This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.

This paper analyzes two main frameworks that challenge the “mainstream” finance theory and the random walk hypothesis. The first framework is based on investor irrationality and is called Behavioural Finance. The second framework views the financial market as a chaotic system and is called Fractal Theory of a financial market. Behavioural Finance attacks the assumption of investor rationality, thus challenging the conventional finance theories on the micro level. Fractal Theory challenges the EMH and the “macroeconomics” of finance. This paper presents a step towards unifying the frameworks of Behavioural Finance and Fractal Theory. After a review of the relevant literature, a model of the financial market is suggested that rests on the predictions of both Behavioural Finance and Fractal Theory. As a next step, a mathematical algorithm is described that allows to test the financial market for consistency with the presented model. The mathematical algorithm is applied to 10 years of daily S&P500 price quotes, and consistent statistical evidence shows that the predicted fractal pattern reveals itself in the S&P500 prices. The new model outperforms the random walk in out-of-sample forecasting.

This thesis explores mining the evolutionary history of a software system to support software developers and managers in their endeavors to build and maintain complex software systems. We introduce the idea of evolutionary extractors which are specialized extractors that can recover the history of software projects from software repositories, such as source control systems. The challenges faced in building C-REX, an evolutionary extractor for the C programming language, are discussed. We examine the use of source control systems in industry and the quality of the recovered C-REX data through a survey of several software practitioners. Using the data recovered by C-REX, we develop several approaches and techniques to assist developers and managers in their activities. We propose <em>Source Sticky Notes</em> to assist developers in understanding legacy software systems by attaching historical information to the dependency graph. We present the <em>Development Replay</em> approach to estimate the benefits of adopting new software maintenance tools by reenacting the development history. We propose the <em>Top Ten List</em> which assists managers in allocating testing resources to the subsystems that are most susceptible to have faults. To assist managers in improving the quality of their projects, we present a complexity metric which quantifies the complexity of the changes to the code instead of quantifying the complexity of the source code itself. All presented approaches are validated empirically using data from several large open source systems. The presented work highlights the benefits of transforming software repositories from static record keeping repositories to active repositories used by researchers to gain empirically based understanding of software development, and by software practitioners to predict, plan and understand various aspects of their project.

There is mounting evidence that sustainable scale thresholds are now being exceeded worldwide and environmental resource shocks (e.g. climate change, water and oil shortages) may be inevitable in some regions of the world in the near future. These could result in severe economic breakdowns, welfare loss, and in the worst-case, the collapse of modern civilization. Therefore, a pre-eminent challenge of our times is to determine how to design a resilient (safe-fail) economy – one that can endure, adapt to and successfully recover from breakdowns when they occur. Surprisingly, while ecological economic theory relies heavily on natural science concepts such as thermodynamics, insufficient attention has been paid to the important ecological concept of resilience, particularly as it applies to economic design. The three major policy goals of current ecological economic theory (sustainable scale, just distribution and efficient allocation) focus instead on preventing environmental resource shocks and breakdowns, but given their unpredictability prevention may not always be possible. How resilience can inform the blossoming field of ecological economics is thus explored in this theoretical, transdisciplinary paper. Drawing on literature as diverse as archaeology and disaster planning, it develops six key principles of economic resilience and applies them to analyze the resilience of key societal systems including our money, electricity, water, transportation, information/communication and emergency response systems. Overall, economic resilience appears to be a unique concern that is not readily subsumed under any of the three existing ecological economic policy pillars. In fact, efforts to build in resilience have the potential to both complement and at times contradict the other three goals, especially efficiency. The need to further study these possible tradeoffs provides strong justification for adding a fourth distinct policy pillar, namely “Resilient Design”, to core ecological economic theory. Indeed, ecological economist’s longstanding criticism of economic growth meshes readily with the Resilience Alliance’s own figure-8 adaptive cycle theory critiquing the resilience costs of growth, providing significant opportunities for the future collaboration of these two fields in broadening global system theory.

Für das Verständnis einer Vielzahl von Problemen von der Himmelsmechanik bis hin zur Beschreibung von Molekülen spielen Systeme mit mehr als zwei Freiheitsgraden eine entscheidende Rolle. Aufgrund der Dimensionalität gestaltet sich ein Verständnis dieser Systeme jedoch deutlich schwieriger als bei Systemen mit zwei oder weniger Freiheitsgraden. Die vorliegende Arbeit soll zum besseren Verständnis der klassischen und quantenmechanischen Eigenschaften getriebener Systeme mit zwei Freiheitsgraden beitragen. Hierzu werden dreidimensionale Schnitte durch den Phasenraum von 4D Abbildungen betrachtet. Anhand dreier Beispiele, deren Phasenräume zunehmend kompliziert sind, werden diese 3D Schnitte vorgestellt und untersucht. In einer sich anschließenden quantenmechanischen Untersuchung gehen wir auf zwei wichtige Aspekte ein. Zum einen untersuchen wir die quantenmechanischen Signaturen des klassischen "Arnold Webs". Es wird darauf eingegangen, wie die Quantenmechanik dieses Netz im semiklassischen Limes auflösen kann. Darüberhinaus widmen wir uns dem wichtigen Aspekt quantenmechanischer Kopplungen klassisch getrennter Phasenraumgebiete anhand der Untersuchung dynamischer Tunnelraten. Für diese wenden wir sowohl den in der Literatur bekannten "fictitious integrable system approach" als auch die Theorie des resonanz-unterstützen Tunnelns auf 4D Abbildungen an. / Systems with more than two degrees of freedom are of fundamental importance for the understanding of problems ranging from celestial mechanics to molecules. Due to the dimensionality the classical phase-space structure of such systems is more difficult to understand than for systems with two or fewer degrees of freedom. This thesis aims for a better insight into the classical as well as the quantum mechanics of 4D mappings representing driven systems with two degrees of freedom. In order to analyze such systems, we introduce 3D sections through the 4D phase space which reveal the regular and chaotic structures. We introduce these concepts by means of three example mappings of increasing complexity. After a classical analysis the systems are investigated quantum mechanically. We focus especially on two important aspects: First, we address quantum mechanical consequences of the classical Arnold web and demonstrate how quantum mechanics can resolve this web in the semiclassical limit. Second, we investigate the quantum mechanical tunneling couplings between regular and chaotic regions in phase space. We determine regular-to-chaotic tunneling rates numerically and extend the fictitious integrable system approach to higher dimensions for their prediction. Finally, we study resonance-assisted tunneling in 4D maps.

Studying the zeros of a parameter dependent operator F defined on a Hilbert space H is a fundamental problem in mathematics. When the Hilbert space is finite dimensional, continuation provides, via predictor-corrector algorithms, efficient techniques to numerically follow the zeros of F as we move the parameter. In the case of infinite dimensional Hilbert spaces, this procedure must be applied to some finite dimensional approximation which of course raises the question of validity of the output. We introduce a new technique that combines the information obtained from the predictor-corrector steps with ideas from rigorous computations and verifies that the numerically produced zero for the finite dimensional system can be used to explicitly define a set which contains a unique zero for the infinite dimensional problem F: HxR->Im(F). We use this new validated continuation to study equilibrium solutions of partial differential equations, to prove the existence of chaos in ordinary differential equations and to follow branches of periodic solutions of delay differential equations. In the context of partial differential equations, we show that the cost of validated continuation is less than twice the cost of the standard continuation method alone.

With the rapid development of optical communications and the increasing amount of data exchanged, it has become utterly important to provide effective ar- chitectures 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 cou- pled 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 transpos- ing 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.

Tunneling is one of the most prominent features of quantum mechanics. While the tunneling process in one-dimensional integrable systems is well understood, its quantitative prediction for systems with mixed phase space is a long-standing open challenge. In such systems regions of regular and chaotic dynamics coexist in phase space, which are classically separated but quantum mechanically coupled by the process of dynamical tunneling. We derive a prediction of dynamical tunneling rates which describe the decay of states localized inside the regular region towards the so-called chaotic sea. This approach uses a fictitious integrable system which mimics the dynamics inside the regular domain and extends it into the chaotic region. Excellent agreement with numerical data is found for kicked systems, billiards, and optical microcavities, if nonlinear resonances are negligible. Semiclassically, however, such nonlinear resonance chains dominate the tunneling process. Hence, we combine our approach with an improved resonance-assisted tunneling theory and derive a unified prediction which is valid from the quantum to the semiclassical regime. We obtain results which show a drastically improved accuracy of several orders of magnitude compared to previous studies. / Der Tunnelprozess ist einer der bedeutensten Effekte in der Quantenmechanik. Während das Tunneln in eindimensionalen integrablen Systemen gut verstanden ist, gestaltet sich dessen Beschreibung für Systeme mit gemischtem Phasenraum weitaus schwieriger. Solche Systeme besitzen Gebiete regulärer und chaotischer Bewegung, die klassisch getrennt sind, aber quantenmechanisch durch den Prozess des dynamischen Tunnelns gekoppelt werden. In dieser Arbeit wird eine theoretische Vorhersage für dynamische Tunnelraten abgeleitet, die den Zerfall von Zuständen, die im regulären Gebiet lokalisiert sind, in die sogenannte chaotische See beschreibt. Dazu wird ein fiktives integrables System konstruiert, das im regulären Bereich eine nahezu gleiche Dynamik aufweist und diese Dynamik in das chaotische Gebiet fortsetzt. Die Theorie zeigt eine ausgezeichnete Übereinstimmung mit numerischen Daten für gekickte Systeme, Billards und optische Mikrokavitäten, falls nichtlineare Resonanzketten vernachlässigbar sind. Semiklassisch jedoch bestimmen diese nichtlinearen Resonanzketten den Tunnelprozess. Daher kombinieren wir unseren Zugang mit einer verbesserten Theorie des Resonanz-unterstützten Tunnelns und erhalten eine Vorhersage,die vom Quanten- bis in den semiklassischen Bereich gültig ist. Ihre Resultate zeigen eine Genauigkeit, die verglichen mit früheren Theorien um mehrere Größenordnungen verbessert wurde.

Le terme de « chaos quantique » recouvre l'étude des relations entre un système ondulatoire et son homologue classique, que le système dynamique soit intégrable, pseudo-intégrable, mixte ou chaotique. Les billards, puits de potentiel infini enfermant une particule libre, en constituent le sujet d'étude par excellence, car un déplacement de la frontière permet de changer aisément de système dynamique. Aussi avons-nous fabriqué des micro-lasers plans de formes diverses (stade, disque, polygones, ...) où, par analogie formelle, le champ électromagnétique joue le rôle d'une particule quantique. La limite classique correspond alors à celle de l'optique géométrique.<br />L'originalité de notre étude repose sur l'utilisation de matériaux organiques à faibles indices de réfraction qui facilite le couplage avec l'extérieur de la lumière piégée dans la cavité. Ces billards ouverts présentent des caractéristiques génériques très différentes de celles attendues pour des systèmes équivalents fermés. En particulier, le lien entre optiques géométrique et ondulatoire s'est révélé beaucoup plus étroit.<br />Nos études expérimentales ont concerné les directions d'émission et les spectres. Pour les premières, nous avons proposé un modèle analytique dans le cas de cavités chaotiques. Concernant les spectres, nous avons développé une méthode d'analyse qui extrait les longueurs géométriques des orbites périodiques. Ce procédé s'avère très efficace pour tester les prédictions théoriques (formule de trace). Par ailleurs, un modèle ondulatoire pour les cavités polygonales ainsi qu'une approche perturbative adaptée aux déformations continues du disque ont été validés par des simulations numériques.

Nous étudions le modèle des automates cellulaires en adoptant successivement deux points de vue --celui des représentations syntaxiques locales puis celui des dynamiques globales-- et en cherchant à établir des liens entre eux par différentes approches ou outils --algébrique, combinatoire, et de la théorie de la calculabilité. Au cours de notre étude de la structure des règles de transition locales, nous introduisons une nouvelle classe d'automates (appelés automates cellulaires captifs) définie par une contrainte locale très simple. Nous établissons une loi 0-1 sur cette classe qui a pour corollaire que presque tous les automates cellulaires captifs sont intrinsèquement universels. En revanche, nous montrons qu'il est indécidable de savoir si un automate cellulaire captif est intrinsèquement universel ou pas. Dans une seconde partie, nous poursuivons l'étude des automates cellulaires en cherchant au contraire à nous affranchir le plus possible de leur représentation syntaxique pour insister sur leurs propriétés dynamiques globales. Notre problématique devient celle de la classification et de l'étude de notions de complexité selon ce point de vue global. L'outil fondamental est celui de simulation. Nous étendons les résultats de N. Ollinger sur les structures de pré-ordre (nouvelles relations de simulations et nouvelles propriétés induisant des structures d'idéal ou de filtre) et étudions également l'effet du produit cartésien sur ces structures. Nous établissons une construction qui peut s'interpréter comme un produit cartésien limite et nous permet d'exhiber des chaînes infinies croissantes de longueur omega+omega dans l'un des pré-ordres étudiés. Enfin, nous nous intéressons aux dynamiques séquentielles et aux automates cellulaires universels pour le calcul Turing. Nous construisons un treillis infini d'automates cellulaires Turing-universels qui sont tous à distance infinie de tout automate cellulaire intrinsèquement universel.