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BATTISTONI, FRANCESCO. "APPLICATIONS OF PRIME DENSITIES IN NUMBER THEORY AND CLASSIFICATION OF NUMBER FIELDS WITH BOUNDED INVARIANTS." Doctoral thesis, Università degli Studi di Milano, 2020. http://hdl.handle.net/2434/703505.
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This Ph.D. thesis collects the author's works and interests in several parts of Number Theory, from algebraic problems related to relations between number fields which are based on the factorization of prime numbers in the rings of integers, up to the application of tools concerning the density of primes with given splitting type in number fields to the computation of the average rank of specific families of elliptic curves, concluding finally with the classification and estimate of the main invariants of a number field, like the discriminant and the regulator, pursued by means of analytic formulas and algorithmic methods developed on the previous tools and implemented on suitable computer algebra systems, like PARI/GP.
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Ballot, Christian Jean-Claude. "Density of prime divisors in linear-recurring sequences." Diss., The University of Arizona, 1992. http://hdl.handle.net/10150/186078.
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A general density theory of the set of prime divisors of linear recurring sequences with constant coefficients of any order is built up from the work of Lucas, Laxton, Hasse, and Lagarias. In particular, in this theory the notion of the rank of a prime divisor of a second order recurring sequence (Lucas), the group associated with a given recursion (Laxton), and the effective computation of densities (Hasse and Lagarias) are generalized and combined.
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Ren, Yu. "Pricing, hedging and testing risky assets in financial markets." Thesis, Kingston, Ont. : [s.n.], 2008. http://hdl.handle.net/1974/1238.
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Issaka, Aziz. "Analysis of Variance Based Financial Instruments and Transition Probability Densities Swaps, Price Indices, and Asymptotic Expansions." Diss., North Dakota State University, 2018. https://hdl.handle.net/10365/31742.
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This dissertation studies a couple of variance-dependent instruments in the financial market. Firstly, a number of aspects of the variance swap in connection to the Barndorff-Nielsen and Shephard model are studied. A partial integro-differential equation that describes the dynamics of the arbitrage-free price of the variance swap is formulated. Under appropriate assumptions for the first four cumulants of the driving subordinator, a Ve\v{c}e\v{r}-type theorem is proved. The bounds of the arbitrage-free variance swap price are also found. Finally, a price-weighted index modulated by market variance is introduced. The large-basket limit dynamics of the price index and the ``error term" are derived. Empirical data driven numerical examples are provided in support of the proposed price index. We implemented Feynman path integral method for the analysis of option pricing for certain L\'evy process-driven financial markets. For such markets, we find closed form solutions of transition probability density functions of option pricing in terms of various special functions. Asymptotic analysis of transition probability density functions is provided. We also find expressions for transition probability density functions in terms of various special functions for certain L\'evy process-driven markets where the interest rate is stochastic.
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Soguel, Alexander Ludivine. "Gain de poids à l'âge adulte et densité mammaire." Master's thesis, Université Laval, 2015. http://hdl.handle.net/20.500.11794/27240.
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Tableau d'honneur de la Faculté des études supérieures et postdorales, 2015-2016L’adiposité est un facteur de risque connu pour le cancer du sein et le gain de poids à l’âge adulte semble l’être également. Au niveau mammaire, le tissu adipeux peut être étudié au travers des mesures de densité. En effet, la zone non-dense reflète le gras mammaire et le pourcentage de densité, l’un des plus importants facteurs de risque pour le cancer du sein, reflète la proportion de tissu fibroglandulaire. Le premier objectif de ce mémoire était d’évaluer, chez 1435 femmes recrutées lors d’une mammographie de dépistage, l’association entre le gain de poids à l’âge adulte et trois paramètres de mesure de densité mammaire : le pourcentage de densité et les zones dense et non-dense en valeurs absolues. Le second objectif était de présenter un texte de synthèse et de discussion portant sur les interrelations entre l’adiposité, la densité mammaire et le risque de cancer du sein.
Adiposity is a known risk factor for breast cancer and weight gain during adulthood also seems to play a role. In the breast, adipose tissue can be studied through breast density features. Indeed, absolute non-dense area reflects breast fat and percent density, one of the strongest risk factor for breast cancer, reflects the proportion of fibroglandular tissue. The first objective of this dissertation was to evaluate the association between weight gain during adulthood and three density features: percent density, absolute dense and non-dense areas, among 1435 women recruited at screening mammography. The second objective was to present a consolidated text of the interrelation between adiposity, breast density and breast cancer risk and to discuss it in an epidemiological and biological point of view.
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Melo, Fernanda Diniz de. "Uma forma quadrática no corpo de condutor primo /." São José do Rio Preto : [s.n.], 2005. http://hdl.handle.net/11449/94265.
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Orientador: Trajano Pires da Nóbrega NetoBanca: André Luíz Flores
Banca: José Othon Dantas Lopes
Resumo: O principal objetivo deste trabalho é calcular a densidade de centro da representação geométrica do ideal totalmente ramificado em corpos de condutor primo. Primeiro, fazemos a caracterização dos subcorpos do p-ésimo corpo ciclotômico e dos elementos do ideal, também calculamos a norma desse ideal. Em seguida, é apresentada uma forma quadrática e explicitado o seu mínimo para o cálculo do raio de empacotamento dessa representação geométrica. Finalizamos com o cálculo da densidade de centro.
Abstract: The main aim of this work is to calculate density of the center from the geometric representation of the totally ramified ideal in prime conductor fields. First of all, we make the characterization of the elements from subfields of the p-th cyclotomic field and from the ideal of the elements, we also calculate the norm of this ideal. After that, a quadratic form is presented and exhibit its minimun for the radius of packing calculation this geometric representation. Concluding with the center density calculation.
Mestre
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Melo, Fernanda Diniz de [UNESP]. "Uma forma quadrática no corpo de condutor primo." Universidade Estadual Paulista (UNESP), 2005. http://hdl.handle.net/11449/94265.
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melo_fd_me_sjrp.pdf: 346555 bytes, checksum: ff1f3651e3e5a108fe83b33dbae4e46b (MD5)O principal objetivo deste trabalho é calcular a densidade de centro da representação geométrica do ideal totalmente ramificado em corpos de condutor primo. Primeiro, fazemos a caracterização dos subcorpos do p-ésimo corpo ciclotômico e dos elementos do ideal, também calculamos a norma desse ideal. Em seguida, é apresentada uma forma quadrática e explicitado o seu mínimo para o cálculo do raio de empacotamento dessa representação geométrica. Finalizamos com o cálculo da densidade de centro.
The main aim of this work is to calculate density of the center from the geometric representation of the totally ramified ideal in prime conductor fields. First of all, we make the characterization of the elements from subfields of the p-th cyclotomic field and from the ideal of the elements, we also calculate the norm of this ideal. After that, a quadratic form is presented and exhibit its minimun for the radius of packing calculation this geometric representation. Concluding with the center density calculation.
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Gagnon, Katherine. "Impact d'une prise en charge multidisciplinaire sur la fonctionnalité des particules HDL d'adolescents présentant un surplus pondéral." Master's thesis, Université Laval, 2018. http://hdl.handle.net/20.500.11794/32567.
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Protocole d'entente entre l'Université Laval et l'Université du Québec à ChicoutimiLa prévalence de l’obésité chez les enfants et les adolescents a augmenté de façon importante depuis les dernières décennies. Celle-ci peut apporter des conséquences néfastes sur la santé cardiovasculaire et ainsi, entrainer un développement précoce de l’athérosclérose. L’obésité est, entre autres, associée à une diminution des niveaux de cholestérol HDL et à une diminution de la fonctionnalité des particules HDL. Récemment, il a été démontré que la fonctionnalité des particules HDL était inversement associée au risque de maladies coronariennes. Cependant, peu d’études se sont intéressées à ce sujet chez les jeunes. L’objectif principal de ce projet de maîtrise était d’évaluer l’impact d’un programme d’intervention multidisciplinaire sur la fonctionnalité des particules HDL chez l’adolescent obèse. Vingt-neuf adolescents (16 garçons et 13 filles) âgés de 11 à 16 ans ont participé à cette étude. Le but de l’intervention était d’améliorer les habitudes alimentaires et d’augmenter le niveau d’activité physique. Les jeunes ont été suivis par une équipe multidisciplinaire et ont participé à trois séances d’entrainement par semaine, et ce, pendant 16 semaines. Les résultats suggèrent qu’un programme d’intervention multidisciplinaire peut contribuer à améliorer le profil de risque et la capacité d’efflux des particules de cholestérol HDL chez des adolescents obèses. De plus, ils indiquent que les changements dans la capacité d’efflux des particules de cholestérol HDL sont liés aux changements dans les concentrations de cholestérol HDL.
The prevalence of childhood obesity has significantly increased over the past decades. This increased have adverse effects on cardiovascular health, leading to early development of atherosclerosis. Obesity is associated with a reduced HDL cholesterol level and with a decreased efflux capacity of HDL particles. Recently, it has been shown that efflux capacity of HDL particles is inversely associated with the risk of coronary heart disease. However, only few studies have addressed this issue in obese adolescents. The main objective of this study was to assess the impact of a multidisciplinary intervention program on HDL cholesterol efflux capacity (CEC) in obese adolescents. Twenty-nine adolescents (16 boys and 13 girls) aged 11 to 16 years were involved in this study. The goal of the intervention was to improve eating habits and increase the level of physical activity. Each youth was followed by a multidisciplinary team and trained three sessions per week for 16 weeks. Results suggest that a multidisciplinary intervention program can help to improve risk profile and HDL CEC in obese adolescents. In addition, results indicate that changes in HDL CEC are related to changes in HDL cholesterol concentrations
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Ayadim, Abderrahime. "Structure et thermodynamique des suspensions colloïdales en phase volumique et confinée par la théorie des mélanges binaires." Paris 12, 2005. https://athena.u-pec.fr/primo-explore/search?query=any,exact,990002513970204611&vid=upec.
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Les équations intégrales d'Ornstein-Zernike sont utilisées pour étudier la structure et la thermodynamique de suspensions colloïdales modélisées par un mélange binaire très dissymétrique en taille. Nous proposons une nouvelle fermeture surmontant le problème de non-convergence de la fermeture RHNC dans la variante de la théorie des mesures fondaùmentales de Rosenfeld. Après l'avoir testée sur les fonctions de distributions radiales, nous calculons la ligne de coexistence de phase fluide-fluide du mélange de sphères dures de rapport taille R=10. Nous confirmons ainsi à partir du diagramme de phase la validité de l'approche du fluide effectif. Nous examinons ensuite ces systèmes en phase inhomogène (face à un mur ou confinées entre deux murs) en incluant des forces attractives entre les différents constituants. La fermeture RHNC est testée alors au niveau de la structure et du potentiel de force moyenne intercolloïdale. La méthode est ensuite utilisée pour étudier la solvationThe Ornstein-Zernike integral equations are used to study the structure and the thermodynamics of colloidal suspensions modelled as a highly asymmetric solute-solvent mixture. We propose a new closure to remedy the non-convergence problem of the RHNC closure. After having tested it on the radial distribution functions, we determine the fluid-fluid coexistence line of asymmetric binary hard spheres with diameter ration R=10. We thus confirm from the phase diagram the validity of the effective one-component approach. Then, we examine these sytems in inhomogeneous phase (colloids near a wall or in a slit pore) and include attractions between the various components. The RHNC closure is tested then at the level of the structure and the potential of mean force. The method is finally used to study solvation effects of confined colloids
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Renfroe, Laura A. "The International iPad Index: Price Variants across Countries and Associated Population Factors." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/731.
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The goal of this research was to determine which population factors were associated with iPad pricing differences across countries. Specifically, this paper measured the relationship between iPad prices in a given country and its U.S. dollar exchange rate, amount of income inequality, Gross Domestic Product per capita, luxury good sales growth, Individualism Index score, and population density. Panel data was collected for the iPad 2, the iPad Retina, and the iPad Mini tablets from 38 countries of varying geographic locations, economic paradigms, and political structures. The pooled data set yielded 114 observations in total. Regressing iPad price as a percent of national average income revealed a positive relationship between price and status consciousness as well as cultural individualism. There existed a negative relationship between iPad price and luxury sales growth. These results indicated that the iPad served as a status symbol with higher demand in countries that promoted individualism and exhibited higher degrees of income inequality.
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Vervisch, Luc. "Prise en compte d'effets de cinétique chimique dans les flammes de diffusion turbulentes par l'approche fonction densité de probabilité." Rouen, 1991. http://www.theses.fr/1991ROUES053.
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Des simulations numériques de flammes de diffusion turbulentes sont présentées dans ce mémoire. Différents aspects sont abordés, les effets de cinétiques chimiques et leur couplage avec l'aérodynamique turbulente. Dans un premier temps, la description des écoulements turbulents réactifs par le biais de l'approche fonction densité de probabilité est examinée en détail, ainsi que les modélisations du mélange aux petites échelles adaptées au cas des flammes de diffusion. Deux méthodes numériques couplées à la résolution des équations de la mécanique des fluides fermées au premier ordre par un modèle à deux équations sont alors proposées. L'une s'inscrivant dans le cadre des méthodes a pdf présumee PEUL, l'autre assurant la résolution de l'équation d'évolution de la pdf des variables thermochimiques par une technique de Monte Carlo. La validation des modélisations et des méthodes numériques est effectuée dans différentes configurations de flamme de diffusion turbulentes
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Gerbaix, Maude. "Interventions nutritionnelles, exercice physique et perturbations métaboliques : réponses micro-architecturales, densitométrique, biomécaniques et cellulaires du tissu osseux chez le rat mâle. Induction de l'obésité et prise en charge." Thesis, Clermont-Ferrand 2, 2012. http://www.theses.fr/2012CLF20061.
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Si l’obésité a longtemps été considérée comme protectrice pour le squelette, sa prise en charge nutritionnelle s’accompagne d’une perte osseuse. Dans le but d’étudier les mécanismes liant le tissu adipeux et le tissu osseux, des rats ont été nourris avec un régime riche en graisse et en sucre afin d’induire une obésité et ses complications métaboliques. Puis, ces rats ont suivi un programme de prise en charge de l’obésité associant un rééquilibrage nutritionnel à de l’activité physique. Des investigations de la densité, de la micro architecture trabéculaire, de la qualité corticale, des propriétés biomécaniques et des paramètres cellulaires du tissu osseux ont été réalisées sur le squelette des rats. L’obésité induite a amélioré les paramètres densitométriques et corticaux des rats. La prise en charge de l’obésité a entraîné des effets contrastés. Le rééquilibrage de l’alimentation n’a pas altéré la densité ni les paramètres biomécaniques et corticaux du tissu osseux des rats en dépit d’altérations de la micro architecture et des perturbations l’activité cellulaire osseuse. L’exercice a augmenté la densité minérale osseuse du tibia des rats. Nos résultats montrent que l’inclusion de l’exercice dans un programme de prise en charge de l’obésité permet de potentialiser la perte de masse grasse et de maintenir l’intégrité du squelette. En étudiant l’impact d’un régime obésogène et de la prise en charge de l’obésité sur le tissu osseux chez le rat, ce travail de thèse apporte sa contribution dans la compréhension des mécanismes liant le tissu adipeux et le tissu osseuxWhile obesity has long been considered protective of bone tissue, its nutritional management is linked to a concomitant bone loss. In order to access these mechanisms, male rats were given a high fat / high sucrose diet to induce obesity and its resulting metabolic disorders. Then, these rats participated in a well balanced nutritional program combined, or not, with physical activity in order to treat their obesity. Investigations on density, trabecular micro-architecture, cortical quality, biomechanical properties and cellular parameters of bone tissue were performed on rat’s skeleton. Obesity had improved the bone density and cortical parameters of rats. Obesity management had induced mixed effects. The well balanced diet did alter neither the bone density nor biomechanical and cortical parameters despite the presence of alterations in the trabecular micro architecture and some disturbances of bone cellular activity. Exercise by itself had increased the tibia bone mineral density. Our results show that including exercise in obesity management allows increasing the fat mass loss and maintaining the skeleton integrity. By studying the impact of an obesogenic diet and obesity treatment on bone tissue in rats, this study brings its contribution to the understanding of the mechanisms linking adipose tissue and bone tissue
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Soares-Ferreira, Sofia Knapic. "Aptidão do sobreiro como produtor de matéria-prima para a indústria de madeira e de painéis compósitos com vista a produtos de qualidade." Doctoral thesis, ISA/UTL, 2011. http://hdl.handle.net/10400.5/3576.
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Doutoramento em Engenharia Florestal - Instituto Superior de AgronomiaThe objective of this work is the study of the diversification of cork oak stands, managed to produce cork oak wood flooring. The wood of Quercus suber L. has high density values (0,86 gcm-3 to 0,98 gcm-3) with a small ring variation (both axial and radial) as well as between trees. The wood of Q. faginea L., was studied for comparison proposes, has an average density value of 0.85 g cm-3. Cork oak presented an average growth of 3,9 mm/year which, together with its high density, makes it an interesting species when it comes to carbon storage. Modeling and simulation techniques were used regarding the industrial transformation of the cork oak stems. The maximization of the production yields was achieved with small logs and components with short dimensions (parquet and components for multilayer composites). Relevant properties for flooring applications (hardness, wear and dimensional stability) were assessed. Results indicate that the cork oak wood is suitable for flooring applications with high traffic uses. Conclusions show the technological feasibility of cork oak wood to flooring applications, and therefore a strong alternative to other oak and tropical species.
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Liang, Shaoxiong. "Etude de comportement en fatigue des composites renforcés par fibres végétales : prise en compte de la variabilité des propriétés." Phd thesis, Université de Bourgogne, 2012. http://tel.archives-ouvertes.fr/tel-00841850.
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L'étude présentée porte sur la caractérisation et la comparaison des propriétés quasi-statiques et en fatigue de composites à fibres de lin et de verre avec une matrice époxy. Une importante campagne d'essais de fatigue a été réalisée à partir des propriétés quasi-statiques de traction et cisaillement plan mesurées. Il apparaît que les caractéristiques en statique et en fatigue du verre/époxy sont supérieures à celles du lin/époxy à taux de fibres et stratification identiques. Cependant, en raison de la faible densité des renforts de lin, les écarts entre les propriétés spécifiques des deux matériaux sont faibles. La mesure de l'évolution des propriétés en fatigue a mis à jour des comportements phénoménologiques particuliers tels que la diminution de l'amortissement et l'augmentation de la rigidité des lin/époxy ayant des fibres parallèles à la direction du chargement, au cours de la vie des éprouvettes. Le suivi de l'endommagement par la mesure des densités de fissures montre que celle-ci augmente avec le chargement et le nombre de cycles appliqués. Les simulations par éléments finis de la durée de vie des composites lin/époxy, intégrant la variabilité des paramètres du modèle par la méthode Monté-Carlo, donnent des courbes de Wöhler conservatives par rapport aux données expérimentales. Conformément aux mesures expérimentales, la variabilité des durées de vie calculées diminue lorsque le chargement baisse
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Bunger, R. C. (Robert Charles). "Derivation of Probability Density Functions for the Relative Differences in the Standard and Poor's 100 Stock Index Over Various Intervals of Time." Thesis, University of North Texas, 1988. https://digital.library.unt.edu/ark:/67531/metadc330882/.
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In this study a two-part mixed probability density function was derived which described the relative changes in the Standard and Poor's 100 Stock Index over various intervals of time. The density function is a mixture of two different halves of normal distributions. Optimal values for the standard deviations for the two halves and the mean are given. Also, a general form of the function is given which uses linear regression models to estimate the standard deviations and the means.
The density functions allow stock market participants trading index options and futures contracts on the S & P 100 Stock Index to determine probabilities of success or failure of trades involving price movements of certain magnitudes in given lengths of time.
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Zine, el abidine Nacer. "Evaluation de Réticules Avancés : Propriétés optiques des réticules et prise en compte de leur processus de fabrication dans l’amélioration des modèles OPC pour étendre les fenêtres de procédés en lithographie optique par immersion, pour les noeuds technologiques 28nm et 14nm." Thesis, Université Grenoble Alpes (ComUE), 2017. http://www.theses.fr/2017GREAT079/document.
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Pour les technologies avancées, la lithographie optique par immersion utilisant des sources 193nm atteint ses limites en termes de résolutions. Les nouvelles techniques de lithographie telles que l’Extrême UV ou l’écriture à faisceaux multiples n’étant pas encore au point d’un point de vue industriel, un ensemble de techniques d’améliorations de la résolution (RET) en évolution constante permet de continuer à travailler avec les équipements à immersion. C’est dans ce contexte que s’inscrit cette thèse en se focalisant sur un des éléments principaux : le réticule. La première partie regroupe l’état de l’art de la photolithographie optique et des techniques d’amélioration de la résolution, ainsi qu’un ensemble de notions utile à la compréhension des parties B et C. La partie B concerne la réduction des effets de focalisation, plus connu sous l’appellation anglaise ‘’Best focus shift mitigation’’, observés sur des niveaux denses de type ‘’Metal’’ pour les technologies avancées. Cette partie permet de comprendre l’influence des organes physiques sur le trajet optique et propose comme solution au Best focus Shift un changement de réticule, validé d’abord via simulation puis par voie expérimentale sur plaquette. La partie C de ce manuscrit présente la prise en compte des effets inhérents à la fabrication des réticules dans l’étape de correction des effets de proximité optique, de la description des effets impliqués à la calibration et l’utilisation d’un modèle dédiéFor advanced technologies nodes, immersion optical lithography using 193nm sources reaches its limits in terms of resolutions. Since new lithography techniques such as Extreme UV or multi-beam writing are not yet ready from an industrial point of view, a continuous evolving set of tools known as Resolution Enhancement Technics (RET) allows to continue working with immersion equipment, pushing the resolution limits as much as possible. With the increasing design complexity, this task is more and more challenging. Within this frame this dissertation is addressed to improve the lithographic process variability by focusing on one of the main elements: the reticles.The first part brings together the state of the art of optical photolithography and resolution improvement techniques, as well as a set of concepts useful for parts B and C understanding. Part B deals with the reduction of focusing effects, better known as "Best focus shift mitigation", observed on dense levels such as "Metal" for advanced technologies. This part helps to understand the influence of the physical organs on the optical path and proposes as a solution to the Best focus Shift a reticle change, firstly validated via simulation and then experimentally at wafer level. Part C presents how the inherent effects of reticle fabrication can be taken into account in the Optical Proximity effects Corrections steps, from the description of the effects involved to the calibration and the use of a dedicated mask model
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Vicente, Carlos Roberto Lopes. "Construções de reticulados algébricos via extensões galoisianas de grau prima." Universidade Estadual Paulista (UNESP), 2018. http://hdl.handle.net/11449/152920.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Na busca por novos sistemas de comunicações muitos trabalhos têm sido realizados com o objetivo de obter constelações de sinais e códigos geometricamente uniformes no espaço euclidiano. Neste contexto, nossa proposta é identificar uma estrutura algébrica e geométrica para reticulados algébricos provenientes do homomorfismo canônico que possuam densidade centro ótima. Nesse sentido, a presente dissertação tem como foco as extensões galoisianas de grau primo ímpar p e encontrar estruturas de Z-módulos via essas extensões que gerem reticulados algébricos com densidade de centro ótima.
In the search for new communication systems many works have been performed in order to get constellation geometrically uniform signs and codes in Euclidean space. In this context, our proposal is to identify an algebraic and geometric structure for algebraic lattices from the canonical homomorphism possessing great center density. In this sense, this project focuses on the galoisian extensions of p odd prime degree and find Z-module structures via these extensions that create algebraic lattices with great center density.
2015/20595-4
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Henriot, Kevin. "Structures linéaires dans les ensembles à faible densité." Thèse, Paris 7, 2014. http://hdl.handle.net/1866/11116.
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Réalisé en cotutelle avec l'Université Paris-Diderot.Nous présentons trois résultats en combinatoire additive, un domaine récent à la croisée de la combinatoire, l'analyse harmonique et la théorie analytique des nombres. Le thème unificateur de notre thèse est la détection de structures additives dans les ensembles arithmétiques à faible densité, avec un intérêt particulier pour les aspects quantitatifs. Notre première contribution est une estimation de densité améliorée pour le problème, initié entre autres par Bourgain, de trouver une longue progression arithmétique dans un ensemble somme triple. Notre deuxième résultat consiste en une généralisation des bornes de Sanders pour le théorème de Roth, du cas d'un ensemble dense dans les entiers à celui d'un ensemble à faible croissance additive dans un groupe abélien arbitraire. Finalement, nous étendons les meilleures bornes quantitatives connues pour le théorème de Roth dans les premiers, à tous les systèmes d'équations linéaires invariants par translation et de complexité un.
We present three results in additive combinatorics, a recent field at the interface of combinatorics, harmonic analysis and analytic number theory. The unifying theme in our thesis is the detection of additive structure in arithmetic sets of low density, with an emphasis on quantitative aspects. Our first contribution is an improved density estimate for the problem, initiated by Bourgain and others, of finding a long arithmetic progression in a triple sumset. Our second result is a generalization of Sanders' bounds for Roth's theorem from the dense setting, to the setting of small doubling in an arbitrary abelian group. Finally, we extend the best known quantitative results for Roth's theorem in the primes, to all translation-invariant systems of equations of complexity one.
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Beilla, Sara. "Modélisation Monte-Carlo d'un accélérateur linéaire pour la prise en compte des densités pulmonaires dans le calcul de la dose absorbée en radiothérapie stéréotaxique." Thesis, Toulouse 3, 2016. http://www.theses.fr/2016TOU30105/document.
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Le calcul de la distribution de dose en Radiothérapie externe se fait en routine clinique à l'aide de Systèmes de Planification de Traitement (TPS) commerciaux. Les algorithmes de calcul de ces TPS ont énormément progressé ces dernières années. Cependant ils sont basés sur des approximations qui restent acceptables pour la plupart des conditions cliniques mais qui montrent leurs limites dans certains cas notamment avec des petites tailles de champ d'irradiation et/ou des faibles densités massiques dans un milieu. Or ces deux conditions sont pourtant réunies dans le cadre de la radiothérapie stéréotaxique des tumeurs bronchiques. Si quelques études ont été réalisées pour des densités massiques classiques de poumon, aucune n'a été réalisée pour des densités pulmonaires très faibles comme par exemple lorsque le patient est traité en inspiration profonde (" Deep Inspiration BreathHold ", i.e. DIBH). Mes travaux de recherche de thèse proposent une étude du calcul de dose pour différentes densités massiques et différentes tailles de champ en se basant sur un modèle Monte-Carlo (MC). La première étape modélise un accélérateur de type TrueBeam(r) (Varian, Palo Alto, CA) en utilisant les données du constructeur. Le modèle est construit à l'aide de la plateforme GATE basée sur la librairie Geant4. Les éléments principaux de la tête de l'appareil sont modélisés. Les espaces de phases (fichiers de particules) fournis par le constructeur au format " .IAEAphsp " sont situés en amont des mâchoires. Pour valider ce modèle, une série de champs simples (3x3 à 20x20 cm2) dans un fantôme d'eau sont implémentés pour des faisceaux de photons de 6X FF (" Flattening Filter "), 6X FFF, 10X FF et 10X FFF (" Flattening Filter Free "). Les résultats (profils, rendements de dose) sont comparés à des mesures de référence obtenues dans une cuve d'eau : respectivement 99% et 97% des points de dose des rendements et des profils respectent les critères de gamma index de 2%-2mm. Une fois le modèle validé, nous avons réalisé une série de simulations pour des champs de petites tailles (3x3 à 8x8 cm2) avec des fantômes hétérogènes de formes simples, pour lesquels la mesure reste accessible. Pour cette dernière, ont été insérés des films radio-chromiques dans des fantômes composés de plaques de PMMA et de deux types de liège de densité 0,12 et 0,24 correspondant respectivement aux poumons en DIBH et en respiration libre. Les résultats du modèle MC pour les quatre énergies ont été confrontés aux mesures expérimentales et aux algorithmes AAA et Acuros (Varian). De façon générale l'algorithme AAA surestime la dose au sein de l'hétérogénéité pulmonaire pour les petites tailles de champ et les faibles densités massiques. Par exemple, pour un champ de 3x3 cm2 et une densité de 0,12 au sein de l'hétérogénéité, une surestimation de la dose absorbée dans le poumon de 16% est mise en évidence pour l'algorithme AAA. Enfin, le modèle est utilisé pour trois cas non mesurables : un objet-test numérique cylindrique hétérogène, des données tomodensitométriques d'un patient en DIBH pour un champ fixe et en arc-thérapie en condition de stéréotaxie pulmonaire. Les résultats ont démontré respectivement pour les études sur TDM une surestimation de la dose dans la tumeur de 7% et 5,4% et dans le poumon de 14% et 9,6% par AAA. D'un point de vue clinique, cela se traduit par un sous-dosage du patient et donc un risque de récidiveFor clinical routine in external Radiotherapy, dose computation is achieved using commercial Treatment Planning Systems (TPS). Since ten years, TPS algorithms have been improved. However they include approximations that are acceptable in most of the clinical cases but they show their limits in some particular conditions for example in presence of small fields and/or low mass y media. And these two conditions are found in the context of stereotactic body radiation therapy (SBRT) of lung tumor. Some studies were published for standard lung densities but none for very low y like in lung during Deep Inspiration Breath Hold (DIBH). This work is a study of dose computation based on a Monte Carlo (MC) model, for different field sizes and mass densities. The first step was to model a TrueBeam(r) linac (Varian, Palo Alto, CA) using data furnished by the manufacturer. This model is built using the Geant4-based GATE platform. The main compounds of the linac head are modeled. Space phase files (i.e. particles files) are furnished by Varian in "IAEAphsp" format and are integrated to the model above the main jaws. To validate this model, a set of simple fields (from 3x3 to 20x20 cm2) in a water phantom is implemented for different photon energies: 6FF, 6FFF, 10FF and 10FFF (FFF = "Flattening Filter Free"). Percentage depth dose (PDD) and lateral profiles are compared to reference measurement in a water tank: respectively 99% and 97% of all the points of these curves passed the Gamma Index test (2% 2mm). Once this validation was completed, a set of simulation was achieved with small field sizes (3x3 to 8x8 cm2) for simple heterogeneous phantoms for which the measurement was achievable. For this purpose, radiochromic films were inserted in phantoms made of PMMA slabs and two types of cork. Cork densities were 0.12 and 0.24 that correspond respectively to lungs during DIBH and free breathing. Results of the MC model for four energies are compared to experimental measurements and to AAA and Acuros Varian's algorithms. AAA algorithm overestimates the dose inside the lung heterogeneity for small field sizes and low density. As an example in the case a 3x3 cm2 field, inside the heterogeneity of density 0.12 an over estimation of 16% in the lung is observed for AAA. The model is finally used for three non-measurable cases: a cylindrical digital reference object and computerized tomography data of a patient during DIBH with a static and stereotactic arc field. Results showed respectively for CT studies an overestimation of dose in the tumor of 7% and 5.4% and in the lungs of 14% and 9.6% by AAA. From a clinical point of view, this means under-dosing the patient and thus a risk of recurrence
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MACCIONI, MARIA BARBARA. "Magnetoelectric, multiferroic, wide-gap, and polar oxides for advanced applications: first-principles theoretical studies." Doctoral thesis, Università degli Studi di Cagliari, 2016. http://hdl.handle.net/11584/266675.
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This Ph.D. thesis reports a theoretical study of electronic and structural properties of several materials relevant
for electronic and optical applications. In the last few years, in fact, the renaissance of many physical effects
has evolved rapidly, firstly due to new nano-fabrication techniques that allow us to implement advanced
materials in numerous innovative structures and devices.
The first part of this thesis is related to a new class of multi-functional magnet materials called multiferroics,
where magnetism and ferroelectricity are strongly coupled together. Because of that, these materials can be
considered as suitable candidates for several technological applications, such as storage devices. Among the
class AnBnO3n+2 of layered-perovskite oxides, I have considered the Lanthanum titanate, La2Ti2O7 (LTO), and in
order to achieve multiferroicity in this topological ferroelectric I have suggested an isovalent substitution of the
Ti cation, non magnetic, by a magnetic one, Mn, obtaining the compound La2Mn2O7 (LMO).
Operationally, I have optimized the structures involved in the paraelectric (PE) ferroelectric (FE) transition.
Then, I have determined that LMO is a multiferroic materials since ferroelectric (FE) and magnetic order
coexist in the same phase. Finally, I have demonstrated that LMO is also a magnetoelectric materials showing a
non-zero lattice-mediated magnetoelectric tensor, α. Moreover, magnetic noncollinear spin-orbit calculations
reveal that spins point along the c direction but manifests a spin canting in the bc plane generating a weak
ferromagnetism interpretable by Dzyaloshinsky-Moriya (DM) interaction.
The second part of this thesis is based on the investigation about Gallium oxide, Ga2O3, Indium oxide, In2O3,
and their solid solutions. This study is motivated by the recently attracting interest on novel materials systems
for high-power transport devices as well as for optical ultraviolet absorbers and emitters. Resorting to an
appropriated optimization of physical properties and nanostructuration of Gallium- and Indium-based
semiconductor layers of chosen composition, it is possible to tune their key properties (such as band gaps,
interface band off-sets, vibrational absorptions, as well as, potentially, the magnetic behavior) leading overall to
novel multi-functional nanomaterials, nanostructures and devices. This may enable the design of devices based
on interfaces Ga2O3/(Ga1−xInx)2O3 or In2O3/(Ga1−xInx)2O3 such as high-power field effect transistors and far-UV
photodetectors or emitters.
Operationally, I have studied the electronic and local structural properties of pure Ga2O3 and In2O3. Then,
starting from the monoclinic (β) structure of Ga2O3, I have explored alloyed oxides, (Ga1−xInx)2O3, for different
In concentrations (x). The structural energetics of In in (Ga1−xInx)2O3 causes most sites to be essentially
inaccessible to In substitution, thus limiting the maximum In content to somewhere between 12 and 25% in this
phase. In this framework, the gap, the volume and the band offset to the parent compound exhibit also
anomalies as function of In concentration. Furthermore, I have explored alloyed oxides based on the bixbyite
equilibrium structure of In2O3 in all the In concentration range. The main result is that the alloy shows a phaseseparation
in a large composition range, exhibiting a huge and temperature-independent miscibility gap. In
addition, in accord with experimental results, intermediate alloying shows an additional crystallographic phase,
in competition with the bulk Ga2O3 and In2O3 phases. Finally, I have investigated the orthorhombic (ε) phase of
Ga2O3, that results to be the second most stable structure beside β-Ga2O3. Moreover, ε-Ga2O3 exhibits a large
spontaneous polarization and a sizable diagonal piezoelectric coefficient, comparable with typical polar
semiconductors.
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KIM, DONG-HYUK. "Bayesian Econometrics for Auction Models." Diss., The University of Arizona, 2010. http://hdl.handle.net/10150/193663.
Full textAbstract:
This dissertation develops Bayesian methods to analyze data from auctions and produce policy recommendations for auction design. The essay, "Auction Design Using Bayesian Methods," proposes a decision theoretic method to choose a reserve price in an auction using data from past auctions. Our method formally incorporates parameter uncertainty and the payoff structure into the decision procedure. When the sample size is modest, it produces higher expected revenue than the plug-in methods. Monte Carlo evidence for this is provided. The second essay, "Flexible Bayesian Analysis of First Price Auctions Using Simulated Likelihood," develops an empirical framework that fully exploits all the shape restrictions arising from economic theory: bidding monotonicity and density affiliation. We directly model the valuation density so that bidding monotonicity is automatically satisfied, and restrict the parameter space to rule out all the nonaffiliated densities. Our method uses a simulated likelihood to allow for a very exible specification, but the posterior analysis is exact for the chosen likelihood. Our method controls the smoothness and tail behavior of the valuation density and provides a decision theoretic framework for auction design. We reanalyze a dataset of auctions for drilling rights in the Outer Continental Shelf that has been widely used in past studies. Our approach gives significantly different policy prescriptions on the choice of reserve price than previous methods, suggesting the importance of the theoretical shape restrictions. Lastly, in the essay, "Simple Approximation Methods for Bayesian Auction Design," we propose simple approximation methods for Bayesian decision making in auction design problems. Asymptotic posterior distributions replace the true posteriors in the Bayesian decision framework, which are typically a Gaussian model (second price auction) or a shifted exponential model (first price auction). Our method first approximates the posterior payoff using the limiting models and then maximizes the approximate posterior payoff. Both the approximate and exact Bayes rules converge to the true revenue maximizing reserve price under certain conditions. Monte Carlo studies show that my method closely approximates the exact procedure even for fairly small samples.
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TORTOLERO, Simón Alexis Ramos. "Crescimento do matrinxã,Brycon cephalus (Gunther,1869) criados em gaiolas flutuantes construídas com matéria-prima da região amazônica." Universidade Federal Rural de Pernambuco, 2003. http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/6518.
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Son presentados los primeros resultados obtenidos sobre la criación del, Brycon cephalus, en jaulas de pequeño volumen utilizando altas densidades en el Lago do Catalão latitud 3° 09′ 75′′ Sul, longitud 59° 54′ 51′′ W município de Iranduba – AM. El objetivo fue generar informaciones que subsidien la piscicultura sostenible en el Amazonas, ya que son pocos los trabajos desarrollados en esta modalidad en la región. Por otro lado, se definió un prototipo de jaula flotante utilizando materia prima de la propia región, observandose los aspectos de costos operacionales y culturales. Fueron utilizadas 12 jaulas cada una de ellas de 1m3 , construidas de paxuíba, Iriartea exorrhiza, bambu, Guadua angustifólia, taboca, Guadua superba y cipó titica, Heteropsis jemanii , sostenidas en la superfície del agua por un sistema de flotación constituido por assacú, Hura crepitans e jacareuba, Calophyllum brasiliensis. Los materiales utilizados en la construcción de las jaulas, presentaron buen estado de conservación en el medio aquatico durante el periodo del experimento. En el experimento fueron utilizadas densidades de 100, 150, 200 e 250 peces/m3, alimentados con ración extrusada (peletada cohesionada) conteniendo 36% de PB, diariamente hasta la saciedad. El desarrollo de los peces fue acompañado a travez de mediciones mensuales, retirandose 10 peces de cada jaula. Fueron realizadas observaciones diarias sobre el comportamiento alimentar de esa especie. La conversión alimentar media de las densidades de 150 e 200 peces/m3 fueron de 0,911: 1 y 0,926: 1 respectivamente. Las tasas de stock influenciaron en el aumento de peso, indicando que las densidades de 150 e 200 peces/m3 fueron las mejores para este sistema de criación, pues presentaron mayores rendimientos y productividades que la densidad de 100 peces/m3 y 250 peces/m3.
São apresentados os primeiros resultados obtidos sobre a criação do matrinxã, Brycon cephalus, em gaiolas de pequeno volume utilizando altas densidades no Lago do Catalão latitude 3° 09′ 75′′ Sul, longitude 59° 54′ 51′′ W município de Iranduba – AM. O objetivo foi gerar informações que subsidie a piscicultura sustentável no Amazonas, já que são poucos os trabalhos desenvolvidos nesta modalidade na região. Por outro lado, definiu-se um protótipo de gaiola flutuante utilizando matéria prima da própria região, observando-se os aspectos de custos operacionais e culturais. Foram utilizadas 12 gaiolas de 1m3 cada, construídas de paxuíba, Iriartea exorrhiza, bambu, Guadua angustifólia, taboca, Guadua superba e cipó titica, Heteropsis jemanii , sustentadas na superfície da água por um sistema de flutuação constituído por assacú, Hura crepitans e jacareuba, Calophyllum brasiliensis. Os materiais utilizados apresentaram bom estado de conservação no meio aquático durante o período do experimento. No experimento foram utilizadas densidades de 100, 150, 200 e 250 peixes/m3, alimentados com ração extrusada contendo 36% de PB, diariamente até saciedade. O desenvolvimento dos peixes foi acompanhado através de mensurações mensais, retirando-se 10 peixes de cada gaiola. Foram realizadas observações diárias sobre o comportamento alimentar dessa espécie. A conversão alimentar média das densidades de150 e 200 peixes/m3 foram de 0,911: 1 e 0,926: 1, respectivamente. As taxas de estocagem influenciaram no ganho de peso, indicando que as densidades de 150 e 200 peixes/m3 foram as melhores para este sistema de criação, pois apresentaram maiores rendimentos e produtividades que a densidade de 100 peixes/m3 e 250 peixes/m3.
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Mantel, Thierry. "Contribution à la modélisation de la combustion dans les moteurs à allumage commandé avec prise en compte de la phase d'allumage." Rouen, 1993. http://www.theses.fr/1993ROUES010.
Full textAbstract:
La première partie de ce travail présente un nouveau modèle permettant de décrire la propagation de flammes turbulentes prémélangées. L'approche retenue consiste à calculer le taux de dissipation des fluctuations d'un scalaire (concentration, température) par une équation de transport. On montre que les effets d'étirement à petite échelle et de courbure locale du champ de concentration sont des phénomènes prédominants. Dans le régime des flammelettes, le modèle permet d'aboutir à une équation de transport pour la densité de surface de flamme et a une nouvelle formulation du modèle Eddy Break-up. Une révision de la modélisation du flux de diffusion turbulente pour le scalaire a également été proposée. La donnée d'une fonction densité de probabilité (pdf) au moment de l'allumage nous a permis de représenter de manière satisfaisante l'initiation de la combustion. Les comparaisons aux résultats expérimentaux issus de configurations différentes ont permis de vérifier la réponse du modèle aux caractéristiques de la turbulence et à la composition du mélange. On en déduit les renseignements concernant l'évolution du nombre de Schmidt ainsi que l'échelle de temps caractéristique des fluctuations du scalaire au sein de la flamme. La seconde partie concerne l'allumage dans les moteurs à essence et une application du modèle à un cas concret. L'initiation provoquée par une bougie conventionnelle soumise à un champ aérodynamique donné a été simulée numériquement. Ces calculs ainsi que des mesures expérimentales ont montré des positions optimales de la bougie par rapport à l'écoulement permettant un meilleur début de combustion en mélange pauvre
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Goy, Filippini Béatrice. "Prédiction de la rigidité de l'épicéa commun avec prise en compte de paramètres de croissance : étude des pièces de petites dimensions sans noeud." Nancy 1, 1992. http://www.theses.fr/1992NAN10316.
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La croissance des arbres est définie par un certain nombre de paramètres liés au peuplement auquel ils appartiennent. La connaissance de ceux-ci permet d'obtenir une description physique des accroissements des arbres et des débits qui en sont issus. A partir de cette description, la qualité mécanique des sciages peut être connue. Un logiciel de calcul par éléments finis permet d'étudier les variations de la rigidité de pièces de petites dimensions d'épicéa commun en fonction de facteurs liés à la croissance. Les paramètres retenus sont la largeur de cerne dans la pièce et les variations de densité dans le cerne. La présence de bois de compression dans la pièce s'avère également être un paramètre important de la rigidité. Enfin, l'angle du fil, qui est une conséquence de la croissance et du mode de débit, est aussi introduit pour déterminer la qualité mécanique. Avec ce logiciel, il est ainsi possible de connaitre rapidement les variations de la rigidité dans un arbre et de comparer l'influence de différentes conditions de croissance des arbres sur la qualité des débits
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Al, Majou Hassan. "Étude et prédiction des propriétés de rétention en eau des sols : Prise en compte de la composition et de l'état structural du sol." Phd thesis, Université d'Orléans, 2008. http://tel.archives-ouvertes.fr/tel-00286622.
Full textAbstract:
Les propriétés de rétention en eau et leur relation avec les caractéristiques du sol ont fait l'objet de nombreuses études ces trente dernières années. L'objectif de ce travail est d'analyser la validité des fonctions de pédotransfert (FPT) établies avec des sols du territoire national, et de les comparer à celles développées à l'échelle de l'Europe. Les résultats montrent que les FPT établies avec des sols du territoire national conduisent à des prédictions de qualité meilleure ou similaire à celles obtenues avec les FPT établies à l'échelle de l'Europe. Il a été aussi montré que pour des sols du territoire national, des classes de pédotransfert établies par classe de texture (CFPT texturales) ou par classe de texture et de structure (CFPT texturo-structurales) conduisaient à de prédictions de meilleure qualité que celles obtenues avec des FPT beaucoup plus élaborées et réclamant une connaissance détaillée de la composition des sols. La prédiction des propriétés de rétention en eau est améliorée significativement lorsque la teneur en eau volumique à la capacité au champ in situ est utilisée comme prédicteur par classe de texture. Enfin, Les propriétés de rétention en eau ont été discutées pour les sols argileux en fonction de leur état structural à l'échelle des constituants élémentaires (mode d'assemblage des particules d'argile). Les résultats montrent que les propriétés de rétention en eau peuvent s'expliquer par les différences de teneur en argile et de mode d'assemblage des particules composant la phase argileuse.
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Soulard, Olivier. "Approches PDF pour la combustion turbulente, prise en compte d’un spectre d’échelles turbulentes dans la modélisation du micromélange et élaboration d’une méthode de Monte Carlo eulérienne." Rouen, 2005. http://www.theses.fr/2005ROUES003.
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La première partie de cette thèse concerne la modélisation du micromélange. Deux nouveaux modèles ont été proposés par Sabel'nikov et Gorokhovski (2001) afin de prendre en compte un spectre d'échelles de fréquence turbulent. Leurs propriétés sont ici analysées dans le cas de la décroissance d'un scalaire homogène en turbulence homogène. Les PDF transitoires sont calculées numériquement et comparées aux résultats des calculs DNS de Eswaran et Pope (1988). Les solutions asymptotiques sont également étudiées. Nous montrons que les modèles donnent des résultats satisfaisants par rapport à la DNS, et qu'ils donnent lieu à des solutions asymptotiques non-nécessairement gaussiennes. La seconde partie traite de la résolution numérique de l'équation de transport de la PDF de scalaires réactifs. Une nouvelle méthode de Monte Carlo eulérienne, basée sur des équations aux dérivées partielles stochastiques hyperboliques, est proposée. Ces équations sont analysées et illustrées sur des exemples simples. Des schémas numériques sont proposés pour les résoudre. La méthode est alors évaluée sur des cas mono-dimensionnels et finalement appliquée au calcul d'une flamme de prémélange 2DThe first part of this thesis deals with micromixing models. Two new models have been proposed by Sabel'nikov and Gorokhovski (2001), in order to account for a turbulent frequency scale spectrum. Their properties are analyzed here in the case of the decay of a homogeneous scalar in homogeneous turbulence. Transient PDF are numerically computed and evaluated against the DNS data of Eswaran and Pope (1988). Besides, asymptotic solutions are also examined. We show that the models compare well against the DNS results, and that they yield asymptotic solutions which are not necessarily Gaussian. The second part focuses on numerical methods for solving the transport equation of the PDF of turbulent scalars. A new Eulerian Monte Carlo method is proposed. It is based on hyperbolic stochastic partial differential equations. These equations are analysed and illustrated on simple examples. Numerical schemes are proposed for solving them. The Monte Carlo method is then assessed on one-dimensional tests. Finally, it is applied to compute a 2D premixed flame
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Elloumi, Hatem. "Prise en compte des écarts à l'équilibre thermodynamique local dans le diagnostic des décharges dans le mercure par spectroscopie des raies atomiques." Toulouse 3, 1997. http://www.theses.fr/1997TOU30184.
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Le travail presente se propose d'evaluer les ecarts a l'equilibre thermodynamique local (etl) dans les decharges mercure qui servent de base a la plupart des sources de rayonnement fonctionnant a pression elevee. L'analyse effectuee repose en grande partie sur la determination de la densite du fondamental a partir de l'epaisseur optique pour la raie de resonance du mercure. Plus precisement on a etabli une relation integrale entre la position du maximum de luminance dans l'aile rouge de la raie et la densite du niveau fondamental. Compte tenu des divergences que laisse apparaitre la litterature dans l'interpretation de l'elargissement de la raie de resonance, une etude du profil a ete effectuee qui nous a permis de determiner un ensemble coherent de valeurs des parametres d'elargissement. La densite electronique au centre de la decharge a ete obtenue a partir de la raie 690,7 nm alors que la temperature electronique a ete determinee a partir de l'intensite maximale de la raie de resonance. Une evaluation de la difference entre les temperatures des electrons et du gaz de neutres a ete effectuee en utilisant la methode du saut d'intensite applique a la raie 365 nm. Enfin, les resultats obtenus sont compares a ceux donnes par un modele a deux fluides et deux temperatures. Les comparaisons effectuees montrent que l'accord est generalement satisfaisant, en particulier pour ce qui concerne la temperature des electrons dans la partie centrale de la decharge.
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Hassani, Mehdi. "On the distribution of the values of arithmetical functions." Thesis, Bordeaux 1, 2010. http://www.theses.fr/2010BOR14164/document.
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La thèse concerne différents aspects de la répartition des fonctions arithmétiques.1. Deshouillers, Iwaniec et Luca se sont récemment intéressés à la répartition modulo 1 de suites qui sont des valeurs moyennes de fonctions multiplicatives, par exemple phi(n)/n où phi est la fonction d'Euler. Nous étendons leur travail à la densité modulo 1 de suites qui sont des valeurs moyennes sur des suites polynômiales, typiquement n^2+1.2. On sait depuis les travaux de Katai, il y a une quarantaine d'années que la fonction de répartition des valeurs de phi(p-1)/(p-1) (où p parcourt les nombres premiers) est continue, purement singulière, strictement croissante entre 0 et 1/2. On précise cette étude en montrant que cette fonction de répartition a une dérivée infinie à gauche de tout point phi(2n)/(2n)Abstract
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Koubar, Khodor. "Amélioration du calcul de la masse osseuse par micro-tomodensitométrie X : prise en compte des phénomènes physiques." Phd thesis, Université de Strasbourg, 2013. http://tel.archives-ouvertes.fr/tel-01062827.
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Suite à l'allongement de la survie des patients atteints de la mucoviscidose (CF), des études ont montré la présence d'une perte osseuse chez les patients CF. Dans ce travail de thèse, une étude de l'évolution de la densité minérale osseuse chez des souris atteintes de mucoviscidose a été effectuée en utilisant un système de micro-tomodensitométrie X. Afin d'améliorer les précisions des mesure, deux méthodes de correction de deux phénomènes physiques ont été appliquées. La première méthode est une correction du durcissement de faisceau X et basée sur une segmentation de l'objet reconstruit après une première reconstruction et en utilisant des courbes d'atténuations précalculées. La deuxième méthode est une méthode de correction de la diffusion des rayons dans l'animal basée sur l'estimation des projections des diffusés en utilisant des noyaux de diffusion précalculées. Des améliorations au niveau de la qualité de l'image et les mesures de densité osseuses ont été obtenues.
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Tran, Van Duy. "Prise en compte du caractère discontinu du solvant dans la modélisation mécanique des argiles gonflantes." Thesis, Université de Lorraine, 2017. http://www.theses.fr/2017LORR0036/document.
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Ce travail vise à améliorer la description à l'échelle du nanomètre des sols argileux expansifs en utilisant la théorie de la fonctionnelle de densité (DFT). L’eau n’est plus considérée comme un solvant continu mais comme un fluide de molécules polaires individuelles. L'objectif est de reproduire les résultats issus de l'expérience ou de la modélisation numérique tels que la présence de couches d'eau discrètes dans l'espace interfolaire ou la variation de la pression de disjonction avec la distance interfolaire dans le régime de gonflement cristallin. Différents phénomènes physiques de complexité croissante sont successivement étudiés. La taille finie des molécules d'eau est tout d'abord prise en compte en modélisant l'eau comme un fluide de sphères dures traité par la théorie fondamentale de la mesure. La nature polaire du solvant est ensuite implicitement considérée en utilisant un potentiel intermoléculaire de Lennard-Jones pour reproduire les différents types d'interactions de Van der Waals. La nature dipolaire de l'eau est ensuite explicitement modélisée par un fluide dipolaire de sphères dures. Ces deux derniers modèles utilisent une approche perturbative de la théorie de la fonctionnelle de densité dans laquelle les effets de corrélation entre les molécules du fluide sont incorporés. Les ions sont finalement ajoutés afin de compléter la description de la double couche électrique. En vue d'une application au génie civil, l'expression améliorée de la pression de disjonction à l'échelle nanométrique est incluse dans une forme modifiée du principe de Terzaghi appliqué aux argiles expansives non-saturées récemment développée dans notre groupe afin de simuler numériquement le comportement hydro-mécanique des argiles gonflantes lors d’essais d'infiltration d’eauThis work aims at improving the nanoscale description of expansive clayey soils using the Density Functional Theory (DFT). Water is no longer considered as a continuous solvent but as a fluid of individual polar molecules in order to recover existing experimental and modeling results such as the presence of discrete water layers in the interplatelet space or the variation of the disjoining pressure with the interplatelet distance at low hydration level. Different physical phenomena of increasing complexity are successively considered. The finite size of the water molecules is firstly taken into account by modeling water as a Hard Sphere fluid using the Fundamental Measure Theory. The polar nature of the water solvent is then implicitly taken into account through a Lennard-Jones potential averaging the different types of Van der Waals interactions. Next the polar nature of the solvent is explicitly modelized by considering water as a Dipolar Hard Sphere fluid. These two fluid models are studied in the framework of the Density Functional Perturbation Theory in which correlation effects between the fluid molecules are incorporated. Ions are finally added in order to complete the Electrical Double Layer description at the nanoscale. With the objective of an application to civil engineering, the improved expression of the disjoining pressure at the nanoscale is included in a modified form of Terzaghi's effective stress principle for unsaturated expansive clays recently developed by our group in order to numerically simulate the hydro-mechanical behavior of expansive clays during water uptake
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Siqueira, José de Oliveira. "Determinação entrópica do preço racional da opção européia simples ordinária sobre ação e bond: uma aplicação da teoria da informação em finanças em condição de incerteza." Universidade de São Paulo, 1999. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-08032005-004652/.
Full textAbstract:
Esta tese promove uma integração entre Finanças e Teoria de Informação para criação de um ambiente alternativo para a determinação do preço racional da opção européia simples ordinária sobre ação e ativo de renda fixa (bond). Uma das características deste novo ambiente de determinação de preço racional é poder continuar utilizando o cálculo newtoniano em vez do estocástico. Cria uma notação matemática precisa e completa para a Teoria da Informação e a integra com a teoria de Finanças em condições de incerteza. Integra as abordagens entrópicas de determinação do preço racional da opção européia simples ordinária de Gulko (1998 e 1998a) e de Yang (1997). Define precisamente o mundo com preço da incerteza neutralizado (risk-neutral world), o mundo martingale, o mundo informacionalmente eficiente e o mundo entrópico e suas implicações para a Ciência do Investimento e, mais especificamente, para a determinação do preço racional de ativos básicos e derivativos. Demonstra detalhadamente a fórmula do preço racional da opção européia simples ordinária de Black-Scholes-Merton, melhorando a notação matemática, simplificando (eliminando a abordagem martingale) e complementando a demonstração feita por Baxter & Rennie (1998). Interrompe uma sucessão de trabalhos que estabelecem uma forma equivocada de calcular o preço da opção européia simples ordinária. Esse erro teve sua origem, muito provavelmente, numa edição de Brealey & Myers, que equivocadamente utilizou um resultado de Cox & Rubinstein (1985); esse resultado facilitava o cálculo do preço racional da opção européia simples ordinária por meio de uma tabela que evita o uso direto da fórmula de Black-Scholes-Merton. Brealey & Myers (desde a quarta edição de 1991), Luehrman (nos seus dois artigos da HBR de 1998 e um caso de 1995 pela HBS) e Edleson (caso publicado em 1994 pela HBS) ensinam que o valor percentual encontrado nessa tabela deve ser multiplicado pelo preço do valor mobiliário, quando deveria ser multiplicado pelo valor presente do preço de exercício. Os resultados mais importantes desta tese para Finanças são: (i) desenvolvimento de um método alternativo, robusto e parcimonioso, baseado no princípio da máxima entropia da Teoria da Informação e do Sistema de Distribuições de Pearson para obtenção de uma única medida de probabilidade neutralizadora do preço da incerteza (risk-neutral probability), (ii) obtenção de fórmula prática para a determinação do preço racional da opção européia simples ordinária para ação, (iii) validação da fórmula de Black-Scholes-Merton para ação, (iv) obtenção de uma fórmula adequada para a determinação do preço racional da opção européia simples ordinária sobre um título de renda fixa (bond), (v) estimação da volatilidade implícita entrópica do preço do valor mobiliário e (vi) definição e estimação do valor em risco (value at risk) entrópico. Há ainda dois resultados importantes para a Teoria da Informação e Economia: (i) distinção mais precisa entre incerteza e risco e (ii) desenvolvimento da medida de ganho informacional da previsão aprimorando o resultado de Theil (1967) e Benish (1999) pela utilização do conceito de divergência de Kullback-Leibler.This thesis integrates Finance and Information Theory in order to create an alternative environment to the calculation of the rational price of the simple ordinary European option over stocks and bonds. One of the features of this new environment is to allow us to continue using the Newtonian calculus instead of the stochastic one. It creates a precise and complete mathematical notation for the Information Theory and integrates it with the Finance Theory under uncertainty conditions. It integrates Gulkos (1998 and 1998a) and Yangs (1997) entropic approaches to the calculation of the rational price of the simple ordinary European option. It precisely defines the uncertainty-price-neutral world (risk-neutral world), the martingale world, the informationally efficient world and the entropic world and their implications to the Investment Science and, more specifically, to the calculation of the rational price of ordinary assets and derivatives. It demonstrates with details the Black-Scholes-Merton formula of the rational price of the simple ordinary European option, improves the mathematical notation, simplifies it (by eliminating the martingale approach) and completes the demonstration done by Baxter & Rennie (1998). It breaks a succession of works that established a mistaken way to calculate the price of the simple ordinary European option. This mistake had its origin, much probably, in an edition of Brealey & Myers, who erroneously used a result from Cox & Rubinstein (1985). This result facilitates the calculation of the rational price of the simple ordinary European option by using a table that avoids the direct usage of the Black-Scholes-Merton formula. Brealey & Myers (since the 1991 fourth edition), Luehrman (in his two 1998 articles in HBR and in a 1995 case in HBS) and Edleson (1994 case published in HBS) teach that the percentage value found in this table must be multiplied by the price of the asset, when in reality it should have been multiplied by the present value of the strike price. The most important results of this thesis for Finance are: (i) development of a robust and economic alternative method, based on the maximum-entropy principle of the Information Theory and on Pearsons Distribution System, to the calculation of a unique uncertainty-price-neutral probability measure (risk-neutral probability), (ii) achievement of a practical formula to the calculation of the rational price of the simple ordinary European option on stocks, (iii) validation of the Black-Scholes-Merton formula on stocks, (iv) achievement of an adequate formula to the calculation of the rational price of the simple ordinary European option on bonds, (v) estimation of the implied entropic volatility of the price of an asset and (vi) definition and estimation of the entropic value-at-risk. There are still two important results to the Information Theory and to Economics: (i) a more precise distinction between uncertainty and risk and (ii) development of the forecast informational gain, an enhancement of the result of Theil (1967) and Benish (1999) by using the Kullback-Leibler divergence concept.
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Rouleau-Gagnon, Gabrielle. "Effet d’une prise de suppléments en protéines et riches en calcium et vitamine D, combinée à un programme d’entrainement en résistance d’une durée de 16 semaines sur la densité minérale osseuse (DMO) chez des hommes âgés sarcopéniques." Mémoire, Université de Sherbrooke, 2015. http://hdl.handle.net/11143/8038.
Full textAbstract:
Avec le vieillissement, on observe plusieurs maladies et conditions qui se développent. Les hommes comme les femmes sont à risque de développer de l’ostéoporose ainsi que la sarcopénie. Or, les mécanismes et les causes menant à la détérioration de la santé musculosquelettique sont nombreux et certains de ceux-ci sont modifiables. Des éléments de la vie quotidienne peuvent venir atténuer le processus de perte osseuse et musculaire, tels que l’exercice physique ainsi que l’alimentation. Il a été démontré que la consommation de calcium et de protéine, ainsi que l’entrainement en résistance ont des effets positifs sur la santé osseuse et également musculaire. Comme les études sont davantage faites chez les femmes en raison de leur risque plus accru, les hommes sont moins conscientisés mais tout autant à risque. L’objet de notre présente étude est de vérifier si une prise de suppléments en protéines et riche en calcium, combinée à un programme d’entrainement en résistance, d’une durée de 16 semaines, aura un impact sur la densité minérale osseuse (DMO) chez des hommes sarcopéniques et de vérifier si une prise de supplément de protéines contenant du calcium de source laitière comparé à un supplément de protéines avec du calcium ajouté, suite à un programme d’entrainement en résistance d’une durée de 16 semaines, aura un impact sur la DMO chez des hommes sarcopéniques. Cette une étude comprenant trois groupes d’hommes âgés sarcopéniques (26 hommes) qui prenaient des suppléments avec des niveaux différents de protéines et de calcium et où la provenance du calcium était différente (contrôle vs suppléments vs aliments), le tout combiné à un programme d’exercice en résistance sur 4 mois. Tous les sujets étaient soumis au même programme d’entrainement à raison de trois fois par semaine et où la collation était prise sur place post-entrainement. Des mesures de compositions corporelles (DXA), un journal alimentaire sur 3 jours ainsi que des prises de sang ont été réalisés au cours du programme. Les résultats n’ont pas démontré une différence significative quant à la consommation de suppléments en calcium avec un programme d’entrainement en résistance au niveau de la DMO. Par contre, il est intéressant de voir une tendance significative négative de la DMO dans le groupe contrôle. Pour ce qui est du type de protéines, soit provenant d’acides aminés essentiels ou du lait de vache, les hommes étant dans le groupe lait de vache ont vu leur DMO du col du fémur s’améliorer. La consommation de calcium en supplément combiné à un entrainement en résistance n’améliore pas la DMO, mais au moins, celle-ci est maintenue. Il est plus bénéfique d’opter pour un produit de source laitière au lieu de suppléments en AAE pour améliorer la DMO sans oublier d’inclure l’entrainement en résistance au quotidien.
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Péron, Guillaume. "Dynamique des populations : apport de la modélisation intégrée à l’échelle du paysage et de la prise en compte de l’hétérogénéité individuelle dans les modèles de capture-recapture." Montpellier 2, 2009. http://www.theses.fr/2009MON20076.
Full textAbstract:
Entre l’échelle locale et l’échelle du paysage (plusieurs populations connectées) la dynamique de population peut varier d’un extrême à l’autre. Au cours de cette thèse je me suis intéressé à deux méthodes permettant de mieux détailler les dynamiques locales et régionales d’une population multi-colonie de mouettes rieuses Chroicocephalus ridibundus où l’on suit le devenir d’individus marqués. Les modèles intégrés de population combinent les informations issues des comptages à l’échelle régionale, et les données issues de capture(recapture d’individus marqués, pour obtenir des estimations précises des paramètres démographiques, notamment les taux de transferts entre différents sites. Cette méthode a permis de mettre en évidence l’effet de la taille des colonies sur la démographie : émigration des jeunes, âge de première reproduction, attraction des adultes. Ce patron de variation indique que la compétition entre individus est non négligeable sur les colonies les plus grandes. Dès lors, on pouvait attendre une hétérogénéité entre individus, liée à la capacité compétitrice, qui s’ajoute aux autres sources de variations connues. Les modèles multiévènement permettent d’accommoder cette hétérogénéité de source multiple dans le double but d’obtenir des modèles bien ajustés aux données, pouvant servir de base à des tests fiables d’hypothèses biologiques, et de corriger les biais liés à l’hétérogénéité individuelle. Je me suis intéressé à l’étude de la sénescence, le déclin du taux de survie avec l’âge, qui a donné lieu à une application des modèles multiévènement et à une analyse comparative incluant 72 espèces d’oiseaux et de mammifèresBetween the local and the landscape scales (several connected populations), population dynamics can vary from one extreme to the other. During this thesis work I was interested in two methods that provide more insight into the local and regional dynamics of a population of black-headed gull Chroicocephalus ridibundus studied by capture-recapture of marked individuals. Integrated population models combine the information from population surveys at the landscape scale and information from capture-recapture data, in order to obtain precise estimates for the demographic parameters, in particular the transfer rates between different sites. This method made it possible to prove the effect of the colony size on demography: emigration of young individuals, age at first reproduction, and attraction of adults. This pattern indicates that intra-specific competition is non-negligible on the largest colonies. From then on, one could expect individual heterogeneity, due to competitive ability, which adds to the sex-biased dispersal effect. It is possible to accommodate this heterogeneity of multiple origin using multievent models, in order to obtain well-fitted models, which can be used as a basis for further hypothesis testing, and to simultaneously correct for the bias induced by individual heterogeneity. I worked on senescence, the decline in survival with age, with an application of multievent models and a comparative analysis across 72 species of birds and mammals
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Tonkin, Rebecca Elizabeth. "The influence of seeding density and environmental factors on grain quality of main stems and tillers of wheat in South Australia (with special reference to prime hard quality wheat) : a thesis submitted for the degree of Doctor of Philosophy, School of Earth and Environmental Sciences, University of Adelaide /." Title page, table of contents and abstract only, 2004. http://web4.library.adelaide.edu.au/theses/09PH/09pht6654.pdf.
Full textAbstract:
Thesis (Ph.D.)--University of Adelaide, School of Earth and Environmental Sciences, Discipline of Soil and Land Systems, 2004."November 2004" Includes bibliographical references (leaves 182-189). Also available online.
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Kouaissah, Noureddine. "Financial Applications of the Conditional Expectation." Doctoral thesis, Università degli studi di Bergamo, 2017. http://hdl.handle.net/10446/77164.
Full textAbstract:
This dissertation examines different financial applications of some conditional expectation estimators. In the first application, we provide some theoretical motivations behind the use of the moving average rule as one of the most popular trading tools among practitioners. In particular, we examine the conditional probability of the price increments and we study how this probability changes over time. In the second application, we present different approaches to evaluate the presence of the arbitrage opportunities in the option market. In particular, we investigate empirically the well-known put-call parity no-arbitrage relation and the state price density. We first measure the violation of the put-call parity as the difference in implied volatilities between call and put options. Furthermore, we propose alternative approaches to estimate the state price density under the classical hypothesis of the Black and Scholes model. In the third application, we investigate the implications for portfolio theory of using conditional expectation estimators. First, we focus on the approximation of the conditional expectation within large-scale portfolio selection problems. In this context, we propose a new consistent multivariate kernel estimator to approximate the conditional expectation. We show how the new estimator can be used for the return approximation of large-scale portfolio problems. Moreover, the proposed estimator optimizes the bandwidth selection of kernel type estimators, solving the classical selection problem. Second, we propose new performance measures based on the conditional expectation that takes into account the heavy tails of the return distributions. Third, we deal with the portfolio selection problem from the point of view of different non-satiable investors, namely risk-averse and risk-seeking investors. In particular, using a well-known ordering classification, we first identify different definitions of returns based on the investors’ preferences. The new definitions of returns are based on the conditional expected value between the random wealth assessed at different times. Finally, for each problem, we propose an empirical application of several admissible portfolio optimization problems using the US stock market.
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Paglia, Gianluca. "Determination of the structure of y-alumina using empirical and first principle calculations combined with supporting experiments." Thesis, Curtin University, 2004. http://hdl.handle.net/20.500.11937/2341.
Full textAbstract:
Aluminas have had some form of chemical and industrial use throughout history. For little over a century corundum (α-Al2O3) has been the most widely used and known of the aluminas. The emerging metastable aluminas, including the γ, δ, η, θ, κ, β, and χ polymorphs, have been growing in importance. In particular, γ-Al2O3 has received wide attention, with established use as a catalyst and catalyst support, and growing application in wear abrasives, structural composites, and as part of burner systems in miniature power supplies. It is also growing in importance as part of the feedstock for aluminium production in order to affect both the adsorption of hydrogen fluoride and the feedstock solubility in the electrolytic solution. However, much ambiguity surrounds the precise structure of γ-Al2O3. Without proper knowledge of the structure, understanding the properties, dynamics and applications will always be less than optimal. The aim of this research was to contribute towards settling this ambiguity. This work was achieved through extensive computer simulations of the structure, based on interatomic potentials with refinements of promising structures using density functional theory (DFT), and a wide range of supporting experiments. In addition to providing a more realistic representation of the structure, this research has also served to advance knowledge of the evolution of the structure with changing temperature and make new insights regarding the location of hydrogen in γ-Al2O3.Both the molecular modelling and Rietveld refinements of neutron diffraction data showed that the traditional cubic spinel-based structure models, based on m Fd3 space group symmetry, do not accurately describe the defect structure of γ-Al2O3. A more accurate description of the structure was provided using supercells of the cubic and tetragonal unit cells with a significant number of cations on c symmetry positions. These c symmetry based structures exhibited diffraction patterns that were characteristic of γ-Al2O3. The first three chapters of this Thesis provide a review of the literature. Chapter One provides a general introduction, describing the uses and importance of the aluminas and the problems associated with determining the structure of γ-Al2O3. Chapter Two details the research that has been conducted on the structure of vi γ-Al2O3 historically. Chapter Three describes the major principles behind the computational methods employed in this research. In Chapter Four, the specific experimental and computational techniques used to investigate the structure of γ-Al2O3 are described. All preparation conditions and parameters used are provided. Chapter Five describes the methodology employed in computational and experimental research. The examination of the ~ 1.47 billion spinel-based structural possibilities of γ-Al2O3, described using supercells, and the selection of ~ 122,000 candidates for computer simulation, is detailed. This chapter also contains a case study of the structure of κ-Al2O3, used to investigate the applicability of applying interatomic potentials to solving complex structures, where many possibilities are involved, and to develop a systematic procedure of computational investigation that could be applied to γ-Al2O3. Chapters Six to Nine present and discuss the results from the experimental studies.Preliminary heating trials, performed to determine the appropriate preparation conditions for obtaining a highly crystalline boehmite precursor and an appropriate calcination procedure for the systematic study of γ-Al2O3, were presented in Chapter Six. Chapter Seven details the investigation of the structure from a singletemperature case. Several known structural models were investigated, including the possibility of a dual-phase model and the inclusion of hydrogen in the structure. It was demonstrated that an accurate structural model cannot be achieved for γ-Al2O3 if the cations are restricted to spinel positions. It was also found that electron diffraction patterns, typical for γ-Al2O3, could be indexed according to the I41/amd space group, which is a maximal subgroup of m Fd3 . Two models were presented which describe the structure more accurately; Cubic-16c, which describes cubic γ-Al2O3 and Tetragonal-8c, which describes tetragonal γ-Al2O3. The latter model was found to be a better description for the γ-Al2O3 samples studied. Chapter Eight describes the evolution of the structure with changing calcination temperature. Tetragonal γ-Al2O3 was found to be present between 450 and 750 °C. The structure showed a reduction in the tetragonal distortion with increasing temperature but at no stage was cubic γ-Al2O3 obtained. Examination of the progress of cation migration indicates the reduction in the tetragonal nature is due to ordering within inter-skeletal oxygen layers of the unit cell, left over from the breakdown of the hydroxide layers of boehmite when the transformation to γ-Al2O3 occurred. Above 750 °C, δ-Al2O3 was not observed, but a new phase was identified and designated γ.-Al2O3.The structure of this phase was determined to be a triple cell of γ-Al2O3 and is herein described using the 2 4m P space group. Chapter Nine investigates the presence of hydrogen in the structure of γ-Al2O3. It was concluded that γ-Al2O3 derived from highly crystalline boehmite has a relatively well ordered bulk crystalline structure which contains no interstitial hydrogen and that hydrogen-containing species are located at the surface and within amorphous regions, which are located in the vicinity of pores. Expectedly, the specific surface area was found to decrease with increasing calcination temperature. This trend occurred concurrently with an increase in the mean pore and crystallite size and a reduction in the amount of hydrogen-containing species within the structure. It was also demonstrated that γ-Al2O3 derived from highly crystalline boehmite has a significantly higher surface area than expected, attributed to the presence of nano-pores and closed porosity. The results from the computational study are presented and discussed in Chapter Ten. Optimisation of the spinel-based structural models showed that structures with some non-spinel site occupancy were more energetically favourable. However, none of the structural models exhibited a configuration close to those determined from the experimental studies. Nor did any of the theoretical structures yield a diffraction pattern that was characteristic of γ-Al2O3. This discrepancy between the simulated and real structures means that the spinel-based starting structure models are not close enough to the true structure of γ-Al2O3 to facilitate the derivation of its representative configuration.Large numbers of structures demonstrate migration of cations to c symmetry positions, providing strong evidence that c symmetry positions are inherent in the structure. This supports the Cubic-16c and Tetragonal-8c structure models presented in Chapter Seven and suggests that these models are universal for crystalline γ-Al2O3. Optimisation of c symmetry based structures, with starting configurations based on the experimental findings, resulted in simulated diffraction patterns that were characteristic of γ-Al2O3.
37
Paglia, Gianluca. "Determination of the structure of y-alumina using empirical and first principle calculations combined with supporting experiments." Curtin University of Technology, Department of Applied Physics & Department of Applied Chemistry, 2004. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=14992.
Full textAbstract:
Aluminas have had some form of chemical and industrial use throughout history. For little over a century corundum (α-Al2O3) has been the most widely used and known of the aluminas. The emerging metastable aluminas, including the γ, δ, η, θ, κ, β, and χ polymorphs, have been growing in importance. In particular, γ-Al2O3 has received wide attention, with established use as a catalyst and catalyst support, and growing application in wear abrasives, structural composites, and as part of burner systems in miniature power supplies. It is also growing in importance as part of the feedstock for aluminium production in order to affect both the adsorption of hydrogen fluoride and the feedstock solubility in the electrolytic solution. However, much ambiguity surrounds the precise structure of γ-Al2O3. Without proper knowledge of the structure, understanding the properties, dynamics and applications will always be less than optimal. The aim of this research was to contribute towards settling this ambiguity. This work was achieved through extensive computer simulations of the structure, based on interatomic potentials with refinements of promising structures using density functional theory (DFT), and a wide range of supporting experiments. In addition to providing a more realistic representation of the structure, this research has also served to advance knowledge of the evolution of the structure with changing temperature and make new insights regarding the location of hydrogen in γ-Al2O3.Both the molecular modelling and Rietveld refinements of neutron diffraction data showed that the traditional cubic spinel-based structure models, based on m Fd3 space group symmetry, do not accurately describe the defect structure of γ-Al2O3. A more accurate description of the structure was provided using supercells of the cubic and tetragonal unit cells with a significant number of cations on c symmetry positions. These c symmetry based structures exhibited diffraction patterns that were characteristic of γ-Al2O3. The first three chapters of this Thesis provide a review of the literature. Chapter One provides a general introduction, describing the uses and importance of the aluminas and the problems associated with determining the structure of γ-Al2O3. Chapter Two details the research that has been conducted on the structure of vi γ-Al2O3 historically. Chapter Three describes the major principles behind the computational methods employed in this research. In Chapter Four, the specific experimental and computational techniques used to investigate the structure of γ-Al2O3 are described. All preparation conditions and parameters used are provided. Chapter Five describes the methodology employed in computational and experimental research. The examination of the ~ 1.47 billion spinel-based structural possibilities of γ-Al2O3, described using supercells, and the selection of ~ 122,000 candidates for computer simulation, is detailed. This chapter also contains a case study of the structure of κ-Al2O3, used to investigate the applicability of applying interatomic potentials to solving complex structures, where many possibilities are involved, and to develop a systematic procedure of computational investigation that could be applied to γ-Al2O3. Chapters Six to Nine present and discuss the results from the experimental studies.
Preliminary heating trials, performed to determine the appropriate preparation conditions for obtaining a highly crystalline boehmite precursor and an appropriate calcination procedure for the systematic study of γ-Al2O3, were presented in Chapter Six. Chapter Seven details the investigation of the structure from a singletemperature case. Several known structural models were investigated, including the possibility of a dual-phase model and the inclusion of hydrogen in the structure. It was demonstrated that an accurate structural model cannot be achieved for γ-Al2O3 if the cations are restricted to spinel positions. It was also found that electron diffraction patterns, typical for γ-Al2O3, could be indexed according to the I41/amd space group, which is a maximal subgroup of m Fd3 . Two models were presented which describe the structure more accurately; Cubic-16c, which describes cubic γ-Al2O3 and Tetragonal-8c, which describes tetragonal γ-Al2O3. The latter model was found to be a better description for the γ-Al2O3 samples studied. Chapter Eight describes the evolution of the structure with changing calcination temperature. Tetragonal γ-Al2O3 was found to be present between 450 and 750 °C. The structure showed a reduction in the tetragonal distortion with increasing temperature but at no stage was cubic γ-Al2O3 obtained. Examination of the progress of cation migration indicates the reduction in the tetragonal nature is due to ordering within inter-skeletal oxygen layers of the unit cell, left over from the breakdown of the hydroxide layers of boehmite when the transformation to γ-Al2O3 occurred. Above 750 °C, δ-Al2O3 was not observed, but a new phase was identified and designated γ.-Al2O3.
The structure of this phase was determined to be a triple cell of γ-Al2O3 and is herein described using the 2 4m P space group. Chapter Nine investigates the presence of hydrogen in the structure of γ-Al2O3. It was concluded that γ-Al2O3 derived from highly crystalline boehmite has a relatively well ordered bulk crystalline structure which contains no interstitial hydrogen and that hydrogen-containing species are located at the surface and within amorphous regions, which are located in the vicinity of pores. Expectedly, the specific surface area was found to decrease with increasing calcination temperature. This trend occurred concurrently with an increase in the mean pore and crystallite size and a reduction in the amount of hydrogen-containing species within the structure. It was also demonstrated that γ-Al2O3 derived from highly crystalline boehmite has a significantly higher surface area than expected, attributed to the presence of nano-pores and closed porosity. The results from the computational study are presented and discussed in Chapter Ten. Optimisation of the spinel-based structural models showed that structures with some non-spinel site occupancy were more energetically favourable. However, none of the structural models exhibited a configuration close to those determined from the experimental studies. Nor did any of the theoretical structures yield a diffraction pattern that was characteristic of γ-Al2O3. This discrepancy between the simulated and real structures means that the spinel-based starting structure models are not close enough to the true structure of γ-Al2O3 to facilitate the derivation of its representative configuration.
Large numbers of structures demonstrate migration of cations to c symmetry positions, providing strong evidence that c symmetry positions are inherent in the structure. This supports the Cubic-16c and Tetragonal-8c structure models presented in Chapter Seven and suggests that these models are universal for crystalline γ-Al2O3. Optimisation of c symmetry based structures, with starting configurations based on the experimental findings, resulted in simulated diffraction patterns that were characteristic of γ-Al2O3.
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De, Marco Stefano. "On Probability Distributions of Diffusions and Financial Models with non-globally smooth coefficients." Doctoral thesis, Scuola Normale Superiore, 2011. http://hdl.handle.net/11384/85676.
Full textAbstract:
In this Ph.D. dissertation we deal with the issue of the regularity and the estimation of
probability laws for diffusions with non-globally smooth coefficients, with particular focus on
financial models.
The analysis of probability laws for the solutions of Stochastic Differential Equations (SDEs)
driven by the Brownian motion is among the main applications of the Malliavin calculus on
the Wiener space: typical issues involve the existence and smoothness of a density, and the
study of the asymptotic behaviour of the distribution’s tails. The classical results in this area
are stated assuming global regularity conditions on the coefficients of the SDE: an assumption
which fails to be fulfilled by several financial models, whose coefficients involve square-root
or other non-Lipschitz continuous functions. Then, in the first part of this thesis (chapters
2, 3 and 4) we study the existence, smoothness and space asymptotics of densities when
only local conditions on the coefficients of the SDE are considered. Our analysis is based
on Malliavin calculus tools and on tube estimates for Itô processes, namely estimates on the
probability that an Itô process remains around a deterministic curve up to a given time.
We give applications of our results to general classes of option pricing models, including
generalisations of CIR and CEV processes and Local Stochastic Volatility models. In the
latter case, the estimates we derive on the law of the underlying price have an impact on
moment explosion and, consequently, on the large-strike asymptotic behaviour of the implied
volatility.
Implied volatility modeling, in its turn, makes the object of the second part of this thesis
(chapters 5 and 6). We deal with some questions related to the issue of an efficient and
economical parametric modelisation of the volatility surface. We focus on J. Gatheral’s SVI
model, first tackling the problem of its calibration to the market smile. We propose an
effective quasi-explicit calibration procedure and display its performances on financial data.
Then, we analyse the capability of SVI to generate efficient time-dependent approximations
of symmetric smiles, providing the corresponding numerical applications in the framework of
the Heston stochastic volatility model.
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Trönnberg, Filip. "Empirical evaluation of a Markovian model in a limit order market." Thesis, Uppsala universitet, Matematiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-176726.
Full textAbstract:
A stochastic model for the dynamics of a limit order book is evaluated and tested on empirical data. Arrival of limit, market and cancellation orders are described in terms of a Markovian queuing system with exponentially distributed occurrences. In this model, several key quantities can be analytically calculated, such as the distribution of times between price moves, price volatility and the probability of an upward price move, all conditional on the state of the order book. We show that the exponential distribution poorly fits the occurrences of order book events and further show that little resemblance exists between the analytical formulas in this model and the empirical data. The log-normal and Weibull distribution are suggested as replacements as they appear to fit the empirical data better.
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Champ-Rigot, Laure. "Nouvelles perspectives diagnostiques et thérapeutiques dans la prise en charge rythmologique des patients en situation d'insuffisance cardiaque Rationale and Design for a Monocentric Prospective Study: Sleep Apnea Diagnosis Using a Novel Pacemaker Algorithm and Link With Aldosterone Plasma Level in Patients Presenting With Diastolic Dysfunction (SAPAAD Study) Usefulness of sleep apnea monitoring by pacemaker sensor in elderly patients with diastolic dysfunction : the SAPAAD Study Clinical outcomes after primary prevention defibrillator implantation are better predicted when the left ventricular ejection fraction is assessed by magnetic resonance imaging Predictors of clinical outcomes after cardiac resynchronization therapy in patients ≥75 years of age: a retrospective cohort study Comparison between novel and standard high-density 3D electro-anatomical mapping systems for ablation of atrial tachycardia Safety and acute results of ultra-high density mapping to guide catheter ablation of atrial arrhythmias in heart failure patients Long-term clinical outcomes after catheter ablation of atrial arrhythmias guided by ultra-high density mapping system in heart failure patients." Thesis, Normandie, 2019. http://www.theses.fr/2019NORMC430.
Full textAbstract:
L’insuffisance cardiaque est un problème de santé publique dans les pays développés, touchant 1 à 2% de la population générale, mais dont la prévalence atteint 10% après 70 ans. Les progrès thérapeutiques ont permis d’améliorer le pronostic des patients, notamment ceux ayant une altération de la fonction systolique ventriculaire gauche. Les troubles du rythme sont fréquents et nécessitent une pris en charge particulière au cours des situations d’insuffisance cardiaque. Cependant, il reste des questions non résolues : comment améliorer l’efficacité du traitement de l’insuffisance cardiaque à fonction systolique préservée, comment mieux sélectionner les patients pouvant bénéficier de la prévention primaire de la mort subite par un défibrillateur implantable, les patients âgés peuvent-ils bénéficier de la même prise en charge que les patients plus jeunes, et pour finir comment améliorer les résultats de l’ablation de fibrillation auriculaire dans les situations d’insuffisance cardiaque. Nous avons mis en place une étude prospective chez des patients présentant une dysfonction diastolique pour évaluer l’intérêt de l’algorithme de surveillance de l’apnée du sommeil disponible dans des stimulateurs cardiaques. En parallèle, nous avons analysé l’impact de l’évaluation par résonance magnétique des patients candidats à un défibrillateur sur la prédiction des évènements rythmiques, mais aussi le devenir des patients de plus de 75 ans appareillés avec un système de resynchronisation cardiaque. Enfin, nous nous sommes intéressés aux résultats d’un nouveau système de cartographie électroanatomique ultra-haute densité pour guider les procédures d’ablation de troubles du rythme supraventriculaires complexes chez des patients insuffisants cardiaques comparés à des patients contrôlesHeart failure is a major public health issue in developed countries, with a prevalence of 1-2% of global population, rising to 10% after 70 years of age. Therapeutic progresses have succeeded in improving patients’ prognosis, particularly in case of reduced left ventricular ejection fraction. Rhythm abnormalities are frequent, and need special consideration in case of heart failure. Meanwhile, there are still some gaps in the evidence: heart failure with preserved systolic function is complex and difficult to treat, primary prevention of sudden cardiac death is effective but there is a need to better select candidates, whether elderly patients should be treated as younger individuals, and finally how to improve outcomes of atrial fibrillation catheter ablation. Firstly, we have conducted a prospective study to evaluate the Sleep Apnea Monitoring algorithm provided in a novel pacemaker in patients with diastolic dysfunction. Besides, we analyzed whether magnetic resonance imaging could predict cardiac outcomes in patients with an implantable cardioverter defibrillator better than echocardiography. We also reported the outcomes of the cardiac resynchronization therapy in patients ≥75 years old compared to younger patients. Finally, we studied the results of a novel ultra-high density mapping system to guide ablation procedures of complex atrial arrhythmias in heart failure patients compared to controls
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Turcotte, Simon. "Influence des attitudes, des préférences et des contraintes sur la localisation résidentielle des ménages en contexte d'étalement urbain dans la région de Québec." Master's thesis, Université Laval, 2020. http://hdl.handle.net/20.500.11794/38220.
Full textAbstract:
L’étalement urbain est un phénomène inhérent à l’organisation du territoire nord-américain et marqué par l’actualisation des valeurs libérales (liberté individuelle, droit à la propriété privée, etc.). Cet étalement est surtout attribuable à l’installation des ménages en périphérie des pôles urbains, dans des zones de faible densité démographique, générant de la congestion automobile, de même que de nombreuses conséquences sur la santé des populations, sur la gouvernance et sur le lien social. Dans ce contexte, il importe de mieux comprendre les facteurs qui orientent les ménages vers un lieu excentré, afin d’orienter avec justesse les politiques et pratiques en aménagement du territoire. Considérant la complexité du processus décisionnel lié au choix d’un lieu de résidence et les défis empiriques associés à son étude, ce mémoire documente et modélise les facteurs qui influencent le processus de choix résidentiel des ménages de la zone urbaine de Québec. Il s’articule autour des trois questions suivantes : 1) Dans quelle mesure la localisation résidentielle reflète-t-elle les attitudes, les préférences et les contraintes des ménages? 2) Quels facteurs sont les plus déterminants? 3) Comment les ménages ayant une localisation divergente (dissonante) de la tendance générale se spatialisent-ils sur le territoire? La situation de la région de Québec apparaît préoccupante dans la mesure où la superficie de la zone urbaine a crû de 630% entre 1950 et 2000, alors que sa population n'a augmenté que de 35%. À l’aide d’une analyse de données secondaires effectuée à partir des données issues de l’Enquête demain-Québec, de l’Enquête origine-destination et du répertoire des immeubles du MAMOT, un modèle d’équations structurelles a été généré. Cette analyse a permis de montrer que les contraintes économiques conduisent un grand nombre de ménages à s’établir à l’extérieur du centre-urbain, notamment ceux avec enfants. Malgré une préférence pour un lieu de résidence situé dans la zonecentre, ces ménages s’établissent néanmoins en périphérie en raison de l’attractivité d’une résidence de type pavillonnaire, dans un quartier perçu comme étant sécuritaire, tranquille et agréable. L’analyse révèle également que le type d’environnement dans lequel les ménages ont vécu leur enfance exerce une influence significative sur le type de logement souhaité. Enfin, la perception des ménages, tant sur la zone-centre que sur la zone périphérique, exerce une influence sur le choix de localisation résidentielle.
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Wu, Yu-hsin, and 吳諭昕. "Calibrating the state price densities using TAIEX options." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/7ymfe6.
Full textAbstract:
碩士國立中央大學
統計研究所
101
State price densities are the probability densities to price financial options under the risk-neutral measures, and are particularly important for pricing and risk management. In this thesis, we compare four different methods to calibrate the state price densities using Taiwan stock index options data for years 2008 and 2012. The celebrated Black-Scholes model serves as our benchmark model. In addition, we consider its discretized version, the Cox, Ross and Rubinstein model (1979). However, to avoid model misspecification, we further study method proposed by the Derman and Kani (1994) which relaxes the assumptions on constant volatility, and a Bayesian nonparametric approach by Teng and Liechty (2009). Our empirical results indicate that Cox, Ross and Rubinstein tree performs quite similar as the benchmark model because it is a discretized version of the Black-Scholes model. However, their pricing ability are not worse when the market changes dramatically, for example, during the 2008 financial crisis. Only Derman and Kani method perform worse during the period. Here, we use a standard interpolation to smooth the implied volatility. Derman and Kani tree does not produce good model fit, and appears to be unstable when the market changes significantly. Teng and Liechty method appears to be robust for options with all maturities. It outperforms all the other methods for options with longer time to maturities. The same conclusion holds for both 2008 and 2012.
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Chou, Wen-Liu, and 周文陸. "Parametric Estimation of State-Price Densities in FTSE 100 Index Ftures Options." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/823vd2.
Full textAbstract:
碩士國立中正大學
財務金融研究所
90
This article examines an option pricing model based on state-price density (SPD) modeled by a four-parameter skewed generalized t (SGT) distribution on FTSE 100 index futures options. It is found that the skewness-kurtosis model performs best in out-of-the-money and in-the-money. Modeling skewness is much more important than modeling kurtosis. Modeling both eliminates the Black-Scholes volatility smile. These results support the use of a parsimonious model of SPD. In terms of hedging, modeling skewness and kurtosis do not seem to improve the BS model’s hedging performance further. We also compare the SPD model with the ad hoc BS model of DFW (1998) and the GARCH model of Heston and Nandi (2000). We find that the ad hoc BS model performs the best in in-sample fit and out-of-sample pricing. In terms of hedging, the GARCH model results in significantly lower hedging error. We use the Henriksson-Merton test of market timing ability and the Henriksson-Merton test in a regression framework to examine this dimension of forecast performance. According to the two tests, the GT model performs the best. We find that modeling kurtosis is important in forecast.
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Nakatsu, Hitoshi. "Market with transaction costs: optimal shadow state-price densities and exponential utility maximization." Master's thesis, 2009. http://hdl.handle.net/10048/438.
Full textAbstract:
This thesis discusses the financial market model with proportional transaction costs considered in Cvitanic and Karatzas (1996) (hereafter we use CK (1996)). For a modified dual problem introduced by Choulli (2009), I discuss solutions under weaker conditions than those of CK (1996), and furthermore the obtained solutions generalize the examples treated in CK (1996). Then, I consider the exponential utility which does not belong to the family of utility considered by CK (1996) due to the Inada condition. Finally, I elaborate the same results as in CK (1996) for the exponential utility, and I derive other related results using the specificity of the exponential utility function as well. These lead to a different method/approach than CK (1996) for our utility maximization problem, and different notion of admissibility for financial strategies as well.Mathematical Finance
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Foo, Siow Moi. "Market impacts in major events: an analysis using state price distributions." Thesis, 2008. http://hdl.handle.net/1974/1233.
Full textAbstract:
For the past two decades, events on the world stage and particularly in the United States have serious implications for the operations of financial markets. In this study, we will attempt to provide some insights into information dispersion before and after three particular events: the near collapse of Long Term Capital Management in August 1998, the Tech-Bubble Burst in March 2000, and the terrorist attack on September 11, 2001. A study of these events will yield insights into the resolution of information uncertainties in the financial markets. We estimated state prices and state price densities using Claims-based asset pricing (a la Ross (2000)). We then used our results to gauge investor sentiments three months before and three months after each event. We also used two new measures of the level of pessimism in the market during these events: skewness of the state price distributions and the percentages of discount states (with state price densities greater than one). Our results clearly indicate that different markets reacted differently to the three events, and that there were different levels of information leakage in the markets for each event. As expected, the impacts from the 9/11 event were immediate but short-lived in both the SPX and NDX markets. Further, our results show that event impact contamination played an important role in the over- and under-reactions to the three events. More specifically, our results indicate that the LTCM event was closely related to and was probably precipitated by the Russian Currency Crisis. As well, the 9/11 event occurred immediately following predictions of a U.S. economic recession, and three months prior to the declaration of the War on Terror. Our results show lulls and peaks in market expectations which correspond to these separate and yet correlated events.Thesis (Ph.D, Management) -- Queen's University, 2008-05-30 13:29:49.85
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Jeon, Yongho. "New methods for nonparametic graphical model building and state price density estimation." 2006. http://www.library.wisc.edu/databases/connect/dissertations.html.
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Yang, Chi-Pin, and 楊啓斌. "State Price density of S&P 500 index and heterogeneous beliefs." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/8b4s53.
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Mahajan, Sanjoy Sondhi. "Order of Magnitude Physics: A Textbook with Applications to the Retinal Rod and the Density of Prime Numbers." Thesis, 1998. https://thesis.library.caltech.edu/5338/1/Mahajan_s_1998.pdf.
Full textAbstract:
I develop tools to amplify our mental senses: our intuition and reasoning abilities. The first five chapters—based on the Order of Magnitude Physics class taught at Caltech by Peter Goldreich and Sterl Phinney—form part of a textbook on dimensional analysis, approximation, and physical reasoning. The text is a resource of intuitions, problem-solving methods, and physical interpretations. By avoiding mathematical complexity, order-of-magnitude techniques increase our physical understanding, and allow us to study otherwise difficult or intractable problems. The textbook covers: (1) simple estimations, (2) dimensional analysis, (3) mechanical properties of materials, (4) thermal properties of materials, and (5) water waves.
As an extended example of order-of-magnitude methods, I construct an analytic model for the flash sensitivity of a retinal rod. This model extends the flash-response model of Lamb and Pugh with an approximate model for steady-state response as a function of background light Ib. The combined model predicts that the flash sensitivity is proportional to Ib-1.3. This result roughly agrees with experimental data, which show that the flash sensitivity follows the Weber-Fechner behavior of Ib-1 over an intensity range of 100. Because the model is simple, it shows clearly how each biochemical pathway determines the rod's response.
The second example is an approximate model of primality, the square-root model. Its goal is to explain features of the density of primes. In this model, which is related to the Hawkins' random sieve, divisibility and primality are probabilistic. The model implies a recurrence for the probability that a number n is prime. The asymptotic solution to the recurrence is (log n)-1, in agreement with the prime-number theorem. The next term in the solution oscillates around (log n)-1 with a period that grows superexponentially. These oscillations are a model for oscillations in the density of actual primes first demonstrated by Littlewood, who showed that the number of primes ≤ n crosses its natural approximator, the logarithmic integral, infinitely often. No explicit crossing is known; the best theorem, due to to Riele, says that the first crossing happens below 7 x 10370. A consequence of the square-root model is the conjecture that the first crossing is near 1027.
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Hung, Wei-Chun, and 洪瑋駿. "Using Density Approximation Method to Price the Interest Rate Relative Derivative on General Heath-Jarrow-Morton Model." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/24899938527634728532.
Full textAbstract:
碩士國立臺灣大學
財務金融學研究所
100
The new term structure model is provided in this paper. This model extends the model provided by Trolle and Schwartz (2009) so that the new model can explain the influence of spot rate on forward rate diffusion term. The advantages of this model are that it ensures the positive value on spot rate and volatility. Follow Duffie, Pan and Singleton (2000) framework, I provide an analytic solution on bond option pricing. Another contribution of this paper is that I use Filipovic, Mayerhofer and Schneider (2011) method to find the density of bond price and thus provide an alternative way to solve the bond option. In addition, by analyzing the spot rate dynamic, I provide a two entirely different approximation method to simplify the spot rate dynamic. And thus it makes the option pricing easier not only on Duffie, Pan and Singleton (2000) method but also Filipovic, Mayerhofer and Schneider (2011) method.
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Vogt, Erik. "Essays on the Econometrics of Option Prices." Diss., 2014. http://hdl.handle.net/10161/8692.
Full textAbstract:
This dissertation develops new econometric techniques for use in estimating and conducting inference on parameters that can be identified from option prices. The techniques in question extend the existing literature in financial econometrics along several directions.
The first essay considers the problem of estimating and conducting inference on the term structures of a class of economically interesting option portfolios. The option portfolios of interest play the role of functionals on an infinite-dimensional parameter (the option surface indexed by the term structure of state-price densities) that is well-known to be identified from option prices. Admissible functionals in the essay are generalizations of the VIX volatility index, which represent weighted integrals of options prices at a fixed maturity. By forming portfolios for various maturities, one can study their term structure. However, an important econometric difficulty that must be addressed is the illiquidity of options at longer maturities, which the essay overcomes by proposing a new nonparametric framework that takes advantage of asset pricing restrictions to estimate a shape-conforming option surface. In a second stage, the option portfolios of interest are cast as functionals of the estimated option surface, which then gives rise to a new, asymptotic distribution theory for option portfolios. The distribution theory is used to quantify the estimation error induced by computing integrated option portfolios from a sample of noisy option data. Moreover, by relying on the method of sieves, the framework is nonparametric, adheres to economic shape restrictions for arbitrary maturities, yields closed-form option prices, and is easy to compute. The framework also permits the extraction of the entire term structure of risk-neutral distributions in closed-form. Monte Carlo simulations confirm the framework's performance in finite samples. An application to the term structure of the synthetic variance swap portfolio finds sizeable uncertainty around the swap's true fair value, particularly when the variance swap is synthesized from noisy long-maturity options. A nonparametric investigation into the term structure of the variance risk premium finds growing compensation for variance risk at long maturities.
The second essay, which represents joint work with Jia Li, proposes an econometric framework for inference on parametric option pricing models with two novel features. First, point identification is not assumed. The lack of identification arises naturally when a researcher only has interval observations on option quotes rather than on the efficient option price itself, which implies that the parameters of interest are only partially identified by observed option prices. This issue is solved by adopting a moment inequality approach. Second, the essay imposes no-arbitrage restrictions between the risk-neutral and the physical measures by nonparametrically estimating quantities that are invariant to changes of measures using high-frequency returns data. Theoretical justification for this framework is provided and is based on an asymptotic setting in which the sampling interval of high frequency returns goes to zero as the sampling span goes to infinity. Empirically, the essay shows that inference on risk-neutral parameters becomes much more conservative once the assumption of identification is relaxed. At the same time, however, the conservative inference approach yields new and interesting insights into how option model parameters are related. Finally, the essay shows how the informativeness of the inference can be restored with the use of high frequency observations on the underlying.
The third essay applies the sieve estimation framework developed in this dissertation to estimate a weekly time series of the risk-neutral return distribution's quantiles. Analogous quantiles for the objective-measure distribution are estimated using available methods in the literature for forecasting conditional quantiles from historical data. The essay documents the time-series properties for a range of return quantiles under each measure and further compares the difference between matching return quantiles. This difference is shown to correspond to a risk premium on binary options that pay off when the underlying asset moves below a given quantile. A brief empirical study shows asymmetric compensation for these return risk premia across different quantiles of the conditional return distribution.
Dissertation