An inefficient market refers to the fact that a stock price deviate from the true value. Such an market inefficiency is the “January effect”. The “January effect” is the phenomenon were the stock market performs better in January than in any other month. This is a seasonal anomaly which should not exist according to the market efficient hypothesis. The “January effect” is a phenomenon that today cannot be fully understood. Thus, many studies have been made on the “January effect”. The effect have been studied across the world since the 1970s, and Rozeff & Kinney (1976) where the first to conclude a seasonal anomaly where January was the responsible month for abnormal returns. Further studies, such as the study by Keim (1983), concludes that the “January effect” is largely a small firm phenomenon. There are several indicators that are said to be the reason for the “January effect”, such as the tax-loss selling hypothesis tested by Reinganum (1983), none of the findings have however been fully supported. Claesson (1987) conducted a study of the “January effect” on the Swedish Stock market in 1987. Her findings was in accordance with other findings across the world, thus the “January effect” did exist in Sweden during 1980s. My study focus on the “January effect” in Sweden and whether or not it is a present phenomenon, thus increasing the contemporaneity of the “January effect”. I base my study on Claesson’s, but I also use  various studies that have been made across the world about this seasonal anomaly. The purpose of the study is to increase the Swedish contemporaneity of the “January effect”. I want to increase the knowledge and understanding of this seasonal anomaly in today’s stock market in Sweden. The study will be of use for both professional and unprofessional investors and can be of use in portfolio strategy decision making.´ In order to make conclusions and to make the research profound I have used theories such as “The-small-firm in January effect” and the “Tax-loss selling hypothesis”. Earlier studies by researchers have been used in order to give an understanding and in order to make a reliable study. I have  used a sample between the years 2003-2011 from the NASDAQ OMX Nordic Stock Exchange. The Sample focus on the Stockholm Stock Exchange in order to determine the existence of the effect in Sweden. The sample is raw data from three different indices which then have been analyzed through Excel. The finding from this study is that there is a “January effect” present on the Stockholm Stock Exchange today. This seasonal anomaly can be seen for small firms listed on the Small Cap at the Stockholm Stock Exchange. Small firms present abnormal returns during January that is consistent over the sample period. Small firms consistently outperforms large firms during the month of January, an outperformance that cannot be seen in any other month during a given year. The study also concludes that December is a strong month, especially for large firms. This creates a discussion on the exploration of the market inefficiency and calls for further studies on the matter. Further evidence of such an exploration can be seen on the last five days of trading in December for small firms. Small firms consistently present high returns during the last trading days of December, thus strengthen the theory that there is an exploration of the market inefficiency.

A seca que assola o norte de Minas Gerais é um desencadeante de severos impactos socioambientais. Mudanças na distribuição das precipitações, ou mesmo a redução no volume de chuvas é fator suficiente para a desorganização da atividade econômica regional. Neste contexto, este trabalho analisou a distribuição espaço-temporal da seca/estiagem no norte de Minas Gerais, entre 2003 a 2014. A metodologia consistiu na elaboração de série temporal de anomalia padronizada de NDWI utilizando imagens de reflectância MOD13Q1/MODIS. Para a realização das análises utilizou-se como base: os decretos de anormalidade por motivo de seca/estiagem, dados de perdas e danos, de precipitação e de variação de água da subsuperfície das soluções GRACE. Foram realizadas correlações entre NDWI e precipitação e entre anomalia padronizada de NDWI e anomalia de precipitação, considerando dados sem e com 30 dias de defasagem. Foi aplicado teste de médias, teste t de Student, para a anomalia padronizada de NDWI e a anomalia de precipitação, em um intervalo de confiança de 95%. Os resultados demonstraram que a anomalia padronizada de NDWI identificou de forma satisfatória três períodos de seca/estiagem na região. Estes corroboram com os dados de decretos de emergência e calamidade pública, sendo observado um maior número de decretos, principalmente, nestes períodos. Dois períodos identificados como de seca/estiagem foram noticiados como de estiagem severa no norte de Minas Gerais. Esse fato corrobora os dados de anomalia padronizada de NDWI com a situação ocorrida na região. O quantitativo de áreas afetadas por seca também evidencia o mesmo período de maiores números de ocorrências de seca/estiagem e deficiência na distribuição da precipitação. No entanto, o emprego de anomalia padronizada de NDWI na identificação seca/estiagem, por si só, pode não ser suficiente para essa identificação, uma vez que, o fenômeno pode ocorrer e causar danos e prejuízos, em meio a uma paisagem verde, como constatado para 2010. As análises estatísticas mostraram que existem correlações com graus de intensidade melhores entre o NDWI e a precipitação com uma defasagem de 30 dias. Fato também observado para os dados de anomalia padronizada de NDWI e anomalia de precipitação, todavia, foram observadas correlações de fraca a moderada. O teste de médias apresentou diferenças entre as médias apenas para o ano de 2014. Apesar de em todos os outros períodos as médias não serem estatisticamente diferentes entre si, foram verificados baixos valores de p-value, com excessão do período entre 2008 e 2011, onde são verificados p-value entre 0,4 a 0,9. Ainda que os testes estatísticos não apresentaram uma ótima significância, a variação temporal dos dados de anomalia padronizada de NDWI e de anomalia de precipitação evidencia uma relação similar entre esses dados. Por fim, a comparação com dados das soluções GRACE, identificou os mesmos períodos verificados com a anomalia padronizada de NDWI, sendo então, observado que estes dados corroboram entre si na identificação de seca/estiagem no norte de Minas Gerais. / The drought that affects the north of Minas Gerais State causes severe socio-environment impacts. Changes on the precipitation distribution or even the reduction of the raining amount is enough reason for regional disorganization. In this context, this work analyzed the drought spatial-temporal distribution in the north of Minas Gerais State, between 2003 and 2014. The methodology consisted on the elaboration of time series of standardized anomaly NDWI using images of reflectance MOD13Q1/MODIS. For the analysis it was used the following basis: the abnormality decrees caused by drought, damage and losses data, precipitation and the water subsurface range on GRACE solution. Correlations were conducted between NDWI and precipitation, as well as between standardized anomaly NDWI and precipitation anomaly, considering data with and without 30 days of gap. It was applied average test, the Student t-test, for the standardized anomaly NDWI and precipitation anomaly, with a confidence range of 95%. Results demonstrated that standardized anomaly NDWI satisfactorily identified three seasons of drought in this region. It corroborates with emergency decrees and public calamity data, in what it was observed a higher number of decrees, especially in these periods. Two seasons identified as drought were reported as severe drought in the north of Minas Gerais State. This fact validates the standardized anomaly NDWI data with the situation occurred in the region. The quantity of affected areas drought, also evidences the same period of larger numbers of occurrences drought and disability in the distribution of precipitation. However, the use of standardized anomaly NDWI by itself on the identification of drought may not be enough evidence for this association, since the phenomenon can occur and cause damages and losses among a green landscape, as seen in 2010. Statistical analysis demonstrated that there are correlations with better intensity degrees between the NDWI and the precipitation with a gap of 30 days. This fact was also observed for the standardized anomaly NDWI and precipitation anomaly data, however, mild to moderate correlations were observed. Student t-test demonstrated differences between the averages only for the year of 2014. Despite for all other periods averages were not statistically different, they were observed p-value low values, with the exception of the period between 2008 and 2011, which are verified p-value between 0.4 and 0.9. Although statistical tests did not demonstrated a great significance, the temporal variation of standardized anomaly NDWI data and precipitation anomaly evidenciate a similar relationship between these data. Lastly, the comparison with data from GRACE solutions, identified the same periods verified with the standardized anomaly NDWI, being then observed that these data corroborates between them in the identification of draught in the north of Minas Gerais State.

The quantum point contact (QPC) is a one-dimensional constriction with the differential conductance quantised in units of $G_Q=2e^2/h$. However, the transport behaviour below the first plateau is still not fully understood, including the 0.7 anomaly and the 0.25 anomaly in the linear and non-linear transport regimes respectively. In this work, we utilise a multiplexing technique and statistically investigate the 0.7 anomaly observed on the first three plateaus respectively in 571 QPCs, fitting well the van-Hove model. The 0.7 anomaly shows the transconductance suppression due to the effective electron interactions which are modified by the local density of states (LDOS). At the maximum of LDOS, the interaction strength becomes strongest, resulting in the strongest transconductance suppression. The strongest interaction strength is determined by the ratio of transverse confinement curvature and longitudinal barrier curvature. Moreover, we realise measurements of the effective g factor ($g^*$) and high-field offset ($\Delta E^{hfo}$) in numerous devices in a single cooldown at T=40 mK. The statistical results show both the $g^*$ and $\Delta E^{hfo}$ increase with the potential confinement, which supports the predictions about the role of interaction strength on $g^*$ and $\Delta E^{hfo}$ in a 1D tight-binding model. We explore the origin of $\Delta E^{hfo}$ and find that it is only considerable for the first plateau. Using a short and narrow QPC could result in a stronger potential confinement and thus a higher $g^*$, which could be beneficial for its use in spintronic applications. Last, we investigate the formation and development of the DC-bias-induced 0.75 and 0.25 anomalies for 402 QPCs. We find the anomalies evolve similarly in a magnetic field. To explain the anomaly behaviours, we propose a phenomenological DC-bias-induced spin-splitting model. In the model, with the increasing DC bias (V_DC), the 0.75 anomaly occurs first at a differential conductance of 0.75 $G_Q$, while the 0.25 anomaly is formed at a differential conductance of 0.5 $G_Q$ and moves to 0.375 $G_Q$. The spin gap of the first subband opens to be e|V_DC|, which enables an all-electric manipulation of spin polarisation simply by applying a DC bias.

In this thesis we study the connection between conformal symmetry breaking and the the renormalization group. In the first chapter we review the main properties of conformal field theories (CFTs), Wilsonian RG and describe how renormalization induces a flow between different CFTs. The prominent role is given to the trace of energy-momentum tensor (TEMT) as a measure for conformal symmetry violation. Scaling properties of supersymmetric gauge theories are also reviewed . In the second chapter the quantum action principle is introduced as a scheme for renormalizing composite operators. The framework is then applied to derive conditions for UV finiteness of two-point correlators of composite operators with special emphasis on TEMT. We then proceed to discuss the application of the Feynman-Hellmann theorem to evaluate gluon condensates. In the third chapter the basic elements the Trace anomaly on curved space are examined. The finiteness results from Chapter 2 are given physical meaning in relation with the RG flow of the geometrical quantity ~ d (coefficient of □R in the anomaly). The last chapter is dedicated to the a-theorem. First we apply some of the results derived in Chapter 3 to extend the known perturbative calculation for the flow of the central charge βa for gauge theories with Banks-Zaks fixed point. In the last part we review the main ideas of the recent proof of the a-theorem by Komargodski and Schwimmer and apply their formalism to re-derive the known non-perturbative formula for ∆ βa of SUSY conformal window theories.

A seca que assola o norte de Minas Gerais é um desencadeante de severos impactos socioambientais. Mudanças na distribuição das precipitações, ou mesmo a redução no volume de chuvas é fator suficiente para a desorganização da atividade econômica regional. Neste contexto, este trabalho analisou a distribuição espaço-temporal da seca/estiagem no norte de Minas Gerais, entre 2003 a 2014. A metodologia consistiu na elaboração de série temporal de anomalia padronizada de NDWI utilizando imagens de reflectância MOD13Q1/MODIS. Para a realização das análises utilizou-se como base: os decretos de anormalidade por motivo de seca/estiagem, dados de perdas e danos, de precipitação e de variação de água da subsuperfície das soluções GRACE. Foram realizadas correlações entre NDWI e precipitação e entre anomalia padronizada de NDWI e anomalia de precipitação, considerando dados sem e com 30 dias de defasagem. Foi aplicado teste de médias, teste t de Student, para a anomalia padronizada de NDWI e a anomalia de precipitação, em um intervalo de confiança de 95%. Os resultados demonstraram que a anomalia padronizada de NDWI identificou de forma satisfatória três períodos de seca/estiagem na região. Estes corroboram com os dados de decretos de emergência e calamidade pública, sendo observado um maior número de decretos, principalmente, nestes períodos. Dois períodos identificados como de seca/estiagem foram noticiados como de estiagem severa no norte de Minas Gerais. Esse fato corrobora os dados de anomalia padronizada de NDWI com a situação ocorrida na região. O quantitativo de áreas afetadas por seca também evidencia o mesmo período de maiores números de ocorrências de seca/estiagem e deficiência na distribuição da precipitação. No entanto, o emprego de anomalia padronizada de NDWI na identificação seca/estiagem, por si só, pode não ser suficiente para essa identificação, uma vez que, o fenômeno pode ocorrer e causar danos e prejuízos, em meio a uma paisagem verde, como constatado para 2010. As análises estatísticas mostraram que existem correlações com graus de intensidade melhores entre o NDWI e a precipitação com uma defasagem de 30 dias. Fato também observado para os dados de anomalia padronizada de NDWI e anomalia de precipitação, todavia, foram observadas correlações de fraca a moderada. O teste de médias apresentou diferenças entre as médias apenas para o ano de 2014. Apesar de em todos os outros períodos as médias não serem estatisticamente diferentes entre si, foram verificados baixos valores de p-value, com excessão do período entre 2008 e 2011, onde são verificados p-value entre 0,4 a 0,9. Ainda que os testes estatísticos não apresentaram uma ótima significância, a variação temporal dos dados de anomalia padronizada de NDWI e de anomalia de precipitação evidencia uma relação similar entre esses dados. Por fim, a comparação com dados das soluções GRACE, identificou os mesmos períodos verificados com a anomalia padronizada de NDWI, sendo então, observado que estes dados corroboram entre si na identificação de seca/estiagem no norte de Minas Gerais. / The drought that affects the north of Minas Gerais State causes severe socio-environment impacts. Changes on the precipitation distribution or even the reduction of the raining amount is enough reason for regional disorganization. In this context, this work analyzed the drought spatial-temporal distribution in the north of Minas Gerais State, between 2003 and 2014. The methodology consisted on the elaboration of time series of standardized anomaly NDWI using images of reflectance MOD13Q1/MODIS. For the analysis it was used the following basis: the abnormality decrees caused by drought, damage and losses data, precipitation and the water subsurface range on GRACE solution. Correlations were conducted between NDWI and precipitation, as well as between standardized anomaly NDWI and precipitation anomaly, considering data with and without 30 days of gap. It was applied average test, the Student t-test, for the standardized anomaly NDWI and precipitation anomaly, with a confidence range of 95%. Results demonstrated that standardized anomaly NDWI satisfactorily identified three seasons of drought in this region. It corroborates with emergency decrees and public calamity data, in what it was observed a higher number of decrees, especially in these periods. Two seasons identified as drought were reported as severe drought in the north of Minas Gerais State. This fact validates the standardized anomaly NDWI data with the situation occurred in the region. The quantity of affected areas drought, also evidences the same period of larger numbers of occurrences drought and disability in the distribution of precipitation. However, the use of standardized anomaly NDWI by itself on the identification of drought may not be enough evidence for this association, since the phenomenon can occur and cause damages and losses among a green landscape, as seen in 2010. Statistical analysis demonstrated that there are correlations with better intensity degrees between the NDWI and the precipitation with a gap of 30 days. This fact was also observed for the standardized anomaly NDWI and precipitation anomaly data, however, mild to moderate correlations were observed. Student t-test demonstrated differences between the averages only for the year of 2014. Despite for all other periods averages were not statistically different, they were observed p-value low values, with the exception of the period between 2008 and 2011, which are verified p-value between 0.4 and 0.9. Although statistical tests did not demonstrated a great significance, the temporal variation of standardized anomaly NDWI data and precipitation anomaly evidenciate a similar relationship between these data. Lastly, the comparison with data from GRACE solutions, identified the same periods verified with the standardized anomaly NDWI, being then observed that these data corroborates between them in the identification of draught in the north of Minas Gerais State.

Network-based attacks against computer systems are a common and increasing problem. Attackers continue to increase the sophistication and complexity of their attacks with the goal of removing sensitive data or disrupting operations. Attack detection technology works very well for the detection of known attacks using a signature-based intrusion detection system. However, attackers can utilize attacks that are undetectable to those signature-based systems whether they are truly new attacks or modified versions of known attacks. Anomaly-based intrusion detection systems approach the problem of attack detection by detecting when traffic differs from a learned baseline. In the case of this research, the focus was on a relatively new area known as payload anomaly detection. In payload anomaly detection, the system focuses exclusively on the payload of packets and learns the normal contents of those payloads. When a payload's contents differ from the norm, an anomaly is detected and may be a potential attack. A risk with anomaly-based detection mechanisms is they suffer from high false positive rates which reduce their effectiveness. This research built upon previous research in payload anomaly detection by combining multiple techniques of detection in a layered approach. The layers of the system included a high-level navigation layer, a request payload analysis layer, and a request-response analysis layer. The system was tested using the test data provided by some earlier payload anomaly detection systems as well as new data sets. The results of the experiments showed that by combining these layers of detection into a single system, there were higher detection rates and lower false positive rates.

Les réseaux sans fils et mobiles se sont énormément développés au cours de ces dernières années. Loin d'être réservés aux pays industrialisés, ces réseaux nécessitant une infrastructure fixe limitée se sont aussi imposés dans les pays émergents et les pays en voie de développement. En effet, avec un investissement structurel relativement très faible en comparaison de celui nécessaire à l'implantation d'un réseau filaire, ces réseaux permettent aux opérateurs d'offrir une couverture du territoire très large, avec un coût d'accès au réseau (prix du téléphone et des communications) tout à fait acceptable pour les utilisateurs. Aussi, il n'est pas surprenant qu'aujourd'hui, dans la majorité des pays, le nombre de téléphones sans fil soit largement supérieur à celui des téléphones fixes. Ce grand nombre de terminaux disséminé sur l'ensemble de la planète est un réservoir inestimable d'information dont une infime partie seulement est aujourd'hui exploitée. En effet, en combinant la position d'un mobile et sa vitesse de déplacement, il devient possible d'en déduire la qualité des routes ou du trafic routier. Dans un autre registre, en intégrant un thermomètre et/ou un hygromètre dans chaque terminal, ce qui à grande échelle impliquerait un coût unitaire dérisoire, ces terminaux pourraient servir de relai pour une météo locale plus fiable. Dans ce contexte, l'objectif de cette thèse consiste à étudier et analyser les opportunités offertes par l'utilisation des données issues des terminaux mobiles, de proposer des solutions originales pour le traitement de ces grands masses de données, en insistant sur les optimisations (fusion, agrégation, etc.) pouvant être réalisées de manière intermédiaire dans le cadre de leur transport vers les(s) centre(s) de stockage et de traitement, et éventuellement d'identifier les données non disponibles aujourd'hui sur ces terminaux mais qui pourraient avoir un impact fort dans les années à venir. Un prototype présentant un exemple typique d'utilisation permettra de valider les différentes approches. / Mobile and wireless networks have developed enormously over the recent years. Far from being restricted to industrialized countries, these networks which require a limited fixed infrastructure, have also imposed in emerging countries and developing countries. Indeed, with a relatively low structural investment as compared to that required for the implementation of a wired network, these networks enable operators to offer a wide coverage of the territory with a network access cost (price of devices and communications) quite acceptable to users. Also, it is not surprising that today, in most countries, the number of wireless phones is much higher than landlines. This large number of terminals scattered across the planet is an invaluable reservoir of information that only a tiny fraction is exploited today. Indeed, by combining the mobile position and movement speed, it becomes possible to infer the quality of roads or road traffic. On another level, incorporating a thermometer and / or hygrometer in each terminal, which would involve a ridiculous large-scale unit cost, these terminals could serve as a relay for more reliable local weather. In this context, the objective of this thesis is to study and analyze the opportunities offered by the use of data from mobile devices to offer original solutions for the treatment of these big data, emphasizing on optimizations (fusion, aggregation, etc.) that can be performed as an intermediate when transferred to center(s) for storage and processing, and possibly identify data which are not available now on these terminals but could have a strong impact in the coming years. A prototype including a typical sample application will validate the different approaches.

Anomalies in data can be of great importance as they often indicate faulty behaviour. Locating these can thus assist in finding the source of the issue. Isolation Forest, an unsupervised machine learning model used to detect anomalies, is evaluated against two other commonly used models. The data set used were log files from a company named Trimma. The log files contained information about different events that executed. Different types of event could differ in execution time. The models were then used to find logs where some event took longer than usual to execute. The feature created for the models was a percentual difference from the median of each job type. The comparison made on various data set sizes, using one feature, showed that Isolation Forest did not perform the best with regard to execution time among the models. Isolation Forest classified similar data points compared to the other models. However, the smallest classified anomaly differed a bit from the other models. This discrepancy was only seen in the smaller anomalies, the larger deviations were consistently classified as anomalies by all models.

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第20902号 / 理博第4354号 / 新制||理||1625(附属図書館) / 京都大学大学院理学研究科物理学・宇宙物理学専攻 / (主査)教授 國廣 悌二, 教授 川合 光, 教授 杉本 茂樹 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

The art of anomaly detection is a relevant topic for most producing companies since it allows for real-time quality assurance in production. However, previous research is lacking on the applicability of anomaly detection methods on non-synthetic image datasets. Using a dataset provided by Swedish Match consisting of 943 images of snus cans without lids, we offer an extension to a recent anomaly detection benchmark study by assessing how 29 anomaly detection algorithms perform on our non-synthetic dataset. The results showed that fully supervised methods performed the best, and that labelled data significantly improved model performance. Although the achieved results were not satisfactory in terms of AUCROC and AUCPR, there were clear indications that performance can be improved by increasing the amount of training data. The best-performing model was Logistic Regression. / Avvikelsedetektering är ett relevant ämne för de flesta aktörerna inom tillverkningsindustrin eftersom det möjliggör kvalitetssäkring i realtid i produktionskedjor. I tidigare forskning har det saknats studier gjorda med verklighetstrogna, icke-syntetiska dataset. Med hjälp av ett dataset tillhandahållet av Swedish Match bestående av 943 bilder på öppna snusdosor tillför vi en vetenskaplig påbyggnad till en nyligen publicerad jämförelsestudie inom avvikelsedetektering. Detta genom att träna och utvärdera 29 avvikelsedetekteringsmodeller på vårt icke-syntetiska dataset. Resultaten visade att fully supervised-modellerna presterade bäst, och att klassificerad träningsdata ökar prestandan. Trots att modellerna generellt uppnådde låg AUCPR och AUCROC finns det tydliga indikationer på att detta är uppnåbart genom att utöka träningsdatamängden. Den bäst presterande modellen var Logistic Regression.