The efficient market hypothesis (EMH) has long been perceived as the cornerstone of modern finance theory. However, the EMH has also recently been dismissed as "the most remarkable error in the history of economic theory" (Wall Street Journal, Oct. 23. 1987). Most of the early research was concerned with detecting the efficiencies or inefficiencies by autocorrelation tests, run tests, and filtering tests. In general, the inefficiencies detected are relatively small. Recently, however, there has been an explosion of research activity to detect inefficiencies in the general area which we call "nonlinear science". This dissertation aims at the applications of these kinds of new methodologies to the Swedish stock market and the Korean stock market. This dissertation consists of 8 chapters. Chapter 1 reviews the challenges to stock market efficiency, and chapter 2 criticizes traditional financial models and assumptions for the EMH tests. Chapter 3 discusses the sample data. In chapter 4, the estimated results under the product process model are presented. Chapter 5 is focused on the low power spectrum law. The power exponent is calculated for the samples. In chapter 6, the types of patterns (memory) are uncovered by Rescaled range (R/S) analysis. Chapter 7 deals with the market inefficiency arising from nonlinear dynamical systems theory. The BDS test for detecting nonlinear dependence is applied to the sample markets. Finally, chapter 8 summarizes the conclusions. / Diss. Stockholm : Handelshögsk.

I uppsatsen "Chaos Paintball, en investerings- och finansieringsbedömning" har en undersökning gällande en nyinvestering och finansieringen avseende nya aktiviteter och en byggnad genomförts. Undersökningen har utförts genom att tre olika byggnadsalternativ har tagits i beaktande och beräkningar på byggnadsalternativen har gjorts. Företagets planerade aktiviteter har undersökts genom att, med hjälp av kalkyler, genomföra beräkningar. Detta har lett fram till en rekommendation om vilka aktiviteter som företaget bör genomföra och satsa på. Undersökningarna har gjorts genom att intervjua företagets ägare, en byggfirma, en bank samt beräkningar av olika investeringskalkyler.  Syftet med uppsatsen är att undersöka om det är ekonomiskt lönsamt för företaget att starta upp nya aktiviteter och att investera i en byggnad. Vi har dragit slutsatsen att företaget bör genomföra alternativet där en varmdel byggs till i en befintlig byggnad. Vi gör även bedömningen att företaget har goda förutsättningar att lyckas med de tidigare verksamheterna samt att starta upp de nya aktiviteterna Stuntman för en dag och Hyper Hockey.

Charged particle chaos and its collective effects in different magnetic geometries are investigated in a sequence of various numerical experiments. The fields generated by the particles as a result of interaction with the background electric and magnetic fields is not accounted for in the simulation. An X-line is first used to describe the geometry of the magnetotail prior to magnetic reconnection and a study of the behavior of charged particles is done from a microscopic viewpoint. Another important geometry in the magnetotail prior to substorm onset is Bifurcated Current Sheet. The same analysis is done for this configuration. The existence of at least one positive Lyapunov exponent shows that the motion of the particles is chaotic. By using statistical mechanics, the macroscopic properties of this chaotic motion are studied. Due to particles being charged, an electric field (perpendicular to the magnetic field in weak magnetic field region) accelerates the particles on average. Finite average velocity in the direction of electric field gives rise to an effective resistivity even in a collisionless regime such as solar corona and the magnetotail. Starting from initial velocities that are chosen randomly from a uniform distribution, the evolution of these distributions tends to a Maxwellian by the end of the simulation that is somewhat analogous to collisions in a Lorentz gas model. The effective resistivity due to such collisions is estimated. Ohmic heating is found to occur as a result of such an effective resistivity. Such collisions due to collective particle effects are essentially a different mechanism from classical collision notion. These experiments are done for two types of ions found in the plasma sheet prior to substorm onset, viz., protons and oxygen ions. Observational evidence of oxygen ions in the central plasma sheet, which flow out along open field lines from the ionosphere, were also simulated in the same manner. Oxygen ions have been found to influence the bifurcation of the current sheet and are also important in reconnection and other nonohmic instabilities, such as Kelvin Helmholtz instability, due to their mass. It is found that acceleration in X-line scales with the mass of ion species and the resistivity remains constant for different electric field strengths. In a Bifurcated Current Sheet, the acceleration scales with the square of mass of ion species and the resistivity scales with the electric field. Also, the overall resistivity values found in a Bifurcated Current Sheet are an order of magnitude lower than that found in an X-line.

The stochastic Galerkin and collocation methods are used to solve an advection-diusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diusion equation onto the stochastic basis functions. High-order summationby- parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system. It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steadystate

With the rapid development of optical communications and the increasing amount of data exchanged, it has become utterly important to provide effective architectures to protect sensitive data. The use of chaotic optoelectronic devices has already demonstrated great potential in terms of additional computational security at the physical layer of the optical network. However, the determination of the security level and the lack of a multi-user framework are two hurdles which have prevented their deployment on a large scale. In this thesis, we propose to address these two issues. First, we investigate the security of a widely used chaotic generator, the external cavity semiconductor laser (ECSL). This is a time-delay system known for providing complex and high-dimensional chaos, but with a low level of security regarding the identification of its most critical parameter, the time delay. We perform a detailed analysis of the influence of the ECSL parameters to devise how higher levels of security can be achieved and provide a physical interpretation of their origin. Second, we devise new architectures to multiplex optical chaotic signals and realize multi-user communications at high bit rates. We propose two different approaches exploiting known chaotic optoelectronic devices. The first one uses mutually coupled ECSL and extends typical chaos-based encryption strategies, such as chaos-shift keying (CSK) and chaos modulation (CMo). The second one uses an electro-optical oscillator (EOO) with multiple delayed feedback loops and aims first at transposing coded-division multiple access (CDMA) and then at developing novel strategies of encryption and decryption, when the time-delays of each feedback loop are time- dependent.

The first line of defence against wireless attacks in Radio Frequency Identi cation (RFID) systems is authentication of tags and readers. RFID tags are very constrained in terms of power, memory and size of circuit. Therefore, RFID tags are not capable of performing sophisticated cryptographic operations. In this dissertation, we have designed light-weight authentication schemes to securely identify the RFID tags to readers and vice versa. The authentication schemes require simple binary operations and can be readily implemented in resource-constrained Radio Frequency Identi cation (RFID) tags. We provide a formal proof of security based on the di culty of solving the Syndrome Decoding (SD) problem. Authentication veri es the unique identity of an RFID tag making it possible to track a tag across multiple readers. We further protect the identity of RFID tags by a light-weight privacy protecting identifi cation scheme based on the di culty of the Learning Parity with Noise (LPN) complexity assumption. To protect RFID tags authentication against the relay attacks, we have designed a resistance scheme in the analog realm that does not have the practicality issues of existing solutions. Our scheme is based on the chaos-suppression theory and it is robust to inconsistencies, such as noise and parameters mismatch. Furthermore, our solutions are based on asymmetric-key algorithms that better facilitate the distribution of cryptographic keys in large systems. We have provided a secure broadcast encryption protocol to effi ciently distribute cryptographic keys throughout the system with minimal communication overheads. The security of the proposed protocol is formally proven in the adaptive adversary model, which simulates the attacker in the real world.

Nous étudions la propagation et la quantification d'incertitudes paramétriques au travers de modèles hydrologiques pour la simulation des processus d'infiltration et d'érosion en présence de pluie et/ou de ruissellement. Les paramètres incertains sont décrits dans un cadre probabiliste comme des variables aléatoires indépendantes dont la fonction de densité de probabilité est connue. Cette modélisation probabiliste s'appuie sur une revue bibliographique permettant de cerner les plages de variations des paramètres. L'analyse statistique se fait par échantillonage Monte Carlo et par développements en polynômes de chaos. Nos travaux ont pour but de quantifier les incertitudes sur les principales sorties du modèle et de hiérarchiser l'influence des paramètres d'entrée sur la variabilité de ces sorties par une analyse de sensibilité globale. La première application concerne les effets de la variabilité et de la spatialisation de la conductivité hydraulique à saturation du sol dans le modèle d'infiltration de Green--Ampt pour diverses échelles spatiales et temporelles. Notre principale conclusion concerne l'importance de l'état de saturation du sol. La deuxième application porte sur le modèle d'érosion de Hairsine--Rose. Une des conclusions est que les interactions paramétriques sont peu significatives dans le modèle de détachement par la pluie mais s'avèrent importantes dans le modèle de détachement par le ruissellement

The first line of defence against wireless attacks in Radio Frequency Identi cation (RFID) systems is authentication of tags and readers. RFID tags are very constrained in terms of power, memory and size of circuit. Therefore, RFID tags are not capable of performing sophisticated cryptographic operations. In this dissertation, we have designed light-weight authentication schemes to securely identify the RFID tags to readers and vice versa. The authentication schemes require simple binary operations and can be readily implemented in resource-constrained Radio Frequency Identi cation (RFID) tags. We provide a formal proof of security based on the di culty of solving the Syndrome Decoding (SD) problem. Authentication veri es the unique identity of an RFID tag making it possible to track a tag across multiple readers. We further protect the identity of RFID tags by a light-weight privacy protecting identifi cation scheme based on the di culty of the Learning Parity with Noise (LPN) complexity assumption. To protect RFID tags authentication against the relay attacks, we have designed a resistance scheme in the analog realm that does not have the practicality issues of existing solutions. Our scheme is based on the chaos-suppression theory and it is robust to inconsistencies, such as noise and parameters mismatch. Furthermore, our solutions are based on asymmetric-key algorithms that better facilitate the distribution of cryptographic keys in large systems. We have provided a secure broadcast encryption protocol to effi ciently distribute cryptographic keys throughout the system with minimal communication overheads. The security of the proposed protocol is formally proven in the adaptive adversary model, which simulates the attacker in the real world.

Le projet d'écriture de Bret Easton Ellis constitue un point aveugle dans l'horizon critique actuel. Pour pallier ce manque, nous nous penchons dans ce mémoire sur l'esthétique pragmatique particulièrement complexe (ou « scrappy », selon la définition de Barbara Herrnstein Smith; 1988) du personnage et de la communication chez Ellis afin de définir son projet d'écriture comme expérience de « descente dans le chaos », expression développée par Maria L. Assad (1991) à partir des réflexions de Thomas M. Kavanagh (1986) sur Les cinq sens de Michel Serres (1985). Pour ce faire, nous proposons une micro-lecture attentive du deuxième roman d'Ellis, The Rules of Attraction (1987), suivie d'un bref retour sur les cinq autres romans de l'auteur. Afin d'effectuer notre micro-lecture, nous avons mis sur pied une grille de lecture construite à l'aide des théories de la pragmatique de la communication et de l'identité empruntées aux sciences sociales, en nous concentrant essentiellement sur les pratiques narratives de l'identité et les états problématiques de la communication. Cette grille a été appliquée au roman grâce au logiciel d'analyse de discours NVivo 8 (approche de codification vivante). Les résultats obtenus ont été interprétés à partir d'une approche libre inspirée des études littéraires et largement informée par les théories des chaoticiens. Cela nous permet de montrer comment il est possible de faire appel à la pragmatique des personnages pour saisir leurs textures différenciées. Il apparaît alors que la pragmatique du personnage ellisien participe d'une esthétique disjonctive de la communication qui se répercute sur l'esthétique générale du texte comme « descente dans le chaos ». L'étude des autres aspects du roman d'Ellis (métadiscours, incipit et excipit, exergue, titre) vient confirmer l'influence des « chaotiques » (Hayles, 1991) sur le projet d'écriture ellisien, point de départ pour repenser The Rules of Attraction comme un jalon important dans le développement d'une écriture et d'une œuvre qui exploitent les possibilités narratives et culturelles du chaos. ______________________________________________________________________________ MOTS-CLÉS DE L’AUTEUR : Ellis Bret Easton, The Rules of Attraction, Pragmatique, Théorie du personnage, Chaos

Epilepsy is a serious neurological disorder characterized by recurrent unprovoked seizures due to abnormal or excessive neuronal activity in the brain. An estimated 50 million people around the world suffer from this condition, and it is classified as the second most serious neurological disease known to humanity, after stroke. With early and accurate detection of seizures, doctors can gain valuable time to administer medications and other such anti-seizure countermeasures to help reduce the damaging effects of this crippling disorder. The time-varying dynamics and high inter-individual variability make early prediction of a seizure state a challenging task. Many studies have shown that EEG signals do have valuable information that, if correctly analyzed, could help in the prediction of seizures in epileptic patients before their occurrence. Several mathematical transforms have been analyzed for its correlation with seizure onset prediction and a series of experiments were done to certify their strengths. New algorithms are presented to help clarify, monitor, and cross-validate the classification of EEG signals to predict the ictal (i.e. seizure) states, specifically the preictal, interictal, and postictal states in the brain. These new methods show promising results in detecting the presence of a preictal phase prior to the ictal state.