Submitted by João Lucas Thereze Ferreira (joaothereze@gmail.com) on 2016-07-04T20:54:23Z No. of bitstreams: 1 Monopolistic Insurance and Competitive Finalcial Markets.pdf: 3829068 bytes, checksum: 555cdf0e3163340c61a368326063ab4c (MD5) / Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2016-07-13T13:33:13Z (GMT) No. of bitstreams: 1 Monopolistic Insurance and Competitive Finalcial Markets.pdf: 3829068 bytes, checksum: 555cdf0e3163340c61a368326063ab4c (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2016-07-25T17:30:20Z (GMT) No. of bitstreams: 1 Monopolistic Insurance and Competitive Finalcial Markets.pdf: 3829068 bytes, checksum: 555cdf0e3163340c61a368326063ab4c (MD5) / Made available in DSpace on 2016-07-25T17:31:12Z (GMT). No. of bitstreams: 1 Monopolistic Insurance and Competitive Finalcial Markets.pdf: 3829068 bytes, checksum: 555cdf0e3163340c61a368326063ab4c (MD5) Previous issue date: 2016-03-21 / This dissertation studies the interaction between insurance and financial markets. Individuals who differ only in risk can save through a competitive market. They also have access to insurance contracts offered by a monopolist firm. We show that an equilibrium exists in that economy. Fundamentally, we identify an externality imposed on the insurer's decision by the endogeneity of prices in the financial market.We argue that, because of such externality and in contrast to the pure contract theory case, equilibrium may exhibit pooling. This is shown by means of a numerical example in which equilibrium does not differentiate types.

abstract: Alzheimer’s Disease (AD), a neurodegenerative disease is a progressive disease that affects the brain gradually with time and worsens. Reliable and early diagnosis of AD and its prodromal stages (i.e. Mild Cognitive Impairment(MCI)) is essential. Fluorodeoxyglucose (FDG) positron emission tomography (PET) measures the decline in the regional cerebral metabolic rate for glucose, offering a reliable metabolic biomarker even on presymptomatic AD patients. PET scans provide functional information that is unique and unavailable using other types of imaging. The computational efficacy of FDG-PET data alone, for the classification of various Alzheimer’s Diagnostic categories (AD, MCI (LMCI, EMCI), Control) has not been studied. This serves as motivation to correctly classify the various diagnostic categories using FDG-PET data. Deep learning has recently been applied to the analysis of structural and functional brain imaging data. This thesis is an introduction to a deep learning based classification technique using neural networks with dimensionality reduction techniques to classify the different stages of AD based on FDG-PET image analysis. This thesis develops a classification method to investigate the performance of FDG-PET as an effective biomarker for Alzheimer's clinical group classification. This involves dimensionality reduction using Probabilistic Principal Component Analysis on max-pooled data and mean-pooled data, followed by a Multilayer Feed Forward Neural Network which performs binary classification. Max pooled features result into better classification performance compared to results on mean pooled features. Additionally, experiments are done to investigate if the addition of important demographic features such as Functional Activities Questionnaire(FAQ), gene information helps improve performance. Classification results indicate that our designed classifiers achieve competitive results, and better with the additional of demographic features. / Dissertation/Thesis / Masters Thesis Computer Science 2017

Cette thèse intitulée « Une approche exacte de résolution de problèmes de pooling appliquée à la fabrication d’aliments », porte sur la résolution (par des méthodes exactes d’optimisation) de problèmes industriels liés à la fabrication d’aliments. Ces problèmes industriels traitent de l’aide à la décision pour la fabrication d’aliments pour des animaux et se rapprochent de problèmes biens connus de la littérature scientifique, à savoir les problèmes de pooling. La méthode présentée dans cet exposé permet de résoudre les problèmes d’optimisation bilinéaires issus de cette problématique industrielle. Elle est basée un branch-and-bound résolvant des linéarisations. Une approche lagrangienne a aussi été explorée et testée pour calculer des bornes inférieures. / « A global approach to solve pooling problem applied to feed mix industry » deals with the resolution of non linear non convex optimization problem which can occur in the feed mix industry. Feed mix industry problems are close to pooling problem, well-known in the literature. They are aimed to help decision maker in formulating feed, ie. To decide how to blend raw material to make a product satisfying nutrient and production constraints. The brand-and-bound algorithm presented in this these is aimed to solved large-scaled bilinear problems with bilinear constraints. A lagrangian approach has also been developed to obtain valid lower bound.

This thesis deals with selected aspects of financial management of transnational corporations and describes the impact of foreign exchange risk on these companies. The theoretic part of this thesis explains terms like cash pooling, netting and concerns the issue of transfer prices. Furthermore the principles of foreign exchange risk, transaction, economic and translation exposure are defined with focus on financial derivatives that serve as instruments for managing and hedging the risk. The practical part depicts the case study, in which the theoretical knowledge has been applied to a chosen international company.

The master´s thesis assesses the way of cash management in an international company focused on cash pooling and netting. On the basis of an analysis of current situation and with respect to impact of cash management there is offered proposal for netting implementation in the selected company.

The dynamics of demand responsive ride pooling (DRRP) systems is considered in a mean-field framework. The relevant dimensionless quantities determining the performance and viability of the system are identified. In the presence of an already established dominant market participant with comparable service quality (like, e.g., the private car), the mutual interaction of the actors (i.e., the customers sharing rides) by virtue of the route assignment algorithm gives rise to a discontinuous transition between two strongly different modes of operation. One of them represents the typical (unfavorable) performance of current ride pooling systems, while the other represents a new mode of operation in which virtually all customers use DRRP.

The diploma thesis review issues of cash pooling and its application to the company with global presence. It deals with both the advantages and disadvantages of real and notional cash pooling and further focuses on the legal framework of cash pooling in Czech Republic, Germany and the Slovak Republic. The main aim is to bring forward the suitable pooling structures for the needs of the chosen company, evaluate them according to the goals set up by the management and withdraw the optimal solution.

COVID-19 has affected the lives of millions of people worldwide. This thesis includes two statistical studies on the response to COVID-19. The first study explores the impact of lockdown timing on COVID-19 transmission across US counties. We used functional principal component analysis to extract COVID-19 transmission patterns from county-wise case counts, and used supervised machine learning to identify risk factors, with the timing of lockdowns being the most significant. In particular, we found a critical time point for lockdowns, as lockdowns implemented after this time point were associated with significantly more cases and faster spread. The second study proposes an adaptive sample pooling strategy for efficient COVID-19 diagnostic testing. When testing a cohort, our strategy dynamically updates the prevalence estimate after each test if possible, and uses the updated information to choose the optimal pool size for the subsequent test. Simulation studies show that compared to traditional pooling strategies, our strategy reduces the number of tests required to test a cohort and is more resilient to inaccurate prevalence inputs. We have developed a dashboard application to guide the clinicians through the test procedure when using our strategy. / Graduate / 2023-05-27

We introduce a scenario based allocation model (SBAM) that uses entropy pooling for computing scenario probabilities. Compared to most other models that allow the investor to blend historical data with subjective views about the future, the SBAM does not require the investor to quantify a level of confidence in the subjective views.  A quantitative test is performed on a simulated systematic fund offered by the fund company Informed Portfolio Management in Stockholm, Sweden. The simulated fund under study consists of four individual systematic trading strategies and the test is simulated on a monthly basis during the years 1986-2010.  We study how the selection of views might affect the SBAM portfolios, creating three systematic views and combining them in different variations creating seven SBAM portfolios. We also compare how the size of sample data affects the results.   Furthermore, the SBAM is compared to more common allocation methods, namely an equally weighted portfolio and a portfolio optimization based only on historical data.  We find that the SBAM portfolios produced higher annual returns and information ratio than the equally weighted portfolio or the portfolio optimized only on historical data.

Denna rapport jämför prestanda med Unitys nya inkrementella garbage collection system med deras tidigare stop the world system, samt analyserar effekten av objektpooling på tidsprestanda. De olika systemen testas med hjälp av en förenklad version av ett bullet hell spel, där flertalet kulor skapas och förstörs per sekund. Rapporten finner att användning av objektpooling drastiskt förbättrar prestanda i den givna testmiljön. Rapporten finner även att stop the world presterar något bättre i genomsnitt, men dess extremvärden är markant högre på grund av garbage collection spikar. Rapporten rekommenderar användning av pooling samt användning av det inkrementella garbage collection systemet för att minimera överskridande av spelets tidsbudget per bilduppdatering.