Este trabalho consiste em um estudo comparativo de diversos modelos para cálculo do Valor em Risco de um portifólio. São comparados modelos que consideram a série univariada de log-retornos do portifólio versus mo- delos multivariados, que consideram as séries de log-retornos de cada ativo que compõe o portifólio e suas correlações condicionais. Além disso, são testados modelo propostos recentemente, que possuem pouca literatura a respeito, como o PS-GARCH e o VARMA-GARCH. Também propomos um novo modelo, que utiliza o resultado acumulado do portifólio nos últimos dias como variável exógena. Os diferentes modelos são avaliados em termos de sua adequação às exigëncias do Acordo de Basileia e seu impacto financeiro, em um período que inclui épocas de alta volatilidade. De forma geral, não foram notadas grandes diferenças de performance entre modelos univariados e multivariados. Os modelos mais complexos mostraram-se mais eficientes, produzindo resultados satisfatórios inclusive em tempos de crise. / The present work consists of a comparative study of several portfolio Value-at-Risk models. Univariate models, which consider only the portfolio log-returns series, are compared to multivariate models, which consider the log-returns series of each asset individually and their conditional correlations. Additionally, recently proposed models such as PS-GARCH and VARMA-GARCH are tested. We also propose a new model that uses past cumulative returns as exogenous variables. All models are evaluated in terms of their compliance to Basel Accord and financial impact, in period that includes high volatility times. In general, univariate and multivariate models performed similarly. More complex models yielded more accurate results, with satisfactory performance including in crisis periods.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

L'utilisation de techniques de spectroscopie cohérente comme la diffusion Raman anti-Stokes cohérente (DRASC) sont communément utilisées pour l'analyse quantitative de milieux réactifs.Dans le cadre des progrès récents des sources lasers et des détecteurs, ce travail de thèse propose une adaptation de la technique de mesure de température au régime des impulsions ultra-courtes (femtoseconde, picoseconde) à haute cadence.Le développement d'un dispositif expérimental de DRASC en régime hybride fs/ps utilisant un laser femtoseconde et un réseau de Bragg en volume a permis de générer une impulsion de sonde de 30 ps. Dans la configuration choisie pour ce travail, la résolution spectrale est de 0,7 cm-1, ce qui réprésente l'état de l'art. Ce dispositif est appliqué à la spectroscopie ro-vibrationnelle de plusieurs espèces moléculaires.Pour décrire l'interaction dans ce régime temporel, un modèle de simulation des spectres DRASC est implémenté. Cette modélisation prend notamment en compte le profil en amplitude et phase de la sonde ainsi que son retard par rapport à l'excitation femtoseconde. L'influence des collisions moléculaires est discutée dans le cadre du régime hybride.Les ajustements des spectres calculés sur des spectres expérimentaux enregistrés dans l'air ambiant et dans une flamme de prémélange CH4/air, permettent de valider la modélisation proposée dans ce travail. En particulier, la température est mesurée à froid et à chaud à pression atmosphérique, avec une précision comparable à l'état de l'art dans le régime hybride fs/ps.Ce travail permet d'obtenir des résultats probants, et de valider la pertinence du montage développé pour la thermométrie. Fort de ces résultats, des applications en chambre de combustion réelles sont envisagées à court terme à l'ONERA, notamment par l'extrapolation du modèle à haute pression. / Coherent spectroscopy such as Coherent Anti-Stokes Raman Scattering (CARS) is commonly used for the study of reactive media.Following the recent progress encountered in laser sources and detectors, this thesis work proposes an adaptation of the technique for temperature measurements that exploits the ultra-short pulse regime (femtosecond, picosecond) to operate at high repetition-rate.The developed hybrid fs/ps-CARS setup delivers a 30-ps probe pulse using a femtosecond laser source and a Volume Bragg Grating. The obtained spectral resolution is 0,7 cm-1, which represents, within this pulse generation framework, the state of the art. This setup is applied to ro-vibrational spectroscopy of several molecular species.The interaction in the hybrid regime is described through a CARS simulation model that has been implemented. The modelling takes into account both the amplitude and the phase profiles of the probe pulse, and its delay to the femtosecond excitation. Influence of molecular collisions in the hybrid regime is also discussed.This modelling has been validated by fitting calculated spectra on experimental spectra recorded in ambient air, and in a premixed CH4/air flame. Temperature has been then measured at atmospheric pressure in these media. The precision is similar to the hybrid fs/ps-CARS thermometry state of the art.This work validates our N2 thermometry approach based on both the developed CARS setup and simulation model. Short term perspectives of this work are measurements on real combustion chambers at ONERA, by extrapolating our simulation model at high pressure.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal.

Pour des applications médicales ou en histoire de l'art, un système compact de production de rayonnement X monochromatique à haut flux par effet Compton nécessite de disposer d’une source laser impulsionnelle de forte puissance moyenne avec des durées de quelques picosecondes. Pour atteindre un haut flux de rayonnement X, le laser devra être injecté dans une cavité Fabry-Perot de haute finesse afin d’atteindre les puissances laser moyennes requises. Par conséquent, le laser devra avoir une bonne qualité de mode et de faibles bruits. Afin d’atteindre ces objectifs, nous avons étudié la réalisation d’oscillateurs à blocage de modes passif délivrant des puissances moyennes de plus de 10 W avec des impulsions d’une durée entre 10 et 20 ps. Au cours de ce travail, deux oscillateurs de haute puissance moyenne ont été conçus et réalisés : l’un à pompage radial avec Nd:YAG comme milieu de gain et l’autre à pompage longitudinal avec comme milieu de gain Nd:YVO4. Le développement du second oscillateur a donné lieu à une étude expérimentale de la réduction de la durée des impulsions qui nous permet d’ajuster la durée entre 46 ps et 12 ps en régime de blocage de modes passif. Les résultats expérimentaux ont été expliqués à l’aide d’une simulation numérique et une solution analytique a été trouvée pour prédire la durée des impulsions. Enfin, une étude des caractéristiques des bruits de l’oscillateur Nd:YVO4 a été réalisée. Ces mesures ont permis de mettre en évidence qu’un oscillateur de forte puissance moyenne a les capacités pour être aussi peu bruyant que des oscillateurs de faible puissance et à faibles bruits. En résumé nous avons développé un oscillateur puissant (20W), à une longueur d’onde de 1064 nm, avec des durées d’impulsions courtes (15 ps), une bonne qualité de faisceau (M2<1,2) et de faibles bruits (gigue temporelle <1,2 ps RMS 100Hz-1MHz non asservi). Par conséquent, notre oscillateur puissant est un excellent candidat pour faire partie de la machine compacte de rayonnement X monochromatique et à haut flux. / For medical or cultural heritage applications, a compact, monochromatic, Compton x-ray source system needs a powerful, few picosecond laser source. To obtain high-x-ray-flux, the laser should be coupled to a high-finesse Fabry-Perot cavity to reach the required laser power. Therefore, the laser should have a good beam quality and low noises. In order to reach theses requirements, we have studied passive mode-locking oscillators delivering more than 10 W average power and between 10 and 20 ps pulse duration.Two high-power oscillators have been designed and implemented: a side-pumped Nd:YAG and an end-pumped Nd:YVO4 oscillator. With the second oscillator, we have studied the experimental reduction of pulse duration. We obtained a decrease from 46 ps to 12 ps in the continuous-wave mode-locked regime. Those experimental results have been explained by a numerical simulation and furthermore, we have developed an analytical solution to predict the pulse duration of such oscillator. Finally, we studied the noise characteristics of the Nd:YVO4 oscillator. Our measurements have shown that a high-power oscillator might be as low-noise as other low-power, low-noise oscillators. In conclusion, we have developed a powerful (20W), 1064nm-wavelength, short-pulses (15ps), good-beam-quality (M2<1.2) and low-noise free-running oscillator (timing jitter <1.2 ps RMS 100Hz-1MHz). Therefore, our high-power oscillator is an excellent candidate to be part of a compact, high-flux, monochromatic x-ray source.

This dissertation, Constructing Hope: Narrative and the Foster Care Experience, analyzes the language used to explain the foster care experience to children under the care of Arizona's Child Protective Services (CPS). The dissertation proposes revisions to the language around foster care to make the experience less confusing and makes recommendations to encourage hope for foster children. This multi-methodological study combines ethnography and textography. Engaging narrative inquiry, relying particularly on Earnest Bormann and Walter Fisher, the dissertation analyzes Arizona's training material for Child Protective Services (CPS) case managers (CORE training) and Arizona's training material for foster parents (PS-MAPP training) along with interviews of case managers and foster parents. The analysis of the CORE training for CPS case managers reveals that narratives about CPS generally focus on the birth parent as central to the plot and situate children as supporting characters. Also, the analysis shows narrative disjunctures between the characterization of birth parents in the CORE training and the experiences of the case managers interviewed. I show how the language used in the CORE training could be more coherent with the experiences of case managers and the experiences of children. The analysis of the PS-MAPP training reveals a contradiction between the characterization of the foster caregiver and the metaphor of "parent" used to describe the foster caregiver. Also, the study demonstrates ways in which the strength/needs framework, which is central to the training, could be expanded to better prepare foster caregivers for their work. Finally, examining Aviva Children's Services' Life Book program reveals ways in which hope can be cultivated for foster children. The analysis of the Life Book project proposes a rhetoric of hope applicable to other populations who have undergone serious trauma.

No description available.

Widespread popular fascination with America, and an appreciation of American culture, was not introduced by Hollywood cinema during the early decades of the 20th century, but emerged during the late-Victorian period and was driven by the popular press. By the 1880s, newspaper audiences throughout the country were consuming fragments of American life and culture on an almost daily basis. Under the impulses of the so-called ‘new journalism’, representations of America appeared regularly within an eclectic range of journalistic genres, including serialised fiction, news reports, editorials, humour columns, tit-bits, and travelogues. Forms of American popular culture – such as newspaper gags – circulated throughout Britain and enjoyed a sustained presence in bestselling papers. These imported texts also acted as vessels for the importation of other elements of American culture such as the country’s distinctive slang and dialects. This thesis argues that the late-Victorian popular press acted as the first major ‘contact zone’ between America and the British public. Chapter One tracks the growing presence of America in the Victorian press. In particular, it highlights how the expansion of the popular press, the widespread adoption of ‘scissors-and-paste’ journalism, the development of transatlantic communications networks and technologies, and a growing curiosity about life in America combined to facilitate new forms of Anglo-American cultural exchange. Chapter Two explores how the press shaped British encounters with American modernity and created a pervasive sense of a coming ‘American future’. Chapter Three focuses on the importation, circulation, and reception of American newspaper humour. Finally, Chapter Four unpacks the role played by the press in the importation, circulation, and assimilation of American slang. It makes an original contribution to a number of academic disciplines and debates. Firstly, it challenges the established chronology of Anglo-American history; America gained a significant foothold in British popular culture long before the twentieth century. Moreover, this was not a result of a forcible American ‘invasion’ but a form of voluntary transatlantic exchange driven by the tastes and desires of British newspaper readers. Secondly, it argues that America’s presence in late-Victorian popular culture has been underestimated by historians who have focused instead on domestically produced culture, engagements with Western Europe, and the cultural dimensions of Empire. Whilst the full extent of America’s significance cannot be mapped out in one study, this thesis establishes the extent of America’s cultural presence and makes the case for its insertion into future Victorian Studies scholarship. Thirdly, this thesis contributes to the growing field of press history. It maps out connections between British and American newspapers, exploring how the press served to move information between the old world and the new. Finally, this project acts as an early example of born-digital scholarship; a study conceived in response to the development of digital archives. As such, it contributes to discussions on digital methodologies and debates within the field of Digital Humanities. In particular, it demonstrates that digitisation allows researchers to research and write do new kinds of history; to ask new questions, make new connections, and develop new projects – to do things that we couldn’t do before.

Made available in DSpace on 2016-06-24T04:23:24Z (GMT). No. of bitstreams: 1 Texto Completo.pdf: 899511 bytes, checksum: 61be0897fbf5fbd28751e8a94e38c330 (MD5) Previous issue date: 2006-12-08 / This study had the aim to reflect on the by the modern woman after giving birth, particularly the one interpreted by the current biomedical paradigm as postnatal depression . On the contrary of the majority of researches about the issue which associate the phenomenon to physiological alterations related to birth and a supposed emotional fragility characteristic of women we prefer to understand this psychic postnatal suffering as one amongst other possible dimensions of the maternity experience. Our approach is based on the ideas of authors who have studied the social and economical aspects which influenced, during the last three centuries, the construction of the notion of bourgeois family, as well as how the model of the good mother (according to Rousseau) was created in history and then, imposed to the modern woman. To complement this bibliographic survey, we conducted a brief field research with Xavante Indians, in order to get to know how women in this tribe experience maternity, given that their cultural context is completely different from the urban one. The parallel between these two cultures allowed us to elaborate a critical discussion of the modern urban values that guide the experience of the contemporary maternity / Esta disserta????o teve como objetivo refletir sobre o sofrimento ps??quico vivenciado por muitas mulheres burguesas modernas no per??odo p??s-parto, nomeado pelo modelo biom??dico por depress??o p??s-parto . Ao contr??rio da maioria das pesquisas realizadas sobre o tema - que associa o fen??meno ??s altera????es fisiol??gicas relacionadas ao parto, a uma suposta fragilidade emocional comum ??s mulheres e a hist??ria familiar e subjetiva da pu??rpera buscamos compreender o sofrimento ps??quico da mulher neste per??odo sob uma perspectiva diferenciada, propondo que tal sofrimento ?? apenas uma das muitas dimens??es poss??veis da viv??ncia da maternidade. Para tanto, investigamos como foi criado o modelo de boa m??e imposto ?? mulher burguesa moderna, a partir de autores que se dedicaram a estudar os aspectos socioculturais e econ??micos que influenciaram, nos ??ltimos tr??s s??culos, a constru????o da fam??lia burguesa. Entramos em contato com a cultura Xavante, na qual as mulheres vivenciam a maternidade em contexto pol??tico, econ??mico, social e cultural bastante distinto daquelas burguesas dos grandes centros urbanos, com a inten????o de relativizar os conceitos da sociedade moderna que tende a universalizar os valores que norteiam a viv??ncia da gesta????o-parto e puerp??rio na sociedade de produ????o. Por fim, propomos que este fen??meno seja compreendido como uma forma da mulher expressar sentimentos banidos pela sociedade simulacral, nos termos que Baudrillard a define, e de resistir ao modelo tradicional de maternidade

Made available in DSpace on 2014-12-17T15:38:43Z (GMT). No. of bitstreams: 1 CristianneMDNM.pdf: 328027 bytes, checksum: 0ddd4dd281a69a8707df70fe04a93cba (MD5) Previous issue date: 2007-11-23 / This study aims to understand the experience of people suffering from mental disorder. The patients are enrolled in a mental health ambulatory clinic in the city of Natal (RN). Mental disorders are growing rapidly in the contemporary world and are a source of intense mental suffering. Besides patients being strongly marked by a history of isolation and prejudice, they have been the target of real atrocities committed in the name of preservation of a supposed normality. The understanding and treatment of this disorder is influenced by cultural and historical inferences, depending on the period in which it is experienced. Semi-directed Interviews were conducted with a group of users, with the emphasis on giving voice to their uniqueness and individuality, highlighting how each one perceives his or her own experience. These were recorded and later transcribed by identifying the core of meanings. The results were analyzed under the gaze of the Humanist Phenomenology Existential perspective, which aims to unravel the phenomenon, without truths from volatility, highlighting the existence of the mental disorder as a way of living, being permeated by suffering mental and influenced by social problems, assuming contours very particular to each individual. Some progress has been perceived, even by users, with respect to the change of paradigm in the way of care, but still there is a consistent emphasis on medical and drug use. The changes point to the need for offering services to replace the asylum hospital model, and in addition to accept the bearer of mental disorder as a citizen, a bearer of rights who should be accepted and respected by society. Despite the pain expressed and its close liaison with suicide, their reports are full of perspectives and attitudes of confrontation facing life, pointing to new possibilities to be, recreating itself / O presente trabalho tem como objetivo compreender a experi?ncia de pessoas portadoras de transtorno mental, atendidas em um ambulat?rio da rede substitutiva de aten??o e cuidados em sa?de mental da cidade de Natal (RN). O transtorno mental vem sofrendo um crescimento vertiginoso no mundo contempor?neo, sendo fonte de intenso sofrimento ps?quico. Al?m de fortemente marcado por um hist?rico de isolamento e preconceito, tem sido alvo de verdadeiras atrocidades cometidas em nome da preserva??o de uma suposta normalidade. A compreens?o e tratamento desse transtorno recebe interfer?ncias da cultura e do per?odo hist?rico em que est? inserido. Foram realizadas entrevistas semi-dirigidas com um grupo de usu?rios, com o prop?sito de dar voz ? sua singularidade e subjetividade, valorizando a forma como cada um percebe a sua pr?pria experi?ncia. As mesmas foram gravadas e posteriormente transcritas, identificando os n?cleos de significados. Os resultados foram analisados sob o olhar da perspectiva Humanista Fenomenol?gica Existencial, que aponta para o desvelar do fen?meno, sem partir de verdades aprior?sticas, destacando a exist?ncia do transtorno mental enquanto uma possibilidade de ser, permeado pelo sofrimento ps?quico e influenciado por quest?es sociais relevantes, assumindo contornos muito particulares para cada indiv?duo. Alguns avan?os foram percebidos, inclusive pelos usu?rios, com rela??o ? mudan?a de paradigma na maneira de cuidar, embora ainda se constate uma ?nfase no recurso m?dico e medicamentoso. As mudan?as apontam para a necessidade de ofertar servi?os substitutivos ao modelo asilar e hospitaloc?ntrico, al?m de aceitar o portador de transtorno mental enquanto um cidad?o, portador de direitos e devendo ser acolhido e respeitado pela sociedade. Apesar da dor expressada e da estreita liga??o desta com o suic?dio, seus relatos s?o permeados de perspectivas e atitudes de enfrentamento diante das vicissitudes da vida, apontando para novas possibilidades de ser, recriando-se a si mesmo