Dissertations / Theses on the topic 'FX'
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1
Summonte, Chiara. "FX modelling under collateralization." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2016. http://amslaurea.unibo.it/11454/.
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We present the market practice for interest rate yield curves construction and pricing interest rate derivatives. Then we give a brief description of the Vasicek and the Hull-White models, with an example of calibration to market data.
We generalize the classical Black-Scholes-Merton pricing formulas, considering more general cases such as perfect or partial collateral, derivatives on a dividend paying asset subject to repo funding, and multiple currencies.
Finally we derive generic pricing formulae for different combinations of cash flow and collateral currencies, and we apply the results to the pricing of FX swaps and CCS, and we discuss curve bootstrapping.
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Fischbach, Pascal. "Derivate für FX-Absicherungen." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05608120001/$FILE/05608120001.pdf.
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Banti, Chiara. "Essays in FX market microstructure." Thesis, City University London, 2013. http://openaccess.city.ac.uk/2956/.
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The thesis presents three papers in the field of international finance and provides a study of the foreign exchange (FX) market from a microstructure perspective. From the empirical identification of a common component in liquidity across currencies, referred to as FX market liquidity, the thesis investigates its asset pricing implications, determinants and cross-market dynamics. The first paper is an empirical study of global liquidity risk in the FX market. Estimating liquidity with the Pastor-Stambaugh measure originally developed for the stock market, the paper documents strong liquidity commonality across currencies. Given this observation, it estimates a measure of global FX liquidity risk and shows that the risk is priced in the cross-section of currency returns. It finally evaluates the associated risk premium at around 4.7 percent per annum. The second paper provides an empirical analysis of the determinants of the time variation in FX market liquidity documented in the first paper. Employing two measures of liquidity, transaction costs and the Pastor-Stambaugh measure from the first paper, the study finds a significant role of traditional determinants, such as global volatility, market returns and seasonality, and of funding liquidity constraints to explain both aspects of market liquidity. Finally, the third paper is an empirical investigation of illiquidity linkages across the FX and US stock markets. Focusing on transaction costs, the paper finds strong evidence of co-movement, especially during the recent financial crisis. In this respect, illiquidity contagion across the two markets is documented. Given dealers' role as liquidity providers in both markets, their trading behaviour may have significant implications for cross-market liquidity dynamics. Indeed, focusing on the potential sources of the observed cross-market linkages, transaction costs are found to be strongly related to the liquidity supplied to the financial system.
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Zanchini, Giulia. "Stochastic local volatility model for fx markets." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2014. http://amslaurea.unibo.it/7685/.
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Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.
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Temel, Cengiz. "Asset and Liability Analysis using FX Hedge-Ratios." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01654763002/$FILE/01654763002.pdf.
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Hussein, Shaimas Masry. "Event-based microscopic analysis of the FX market." Thesis, University of Essex, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.601504.
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The foreign exchange (FX) market is the largest and most liquid financial market in the world. Like the centre of a spider web, the foreign exchange market connects to all other financial markets around the world. It is a global network that allows its participants to trade 24 hours 5 days a week from different geographical locations. Given this unique nature of the FX market, millions of daily tick data, referred to as high frequency data (HFD), are generated as a result of market participants' decisions and interactions. To understand market dynamics, our approach is to explore t~e microscopic world of the FX market by analysing in depth the millions of daily tick-by-tick prices and the micro-behaviour of FX participants, which in turn formulate a collective market macro-behaviour. This thesis conducts its analysis using an event-based approach. Events are actions taken by traders in the market. We carry out three studies with the aim to get an insight into how these events drive the FX market. V·hth these studies, we aim to make general inferences about market behaviour. The first two studies are empirical research based on analysing a unique high frequency real transaction data set of FX traders, whereas the third study formalises the market micro-dynamics. To prepare for our empirical studies, we have produced, to the best of our knowledge, the biggest set of HFD ever, which comprises tick transactions carried out by over 45,000 FX traders on an account level for over 2 years. In addition to cleaning the data set from any erroneous observations and ,,-a1idat ing the quality of the data, we provide strong indicators that the data set is representative of the of the global FX market. This confirms the reliability and validity of this research results. This data set is invaluable to·future researchers. The first empirical study tracks and analyses the FX market seasonal activity from a microscopic perspective, using the tick transactions of the HFD produced. We provide empirical evidence that the unique signature of the FX market seasonality is indeed due to the different time zones market participants operate from. However, once normalised using' our custom-designed procedure, we observe a pattern akin to equity markets. Thus, we have revealed an important FX market property that has not been reported before. The second empirical study conducts a microscopic analysis of FX market activity of the produced q.ata. set along price movement Given the high frequency and irregular nature of FX tick data, we adopt an intrinsic time scale approach proposed by Olsen Ltd. Intrinsic time is defined by exchange rate turning points of a pre-specified threshold, which are called directional change events. We provide empirical evidence for decaying market liquidity and price ticks changes at the end of the price movement, the overshoot period. \Ve find that a price overshoot stops due to more participants placing counter trend trades. The overshoot period is of special importance as it measures the excess price move of a given threshold and indicates the extent of imbalance in the market for the specified threshold. To our knowledge, this is the first study that deciphers FX market activity during price overshoots. It lays the foundations for understanding how FX market activity changes as the price movement progresses and how small imbalances of market activity in large overshoots can alter the price trajectory. The third study formalises market dynamics using calculus. In this approach, we define the different market states mathematically and demonstrate the consequence8 of placing an order into the market. This calculus enables us to analyse market dynamics and properties scientifically. For example, it allows us to study feedback loops, which account for the full effects of cascading margin calls. It also allows us to compute how big a sell order has to be to cause the market to fall by a certain percentage in a simple double auction market model. This work demonstrates how market dynamics and properties can be studied rigorously. It lays a solid foundation for extensive 8cientific analysis of complex market models.
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Varga, Lukáš. "Effect of Implied Volatility on FX Carry Trade." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-113592.
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This thesis aims to back-test the ability of implied volatility carry trade strategies to outperform the carry trade strategies in the FX markets. Recent research has shown that the profitability of the strategies is partly attributable to the market mispricings of the forward volatility agreements and a tendency of the forward implied volatility to overestimate the future spot implied volatility. This thesis uses a similar approach to construct portfolios containing 10 developed as well as 9 emerging market currencies. Our approach is based on the assumption that Uncovered Interest rate Parity (UIP), Forward Unbiasedness Hypothesis (FUH) and Forward Volatility Unbiasedness Hypothesis (FVUH) do not hold and therefore providing investors with several opportunities to construct trading strategies taking advantage of these market mispricings. In this thesis, we show that the foreign exchange carry trade strategy composed of the specific developed and emerging country's currencies can be outperformed by portfolio consisting of the implied volatility carry trade strategies in the FX market over the analysed period. The portfolios are adjusted to the riskiness which is accounted for by the VIX and VXY-G7 index for developed and VIX and VXY-EM index for emerging economies. The strong performance of the strategies outlined in this thesis can be of significant value to FX traders and portfolio managers.
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Luo, Lin. "Modelling FX smile : from stochastic volatility to skewness." Thesis, Imperial College London, 2007. http://hdl.handle.net/10044/1/11313.
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This thesis is concerned with the design and analysis of a tractable model, which can capture the key features ofthe observed implied volatility smile surface in the foreign exchange (FX) market, and is flexible enough to be extended to price path-dependent exotic options. In the first part, we examine the dynamics ofthe exchange rate via the conditional distribution implied from option prices, in which the theory and various techniques for implied distribution are analyzed. We identify three sources of uncertainty that need to be modelled: the stochastic exchange rate process, the stochastic volatility, and the stochastic skewness, which can be observed either from the implied higher moments or from its proxy measure 'C risk reversal. An error correction model (ECM) of these higher moments is then proposed to exploit excess returns in the FX underlying market. In the second part, we follow the instrumental approach to explore a tractable model that can address all three sources of uncertainty and reproduce the current market implied volatility smile. Our review of the local volatility model, stochastic volatility model and jump models indicates that individual model is insufficient to account for the asymptotic behaviour of the entire smile surface.The combined models are interesting yet lack oftractability. CarT & Wu [2005] model, which uses two Levy processes to model the up and down jump to capture stochastic skewness, is restricted to price European options. The identification ofthe Albanese and Mijatovic [2006] model completesthis journey. The model, which combines local volatility and Variance Gammajump with regime -switching controlled by a stochastic volatility process, is defined on a continuous time lattice, thus it is both complicated enough to calibrate to the smile surface, and flexible enough to price both European and exotic options. In .the last part, we investigate the methodology to price the FX barrier options within this lattice framework, in which we propose an algorithm to calculate the exponential for nonnormal matrix.
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Lundberg, David. "Classification of high-frequency FX market data : Master Thesis." Thesis, Uppsala universitet, Avdelningen för systemteknik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256469.
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The goal of this master thesis was to develop a method for real-time classification of market trading data at the Foreign Exchange (FX) department at the Skandinaviska Enskilda Bank (SEB). The characteristics in the market data sets were analyzed using Principal Component Analysis (PCA). The analysis showed that the principal component subspaces for two different types of market data, normal and abnormal, for the EUR/USD instrument where significantly different. The result from the PCA naturally led into the construction of a Single-class detector, for detecting if quote updates were normal or abnormal based on training data. The market data sets were shown to possess multicollinear characteristics, resulting in low-rank properties of the covariance matrices. To overcome this problem the solution was to transform the data using PCA, resulting in full-rank properties of the covariance matrices of the transformed data. This vital step made it possible to classify quote updates for the EUR/USD instrument. The project resulted in a classification algorithm which is able to successfully classify if a quote update is normal or abnormal with respect to training data in real-time. The algorithm is versatile in the sense that it can be implemented on any market for any currency pair, and can easily be extended to classify the relative behaviour between several currency pairs in real-time.
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Zhang, Yun. "Interest Rate Exotics, Long-dated FX Options, and Hybrids." Thesis, Imperial College London, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.501220.
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Jagermark, Oscar. "Predicting Short-Term ExtremeMovements in FX-markets Using Neural Networks." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-235810.
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This thesis applies deep neural networks with complex feature inputs in an attempt to predict extreme price movements of up to 20 seconds in the EUR/USD exchange rate. The results show that neural networks do have predictive power in this application, and could potentially be used in con-junction with other models to predict the movements of the FX-market in ahigh-frequencytrading environment. Resultsalsoindicate thatextreme movements commonly happen in clusters, and predicting the initial jump is harder than predicting the succeeding movements.Denna uppsats applicerar djupa neuronnät med komplexa features för att prediktera extrema prisrörelser på upp till 20 sekunder på valutamarknaden för EUR/USD. Resultaten visar att neuronnät har prediktionsförmåga i denna tillämpning, och att modellen potentiellt kan användas i kombination med andra modeller för att prediktera rörelser på en högfrekvenshandlande valutamarknad. Resultaten visar också att extremrörelser ofta sker i kluster, samt att prediktering är svårare för den initiala rörelsen jämfört med efterföljande.
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Von, Paris Sandra. "FX options markets and smiles : a modern approach with stochastic volatility." Thesis, Imperial College London, 2004. http://hdl.handle.net/10044/1/8900.
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Mantion, Francois-Stephane Robert Andre. "Stochastic volatility, long-term options and discrete-time problems in FX." Thesis, Imperial College London, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.300093.
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Yan, Cheng. "Essays in international finance : international capital flows, equity and FX markets." Thesis, City University London, 2015. http://openaccess.city.ac.uk/13271/.
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This thesis presents three papers in the field of international finance and provides a study of the international capital flows from a macro-finance perspective. The first paper is an empirical investigation of the relative importance of hot money in bank credit and portfolio flows from the U.S. to 18 emerging markets over the period 1988-2012. We deploy state-space models à la Kalman filter to identify the unobserved hot money as the temporary component of each type of flow. The analysis reveals that the importance of hot money relative to the permanent component in bank credit flows has significantly increased during the 2000s relative to the 1990s. This finding is robust to controlling for the influence of push and pull factors in the two unobserved components. The evidence supports indirectly the view that global banks have played an important role in the transmission of the global financial crisis to emerging markets, and endorses the use of regulations to manage international capital flows. The second paper examines the role played by cross-border equity, bond and bank credit flows versus international trade in the transmission of the U.S. subprime crisis to equity markets worldwide. We estimate vector autoregressive models with exogenous global factors using monthly data on 36 emerging and developed countries. The results from an eclectic methodology that includes causality tests, generalized impulse responses and forecast error variance decompositions indicate that the subprime crisis is mostly transmitted through bank credit rather than portfolio flows and international trade. The results are robust to altering the exogenous versus endogenous vectors of variables, to measuring equity prices in U.S. dollars or local currency, to averaging the data across countries versus averaging the parameters from individual country estimation, and to redefining the start date of the crisis. The findings endorse the use of banking regulation and capital controls as part of the policy toolkit to limit financial vulnerability. Finally, the third paper examine the two steps and the prediction of Uncovered Equity Parity (UEP). Within a portfolio-rebalancing framework, UEP predicts that countries with strong equity markets should experience a currency depreciation, as higher total returns in domestic equity market will cause foreign investors to repatriate some of their investments to decrease their exchange rate exposure, leading to exchange rate depreciation. Using daily equity flow data including all the recorded trades of foreign investors for six Asian EMs from the 1990s to 2013, we find a positive rather than a negative relationship between currency and equity returns. We document that it is because the foreigners in aggregate chase returns rather than rebalance their portfolios in emerging markets, while foreign equity flows do cause exchange rate movements in the same direction. Thus, we unveil another side of UEP. Additionally, we find little evidence that foreign equity flows respond to past currency returns, suggesting that foreign equity investors only use local currency as a vehicle investing in emerging markets.
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Haag, Gustaf, Jessica Häggman, and Jacob Mattsson. "Currency Trading in the FX market : Will spectral analysis improve technical forecasting?" Thesis, Jönköping University, Jönköping University, JIBS, Accounting and Finance, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12604.
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Background:
The efficient market hypothesis asserts that one cannot consistently achieve returns in excess of market returns by trading on publicly available information. Since there is no collective market return in the foreign exchange (FX) market, it has generally been perceived as impossible to consistently generate a profit. There is now empirical evidence which seriously call into question the efficiency of the FX market and opens up the possibility to turn a profit on the FX market by ways of analysis.Technical analysis is a method of analysis which by using historical price data tries to deduce future price changes. Technical analysis assumes that financial markets move in sine waves. There are stronger and weaker sine waves simultaneously. An accurate identification of the dominant sine wave gives the investor a good idea about future movement. Most technical trading tools approximate the length of the sine wave by default. This static approach does not consider the specific market or the recent lengths of the dominant sine wave. Spectral analysis will help to identify the dominant cycle, and thus determine the frequency of that cycle making the applied trading rules adaptive to the market.
Purpose:
The purpose is to investigate whether adding spectral analysis to existing technical analysis tools can create a higher and more stable return on investment on the FX market.
Method:
An experiment involving four different sets of trading rules was conducted to answer the purpose. In the first test, trades were performed based on a static approach commonly used by technical traders today. In the other three tests different transforms of spectral analysis were applied, thus making the input not static, but adaptive to the market. The four sets of trading rules where coded as an automatic trading algorithm and backtested on data collected for the currency-pair EURGBP during an 11-month period. All four tests were analysed in three different areas; performance, stability of return and crash risk.
Results:
The study shows that the application of spectral analysis to technical analysis methods on the FX market results in higher return on investment and better stability of returns. The win/lose ratio is significantly higher and the adaptive approach increases profit as well as decreases losses.
Bakgrund:
Den effektiva marknadshypotesen stadgar att det inte är möjligt att stadigt generera högre avkastning än marknadens kollektiva avkastning genom att köpa och sälja baserat på tillgänglig information. Eftersom det inte finns någon kollektiv avkastning på valutamarknaden har det länge ansetts omöjligt att generera någon stabil vinst på denna marknad. Det finns numera empiriskt bevis som tydligt ifrågasätter valutamarknadens egentliga effektivitet och som också i sin tur öppnar upp för möjligheten att generera stabil avkastning på valutamarknaden genom analys.Teknisk analys är en analysmetod som genom avläsandet av historisk prisdata försöker utläsa framtida prisförändringar. Teknisk analys antar att finansiella marknader rör sig i sinuskurvor. Det finns starkare och svagare sinuskurvor. En exakt identifikation av den dominanta cykeln ger investeraren en god idé om framtida rörelser. De flesta tekniska analysverktygen uppskattar längden på cykeln statiskt och tar varken hänsyn till den specifika marknaden eller hur den dominanta cykeln har sett ut nyligen. Spektralanalys identifierar den dominanta cykeln varigenom frekvensen av densamma kan bestämmas och analysverktyget görs adaptivt till marknaden.
Syfte:
Syftet med uppsatsen är att ta reda på huruvida teknisk analys på valutamarknaden kan skapa en högre och mer stabil avkastning på investerat kapital genom användandet av spektralanalys för att mäta den dominanta cykeln.
Metod:
Ett experiment innehållande fyra olika uppsättningar av analysverktyg gjordes för att besvara syftet. Handel i det första testet baserades på en statisk ansats som normalt används av tekniska analytiker idag. På de andra tre testerna applicerades olika transformer av spektralanalys och gjordes därigenom adaptiva till marknaden. Analysverktygen kodades som en automatisk handelsalgoritm och testades retroaktivt på insamlad data för valutaparet EURGBP under elva månader. Samtliga fyra tester analyserades i tre olika områden; prestation, avkastningsstabilitet och risk att förlora hela kapitalet.
Resultat:
Studien visar att applikationen av spektralanalys på tekniska analysverktyg på valutamarknaden resulterar i högre avkastning på investerat kapital och högre avkastningsstabilitet. Vinst/förlust ration är väsentligt högre och den adaptiva ansatsen ökar avkastning samtidigt som den minskar förluster.
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Volosov, Konstantin. "Application of stochastic programming to management of cash flows with FX exposure." Thesis, Brunel University, 2006. http://bura.brunel.ac.uk/handle/2438/4861.
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In this thesis we formulate a model for foreign exchange (FX) exposure management and multi-currency cash management taking into consideration random fluctuations of exchange rates and net revenues of a multinational firm (MNF). The central decision model used in this thesis is a scenario-based stochastic programming (SP) recourse model. A critical review of alternative scenario generation methods is given followed by analysis of some desirable properties of the scenario tree. The application of matching statistical moments of a probability distribution to generate a multiperiod scenario tree for our problem is described in detail. A four-stage SP decision model is formulated using the random parameter values. This model evaluates currency / cash flows hedging strategies, which provide rolling decisions on the size and timing of the forward positions. We compute an efficient frontier from which an investor can choose an optimal strategy according to his risk and return preferences. The flexibility of the SP model allows an investor to analyse alternative risk-return trading strategies. The model decisions are investigated by making comparisons with decisions based purely on the expected value problem. The investigation shows that there is a considerable improvement to the "spot only" strategy and provides insight into how these decisions are made. The contributions of the thesis are summarised below. (i) The FX forward scenario trees are derived using an arbitrage-free pricing strategy and is in line with modem principles of finance. (ii) Use of the SP model and forward contracts as a tool for hedging decisions is novel. (iii) In particular smoothing of the effects in exchange rates and the smoothing of account receivables are examples of innovative modelling approaches for FX management.
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Li, Xiang. "Order flow analysis, technical analysis and macroeconomic news in the FX market." Thesis, University of York, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495890.
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Panckhurst, Rachel. "Description linguistique et implémentation en FX des structures interrogatives (directes) du français." Phd thesis, Université Blaise Pascal - Clermont-Ferrand II, 1990. http://tel.archives-ouvertes.fr/tel-00923809.
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L'objectif de cette recherche est de bâtir un répertoire descriptif généralisé des structures interrogatives directes du français. Le travail est pluridisciplinaire : linguistique, informatique, documentation. La partie linguistique consiste à dresser un répertoire descriptif formel dans lequel toutes les propriétés pertinentes concernent l'interrogation. Ces propriétés doivent être suffisamment abstraites pour que n'importe quel formalisme puisse les incorporer au besoin. L'implémentation sous forme d'un répertoire vise ensuite l'incorporation des contraintes apportées par la description linguistique. Enfin, nous proposons une consultation de bases de données à visée linguistique, qui est reliée par interface à l'analyse informatique.
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FERNANDES, ANDRE VENTURA. "MICROSTRUCTURE OF BRAZILIAN FX MARKET: COMPARISON OF THE SPOT AND FUTURES MARKETS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2008. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=11912@1.
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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIORFUNDAÇÃO DE APOIO À PESQUISA DO ESTADO DO RIO DE JANEIRO
O objetivo deste trabalho é comparar o mercado à vista e futuro de câmbio no Brasil, buscando identificar em qual dos mercados se dá a formação da taxa de câmbio. Analisa-se o funcionamento do mercado cambial no seu nível micro, isto é, nas suas instituições e nas assimetrias dos seus participantes, através da abordagem da microestrutura. Utiliza-se uma base de dados que contém 100% das propostas de compra, venda e dos negócios fechados dos pregões de dólar futuro e do mercado interbancário de dólar à vista entre 01/02/2006 a 31/05/2007. Mostra-se que o mercado de dólar futuro é muito mais líquido do que o mercado à vista no Brasil. Ademais, demonstra-se que a cotação da taxa de câmbio se forma primeiro no mercado futuro, sendo então transmitida por arbitragem para o mercado à vista. Por fim, utiliza-se a abordagem da microestrutura para realizar previsões intradiárias para a taxa de câmbio, obtendo resultados superiores às demais abordagens usualmente testadas na literatura, como a Paridade Descoberta da Taxa de Juros e o passeio aleatório.
This paper compares the spot and futures FX markets in Brazil, trying to identify which one leads the price determination. FX markets are analyzed at the micro level, at the level of its institutions and the asymmetries of its players, through the microstructure approach. A database that contains 100% of the bids, asks and deals of the dollar futures and interbank spot markets from 02/01/2006 to 05/31/2007 is used. It is shown that the futures market is much more liquid than the spot market in Brazil. Moreover, it is shown that the quote is determined firstly in the futures market, being transmitted through arbitrage to the spot market. The microstructure approach is also used to make intraday forecasts to the FX rate with superior results to the other approaches usually tested in the literature, like the Uncovered Interest Rate Parity and the Random Walk.
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Becue, Alain. "FX+ Storage and Exchange Structure of Multiplexed Data for Off-line Operations." International Foundation for Telemetering, 1996. http://hdl.handle.net/10150/608367.
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International Telemetering Conference Proceedings / October 28-31, 1996 / Town and Country Hotel and Convention Center, San Diego, CaliforniaWith the technological evolution of flying equipment, computing and store capacity we need to have a new view of the methods of acquisition, storage and archiving data.
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Кіш, К. Й. "Дослідження повітропроникності взуттєвих матеріалів на приладі TEXTEST AIR PERMEABILITY TESTER FX 3300." Thesis, Київський національний університет технологій та дизайну, 2019. https://er.knutd.edu.ua/handle/123456789/13956.
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Woods, Andrew. "Accelerating software radio astronomy FX correlation with GPU and FPGA co-processors." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/12212.
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Includes abstract.Includes bibliographical references (leaves [117]-121).
This thesis attempts to accelerate compute intensive sections of a frequency domain radio astronomy correlator using dedicated co-processors. Two co-processor implementations were made independently with one using reconfigurable hardware (Xilinx Virtex 4LXlOO) and the other uses a graphics processor (Nvidia 9800GT). The objective of a radio astronomy correlator is to compute the complex valued correlation products for each baseline which can be used to reconstruct the sky's radio brightness distribution. Radio astronomy correlators have huge computation demands and this dissertation focuses on the computational aspects of correlation, concentrating on the X-engine stage of the correlator.
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Sri, Kantha Janarthan. "Smart city street lighting system: An engineering internship at Eco-FX LED." Thesis, Sri Kantha, Janarthan (2015) Smart city street lighting system: An engineering internship at Eco-FX LED. Honours thesis, Murdoch University, 2015. https://researchrepository.murdoch.edu.au/id/eprint/29874/.
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This final year honours thesis project was undertaken with Eco-FX; it involved consulting, designing and developing their new Smart City Street Lighting System.
Smart Street Lighting utilises wireless control and monitoring to produce a more energy efficient and sustainable street light system. Previously, the technology and the wider community were obstacles in its development; presently with advancement in wireless low data rate protocols and support from the Western Australian Local Government Association, the development of the system is approaching its completion.
To consult on the design and development for this project required vast amounts of research about the existing lighting technologies, public utilities and low data rate wireless protocols. The methodology was to research and evaluate all protocol and hardware technologies available. These technology options were presented to the relevant stakeholders for discussion; and then the final design specification was approved.
The ZigBee protocol met final design specifications and requirements for Eco-FX; therefore the ZigBee Alliance was contacted to find the best approach in designing to their standard. After the guidance from the ZigBee Alliance, more research was conducted on the hardware and the services required for implementing the Smart City Street Light System.
The final stage in the project was finding manufacturers and designers for the required hardware and software to develop the system in China. The previous research and evaluation provided guidance in specifying to the manufacturer and designer all the critical features required by Eco-FX in the system; and ensured all Australian and international standards were met in the manufacturing and designing process.
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Abbott, Angela Christine. "The television network as auteur: a case study of HBO and FX." Thesis, Boston University, 2007. https://hdl.handle.net/2144/30659.
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Thesis (M.F.A.)--Boston UniversityPLEASE NOTE: Boston University Libraries did not receive an Authorization To Manage form for this thesis or dissertation. It is therefore not openly accessible, though it may be available by request. If you are the author or principal advisor of this work and would like to request open access for it, please contact us at open-help@bu.edu. Thank you.
The auteur theory argues for the possibility that films produced within the highly regimented American studio system of the 1930's and 40's could be considered art, and their makers, auteurs (authors). This new theory, that both argued for the presence of a singular guiding intentionality behind a film, and for the critical canonization of films made in classic Hollywood changed the critical imagination of future film scholars. When Thomas Schatz took on the theory in his book, The Genius of the System, he argued that the collaborative nature of filmmaking in general and Hollywood filmmaking in particular complicated the existing theory, at least as it had been interpreted in America. Schatz's exhaustive study seeks to account for the masterworks of classical Hollywood through a systematic examination of the studio system, which he believed played a fundamental role in the films' success. While Schatz rails against some of the tenets of the auteur theory he simultaneously co-opts its critical system, and seems to make the argument for the studio as auteur. The idea that popular narrative entertainment produced within a highly regimented system can be taken as serious achievement, and that the large organization behind it can act as auteur, leads to the implied conclusion that a television network can function as an auteur as well. The television network is built on a studio-based production system much like classic Hollywood, and its directors of original programming provide the same guiding intentionality as the studio production chiefs of the past. To provide this hypothesis two case studies are performed on television networks, its products and its personnel. Section one discusses HBO as a prime example of a television auteur as its original programs are distinct and seem endemic to the networks overall style of presentation. Section two discusses FX as an example of a cable competitor who employs some of the same strategies as HBO, but with different programming executive who inflect the series with a distinct coherency and style of its own.
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Arlot-Corré, Stéphanie. "Étude et stabilisation des hydrures d'alliages substitués La(1-x)RxNi(5-y)My (R=Ce ou Nd, et M=Al ou Zr) par empoisement des surfaces." Université Joseph Fourier (Grenoble ; 1971-2015), 1999. http://www.theses.fr/1999GRE10086.
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Notre travail a porte sur le developpement et l'optimisation de traitements de surface originaux a base de monoxyde de carbone et de dioxyde de soufre en vue de la stabilisation des hydrures des materiaux substitues la#1##xr#xni#5##yal#y (r = ce ou nd). Dans cette optique, les caracteristiques structurales et microstructurales de ces composes ont ete etudiees rigoureusement, ainsi que leurs proprietes d'hydruration. Le traitement de surface a base de dioxyde de soufre s'est revele particulierement efficace pour la stabilisation des hydrures de lani#5 a l'air, en offrant la possibilite de limiter la cinetique de desorption a 0. 044 h/lani#5 par heure a 25c. L'effet de stabilisation est obtenu par le depot d'une fine couche de soufre, sulphates et sulphures de nickel en surface. L'utilisation des hydrures traites au so#2 pour l'hydrogenation de composes organiques s'est montree inutile, en raison de la suppression du pouvoir catalytique de l'hydrure par le traitement. Le developpement du traitement de surface au monoxyde de carbone a permis egalement de limiter la cinetique de desorption d'hydrogene a 0. 046 h/lani#5 par heure. Nous avons montre que la diminution de temperature de conservation de l'echantillon permet de ralentir davantage la cinetique de desorption. L'utilisation de poudre de faible granulometrie augmente egalement la stabilisation. D'autre part, ce traitement permet la stabilisation d'hydrures a haute pression d'equilibre, comme les hydrures des composes substitues la#1##xr#xni#5 (r = ce ou nd) et leur utilisation comme catalyseurs des reactions d'hydrogenation de composes organiques. Finalement, nous avons montre que l'utilisation du traitement de surface au co rendait possible l'observation de l'hydrure intermediaire lani#5h#3 obtenu par broyage mecanique. Les electrodes metal-hydrogene fabriquees a partir d'une telle poudre montre une tres bonne capacite de decharge electrochimique egale a 307 mah/g, mais une duree de vie relativement courte, due a une corrosion excessive des poudres.
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Khabie-Zeitoune, David Michael Solomon. "Multivariate models of Fx and yield curve movements applied to value-at-risk." Thesis, Imperial College London, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248017.
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Ouyang, Yicun. "Self-organising mixture neural networks for enhanced modelling and forecasting of FX time series." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/selforganising-mixture-neural-networks-for-enhanced-modelling-and-forecasting-of-fx-time-series(b262bf01-3e85-475d-99c6-c343a1987e3b).html.
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Time series modelling and forecasting plays a critical role in various practical fields, thus attracting a large amount of attention and researches. To improve the accuracy and efficiency of modelling and forecasting, various econometric models, neural networks and other methods have been introduced and developed in the past decades. Among various existing neural networks architectures and learning algorithms, self-organising map (SOM) is one of the most popular neural network models. A recently developed model, termed self-organising mixture autoregressive (SOMAR), combines SOM and mixture autoregressive (MAR) and employs mixture autoregressive local models to describe the non-stationary time series. As the fixed structure of neurons in SOMAR deteriorates its prediction accuracy and practical applications, neural gas mixture autoregressive (NGMAR), has been introduced in this thesis as an appropriate solution to this problem. It organises the neurons in a more flexible neural network, neural gas. While still retaining the features of SOMAR, the proposed network defines the neighbourhood of neurons as a 'gas' based on their sum of autocorrelation (SAC) rankings and updates the reference vectors accordingly. It develops the performance of SOMAR further. As causal systems, most neural networks including SOMAR and NGMAR, do not take the future expectation's influence on the current value into account while training and predicting. This problem could be solved by applying the non-causal concept to these networks. By allowing dependence of future expectations, the non-causal NGMAR model employs both past and future expectations together for training and predicting. Moreover, varied weightings based on the time lags of these values have been assigned to enhance the influences of the more recent values. These properties make the non-causal NGMAR perform predictions more accurately. This thesis has also generalised the one-step prediction performance of selforganising network in multistep scale. The extended self-organising neural network builds input segments with various lengths and only updating corresponding parts of reference vectors, which makes the network capable of learning multiple regressive models for forecasting various horizons. The inter dependencies among future points are preserved and this results in all forecasting tasks naturally. All the proposed models are applied to both benchmark and financial datasets. To evaluate their forecasting accuracy, NRMSE (normalised root mean squared error), correct prediction percentage (CPP) and their corresponding t-test results are calculated. It is shown that the proposed models yield significantly better prediction performance than popular economic time series models and other neural networks.
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Luna, Flores Wálter. "Cálculo de la media y la desviación estándar usando una calculadora Casio FX 100MS." Universidad Peruana de Ciencias Aplicadas - UPC, 2006. http://hdl.handle.net/10757/272697.
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Es un tutorial para el cálculo de la media artimética y la desviación estándar, poblacional y muestral, en algunos modelos de las calculadoras Casio. En la versión 2 se muestra el cálculo para datos simples y datos agrupados en distribuciones de frecuencias.
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Bakhach, Amer. "Developing trading strategies under the Directional Changes framework, with application in the FX market." Thesis, University of Essex, 2018. http://repository.essex.ac.uk/23552/.
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Directional Changes (DC) is a framework for studying price movements. Many studies have reported that the DC framework is useful in analysing financial markets. Other studies have suggested that, theoretically, a trading strategy that exploits the full promise of the DC framework could be astonishingly profitable. However, such a strategy is yet to be discovered. In this thesis, we explore, and consequently provide proof of, the usefulness of the DC framework as the basis of a profitable trading strategy. Existing trading strategies can be categorised into two groups: the first comprising those that rely on forecasting models; the second comprising all other strategies. In line with existing research, this thesis develops two trading strategies: the first relies on forecasting Directional Changes in order to decide when to trade; whereas the second strategy, whilst based on the DC framework, uses no forecasting models at all. This thesis comprises three original research elements: 1. We formalize the problem of forecasting the change of a trend’s direction under the DC framework. We propose a solution for the defined forecasting problem. Our solution includes discovering a novel indicator, which is based on the DC framework. 2. We develop the first trading strategy that relies on the forecasting approach established above (Point 1) to decide when to trade. 3. We develop a second trading strategy which does not rely on any forecasting model. This is trading strategy employs a DC-based procedure to examine historical prices in order to discover profitable trading rules. We examine the performance of these two trading strategies in the foreign exchange market. The results indicate that both can be profitable and that both outperform other DC-based trading strategies. The results additionally suggest that none of these two trading strategies outperforms the other in terms of profitability and risk simultaneously.
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Srivastava, Nandini. "Essays on non-linear dynamic models with application to the FX and art markets." Thesis, University of Cambridge, 2014. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708275.
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Mariam, Bel Fdhila, and Qader Daron. "Värmeåtervinning i ventilationsluft : En studie om FX- och FTX-ventilation vid energieffektivisering av flerbostadshus." Thesis, Mälardalens högskola, Akademin för ekonomi, samhälle och teknik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-40045.
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To reduce the heating demand and do savings in energy cost of buildings there are several possible actions while renovating. Thru using heat recovering systems in buildings or constructions that are well-insulated the heat demand in buildings gets reduces. Air and supply air systems with heat recovery (FTX) and exhaust air heat pump (FX) are two different ventilation types that can recycle heat in a building. Heat recovery in FTX systems is done with a heat exchanger, while in FX systems it is done by a heat pump. In this degree project, a comparison has been made between the two ventilation systems, FTX and FX, by calculating the energy consumption of a building and their recycling opportunities. Possible energy savings have been calculated and how the profitability of the systems looks. Further, the actual performance of the FTX system is investigated and if it complies with the currently reported temperature efficiency specified by the ventilation manufacturers. Indoor air is used as a heat source when it is taken out of the building and is called exhaust air, energy is then recycled from the hot exhaust air. Exhaust air is hot because it contains indoor temperature. If heat recovery does not occur, the heat in the extract air is vented out of the housing, which means that the heat energy is lost. The energy calculations that gave an answer to how much energy is saved for each system compared to an F system has been performed in Excel and the recovered heat of the systems is calculated for each hour for a whole year and in different parts of the country, such as Kiruna, Stockholm, Örebro and Ystad . Moisture and temperature variation can affect the efficiency and recovery rates of the investigated units, therefore, cities with such geographical depiction have been chosen to be analyzed. The residual heating requirement in the house is supplied by district heating. The result of this study shows that the FTX system brings the greatest cost savings, while the FX system offers the highest energy savings. However, FTX ventilation has a relatively large energy saving in colder climate, which makes the system more competitive with FX with respect to energy savings. Installation costs are slightly lower for FX ventilation compared to FTX ventilation, but the life span of FTX systems is 40 years while it is only 15 years for the FX system. In a short period of time, FX systems can be cheaper, but in the long run, FTX systems become more profitable. Due to the fact that the electricity price is higher in relation to the price paid for district heat, energy savings in FX systems can not lead to cost savings. This means that the heat pump already has no economic competitiveness at many locations in the country today. According to the building rules of the building, real estate is to be calculated by 85% after the introduction of primary energy factor, which is 1.85 for electricity in a few years, which means that FX systems will not become more competitive even in energy use against the FTX system. This means that FTX systems should stand as an obvious choice of ventilation in the future. The current temperature efficiency of FTX systems can be replaced by an energy efficiency rate, which might be more accurate measure of recycled amount of energy. The energy efficiency could therefore be introduced to avoid that more energy than expected is actually needed in the energy use of the house.För att minska uppvärmningsbehovet och energikostnader i byggnader finns det ett flertal olika möjliga åtgärder. Genom att återvinna värme som finns tillgänglig i byggnader eller konstruktioner med välisolerade byggnader minskas värmebehovet i byggnader. Från- och tilluftssystem med värmeåtervinning (FTX) och frånluftvärmepump (FX) är två olika ventilationstyper som kan återvinna värme i en byggnad. Värmeåtervinningen i FTX-system sker med hjälp av en värmeväxlare medan den i FX-system sker med hjälp av en värmepump. I detta examensarbete har en jämförelse gjorts mellan de två ventilationssystemen, FTX och FX, genom att beräkna energiåtgången för en byggnad och återvinningsmöjligheterna. Möjliga energibesparingar har beräknats samt hur lönsamheten för systemen ser ut. Ytterligare undersöks FTX-systemets verkliga prestanda och om denna överensstämmer med den aktuellt redovisade temperaturverkningsgraden som ventilationsfabrikanterna anger. Inomhusluften används som värmekälla då den förs ut ur byggnaden och kallas frånluft, energi återvinns då från den varma frånluften. Frånluft är relativt varm för att den håller inomhustemperatur. Om värmeåtervinning inte sker ventileras värmen i frånluften ut ur bostaden, vilket innebär att värmeenergin går förlorad. Energiberäkningarna som gett svar på hur mycket energi som sparas för respektive system jämfört med ett F-system, har utförts i Excel och systemens återvunna värme beräknas för varje timme under ett helt år och i olika delar av landet, Kiruna, Stockholm, Örebro och Ystad. Fuktigheten och temperaturvariation kan påverka effektiviteten och återvinningsgraden hos de undersökta aggregaten, därför har städer med så geografisk skildring valt att analyseras. Det återstående värmebehovet i huset försörjs av fjärrvärme. Resultatet av denna studie visar att FTX-systemet medför störst kostnadsbesparing, medan FX-systemet för med störst energibesparing. FTX-ventilation har dock en relativ stor energibesparing i kallare klimat, vilket gör systemet mer konkurrenskraftig mot FX med avseende på energibesparingen. Installationskostnaden är något lägre för FX-ventilation jämfört med FTX-ventilation, men livslängden för FTX-system är på 40 år medan den enbart är 15 år för FX-systemet. På kort tid kan FX-system vara billigare, men på lång sikt blir FTX-system mer lönsamt. På grund av att elpriset är högre i förhållande till det pris som betalas för värme kan energibesparing i FX-system inte leda till någon kostnadsbesparing. Detta gör att värmepumpen redan idag inte har någon ekonomisk konkurrenskraft på många platser i landet. Enligt boverkets byggregler ska fastighetsel räknas upp med 85% efter införing av primärenergifaktor, som är 1,85 för el om några år, vilket gör att FX-system ska ha det svårare att konkurrera även energimässigt mot FTX-systemet. Detta innebär att FTX-system ska stå som ett självklart ventilationsval i framtiden. Gällande temperaturverkningsgraden för FTX-system kan en energiverkningsgrad vara ett mer rätt mått på återvunnen mängd energi. Energiverkningsgraden skulle därför kunna införas för att undvika att mer energi än beräknat egentligen åtgår i husets energianvändning.
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Koubová, Monika. "Řízení měnových operací nadnárodních společností." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-206990.
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The subject of the diploma thesis is Foreign Exchange Management. The aim of the thesis is to analyse the differences of FX management in multinational corporations based on the case study. The theoretical part focuses on the possibilities of FX exposure management. In the case study the process of FX management in particular multinational company is analysed.
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Medina, Jean Pierre, and Zjikar Abdulla. "Värmeåtervinning ur ventilationsluft i äldre flerbostadshus : En jämförande studie av centralt FTX- och FX system." Thesis, KTH, Byggteknik och design, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-127004.
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En jämförelsestudie har genomförts mellan två värmesystem. Analysen har genomförts med ett flerbostadshus som referensfasighet. Fastigheten är lokaliserad i Södertälje kommun. Analysen går ut på att bestämma vilket värmesystem som är fördelaktigt vid renovering av äldre flerbostadshus med avseende på energi och kostnad. De systemen som har behandlats är ett centralt värmesystem med motströmsvärmeväxlare och ett centralt värmesystem med frånluftsvärmepump. Det centrala värmesystemet (Eq aggregat) är ett centralt från- och tilluftssystem med återvinning (FTX system). Systemet använder en motströmsvärmeväxlare för överföring av värmeenergi mellan från- och tilluften. Det centrala värmesystemet (Energi well) är ett frånluftssystem (FX system) med en ny teknisk lösning. Systemet återvinner värme ur frånluften med hjälp av kondenserande frånluftsvärmpumpar. Värmepumparna finns i en frånluftskammare på vindsvåningen. Den återvunna värmen förs sedan vidare till undercentralen för att värma upp varmvattnet. Analysen har genomförts med hjälp av teoretiska energi- och kostnadsberäkningar, intervjuer och faktainsamlingar. Energiberäkningarna har bestått av en energibalansberäkning för att få fram den köpta energiförbrukningen. Kostnadsberäkningar har bestått av en livscykelkostnads kalkyl och en kostnads beräkning per producerad värmeenergi. De resulterande värdena för båda värmesystemen har sedan jämförts med varandra. Resultatet visade att värmesystemet Energy well var mest fördelaktig ur både energi och kostnad perspektiv. Den årliga köpta energiförbrukningen var lägre än värmesystemet (Eq aggregat) med en motströmsvärmeväxlare. Driftkostnaden var lägre än Eq aggregat, installations-kostnaderna var lägre än Eq aggregat och slutlig var livscykelkostnaden lägre än värme-systemet (Eq aggregat) med motströmsvärmeväxlare. Men underhållskostnaden var högre än värmesystemet Eq aggregat. Slutsatserna för de teoretiska undersökningarna gav bättre värden för värmesystemet Energy well. Vilket innebär att Energy well är mest fördelaktig utifrån energi- och kostnads perspektiv. Däremot ger värmesystemet med motströmsvärmeväxlare en lägre risk att ett driftfel inträffar i verkligheten.A comparing study between two different heating systems has been accomplished. The analysis has been conducted with an apartments building as a reference project. The building is located in the municipality of Södertälje. The goal of the analysis is to determine which of the heating system is beneficial for older apartment buildings in terms of energy and cost. The systems that have been treated are a central heating system with a counterflow heat exchanger and a central heating system with an exhaust air heat pump. The central heating system (Eq unit) is a central exhaust- and supply air system with heat recovery. The system uses a counterflow heat exchanger to transfer the heat energy between the exhaust- and supply air. The central heating system (Energy well) is the latest technical solution of a central exhaust air system. The system recovers heat from exhaust air by condensing exhaust air heat pumps. The heat pumps are in an exhaust air chamber and it´s placed on the attic floor. The recovered heat energy sends then to the mechanical room to heat up the water system. The analysis has been accomplished by using theoretical energy- and cost calculations, interviews and data collection. The energy calculations are based on an energy balance equation to determine the bought energy consumption. The cost calculation is based on a life cycle cost equation and a cost equation per produced heat energy. The results of both heating systems have been compared with each other. The results showed that the heating system Energy well was most beneficial in both energy and cost perspective. The annual consumption of bought energy was lower each year than the heating system (Eq unit) with a counterflow heat exchanger. The operating costs of the system were lower than Eq unit, the installation costs were lower than Eq unit and final was the life cycle cost less than the heating system (Eq unit) with counterflow heat exchanger. But the service cost was higher than the heating system Eq unit. The conclusion of the theoretical investigations gave better values for the heating system Energy well. This means than Energy well is most beneficial from the energy and cost perspectives. Contrariwise has the heating system with counterflow heat exchanger a lower risk of an operational failure to occur in reality.
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Bianchini, Elsa. "Etude des bases moléculaires susceptibles de gouverner la spécificité du FX activé de la coagulation." Paris 5, 2003. http://www.theses.fr/2003PA05P629.
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Le facteur X activé (FXa) est une sérine-protéase de la coagulation sanguine, il joue un rôle central puisque, associé à son cofacteur au sein du complexe prothrombinase, c'est l'unique activateur physiologique de la prothrombine. La thrombine ainsi générée est l'ultime enzyme de la cascade de la coagulation permettant la formation d'un caillot sanguin à même de colmater une brèche vasculaire. L'étude des bases moléculaires susceptibles de gouverner la spécificité du FXa repose sur le modèle de la thrombine dont les relations structure-fonction à l'origine de sa spécificité sont bien établies. Nos travaux montrent que, contrairement à la thrombine, la spécificité du FXa ne repose pas sur la sélectivité de son sillon catalytique. Cette observation nous a donc amené à évaluer l'hypothèse selon laquelle un exosite pourrait moduler l'interaction du FXa avec ses ligands physiologiques. Si effectivement cette hypothèse reste probable nos travaux tendent à montrer que la région topologiquement équivalente à l'exosite 1 de la thrombine sur le FXa ne semble pas jouer ce rôle d'exositeActivated factor X (FXa) is a key serine protease involved in the blood coagulation cascade. FXa associates to factor Va to form a complex named prothrombinase that activates prothrombin into thrombin. Thrombin, the ultimate enzyme of the coagulation cascade, triggers clot formation able to plug a vascular injury. Our study of the molecular basis that governs the specificity of FXa relied on that of the well-characterized thrombin, used as a model. Results suggest that, contrary to thrombin, FXa specificity mainly originates from outside its catalytic groove. An observation that drove us to evaluate if an exosite could alter interaction of FXa with its physiologic ligands. Extensive study of the region of FXa that is topologically equivalent to the critical exosite 1 of thrombin allowed us to eliminate this potential exosite as a major player
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Ntsaluba, Kuselo Ntsika. "AI/Machine learning approach to identifying potential statistical arbitrage opportunities with FX and Bitcoin Markets." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/31185.
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In this study, a methodology is presented where a hybrid system combining an evolutionary algorithm with artificial neural networks (ANNs) is designed to make weekly directional change forecasts on the USD by inferring a prediction using closing spot rates of three currency pairs: EUR/USD, GBP/USD and CHF/USD. The forecasts made by the genetically trained ANN are compared to those made by a new variation of the simple moving average (MA) trading strategy, tailored to the methodology, as well as a random model. The same process is then repeated for the three major cryptocurrencies namely: BTC/USD, ETH/USD and XRP/USD. The overall prediction accuracy, uptrend and downtrend prediction accuracy is analyzed for all three methods within the fiat currency as well as the cryptocurrency contexts. The best models are then evaluated in terms of their ability to convert predictive accuracy to a profitable investment given an initial investment. The best model was found to be the hybrid model on the basis of overall prediction accuracy and accrued returns.
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QUARESMA, J. M. "ACLIMATAÇÃO DA MAQUINARIA FOTOSSINTÉTICA DO CLONE DE SERINGUEIRA FX 3864 A CICLOS DE DEFICIÊNCIA HÍDRICA." Universidade Federal do Espírito Santo, 2016. http://repositorio.ufes.br/handle/10/7631.
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Previous issue date: 2016-07-14A seringueira é uma espécie nativa da Amazônia, explorada comercialmente pela produção de látex para fabricação da borracha natural. Contudo, no Brasil estudos têm mostrado que a produtividade dos seringais pode ser afetada pela variação climática nos ambientes em que a cultura está inserida, principalmente quanto à limitação hídrica, e relatam que plantas submetidas a sucessivos estresses hídricos são capazes de desenvolver de forma mais rápida, respostas de aclimatação, potencializando seu desempenho quando submetidas novamente ao mesmo estresse. E assim, o objetivo do estudo foi testar a hipótese de que mudas clonais de seringueira FX 3864 submetidas a três ciclos de deficiência hídrica são capazes de apresentar respostas de aclimatação bem mais evidentes do que plantas submetidas a apenas um ciclo. Para isso foram monitoradas variáveis ecofisiológicas e microclimáticas durante todo o estudo, que foi desenvolvido em casa de vegetação, no município de Jerônimo Monteiro, ES. O experimento teve duração de 167 dias (outubro/2015 a abril/2016) e as mudas tinham 47 dias de enxertia ao iniciar os tratamentos. O delineamento experimental foi o inteiramente casualizado (DIC). Os tratamentos consistiram em ciclos de deficiência hídrica (DH): controle (plantas sempre irrigadas); 1C (plantas submetidas à um ciclo); 2C (plantas submetidas à dois ciclos); e 3C (plantas submetidas à três ciclos). Cada ciclo de DH foi caracterizado por duas fases, a inicial com a desidratação das plantas pela suspensão da irrigação até que a taxa de assimilação líquida (A) das plantas atingisse o valor zero (A ≤ 0), e a final com a reposição da água do substrato para próximo a capacidade de campo (CC). Após a reidratação das plantas, quando a taxa de A alcançou 90% da taxa das plantas do controle se iniciou um novo ciclo de deficiência hídrica. Os resultados mostraram que as plantas do tratamento 3C obtiveram maiores taxas de A, condutância estomática (gs), transpiração (E) e eficiência instantânea do uso da água (pela relação A/E) durante o terceiro ciclo de DH, encerrando o ciclo com 25% de água disponível (AD) no substrato, em relação as plantas 2C e 1C. O status hídrico das plantas do 3C, observado pelo conteúdo relativo de água (CRA) ao final do terceiro ciclo de DH, permaneceu semelhante ao das plantas-controle, indicando uma maior manutenção da turgescência nas células destas plantas. Já as plantas do 1C foram afetadas com a DH, pois mesmo com 44% de AD no substrato o status hídrico no interior das células foi reduzido significativamente, e em consequência os processos fisiológicos. Quanto aos pigmentos fotossintéticos as plantas do tratamento 3C acumularam maiores teores de pigmentos cloroplastídicos, com destaque para clorofila a e carotenóides em relação as plantas 2C e 1C. E, portanto, conclui-se que as plantas submetidas a três ciclos de DH aclimataram a sua maquinaria fotossintética ao longo dos estresses hídricos a que foram submetidas, ao contrário das plantas submetidas a um ciclo de DH, pois um único ciclo promoveu danos severos ao seu metabolismo causando intensa redução nas suas taxas fisiológicas e consequente abscisão foliar.
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Morchadi, Jamal. "Transfert de COV en système biotique et abiotique : applications au lavage de l'air chargé de solvants." Grenoble INPG, 1994. http://www.theses.fr/1994INPG0143.
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L'objet de ce travail est d'etudier le lavage d'air contenant des composes organiques volatils (cov) en systeme biotique et abiotique. Dans un premier temps, l'etude du transfert gaz-liquide de cov (acetone, dichloromethane, methanol, acetate d'ethyle et toluene) dans des solvants du type huiles de silicone et polyethylenes glycols est effectuee. Elle a permis de mettre au point une methodologie (approche theorique du transfert, mise en uvre d'un montage experimental) permettant de justifier le choix d'un solvant en vue de son application en lavage de gaz charges en cov. Dans un deuxieme temps, la selection de micro-organismes adaptes pour la degradation de l'acetone et du dichloromethane est realisee. Apres la caracterisation des suspensions bacteriennes (acclimatation, identification, etude de la cinetique biologique de degradation), celles-ci sont utilisees en tant que solution de lavage dans un systeme semi-continu. L'approche theorique du transfert avec biodegradation s'appuyant sur les principes du transfert et de la reaction biologique de degradation est developpee afin de determiner les parametres physico-chimiques du transfert et les constantes cinetiques de la biodegradation. Elle a permis de determiner egalement la nature du regime reactionnel du biolavage (regime lent controle par la cinetique de la reaction biologique de biodegradation). Ces resultats sont pris en compte pour definir les caracteristiques d'une unite de lavage biologique. Cette approche est suivie par la mise en uvre d'une unite de biolavage. Deux axes sont privilegies: l'etude hydrodynamique du systeme triphasique (determination des conditions optimales de fonctionnement) et la determination des performances du systeme (performances du systeme caracterisees par une capacite maximale d'elimination de l'acetone et du dichloromethane de 1 et 0,081 kg/m#3. H respectivement)
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Li, Jing [Verfasser]. "Pricing and Risk Management of Basket FX Derivatives and Unit-Linked Life Insurance Contracts / Jing Li." Bonn : Universitäts- und Landesbibliothek Bonn, 2012. http://d-nb.info/1043019618/34.
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Peron, Alcides Eduardo dos Reis 1984. "O programa FX-2 da FAB = um estudo acerca da possibilidade de ocorrência dos eventos visados." [s.n.], 2011. http://repositorio.unicamp.br/jspui/handle/REPOSIP/286702.
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Orientadores: Renato Peixoto Dagnino, Rafael de Brito DiasDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Geociências
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Resumo: O Programa FX-2, que objetiva a renovação da frota brasileira de caças, e a transferência de tecnologia a empresas locais, tem sido apresentado como capaz de desencadear dois eventos colaterais: a capacitação destas empresas para produzir e comercializar aeronaves de caça, com base nesta transferência de tecnologia; e o transbordamento econômico e tecnológico desta capacitação para o setor civil. Este trabalho analisa a possibilidade de ocorrência desses dois eventos a partir da sistematização de informações secundárias de natureza acadêmica, oficial e jornalística. Esse trabalho estuda a possibilidade de ocorrência desses benefícios econômicos e tecnológicos, a partir da almejada transferência de tecnologia, que tornaria factível a ocorrência de spin-offs do setor militar para o setor civil. O fio condutor da discussão tem por base a compreensão do processo de transferência de tecnologia a países menos desenvolvidos e do fenômeno spin-off em uma economia como a brasileira, com aspectos bastante distintos daquelas onde se supõe que ele ocorra. Desse modo, o trabalho se estrutura em quatro etapas: na primeira são analisadas as concepções de segurança e defesa que se desenvolvem no país, e sua relação com o programa FX-2. Na segunda etapa se sintetiza o argumento de autores que evidenciam a complexidade da transferência de tecnologia a países menos desenvolvidos, principalmente às relacionadas com a área militar. Em terceiro lugar, será estudada a evolução e o desenvolvimento do conceito de spin-off a partir das particularidades da estruturação do Complexomilitar- industrial dos EUA. Por fim, a quarta parte discute a possibilidade de ocorrência do spin-off na estrutura produtivo-industrial brasileira em função da implementação do Programa
Abstract: The Program FX-2, which aims the renew of the Brazilian's aircraft fleet, and the transfer of technology to local enterprises, have been presented as capable to generate two collateral effects: based on these transfers, enhance these companies in order to produce and exchange aircrafts; and the economical and technological spin-off of this enhancement to the civil sector. From the systematization of academic, official and journalistic natured secondary information, this work seeks to analyze the possibility of occurrence of these two events, which, might be responsible to the occurrence of spin-offs from military to the civilian economy. The main line of the discussion attempts to comprehend the process of technology transfer to less developed countries, and the phenomenon of spin-off on a economy such as the Brazilian one - characterized by extreme distinct aspects from those where is supposed the event could be observed. Though, the work is structured in four phases: In the first one, it will be analyzed the conceptions of security and defense developed in Brazil, and its relation to the Program FX-2; Afterwards, in the second phase it will be summarized the arguments of authors who attempt to comprehend the complexity of the technology transfer - mainly those related to military technologies - to less developed countries. In the third phase, it will be studied the evolution and the development of the concept of spin-off, based on the particularities of the structuring of the US's Militaryindustrial- complex. At the end, the fourth phase there will be a discussion under the possibility of the occurrence of the spin-off in the Brazilian's industrial productive structure based on the implementation of the Program FX-2
Mestrado
Politica Cientifica e Tecnologica
Mestre em Política Científica e Tecnológica
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BRANCHINI, Alessio. "The carboxyl-terminal region of coagulation factors: role in biosynthesis and function of FVII and FX." Doctoral thesis, Università degli studi di Ferrara, 2011. http://hdl.handle.net/11392/2389226.
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-BACKGROUND-
Factor VII (FVII), factor IX (FIX), factor X (FX) and protein C (PC), belonging to the family of coagulation vitamin K-dependent serine proteases, share high sequence and structural homology at the gene and protein level. However, their carboxyl-terminal region displays striking differences in length and aminoacid composition. While this region of FIX and PC has been demonstrated to be essential for efficient biosynthesis and secretion, little is shown for FVII and FX.
-AIMS-
The main aim was to investigate the carboxyl-terminal region of FVII and FX as determinant of biosynthesis/secretion and/or function.
In the study we took advantage of the characterization of i) a natural variant of FVII characterized by a nonsense mutation (R402X) leading to a slightly truncated protein (-4 residues), and ii) natural anti-FVII inhibitory antibodies developed in a patient with an altered carboxyl-terminal region.
The study was approached both by assays in patient’s plasma and by expression of the recombinant FVII variants in eukaryotic cells.
To address the issue of the role of the carboxyl-terminal region of FX, a panel of progressively truncated FX variants has been expressed and characterized.
-MAIN RESULTS AND CONCLUSIONS -
The main results of the studies can be summarized as follows.
i) Demonstration that the truncated FVII-402X molecule, albeit poorly secreted, possesses an increased specific activity, which explains the association of the R402X nonsense mutation with an asymptomatic phenotype;
ii) identification of an anti-FVII inhibitory antibody in a patient homozygous for a frequent FVII frameshift mutation (11125delC) and data supporting the FVII carboxyl-terminal region as the main epitope of this antibody;
iii) demonstration that the carboxyl-terminal region of FVII is essential for efficient biosynthesis and secretion, and the presence of an inverse relationship between the extent of the deletion of the carboxy-terminus and secretion levels. The deleted variants however possess a normal specific activity, thus not supporting a functional role for the very last residues of FVII;
iv) demonstration that efficient secretion of FX, at variance from its highly homologous FVII, FIX and PC proteins, is not affected by short deletions (up to 21 residues) of the carboxyl-terminal region, which seems to have a functional role.
Taken together these data indicate a differential role of the carboxyl-terminal region of FVII and FX, which might have contributed to divergence and evolution of these serine proteases from the common ancestor enzyme.
-METHODOLOGICAL APPROACHES-
Production and expression of recombinant proteins, ELISA-based and functional assays have been exploited in this study to investigate the expression and the activity of different natural or recombinant variants of coagulation FVII and FX.
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Mello, Moreno Siqueira e. "Sistema para testes de stress em uma carteira de opções de moedas." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/55/55137/tde-06022018-090735/.
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Na gestão de recursos financeiros, visualizar e gerenciar em tempo real os riscos inerentes a uma carteira de investimentos é uma tarefa crucial para que o objetivo de gerar lucro possa ser atingido, ou que pelo menos as perdas possam ser minimizadas. Uma das formas de realizar esse gerenciamento é submeter essas carteiras a simulações onde são definidos cenários contendo variações de fatores que possam influenciar os ativos nelas contidos. Dependendo da classe dos ativos financeiros analisados, essas simulações requerem uma ferramenta mais sofisticada, capaz de lidar com modelos complexos de precificação. O objetivo deste trabalho consiste em resolver uma demanda real de uma gestora de recursos onde este autor atua: o desenvolvimento de uma ferramenta capaz de realizar testes de stress em uma carteira de investimentos contendo mais especificamente opções de moedas. Foi desenvolvido um sistema no formato de add-in de Excel em que os gestores podem definir cenários com as variações desejadas e, em conjunto com dados de mercado em tempo real, avaliar o impacto dessas variações em seu portfolio. O desenvolvimento foi realizado em etapas, e a versão atual da ferramenta trouxe ganhos no tempo de execução das simulações na ordem de dez vezes, quando comparado à versão anterior. Nesta dissertação serão mostrados detalhes da implementação do sistema, bem como o embasamento teórico utilizado no seu desenvolvimento. Será apresentada uma breve descrição sobre o mercado de câmbio e seus instrumentos, incluindo opções de moedas. Também será descrito um modelo para precificação e mensuração de risco desses instrumentos.In the financial resources management, visualizing and handling risks inherent in an investment portfolio in real time are key tasks to ensure that the objective of profit is accomplished, or at least that the losses are mitigated. One way to perform this kind of management is to submit the portfolio to scenario simulations, in which factors that might affect the assets held in the portfolio are stressed. Depending on the class of these assets, there is the need of a more sophisticated tool, capable of handling complex pricing models. The main purpose of this work is to solve a real demand for an investment management company for which this author works: the development of a tool capable to perform stress tests in an investment portfolio containing more specifically Foreign eXchange options. An Excel add-in has been developed and managers can use it to define scenarios with the desired bumps and, along with real time market data, analyze the impact of these bumps in the portfolio. The development has been made in phases and the tools current version has brought a reasonable improvement to the execution time of the simulations. In this thesis we will discuss systems implementation details, as well as the theoretical basis used in its development. An overview of the FX market and its instruments will be presented, including FX options. Also, there will be a description of a model for pricing and risk measurement of these instruments.
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Porras, Daniel. "Simulation numérique du système décharge basse pression - alimentation - électronique, analyse de l'influence de l'alimentation sur les caractéristiques de la décharge." Toulouse 3, 1998. http://www.theses.fr/1998TOU30171.
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L'objectif de ce memoire est l'etude des parametres externes (circuit d'alimentation de la lampe, temperature exterieure, etc. ) sur le comportement spatio-temporel des decharges gaz rare - mercure basse pression. Notre travail a consiste d'une part a concevoir et a maitriser un modele systeme decharge - circuit electronique ou la decharge puisse etre modelisee par un modele physique evolue, d'autre part a developper le modele de decharge utilise pour le rendre aussi realiste que possible. Dans un premier temps, un modele collisionnel radiatif auto coherent decrivant assez precisement le comportement d'une lampe a decharge basse pression mercure - gaz rare a ete mis en oeuvre. Ce modele a suivi plusieurs evolutions. Nous sommes parti d'un modele stationnaire cree il y a quelques annees dans notre laboratoire, et nous l'avons fait evoluer vers une forme de plus en plus complete dont la derniere version est un code spatio-temporel. Le couplage avec un modele de reseau represente le second aspect de notre travail. Deux logiciels de simulation des circuits electroniques : success et pspice ont ete utilises. Le premier permet d'integrer un code numerique decrivant le comportement d'un composant (ici la colonne positive) dans un circuit electronique. Le second permet d'ecrire sous forme analogique les equations differentielles decrivant un modele physique simplifie de la lampe. Enfin, apres avoir decrit comme a ete realise le couplage, les resultats des modelisations obtenus avec des decharges de different types et pour plusieurs modes d'alimentation sont compares aux resultats experimentaux. .
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Pureur, Michel. "SAINT-EX Système d'Analyse INteractif de Tracé et d'EXploitation A Test Data Analysis Tool Based on FX+." International Foundation for Telemetering, 1996. http://hdl.handle.net/10150/608383.
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International Telemetering Conference Proceedings / October 28-31, 1996 / Town and Country Hotel and Convention Center, San Diego, CaliforniaA sophisticated human interface can be developed for Post flight analysis with the technology of UNIX-MOTIF. Tests and measurements demand performance and reliability. SAINT-EX can meet these requirements. This paper describes the results of an appraoch in the development of DASSAULT AVIATION’s SAINT-EX software.
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Ghiassee-Tari, Asal, and Fredrik Nilsson. "Three-point arbitrage in the FX market : Opportunities for abnormal profits when trading with SEK, NOK and USD." Thesis, Umeå universitet, Företagsekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-101165.
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Roche, Agnès. "Mise au point et étude d'échantillonneurs diffusifs pour le suivi de l'exposition personnelle aux concentrations atmosphériques de benzène, toluène, éthylbenzène et xylènes BTEX et d'aldéhydes." Université Joseph Fourier (Grenoble), 1999. http://www.theses.fr/1999GRE10018.
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Le principe des echantillonneurs diffusifs repose sur la diffusion des composes organiques volatils, regie par la premiere loi de fick, jusqu'a un adsorbant sur lequel ils sont pieges. Ces appareils sont de plus en plus utilises pour controler les atmospheres de travail, mais on connait tres peu leurs capacites en milieu peu pollue. Il s'agit donc d'une etude menee sur des echantillonneurs de type tube pour les btex en les testant et en les etalonnant a tres basses concentrations (ppbv) dans des chambres de simulation, dans differentes conditions (humidite, agitation atmospherique), et si besoin en les modifiant (changement de la phase d'adsorption). Les durees d'exposition ont varie de une heure a cinq jours. Les etalonnages ont ete effectues a partir de la determination des concentrations par un echantillonnage dynamique des atmospheres. Nous avons d'abord tester le tenax ta comme adsorbant, et avons montre que les vitesses d'enrichissement des composes les plus volatils tels que l'hexane et le benzene n'etaient pas lineaires. Nous avons pu expliquer ces phenomenes par la difference de volatilite et par l'equilibre entre les composes et l'adsorbant. Pour etudier ces phenomenes, nous avons teste un deuxieme adsorbant, le carbopack b. Celui ci possede une plus grande affinite pour les composes etudies. En effet, nous obtenons a doses d'exposition egales un enrichissement legerement plus important sur le carbopack b, mais nous avons conserve cette non-linearite. Cette derniere n'empeche pas l'utilisation de ces echantillonneurs : on peut tracer une courbe de tendance d'enrichissement, et s'y referer pour calculer la concentration moyenne a laquelle l'echantillonneur a ete expose. L'utilisation de ces echantillonneurs a ete validee par des campagnes de prelevements en milieu urbain avec des comparaisons entre prelevements dynamiques et diffusifs. Pour les composes aldehydiques un echantillonneur de type badge a ete cree. Dans ce dernier cas, le milieu adsorbant est un filtre impregne de 2,4 dinitrophenylhydrazine. Cet echantillonneur a ete calibre en suivant le meme protocole que celui etabli auparavant. Afin d'etudier les parametres qui influent sur ces prelevements diffusifs, nous avons fait varier le nombre de filtres dans un echantillonneur, ainsi que la porosite des filtres. Nous avons ainsi pu ameliorer la limite de detection et la quantitativite par rapport aux echantillonneurs commercialises. L'utilisation de ces echantillonneurs a ete validee par des mesures en atmosphere faiblement concentree.
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Szoltys, Kryštof. "Parametrické CAD systémy a databáze součástí." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2009. http://www.nusl.cz/ntk/nusl-217957.
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Autodesk Inventor is a full 3D CAD system. This system includes tools for working environment tool, component design tool including information data management and technical support. The target of the first part is to describe the most important new features brought by Autodesk Inventoru 2009 version. In of next chapters the work describes creation common iPart, which is basically different variants set (proportions, material …) of one entity, and preparation before correct publication to the content center, which is a virtual database of all iPart. Also there is presented how to create the content center, how to work with it and adjust data. The aim of work is then the creation database a stator and a rotor packet for the firm ATAS electromotor Náchod Inc. In the thesis there is described creation of the lamination as an iPart and their publication to the new content center.
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FALEH, MOHAMAD SALEH. "Conception, realisation et caracterisation de transistors bipolaires de puissance a heterojonction gainp/gaas et comparaison avec les tbh's gaalas/gaas." Toulouse 3, 1998. http://www.theses.fr/1998TOU30027.
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L'objet de cette these est la conception, la realisation et la caracterisation de transistors bipolaires de puissance a heterojonction gainp/gaas et la comparaison avec les tbhs gaalas/gaas. Le premier chapitre presente d'abord un rappel des principales proprietes des materiaux gainp et gaas utilises dans la fabrication des tbh etudies. Il examine ensuite les parametres physiques et technologiques qui influent sur les performances statiques et dynamiques. Un modele electrique petit signal permettant la description precise du comportement du transistor est presente. L'influence des effets thermiques qui constituent la principale limitation des tbhs de puissance sur arseniure de gallium est enfin analysee. La technologie mise en oeuvre pour realiser les tbhs gainp/gaas est decrite dans le deuxieme chapitre. Deux familles de dispositifs presentant une surface d'emetteur elementaire de 10x200 m#2 et 6x60 m#2 sont realisees dans des technologies triple mesa classique ou autoalignee, avec une prise du contact d'emetteur utilisant un pont a air. Le troisieme chapitre rapporte les resultats des caracterisations statique et dynamique ainsi que les performances des transistors realises. L'analyse des mecanismes qui regissent le courant principal d'electrons dans la structure permet de proposer une nouvelle caracterisation de la discontinuite de la bande de conduction e#c=17016 mev dans l'heterojonction ga#0#. #5in#0#. #5p/gaas. La caracterisation du comportement electrothermique, avec notamment l'identification de la resistance thermique et l'etude du gain en courant qui depend du niveau d'injection, a permis d'interpreter un comportement specifique de nos transistors. Les performances obtenues pour les transistors classiques sont f#t=18 ghz, f#m#a#x=20 ghz, et la reduction de la resistance de base par autoalignement du contact de base sur l'emetteur a conduit au doublement de la frequence maximale d'oscillation (f#m#a#x=42ghz). Pour l'application a l'amplification de puissance, il a ete releve a une frequence de 1ghz une puissance r. F de sortie de l'ordre de 1w avec un rendement en puissance ajoutee de 49% et a 10ghz, une puissance et un rendement de 170mw et 29% respectivement.
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Olsson, Johan. "Managing clearinghouse risk for NDF cleared contracts : Validating the HS/VaR method for NDF FX CCP Clearing risk." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168635.
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In this thesis we describe and discuss the reality for a central clearing party clearinghouse. The importance of sound risk management is discussed. We specifically validate the usage of a Historical Simulation/VaR approach for managing the risk when acting as a CCP for the Non Delivery Forward FX instrument. The method is back tested and some alternative approaches are proposed.Sedan finanskrisen 2008 har regelverken för central clearing av OTC handlade produkter stärkts. I Europa tvingar EMIR regelverket in de OTC handlade financiella produkter att clearas på ett så kallad CCP Clearinghus. Mer och mer av dessa finansiella produkter kommer nu cleareas på clearinghusen. Clearinghusen blir därmed mer och mer riskabla och ett antal studier har gjorts angående vad denna komplexa miljö kan innebära i form av spridningseffekt etc. Därför är det av stor vikt att clearinghusen kan hantera risken som det innebär att clearea dessa nya produkter. Ett exempel på sådan centralt clearad produkt är FX instrument som tex NDF. På NASDAQ Clearing så är förslaget att använda Historical Simultion/VaR för att räkna ut de säkerheter som ska tas in från medlemmarna. ESMA ställer vissa krav på denna modell men är i övrigt positivt inställda till just HS/VaR. Jag har i detta arbete redogjort för hur ett clearinghus fungerar, hur ett FX instrument som NDF fungerar och slutligen gjort en Back test av HS/VaR som riskmått för en NDF portfölj. Speciellt fokuserar jag på hur denna modell skulle ha klarat den turbulenta perioden under 2008/2009 med efterföljande lugna period. Back testet visar att den inte skulle vara lämplig under denna period och avslutningsvis diskuterar jag runt några alternativa adaptioner för att modellen skulle vara bättre anpassad till karakteristiken i FX tidsserien.
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Ermolenko, Lioudmila. "Photooxydation des alcanes catalysée par les polyoxotungstates en présence d'oxygène moléculaire." Cachan, Ecole normale supérieure, 1997. http://www.theses.fr/1997DENS0010.
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La photo oxydation des alcanes par les polyoxotungstates en présence d'oxygène moléculaire a été étudiée par deux moyens. D'une part, la transformation de l'alcane pendant la photo oxydation a été suivie en photolyse continue et d'autre part, la transformation du décatungstate dans le cycle catalytique a été étudiée par photolyse éclair. Les résultats obtenus ont permis de considérer l'oxydation d'alcanes dans ce système photo catalytique comme une réaction radicalaire qui s'effectue par étapes et non en chaine et qui conduit à la formation d'hydro peroxydes comme produits primaires avec une bonne sélectivité. Tous les composants du système photo catalytique substrat, solvant et contre-ion organique subissent l'oxydation et entrent en compétition pour réagir avec l'état excité du décatungstate. La détermination des rendements quantiques des systèmes avec différents contre-ions du décatungstate et dans les différents solvants a permis d'estimer quantitativement l'influence de la réactivité de contre-ion et solvant sur la photo oxydation d'alcanes. Le cycle catalytique de la photo oxydation d'alcanes impliquant la réoxydation de la forme réduite du décatungstate par les radicaux hydroperoxy dans la cage du solvant a été propose. Les dodécatungstates ont montré une activité non négligeable vis-à-vis des alcanes dans cette réaction
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Blanc, Olivier. "Elaboration sans conteneur sous atmosphères réactives de verres fluorés ZBLAN et optimisation des pertes par diffusion pour l'application aux fibres optiques de télécommunication." Grenoble INPG, 1995. http://www.theses.fr/1995INPG0004.
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Cette etude a ete motivee par la necessite d'eliminer la dispersion observee sur les proprietes optiques de verres fluores zblan elabores par le procede de levitation sur film de gaz a partir de poudres dans des conditions identiques, et egalement de confirmer sur un plus large domaine de longueurs d'onde les excellents niveaux de performances obtenus pour certains de ces echantillons. A partir d'une revue preliminaire des differents facteurs influant typiquement sur la qualite optique des verres de fluorures, la recherche des causes de dispersion nous a conduits a analyser de maniere critique les differents stades de l'elaboration: du stockage des matieres premieres a l'affinage du bain fondu en levitation. Par ailleurs, compte tenu de l'importance de la maitrise de l'elaboration sans contact sur la reproductibilite, l'etude des transformations specifiques qui accompagnent notamment la fusion des poudres en levitation et la formation du bain fondu sous l'action de l'hexafluorure de soufre (sf#6), ainsi que l'exploration de voies nouvelles utilisant en particulier la fluoration in situ par le trifluorure d'azote (nf#3) ont permis l'amelioration et la simplification des procedures d'elaboration. Ainsi, une majorite de verres elabores au cours de cette etude et caracterises en diffusion optique a 90 et en tomographie a balayage laser, presente des performances optiques proches des meilleures valeurs rapportees dans la litterature. En particulier, les verres affines successivement sous sf#6 et nf#3 possedent des concentrations en defauts diffusants systematiquement inferieures a 500 par centimetre cube et des pertes par diffusion qui suivent la loi theorique de rayleigh sur le domaine de longueurs d'onde 488-1300 nm et qui, extrapolees a la longueur d'onde d'ultra-transparence de 2550 nm, sont proches des minima theoriques. Enfin, l'analyse des mesures optiques nous permet d'emettre une hypothese sur la nature et la taille des defauts diffusants generalement presents dans les verres elabores en levitation sous sf#6