Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing

This paper investigates computational and implementation issues for the valuation of options on three underlying assets, focusing on the use of the finite difference methods. We demonstrate that implicit methods, which have good convergence and stability prooperties, can now be implemented efficiently due to the recent development of techniques that allow the efficient solution of large and sparse linear systems. In the trivariate option valuation problem, we use nonstationary iterative methods (also called Krylov methods) for the solution of the large and sparse linear systems arising while using implicit methods. Krylov methods are investigated both in serial and in parallel implementations. Computational results show that the parallel implementation is particularly efficient if a fine grid space is needed.Multivariate option pricing, finite difference methods; Krylov methods; parallel Krylov methods

FOSTERING EMOTIONAL INTELLIGENCE FOR THE PROMOTION OF PSYCHOLOGICAL WELL-BEING IN CHILDHOOD

Given the increase of mental health problems in youth, the promotion of mental well-being and the prevention of psychological maladjustment have become fundamental health priorities. Although several initiatives have been developed both to enhance and assess adjustment-related variables in the developmental ages, some weaknesses in the design, assessment and implementation of previous intervention programmes precluded a consensus on their effectiveness and successful features. To address some of these weaknesses, this dissertation aims: to identify specific variables that can play a crucial role in determining psychological well-being of school-aged children, with a specific focus on Emotional Intelligence (EI) (Study 1); to strengthen EI by implementing a brief intervention programme targeted to primary-school children (Study 2); to develop a new questionnaire for the assessment of situational coping in childhood, valuable for measuring the effects of school-based intervention programmes and, more generally, for expanding the knowledge on the mechanisms underlying youth functioning (Study 3). As regards the first two studies, results suggest that, with respect of cognitive (e.g., verbal and non-verbal intelligence) and adjustment-related variables (e.g., emotional self-efficacy and coping), EI contributes significantly to psychological well-being of children, and that a brief and non-intensive EI school-based programme is effective in increasing emotional knowledge and basic emotional skills in preadolescents. As regards Study 3, since the contingencies related to the pandemic Covid-19 precluded to collect data for the validation of the new coping questionnaire, only a detailed description of the initial steps for its development has been given. This PhD project draws attention toward some of the relevant variables involved in the promotion of psychological well-being of children, and highlights the importance of both fostering EI skills through school-based intervention programmes and implementing new measures to advance the knowledge on processes of adjustment in youth.Given the increase of mental health problems in youth, the promotion of mental well-being and the prevention of psychological maladjustment have become fundamental health priorities. Although several initiatives have been developed both to enhance and assess adjustment-related variables in the developmental ages, some weaknesses in the design, assessment and implementation of previous intervention programmes precluded a consensus on their effectiveness and successful features. To address some of these weaknesses, this dissertation aims: to identify specific variables that can play a crucial role in determining psychological well-being of school-aged children, with a specific focus on Emotional Intelligence (EI) (Study 1); to strengthen EI by implementing a brief intervention programme targeted to primary-school children (Study 2); to develop a new questionnaire for the assessment of situational coping in childhood, valuable for measuring the effects of school-based intervention programmes and, more generally, for expanding the knowledge on the mechanisms underlying youth functioning (Study 3). As regards the first two studies, results suggest that, with respect of cognitive (e.g., verbal and non-verbal intelligence) and adjustment-related variables (e.g., emotional self-efficacy and coping), EI contributes significantly to psychological well-being of children, and that a brief and non-intensive EI school-based programme is effective in increasing emotional knowledge and basic emotional skills in preadolescents. As regards Study 3, since the contingencies related to the pandemic Covid-19 precluded to collect data for the validation of the new coping questionnaire, only a detailed description of the initial steps for its development has been given. This PhD project draws attention toward some of the relevant variables involved in the promotion of psychological well-being of children, and highlights the importance of both fostering EI skills through school-based intervention programmes and implementing new measures to advance the knowledge on processes of adjustment in youth

Conselho de saúde como exercício de cidadania

Trabalho apresentado no II Congresso Nacional do PROJETO RONDON, realizado em Florianópolis, SC, no período de 23 a 25 de setembro de 2015 - Universidade Federal de Santa Catarina.O objetivo da oficina intitulada: “Conselho de Saúde como Exercício de Cidadania” realizada durante a operação Itacaiúnas, no período de 17 de julho à 02 de agosto de 2015 foi de aprofundar o conhecimento sobre o Sistema Único de Saúde (SUS) e despertar na população a importância da participação nos conselhos de saúde. Aconteceu através de roda de conversa com sorteio de palavras-chave, trabalho em grupos menores para discutir problemas enfrentados e possíveis soluções, com exposição para os presentes. Percebeu-se que nem todos conceitos referentes ao SUS eram bem estabelecidos, no entanto a discussão foi proveitosa no sentido de solidificar este entendimento. Os desafios destacados pelos grupos eram praticamente os mesmos e os participantes perceberam que podem contribuir no enfrentamento destas questões. A oficina foi uma oportunidade de consolidação de conhecimento e reforço da importância da participação popular nas decisões referentes à saúde pública, através dos conselhos de saúde

A Mechanical Mapping Model for Real-Time Control of a Complex Physical Modelling Synthesis Engine with a Simple Gesture

This paper describes the design and control of a digital synthesis engine developed to imitate the sound of an acoustic wind machine, a historical theatre sound effect first designed inthe nineteenth century. This work is part of an exploration of the potential of historical theatre sound effects as a resource for Sonic Interaction Design (SID). The synthesis engine is based on a physical model of frictionand is programmed using the Sound Designer’s Toolkit (SDT) suite of physical modelling objects in Max/MSP. The program is controlled in real-time with a single stream of rotation data from a rotary encoder and Arduino, with complexity achieved through a mapping strategy that recreates the mechanical process at the heart of the acoustic wind machine’s sound production. The system is outlined, along with a discussion of the possible application of this approach to the modeling of other historical theatre sound effect

Design Thinking and Participation: Lessons Learned from Three Case Studies

This paper examines how design thinking and serious games approaches can be used to support participation through the analysis of three case studies. Indeed we will analyze these approaches in three different contexts: (i) a state-owned multi-utilities company; (ii) a political party; (iii) an information system strategic committee. Our analysis framework relies on the concepts of "perceived usefulness" and "perceived ease of use" and we will use it to discuss the lessons learned. Our main finding is that these approaches really contributing in making complex and abstract matters more "tangible" and thus understandable.participation; design thinking; serious games; case study; perceived usefulness

‘Listening back’ : exploring the sonic interactions at the heart of historical sound effects performance

The cinematic sound design practice of Foley developed from a rich history of performative sound design through materials, objects and mechanical devices created for theatrical performance, magic lantern shows and silent cinema screenings in the late nineteenth and early twentieth century. Now, as virtual and digital methods become available in film sound design production, it is time to evaluate the contribution of these historical sound design methods through the discipline of Sonic Interaction Design (SID). Exploring the use of everyday objects and sound effects devices in the creation of a soundtrack allows us to ‘listen’ back and forward simultaneously. Our knowledge of historical sound practice can be updated and new practices can be generated, at the same time deepening our understanding of sound for screen that is performative in nature. This article investigates the interactivity inherent in historical sound effects performance through a case study of a mechanical and digital wind machine reconstruction, and explores its potential to inform new interactive digital methods for sound design

A toolkit for interactive sonification

Presented at the 10th International Conference on Auditory Display (ICAD2004)This paper describes work-in-progress on an Interactive Sonification Toolkit which has been developed in order to aid the analysis of general data sets. The toolkit allows the designer to process and scale data sets, then rapidly change the sonification method. The human user can then interact with the data in a fluid manner, continually controlling the position within the set. The interface used by default is the computer mouse, but we also describe plans for multiparametric interfaces which will allow real-time control of many aspects of the data. Early results of interactive sonic analysis of two example domains are described, but extensive user tests are being planned

An Acoustic Wind Machine and its Digital Counterpart : Initial Audio Analysis and Comparison

As part of an investigation into the potential of historical theatre sound effects as a resource for Sonic Interaction Design (SID), an acoustic theatre wind machine was constructed and analysed as an interactive sounding object. Using the Sound Designer’s Toolkit (SDT), a digital, physical modelling- based version of the wind machine was programmed, and the acoustic device fitted with a sensor system to control the digital model. This paper presents an initial comparison between the sound output of the acoustic theatre wind machine and its digital counterpart. Three simple and distinct rotational gestures are chosen to explore the main acoustic parameters of the output of the wind machine in operation: a single rotation; a short series of five rotations to create a sustained sound; and a longer series of ten rotations that start at speed and diminish in energy. These gestures are performed, and the resulting acoustic and digital sounds recorded simultaneously, facilitating an analysis of the temporal and spectral domain in Matlab of the same real-time performance of both sources. The results are reported, and a discussion of how they inform further calibration of the real-time synthesis system is presented

The sonic carpet: Real-time feedback of energy consumption and emission data through sonic interaction design

Presented at the 27th International Conference on Auditory Display (ICAD 2022) 24-27 June 2022, Virtual conference.As buildings become increasingly automated and energy efficient, the relative impact of occupants on the overall building carbon footprint is expected to increase. Research shows that by changing occupant behaviour energy savings between 5 and 15 % could be achieved. A commonly used device for energy-related behaviour change is the smart meter, a visual-based interface which provides users with data about energy consumption and emissions of their household. This paper approaches the problem from a Sonic Interaction Design point of view, with the aim of developing an alternative, sound-based design to provide feedback about some of the data usually accessed through smart meters. In this work, we experimented with sonic augmentation of a common household object, a door mat, in order to provide a non-intrusive everyday sonic interaction. The prototype that we built is an energy-aware sonic carpet that provides real-time feedback on home electricity consumption and emissions through sound. An experiment has been designed to evaluate the prototype from a user experience perspective, and to assess how users understand the chosen sonifications

The sonification of EMG data

Presented at the 12th International Conference on Auditory Display (ICAD), London, UK, June 20-23, 2006.This paper describes the sonification of electromyographic (EMG) data and an experiment that was conducted to verify its efficacy as an auditory display of the data. A real-time auditory display for EMG has two main advantages over the graphical representation: it frees the eyes of the analyst, or the physiotherapist, and it can be heard by the patient too who can then try to match with his/her movement the target sound of a healthy person. The sonification was found to be effective in displaying known characteristics of the data. The `roughness' of the sound was found to be related to the age of the patients. The sound produced by the sonification was also judged to be appropriate as an audio metaphor of the data it displays; a factor that contributes to its potential to become a useful feedback tool for the patients