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Published: 11 March 2023

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1

Brown, Andrew. "Analysis and modelling for CRESST II." Thesis, University of Oxford, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568066.

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The dark matter search CRESST-II completed its most recent run, Run 32, in 2011. Compared to previous runs, the quantity of data taken in this run increased , significantly. In this work, Oxrop, analysis software in use within the CRESST collaboration, is upgraded to analyse this new data. At the same time, Oxrop's internal structure is improved so that it can now handle data from detectors across different experiments consistently. This upgrade was performed with a view to developing Oxrop's candidacy for use with EURECA, a future dark matter experiment. Oxrop is then used to model CRESST-II data .. First, light detector response to scintillation light produced in y interactions in CRESST -Il' s target crystals is examined. A factor influencing detector efficiency is the time constant of scintillation light production, and this light detector examination is performed with a view to extracting the scintillation time constants of the target crystals. A simple model of light detector response of one exponential rise and two exponential decay times is initially considered. It is shown that this simple model does not closely match the light detector response to y interactions in the crystal scintillator. Empirical extensions to this expected model are then made, allowing for additional decay times. These extensions allow the light detector response to crystal scintillator interactions to be well modelled, and allow estimates of the millikelvin y scintillation time of Ca W04 and Zn W04. This model is then also applied to X-ray interactions directly in the light detectors. It is seen that, even with these model extensions, interactions directly in the light detector still show significant tension with the applied model. This implies that direct calibration of light detectors with X-rays is not possible without a further understanding of light detector response, or that future direct calibrations should be done with optical photons. Position dependent effects in Run 32 calibration data are then studied. A phenomenon that has previously been considered as unrelated to position dependence, the anti-correlation effect between phonon and light detector signals, is shown to exhibit a position dependent effect in at least one lightjphonon detector pair under study. Additionally, the collection efficiency of the light detector is shown to be related to the mean interaction position. Collection efficiency is found to reduce when mean interaction position is close to the cylindrical surfaces of CRESST's Ca W04 target crystals. The magnitude of the difference in light collection: efficiency between surface and bulk interactions is also seen to be correlated with high energy light detector resolution. The WIMP-nucleon cross section limits resulting from the CRESST-II commissioning run (2007) are also reanalysed in this work. The original analysis of the commissioning run accounted only for tungsten recoils in the Ca W04 crystals used in CRESST - II. Here, interactions from calcium and oxygen nuclei are also accounted for. The resulting WIMP-nucleon cross section limits were improved at light WIMP masses -0(10 GeV j c2). These limits show a mild tension with a recent dark matter analysis of Run 32, particularly for WIMP masses below 10 GeV j c2. Possible causes of this tension are discussed
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2

Cozzini, Cristina. "CRESST dark matter search with cryogenic calorimeters." Diss., [S.l.] : [s.n.], 2003. http://edoc.ub.uni-muenchen.de/archive/00001299.

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3

Tolhurst, Adam James Barnaby. "OxRop : data analysis software for CRESST-II." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.491756.

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Dark matter forms the dominant contribution to the matter density of the universe, and a host of experiments aim to detect the favoured dark matter e candidate, the Weakly Interacting Massive Particle (WIMP). Currently operating i experiments, such as CRESST-II (Cryogenic Rare Event Search with Superconducting Thermometers), have not yet detected WIMPs. The drive to increase sensitivity has inspired the design of tonne scale experiments with thousands of detector channels. OxRop is a new software framework built for the analysis of data from one such next generation WIMP search experiment, EURECA, and has been designed to accommodate the vast increase in data volume anticipated. An exposition of OxRop's design and implementation is given, along with the mathematical foundations of key analysis tools. To verify OxRop's capabilities, a re-analysis of CRESST data has been performed, '~. - j confirming the previously published discovery of the alpha decay of tungsten- 180. Measurements of the half life and Qvalue of the decay, 1.5 ±0.4 x 1018. years and 2514 ±1 keY respectively, are consistent with those published. OXRop has also been applied to recent data from the upgraded CRESST-II experiment. A new upper limit on the WIMP-nucleon spin independent cross section with a minimum of 6 x 10-7 pb has been found.
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4

Marchese, J. T. "Background studies for the CRESST dark matter search." Thesis, University of Oxford, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.365695.

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5

Schnagl, Johann. "Entwicklung von Lichtdetektoren mit Phononenkollektoren für das CRESST-Experiment." [S.l. : s.n.], 2001. http://deposit.ddb.de/cgi-bin/dokserv?idn=962129488.

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6

Keeling, Robert Owen. "Studies of scintillators for the CRESST dark matter search." Thesis, University of Oxford, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.270270.

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7

DI, LORENZO STEFANO. "Multiple detector analysis in the CRESST Dark Matter experiment." Doctoral thesis, Gran Sasso Science Institute, 2020. http://hdl.handle.net/20.500.12571/15361.

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During the past century, from the first observation of the velocity anomalies in the Coma Cluster made by Zwicki, several observational evidences were collected at both galactic and cosmological scale that the a large amount of matter in our universe is dark. The most recent results of the Planck mission measured the ratio between ordinary matter and dark matter to be around 5. Still the nature of dark matter, despite the significant effort of the scientific community, remains unknown. The CRESST (Cryogenic Rare Event Search with Superconducting Thermo- meters) experiment based at the underground facility of the Laboratori Nazion- ali del Gran Sasso (LNGS) is one of the most sensitive experiments aiming at the direct detection of dark matter particles via elastic scattering off nuclei in CaWO4 scintillating crystals. The CRESST crystals are operated as cryogenic calorimeters, each equipped with a cryogenic light detector for the detection of the scintillation light coming from the crystals. When a particle interacts inside the detector produces a phonon and a light signal; the latter is used to discriminate nuclear recoils, possibly induced by dark matter scattering, from electron recoils induced by the dominant electron/gamma background. Defining the Light Yield as the ratio between the energy measured in the light channel and the one measured in phonon channel, it is possible to establish regions (bands) where the different interactions are expected. The results of CRESST Run 32 showed an excess of events in the acceptance region that could not be explained in therms of known backgrounds. Interpreting these events as a dark matter signal, under the most standard assumptions for the galactic dark matter halo, identifies regions in the cross-section vs mass parameters space compatible with the observation. In the following CRESST physics run, thanks to a substantial global background reduction, it was possible to partially exclude the dark matter interpretation of the excess of events. This work aims to test with a high statistic the CRESST run 32 excess, to prove (and possibly exclude) the dark matter interpretation. The analysis is per- formed on the full dataset collected during Run 33 using a Likelihood approach to combine the data from multiple detectors. For this purpose data collected during CRESST Run 33 were used. These data, acquired between July 2013 and August 2015, provide a very large exposure, of the order of 130 kg·day for each detector, allowing to achieve an improvement of the the CRESST exclusion limit for dark matter masses above 1 GeV/c2. The description of the CRESST experimental framework in which the ana- 4 lysis has been portrayed, together with all the steps of the analysis workflow needed to go from the collected raw data to the fit of the bands in the Light Yield - Energy plane are described. The steps needed for extending the range of the detector, the operations necessary for the energy calibration, alongside the different cuts to remove pile-up and spurious events for the different detectors are thoroughly discussed. The relevant parameters for the electron/gamma and nuclear recoil bands that are used to produce the exclusion limit are computed for each individual detector. The exclusion limit is computed in this work with an Extended Maximum Likelihood approach, which allows to combine the data of multiple detectors and benefit of the cumulative exposure. The final part of the thesis focuses on comparisons with previous results and possible future improvements. The exclusion of the dark matter interpretation of the excess observed in Run 32 is discussed.
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8

Stark, Michael. "Detektoren mit effizienter und schneller Phononensammlung für das CRESST-Experiment." [S.l. : s.n.], 2005. http://deposit.ddb.de/cgi-bin/dokserv?idn=974914304.

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9

Henry, S. A. "The 66-channel readout for the CRESST dark matter search." Thesis, University of Oxford, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.400137.

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10

OLMI, MIRIAM. "Exploring the Inelastic Dark Matter frontier with the CRESST experiment." Doctoral thesis, Gran Sasso Science Institute, 2020. http://hdl.handle.net/20.500.12571/9945.

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The quest for the nature of dark matter (DM) is one of the most fundamental in today’s physics research. Until today the existence of DM is inferred by indirect (gravitational) effects. The best interpretation to date of these observations is the existence of new massive particles with an interaction cross section at the (sub)weak scale. This explanation sets some strict requests for the DM candidate (cold, stable and interacting only gravitationally and sub-weak) but leaves a wide range of properties completely unconstrained. The most commonly searched dark matter candidate, the WIMP (Weak Interacting Massive Particle), is only one among all the possible candidates to solve the DM puzzle. One interesting possibility, explored in many theoretical frameworks, is that dark matter predominantly scatters inelastically off nuclei, causing the DM particle to up-scatter into an excited state. In the work of Bramante et al. [1] the inelastic scattering framework is widely investigated with a particular focus on the available kinematic phase space depending on the target nucleus. This article pointed out that, for a fixed dark matter mass, the heavier the target mass the larger mass splitting will be accessible. Among all the direct dark matter searches CRESST [2] (Cryogenic Rare Event Search with Superconducting Thermometer) is the most suitable for probing the inelastic dark matter (iDM) scenario, being tungsten the heaviest target element used in such experiments at present. CRESST is one of the leading experiments for a light direct dark matter search. Located at the Laboratori Nazionali del Gran Sasso (Abruzzo, Italy), CRESST target consists of arrays CaWO4 crystals operated at a temperature of few mK. For each crystal both the phonon and light signal produced by a particle interaction are detected, allowing particle identification as well as a precise energy measurement. In this PhD thesis the analysis of CRESST data in the framework of the inelastic dark matter scenario is presented. This work is focused on the combination of the results from multiple detector modules to exploit the total exposure of the experiment. Due to kinematic reasons, the iDM is characterised by a suppressed effective DM-nuclear scattering rate and a minimum recoil energy in the detector, corresponding to the minimum required energy for inelastic DM-nuclear collisions to happen. In light of these considerations, CRESST-II [3] phase 2 data have been chosen for this analysis instead of more recent data in order to increase the total exposure available. The target mass of a CRESST-II detector is more than 10 times larger than the one of CRESST-III detector leading to a gross exposure of ∼ 160 kg d for each detector module in the data taking campaign considered in this work. In the manuscript the raw data analysis procedures, which require in this case optimizing calibration and linearisation of the individual detector response for a non-standard region of interest, are described in detail. Particular attention is devoted to the explanation of the data quality selections performed on the background data to remove all the signals due to nonphysical processes. This procedure is not trivial because each detector has an individual behaviour and specific populations of events that need to be understood and associated with the physical/non-physical process that caused them. A blind analysis is performed using a small part of the data set (∼ 20%) as training data to define all the selections. These are then applied blindly to the full data set avoiding any unwanted bias. For all detector modules a dedicated simultaneous fit of the energy spectra measured by the phonon and light detector has been performed to optimise particle identification and thus improve background discrimination. The expected iDM spectrum in the CRESST modules has been produced and compared with the measured one for each module and the exclusion limit on the iDM cross section was obtained for each module. The background discrimination performances as well as the exclusion limit of each detector have been evaluated carefully and only the most suitable modules have been selected for the final combined analysis. Finally the results obtained with the chosen detectors have been combined. With the resulting enhanced exposure obtained from CRESST-II phase 2 data the final exclusion limit on the inelastic dark matter cross section is given.
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11

Wulandari, Hesti R. T. "Study on neutron induced background in the dark matter experiment CRESST." [S.l. : s.n.], 2003. http://deposit.ddb.de/cgi-bin/dokserv?idn=969392664.

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12

Imber, J. E. "New Electronics and Results from the CRESST-II Dark Matter Search." Thesis, University of Oxford, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.526067.

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13

McGowan, Richard. "Data analysis and results of the upgraded CRESST dark matter search." Thesis, University of Oxford, 2010. http://ora.ox.ac.uk/objects/uuid:c5299add-8aa2-4633-9fd6-3ab05ec84e89.

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CRESST has an established analysis procedure to evaluate the energy of the events it detects, in an attempt to detect WIMP dark matter. It was shown that unless eight classes of contaminant event were removed prior to this analysis, the output energy spectrum would be significantly biased. For both scientific and practical reasons, the removal process should be blind, and a series of cuts were developed to flag these events automatically, without removing any true events. An event simulation package was developed to optimise these cuts. It was shown that noise fluctuations could also reduce CRESST’s sensitivity, so a noise-dependent acceptance region was introduced to resolve this. The upgraded CRESST experiment included a new electronics system to provide heating and bias currents for 66 detectors. This system was integrated into the CRESST set-up, and it was shown that the electronics contributed no extra noise to the detectors. Data with an exposure of 50 kg days were analysed using the cuts and the noise-dependent acceptance. The cuts were successful, with no contaminant event retained and a live time reduction of just 2.3%. The data were used to set an upper limit on the WIMP-nucleon cross section for elastic scattering with a minimum of 6.3 × 10^(−7) pb at a WIMP mass of 61 GeV. This is a factor of 2.5 better than the previous best CRESST limit.
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14

Pfister, Sebastian Emanuel [Verfasser]. "Suche nach Dunkler Materie mit dem CRESST-II-Experiment / Sebastian Emanuel Pfister." München : Verlag Dr. Hut, 2010. http://d-nb.info/1009972944/34.

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15

Rottler, Klemens [Verfasser], and Josef [Akademischer Betreuer] Jochum. "Muons in the CRESST Dark Matter Experiment / Klemens Rottler ; Betreuer: Josef Jochum." Tübingen : Universitätsbibliothek Tübingen, 2014. http://d-nb.info/1196801460/34.

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16

Schmaler, Jens Michael [Verfasser]. "The CRESST Dark Matter Search – New Analysis Methods and Recent Results / Jens Schmaler." München : Verlag Dr. Hut, 2010. http://d-nb.info/1009972839/34.

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17

Schipperges, Vincent Paul Hsien-Shih [Verfasser]. "Non-Standard Search for Dark Matter with CRESST / Vincent Paul Hsien-Shih Schipperges." Tübingen : Universitätsbibliothek Tübingen, 2020. http://d-nb.info/1219903655/34.

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18

Schipperges, Vincent [Verfasser]. "Non-Standard Search for Dark Matter with CRESST / Vincent Paul Hsien-Shih Schipperges." Tübingen : Universitätsbibliothek Tübingen, 2020. http://d-nb.info/1219903655/34.

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19

Scholl, Stephan Michael [Verfasser], and Josef [Akademischer Betreuer] Jochum. "Simulation des Neutronenuntergrundes für das CRESST - II Experiment / Stephan Michael Scholl ; Betreuer: Josef Jochum." Tübingen : Universitätsbibliothek Tübingen, 2011. http://d-nb.info/1162627042/34.

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20

Ninković, Jelena. "Investigation of CaWO4 crystals for simultaneous phonon-light detection in the CRESST dark matter search." [S.l.] : [s.n.], 2005. http://deposit.ddb.de/cgi-bin/dokserv?idn=974435767.

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21

Bavykina, Irina. "Investigation of ZnWO4 and CaMoO4 as target materials for the CRESST-II dark matter search." Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-109464.

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22

Strandhagen, Christian [Verfasser], and Josef [Akademischer Betreuer] Jochum. "Search for Low-Mass Dark Matter with the CRESST-II Experiment / Christian Strandhagen ; Betreuer: Josef Jochum." Tübingen : Universitätsbibliothek Tübingen, 2017. http://d-nb.info/1165310104/34.

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23

Bertoldo, Elia [Verfasser], and Otmar [Akademischer Betreuer] Biebel. "Development of new cryogenic detectors to extend the physics reach of the CRESST experiment / Elia Bertoldo ; Betreuer: Otmar Biebel." München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2020. http://d-nb.info/1226092578/34.

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24

Kiefer, Michael [Verfasser], Allen C. [Akademischer Betreuer] Caldwell, and Lothar [Akademischer Betreuer] Oberauer. "Improving the Light Channel of the CRESST-II Dark Matter Detectors / Michael Kiefer. Gutachter: Lothar Oberauer. Betreuer: Allen C. Caldwell." München : Universitätsbibliothek der TU München, 2012. http://d-nb.info/1022683942/34.

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25

Reindl, Florian [Verfasser], Stefan [Akademischer Betreuer] [Gutachter] Schönert, Gilles [Gutachter] Gerbier, and Hubert [Gutachter] Kroha. "Exploring Light Dark Matter With CRESST-II Low-Threshold Detectors / Florian Reindl. Betreuer: Stefan Schönert. Gutachter: Stefan Schönert ; Gilles Gerbier ; Hubert Kroha." München : Universitätsbibliothek der TU München, 2016. http://d-nb.info/1110014880/34.

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26

Tanzke, Anja [Verfasser], Allen [Akademischer Betreuer] [Gutachter] Caldwell, and Stefan [Gutachter] Schönert. "Low-Threshold Detectors for Low-Mass Direct Dark Matter Search with CRESST-III / Anja Tanzke ; Gutachter: Allen Caldwell, Stefan Schönert ; Betreuer: Allen Caldwell." München : Universitätsbibliothek der TU München, 2017. http://d-nb.info/1125627115/34.

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27

Sivers, Moritz von [Verfasser], Lothar [Akademischer Betreuer] Oberauer, and Hubert [Akademischer Betreuer] Kroha. "Scintillating CaWO4 Crystals for the Direct Dark Matter Search Experiments CRESST and EURECA / Moritz von Sivers. Gutachter: Lothar Oberauer ; Hubert Kroha. Betreuer: Lothar Oberauer." München : Universitätsbibliothek der TU München, 2014. http://d-nb.info/1054753040/34.

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28

Schäffner, Karoline Julia [Verfasser], Franz [Akademischer Betreuer] Pröbst, Allen C. [Akademischer Betreuer] Caldwell, and Stefan [Akademischer Betreuer] Schönert. "Study of Backgrounds in the CRESST Dark Matter Search / Karoline Julia Schäffner. Gutachter: Stefan Schönert ; Allen C. Caldwell. Betreuer: Franz Pröbst ; Allen C. Caldwell." München : Universitätsbibliothek der TU München, 2013. http://d-nb.info/1047678845/34.

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Ferreiro, Iachellini Nahuel [Verfasser], and Otmar [Akademischer Betreuer] Biebel. "Increasing the sensitivity to low mass dark matter in CRESST-III with a new DAQ and signal processing / Nahuel Ferreiro Iachellini ; Betreuer: Otmar Biebel." München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2019. http://d-nb.info/1180981863/34.

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30

Wüstrich, Marc [Verfasser], Stefan [Akademischer Betreuer] Schönert, Hubert [Gutachter] Kroha, and Stefan [Gutachter] Schönert. "Improving Particle Discrimination and Achieving a 4π-Veto Detector Concept for the CRESST Experiment / Marc Wüstrich ; Gutachter: Hubert Kroha, Stefan Schönert ; Betreuer: Stefan Schönert." München : Universitätsbibliothek der TU München, 2020. http://d-nb.info/1205462937/34.

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31

Zöller, Andreas Josef [Verfasser], Lothar [Akademischer Betreuer] [Gutachter] Oberauer, and Allen [Gutachter] Caldwell. "Artificial Neural Network Based Pulse-Shape Analysis for Cryogenic Detectors Operated in CRESST-II / Andreas Josef Zöller ; Gutachter: Allen Caldwell, Lothar Oberauer ; Betreuer: Lothar Oberauer." München : Universitätsbibliothek der TU München, 2016. http://d-nb.info/1116604353/34.

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32

Münster, Andrea Ruth [Verfasser], Stefan [Akademischer Betreuer] [Gutachter] Schönert, and Shawn [Gutachter] Bishop. "High-Purity CaWO4 Single Crystals for Direct Dark Matter Search with the CRESST Experiment / Andrea Ruth Münster ; Gutachter: Stefan Schönert, Shawn Bishop ; Betreuer: Stefan Schönert." München : Universitätsbibliothek der TU München, 2017. http://d-nb.info/1147968233/34.

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33

Bauer, Philipp Martin Michael [Verfasser], Stefan [Akademischer Betreuer] Schönert, Hubert [Gutachter] Kroha, and Stefan [Gutachter] Schönert. "Data Analysis for the CRESST Experiment: New Methods, improved Alpha Analysis, and Results on Light Dark Matter and Backgrounds / Philipp Martin Michael Bauer ; Gutachter: Hubert Kroha, Stefan Schönert ; Betreuer: Stefan Schönert." München : Universitätsbibliothek der TU München, 2020. http://d-nb.info/1216242496/34.

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34

Strauß, Raimund Johann [Verfasser], Franz von [Akademischer Betreuer] Feilitzsch, and Siegfried [Akademischer Betreuer] Bethke. "Energy-Dependent Quenching Factor Measurements of CaWO4 Crystals at mK Temperatures and Detector Prototypes for Direct Dark Matter Search with CRESST / Raimund Johann Strauß. Gutachter: Franz von Feilitzsch ; Siegfried Bethke. Betreuer: Franz von Feilitzsch." München : Universitätsbibliothek der TU München, 2013. http://d-nb.info/1043317287/34.

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35

ZEMA, VANESSA. "Unveiling the Nature of Dark Matter with Direct Detection Experiments." Doctoral thesis, Gran Sasso Science Institute, 2020. http://hdl.handle.net/20.500.12571/9943.

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The desire of discovery is an anthropic need which characterises and connects the human being over the eras. In particular, observing the sky is an instinctive drive exerted by the curiosity of the mysteries which it retains. At the present time, the tremendous advances in the exploration of space have opened even more challenges than back in the days. One of the most urgent question is unveiling the nature of dark matter (DM). As stated by Neta A. Bahcall (Professor at Princeton University), "Cosmology has revealed an amazing universe, filled with a "dark sector" that composes 95% of the energy density of our cosmos [...]" (Dark matter universe, PNAS, 2015). About one-third of this dark sector is associated to an invisible and still undetected form of matter, the so-called dark matter, whose gravitational effect manifests at all cosmological scales. Both theoretical and experimental observations based on ordinary gravity reinforced the evidences for the existence of DM, since its first appearance in the pioneering calculations of F. Zwicky (1933). This PhD project explores the hypothesis that DM is made of new particles beyond the standard model. More specifically, it focuses on those DM particles which are trapped into the galactic gravitational field and populate the galactic halo. If DM interacts with ordinary particles, extremely sensitive detectors operating in very low-background environments, are expected to detect galactic DM particles scattering off their target material. This widely employed experimental technique is known as DM direct detection and it is the focus of my studies, where I consider the further hypothesis that DM interacts with atomic nuclei. The research I conducted during my PhD program consists of two main parts: the first part focused on purely phenomenology aspects of the DM direct detection (namely on the DM annual modulation treated using a non-relativistic effective theory and on the scattering of spin-1 DM particles off polarised nuclei) and the second one is more closely connected to experimental applications. The latter has been strongly stimulated by my collaboration with the two DM direct detection experiments CRESST and COSINUS. For CRESST, I compute the DM-nucleus cross-section for the conventional spin-dependent interactions, used to analyse the data collected with a prototype Li-based detector module, and I derive some prospects for a time dependent analysis of CRESST-III data, using a statistical frequentist approach based on Monte Carlo simulations. For COSINUS, I provide a significant extension of the pulse shape model currently used by CRESST and COSINUS in order to explain experimental observations related to the COSINUS detector response. Finally, I contribute to ongoing studies on the phonon propagation in NaI crystals based on solid state physics. This PhD thesis has been oriented to fill the gap between theoretical and experimental efforts in the DM field. This approach has facilitated the exchange of expertise, has driven the trend of my research and has stimulated the development of the ideas and methods described in this PhD thesis.
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Ciemniak, Christian [Verfasser], Franz von [Akademischer Betreuer] Feilitzsch, Andreas [Akademischer Betreuer] Ulrich, and Feilitzsch Franz [Akademischer Betreuer] von. "Setup of a Neutron Scattering Facility for the Measurement of Scintillation Light Quenching Factors of Low-Temperature Detectors Used in the Direct Dark Matter Search Experiments CRESST and EURECA / Christian Ciemniak. Gutachter: Franz von Feilitzsch ; Andreas Ulrich. Betreuer: Franz von Feilitzsch." München : Universitätsbibliothek der TU München, 2011. http://d-nb.info/1015804705/34.

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37

Roth, Sabine [Verfasser], Franz von [Akademischer Betreuer] Feilitzsch, and Andreas [Akademischer Betreuer] Ulrich. "The Potential of Neganov-Luke Amplified Cryogenic Light Detectors and the Scintillation-Light Quenching Mechanism in CaWO4 Single Crystals in the Context of the Dark Matter Search Experiment CRESST-II / Sabine Roth. Gutachter: Andreas Ulrich ; Franz von Feilitzsch. Betreuer: Franz von Feilitzsch." München : Universitätsbibliothek der TU München, 2013. http://d-nb.info/1043317341/34.

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Crest, Marion Moszkowicz Pierre Blanc Denise. "Etude multi-échelle de percolations instationnaires à travers un résidu minéral réactif et modélisations hydrodynamiques associées." Villeurbanne : Doc'INSA, 2008. http://docinsa.insa-lyon.fr/these/pont.php?id=crest.

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39

Evans, Leonard Andrew. "Credit ratings, credit default swaps and credit correlation." Thesis, Imperial College London, 2012. http://hdl.handle.net/10044/1/9833.

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This thesis looks at the statistical interaction of credit ratings and Credit Default Swap (CDS) spreads. Both have been implicated as major contributors to the financial crises of 2007-present. The body of work contained herein looks to further our understanding of their relationship and in doing so, I make three empirical contributions to the fields of credit risk and financial economics. Firstly, in Chapter 2, I uncover a striking empirical artifact contained within CDS correlation dynamics. Namely, that there is a well-defined credit rating structure embedded in them. Although much of the extant literature treats credit derivatives and equity as contingent claims on the same underlying firm value, by contrast, no rating-based structure exists in equity correlations. In Chapter 3, I demonstrate that rating-based correlation dynamics in CDS markets are not fully consistent with the traditional framework of financial economics in which a security’s price merely reflects its fundamental value. I show that the trading behaviour of market participants in relation to CDS indices, the constituents of which are based on the discrete and somewhat arbitrary labeling of issuers as either investment-grade or high-yield, drives a distortion in single-name CDS co-movement. My results can be interpreted as the first evidence of a significant departure from traditional views of market efficiency in a $30 trillion segment of global derivatives markets. Finally, in Chapter 4, I go on to explore the complete time-series and cross-sectional interaction of the credit rating process on CDS spreads. In doing so, I identify that prior to the crisis, credit rating agencies played a much greater role in the price discovery process of corporate credit risk. As such, there has been a significant loss of information in credit ratings. This result can be explained via a loss of confidence in rating agencies due to a spill-over effect of reputational damage from their role in the collapse of the $3tn structured credit derivatives market. The use of ex post hyper-inflated AAA ratings on CDOs and RMBS, and the subsequent fall-out from doing so, has altered how credit market participants react to the information contained in corporate credit ratings. These results are particularly relevant in light of impending regulatory reform under the Dodd-Frank act of 2010.
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40

Rabello, Ivonete de Souza. "O futuro no passado: estudo sobre os oráculos na obra de Heródoto." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/8/8143/tde-12092013-115330/.

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As Histórias de Heródoto trazem numerosos oráculos, principalmente no livro I. O estudo mais detalhado de alguns logoi demonstra que as muitas referências a Delfos e aos oráculos indicam que não se trata somente de previsões do futuro ou de demonstrar que os deuses ainda agem no mundo dos homens, mas de orientar as ações humanas. Isso está de acordo com o sentido original de , que está na raiz da palavra que costumamos traduzir por oráculo.
HerodotusHistory has numerous oracles, mostly in Book I. A detailed study from some logoi shows that many references to Delphi and the oracles indicate that they not only deal with prophecies or divine influences in the human world but with some kind of orientation for human actions. This is in accordance with the original meaning of , that is in the root of the word that we are used to translate as oracle.
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41

Watson, Ed. "Pricing credit derivatives and credit risk." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp01/MQ54085.pdf.

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42

Padilha, Taciana Martins. "Política Nacional de Fiscalização do Conjunto CFESS/CRESS: estudo da experiência do CRESS-Alagoas." Pontifícia Universidade Católica de São Paulo, 2013. https://tede2.pucsp.br/handle/handle/17636.

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Made available in DSpace on 2016-04-29T14:16:22Z (GMT). No. of bitstreams: 1 Taciana Martins Padilha.pdf: 2479421 bytes, checksum: e805d7a945e4425e116014f52b466d07 (MD5) Previous issue date: 2013-06-17
The choice of approach to the subject was due to the degree of importance it plays in relation to studies on the National Audit of both the Federal Council of Social Service as the Regional Councils of Social Service, which were based on the perspective of its historical significance, and social dimensions of affirmative principles, regulations and policies and disciplinary and pedagogical. Its range aimed at the formation of a critical Project Ethical-Political Social Worker in their daily work, since, being well articulated, these elements express the conception of this work. In order to arrive at such an understanding, we present a brief history articulated with the Brazilian Social Services, since its genesis (decade 30) until the 2000s. This social and historical hike was necessary for people to really understand the construction and the need of the National Audit of all CFESS / CRESS under the act professional Social Worker. Thus, in the mid-90s, there is a professional able to articulate both theoretical and methodological, ethical, political and technical-operational. And it is this perspective of affirmation Project Ethical-Political Social Worker who sees the need to incorporate a conscious and critical attitude in their daily work. The National Audit Committees materializes in Guidance and Control (COFI), installed in the Regional Councils of Social Service (CRESS), leading to advances in the defense and enhancement of the profession. Through this comes the realization that allows a pop theoretical maturity, ethics, politics and art in the practice of Social Work, aimed at consolidating the Project Ethical-Political spaces socio-occupational, whose challenge to position themselves critically expressions of social issues that reiterates social inequality, to reflect the conditions ethical-political, technical, operational and theoretical-methodological. This time, our intention was to stimulate a critical discussion and reflective of the theory / practice in social and occupational spaces, bringing the pop in an attempt to (re) consider the role that policy in everyday social worker. From the methodological point of view, work desk research analyzing the reports of the deliberations of the XXVI National Meeting set CFESS / CRESS, probation and supervision of activities of the Regional Council of Pernambuco, along with literature searches using several authors such as Netto, Iamamoto, Martinelli, Bridges, and Lyra Ozanira. On the other hand, also appealed to the interview instrument oral and / or written, with the development of script open questions in order to reap the answers. After hearing them, we move to the transcript of the responses, which were read, reread and, finally, compared with calls that the National Authority. The analysis of the material sought to follow in the footsteps of qualitative research: description, thematic analysis and interpretation, noticing a gap than advocates pop with the theory / practice in the professional Social Worker
A opção pela abordagem do tema se deu em função do grau de importância que ele exerce no tocante aos estudos sobre a Política Nacional de Fiscalização, tanto do Conselho Federal de Serviço Social quanto dos Conselhos Regionais de Serviço Social, os quais se basearam na perspectiva do seu significado histórico-social e nas dimensões afirmativa de princípios, normativas e disciplinadoras e políticas-pedagógicas. Seu alcance visou à formação de uma reflexão crítica do Projeto Ético-Político do Assistente Social em seu cotidiano profissional, uma vez que, estando bem articulados, estes elementos expressam a concepção deste profissional. Para que se chegasse a tal entendimento, apresentamos um breve histórico brasileiro articulado com o Serviço Social, desde a sua gênese (década 30) até chegar aos anos 2000. Este caminhar social e histórico se fez necessário para que se pudesse compreender a construção e a necessidade da Política Nacional de Fiscalização do conjunto CFESS/CRESS no âmbito do agir profissional do Assistente Social. Desse modo, em meados dos anos 90, surge um profissional capaz de articular as dimensões teórica-metodológica, ética-política e técnica-operativa. E é nessa perspectiva de afirmação do Projeto Ético-Político do Assistente Social que se vislumbra a necessidade da incorporação de uma atitude consciente e crítica em seu cotidiano de trabalho. A Política Nacional de Fiscalização materializa-se nas Comissões de Orientação e Fiscalização (COFI), instaladas nos Conselhos Regionais de Serviço Social (CRESS), levando ao avanço na defesa e valorização da profissão. Por meio disso, nasce a percepção de que a PNF permite uma maturidade teórica, ética, política e técnica no exercício profissional do Assistente Social, visando à consolidação do Projeto Ético-Político nos espaços sócio-ocupacionais, que tem como desafio se posicionar criticamente às expressões da questão social que reitera a desigualdade social, de modo a refletir às condições ética-política, técnica-operativa e teórica-metodológica. Desta feita, nossa intenção foi estimular uma discussão crítica-reflexiva da relação teoria/prática nos espaços sócio-ocupacionais, trazendo a PNF na tentativa de (re) pensar o papel dessa política no cotidiano do Assistente Social. Do ponto de vista metodológico, trabalhamos a pesquisa documental analisando relatórios de deliberações do XXVI Encontro Nacional do conjunto CFESS/CRESS, de supervisão de estágio e de atividades do Conselho Regional de Pernambuco, juntamente com pesquisas bibliográficas utilizando vários autores, tais como, Netto, Iamamoto, Martinelli, Pontes, Lyra e Ozanira. Por outro lado, recorremos também ao instrumento de entrevista oral e/ou escrita, com a elaboração de roteiro de perguntas abertas com a finalidade de colher as respostas. Após ouvi-los, passamos à transcrição das respostas, que foram lidas, relidas e, por fim, comparados com o que preconiza a Política Nacional de Fiscalização. A análise do material buscou seguir os passos da pesquisa qualitativa: descrição, análise temática e interpretação, percebendo um distanciamento do que preconiza a PNF com a relação teoria/prática no fazer profissional do Assistente Social
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43

Martinez, John Brett. "Credit card credit scoring and risk based lending at XYZ Credit Union." CSUSB ScholarWorks, 2000. https://scholarworks.lib.csusb.edu/etd-project/1752.

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44

he, xiaofeng. "CREDIT CYCLE, CREDIT RISK AND BUSINESS CONDITIONS." NCSU, 2001. http://www.lib.ncsu.edu/theses/available/etd-20010718-110156.

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We first present a Complex Singular Value Decomposition (CSVD)analysis of credit cyle and explore the lead-lag relation betweencredit cycle and business cycle, then propose a GeneralizedLinear Model (GLM) of credit rating transition probabilitiesunder the impact of business conditions.To detect the cyclic trend existence of credit condition in U.S.economy, all credit variables and business variables aretransformed to complex values and the transformed data matrix isapproximated by first order of CSVD analysis. We show that theeconomy, represented by both credit conditions and businessconditions, is changing recurrently but with different frequenciesfor different time periods. Credit variables making the greatestlinear contribution to first Principal Component can be identifiedas credit cycle indicators. The result of leading businessvariables to credit variables in an economy provides the basis topredict credit condition by business cycle indicators.The credit rating system is a publicly available measure of theriskiness of financial securities and a rating transition matrixquantifies the risk, by permitting calculation of the probabilityof downgrade or default. Credit migration is observed to beinfluenced both by business conditions and by an issuer's owncredit status. We assume the rating history for a particularinstitution is Markovian, and histories for differentinstitutions are assumed to be statistically independent, in bothcases the history of market conditions are known. With a simpleGLM, we investigate the significance of business conditions andtheir two major impacts - creditworthinessdeterioration/improvement and credit stability. We propose amodel of transition probability in discrete time and a model ofinstantaneous transition rates in continuous time, and fit themby maximum likelihood. Business conditions are shown to have asignificant effect: higher likelihood for credit qualityimprovement and stability under good business conditions whilehigher likelihood for credit quality deterioration and driftunder severe business conditions. The two business impacts aresignificant and business deterioration/improvement impact isgreater than its stability impact on credit rating transitions.Investment-grade rating transitions are more sensitive to longrate risk while speculative-grade rating transitions are moresensitive to short rate risk. Compared to a discrete model, thecontinuous transition model has much greater over-dispersion butis more practical.

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45

Roberts, Max F. "Modeling credit risky bonds and credit derivatives." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10169.

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46

Laporte-Legeais, Marie-Eugénie. "La charge du credit dans la vente commerciale : credit fournisseur ou credit acheteur ?" Poitiers, 1990. http://www.theses.fr/1990POIT3006.

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La vente commerciale fait naitre une charge de credit supportee soit par les fournisseurs lorsqu'ils accordent des delais de paiement, soit par les acheteurs lorsqu'ils paient comptant les marchandises grace a un financement bancaire. En france, la pratique commerciale a favorise un trop important recours au credit fournisseur. Pour remedier aux inconvenients de ce modele economique, l'efficacite de la clause de reserve de propriete a ete reconnue et, le bordereau dailly qui permet une transmission simplifiee des creances, a ete cree. Aussi, l'adaptation du credit fournisseur est-elle aujourd'hui partiellement realisee. Mais, pour promouvoir le credit acheteur qui est destine a se substituer au credit fournisseur, il convient de reformer le droit des suretes afin d'y introduire une surete globale sur les meubles : l'hypotheque mobiliere. Cette surete constitue un complement indispensable au credit global d'exploitation, technique de financement du credit acheteur
The commercial sale entails credit's charge endured by the sailns when they agree some delayx for the payment or by the buyers when they pay cash through a bank's louns. In france, the commercial pactice is turned toward sailn's credit. To cure the inconveniences of this econmic system, the efficency of retention of title clause is been knowed an the "bordereau dailly" which allowed an casier transmission of accounts is been created. So, to day, the adaptation of sailn's credit is in part realised. But, now, to promove a buyer's credit which in the futur shall replace the sail's credit, it is necessary to introduire in our legal system a now charge in the movables like the american security interest
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47

Dey, Shubhasis. "Essays on consumer lines of credit credit cards and home equity lines of credit /." Columbus, Ohio : Ohio State University, 2004. http://rave.ohiolink.edu/etdc/view?acc%5num=osu1091811947.

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Thesis (Ph. D.)--Ohio State University, 2004.
Title from first page of PDF file. Document formatted into pages; contains x, 97 p. : ill. Advisor: Lucia Dunn, Department of Economics. Includes bibliographical references (p. 94-97).
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48

Margonis, Efstathios. "Modelling credit risk with applications to credit derivatives." Thesis, Imperial College London, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.398142.

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49

Gu, Jiawen, and 古嘉雯. "On credit risk modeling and credit derivatives pricing." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/202367.

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In this thesis, efforts are devoted to the stochastic modeling, measurement and evaluation of credit risks, the development of mathematical and statistical tools to estimate and predict these risks, and methods for solving the significant computational problems arising in this context. The reduced-form intensity based credit risk models are studied. A new type of reduced-form intensity-based model is introduced, which can incorporate the impacts of both observable trigger events and economic environment on corporate defaults. The key idea of the model is to augment a Cox process with trigger events. In addition, this thesis focuses on the relationship between structural firm value model and reduced-form intensity based model. A continuous time structural asset value model for the asset value of two correlated firms with a two-dimensional Brownian motion is studied. With the incomplete information introduced, the information set available to the market participants includes the default time of each firm and the periodic asset value reports. The original structural model is first transformed into a reduced-form model. Then the conditional distribution of the default time as well as the asset value of each name are derived. The existence of the intensity processes of default times is proven and explicit form of intensity processes is given in this thesis. Discrete-time Markovian models in credit crisis are considered. Markovian models are proposed to capture the default correlation in a multi-sector economy. The main idea is to describe the infection (defaults) in various sectors by using an epidemic model. Green’s model, an epidemic model, is applied to characterize the infectious effect in each sector and dependence structures among various sectors are also proposed. The models are then applied to the computation of Crisis Value-at-Risk (CVaR) and Crisis Expected Shortfall (CES). The relationship between correlated defaults of different industrial sectors and business cycles as well as the impacts of business cycles on modeling and predicting correlated defaults is investigated using the Probabilistic Boolean Network (PBN). The idea is to model the credit default process by a PBN and the network structure can be inferred by using Markov chain theory and real-world data. A reduced-form model for economic and recorded default times is proposed and the probability distributions of these two default times are derived. The numerical study on the difference between these two shows that our proposed model can both capture the features and fit the empirical data. A simple and efficient method, based on the ordered default rate, is derived to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the interacting intensity default contagion model. Analytical expressions for the ordered default time distributions with recursive formulas for the coefficients are given, which makes the calculation fast and efficient in finding rates of basket CDSs.
published_or_final_version
Mathematics
Doctoral
Doctor of Philosophy
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50

Meulemans, Daniel Keith Fraser Scott E. "Genetic correlates of neural crest evolution /." Diss., Pasadena, Calif. : California Institute of Technology, 2004. http://resolver.caltech.edu/CaltechETD:etd-09292003-170037.

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