Horizon dependence of utility optimizers in incomplete models

Yu, Hang Carnegie Mellon University 2011 해외박사(DDOD)

The utility maximization of terminal wealth in continuous time has a long history. Literally hundreds of papers have studied many facets of such questions. Despite of the vast amount of literature, one aspect seems not well understood to date. That is the stability of the optimizers. To the best of my knowledge, only a few papers have been published on this topic, such as [3] and [21]. This document contains a paper that I participated in during my PhD research at Carnegie Mellon University. In this paper we studied the stability problem in time horizon of utility maximization in incomplete models. The question we were interested in was how the planning horizon affected the optimal investment decision. A shorter version of this thesis has been accepted for publication (jointly with my advisor Kasper Larsen) in Finance & Stochastics . The main contribution of this work is that we identified the models that fail to be stable and we also provided conditions preventing the existence of this phenomenon.

Photoproduction of eta and eta' mesons using CLAS at JLAB

Krahn, Zebulun A Carnegie Mellon University 2007 해외박사(DDOD)

This work represents the first Partial Wave Analysis(PWA) to emerge from the PWA program at Carnegie Mellon University. The focus of this particular analysis is photoproduced eta and eta' mesons. The data were obtained in Hall B at Jefferson Lab using a photon beam at an endpoint energy of 4.016 GeV in the spring and summer of 2004. The Hall B photon tagging system and the CLAS spectrometer were used to collect the data. From this data, and in the course of performing a partial wave analysis of the Neta and Neta' systems, measurements were made of the differential cross sections for eta and eta' photoproduction. The differential cross section measurements for the eta improve the statistics and slightly improve the kinematic range for world data. The results for the eta' represents an almost entirely new dataset which will allow for further analysis of the eta' meson. The results of this measurement for the eta' extend the statistics and kinematic range of world data dramatically.

Micromagnetic design, analysis, and optimization of 1 Tbit/square inch MFM-based scanning-probe storage device

El-Sayed, Rany Tawfik Carnegie Mellon University 2004 해외박사(DDOD)

In this research we have extensively analyzed and optimized the performance of MEMS-positioned, nonvolatile, re-writable, mass storage devices with MFM-based single-pole read/write magnetic tips currently under development at Carnegie Mellon University. This has been achieved through general design consideration investigation, analytical modeling, and through in-depth micromagnetic modeling and simulations. For micromagnetic modeling, two simulators were especially designed and built by the author to study and analyze the performance of the MFM-based MEMS-actuated mass storage device. The simulators have been tested and verified using the standard problem #1 proposed by the Micromagnetic Modeling Activity Group (muMAG) in the NIST Center for Theoretical and Computational Materials Science (CTCMS). In general design consideration investigation, many important concepts and observations have been developed. First, the tip field amplitude and gradient dependence on tip size has been studied. We then investigated MFM and deduced the concept of the "critical ring" which determines which ring of grains are the most influential on the overall force. We also investigated the equivalent demagnetization fields and introduced a "self-magnetization limit" guideline to be used in designing the most efficient media. We concluded the general design consideration analysis by studying the interaction between an ideal system of a tip and a media. By studying the optimum recording process through tip field gradient optimization, we were able to deduce a framework that relates the tip geometry with the media properties to produce the optimum theoretical SNR. Performance optimization for the single-layer media case has been extensively studied. Using the impulse-response and inverse-convolution technique, we deduced a novel tip trajectory for the optimum recording process. Detection/Recording heights that gives the best performance in terms of areal density and SNR were deduced. The medium structure is then optimized in terms of maximizing the SNR resulting in two structures namely, Co76Cr20Pt 4 and Co83Cr10Pt7. Four design points where deduced from these configurations showing areal densities of approximately 0.3 Tb/in2 with an overall SNR of 20--25 dB assuming 12 pN equivalent electronic noise. Dynamic monitoring of media reversal has revealed "ring effect" formation due to high demagnetization fields relative to the tip field. (Abstract shortened by UMI.).

Measuring and Modeling Security and Privacy Laws

Romanosky, Sasha Carnegie Mellon University 2012 해외박사(DDOD)

This manuscript presents empirical and analytical analysis and discussion of security and privacy laws. The introduction, together with the three substantive chapters each represent separate research papers written as partial fulfillment of my PhD dissertation in the Heinz College, Carnegie Mellon University. Chapter 2 is an abbreviated version of a paper coauthored with Alessandro Acquisti and published in the Berkeley Technology Law Journal (Romanosky and Acquisti 2009). The full paper examines three alternative policy interventions that can be applied to reduce the externalities caused by data breaches. Moreover, it examines the privacy costs through the lens of legal and economic theory. I would like to thank John Bagby, Fred Cate, Ben Edelman, Mark Melodia, and Alana Maurushat for their insightful comments and feedback, and Charlotte Chang, Varty Defterderian, Kristin Kemnitzer, and Peter Nagle for their editing. Chapter 3 empirically estimates the effect of data breach disclosure laws on identity theft. The paper from which it was drawn was coauthored with my advisors Rahul Telang and Alessandro Acquisti and was published in the Journal of Policy Analysis and Management (JPAM)1. I would like to thank Katrina Baum, Al Blumstein, Laura Dugan, Vasundhara Garg, John Hutchins, Jed Kolko, Thad Kousser, Anand Nandkumar, JJ Prescott, Peter Swire, and Ellerie Webber for their valuable suggestions. Rahul Telang acknowledges generous support of NSF (National Science Foundation) through the CAREER award grant CNS-0546009. Chapter 4 analytically examines disclosure laws and addresses the conditions under which mandatory disclosure could reduce social costs. It was coauthored with my advisor, Alessandro Acquisti, and Richard Sharp, a mathematician who authored the mathematical proofs. I would like to thank Nicolas Christin and participants of the Ninth Workshop on the Economics of Information Security for their comments and suggestions. Chapter 5 empirically examines US civil lawsuits relating to the loss or theft of personal information, and was coauthored with Alessandro Acquisti and David Hoffman of the Beasley School of Law at Temple University. This research was supported by Temple Law School's Conwell Corps Program. We would like to thank Antima Chakraborty, Carol Anne Donohoe, Ian Everhart, Caitlin Jones, Kevin Leary and Jake Oresick for their research assistance. We would also like to thank Paul Bond, Aaron Burnstein, Fainna Kagan, Amelia Haviland, Mark Melodia, Kristen Matthews, Peter Oh, Barrie Nault, David Navetta, Mohammad Rahman, Theresa Romanosky, Boris Segalis, Brendon Tavelli and 7 anonymous attorneys for their valuable insights and suggestions. Finally, I would like to acknowledge CyLab at Carnegie Mellon for their generous support for this research under grants DAAD19-02-1-0389 and W911NF-09-1-0273 from the Army Research Office. 1Romanosky, S., Telang, R. & Acquisti, A. (2011). Do Data Breach Disclosure Laws Reduce Identity Theft? Journal of Policy Analysis and Management, 30(2), 256-286. Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1268926.

Essays in education economics

Davis, Billie S Carnegie Mellon University 2013 해외박사(DDOD)

My dissertation examines the causes of, and one possible program to help alleviate, urban public school district enrollment decline. Enrollment decline has plighted many cities in the Northeast and Midwest over the past two decades, leading to financial struggles and, sometimes, large school closures or reorganizations. In Chapter 1, I describe how changing birth rates and regional migration have contributed to a decline in the number of school-age children in the Northeast and Midwest (NEMW) census regions of the United States. In Chapter 2, "Determinants of Urban Enrollment Decline", I show that competitive pressures from suburban, charter, and private schools have caused disproportionate enrollment losses in large urban public school districts. Specifically, I use a panel of data on public, charter, and private school enrollment and city characteristics to analyze the impact of metropolitan enrollment losses and substitution to charter and private schools on the urban core district's education "market share". Finally, in Chapter 31, "Bounding the Retention Effects of a Gifted Program Using a Modified Regression Discontinuity Design", we examine whether gifted programs can help urban districts retain students with higher ES backgrounds. Gifted programs often employ IQ thresholds for admission, with those above the threshold being admitted. These types of admission rules are often mandated by state rules and create strong incentives D manipulate the IQ score of students to increase access to the program. We propose two new tests that can be used to detect local manipulation of IQ scores. In the presence of local manipulation, the standard regression discontinuity estimator does not identify the local average treatment effect of the program. We show how to codify the approach to construct a lower bound for the effectiveness of the program. This lower bound can be estimated using a modified RD estimator. Our application uses a new and unique data set that is based on applications and admissions to the gifted program of an anonymous urban school district. Our point estimates suggest that there is a favorable effect on retention for students in higher SES households. 1Co-authored with John Engberg, a senior researcher at the RAND Corporation; Dennis Epple, the Thomas Lord Professor at Carnegie Mellon University; Holger Sieg, the J.M. Cohen Term Professor of Economics at the University of Pennsylvania; and Ron Zimmer, Associate Professor of Public Policy and Education at Vanderbilt University.

Adaptive binary search trees

Derryberry, Jonathan Carlyle Carnegie Mellon University 2009 해외박사(DDOD)

A ubiquitous problem in the field of algorithms and data structures is that of searching for an element from an ordered universe. The simple yet powerful binary search tree (BST) model provides a rich family of solutions to this problem. Although BSTs require O(lg n) time per operation in the worst case, various adaptive BST algorithms are capable of exploiting patterns in the sequence of queries to achieve tighter, input-sensitive, bounds that can be o(lg n) in many cases. This thesis furthers our understanding of what is achievable in the BST model along two directions. First, we make progress in improving instance-specific lower bounds in the BST model. In particular, we introduce a framework for generating lower bounds on the cost that any BST algorithm must pay to execute a query sequence, and we show that this framework generalizes previous lower bounds. This suggests that the optimal lower bound in the framework is a good candidate for being tight to within a constant factor of the optimal BST algorithm for each input. Further, we show that lower bounds in this framework are also valid lower bounds for instances of the partial-sums problem in a restricted model of computation, which suggests that augmented BSTs may be the most efficient way of maintaining sums over ranges of an array when the entries of the array can be updated throughout time. Second, we improve the input-sensitive upper bounds that are known to be achievable in the BST model by introducing two new BST algorithms, skip-splay and cache-splay. These two algorithms are the first BSTs that are known to have running times that have nontrivial competitiveness to Iacono's Unified Bound, which is a generalization of the dynamic finger and working set bounds. Skip-splay is a simple algorithm that is nearly identical to splaying, and it achieves a running time that is within additive O(lg lg n) per operation of the Unified Bound. Cache-splay is a slightly more complicated splay-based algorithm that is the first BST to achieve the Unified Bound to within a constant factor.

Characterization of High Entropy Alloys for Magnetocaloric Applications

Perrin, Alice E Carnegie Mellon University ProQuest Dissertations 2019 해외박사(DDOD)

Magnetocaloric refrigeration offers more energy efficiency than conventional gas compression refrigeration by up to 20%, and has the additional advantage of being environmentally friendly as it does not require the use of ozone depleting gases. The primary challenge in developing magnetocaloric refrigerators for commercial use is in developing suitable materials with large room temperature magnetocaloric effects. Critical rare earths metals (REs) and compounds have been studied because of their large magnetocaloric response and working temperatures close to room temperature. However, the scarcity, high price and corrosion of REs limit their commercial use, leading to the investigation of more sustainable transition metal-based alloys. I explore the possibility of developing high performance high entropy alloys for magnetocaloric applications, and my approach to this problem follows on the materials paradigm: 1) synthesis, 2) structure, 3) properties, and 4) performance. Synthesis requires determining the best conditions for producing the alloys in the proper form, and this is important both for the initial production of my bulk alloys through rapid solidification. The structure of high entropy alloys is necessarily a random distribution of atoms, and an investigation of the homogeneity of this condition through electron dispersive spectroscopy is vital for determining the stability of the alloy. I investigate the magnetic and thermal properties of these alloys both to assess their fitness for specific magnetocaloric applications, and also to better understand the relationship between their structure and properties. Mossbauer spectroscopy experiments for magnetic data was performed in collaboration with Monica Sorescu at Duquesne University. I extend this exploration through high pressure and low temperature studies to to develop a fundamental understanding of the magnetic interactions in these alloys, including a novel approach to visualizing exchange using the Bethe-Slater curve that explore the importance of considerations of the d-orbital extent on changes in exchange. High pressure magnetic measurements were performed in collaboration with Scott McCall at Lawrence Livermore National Lab. I began this study with a focus on performance in commercial refrigeration applications, but the complex magnetic and structural attributes of these materials require rigorous study for a better understanding of magnetic high entropy alloys, and this work contributes to this relatively unexplored but growing field.

Parallel-plate micro servo for probe-based data storage

Lu, Michael Shiang-Cheng Carnegie Mellon University 2002 해외박사(DDOD)

This thesis describes the use of closed-loop voltage control to extend the travel range of a parallel-plate electrostatic microactuator beyond the open-loop pull-in limit of one third of the gap. A general controller design procedure is presented to deal with the nonlinearities and unstable characteristic of the parallel-plate actuator. The resulting linear controller design is implemented easily for the desired application of a probe-based mass data storage device. In the envisioned data storage system, an array of parallel-plate tip actuators are employed to position the read/write probe tips about 10 nm away from the magnetic media for data access. Fabrication of tip actuators and servo and data channel circuits are conveniently integrated by use of the CMOS-MEMS micromachining process developed at Carnegie Mellon. Controller design ensures system stability in the presence of a unstable pole beyond the pull-in limit. Desired transient response is achieved by a pre-filter added in front of the feedback loop to shape the step input command. The fabricated microactuator is characterized by static and dynamic measurements, with a spring constant of 0.17 N/m, mechanical resonant frequency of 12.4 kHz, and effective damping ratio from 0.55 to 0.35 for gaps between 2.3 to 2.65 μm. The minimum input-referred noise capacitance change is 0.5 aF/√Hz measured at a gap of 5.7 μm, corresponding to a minimum input-referred noise displacement of 0.33 nm/√Hz. Measured closed-loop step response illustrates a maximum travel distance up to 60% of the initial gap with a rise time less than 5 ms.

Emergent architectures: A case study for outdoor mobile robots

Gowdy, Jay Willard Carnegie-Mellon University 2000 해외박사(DDOD)

Software reuse is a key issue in any long term software engineering endeavor, such as the ongoing development of robotics systems. Existing approaches to software reuse involve fixing part of the software landscape as a constant foundation to build upon. Some approaches fix the software architecture, i.e., how data flows through the system, and then allow the user to swap components in and out. Other approaches define a suite of stable components and interfaces which can be mixed, matched, and extended. All of these approaches assume that the key to software reuse is pervasive and long lasting standards. Unfortunately, in a young domain such as mobile robotics both software components and software architectures are items of research, and thus are in constant flux. This dissertation proposes the replacement of global, system-wide, permanent standards with local, transient standards in the form of reconfigurable interfaces. These interfaces are not simply libraries of system calls, but contain mediators and adapters which stand between a software module and the system architecture, providing a module with a locally stable view of the system in which it resides, translating the module's requests and notifications into the protocols and data flow of that particular architecture. This system of mediation facilitates the emergence of a system architecture from the current needs and requirements of the tasks, rather than forcing the a priori adoption of any single architecture. To demonstrate the feasibility of this approach, two very different robotic tasks were examined: first the implementation of a dedicated, high-speed road following system under Carnegie Mellon's NavLab project, and second the implementation of a multi-modal military reconnaissance vehicle for the Unmanned Ground Vehicle program. Radically different architectures and components emerge from the requirements of these two tasks and the current capabilities of the component modules, but it is demonstrated that reconfigurable interfaces allow the moving of critical code between the two without even recompilation. The mediating abilities of reconfigurable interfaces are provided without requiring any pervasive, long-lasting communications standards while only requiring the execution overhead of a few pointer dereferences. The emergent architecture approach acknowledges the inevitable fluidity of both robotic components and system architectures. The reconfigurable interfaces act as a buffer for change flowing from the bottom up or change flowing from the top down, thus allowing the concurrent development of modules and architectures. Reconfigurable interfaces enable a natural, incremental, and empirical approach to building robotic systems in which the ultimate system architecture is free to emerge from the current task requirements and component capabilities, and the component developers are free to make improvements in their modules without an overriding regard to the systems in which they reside.

A planar robot for high-performance manipulation

Quaid, Arthur E Carnegie-Mellon University 2000 해외박사(DDOD)

A novel planar robot is used to demonstrate that large numbers of axes are not required for effective manipulation, and that there can be strong advantages to eliminating excess degrees-of-freedom. This robot combines sub-micron precision with a meter-sized workspace, motions with velocities above 1 m/s, and accelerations several times that of gravity. It combines planar stepping motor (Sawyer motor) actuation technology with a compact, high-precision, high-bandwidth position sensor developed at Carnegie Mellon University. The actuator operation is experimentally characterized over the closed-loop operating regime using an automated experimental setup that incorporates a laser interferometer and load cell. Parametric models are constructed based on these experiments that allow autonomous calibration of the actuators and sensors. This calibration enables on-site calibration, improving the precision of both positioning and force output without requiring external measuring devices. Coupled with software-based calibrated models and commutation, the stepping motor actuators can be operated as servo motors, simplifying the controller design and eliminating the underdamped oscillation modes that limit the robustness of open-loop stepping operation. PD and PID controllers are used to demonstrate the performance improvements from closed-loop operation, which include improved repeatability (to sub-micron levels), fast settling times (20 ms), and a four-fold decrease in energy usage. The main application of interest for this robot is conveyance and fine motion control of subproducts in a rapidly-deployable assembly system called minifactory. This system requires low-DOF robotic agents to cooperatively perform higher-DOF tasks, coordinating their actions through optical endpoint sensing, networked communications, or the task dynamics. It also requires each robotic agent to be trustworthy to ensure system reliability. The performance and robustness of closed-loop operation is demonstrated with a high-speed wall-following task, a high-precision visually guided positioning task, and a dynamic visual tracking task. A mobile parts feeder is also presented. This application exploits the dynamic range of the planar robot, which allows for gross motion and precision positioning of the feeder as well as a high enough bandwidth to generate 30 Hz vibratory waveforms. This application makes good use of the limited travel rotational axis of the robot.