Dissertations / Theses: 'DIVERSIFICATION APPLICATIONS'

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Shi, Bibo. "Diversification and Generalization for Metric Learning with Applications in Neuroimaging." Ohio University / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1448980736.

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Shi, Xiang. "Advanced Applications of Generalized Hyperbolic Distributions in Portfolio Allocation and Measuring Diversification." Thesis, State University of New York at Stony Brook, 2016. http://pqdtopen.proquest.com/#viewpdf?dispub=10165670.

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This thesis consists of two parts. The first part addresses the parameter estimation and calibration of the Generalized Hyperbolic (GH) distributions. In this part we review the classical expectation maximization (EM) algorithm and factor analysis for the GH distribution. We also propose a simple shrinkage estimator driven from the penalized maximum likelihood. In addition an on-line EM algorithm is implemented to the GH distribution; and its regret for general exponential family can be represented as a mixture of Kullback-Leibler divergence. We compute the Hellinger distance of the joint GH distribution to measure the performances of all the estimators numerically. Empirical studies for long-term and short-term predictions are also performed to evaluate the algorithms.

In the second part we applied the GH distribution to portfolio optimization and risk allocation. We show that the mean-risk portfolio optimization problem of a certain type of normal mixture distributions including the GH distribution can be reduced to a two dimensional problem by fixing the location parameter and the skewness parameter. In addition, we show that the efficient frontier of the mean-risk optimization problem can be extended to the three dimensional space. We also proposed a simple algorithm to deal with the transaction costs. The first and second derivatives of the CVaR are computed analytically when the underlying distribution is GH. With these results we are able to extend the effective number of bets (ENB) to general risk measures with the GH distribution. By diagonalizing the Hessian matrix of a risk measure we are able to extract locally independent marginal contributions to the risk. The minimal torsion approach can still be applied to get the local coordinators of the marginal contributions.

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Mozzachiodi, Simone. "Diversification génétique et phénotypique de la levure par réversion de la méiose : ubiquité, mécanisme et applications." Electronic Thesis or Diss., Université Côte d'Azur, 2021. http://theses.univ-cotedazur.fr/2021COAZ6000.

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Les hybrides constituent une source de variabilité génétique et phénotypique importante qui résulte de combinaisons alléliques uniques issues du mélange de génomes distincts. L'humanité a exploité pendant des milliers d'années l’hybridation des plantes, des animaux et des microbes pour leurs performances améliorées par rapport à celles des espèces endogènes. Cependant, les hybrides sont dans la plupart des cas des « impasses » évolutives en raison de la très faible viabilité de leur progéniture, empêchant de ce fait l'amélioration des caractéristiques d’intérêt industriel par croisements. Dans cette thèse, j'ai profité de la capacité de la levure bourgeonnante Saccharomyces cerevisiae à interrompre la méiose et à restaurer la croissance mitotique - par l’ajout soudain de nourriture abondante - pour palier à la stérilité des hybrides. Ce processus, dénommé « Return to Growth » (RTG), induit des cassures double-brin d’ADN générant des régions de perte d'hétérozygotie (LOH), et mène à la recombinaison du génome et à la création de variabilité phénotypique sans avoir recours à la reproduction sexuée. Bien qu'il ait déjà été démontré que des hybrides fertiles dérivés de souches de laboratoire peuvent effectuer le RTG, on ne connaît pas le degré d’application de celui-ci chez des souches d’origines diverses présentant des structures génomiques et un niveau de stérilité différents. Pour aborder ce problème, j'ai soumis plusieurs hybrides artificiels et industriels au RTG et j'ai caractérisé son impact au niveau génomique et phénotypique.Dans la première partie de ma thèse, j'ai déterminé dans quelle mesure le RTG peut aider à surmonter les barrières de stérilité post-zygotiques décrites dans les espèces de Saccharomyces. Tout d'abord, j'ai analysé des données de séquençage d'échantillons issus d’une souche hybride stérile soumise au RTG, et j'ai confirmé que le génome était recombiné, bien que la machinerie méiotique soit défectueuse. Ensuite, j’ai mis au point un système génétique permettant de mesurer le taux de recombinaison du génome à un locus donné et j’ai séquencé plusieurs individus afin de démontrer l’efficacité du RTG chez plusieurs hybrides présentant une stérilité aiguë. De plus, j'ai caractérisé l’impact de fortes divergences génomique sur le RTG en étudiant des hybrides entre S. cerevisiae et S. paradoxus, et j'ai observé que le système de réparation des mésappariements de l’ADN inhibait la recombinaison génétique induite par le RTG. Enfin, j'ai mis en évidence la capacité du RTG à générer de la diversité phénotypique que j’ai utilisée pour décortiquer l’architecture génétique des caractères complexes de lignées isolées sur le plan reproductif. Dans la deuxième partie de ma thèse, j'ai testé l’efficacité du RTG sur deux souches hybrides polyploïdes stériles de S. cerevisiae utilisées dans le domaine industriel. En utilisant le système génétique mis au point dans la première partie, j’ai pu démontrer que ces souches étaient compétentes au RTG et j’ai mis en évidence la présence de nombreux événements de recombinaison génétique après séquençage du génome. Ensuite, j'ai développé une méthode n’impliquant pas de modifications génétiques pour sélectionner les cellules soumises au RTG et j’ai généré deux bibliothèques d'échantillons recombinants. L'analyse de leurs génomes a révélé une grande variabilité, comprenant de vastes régions de LOH. Finalement, j'ai mesuré la variabilité phénotypique existante au sein de ces bibliothèques et j'ai trouvé que certaines souches recombinantes étaient plus performantes que les souches industrielles originales dans des environnements spécifiques. Dans l'ensemble, mes travaux présentent le RTG comme une nouvelle stratégie permettant de surmonter la stérilité post-zygotique et offrant la possibilité de développer des souches hybrides de Saccharomyces d’intérêt industriel sans avoir recours à des modifications génétiques
Hybrids are a source of genetic and phenotypic variability as they derive from the merging of two different genomes producing new allelic combinations. Humankind exploited for thousands of years hybrid plants, animals and microbes for their improved performances compared to those of the respective parental species. However, often hybrids represent evolutionary dead ends because of the extremely low viability of their offspring. Thus, hybrid sterility is a significant issue because it limits the improvement of relevant hybrids through classical breeding approaches and more broadly, it hampers hybrid evolution. In this thesis, I took advantage of the remarkable property of the budding yeast Saccharomyces cerevisiae to abort meiosis and Return-To-Growth (RTG) when starved cells in the early meiotic phase encounter a rich nutrient environment. This process induces a reshuffle of the genome generating genome-wide regions of loss-of-heterozygosity (LOH). LOH regions can have a substantial impact on hybrid fitness and can also drive adaptation to stressful conditions. While it was already shown that fertile hybrids derived from the mating of lab strains could perform RTG, we do not know whether strains with different ecological origins, genome structures and level of sterility can evolve through RTG, and if so, to what extent. To answer these questions, I applied the RTG paradigm to several artificial and industrial hybrids and characterized its impact at the genomic and phenotypic level.In the first part of my thesis, I determined to what extent RTG can overcome common post-zygotic sterility barriers described in Saccharomyces. First, I re-analyzed sequencing data of RTG samples derived from a sterile hybrid with defective meiotic machinery and confirmed that the hybrid recombined its genome through RTG despite being incapable of completing meiosis. Following, to explore RTG recombination in different hybrids, I took advantage of a genetic system to measure recombination rates at a single locus during RTG and to isolate samples for whole-genome-sequencing. By using this approach, I showed that intraspecific hybrids with different ecological origins and extreme sterility due to genome structure variation could evolve through RTG. Then, I explored how extreme sequence divergence between S. cerevisiae/S. paradoxus hybrids affects RTG recombination, and I found that recombination is mostly reduced by the mismatch repair system, whose inactivation partially increased the recombination efficiency. Finally, I showed that RTG induced phenotypic diversity in the evolved samples, and I used the phenotypic variability generated for dissecting complex traits between reproductively isolated lineages.In the second part of my thesis, I worked with two industrial polyploid S. cerevisiae intraspecific hybrids and explored RTG in an industrial setting. To demonstrate that these strains were RTG competent, I engineered their genome with the genetic system developed in the first project using CRISPR-Cas9 technology. By analyzing whole-genome-sequencing of the evolved genomes, I found that also industrial polyploid genomes recombine through RTG. Then, I developed a GMO-free method for selecting RTG strains and generated two RTG libraries of recombinant samples. Analysis of their genomes revealed high variability between samples with some having vast regions of LOH. Last, I measured phenotypic variability in the RTG libraries and found that some RTG recombinants were fitter than the original industrial strains in specific environments. This proof of concept showed that RTG represents a new avenue for inducing genetic and phenotypic novelty in sterile industrial hybrids.Overall, my work proved that RTG represents a novel path through which Saccharomyces hybrids can evolve and overcome common post-zygotic sterility barriers and that RTG constitutes a novel GMO-free strategy to generate improved industrial hybrid strains

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Jaffredo, Thierry. "Applications de sondes moleculaires a l'etude de la migration et de la diversification cellulaires chez l'embryon d'oiseau in ovo." Paris 6, 1989. http://www.theses.fr/1989PA066252.

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1. Blocage in vivo de la migration des myoblastes par des cellules d'hybridome anti-integrine. La greffe des cellules d'hybridome csat a l'embryon de poulet de 2 ou 3 jours provoque des agenesies musculaires demontrant que ce recepteur de molecules de la matrice extracellulaire, est egalement indispensable a la migration des precurseurs musculaires. 2. Oncogenes et developpement chez l'embryon d'oiseau. La proteine myc, ubiquitaire de e1 a e4 est ensuite presente dans certaines cellules derivees du mesenchyme a une etape qui semble preceder les processus d'induction. Elle n'est pas detectee dans la lignee endodermique bien que de nombreuses copies d'arnm soient presentes. Elle persiste dans les neurones post-mitotiques. L'arnm c-ets-1 est exprime specifiquement dans les cellules d'origine mesodermique ou mesectodermique en particulier dans les cellules endotheliales. L'arnm c-myb est restreint aux foyers hematopoietiques intra-embryonnaires a e3 et e6

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Kerdpholngarm, Chayanin. "Analysis of Pricing and Reserving Risks with Applications in Risk-Based Capital Regulation for Property/Casualty Insurance Companies." Digital Archive @ GSU, 2007. http://digitalarchive.gsu.edu/rmi_diss/20.

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The subject of the study for this dissertation is the relationship between pricing and reserving risks for property-casualty insurance companies. Since the risk characteristics of insurers differ based on their structure, objectives and incentives, segmenting the insurers into subgroups would allow for a better understanding of group-specific risks. Based on this approach to analyzing insurer financial risks, we find that, in a given accident year, the pricing and reserving errors are positively correlated, especially in long-tailed lines of business. Large insurers, stock insurers, and multi-state insurers, in general, exhibit a strong correlation between accident-year price and reserve errors. However, only size of insurers appears to be a factor that influences the interaction between price changes and the calendar year loss reserve adjustments. Furthermore, we find that the pricing risk and reserving risk are marginally more homogenous within a market segment when size, type and number of states are employed as criteria for market segmentation, hence insurance regulators should consider the refined market segments for the RBC formula. The empirical results also indicate that, in general, Chain-Ladder reserving method likely contributes to loss reserve errors when there is a change in the loss development pattern and the magnitude of the errors is worse for large insurers. Finally, we find that our proposed measurement method for the product diversification benefit provides support for the notion that the diversification benefit on the incurred losses increases with the number of lines in the portfolio. Yet, the diminishing returns tend to decrease the diversification benefit on the incurred losses for insurers that write the business in more than six of the selected lines. To the contrary, our proposed measure does not provide clear evidence that writing business in many product lines increases the product diversification benefit with respect to adverse loss development. We do find that the diversification benefit for both incurred losses and loss development is higher for larger insurers. Hence, for risk management and regulatory purposes, a stronger case can be made for considering firm size than product diversification.

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Wei, Xiaoli. "Control of McKean-Vlasov systems and applications." Thesis, Sorbonne Paris Cité, 2018. https://theses.md.univ-paris-diderot.fr/WEI_Xiaoli_2_complete_20181127.pdf.

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Cette thèse étudie le contrôle optimal de la dynamique de type McKean-Vlasov et ses applications en mathématiques financières. La thèse contient deux parties. Dans la première partie, nous développons la méthode de la programmation dynamique pour résoudre les problèmes de contrôle stochastique de type McKean-Vlasov. En utilisant les contrôles admissibles appropriés, nous pouvons reformuler la fonction valeur en fonction de la loi (resp. la loi conditionnelle) du processus comme seule variable d’état et obtenir la propriété du flot de la loi (resp. la loi conditionnelle) du processus, qui permettent d’obtenir en toute généralité le principe de la programmation dynamique. Ensuite nous obtenons l’équation de Bellman correspondante, en s’appuyant sur la notion de différentiabilité par rapport aux mesures de probabilité introduite par P.L. Lions [Lio12] et la formule d’Itô pour le flot de probabilité. Enfin nous montrons la propriété de viscosité et l’unicité de la fonction valeur de l’équation de Bellman. Dans le premier chapitre, nous résumons quelques résultats utiles du calcul différentiel et de l’analyse stochastique sur l’espace de Wasserstein. Dans le deuxième chapitre, nous considérons le contrôle optimal stochastique de système à champ moyen non linéaire en temps discret. Le troisième chapitre étudie le problème de contrôle optimal stochastique d’EDS de type McKean-Vlasov sans bruit commun en temps continu où les coefficients peuvent dépendre de la loi joint de l’état et du contrôle, et enfin dans le dernier chapitre de cette partie nous nous intéressons au contrôle optimal de la dynamique stochastique de type McKean-Vlasov en présence de bruit commun en temps continu. Dans la deuxième partie, nous proposons un modèle d’allocation de portefeuille robuste permettant l’incertitude sur la rentabilité espérée et la matrice de corrélation des actifs multiples, dans un cadre de moyenne-variance en temps continu. Ce problème est formulé comme un jeu différentiel à champ moyen. Nous montrons ensuite un principe de séparation pour le problème associé. Nos résultats explicites permettent de justifier quantitativement la sous-diversification, comme le montrent les études empiriques
This thesis deals with the study of optimal control of McKean-Vlasov dynamics and its applications in mathematical finance. This thesis contains two parts. In the first part, we develop the dynamic programming (DP) method for solving McKean-Vlasov control problem. Using suitable admissible controls, we propose to reformulate the value function of the problem with the law (resp. conditional law) of the controlled state process as sole state variable and get the flow property of the law (resp. conditional law) of the process, which allow us to derive in its general form the Bellman programming principle. Then by relying on the notion of differentiability with respect to probability measures introduced by P.L. Lions [Lio12], and Itô’s formula along measure-valued processes, we obtain the corresponding Bellman equation. At last we show the viscosity property and uniqueness of the value function to the Bellman equation. In the first chapter, we summarize some useful results of differential calculus and stochastic analysis on the Wasserstein space. In the second chapter, we consider the optimal control of nonlinear stochastic dynamical systems in discrete time of McKean-Vlasov type. The third chapter focuses on the stochastic optimal control problem of McKean-Vlasov SDEs without common noise in continuous time where the coefficients may depend upon the joint law of the state and control. In the last chapter, we are interested in the optimal control of stochastic McKean-Vlasov dynamics in the presence of common noise in continuous time.In the second part, we propose a robust portfolio selection model, which takes into account ambiguity about both expected rate of return and correlation matrix of multiply assets, in a continuous-time mean-variance setting. This problem is formulated as a mean-field type differential game. Then we derive a separation principle for the associated problem. Our explicit results provide an explanation to under-diversification, as documented in empirical studies

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Oztek, Mehmet Fatih. "Modeling Co-movements Among Financial Markets: Applications Of Multivariate Autoregressive Conditional Heteroscedasticity With Smooth Transitions In Conditional Correlations." Phd thesis, METU, 2013. http://etd.lib.metu.edu.tr/upload/12615713/index.pdf.

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The main purpose of this thesis is to assess the potential of emerging stock markets and commodity markets in attracting the attention of international investors who utilize various portfolio diversification strategies to reduce the cumulative risk of their portfolio. A successful portfolio diversification strategy requires low correlation among financial markets. However, it is now well documented that the correlations among financial markets in developed countries are very high and hence the benefits of international portfolio diversification among these markets have been very limited. This fact suggests that investors should look for alternative markets whose correlations with developed markets are low (or even negative if possible) and which have high growth potentials. In this thesis, two emerging countries'
stock markets and two commodity markets are considered as alternative markets. Among emerging countries, Turkey and China are chosen due to their promising growth performance since the mid-2000s. As commodity markets, agricultural commodity and precious metal markets are selected because of the outstanding performance of the former and the "
safe harbor"
property of the latter. The structures and properties of dependence between these markets and stock markets in developed countries are examined by modeling the conditional correlation in the dynamic conditional correlation framework. The results reveal that upward trend hypothesis is valid for almost all correlations among market pairs and market volatility plays significant role in time varying structures of correlations.

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Leclere, Margot. "Introduire une espèce de diversification dans les systèmes de culture d’un territoire : articuler production de connaissances et conception dans des dispositifs multi-acteurs. Cas de la cameline dans l’Oise." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLA028.

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L’introduction d’espèces de diversification, voie incontournable pour assurer la transition agroécologique pose aujourd’hui une question majeure : comment produire de manière économe les connaissances nécessaires sur ces espèces, orphelines de recherche ?Nous avons proposé et mis en œuvre une démarche articulant conception et production de connaissances, et combinant différents dispositifs multi-acteurs pour accompagner l’introduction d’une nouvelle espèce dans les systèmes de culture. Ce travail s’appuie sur le cas de la cameline, introduite soit en culture principale soit en double culture dans les systèmes de culture de l’Oise, en vue du développement d’une bioraffinerie oléagineuse.Nous avons combiné un atelier multi-acteurs -regroupant agriculteurs, conseillers, chercheurs, ingénieurs en R&D agricole et industriels- et des essais de modalités de conduite de la cameline en double culture, conçus, gérés et évalués par des agriculteurs dans leur ferme. Cette approche a permis d’identifier des trous de connaissances (ex : l’effet précédent de la cameline sur la betterave) et de produire des connaissances utiles pour la conception (ex : des règles de décision pour la conduite).En parallèle, nous (chercheurs) avons conçu et évalué, au sein d’un réseau multi-local et pluriannuel de parcelles agricoles, trois itinéraires techniques de la cameline de printemps sans herbicide. Nos résultats montrent que l’augmentation de la densité de semis de cameline ou l’association de la cameline avec une autre espèce (orge ou pois) sont des leviers agroécologiques efficaces pour maîtriser les adventices dans la culture de cameline. De plus, le diagnostic de la variabilité du rendement, de la teneur en huile des graines, et de leur composition en acides gras, réalisé au sein de ce même réseau d’essais, a permis d’identifier (i) les principaux facteurs responsables (ex : le statut azoté de la culture pour le rendement), et (ii) les conditions environnementales (ex : fourniture d’azote minéral par le sol) et les pratiques (ex : association d’espèces) déterminant ces facteurs.Ces connaissances produites ont conduit lors d’un atelier de conception à élargir la gamme des modalités d’insertion et de conduite de la cameline, conçues par les agriculteurs.Enfin, nous discutons en quoi cette combinaison originale de dispositif multi-acteurs, permet (i) de produire à moindre coût des connaissances situées et génériques, utiles pour la conception, et (ii) d’outiller à la fois l’agriculteur-concepteur, le conseiller agricole et le chercheur, pour accompagner la diversification des systèmes de culture d’une région
Crop diversification, which is a way to ensure agroecological transition, raises a major question: how to produce, at low cost, knowledge on these minor species, often poorly studied by agronomic research?Here, we proposed and implemented an approach combining design and knowledge production, within different multi-stakeholders platforms, to support the introduction of new species into cropping systems. The case study of camelina, introduced either as a main crop or as a second crop in the cropping systems of the Oise department, in the context of the development of a local oilseed biorefinery, was used.First, we combined a multi-stakeholders workshop - bringing together farmers, advisors, researchers, agronomist from agricultural R&D and industrials - with on-farm trials on camelina crop management routes as second crop, designed, managed and appraised by farmers themselves. This approach made it possible to identify knowledge gaps (e.g. the previous effect of the camelina on sugar beet), but also to produce knowledge useful for design (e.g. decision-making rules).In parallel, we (researchers) designed and evaluated, within a multi-environments on-farm trials network, three herbicide-free crop management routes for spring camelina. Our results show that increasing camelina sowing rates or intercropping camelina with another species (barley or peas) are effective agroecological ways to control weeds in camelina crop. In addition, the diagnosis of the variability of the yield, the oil seed content, and the fatty acid composition, carried out within the same experimental network, made it possible to identify (i) the main explaining factors (e.g. nitrogen status of the crop for yield), and (ii) environmental conditions (e.g. supply of mineral nitrogen from the soil) and practices (e.g. species intercropping) determining these factors.This knowledge production led, during a design workshop, to broaden the range of modalities of introduction and management of camelina designed by farmers.Finally, we discuss how this original combination of multi-stakeholder platforms makes it possible (i) to produce at a lower cost located and generic knowledge, useful for design, and (ii) to equip both the farmer-designer, the agricultural advisor and the researcher, to support crop diversification within a territory

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Majorczyk, Frédéric. "Détection d'intrusions comportementale par diversification de COTS : application au cas des serveurs web." Phd thesis, Université Rennes 1, 2008. http://tel.archives-ouvertes.fr/tel-00355366.

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L'informatique et en particulier l'Internet jouent un rôle grandissant dans notre société. Un grand nombre d'applications critiques d'un point de vue de leur sécurité sont déployées dans divers domaines comme le domaine militaire, la santé, le commerce électronique, etc. La sécurité des systèmes informatiques devient alors une problématique essentielle tant pour les individus que pour les entreprises ou les états. Il est donc important de définir une politique de sécurité pour ces systèmes et de veiller à son respect. Néanmoins les mécanismes de sécurité préventifs mis en place ne sont pas incontournables. Il est nécessaire de mettre en œuvre des outils permettant de détecter toute violation de la politique de sécurité, c'est-à-dire toute intrusion. Ces outils sont appelés des systèmes de détection d'intrusions ou IDS. Souvent en collaboration avec les IDS, il est possible de mettre en place des outils et techniques de tolérance aux intrusions. Ces outils et techniques ont pour objectif que les intrusions affectant un composant du système n'entrainent pas de violations de la politique de sécurité du système global.
Notre travail s'inscrit dans le domaine de la détection d'intrusions, de manière essentielle, et permet une certaine tolérance aux intrusions. Contrairement aux méthodes de détection classiques en détection comportementale pour lesquelles il est nécessaire de définir et construire un modèle de référence du comportement de l'entité surveillée, nous avons suivi une méthode issue de la sureté de fonctionnement fondée sur la programmation N-versions pour laquelle le modèle de référence est implicite et est constitué par les autres logiciels constituant l'architecture. Nous proposons l'utilisation de COTS en remplacement des versions spécifiquement développées car développer N-versions est couteux et est réservé à des systèmes critiques du point de vue de la sécurité-innocuité. D'autres travaux et projets ont proposé des architectures fondées sur ces idées. Nos contributions se situent à différents niveaux. Nous avons pris en compte dans notre modèle général de détection d'intrusions les spécificités liées à l'utilisation de COTS en lieu et place de versions spécifiquement développées et proposé deux solutions pour parer aux problèmes induits par ces spécificités. Nous avons proposé deux approches de détection d'intrusions fondées sur cette architecture : l'une suivant une approche de type boite noire et l'autre suivant une approche de type boite grise. Notre méthode de type boite grise peut, en outre, aider l'administrateur de sécurité à effectuer un premier diagnostic des alertes. Nous avons réalisé une implémentation de ces deux approches dans le cadre des serveurs web et avons évalué pratiquement la pertinence et de la fiabilité de ces deux IDS.

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Majorczyk, Frédéric. "Détection d’intrusions comportementale par diversification de COTS : application au cas des serveurs web." Rennes 1, 2008. https://tel.archives-ouvertes.fr/tel-00355366.

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La sécurité des systèmes informatiques est devenue une problématique essentielle. Il est important de définir une politique de sécurité pour ces systèmes et de veiller à son respect. Néanmoins les mécanismes de sécurité préventifs mis en place ne sont pas incontournables. Il est nécessaire de mettre en oeuvre des outils, appelés systèmes de détection d’intrusions ou IDS, permettant de détecter toute violation de la politique de sécurité, c’est-à-dire toute intrusion. Il est également possible de mettre en place des outils et techniques de tolérance aux intrusions. Notre travail s’inscrit dans le domaine de la détection d’intrusions et permet une certaine tolérance aux intrusions. Contrairement aux IDS comportementaux classiques pour lesquels il est nécessaire de construire un modèle de référence du comportement de l’entité surveillée, nous avons suivi une méthode issue de la sûreté de fonctionnement fondée sur la programmation N-versions pour laquelle le modèle de référence est implicite et est constitué par les autres logiciels constituant l’architecture. Nous proposons l’utilisation de COTS en remplacement des versions spécifiquement développées. Nos contributions se situent à différents niveaux. Nous avons pris en compte dans notre modèle général de détection les spécificités liées à l’utilisation de COTS et proposé des solutions pour parer aux problèmes induits par celles-ci. Nous avons proposé deux approches de détection fondées sur cette architecture : une approche de type boîte noire et une de type boîte grise. Nous avons implémenté ces deux approches dans le cadre des serveurs web et avons évalué pratiquement la pertinence et la fiabilité de ces deux IDS
Information systems’ security is a fundamental issue. It is necessary to define a security policy for these systems and check that it is not violated. Preventive security mechanisms are generally insufficient. Intrusion detection systems (IDSes) can be used to detect violations of the security policy, that is intrusions. Intrusion tolerance tools and techniques can also be used. Our work is in the intrusion detection field and allows some intrusion tolerance. In classical anomaly-based approaches, it is necessary to build a behavioral model of the observed entity. To the contrary, in our approach, the behavioral model is implicit and is composed by the other software components in the architecture. This approach comes from the dependability field and is based on N-versions programming. We propose using COTS instead of specifically developped versions. Using COTS introduces some issues that we have taken into account in our general intrusion detection model. We have proposed solutions to bypass these issues. We have proposed two intrusion detection approaches based on this architecture : the first one following a black-box approach and the second one following a graybox approach. We have applied these approaches to web servers and evaluated the false positive and true positive rates of our IDSes

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Adams, Warren Grant. "The effects of two versions of the games for understanding approach on the application of tactics, motor skills and physical fitness of grade four children." University of the Western Cape, 2014. http://hdl.handle.net/11394/4198.

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Philosophiae Doctor - PhD
The aim of this study was to determine the effects of participation in a single sport small-sided games (SSG) programme compared to a multi-sport SSG programme on the physical fitness, gross motor coordination, soccer skills and application of tactics during soccer games of grade four children from a disadvantaged community. Two intact classes of boys and girls (n= 39 and n=40) participated in a six-week, 2x per week intervention programme. One class specialized in soccer and the other engaged in a diversified programme where they sampled hockey and team handball along with soccer. In terms of pedagogy, both classes followed a deliberate play model with its focus on intrinsic learning and non-intervention by a coach. Data were collected during pre-, post- and retention test periods. Both boys’ groups achieved significant improvements in their muscle endurance-push-ups, power and aerobic endurance on the retention test. Only the boys who participated in the multi-sport SSG programme achieved a significant improvement on their muscle endurance-sit-ups. The girls from both groups showed significant improvements in all physical fitness variables, with the exception of the girls in the muti-sport programme who did not achieve a significant improvement in their speed. Significant improvements were experienced by all groups for gross motor coordination and soccer skills. The boys in the soccer SSG programme demonstrated improvements in both offensive and defensive tactics while the boys in the multi-sport SSG programme improved in the application of their defensive tactics only. The girls who participated in the soccer SSG programme also improved in their defensive tactics while the girls who participated in the multi-sport SSG programme achieved improvements in their application of both offensive and defensive tactics. The results of this study support proponents of the Developmental Model of Sport Participation as presented in current sport pedagogy literature, who claim that the physical and tactical benefits pre-pubescent children derive from participation in a diversified games programme will be similar to those benefits derived from participation in a specialized sport-specific game programme, providing the sports involved are late specialization sports. These results support the conclusion that it is not necessary for pre-pubescent children to specialize in a late specialization sport such as soccer in order to progress in their ability to play soccer. They can make similar progress if they participate in a diversified games programme that provides them with a broader experience with sports that have similar physical and tactical requirements.

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Persson, Jakob, Carl Lejon, and Kristian Kierkegaard. "Practical Application of Modern Portfolio Theory." Thesis, Jönköping University, JIBS, Accounting and Finance, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-657.

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There are several authors Markowitz (1991), Elton and Gruber (1997) that discuss the main issues that an investor faces when investing, for example how to allocate resources among the variety of different securities. These issues have led to the discussion of portfolio theories, especially the Modern Portfolio Theory (MPT), which is developed by Nobel Prize awarded economist Harry Markowitz. This theory is the philosophical opposite of tradi-tional asset picking.

The purpose of this thesis is to investigate if an investor can apply MPT in order to achieve a higher return than investing in an index portfolio. Combining a strong portfolio that beats the market in the longrun would be the ultimate goal for most investors.

The theories that are used to analyze the problem and the empirical findings provide the essential concepts such as standard deviation, risk and return of the portfolio. Further, diversification, correlation and covariance are used to achieve the optimal risky portfolio. There will be a walk-through of the MPT, with the efficient frontier as the graphical guide to express the optimal risky portfolio.

The methodology constitutes as the frame for the thesis. The quantitative method is used since the data input is gathered from historical data. This thesis is based on existing theories, and the deductive approach aims to use these theories in order to accomplish a valid and accurate analysis. The benchmark that is used to compare the results from the portfolio is the Stockholm stock exchange OMX 30. This index mimics and reflects the market as a whole. The portfolio will be reweighed at a preplanned schedule, each quarter to constantly obtain an optimal risky portfolio.

The finding from this study indicates that the actively managed portfolio outperforms the passive benchmark during the selected timeframe. The outcome someway differs when evaluating the risk adjusted result and becomes less significant. The risk adjusted result does not provide any strong evidence for a greater return than index. Finally, with this finding, the authors can conclude by stating that an actively managed optimal risky portfolio with guidance of the MPT can surpass the OMX 30 within the selected timeframe.

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Mabonesho, Ernest Francis. "Diversification, financial performance and the destruction of corporate value? : an application of fuzzy set analysis." Thesis, University of Strathclyde, 2013. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=20941.

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FSA techniques appear to offer valuable complementary theoretical and empirical insights to conventional finance research methods in order to better understand the financial impact of corporate diversification strategies. FSA can provide a conceptual framework to integrate the often confusing and conflicting theoretical explanations and empirical results of past research. This thesis explores the potential usefulness of FSA in addressing finance research problems or paradoxes that are characterised by large numbers of inter-connected variables, complex causality and where different configurations lead to similar outcomes. Specifically fuzzy set analysis is used on cross-sectional data from firms listed in London stock exchange FTSE All-share index (2001-2010) in order to address a gap in the literature as to "how corporate diversification necessarily and sufficiently leads to favourable financial performance". The results of this research show that there is no sim ple answer to this question nor is there a simple theoretical explanation. It appears that a diversification strategy per se is neither a necessary nor a sufficient indicator of favourable or unfavourable financial performance. The FSA results showed multiple configurations of corporate diversifications and other firm attributes which are usually or more often than not sufficiently associated with favourable firm value, profitability, and risk-return performance. This indicates presence of complex causality, asymmetric causality, and equifinality in examining determinants of financial performance. The results are partially explained by elements of standalone theories but better explained by the construction of a series of hybrid theoretical frameworks. The usefulness of FSA in helping understand and improve decision making processes that rely on complex financial or numeric information has been demonstrated, and it is hoped that this research acts as a "stepping stone" to legitimate a new set of analytical techniques for accounting and finance researchers to use. This would help corporate managers/CEOs, analysts, and investors in decision making processes.

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Yang, Libin. "An Application of Principal Component Analysis to Stock Portfolio Management." Thesis, University of Canterbury. Department of economics and finance, 2015. http://hdl.handle.net/10092/10293.

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This thesis investigates the application of principal component analysis to the Australian stock market using ASX200 index and its constituents from April 2000 to February 2014. The first ten principal components were retained to present the major risk sources in the stock market. We constructed portfolio based on each of the ten principal components and named these “principal portfolios

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Subbramoney, Praven. "“Do conglomerates in emerging economies suffer a diversification discount? An application on South African listed companies”." Diss., University of Pretoria, 2010. http://hdl.handle.net/2263/26357.

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Corporate strategy forms the platform to consider fundamental strategic alternatives for an organisation. The recent financial crisis has been a sobering reality check for most companies. Diversification or specialisation are two of the more common configurations that corporate strategy theory would propose to grow and sustain financial performance, particularly during though times. Research conducted in developed markets since the 1950’s have tried to establish if diversification creates or destroys value. Conglomerates, defined as unrelated diversification, are often believed to translate into diversification discounts in developed economies. The application of this theory has been questioned with respect to emerging markets and the empirical results in these markets have been mixed. A conceptual approach using different approaches, institutional, resourcebased, adaptive and learning theories was used to try and explain the deviation in results attained by conglomerates within emerging markets and those in developed markets. Specific arguments and propositions were developed based on these different theoretical lenses for South Africa. These propositions were tested by statistical analysis of organisations listed on the Industrial sector of the Johannesburg Securities Exchange (JSE). The organisations were categorised into conglomerates or focused groups. The two groups were compared in terms of financial measures from the period 2001 to 2009 to determine which group performed better.
Dissertation (MBA)--University of Pretoria, 2010.
Gordon Institute of Business Science (GIBS)
unrestricted

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Lagarde, Vincent. "Influence du profil du dirigeant sur le type de diversifications en petite entreprise : application au cas agricole." Limoges, 2004. http://www.theses.fr/2004LIMO0526.

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Les théories entrepreuneuriales peuvent apporter un éclairage sur la grand variété des diversifications constatées en agriculture, en ajoutant l'influence du profil du dirigeant aux propositions analytiques habituelles. Un premier terrain de 6 cas montre que les postulats entrepreneuriaux restent valables en agriculture. A condition d'intégrer les contingence propores au secteur, issues d'un modèle dominant spécialisé et productiviste, qui conditionne la visions stratégique et la difficulté managériale des diversifications. Le profil du dirigeant alors révisé en terme de préférences économiques et de références sociales, va expliquer la diversité des choix des diversifications de 15 entreprises analysées sur des trajectoires de plus de 10 ans. La vision sectorielle est déterminante, surtout pour les suiveurs, mais la proactivité permet souvent de s'affranchir des pressions concurrentielles et culturelles de l'environnement. On constate également que les profils et contextes évoluent avec le temps
Entrepreneurial theories can explain the great variety of agricultural diversifications by adding the influence of the profile of the manager's performance to the usual analytical propositions. According to a first study of 6 cases , these postulates remain valid in agriculture provided that the specific contingencies peculiar to the sector are taken into account, stemming from a specialized and productivist dominant model, which conditions the strategic vision and the difficulty to diversify. The profile of the manager so revised in term of economic preferences and social references, will explain the diversity of choices of diversifications of 15 firms analysed on a trajectory of more than 10 years. The sector-based vision remains determining, especially for the follower, but the proactive-supply often makes it possible to get rid of the competing and cultural pressures of the environment. Moreover, it appears that profiles and contexts evolve with time

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Lectard, Pauline. "Les déterminants de la transformation productive soutenable dans le contexte des chaînes de valeur globales : une application aux pays en développement." Thesis, Bordeaux, 2016. http://www.theses.fr/2016BORD0353/document.

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Le travail de recherche présenté dans cette thèse est né de la confrontation entre la littérature récente sur la transformation structurelle et la littérature portant sur les chaînes de valeur globales. Alors que la transformation productive est analysée par le prisme des transformations des exportations, la fragmentation mondiale des productions rend cette approche problématique. En effet, il peut y avoir une rupture entre le contenu factoriel des exportations et les dotations factorielles des économies, impliquant que la modernisation des exportations ne peut être qu’« illusoire ». Notre démarche vise alors à comprendre la nature complexe et multidimensionnelle de la transformation structurelle dans le contexte actuel, et d’en étudier des déterminants innovants. Nous définissons tout d’abord une transformation structurelle « soutenable » que nous caractérisons à partir d’indicateurs agrégés. Puis, l’étude des déterminants révèle des risques d’ « hyper-spécialisation » associés à l’industrialisation, notamment dans les secteurs du textile et de l’électronique. Nous montrons par ailleurs que la non-conformité aux dotations factorielles permet la diversification vers des exportations modernes. Cette transformation est cependant superficielle, et ce d’autant plus qu’elle s’accompagne d’IDE. Nous identifions également une relation causale positive entre les IDE et l’intensité factorielle des exportations, alors qu’elle est négative avec les dotations factorielles domestiques. La sophistication des exportations dépendrait donc davantage des IDE que de l’accumulation de capabilités. Il apparait donc indispensable dans une approche par les exportations de la transformation structurelle, d’intégrer la dimension de soutenabilité
The analysis we present in this dissertation emerges from a confrontation of the recent literature on structural change and the literature on global value chains. Productive transformation is almost exclusively analysed through exports transformation. However, the international fragmentation of production makes this export-based approach hazardous. The potential gap between factor content of exports and countries’ factor endowments imply that exports modernization may only be an illusion. We address the complex and multidimensional nature of structural change given the current economic context and we examine innovative determinants of structural transformation. We develop the idea of a sustainable structural transformation that we describe through aggregate indicators. The analysis of the determinants through descriptive and econometric methods reveals risks of lock-in situations as well as risks of immiserising specialisation in the industrialization process, specifically in the textile and electronic sectors. We also find that defying factor endowments encourages diversification towards sophisticated exports. However this transformation is unsustainable especially when countries are major FDI recipients. We show that FDI positively influences factor content of exports while they have a negative impact on factor endowments. Thus, a productive transformation generated through FDI does not imply factor accumulation. Finally, export sophistication seems to rely more on FDI rather than on capabilities accumulation, meaning that the sustainability dimension is essential in an export-based approach of structural transformation

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Boeglin, Joel. "Diversification du châssis 1,3,5-triazépane-2,6-dione par synthèse combinatoire : Application à la recherche d’inhibiteurs de phospholipases A2 sécrétées." Strasbourg, 2010. http://www.theses.fr/2010STRA6094.

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Les nouvelles méthodes de criblage à haut débit exploitées par l’industrie pharmaceutique ont accru la demande de nouvelles substances à tester, entraînant un essor des méthodes de synthèse de chimiothèques orientées vers la création de diversité. Dans bon nombres d’exemples, les peptides constituent un squelette privilégié pour la construction de telles chimiothèques. En particulier, les hétérocycles dérivés de dipeptides sont intéressants car ils permettent de mettre à profit la diversité des aminoacides, tout en prenant avantage de la rigidité conformationnelle des systèmes hétérocycles pour distribuer des pharmacophores dans l’espace. Les 1,3,5-triazépane-2,6-diones développés au laboratoire sont des hétérocycles obtenus en 4 étapes par cyclisation d’un précurseur carbamate activé, dérivé de dipeptide. Ces cycles à 7 membres comportent une fonction amide et une fonction urée qui peuvent être modifiées post-cyclisation par l’alkylation ou l’acylation des azotes de l’urée ou par la thionation des carbonyles autour du cycle. Ces méthodes ont permis d’introduire des chaînes latérales supplémentaires comportant des fonctions réactives qui ont été transformées pour préparer des produits biologiquement actifs. Afin d’augmenter la diversité de la chimiothèque de triazépanediones, nous avons mis au point 2 méthodes de synthèse des châssis sur phase solide applicable en synthèse parallèle. Des tests in vitro sur les hGV- et hGX-sPLA2 ont permis d’identifier de nouveaux inhibiteurs µM. Des résultats de co-cristallisation obtenus avec un inhibiteur et hGX-sPLA2 suggèrent qu’il doit être possible d’optimiser ces inhibiteurs en utilisant une approche basée sur la structure
The new high throughput screening methods operated by the pharmaceutical industry has increased the demand for new substances to be tested, resulting in a rise of synthetic methods aimed at generating diversity-oriented combinatorial libraries. In this context, dipeptide-derived heterocycles are of particular interest because they take advantage of both the chemical diversity of aminoacids and the conformational rigidity of heterocyclic scaffolds to distribute pharmacophores in the 3D space. The 1,3,5-triazepane-2,6-diones developed in the laboratory are heterocycles obtained in 4 steps by cyclization of an activated dipeptide derivative carbamate precursor. These 7-membered cycles with an amide and a urea function that can be readily modified post-cyclization by alkylation or acylation of urea moiety nitrogen or by thionation of carbonyl groups around the ring. These methods have allowed the introduction of additional side chains bearing reactive functions that have been transformed to prepare biologically active compounds. To increase the diversity of the chemical library of triazepanediones, we developed 2 methods of scaffold synthesis on solid phase applicable in parallel synthesis. In vitro tests on HGV- and HGX-sPLA2s have allowed the identification of new inhibitors in the µM range. Results of co-crystallization with one inhibitor and hGX-sPLA2 suggest for the first time that it may be possible to use a structure-based design approach to further optimize these first hits

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Cholez, Célia. "Structures de gouvernance des transactions et dynamique des connaissances inter-firmes dans la création de filière : application aux contrats de production dans le secteur des grandes cultures en France." Thesis, Toulouse, INPT, 2019. http://www.theses.fr/2019INPT0075.

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La thèse a pour objectif d’analyser comment les structures de gouvernance des transactions impactent la création et la diffusion de connaissances entre firmes, tout particulièrement dans le contexte de nouvelles filières. Elle s’appuie sur plusieurs études de cas de filières de diversification (comme le lin oléagineux ou les légumineuses à graines) qui émergent dans le secteur des grandes cultures, et dont la structuration se base sur des contrats de production. Dans un contexte de transition agroécologique, le développement de ces filières implique des changements techniques et le renouvellement des connaissances des opérateurs. Afin de comprendre les liens entre la coordination contractuelle et les dynamiques de connaissances entre firmes, cette thèse mobilise l’économie néo-institutionnelle, plus particulièrement la théorie des coûts de transaction, ainsi que l’économie de l’innovation et le management stratégique avec un focus sur les théories de l’apprentissage organisationnel. La thèse explique la diversité organisationnelle rencontrée dans les filières selon un arbitrage dépendant du niveau d’incertitude technique dans la filière, i.e. du besoin de connaissances des opérateurs. Elle montre tout d’abord la validité du principe d’alignement de la théorie des coûts de transactions au regard des actifs humains spécifiques déployés dans ces nouvelles filières agricoles. Elle met ensuite en évidence que les structures de gouvernance hybride génèrent des apprentissages inter-firmes car la contractualisation agit comme un artefact cognitif au regard des interactions générées et des dispositifs de capitalisation de la connaissance mis en œuvre. In fine, cette thèse montre que le choix des structures de gouvernance relève d’un arbitrage entre économie des coûts de transaction à court terme et création de valeur à moyen terme via le développement de connaissances
This thesis analyses how transaction governance structures foster the creation and diffusion of knowledge between firms, in particular in the context of emerging supply chains. The analysisrelies on several cases studies on crop diversification supply chains (such as linseed, fababean, pea or lupin), based on production contracts in the French field crop sector. In a context of agroecological transition, supply-chain development involves technical changes and a need forrenewing stakeholder’s knowledge. In order to understand the link between contractualcoordination and inter-firms knowledge dynamics, this thesis draws on new institutional economics – especially transaction costs theory – and innovation economics and strategic management,especially organizational learning approaches. This thesis explains the supply-chain organizationaldiversity encountered in accordance with a trade-off that depends on the level of technicaluncertainty in the supply chain itself, i.e. depending on stakeholders’ need for new knowledge.Firstly, we examine the transaction costs theory alignment principle according to specific human assets in crop diversification supply-chains. Secondly, we show that hybrid governance structuresgenerate inter-firm learning. Indeed, contractualization acts as a cognitive artefact by enhancinginterfirm interactions and knowledge capitalization devices. Finally, the thesis shows thatgovernance structures choice depends on a trade-off between short-term transaction costseconomizing and medium-term value creation thanks to knowledge development

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Koch, Erwan. "Outils et modèles pour l'étude de quelques risques spatiaux et en réseaux : application aux extrêmes climatiques et à la contagion en finance." Thesis, Lyon 1, 2014. http://www.theses.fr/2014LYO10138/document.

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Cette thèse s’attache à développer des outils et modèles adaptés a l’étude de certains risques spatiaux et en réseaux. Elle est divisée en cinq chapitres. Le premier consiste en une introduction générale, contenant l’état de l’art au sein duquel s’inscrivent les différents travaux, ainsi que les principaux résultats obtenus. Le Chapitre 2 propose un nouveau générateur de précipitations multi-site. Il est important de disposer de modèles capables de produire des séries de précipitations statistiquement réalistes. Alors que les modèles précédemment introduits dans la littérature concernent essentiellement les précipitations journalières, nous développons un modèle horaire. Il n’implique qu’une seule équation et introduit ainsi une dépendance entre occurrence et intensité, processus souvent considérés comme indépendants dans la littérature. Il comporte un facteur commun prenant en compte les conditions atmosphériques grande échelle et un terme de contagion auto-regressif multivarié, représentant la propagation locale des pluies. Malgré sa relative simplicité, ce modèle reproduit très bien les intensités, les durées de sècheresse ainsi que la dépendance spatiale dans le cas de la Bretagne Nord. Dans le Chapitre 3, nous proposons une méthode d’estimation des processus maxstables, basée sur des techniques de vraisemblance simulée. Les processus max-stables sont très adaptés à la modélisation statistique des extrêmes spatiaux mais leur estimation s’avère délicate. En effet, la densité multivariée n’a pas de forme explicite et les méthodes d’estimation standards liées à la vraisemblance ne peuvent donc pas être appliquées. Sous des hypothèses adéquates, notre estimateur est efficace quand le nombre d’observations temporelles et le nombre de simulations tendent vers l’infini. Cette approche par simulation peut être utilisée pour de nombreuses classes de processus max-stables et peut fournir de meilleurs résultats que les méthodes actuelles utilisant la vraisemblance composite, notamment dans le cas où seules quelques observations temporelles sont disponibles et où la dépendance spatiale est importante
This thesis aims at developing tools and models that are relevant for the study of some spatial risks and risks in networks. The thesis is divided into five chapters. The first one is a general introduction containing the state of the art related to each study as well as the main results. Chapter 2 develops a new multi-site precipitation generator. It is crucial to dispose of models able to produce statistically realistic precipitation series. Whereas previously introduced models in the literature deal with daily precipitation, we develop a hourly model. The latter involves only one equation and thus introduces dependence between occurrence and intensity; the aforementioned literature assumes that these processes are independent. Our model contains a common factor taking large scale atmospheric conditions into account and a multivariate autoregressive contagion term accounting for local propagation of rainfall. Despite its relative simplicity, this model shows an impressive ability to reproduce real intensities, lengths of dry periods as well as the spatial dependence structure. In Chapter 3, we propose an estimation method for max-stable processes, based on simulated likelihood techniques. Max-stable processes are ideally suited for the statistical modeling of spatial extremes but their inference is difficult. Indeed the multivariate density function is not available and thus standard likelihood-based estimation methods cannot be applied. Under appropriate assumptions, our estimator is efficient as both the temporal dimension and the number of simulation draws tend towards infinity. This approach by simulation can be used for many classes of max-stable processes and can provide better results than composite-based methods, especially in the case where only a few temporal observations are available and the spatial dependence is high

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Tai, Glahou Jean. "L'organisation du système de santé dans les pays francophones ouest-africains, et le choix d'une diversification des sources de financement : application à la Côte d'Ivoire." Lyon 3, 1986. http://www.theses.fr/1986LYO33009.

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Dans les annees 1960, les autorites politiques ivoiriennes avaient decrete la gratuite des soins medicaux. Cette idee de gratuite et d' assistance est un argument d'equite cher au president de la republique felix houphouet boigny, parce qu'il considere que "la sante est le premier droit de l'homme, car le mort n'a pas de droit". Mais les bonnes intentions ne convergent pas avec les possibilites economiques du pays, qui elles-memes sont liees a l'evolution de l'economie mondiale. Or, l'etat-providence n'est plus en mesure de satisfaire financierement aux immenses besoins de sante exprimes par la population ivoirienne. Ainsi, l'idee de gratuite de soins devient vite une "fiction", parce que depuis 1983, les c. H. U. C. H. R. Sont devenus des e. P. I. C. D'ou les ivoiriens payent desormais leurs soins medicaux (medicaments consultations). Mais le paradoxe est que le remboursement des frais medicaux soit reserve a la technostructure : fonctionnaires de l'etat, agents des entreprises publiques et aux salaries du prive. Cependant, rien n'a ete prevu pour la majorite de la population que constituent les paysans, les artisans et les commercants. La securite sociale dans ce pays manque de "tronc commun" qui, au depart devrait etre sa generalisation pour tous avant d'etre categorielle. L'inegalite de la densite medicale entre les zones urbaines et les zones rurales explique l'importance de la mortalite differentielle des categories socio-professionnelles. L'etat ne peut plus a lui seul assumer desormais le cout de la sante. Pour cela il faudrait trouver d'autres sources de financement. Il faut vouloir s'elever et cette volonte doit servir a la dynamique du developpement du pays. Pour y parvenir, il est necessaire de repenser le systeme de financement des services de sante, en creant de nouvelles structures, en diversifiant les sources de financement et surtout en tenant compte des conditions socio-economiques du pays. Mais que cela soit accompagne d'une reelle volonte politique. La sante certes, n'a pas de prix, mais elle a un cout.

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Taiglahou, Jean. "L'Organisation du système de santé dans les pays francophones ouest-africains, et le choix d'une diversification des sources de financement application à la Côte d'Ivoire /." Lille 3 : ANRT, 1987. http://catalogue.bnf.fr/ark:/12148/cb37601400q.

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Paut, Raphael. "Analyse des compromis entre diversité cultivée et complexité de gestion à travers le cas d’étude du Verger-Maraîcher : Une approche combinant modélisation et méthodes qualitatives Reducing risk through crop diversification: an application of portfolio theory to diversified horticultural systems Modelling crop diversification and association effects in agricultural systems." Thesis, Avignon, 2020. http://www.theses.fr/2020AVIG0724.

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Les vergers-maraichers sont des systèmes mixtes agroforestiers qui visent à optimiser l'utilisation des ressources spatiales et temporelles en produisant des fruits et des légumes sur la même parcelle. De ce point de vue, ces systèmes semblent en mesure de répondre au double enjeu productif et environnemental auquel l’agriculture est confrontée aujourd’hui. Néanmoins, les vergers-maraichers sont caractérisés par une grande complexité structurale et organisationnelle, car ils combinent deux ateliers très exigeants possédant des dynamiques contrastées. Dans cette optique, les conditions permettant d’obtenir un compromis entre résilience des performances et complexification de la gestion du système nécessitent d’être identifiées.L’objectif de ma thèse est donc de caractériser les compromis entre les bénéfices attendus de ces systèmes et les difficultés engendrées par leur complexité structurelle et organisationnelle. La démarche de recherche s’appuie sur le développement de plusieurs modèles qui mobilisent alternativement (i) la théorie du portefeuille ; (ii) le concept de Surface Equivalente Assolée ; (iii) la modélisation dynamique de type états-contrôles.Ces outils de modélisation sont complétés par une approche compréhensive au travers d’entretiens semi-directifs réalisés auprès de 15 agriculteurs du sud-est de la France. La combinaison de ces différentes approches met en évidence quatre résultats principaux. (i) Les effets de la diversification dans un contexte horticole peuvent permettre de réduire la variabilité de la production globale jusqu’à 77% ; (ii) l’association de cultures, en plus d’augmenter le rendement global, réduit davantage le risque ; (iii) la part relative de l’arboriculture et du maraichage dans l’assolement, couplée à l’allocation du temps de travail entre ces deux ateliers sont des éléments déterminants dans la gestion à long terme de la dynamique du système ; (iv) enfin, gérer la complexité liée à la diversité des cultures et à leur agencement agroforestier implique une reconfiguration des pratiques de gestion.L’ensemble de ces résultats met en évidence que la conduite de ces systèmes permet d’arbitrer entre les différentes dimensions étudiées : réduction des risques, synergies entre cultures, différences de dynamiques entre arboriculture et maraichage, mais également, impact de la configuration agroforestière sur les pratiques agricoles. Ces travaux de thèse permettent ainsi de mieux caractériser les compromis entre les bénéfices attendus des vergers-maraichers et la complexité de leur mise en oeuvre
The need to redesign more sustainable agricultural systems able of producing more, especially through intercropping or agroforestry, cannot be achieved without taking into account the essential aspect of production variability. Yet, although many studies have focused on the effect of intercropping on overall production, the particular issue of production variability in such systems remains relatively unstudied. The approach we propose, for a shift towards a sustainable intensification of agricultural systems, considers the dual dimensions of yield and risk in a combined framework for the assessment and the comparison of two diversification strategies: (i) a simple diversification strategy (SDS) considered as an increasing number of crops grown on separate plots within a farm and (ii) an intercropping strategy (IC) considered as a within-plot increased diversity, where more than one species is grown at the same time and place. The two perspectives examined here were Modern Portfolio Theory and Land Equivalent Ratio. The former quantifies the effect of diversification on risk, the latter measures the effect of association on production. This research merges both approaches in a combined framework in order to assess intercropping system performances. By applying our framework to cases selected from the literature, we explored and compared the potential benefits of these two strategies in terms of yield and risk. Results showed that intercropping, in addition to being interesting with regard to yield, can have an additional risk reduction effect compared to a simple diversification strategy. Conversely, some crop mixtures maintained or even increased yield variability. Our work contributes to a better understanding of the possible impacts of diversification strategies on trade-offs between yield and risk, but also underlines the importance of taking yield variability into account in further studies

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Napitupulu, Humala Lodewijk. "Contribution à la formulation des stratégies de diversification par valorisation du potentiel technologique de l'entreprise : application de l'approche par les systèmes technologiques dans les cas des petites et moyennes entreprises industrielles dans la région du Nord de Sumatra, Indonésie." Vandoeuvre-les-Nancy, INPL, 1989. http://www.theses.fr/1989NAN10439.

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Le choix d'une nouvelle activité est essentiel dans la formulation d'une stratégie de diversification interne. Parmi de nombreuses activités nouvelles possibles et candidates éventuelles, l'entreprise doit choisir celle qui lui assure la réussite de sa diversification interne, tout en présentant les caractéristiques les plus intéressantes pour ses perspectives de développement ultérieur, tant au niveau économique qu'au niveau technologique. Ce choix s'appuie sur l'appréciation des possibilités d'exploitation de l'environnement et de la situation interne de l'entreprise. Son processus est relativement complexe puisqu'il doit tenir compte de nombreux facteurs permettant d'évaluer l'intérêt de l'activité, la possibilité et l'avantage de diversification dans ses différents aspects et notamment dans son aspect technologique. C’est pour cela que nous concevons une approche par les systèmes technologiques. Cette approche est assimilée à la démarche d'analyse de la nouvelle activité et d'analyse interne de l'entreprise. Ces analyses sont intégrées au cours de la démarche de diagnostic dans une deuxième phase de formulation de la stratégie de diversification interne proposée. En analysant trois cas de diversification interne, nous révisons et validons les concepts de l'approche et de la méthode proposées. Ensuite, au moyen d'une étude d'application, nous démontrons finalement l'aspect pratique de cette méthode

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SHARMA, SHOBHIT. "DIVERSIFICATION APPLICATIONS IN PORTFOLIO MANAGEMENT." Thesis, 2019. http://dspace.dtu.ac.in:8080/jspui/handle/repository/17251.

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An investment is a sacrifice of current money or other resources for future benefits. Numerous avenues of investment are available today. The two key aspects of any investment are time and risk. Very broadly, the investment process consists of two tasks. The first task is security analysis which focuses on assessing the risk and return characteristics of the available investment alternatives. The second task is portfolio selection which involves choosing the best possible portfolio from the set of feasible portfolios. Construction of portfolio is only part of the battle. Once it is built, the portfolio needs to be maintained. The market values, needs of the beneficiary, and relative merits of the portfolio components can change over time. The portfolio manager must react to these changes. Portfolio management usually requires periodic revision of the portfolio in accordance with a predetermined strategy. The type of sampling technique used is Simple Random Sampling wherein a questionnaire was prepared and distributed to the retail investors. The investor’s profile is based on the results of a questionnaire that the Investors completed. The Sample consists of 50 people from various backgrounds. The target customers were only the retail investors who invest in various avenues so as to know about their knowledge and concern regarding the economy, principal invested, investment options, market conditions etc. According to the opinion of these investors interpretation has been done and there has been findings and conclusion along with some recommendations.

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26

Ryder, Robin. "Phylogenetic Models of Language Diversification." Phd thesis, 2010. http://tel.archives-ouvertes.fr/tel-00661866.

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Language diversi cation is a stochastic process which presents similarities with phylogenetic evolution. Recently, there has been interest in modelling this process to help solve problems which traditional linguistic methods cannot resolve. The problem of estimating and quantifying the uncertainty in the age of the most recent common ancestor of the Indo-European languages is an example. We model lexical change by a point process on a phylogenetic tree. Our model is speci cally tailored to lexical data and in particular treats aspects of linguistic change which are hitherto unaccounted for and which could have a strong impact on age estimates: catastrophic rate heterogeneity and missing data. We impose a prior distribution on the tree topology, node ages and other model parameters, give recursions to compute the likelihood and estimate all parameters jointly using Markov Chain Monte Carlo. We validate our methods using an extensive cross-validation procedure, reconstructing known ages of internal nodes. We make a second validation using synthetic data and show that model misspeci cations due to borrowing of lexicon between languages and the presence of meaning categories in lexical data do not lead to systematic bias. We fit our model to two data sets of Indo-European languages and estimate the age of Proto-Indo-European. Our main analysis gives a 95% highest posterior probability density interval of 7110 9750 years Before the Present, in line with the so-called Anatolian hypothesis for the expansion of the Indo- European languages. We discuss why we are not concerned by the famous criticisms of statistical methods for historical linguistics leveled by Bergsland and Vogt [1962]. We also apply our methods to the reconstruction of the spread of Swabian dialects and to the detection of punctuational bursts of language change in the Indo-European family.

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27

Poupart, Julien. "Synthesis, diversification and biomedical applications of 4,5-substitued N-aminoimidazol-2-ones." Thesis, 2020. http://hdl.handle.net/1866/24770.

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In peptide-based medicinal chemistry, mimicry of turn conformations is important because of the significance of such secondary structures for molecular recognition. In this context, N-aminoimidazol-2-one (Nai) residues have demonstrated ability to mimic the central residue of turn conformers. Moreover, potential to functionalize the 4- and 5-positions of the Nai heterocycle offer opportunities to add and orient side chain functionalities with constrained c-geometry. Methods have been developed to employ Nai residues for peptide mimicry. Previously, Nai dipeptide esters with substituents at the imidazol-2-one 4-position were obtained as racemic mixtures. By employing alternative C-terminal groups, epimerization has now been minimized. Functionalization of the Nai 5-position after cyclization has also been achieved by novel chemistry. For example, (4-Me, 5-aldehyde)Nai residues were obtained by 5-position formylation. The aldehyde was then reduced and oxidized to provide alcohol and acid functionality. Reductive aminations on (4-Me, 5-aldehyde)Nai residues using different primary and secondary amines and amino methylation of (4-Me)Nai residues were also used to prepare constrained diaminobutyric acid analogs. In the interest to prepare Nai analogs that can serve as constrained phenylalanine residues, palladium-catalyzed chemistry was developed to cross-couple different aryl iodides at the 5-position. In model peptides, the (4-Me, 5-aryl)Nai residues were predicted by molecular dynamic calculations to be located at the i+1 position of type II’ β-turn conformations with the aryl side chain positioned in the gauche (–). The synthesis of biologically relevant Nai peptides was next explored using methods for accessing enantioenriched residues and conditions for their 5-position arylation. Peptide derivatives of growth hormone releasing peptide-6 (GHRP-6) were targeted using the Nai residues because the corresponding semicarbazide analogs had exhibited selective and relatively high binding affinity for the cluster of differentiation receptor (CD36) receptor and potential to mediate macrophage-driven inflammation in conditions leading to age-related macular degeneration, atherosclerosis and angiogenesis. Previous studies with GHRP-6 analogs demonstrated that replacement of Trp4 with a semicarbazide possessing an aromatic side chain favored a turn conformation and selective CD36 binding affinity. Solid-phase methodology was developed to synthesize [(4-Me, 5-Aryl)Nai4]-GHRP-6 analogs and used to prepare four different Nai peptides on Rink amide resin. All four analogs were effective at mediating nitric oxide (NO) overproduction in macrophages cells treated with a Toll-like receptor 2 (TLR2) agonist. Although biological evaluation of the [(4-Me,5-Aryl)Nai4]-GHRP-6 analogs is still being performed, their ability to modulate NO overproduction strongly indicated backbone and side chain conformational requirements for biological activity. In sum, this thesis has provided effective methods for preparing novel constrained peptide analogs for mimicry of the backbone and side chain geometry in β-turns. Enantiomerically enriched Nai residues were synthesized, introduced into peptide sequences, and functionalized at the 4- and 5-positions. Employment of the 4,5-disubstituted Nai analogs in the study of peptide medicinal chemistry offers powerful potential for exploring structure-activity relationships to identify and replicate biologically active conformers.
Le développement de mimes de tours peptidiques pose un intérêt particulier en chimie médicinale, en raison de leur importance dans la reconnaissance moléculaire. Dans ce contexte, les résidus N-aminoimidazol-2-one (Nai) ont démontré une tendance à occuper la position centrale de repliements peptidiques. De plus, la présence de l’unité imidazolone offre un potentiel de fonctionnalisation en position 4 et 5 pouvant jouer le rôle de chaînes latérales rigidifiées dans l’espace χ. Des méthodes ont été développées pour rendre possible l’utilisation de résidus Nai en chimie peptidique. Par le passé, des esters de dipeptide Nai possédant un substituant à la position 4 de l’hétérocycle ont été synthétisés de manière racémique. L’utilisation de groupement C-terminaux a permis de grandement réduire l’épimérisation due à l’utilisation de base forte utilisée durant l’étape de cyclisation. La fonctionnalisation de la position 5 du cycle après la cyclisation a aussi été rendue possible par le développement de nouvelles conditions réactionnelles. Par exemple, des conditions de formylation ont donné des résidus (4-Me, 5-Aldéhyde)Nai. La fonction aldéhyde a été réduite et oxydée, donnant accès a des fonctions alcool et acide carboxylique. L’amination réductrice du squelette (4-Me, 5-Aldéhyde)Nai en utilisant des amines primaires et secondaires ainsi que l’amino-méthylation de résidus (4-Me)Nai ont donné accès à des résidus d’acide diaminobutyrique rigidifiés. Dans le but de préparer des analogues Nai pouvant servir de mimes rigidifiés de résidus phénylalanine, la catalyse au palladium a rendu possible l’installation de groupements 5-aryle par couplage croisé avec différents iodoaryles. Dans un modèle de peptide, le résidu (4-Me, 5-aryl)Nai a été soumis à une analyse par dynamique moléculaire qui a révélé le positionnement de la portion Nai à la position i+1 d’un tour β de type II’, avec la chaine latérale aryle adoptant une conformation gauche (-). Ayant en main des conditions de synthèse énantioenrichie ainsi que de diversification de la position 5, la construction de peptides Nai possédant un intérêt biologique a été entreprise. Des dérivés du peptide Growth hormone releasing peptide-6 (GHRP-6) ont été ciblés car les analogues semicarbazide correspondant ont précédemment démontré avoir à la fois de la sélectivité et une affinité relativement grande pour le Cluster of differentiation receptor (CD36). Ils ont ainsi le potentiel de moduler l’inflammation attribuable aux macrophages dans des conditions menant à la dégénérescence maculaire liée à l’âge, l’athérosclérose et l’angiogenèse. Des études précédentes ont démontré que le remplacement du résidu Trp4 du GHRP-6 par un semicarbazide possédant une chaîne latérale aromatique favorisait l’adoption d’un repliement de la chaîne peptidique et une affinité sélective envers le récepteur CD36. Une méthode de synthèse sur phase solide d’analogues [(4-Me, 5-Aryle)Nai4]-GHRP-6 a été développée et utilisée pour synthétiser quatre différents peptides Nai en utilisant la résine Rink amide. Les quatre analogues se sont montrés efficaces à réduire la surproduction d’oxide nitrique (NO) dans les cellules macrophages traitées avec un agoniste du Toll-like receptor 2 (TLR2). Malgré le fait que l’évaluation biologique des analogues [(4-Me, 5-Aryle)Nai4]-GHRP-6 soit toujours en cours, leur habilité à moduler la surproduction d’oxide nitrique montre qu’ils possèdent la bonne géométrie quant à la chaîne principale et la chaîne latérale aromatique pour interagir avec le récepteur. En somme, la présente thèse a fourni des méthodes efficaces de synthèse de nouveaux analogues de peptides rigidifiés pour mimer les chaînes principale et latérales de tours β. Les résidus Nai énantioenrichis ont été synthétisés, introduits dans des séquences peptidiques d’intérêt sur phase solide et fonctionnalisés à la 4ième et 5ième position. L’utilisation de ces analogues Nai 4,5-disubstitués en chimie médicinale et peptidique offre un potentiel considérable dans l’exploration de la relation structure-activité de peptides d’intérêt biologique pour identifier et mimer les conformères bioactifs.

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Liu, Yu Ting, and 劉玉婷. "Applications to cultural diversification of Sport vocabulary ──Four kinds of ball sports as an example for research." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/q9e34p.

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碩士
國立政治大學
華語文教學碩士學位學程
104
Under the overwhelming stream of Chinese learning mania, many foreigners embark on Chinese learning. However, language learning is not only robotic and systematic characters learning. Instead, the spirit of language learning is to experience language itself- profound meaning of culture. Students who are not so interested in culture learning will need to experience the essence of culture while learning language. Chinese characters are all evolved with different stories and histories, let alone phrases. Metaphors behind phrases are beyond our imagination. What’s more, sport is a terrific material happened in our daily life. Hence, to explore the origin of the culture, we set sport phrase as research topic. Topic to research related background is based on corpus collection, statistics classification, literature review and classification, questionnaire survey and teaching methodology design. Aside from theoretical literature, sport slogans, context, forum in newspaper, magazine, news is covered in research corpus. There are four main purposes to be researched. First, classification of sport phrase used in newspaper, magazine and Internet; secondly, cultural meaning in sport phrases and terms; third, analyze the essentiality of Chinese teaching in sport phrases and terms by the result of questionnaire survey. Fourth, design one systematic teaching plan to combine the essentiality and availability of cultures in sport terms and vocabulary teaching in Chinese learning. As research indicated, cultures in sport terms are correspondent with military and war. Tracing back to ancient era, physical education is one classical case to train soldiers. This example exists both in the history of Western culture and Oriental culture. Also, it is what we make our stand on this research: “Sport contest is war” Sport terms research with its value and meaning plays a key role in Chinese teaching and Chinese culture recognition which not only accumulate learners’ essence of cultural recognition but also build a new mile stone in cross culture language teaching.

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張英傑, Ying-Chieh Chang, and 張英傑. "Applying the IoT(Internet of Things) and Cloud Computing to the Intergrated Diversification Cloud Platform Using Smart Cities related Applications for Example." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/mexk9d.

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碩士
樹德科技大學
資訊工程系碩士班
104
With the rapid advancements in wireless technology, mobile communications and related services, and cloud related technologies and internet applications becoming matured in the recent years, creating new innovations and emerging new technologies with integrated applications and services have helped to couple our daily lives closer together and enhance out living environment. Those new and innovative technologies with integrated applications and services not only just focused in the fields of ICT (ICT, Information and new technology development Communication technology), but also included new business models and service models, such as B2B,B2C,O2O,and sharing economy. Combining the rapid growth of Cloud Platform Services and IoT (Internet of Things) technologies, and through WSN (Wireless Sensor Network) devices for interconnected cross-communication and data messaging transport, the collected and gathering of the real-time data can be processed by the cloud service platform for performing big data analysis through artificial intelligence logics and machine learning algorithms. Such data processing hierarchy can be applied to real-life applications and usage scenarios for home automation, home security, health care, remote monitoring, environmental detection, power monitoring and other integrated applications and services. In addition to the integrated service platform, the applications can further to expand into smart agriculture, public transportation services, smart campus, disaster prevention, tele-medicine, intelligence community, wisdom factory and other large data repository. Consequently, all those new and innovative applications and services are all to make people''s lives more convenient and ultimately, as the vision in the future of smart living. This article is to discuss the plan for building an open cloud platform integrating the applications of smart home, remote care, intelligence community, wisdom, factories, public building intelligence services, and other fields in relation to the smart living applications. The diversification of different applications, including networking applications, can further expand to Smart City applications for providing new methods of city management. And simultaneously, combining with additional technological innovations, the open cloud platform can create more diversified networking products and applications, resulting a growth in business opportunities and economy to Taiwan ICT industry. Smart city cloud platform build, with the use of ICT resources, will help to establish the optimal living environment, and increase the interaction between the city and the people. By integrating of big data and analysis results, and provide them as integrated applications and services, the ultimate goal of a smart city is to expect to bring efficiency and optimization in the process of systems of services, and to achieve higher public satisfaction from the people.

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Xu, Wen-yu, and 許文俞. "The Influences of Indurial Diversification, Geographic Diversification, and Competitiveness on Corporate Values - Application of 3SLS Model." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/6hmrkb.

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碩士
國立臺中科技大學
財務金融系碩士班
106
In the face of unpredictable and highly competitive industrial environments, a successful and sustainable company needs not only R&Dand correct strategic leadershipbut also implement appropriate diversification strategies at home and abroad.With regard to possibility and adaptability, this study uses the simultaneous equations system approach to explore the effects of industry diversification,geographic diversification, competitiveness,and corporate value. Moreover, it analyzes the impact of related financial and non-relevant financial data on the above dependent variables.The sample period is from 2012 to 2016. The data set is also classified into traditional industries and electronic industries.The empirical results show that companies with higher competitiveness can simultaneously perform industrial diversification and their company value will increase.The companies with better corporate value and performance in traditional industries are less inclined to diversify their geographical positions.On the contrary,if companies develop directly overseas, the relative competitiveness will increase.The discovery of the electronics industry and traditional industries is not inconsistent with the direction in which the company’s competitiveness is not considered if the company directly develops other industrial systems without considering other financial or non-financial factors.Finally, when the electronic company is a group enterprise, it should not develop other industries. It is more important to focus on their industry.

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31

BALLIVIAN, VALDES MARIA AMPARO ISABEL. "PRODUCT DIVERSIFICATION AND RISK AVOIDANCE: AN APPLICATION TO INDIAN AGRICULTURE." Thesis, 1986. http://hdl.handle.net/1911/16035.

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The phenomenon of multiple-output production has several explanations. Jointness, cost complementarities and risk avoidance, or a combination thereof, are the most likely. Jointness and cost complementarities are closely related concepts, both resting on the existence of an underlying fixed factor of production which is shared by more than one product. Risk avoidance can be another cause of jointness, in an economic sense, and an alternative explanation for product diversification. In this dissertation, the relationship between risk avoidance behavior and economic jointness is formally analyzed in the context of a multi-output technology. The implications in terms of the revenue function are examined and point to its subadditivity. We call this property "revenue complementarities", analogous to economies of scope of the cost function. The implications of both of these concepts for a new flexible form, the Constant Elasticity of Substitution, Constant Elasticity of Transformation, Generalized Leontief (CES-CET-GL), are laid out. A restricted CES-CET-GL profit function used to investigate a panel of agricultural production units in the Semi-Arid Tropics of rural India reveals the existence of cost complementarities as well as a considerable effect of risk aversion on profit maximizing behavior. The size and magnitude of the elasticities, estimated from a nonlinear system of output supply and input demand equations with fixed effects, show that farmers are responsive to price incentives, as predicted by neoclassical theory. Results indicate, among other things, that there is an overutilization of the quasi-fixed factor land, while the calculation of the shadow price of risk shows that risk averse behavior reduces the level of profits.

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32

Hong, Mihwa, and 洪美和. "A Case Study on Diversification Strategy in Korean Mobile Application Industry." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/47037425700033865875.

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碩士
國立臺灣科技大學
管理學院MBA
103
It has been a new era in the IT sector for several years since the smartphone was introduced in the world in mid to late 2000s. Emergence of those devices such as smartphones and tablets has absolutely brought a new lucrative business category of mobile application, and it has affected on many areas which have existed in web platforms such as social network service, e-commerce, banking, games and so on. In order to lead or follow the trend, looking at the potentials and opportunities, a lot of mobile application start-ups have sprung up. Many app start-ups were born in South Korea as well over the period, and Korea was ranked as one of the countries with the highest smartphone penetration rate, which was 73% in 1Q of 2013. The significant number of 73% implied great potential in local market, and it became one of the drivers for many Korean entrepreneurs to start their business in app field. For the reason, the term of ‘start-up’ in Korea has been often identified with ‘mobile application developer’. This research will basically conduct a case study on diversification strategy of Korean mobile instant messenger startup, Kakao Corp. Including expert’s interview, analyses with several models, such as five forces framework, SWOT analysis, BCG matrix and GE/McKinsey matrix are applied to figure out the company’s current position and future direction. Especially, BCG matrix and GE/McKinsey matrix take a key role to evaluate company’s product portfolio strategy and to provide suggestion and guideline for future diversification. The company Kakao Corp. (Daum Kakao as a consolidated company) recently has been planning new initiatives such as mobile payment service and call taxi service. By investigating company’s motives for diversification and core competencies, the research tried to figure out if company’s current diversification strategy is going the right track, what future implications are, and what recommendations this research can provide.

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WU, TING-HSUN, and 吳庭熏. "The Application of the Most Diversification Portfolio in the Taiwan Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/k729em.

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碩士
逢甲大學
財務金融學系
106
Because of the vigorous development of the Modern Portfolio Theory, investors can use a rational attitude on asset allocation. Recently, Choueifaty and Coignard (2008) and Choueifaty, Froidure, and Reynier (2013) proposed the Most Diversification Portfolio (MDP), which is a method of asset allocation based on a volatility-weighted method. In our empirical research, the MDP method is the best-performing model compared with the traditional methods of asset allocation in both average return and risk. We use the MDP method to apply to the Taiwan stock market, and use the Taiwan Capitalization Weighted Stock Index as the benchmark index. The empirical result show that the MDP model performs better than the Taiwan Stock Index. Even compared with the traditional MVP model, it reveals that the MDP has higher average return and lower standard deviation.

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WANG, HAO. "Dependence methods for financial time series with application to portfolio diversification." Doctoral thesis, 2015. http://hdl.handle.net/11573/917681.

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Lee, Chia-Chi, and 李家琪. "Auditor Concentration, Business Diversification and Performance: Application of Structure-Conduct-Performance Paradigm." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/00421061593222446141.

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博士
國立雲林科技大學
管理研究所博士班
95
This study investigates the degree of Taiwan’s auditor concentration and changes in market structures for the public accounting profession during a long-term period. In order to acquire a clear knowledge of influences of market structures and accounting firms’ conduct on the performance, the structure-conduct-performance (SCP) paradigm is used. Empirical data are obtained from the 1992-2003 Survey Report of Public Accounting Firms in Taiwan, published by the Financial Supervisory Commission, Executive Yuan, Taiwan, the Republic of China. Main findings are as follows. At first, market structure demonstrates that the public accounting profession is developing towards a high degree of concentration. In addition, for the entire industry, the degree of imperfect competition is getting higher and higher. The entire industry as well as different types of accounting firms, including big 6, large, medium and small, are all at the stage of imperfect competition. The big 6, medium and small accounting firms are moving towards perfect competition, whereas the degree of imperfect competition of large accounting firms is getting higher and higher. With the respect to business sub-markets, the big 6, large, medium and small accounting firms are all at the stage of imperfect competition, too. However, the competitive degrees in business sub-markets of big 6 accounting firms, including audit, tax, management consultancy, corporate registration and other services businesses, are apparently different from the other three types of accounting firms. In addition, the average competitive degree of big 6 accounting firms is the highest. Second, as a percentage of total revenues, the ratio of tax business is the highest followed by audit business, corporate registration and other services, and management consultancy business. For different types of accounting firms, the big 6 accounting firms mainly focus on the audit business, large accounting firms put great importance on the tax and audit businesses, and medium and small accounting firms concentrate on the tax business. From the perspective of business diversification, compared with the other three types of accounting firms, the big 6 accounting firms are likely to engage in a higher degree of business diversification, and small accounting firms have the lowest degree of business diversification among the four types of accounting firms. Third, by adopting the “SCP paradigm”, this study developed a regression model of relation between market structures, conduct of accounting firms and the performance. Empirical results show that, for the entire industry, the degree of imperfect competition of accounting firms is positively related to performance, indicating that the degree of imperfect competition is getting higher, the market will go towards oligopoly, which will lead to a stronger profitability and improve the performance of accounting firms. The degree of business diversification is also positively related to performance, indicating that business diversification will make a positive contribution to the performance of accounting firms. Finally, this study further discussed the effects of competition degree and business diversification on the performance for various types of accounting firms. The results show that the degrees of imperfect competition of big 6, medium and small accounting firms are positively related to performance significantly. The association between degree of business diversification and performance is positive in big 6 but negative significantly in small accounting firms.

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Joshi, Nilesh N. "Diversification methods for infrastructure systems optimization with application to risk-based transportation planning /." 2007. http://wwwlib.umi.com/dissertations/fullcit/3280028.

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37

Pan, Yi Han, and 潘奕涵. "The Application of Extreme Value Theory and Copula Approach in the International Diversification." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/46138936831292615859.

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碩士
國立臺北大學
統計學系
101
In this paper, we study the dependence structure of asset returns among three regions; G5, East Asia, and Latin America in MSCI stock markets before and after financial crisis to investigate international diversification. Both Correlations and extreme dependence were examined in this study. The tail behavior of extreme events in extreme value theory can be used to describe an asymmetric distribution of asset returns. In this study, we used two non-parametric statistics in bivariate extreme value model proposed by Poon, Rockinger and Tawn (2004) to estimate tail converge rate and tail dependence separately. There are three main findings for dependences. First, both correlations and extreme dependence increase over time and Latin America has the lowest downside risk (best diversification) among regions. Second, the highest average return occurred in Latin America before financial crises and East Asia after crises. Third, Latin America has the lowest coefficient of variation among regions.

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38

Chin, Yu-Ju, and 金佑儒. "Effects of Agribusiness Stocks on Risk Diversification: An Application of Copula-GARCH Functions." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/t699u3.

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碩士
國立臺灣大學
農業經濟學研究所
107
OECD (2017) has mentioned Emerging Asian countries would benefit from agricultural technology, the adjustment of human diet and the implementation of food security policies for the next decade. The purpose of this paper is to develop Emerging Asian Agribusiness Index, and to understand the dependency of Emerging Asian Agribusiness Index and MSCI Emerging Asian index. The research then examines the Value at Risk (VaR) of portfolios of two indexes to see the potential effect of risk-aversion. This paper applies two-step Copula-GARCH model for estimating the correlation between emerging Asian agribusiness index and MSCI Emerging Asian index including Taiwan, China, South Korea, Thailand, Malaysia, Indonesia, and the Philippines. The sampling period is from 19 July 2007 to 27 Dec 2018 with four bear markets occurred, including financial crisis of 2007-2008, United States debt-ceiling crisis of 2011-2012, Chinese stock market turbulence of 2015-2016, and China–United States trade war of 2018. This research would evaluate the performance of portfolios by calculating the VaR during each bear market. The results provide that GJR-GARCH-Skewed t model could capture the fat tail effect of sample data, and t Copula could best correspond to dependency of emerging Asian agribusiness index and MSCI Emerging Asian index. When portfolios meet the bear market, the dependency is usually below 0, which might possibly reduce the loss of portfolios. Also, the findings of VaR method imply that Emerging Asia agribusiness index do have the characteristic of risk diversification for portfolios.

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39

Chang, Yun-Yueh, and 張雲岳. "Do Hedge Fund Indices Provide Diversification Benefits? Application of Using Mean-Variance Spanning Test." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/49564633354721004282.

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碩士
國立中央大學
財務金融研究所
97
According to portfolio theory, we can gain diversification benefits by investing in assets that have low correlation with the portfolio we hold. In other words, one is often interested in finding out whether one set of risky assets can improve the investment opportunity set of another set of risky assets. In this paper, we use mean-variance spanning test to see if investors can improve the efficient frontier by adding hedge funds to their portfolios. Moreover, using step-down procedure to test the spanning hypothesis, it can help us to know whether the rejection comes from the difference of tangency portfolios or global minimum-variance portfolios. By using monthly returns data for 55 hedge fund indices in the CSFB/Tremont and Hedge Fund Research database from 1990/01/01 to 2008/12/31, our empirical result shows that we can gain diversification benefits by adding hedge fund indices to our benchmark portfolio; meanwhile, we have higher Sharpe ratio. And following step-down procedure, we can know diversification benefits come mostly from the difference of global minimum-variance portfolios. We also add REITs to our benchmark assets to see whether REITs will dilute diversification benefits from hedge fund investments. From our empirical results, we can’t any find significant evidence that REITs dilutes the diversification benefits from hedge funds.

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40

Huang, Hui-Chen, and 黃惠貞. "Traditional industrial application of innovative diversification strategy research on the impact of financial performance." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/cg8sgy.

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碩士
國立臺灣科技大學
財務金融研究所
105
The impact of turmoil in the global financial market over physical economic activities has become more and more significant as a result of globalization. In Taiwan, as the birth rate plummets, the demographic bonus has gradually disappear. Mass production has led to overproduction, and economies have faced bottlenecks in their economic growths. In the face of strong competition around the globe, adjustment to Taiwan’s industrial structures is by far too slow to cope with changes in the global economic environment and the pressure from technical competition. Taiwan in its national economic development is facing the issue of five deficiencies (lack of water, electricity, workers, lands, and talents). Also, conflicts between energy and environment policies as well as issues of workers’ welfare and social benefits have led to stagnation of the pay structures. Low-pay jobs offered by companies have seriously exploited workers and the policy of “one fixed day off and one flexible rest day” have induced conflicts between employees and employers, which further causes more companies to leave Taiwan. Faced with the downturn of the global economy, people expect much that the government can promulgate an effective problem-solving policy to implement economic revitalization programs and improve the investment environment for sustainable development in Taiwan. Companies are expected to proactively elevate their competitiveness by engaging in R&D activities for business innovations and transformations. Germany’s "Production 4.0" may be a solution to shortage of manpower and pressure of surging costs in labor and energy. Taiwan should do lots of work to be better prepared for the downturn of the global economy. III According to GATF Technology Forcast, the global printing market has experienced the following changes in its sales and production during 2014 and 2015: Sales of traditional ink paper printing fell by 3.2%, and the production decreased by 2.24%. Sales of carbon powder digital printing increased by 3.9%, and the production increased by 0.55%. Sales of digital inkjet printing increased by 13.9%, and the production increased by 0.54%. Sales of value-added services increased by 7.1%, and the production increased by 0.86%. The said data show that the printing industry is not in a full recession, but directed towards fulfillment of different market demands instead. This study aims to find out the crisis and opportunities in traditional industries via a case study. Only through advancing with the times and searching for the innovative value in the paper industry can we strengthen confidence in the paper industry can we find out the best solution for the sustainable development.

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Hsu, Li-Ting, and 徐立婷. "The Impact of Financial Indicators on Banking Performance under Different Level of Diversification ─Application of PSTR." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/zwee7x.

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碩士
淡江大學
財務金融學系碩士班
100
The purpose of this study is to investigate the effect of diversification on the performance of banks by using panel smooth transition regression model which introduced by Gonzalez, Terasvirta and van Dijk (2004, 2005). Our samples consist of 14 financial holding banks and 10 non-financial holding banks during the period of 2009 to 2011. Indicators like return on assets, return on equity and economic value added are used to measure the financial performance. This empirical study will apply diversification ratio as transfer variables. Furthermore, it uses asset size, debt ratio, deposit-loan ratio and NPL ratio to estimate how these variables influence the performance of banks. The empirical result proves that there exists a nonlinear relationship on diversification ratio as transfer variables. When diversification ratio over the threshold, debt ratio has positive correlation with the performance of financial holding banks. However, asset size, deposit-loan ratio and NPL ratio have negative influence to banks performance. On the other hand, there is no significant relationship between Asset size and the performance of non-financial holding banks. Deposit-loan ratio has positive influence to the performance. Both debt ratio and NPL ratio have a negative correlation associated with the performance of non- financial holding banks.

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42

Maclean, Mark. "Rational Structural Diversification and Application of DalPhos Ligands for use in Challenging C-N Cross-Coupling Reactions." 2013. http://hdl.handle.net/10222/21903.

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Transition-metal catalyzed transformations have revolutionized modern chemical synthesis; the 2001, 2005, and 2010 Nobel prizes in Chemistry attest to their broad applicability in academia and industry. To this end, advances in transition metal catalysis are rooted in the development of ancillary ligands that are capable of supporting electronically and coordinatively unsaturated metal centers. The Pdcatalyzed cross-coupling of amines and (hetero)aryl (pseudo)halides (Buchwald- Hartwig amination), to afford synthetically useful arylamines, has benefitted greatly in this regard. The use of highly efficient P,N-phenylene (‘DalPhos’) ligands in challenging CN cross-coupling reactions (e.g. hydrazine and ammonia monoarylation), has recently been disclosed by the Stradiotto group. Herein, a Pd/Mor-DalPhos catalyst system has been exploited for the preparation of a diverse range of (hetero)aryl hydrazines, useful synthons for the synthesis of myriad heterocyclic scaffolds, including N-aryl pyrazolones. These compounds have been identified as a potent class of anti-aggregants that may prevent the formation of toxic A? oligomer species, serving as candidates for the treatment of Alzheimer’s Disease. Employing a tandem monoarylation/condensation protocol, 25 examples of structurally diverse Edaravone derivatives were afforded in good yield. Biological testing allowed for the identification of several compounds highly active toward inhibition of A?-40 and biotin-A?42 formation; their IC50 values were also determined. Given the literature precedent for improved catalyst activity arising from subtle changes to the ancillary ligand framework, rational structural diversification of Mor- DalPhos has been achieved in an effort to improve efficiency. Eight new DalPhos variants prepared in good to excellent yield, featuring substitution of the phenylenebackbone with electron-withdrawing and donating groups, thiomorpholino substitution, and two structural isomers where the phenylene-backbone has been replaced with pyridine. New variants were combined with [Pd(cinnamyl)Cl]2 to yield coordination complexes which may allow for a greater understanding of the catalytic cycle for BHA. Finally, new ligands were screened in a series of challenging C-X (X = N, C, O) cross-coupling reactions; a pyridine-bridged ligand variant displays unparalled activity in acetone arylation.

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43

CHIEN, TENG-CHIH, and 鄧志堅. "An Empirical Study on the Application of Diversification－A Case Study of a Medicines and Consumables Supplier." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/28050022741153696713.

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碩士
逢甲大學
電子商務碩士在職專班
99
Areas covered by the medical service market widening, range of medical services market tended to cover a variety of medical-related industries. The market for medical services, commodities markets and the general differences, and because under the influence of external factors. Taiwan''s hospital industry is moving towards large-scale firm size and property privatization trend toward large-scale development of the hospital industry''s direct impact, that is, the hospital market competition would have significant impact. 100 years under the National Health Insurance Bureau announced in January with chronic renal failure (uremia) must be regularly dialysis 65,025 names. Because Taiwan''s dialysis market after the implementation of national health insurance the first accumulated number of patients around the world, so all European and American manufacturers, suppliers, sales agents, have entered the market at the end of dialysis access, resulting in the supply chain changes and the level of integration on hospital Ecological changes caused by the supply market. In this study, a herbal health care supply chain distributors, customers of a small business to integrate the diverse needs of medical materials, composite structure as the industry increasingly competitive environment, companies must face the diverse needs of customers, how innovative Products and services processes, enhance service value.

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Yen, Chia-Liang, and 顏嘉良. "A Study on the Optimal Diversification of the Listed Companies in Taiwan─ The Application of Data Mining Technology." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/35430768356679309890.

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碩士
東吳大學
國際貿易學系
93
Abstract This study focus on the optimal diversification of companies listed in Taiwan between 1986 and 2003. We use the research methodology different from before to probe for the related issues about company implement optimal diversification. Here we adopt data mining technology and use it to analyze the related issues about the optimal diversification. The way is to be expected that the company can seek out the proper diversification and can adjust the diversified operating itself. More importantly, it can improve the efficiency of operating and get the better performance to reach the optimal diversification. According to the empirical results mentioned in previous chapter, we can conclude the below points: 1. We use artificial neural networks and decision trees to summarize out those important components and key factors. 2. Companies have to decide what level of the proper diversification does it apply to according to various factors when desiring to know what is the proper level of diversification for an enterprise. 3. When the actual level of diversification value is closed to the predicted value, Sales Per Employee、Net Income Per Employee、Net Sales、Net Income、EBIT and EBITD is significantly increase. However, when the actual value is closed to the predicted value, ROA、ROE and EPS is also significantly decrease. Besides, the explanation ability of regression is not better and it means that R square is very low. 4. We could know that it not absolute to make a well crediting rating or have a little frequency on financial crisis and full-delivery event based on the high level of diversification.

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PENG, YI-JIA, and 彭怡嘉. "The Tradition Hog Industry is Transforming into Leisure Farms with The Application of the Diversification Strategy Sixth Industry." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/gcw47f.

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碩士
明新科技大學
服務產業暨管理研究所碩士班
107
Therefore, the study is based on the traditional pig farm in Taiwan to import the basis theory of Japanese sixth industrial sectors to investigate the development tragedy of transforming from animal husbandry to agricultural recreation. The study goes by depth interview, participation, and observation. It classifies requirement, strategy, and cooperation to discuss summarize, and analyze with experts, operators, and government officials individually.The study collects some suggestions from Japanese dealers who have experienced of practical transformation to find out that the dealers of the pasture who are classified into transforming to the sixth industrial sectors still might be successful. If cross-domain vertical integration is carried out by some organizations, such as the government or cooperatives, it will be difficult to encounter the media processing manufacture which is commissioning to the type of processing business.In addition, although the dealers from Japan have developed sixth industrial sectors for 20 years, they still haven’t solved the problem of human resources which needs toward experiencing tourism due to population aging in the country. They are eager to need youth to return.But also promotes the application mode of modern digital technology and develops other languages to bring food, culture, and history into the tourism and also to have industry-academia collaboration with local schools or create new marketing strategies.For lacking of developing sixth industrial sectors of dealers and government in Taiwan, the result is a value of reference. The study is carrying on field trips and interviewing the successful dealers many times. After completing the current status analysis of dealers in Taiwan and the probe of the development tactic, we found industry transforming involves a wide perspective. So we suggest the follow-up related researchers could refer to the result of this and use Delphi method or level analysis to build the strategy index of developing animal husbandry transforming in Taiwan.

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46

Lamghari, Amina. "Méthodes et outils pour une affectation optimale des juges lors des compétitions : une application au concours John Molson." Thèse, 2008. http://hdl.handle.net/1866/6441.

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47

Ho, Yorvon, and 何煜文. "Applying Chaos Theory in Taiwan Stock Market - The Fractal Market Analysis and its Application on Portfolio Risk Diversificatioo Evaluation." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/93784173870915623126.

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碩士
國立交通大學
資訊管理研究所
84
The prime objective in this paper is to reveal the fractal structureof Taiwan Stock Market, and to apply the adaptation of fractal marketanalysis on the portfolio theory. In this study, R/S analysis is used as the primary analytical tool for uncovering long memory effects, fractal statistical structure, and the presence of cycles. Meanwhile, the following three subjects are examined: First, estimation of Hurst exponents and charac-teristic exponents, and testing of random null hypothesis in the samples of TSE-WPSI and 295 common stocks. Second, comparison and testing on three alternative R/S methods, and they are standard, with taking AR(1) residuals, and with trend correction. Third, evaluation and testing on the difference of diversification effects variousαportfolios. The results are shown that Taiwan Stock Market can be well characterized by the fractal structure. With respect to the preceding subjects : First, there is a persistent trend existing in WPSI and its non- periodic cycle length is equal to 4 years. Second, the R/S analysis with taking AR(1) residuals and trend correction yields a better estimation of Hurst exponent. Third, the difference on diversification effects between variousα portfolio is not significant by empirical results.

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Liao, Kuang-Chiang, and 廖光將. "The Research on the Relationships between Diversification Stratigies and Performances in the Group Enterprises Taiwan : The Application on the Portfolio Theory." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/39093877496261509356.

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49

Bourguet, Carine B. "Conception, synthèse et diversification de l'azaGly-Pro : un mime de tour beta, outil d'étude structure-activité : application au développement d'un nouvel agent tocolytique." Thèse, 2012. http://hdl.handle.net/1866/9061.

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Les accouchements prématurés constituent un problème médical majeur en constante augmentation et ce, malgré tous les efforts mis en œuvre afin de contrer le déclenchement des contractions avant terme. Cette thèse relate du ''design'' rationnel d'un nouvel agent thérapeutique (i.e., tocolytique) qui serait capable de 1) arrêter les contractions, et 2) prolonger la gestation. Pour ce faire, une nouvelle cible, la prostaglandine F2α et son récepteur ont été sélectionnés et le peptidomimétisme a été choisi afin de résoudre cette problématique. L'introduction contient un historique rapide de la conception à la synthèse (''drug design'') du peptide parent, le PDC113, premier peptide a avoir démontré des aptitudes tocolytiques suffisantes pour faire du peptidomimétisme. La deuxième partie de l'introduction présente les concepts du peptidomimétisme appliqués au PDC113 qui ont permis d'accéder au PDC113.824, inhibiteur allostérique du récepteur de la prostaglandine F2α, et explique comment ce mime nous a permis d'élucider les mécanismes de signalisation intracellulaire impliqués dans la contraction musculaire lisse. Cette thèse présente la conception, la synthèse et l'étude structure-activité de mimes de repliement de tour β au sein du mime peptidique original (PDC113.824) dans lequel nous avons remplacé l'azabicycloalkane central (l'indolizidin-2-one) par une série d'autres azabicycloalcanes connus et des acides aza-aminés dont nous avons élaboré la synthèse. Dans un premier temps, une nouvelle stratégie de synthèse en solution de l'aza-glycyl-proline à partir de la diphényle hydrazone et du chloroformate de p-nitrophényle a été réalisée. Cette stratégie a permis d'éliminer les réactions secondaires de cyclisation intramoléculaires communément obtenues lors de l'introduction d'acides aza-aminés avec les protections traditionnelles de type carbamate en présence de phosgène, mais aussi de faciliter l'accès en une étape à des dérivés peptidiques du type aza-glycyle. L'élongation de l'aza-glycyl-proline en solution nous a permis d'accéder à un nouveau mime tetrapeptidique du Smac, un activateur potentiel de l'apoptose au sein de cellules cancéreuses. Par la suite, nous avons développé une stratégie de diversification sélective de l'azote α du résidu azaglycine en utilisant différents types d'halogénures d'alkyle en présence de tert-butoxyde de potassium. Afin de valider le protocole d'alkylation de l'aza-dipeptide, différents halogénures d'alkyle ont été testés. Nous avons également démontré l'utilité des aza-dipeptides résultants en tant que ''building block'' afin d'accéder à une variété d'azapeptides. En effet, l'aza-dipeptide a été déprotégée sélectivement soit en N-terminal soit en C-terminal, respectivement. D'autre part, la libération de l'amine de l'ester méthylique de l'aza-alkylglycyl-proline a conduit à une catégorie de composés à potentiel thérapeutique, les azadicétopipérazines (aza-DKP) par cyclisation intramoléculaire. Enfin, notre intérêt quant au développement d'un nouvel agent tocolytique nous a amené à développer une nouvelle voie de synthèse en solution du PDC113.824 permettant ainsi d'élucider les voies de signalisation intracellulaires du récepteur de la prostaglandine F2α. Afin de valider l'importance de la stéréochimie et d'étudier la relation structure/ activité du mime, nous avons remplacé l'indolizidin-2-one (I2aa) centrale du PDC113.824 par une série d'autres azabicycloalcanes et azadipeptides. Les azabicycloalcanes D-I2aa, quinolizidinone, et indolizidin-9-one ont été synthétisés et incorporés au sein du dit peptide ne donnant aucune activité ni in vitro ni ex vivo, validant ainsi l'importance du tour β de type II' pour le maintien de l'activité biologique du PDC113.824. Finalement, l'insertion d'une série de dérivés aza(alkyl)glycyl-prolyles a mené à de nouveaux inhibiteurs allostériques du récepteur de la PGF2α, l'un contenant l'azaglycine et l'autre, l'azaphénylalanine. Cette thèse a ainsi contribué, grâce à la conception et l'application de nouvelles méthodes de synthèse d'aza-peptides, au développement de nouveaux composés à potentiel thérapeutique afin d'inhiber le travail prématuré.
Premature birth is a steadily increasing major medical problem, in spite of efforts made to counter the onset of preterm contractions. This thesis describes the rational design of a new therapeutic agent (i.e., tocolytic) capable of 1) stopping uterine contractions, and 2) prolonging gestation. The prostaglandin F2α receptor was explored for tocolytic development and a peptidomimetic approach was developed to produce modulators of this novel target. A brief discussion introduces the impact of preterm birth and history on the design and synthesis of a peptide lead, PDC113, to address this unmet medical need. Subsequently, the peptidomimetic approach is described for converting PDC113 to the small molecule PDC113.824, which was shown to be an allosteric modulator of prostaglandin F2α receptor, which mediates intracellular signalling pathways involved in uterine contraction. This thesis presents the design, synthesis and structure-activity relationship study of the peptide mimic PDC113.824, in which we have replaced the central β-turn mimic moiety, the indolizidin-2-one amino acid, by a series of other previously reported azabicycloalcane turn mimics and novel aza-amino acids. To accomplish the latter, new solution-phase methods for synthesizing aza-glycyl-proline analogs were developed starting from diphenyl hydrazone and p-nitrophenyl chloroformate. This strategy has surmounted side reactions such as the intramolecular cyclization commonly obtained with traditional coupling reactions employing alkyl-carbazates and phosgene, facilitating access to aza-glycyl-proline derivatives by a one step reaction. The modification of the aza-glycyl-proline using conventional strategies led to a new Smac mimic (a proapoptotic molecule), with potential as a tetrapeptide activator of apoptosis in cancer cells. Subsequently, we focused on the diversification of the aza-glycine residue by selective alkylation using different alkyl halides in the presence of potassium tert-butoxide. To validate the alkylation protocol, various alkyl groups were employed, and the usefulness of the resulting aza-dipeptides as ''building blocks'' was examined. Conditions were developed for selectively unmasking the protecting groups at the N- and C-terminal of the aza-dipeptide. In addition, removal of the amine protection of aza-alkylglycyl-proline methyl ester gave access to a class of compounds with therapeutic potential, the aza-diketopiperazines (aza-DKP), by intramolecular cyclization. Finally, our interest in developing a new tocolytic agent led us to develop a new solution-phase synthetic route to PDC113.824 for elucidating the intracellular signalling pathways of prostaglandin F2α receptor. To explore the importance of stereochemistry and to study the relationship between structure and activity, we replaced the central indolizidin-2-one (I2aa) of PDC113.824 by a series of others azabicycloalcanes and aza-dipeptides. The D-I2aa, quinazolidinone and indolizidin-9-one analogs were synthesized and incorporated into the mimic; however, none exhibited activity neither in vitro nor ex vivo, thus indicating the importance of a type II' β-turn for maintaining biological activity of PDC113.824. Finally, the synthesis of a series of aza(alkyl)glycyl-prolyl analogs led to new allosteric modulators of the PGF2α receptor, one containing aza-glycine and another aza-phenylalanine. This results reported in this thesis have contributed to the development of novel agents with promise for inhibiting preterm labor by the conception and application of new methods for making aza-peptides.

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50

Hlavaty, Tomas. "Portfolio optimization methods, their application and evaluation." Master's thesis, 2018. http://hdl.handle.net/10071/18261.

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The submitted master’s thesis focuses on practical application of quantitative portfolio optimization in various forms. The thesis is organized in two main parts, theoretical and practical. The theoretical part introduces the underpinnings of portfolio theory. It describes the optimization process, introduces a number of selected optimization methods, and provides an overview of portfolio management. As a whole, it serves as an underlying for the practical part. The practical part of the thesis is based on an experiment that put multiple quantitative portfolio optimization methods into a contest. Different optimizers were applied to portfolios composed of identical assets, which were subsequently held under different portfolio management styles over a pre-specified period of time. The performance of each portfolio was measured expost, adequately evaluated in accord with the criteria of the experiment, and confronted with the others. The questions that this master’s thesis tried to find answers to were (1) which portfolio optimizer, out of the selected ones, performs the best, and (2) whether it is beneficial to conduct rather an active, or a passive portfolio management.
Esta dissertação de mestrado apresenta uma aplicação prática da otimização quantitativa de um portfólio realizada de diversas formas. A tese está organizada em duas partes principais, uma teórica e uma prática. A parte teórica introduz os fundamentos da teoria de portfólio. Descreve o processo de otimização, apresenta vários métodos de otimização selecionadas e fornece uma visão geral da gestão de portfólios. Como um todo, serve como base para a parte prática. A parte prática da tese coloca vários métodos de otimização de portfólio quantitativos em competição. Diferentes optimizadores foram aplicados a carteiras compostas por ativos idênticos que foram subsequentemente mantidos sob diferentes estilos de gestão ao longo de um período de tempo pré-especificado. O desempenho de cada carteira foi medido ex-post, adequadamente avaliado de acordo com os critérios de otimização e comparado com as demais carteiras. As perguntas para as quais esta tese de mestrado tentou encontrar respostas foram (1) qual é o optimizador de portfólio, dentre os selecionados, tem o melhor desempenho e (2) se é benéfico conduzir uma gestão de portfólio muito ativa ou passiva.

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Dissertations / Theses on the topic 'DIVERSIFICATION APPLICATIONS'

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