanpassning genom interpolation, vilket gav varierande och olika goda resultat. Detta framförallt beroende på hur datan behandlades med olika filter, till exempel så kallat “smoothing”-filter samt medianfilter. / In this project the time of how long a person is in hypotension and the hypotension exposure have been calculated. The time was calculated using episodes longer than one minute and the hypotension exposure has been calculated as the integral between the hypotension limit 65 mmHg and the estimated mean arterial pressure curve (MAP-curve). Several methods were used, such as classification of extreme values in raw data and curve fitting through interpolation, which gave diverse results and of varied accuracy. This primarily because of which filter that was used, for example smoothing and median filters.

School of Computing, Informatics and Media / Localised QoS routing is a relatively new, alternative and viable approach to solve the problems of traditional QoS routing algorithms which use global state information resulting in the imposition of a large communication overhead and route flapping. They make use of a localised view of the network QoS state in source nodes to select paths and route flows to destination nodes. Proportional Sticky Routing (PSR) and Credit Based Routing (CBR) have been proposed as localised QoS routing schemes and these can offer comparable performances. However, since network state information for a specific path is only updated when the path is used, PSR and CBR operate with decision criteria that are often stale for paths that are used infrequently. The aim of this thesis is to focus on localised QoS routing and contribute to enhancing the scalability of QoS routing algorithms. In this thesis we have developed three new localised QoS routing schemes which are called Score Based QoS Routing (SBR), Bandwidth Based QoS Routing (BBR) and Delay Based Routing (DBR). In some of these schemes, the path setup procedure is distributed and uses the current network state to make decisions thus avoiding problems of staleness. The methods also avoid any complicated calculations. Both SBR and BBR use bandwidth as the QoS metric and mean delay is used as the QoS metric in DBR. Extensive simulations are applied to compare the performance of our proposed algorithms with CBR and the global Dijkstra¿s algorithm for different update intervals of link state, different network topologies and using different flow arrival distributions under a wide range of traffic loads. It is demonstrated by simulation that the three proposed algorithms offer a superior performance under comparable conditions to the other localised and global algorithms.

This thesis studies mean-field games (MFGs) models of price formation. The thesis focuses explicitly on a MFGs price formation model proposed by Gomes and Saude. The thesis is divided into two parts. The first part examines the deterministic supply case, while the second part extends the model to incorporate a stochastic supply function. We explore different approaches, such as Aubry-Mather theory, to study the properties of the MFGs price formation model and alternative formulations using a convex variational problem with constraints. We propose machine-learning-based numerical methods to approximate the solution of the MFGs price formation model in the deterministic and stochastic setting.

The Association of Research Libraries (ARL) provides an option for librarians to administer a combination of LibQUAL+® and LibQUAL+® Lite to measure users' perceptions of library service quality. LibQUAL+® Lite is a shorter version of LibQUAL+® that uses planned missing data in its design. The present study investigates the loss of information in commonly administered proportions of LibQUAL+® and LibQUAL+® Lite when compared to administering LibQUAL+® alone. Data from previous administrations of LibQUAL+® protocol (2005, N = 525; 2007, N = 3,261; and 2009, N = 2,103) were used to create simulated datasets representing various proportions of LibQUAL+® versus LibQUAL+® Lite administration (0.2:0.8, 0.4:0.6. 0.5:0.5, 0.6:0.4, and 0.8:0.2). Statistics (i.e., means, adequacy and superiority gaps, standard deviations, Pearson product-moment correlation coefficients, and polychoric correlation coefficients) from simulated and real data were compared. Confidence intervals captured the original values. Root mean square errors and absolute and relative biases of correlations showed that accuracy in the estimates decreased with increase in percentage of planned missing data. The recommendation is to avoid using combinations with more than 20% planned missing data.

Life is soft. From the fluid-like structure of lipid bilayers to the flexible folding of proteins, the realm of nanoscale soft matter is a complex and vibrant area of research. The lure of personalized medicine, advanced sensing technology, and understanding life at a fundamental level pushes research forward. This work considers to areas: (1) lipid bilayer dynamics in the presence of substrate defects and (2) the inverse temperature transition of elastic proteins. Molecular dynamics simulations as well as umbrella sampling were employed. The behavior of the bilayers discussed in the work provides evidence that small defects on confining surfaces can promote nucleation of lipid tethers. Results the second part of this work indicate elastin-like peptides experiencing inverse temperature transitions may be capable of performing amounts of work similar to RNA polymerase; additionally, resilin's inverse temperature transition may be closely linked to the molecule's ability to efficiently transmit energy through the similar coil-β secondary structure transition seen in both cases. These insights into the inverse transition temperature are relevant for the design of bio-inspired sensors and energy storage devices. / Master of Science

Varje investerare vill se sitt kapital växa så mycket som möjligt men samtidigt inte utsätta kapitalet för onödiga risker. Högre risk, högre avkastning är två synonymer inom den finansiella världen. Investerare världen över söker hela tiden nya möjligheter att öka sin avkastning utan att behöva höja sin risk. Optimering av portföljer för att skapa avkastning till låg risk är ett känt fenomen, ofta benämnt som modern portföljteori. Markowitz medel-variansmodell och Black-Litterman modellen är två olika modeller för att optimera en portfölj i aspekten minska risken men behålla avkastningen. En investerare som kan sänka risken på sin investering kan investera ett större kapital och på så sätt skapa större avkastning med tiden. Genom att skapa olika portföljer baserade på de två modellerna och sedan jämföra dem mot varandra samt mot OMXS30 index är syftet att få en inblick i huruvida en investerare kan slå index. Resultatet i studien visat att en investerare med hjälp av optimering kan slå index räknat i avkastning, baserat på historiska kurser. Resultatet visar även att det finns goda skäl till utveckling av modellerna för att få en större säkerhet i att de faktiskt slår index på den verkliga marknaden i realtid. / Every investor seeks to find a way of capital growth combined with the minimization of risk taken. Higher risk and higher reward are synonymous in the financial world. Investors across the globe seek new possibilities to increase their returns without having to take a higher risk. Portfolio optimization to create returns holding low risk is a well-known phenomenon, usually referred to as modern portfolio theory. Markowitz’s mean-variance model and the Black-Litterman model are two different models used to optimize a portfolio in the endeavor of keeping a good return with a lower risk. An investor who can lower risk is an investor who has more free capital to invest and therefore can create a larger return in the future. By creating different portfolios based on the models and then comparing them with one another and the OMXS30 index, the authors seek to get an insight if it’s possible for an investor to beat the index. The result of the study shows that an investor using portfolio optimization can beat the index, calculated in returns, based on historical prices. The results do also show that there are good reasons to develop the models in order to achieve greater security in beating the index on the market and in real-time.

Data for this study were derived from videotapes of 26 father-infant dyads, specifically from a five minute period of free-play. The first step was the creation of a literal transcription of the father-infant dyads interaction. Subsequently, nine variables of fathers' language characteristics and one infant characteristic were coded employing the literal transcriptions and observing the videotapes. The fathers' language variables were number of : (1) father utterances, (2) father words, (3) father contingent responses, (4) father teaching utterances, (5) father descriptive teaching utterances, (6) father directive teaching utterances - making commands, (7) father directive teaching utterance - asking questions, (8) percentage of father teaching utterances, and (9) mean length of father utterances (MLU). The infant variable was number of vocalizations. Eight out of the nine variables were positively correlated to infant vocalizations, indicating the importance of fathers input in child language development. The only negative correlation in the present study was between Mean Length of Utterance (MLU) and infant vocalizations and the possible reasons are discussed. The findings support the idea that there are positive relationships between fathers' language characteristics and infant vocalizations. Recommendations are made that fathers should be involved in early intervention programs.

Uppsatsen undersöker hur sexualisering av kvinnliga karaktärer tydliggörs i tonårsfilmer, mer specifikt filmerna Mean Girls och Clueless. Studien analyserar filmernas kvinnliga karaktärer utifrån fyra huvudkategorier av sexualisering; kläder, utseende, beteende och omgivning. I uppsatsen undersöks även hur sexualiseringen förändras i takt med att de kvinnliga karaktärerna genomgår en karaktärsutveckling. Studien utgår från teoretisk kunskap om bland annat femme fatale, den manliga blicken och stereotyper för att uppnå slutresultatet. Resultatet visar att sexualiseringen dels ligger i hur karaktären klär sig, med exponerande plagg där hud och former betonas. Dels även i hur den kvinnliga karaktären beter sig, hur hon är självkritisk och anpassar sig efter mäns önskan. Utseendet sexualiseras genom tydliga krav på bland annat en smal kroppstyp och omgivningen kommer undan med att behandla de kvinnliga karaktärerna som lustobjekt. Karaktärerna blir mer sexualiserade efter att de genomgått en utveckling och blivit populära, detta eftersom karaktärerna tillåter sig själva att bli sexualiserade för mäns uppmärksamhet och för att upprätthålla populariteten.