Asymptotic shape of the region visited by an Eulerian Walker

We study an Eulerian walker on a square lattice, starting from an initially randomly oriented background using Monte Carlo simulations. We present evidence that, that, for large number of steps $N$, the asymptotic shape of the set of sites visited by the walker is a perfect circle. The radius of the circle increases as $N^{1/3}$, for large $N$, and the width of the boundary region grows as $N^{\alpha / 3}$, with $\alpha = 0.40 \pm .05$. If we introduce stochasticity in the evolution rules, the mean square displacement of the walker, $\sim N^{2\nu}$, shows a crossover from the Eulerian ($\nu = 1/3$) to a simple random walk ($\nu=1/2$) behaviour.Comment: 7 pages, 11 figures, minor revision

Manipulating a single adsorbed DNA for a critical endpoint

We show the existence of a critical endpoint in the phase diagram of unzipping of an adsorbed double-stranded (ds) polymer like DNA. The competition of base pairing, adsorption and stretching by an external force leads to the critical end point. From exact results, the location of the critical end point is determined and its classical nature established.Comment: 6 pages, 5 figures, Published versio

Randomly forced DNA

We study the effect of random forces on a double stranded DNA in unzipping the two strands, analogous to the problem of an adsorbed polymer under a random force. The ground state develops bubbles of various lengths as the random force fluctuation is increased. The unzipping phase diagram is shown to be drastically different from the pure case.Comment: 4 figures, Published Versio

Network traffic data analysis

The desire to conceptualize network traffic in a prevailing communication network is a facet for many types of network research studies. In this research, real traffic traces collected over trans-Pacific backbone links (the MAWI repository, providing publicly available anonymized traces) are analyzed to study the underlying traffic patterns. All data analysis and visualization is carried out using Matlab (Matlab is a trademark of The Mathworks, Inc.). At packet level, we first measure parameters such as distribution of packet lengths, distribution of protocol types, and then fit following analytical models. Next, the concept of flow is introduced and flow based analysis is studied. We consider flow related parameters such as top ports seen, duration of the flow, distribution of flow lengths, and number of flows with different timeout values and provide analytical models to fit the flow lengths. Further, we study the amount of data flowing between source-destination pairs. Finally, we focus on TCP-specific aspects of captured traces such as retransmissions and packet round-trip times. From the results obtained, we infer the Zipf-type nature of distribution for number of flows, heavy-tailness of flow sizes and the contribution of well-known ports at packet and flow level. Our study helps a network analyst to farther the knowledge and helps optimize the network resources, while performing efficient traffic engineering

Hysteresis and nonequilibrium work theorem for DNA unzipping

We study by using Monte Carlo simulations the hysteresis in unzipping and rezipping of a double stranded DNA (dsDNA) by pulling its strands in opposite directions in the fixed force ensemble. The force is increased, at a constant rate from an initial value $g_0$ to some maximum value $g_m$ that lies above the phase boundary and then decreased back again to $g_{0}$. We observed hysteresis during a complete cycle of unzipping and rezipping. We obtained probability distributions of work performed over a cycle of unzipping and rezipping for various pulling rates. The mean of the distribution is found to be close (the difference being within 10%, except for very fast pulling) to the area of the hysteresis loop. We extract the equilibrium force versus separation isotherm by using the work theorem on repeated non-equilibrium force measurements. Our method is capable of reproducing the equilibrium and the non-equilibrium force-separation isotherms for the spontaneous rezipping of dsDNA.Comment: 8 figures, Final version to appear in Physical Review

Scalable ultra-sensitive detection of heterogeneity via coupled bistable dynamics

We demonstrate how the collective response of $N$ globally coupled bistable elements can strongly reflect the presence of very few non-identical elements in a large array of otherwise identical elements. Counter-intuitively, when there are a small number of elements with natural stable state different from the bulk of the elements, {\em all} the elements of the system evolve to the stable state of the minority due to strong coupling. The critical fraction of distinct elements needed to produce this swing shows a sharp transition with increasing $N$, scaling as $1/\sqrt{N}$. Furthermore, one can find a global bias that allows robust {\em one bit} sensitivity to heterogeneity. Importantly, the time needed to reach the attracting state does not increase with the system size. We indicate the relevance of this ultra-sensitive generic phenomenon for massively parallelized search applications.Comment: 4 Pages, 4 Figure

TRADE POLICY AND THE LABOR MARKET: EVIDENCE FROM KOREA

This dissertation investigates the effect of trade liberalization in a trading partner country on labor market outcomes, and the export wage premium. The first chapter studies the impact of trade liberalization in China on the firm-level skilled labor employment share in Korea. The second chapter examines the existence of the export wage premium. The third chapter explores the response of partner-country tariffs on productivity. My findings highlight the importance of partner-country trade liberalization in enhancing firm performance via productivity and share of skilled labor, and the existence of the export wage premium in Korea

Attachment Security among Toddlers: The Impacts of Supportive Coparenting and Father Engagement

The present study examined the longitudinal associations among supportive coparenting and father engagement during infancy and mother-child attachment at age three within an at-risk sample (N= 1371), using secondary data from Fragile Families and Child Wellbeing (FFCW) study. Mothers reported on coparenting and father engagement during the one-year phone interview and mother-child attachment was assessed using the Toddler Attachment Sort-39 (TAS-39) at age three during the three-year in-home interview. Findings suggest that supportive coparenting was significantly associated with higher levels of father engagement and more secure mother-child attachment relationship across three racial/ethnic groups including white, African American, and Hispanic. Interestingly, results also support racial/ethnic differences such that after controlling for child sex, infant temperament, family structure and maternal education, father engagement was a significant predictor of secure mother-child attachment only among Hispanic families. In addition, race/ethnicity moderated the link between supportive coparenting and father engagement such that the link was stronger among white families compared to minority families. Results highlight the significance of coparenting and father engagement in relation to mother-child attachment relationship. The implications of these findings for interventions targeting paternal engagement and coparenting among at-risk children are discussed

Implications of mutual funds’ ESG score on performance

There are conflicting economic theories on the implication of ESG criteria on fund perfor-mance. Previous academic research has mostly mixed returns in portfolio level studies on the relationship of ESG and performance. The mutual fund industry and ESG investing have both seen rapid growth in the recent years, increasing the importance to better understand the effects of ESG profile of mutual funds. Therefore, this thesis investigates impact of fund ESG ratings on the performance of the funds. The thesis uses ESG rating data from Morningstar and factor data from Kenneth R. French’s database. The data sample of the thesis consist of US based equity mutual funds that have received ESG rating from Morningstar between Jan-uary 1999 and October 2020. After excluding duplicate funds and deploying best-in-class and worst-in-class approach on top and bottom 20% funds based on Morningstar historic ESG rating, the sample consist of 326 mutual funds. To investigate risk-adjusted returns of high and low ESG fund portfolios, the monthly returns of the portfolios are analysed with the CAPM, Fama and French (1993) three-factor model, Fama and French (2015) five-factor model and Fama and French (2018) six-factor model. Mul-tiple factor models are considered to minimize the possibility of p-hacking which is argued by Revelli and Viviani (2015) to be one of the drivers of previous mixed results in the SRI portfo-lio performance literature. Moreover, to investigate previous evidence and theory on ESG implication during market downturns dummy variable depicting 10% of lowest market re-turns is introduced to the factor models. This thesis finds that low ESG rated funds have statistically significant negative abnormal re-turns during 1999 to 2020. The found significant negative abnormal return for the low ESG funds is monthly return of -0.282% For the high ESG rated funds statistically significant ab-normal returns cannot be found. Moreover, this thesis finds that high ESG funds outperform low ESG portfolios during the sample period. When introducing market downturn dummy variables, the models find positive alphas for high ESG and low ESG fund portfolios. However, the alphas are not statistically significant. Furthermore, the spread of high minus low ESG return with the dummy variable is positive and not statistically significant.Talouskirjallisuuden teorioissa on ristiriitaisia näkemyksiä ESG-tekijöiden vaikutuksessa rahas-tojen tuottoihin. Aiemmat tieteelliset tutkimukset ovat löytäneet sekalaisia tuloksia rahasto-jen ESG-profiilin ja tuottojen välisestä suhteesta. Rahastoala sekä ESG-sijoittaminen ovat kasvaneet nopeasti viime vuosien aikana, minkä takia tärkeys ymmärtää rahastojen ESG-profiilin vaikutuksia on kasvanut. Tämä tutkielma tutkii rahastojen ESG-luokituksien vaikutus-ta rahastojen tuottoihin. Tutkielmassa käytetään Morningstarin ESG-luokituksia sekä faktori-dataa Kenneth R. Frenchin tietokannasta. Tutkielman otantana käytetään yhdysvaltaisia oman pääoman rahastoja, jotka ovat saaneet ESG-luokituksen Morningstarilta tammikuu 1999 ja lokakuu 2020 välisenä aikana. Tutkielmassa käytetään paras luokassaan (best-in-class) ja huonoin luokassaan (worst-in-class) lähestymistapaa, missä ESG-luokituksen perusteella ylin sekä alin 20% rahastoista otetaan tarkasteluun. Nämä vahvimman ja heikoimman ESG-profiilin rahastoportfoliot pitävät sisällään yhteensä 326 rahastoa. Tutkielmassa rahastojen riskikorjattujen tuottojen analysoimiseksi käytetään CAPM, Fama ja French (1993) kolmen faktorin mallia, Fama ja French (2015) viiden faktorin mallia sekä Fama and French (2018) kuuden faktorin mallia. Usean faktorimallin käyttö vähentää mahdollisuut-ta p-hakkerointiin (p-hacking), joka on Revelli ja Viviani (2015) mukaan yksi syy aiempiin seka-laisiin tuloksiin vastuullisen sijoittamisen kirjallisuudessa. Tutkielma myös tutkii ESG:n vaiku-tuksia markkinoiden laskusuhdanteessa lisäämällä faktorimalleihin indikaattorimuuttujan (dummy-variable), joka kuvaa alhaisimman 10% markkinatuottoja. Tämän tutkielman perusteella alhaisen ESG-luokituksen rahastoilla on poikkeavaa negatiivista tuottoa 1999 ja 2020 välisenä aikana. Löydetty negatiivinen tuotto on -0.282% kuukaudessa. Korkean ESG:n rahastoissa ei löydetä tilastollisesti merkittävää poikkeavaa tuottoa. Korkean ja alhaisen ESG:n rahastojen vertailussa korkean ESG:n rahastoilla on parempi riskikorjattu tuotto. Markkinoiden laskusuhdanteen indikaattorimuuttujamallit tuottavat positiiviset alfat alhaisen sekä korkean ESG:n rahastoille. Lisäksi korkean ESG:n rahastojen alfat ovat suurem-pia alhaisen ESG:n rahastoihin verrattuna. Markkinoiden laskusuhdannefaktorimallien alfat eivät kuitenkaan ole tilastollisesti merkittäviä