The main purpose of this thesis is to develop methodological and practical improvements on robust portfolio optimization procedures. Firstly, the thesis discusses the drawbacks of classical mean-variance optimization models, and examines robust portfolio optimization procedures with CVaR and worst-case CVaR risk models by providing a clear presentation of derivation of robust optimization models from a basic VaR model. For practical purposes, the thesis introduces an open source software interface called “RobustRisk”, which is developed for producing empirical evidence for the robust portfolio optimization models. The software, which performs Monte-Carlo simulation and out-of-sample performance for the portfolio optimization, is introduced by using a hypothetical portfolio data from selected emerging markets. In addition, the performance of robust portfolio optimization procedures are discussed by providing empirical evidence in the crisis period from advanced markets. Empirical results show that robust optimization with worst-case CVaR model outperforms the nominal CVaR model in the crisis period. The empirical results encourage us to construct a forward-looking stress test procedure based on robust portfolio optimization under regime switches. For this purpose, the Markov chain process is embedded into robust optimization procedure in order to stress regime transition matrix. In addition, assets returns, volatilities, correlation matrix and covariance matrix can be stressed under pre-defined scenario expectations. An application is provided with a hypothetical portfolio representing an internationally diversified portfolio. The CVaR efficient frontier and corresponding optimized portfolio weights are achieved under regime switch scenarios. The research suggests that stressed-CVaR optimization provides a robust and forward-looking stress test procedure to comply with the regulatory requirements stated in Basel II and CRD regulations.

In this thesis, a portfolio optimization with integer variables which influ- ence optimal assets allocation, is studied. Measures of risk are defined and the cor- responding mean-risk models are derived. Two methods are used to develop robust models involving uncertainty in probability distribution: the worst-case analyses and contamination. The uncertainty in values of scenarios and in their probabili- ties of the discrete probability distribution is assumed separately followed by their combination. These models are applied to stock market data with using optimization software GAMS.

O trabalho infantil é hoje bastante discutido nas agendas de governo do mundo inteiro. Desde que as primeiras discussões e debates acerca do tema começaram, obteve-se um grande avanço a partir da ratificação da convenção nº. 182 da OIT, que versa sobre as piores formas de trabalho infantil. Cerca de 87% dos Estados membros já ratificaram a Convenção n.º 182, incluindo o Brasil. Em 2010, firmou-se um compromisso, no âmbito da OIT, que estabelece como prioridade a eliminação das piores formas de trabalho infantil até 2016. O objetivo geral desta pesquisa é identificar os determinantes da redução do trabalho infantil no Brasil, especificamente entre os anos 2000 e 2010, tendo como foco o trabalho nas atividades enquadradas na categoria \"piores formas de trabalho infantil\". Buscou-se identificar as características atuais deste tipo de trabalho no que se refere à: características da própria criança, isto é, gênero, cor e idade; características regionais de onde a criança trabalhadora está inserida, abrangendo as cinco grande regiões do Brasil, e características locais, em termos de zona rural e urbana e zona metropolitana e não-metropolitana, entre outras. Dentre os modelos econométricos disponíveis na literatura, optou-se por utilizar o modelo probit. Como variável dependente definiu-se trabalho perigoso. Esta variável assume valor 1 se a criança ou adolescente realiza algum trabalho perigoso e 0 se realiza algum outro tipo de trabalho. Fez-se também uma ampla análise descritiva do trabalho infantil ao longo da década de 2000, inclusive das piores formas de trabalho infantil. Utilizou-se os dados do Censo Demográfico 2000 e do Censo Demográfico 2010. Foram analisadas crianças nas faixas etárias de 10 a 15 anos e adolescentes ou jovens na faixa etária de 16 a 17 anos. A década de 2000 foi de mudanças para o mercado de trabalho infantil. Neste período o trabalho infantil diminui substancialmente, em todas as regiões, porém em algumas mais que em outras. As regiões Norte e Nordeste foram as que apresentaram maiores reduções relativas em casos de trabalho infantil. As regiões Sul e Centro-Oeste são as que proporcionalmente concentram mais casos de trabalho infantil. Um fato importante ocorrido ao longo da década foi que o trabalho infantil passou a ser proporcionalmente maior em zonas urbanas do que em zonas rurais, e neste movimento, os casos de trabalho infantil tenderam a se concentrar mais em regiões metropolitanas. Em geral, os casos de piores formas de trabalho infantil diminuíram ao longo da década. a face da crianças ou jovem que exerce alguma das piores formas de trabalho infantil é negra, feminina e mais próxima dos 16 ou 17 anos de idade. / Child labor is now discussed in government agendas around the world. Since the first discussions and debates on the subject began, great advance has been achieved with the ratification of Convention 182, related to the worst forms of child labor. About 87% of the country members have ratified the Convention 182, including Brazil. In 2010, a commitment was firmed in order to prioritize the elimination of the worst forms of child labor by 2016. The overall aim of this research is to identify the determinants of the reduction of child labor in Brazil, specifically between 2000 and 2010, focusing on the work activities included in the category \" worst forms of child labor \". Efforts were made to identify the current characteristics of child labor in relation to: the child\'s own characteristics, i.e., gender, race and age; regional characteristics where the working children live, covering the five major regions of Brazil, and local characteristics such as rural and urban areas and metropolitan and non- metropolitan areas. Among the econometric models available in the literature, the probit model was chosen. The dependent variable was defined as harzadous work. This variable assumes value 1 if the child works in some dangerous activity and 0 if a child works in some other activity. Furthermore, an extensive descriptive analysis of child labor throughout the 2000s was carried out, including an analysis of the worst forms of child labor. The data used in this work was extracted from the Brazilian Population Census for the years 2000 and 2010. Children were divided in two different age groups, one for those aged 10 to 15 and the other for those aged 16-17. The last decade experienced changes in the child labor market. During this period, child labor decreased substantially in all regions, but more intensively so in some regions. The North and Northeast regions showed the largest relative reductions in cases of child labor. The South and Midwest regions registered proportionately more cases of child labor. An important fact occurred during the decade was that child labor became proportionally greater in urban in comparison with rural areas, and within this movement, child labor cases tended to focus more on metropolitan areas. In general, the worst forms of child labor declined over the decade as well. The face of the child or young person who exercises some of the worst forms of child labor is black , female and closer to 16 or 17 years old.

O trabalho infantil é hoje bastante discutido nas agendas de governo do mundo inteiro. Desde que as primeiras discussões e debates acerca do tema começaram, obteve-se um grande avanço a partir da ratificação da convenção nº. 182 da OIT, que versa sobre as piores formas de trabalho infantil. Cerca de 87% dos Estados membros já ratificaram a Convenção n.º 182, incluindo o Brasil. Em 2010, firmou-se um compromisso, no âmbito da OIT, que estabelece como prioridade a eliminação das piores formas de trabalho infantil até 2016. O objetivo geral desta pesquisa é identificar os determinantes da redução do trabalho infantil no Brasil, especificamente entre os anos 2000 e 2010, tendo como foco o trabalho nas atividades enquadradas na categoria \"piores formas de trabalho infantil\". Buscou-se identificar as características atuais deste tipo de trabalho no que se refere à: características da própria criança, isto é, gênero, cor e idade; características regionais de onde a criança trabalhadora está inserida, abrangendo as cinco grande regiões do Brasil, e características locais, em termos de zona rural e urbana e zona metropolitana e não-metropolitana, entre outras. Dentre os modelos econométricos disponíveis na literatura, optou-se por utilizar o modelo probit. Como variável dependente definiu-se trabalho perigoso. Esta variável assume valor 1 se a criança ou adolescente realiza algum trabalho perigoso e 0 se realiza algum outro tipo de trabalho. Fez-se também uma ampla análise descritiva do trabalho infantil ao longo da década de 2000, inclusive das piores formas de trabalho infantil. Utilizou-se os dados do Censo Demográfico 2000 e do Censo Demográfico 2010. Foram analisadas crianças nas faixas etárias de 10 a 15 anos e adolescentes ou jovens na faixa etária de 16 a 17 anos. A década de 2000 foi de mudanças para o mercado de trabalho infantil. Neste período o trabalho infantil diminui substancialmente, em todas as regiões, porém em algumas mais que em outras. As regiões Norte e Nordeste foram as que apresentaram maiores reduções relativas em casos de trabalho infantil. As regiões Sul e Centro-Oeste são as que proporcionalmente concentram mais casos de trabalho infantil. Um fato importante ocorrido ao longo da década foi que o trabalho infantil passou a ser proporcionalmente maior em zonas urbanas do que em zonas rurais, e neste movimento, os casos de trabalho infantil tenderam a se concentrar mais em regiões metropolitanas. Em geral, os casos de piores formas de trabalho infantil diminuíram ao longo da década. a face da crianças ou jovem que exerce alguma das piores formas de trabalho infantil é negra, feminina e mais próxima dos 16 ou 17 anos de idade. / Child labor is now discussed in government agendas around the world. Since the first discussions and debates on the subject began, great advance has been achieved with the ratification of Convention 182, related to the worst forms of child labor. About 87% of the country members have ratified the Convention 182, including Brazil. In 2010, a commitment was firmed in order to prioritize the elimination of the worst forms of child labor by 2016. The overall aim of this research is to identify the determinants of the reduction of child labor in Brazil, specifically between 2000 and 2010, focusing on the work activities included in the category \" worst forms of child labor \". Efforts were made to identify the current characteristics of child labor in relation to: the child\'s own characteristics, i.e., gender, race and age; regional characteristics where the working children live, covering the five major regions of Brazil, and local characteristics such as rural and urban areas and metropolitan and non- metropolitan areas. Among the econometric models available in the literature, the probit model was chosen. The dependent variable was defined as harzadous work. This variable assumes value 1 if the child works in some dangerous activity and 0 if a child works in some other activity. Furthermore, an extensive descriptive analysis of child labor throughout the 2000s was carried out, including an analysis of the worst forms of child labor. The data used in this work was extracted from the Brazilian Population Census for the years 2000 and 2010. Children were divided in two different age groups, one for those aged 10 to 15 and the other for those aged 16-17. The last decade experienced changes in the child labor market. During this period, child labor decreased substantially in all regions, but more intensively so in some regions. The North and Northeast regions showed the largest relative reductions in cases of child labor. The South and Midwest regions registered proportionately more cases of child labor. An important fact occurred during the decade was that child labor became proportionally greater in urban in comparison with rural areas, and within this movement, child labor cases tended to focus more on metropolitan areas. In general, the worst forms of child labor declined over the decade as well. The face of the child or young person who exercises some of the worst forms of child labor is black , female and closer to 16 or 17 years old.

Among the multitude of interventions to address the worst forms of child labor (WFCL), one of the responses to the presence of WFCL has been the institution of child labor monitoring (CLM). While systems to systematically monitor children with respect to their exposure and risks have been implemented, the degree of their efficacy and ultimately their effect on the targeted populations begs academic scrutiny. This dissertation seeks to provide an empirical view of the community-level dynamics that emerge in response to a community-based CLM program and their effects, in turn, on the CLM itself. An embedded multiple case study methodology, surveying longitudinally at two points in time using a mix of purposive and probability sampling techniques, was employed for this study. Two communities, Ahokwa in the Western Region, and Dwease in the Ashanti Region of Ghana, were selected as cases. The study finds that between the two points of observation - before and after the introduction of CLM - a profound reduction of WFCL is observed in Dwease, whereas much less reduction was observed in Ahokwa. A point-by-point analysis within and between the two villages reveals that individual, social and institutional factors worked together to transform behavior in Dwease. The principal change catalysts in Dwease were (a) a heightened awareness of child work hazards and a deepened parental investment in child education working at the individual level, coupled with (b) new norms created by the town’s opinion leaders and the emergence of peer accountability at the social level, and (c) monitoring carried out by the Community Data Collection (CDC) and enforcement carried out by the Community Child Protection Committee (CCPC) - the two new institutions constituting CLM at the community-level. The underlying social dynamic proved to be decisive: a tipping point was crossed in Dwease whereby progressive opinion leaders in the community, who, once sensitized to recognize the pejorative effects of CL/WFCL, created new social norms and spurred a critical mass of community members to rid their community of CL/WFCL. This study shows that with sufficient local ownership, and if properly instituted, the tandem operation of child protection committees and child labor monitoring enables a community to effectively detect, police and mitigate the practice of child labor and WFCL. / acase@tulane.edu

The last few years witnessed a dramatic increase in the demand on high-rate reliable wireless communications. In order to meet these new requirements, resorting to Multiple-Input Multiple-Output (MIMO) techniques was inevitable as they may offer high-rate reliable wireless communications without any additional bandwidth. In the case where the transmitter does not have any prior knowledge about the channel state information, space-time coding techniques have proved to efficiently exploit the MIMO channel degrees of freedom while taking advantage of the maximum diversity gain. On the other hand, the ML decoding complexity of Space-Time Codes (STCs) generally increases exponentially with the rate which imposes an important challenge to their incorporation in recent communications standards. Recognizing the importance of the low-complexity criterion in the STC design for practical considerations, this thesis focuses on the design of new low-complexity Space-Time Block Codes (STBCs) where the transmitted code matrix can be expressed as a weighted linear combination of information symbols and we propose new codes that are decoded with a lower complexity than that of their rivals in the literature while providing better or slightly lower performance.

We consider the problem of scheduling a given set of tasks on multiple pro- cessors with predefined periods of unavailability, with the aim of minimizing the maximum completion time. Since this problem is strongly NP-hard, polynomial ap- proximation algorithms are being studied for its solution. Among these, the best known are LPT (largest processing time first) and Multifit with their variants. We give a Multifit-based algorithm, FFDL Multifit, which has an optimal worst- case performance in the class of polynomial algorithms for same-speed processors with at most two downtimes on each machine, and for uniform processors with at most one downtime on each machine, assuming that P 6= NP. Our algorithm finishes within 3/2 the maximum between the end of the last downtime and the end of the optimal schedule. This bound is asymptotically tight in the class of polynomial algorithms assuming that P 6= NP. For same-speed processors with at most k downtimes on each machine our algorithm finishes within ( 3 2 + 1 2k ) the end of the last downtime or the end of the optimal schedule. For problems where the optimal schedule ends after the last downtime, and when the downtimes represent fixed jobs, the maximum completion time of FFDL Multifit is within 3 2 or ( 3 2+ 1 2k ) of the optimal maximum completion time. We also give an LPT-based algorithm, LPTX, which matches the performance of FFDL Multifit for same-speed processors with at most one downtime on each machine, and is thus optimal in the class of polynomial algorithms for this case. LPTX differs from LPT in that it uses a specific order of processors to assign tasks if two processors become available at the same time. For a similar problem, when there is at most one downtime on each machine and no more than half of the machines are shut down at the same time, we show that a bound of 2 obtained in a previous work for LPT is asymptotically tight in the class of polynomial algorithms assuming that P 6= NP.

Wireless sensor networks provide a wide range of applications, such as environment surveillance, hazard monitoring, traffic control, and other commercial or military applications. The quality of service provided by a sensor network relies on its coverage, i.e., how well an event can be tracked by sensors. This research studies issues about sensor coverage: (1) how to optimally deploy new sensors in order to improve the coverage of an existing network, (2) how to properly measure the coverage when the path is a line. The best- and worst-case coverage problems that are related to the observability of a path are addressed and formulated into computational geometry problems. We prove that there exists a duality between the two coverage problems, and then solve the two problems together. The presented new-node placement algorithm is shown to deploy new nodes optimally in polynomial time. However, in some applications, such as highway monitoring and anti-missile interception systems, the trajectory of a target is linear but we can not find suitable coverage measurement for the straight-line path in previous research. Therefore, this research presents novel algorithms for coverage measurement of straight-line paths. Based on computational geometry and graph theory, we propose plane sweep algorithms to find the optimal straight-line paths for both the best-case and worst-case coverage problems in polynomial time. Both mathematical analysis and simulations are used to prove the optimality of our algorithms.

Food-borne illness is a significant burden both with regard to public health and financially. Efforts to reduce the level of food-borne illness continue to concentrate on the full food supply chain with particular regard given to Campylobacter, the most commonly reported zoonosis and the greatest burden to public health. The focus of this research is domestic food safety practises, where there is no regulation. Food safety is reliant on people’s knowledge or awareness, their ability to adopt safe food handling practises and for the correct behaviours to achieve this, to be routine. The elicitation of awareness and perceptions with regard to food safety are problematic due to the complexities of human nature, including the presence of several forms of bias, such as social desirability bias and optimistic bias. The research was designed in order to try to minimise such biases, whilst further understanding influences on food safety preparation behaviour. Food safety preparation behaviours and kitchen hygiene were investigated between people who had campylobacteriosis in comparison to people who had not had food poisoning. Whilst no difference was noted in the kitchen hygiene between the two groups, significant differences were noted in self-reported food preparation behaviours. Optimistic bias was exhibited by both groups but when tested again after six months had elapsed, the group who had not had food poisoning increased their optimism, introducing a significant difference in optimistic bias between the two groups. Awareness of a number of unsafe food behaviours was explored for individuals and groups of people using a method developed as part of the research. This method of hazard awareness uses video as a stimulus, creating an interactive survey, combined with attitudinal and demographic data. Changes were made to perceptions of knowledge and risk following the hazard perception challenge, with the number of hazards missed, influencing this movement in perception. The risk perception of unsafe food handling behaviours was examined using a novel technique Best-Worst Scaling, in order to identify relative risks. This technique, in conjunction with latent class modelling, demonstrated a difference in perceptions between food safety experts and members of the general public. However, these differences are nuanced and demonstrate that heterogeneity exists both within and across the groups. Taken together, these findings have extended the research on domestic food safety behaviour and risk perceptions. It has done so by developing and testing novel methods to elicit relative risk perceptions and hazard perception with regard to food safety behaviours. The results provide valuable evidence for stakeholders particularly with regard to the novel methods used in identifying the heterogeneity and influences of food safety behaviour between groups of people. It also provides important tools for stakeholders, risk managers and communicators to use in future research, communication and education.

Technology scaling to the nanometer levels has paved the way to realize multi-dimensional applications in a single product by increasing the density of the electronic devices on integrated chips. This has naturally attracted a wide variety of industries like medicine, communication, automobile, defense and even house-hold appliance, to use high speed multi-functional computing machines. Apart from the advantages of these nano-domain computing devices, their usage in safety-centric applications like implantable biomedical chips and automobile safety has immensely increased the need for comprehensive error analysis to enhance their reliability. Moreover, these nano-electronic devices have increased propensity to transient errors due to extremely small device dimensions and low switching energy. The nature of these transient errors is more probabilistic than deterministic, and so requires probabilistic models for estimation and analysis. In this dissertation, we present comprehensive analytic studies of error behavior in nano-level digital logic circuits using probabilistic reliability models. It comprises the design of exact probabilistic error models, to compute the maximum error over all possible input space in a circuit-specific manner; to study the behavior of transient errors in sequential circuits; and to achieve error mitigation through redundancy techniques. The model to compute maximum error, also provides the worst-case input vector, which has the highest probability to generate an erroneous output, for any given logic circuit. The model for sequential logic that can measure the expected output error probability, given a probabilistic input space, can account for both spatial dependencies and temporal correlations across the logic, using a time evolving causal network. For comprehensive error reduction in logic circuits, temporal, spatial and hybrid redundancy models, are implemented. The temporal redundancy model uses the triple temporal redundancy technique that applies redundancy in the input space, spatial redundancy model uses the cascaded triple modular redundancy technique that applies redundancy in the intermediate signal space and the hybrid redundancy techniques encapsulates both temporal and spatial redundancy schemes. All the above studies are performed on standard benchmark circuits from ISCAS and MCNC suites and the subsequent experimental results are obtained. These results clearly encompasses the various aspects of error behavior in nano VLSI circuits and also shows the efficiency and versatility of the probabilistic error models.