Cette thèse se concentre sur des théorèmes de limitation pour copulae. Le premier chapitre est une enquête(une vue générale) sur la dépendance et des résultats standard sur copulae, avec des demandes(applications) dans la finance et l'assurance. Le deuxième chapitre étudie les changements de la structure de dépendance dans des modèles de survie et obtient des résultats de limitation utilisant un concept bivariate de variation régulière directionnelle dans de hautes dimensions. Utilisant quelques théorèmes de point fixes, copulae invariable est exposé. Plus loin, il est prouvé que la copule de Clayton est la seule invariable par truncature. Dans le chapitre 3-5 est étudié le cas(la caisse) particulier d'Archimedean copulae. L'étude dans supérieur et est plus bas conduite et les théorèmes de limitation sont obtenus. Le chapitre 6 essaye de lier l'approche standard dans des valeurs extrêmes et celui présenté ici, basé sur copulae conditionnel, c'est-à-dire obtenu avec le joint(l'articulation) exceedances. Le chapitre 7 se concentre nonparamétrique (le grain(noyau) basé) sur les évaluations de densité de copule, utilisant l'approche transformée de grain et des grains(noyaux) bêta. Et finalement, un chapitre final (un bijgevoegde stelling) se concentre sur des dépendances temporelles pour des événements naturels et étudie la notion de période de retour où les observations ne sont pas l'indépendance. On considère quelques demandes(applications), sur des vents de tempête et des vagues de chaleur (utilisant GARMA des processus, avec la longue mémoire(souvenir)) et sur des événements d'inondation(de flot) utilisant l'extension de modèles ACD, présenté pour des données financières haute fréquence

Bivariate or multivariate correlated data may be collected on a sample of unit in many applications. When the experimenters concern about the failure times of two related subjects for example paired organs or two chronic diseases, the bivariate binary data is often acquired. This type of data consists of a observation point x and indicators which represent whether the failure times happened before or after the observation point. In this work, the observed bivariate data can be written with the following form {x, £_1=I(X1≤ x), £_2=I(X2≤ x)}.The corresponding optimal design problems for parameter estimation under this type of bivariate data are discussed. For this kind of the multivariate responses with explanatory variables, their marginal distributions may be from different distributions. Copula model is a way to formulate the relationship of these responses, and the association between pairs of responses. Copula models for bivariate binary data are considered useful in practice due to its flexibility. In this dissertation for bivariate binary data, the marginal functions are assumed from exponential or Weibull distributions and two assumptions, independent or correlated, about the joint function between variables are considered. When the bivariate binary data is assumed correlated, the Clayton copula model is used as the joint cumulative distribution function. There are few works addressed the optimal design problems for bivariate binary data with copula models. The D-optimal designs aim at minimizing the volume of the confidence ellipsoid for estimating unknown parameters including the association parameter in bivariate copula models. They are used to determine the best observation points. Moreover, the Ds-optimal designs are mainly used for estimation of the important association parameter in Clayton model. The D- and Ds-optimal designs for the above copula model are found through the general equivalence theorem with numerical algorithm. Under different model assumptions, it is observed that the number of support points for D-optimal designs is at most as the number of model parameters for the numerical results. When the difference between the marginal distributions and the association are significant, the association becomes an influential factor which makes the number of supports gets larger. The performances of estimation based on optimal designs are reasonably well by simulation studies. In survival experiments, the experimenter customarily takes trials at some specific points such as the position of the 25, 50 and 75 percentile of distributions. Hence, we consider the design efficiencies when the design points for trials are at three or four particular percentiles. Although it is common in practice to take trials at several quantile positions, the allocations of the proportion of sample size also have great influence on the experimental results. To use a locally optimal design in practice, the prior information for models or parameters are needed. In case there is not enough prior knowledge about the models or parameters, it would be more flexible to use sequential experiments to obtain information in several stages. Hence with robustness consideration, a sequential procedure is proposed by combining D- and Ds-optimal designs under independent or correlated distribution in different stages of the experiment. The simulation results based on the sequential procedure are compared with those by the one step procedures. When the optimal designs obtained from an incorrect prior parameter values or distributions, those results may have poor efficiencies. The sample mean of estimators and corresponding optimal designs obtained from sequential procedure are close to the true values and the corresponding efficiencies are close to 1. Huster (1989) analyzed the corresponding modeling problems for the paired survival data and applied to the Diabetic Retinopathy Study. Huster (1989) considered the exponential and Weibull distributions as possible marginal distributions and the Clayton model as the joint function for the Diabetic Retinopathy data. This data was conducted by the National Eye Institute to assess the effectiveness of laser photocoagulation in delaying the onset of blindness in patients with diabetic retinopathy. This study can be viewed as a prior experiment and provide the experimenter some useful guidelines for collecting data in future studies. As an application with Diabetic Retinopathy Study, we develop optimal designs to collect suitable data and information for estimating the unknown model parameters. In the second part of this work, the optimal design problems for parameter estimations are considered for the type of proportional data. The nonlinear model, based on Jorgensen (1997) and named the dispersion model, provides a flexible class of non-normal distributions and is considered in this research. It can be applied in binary or count responses, as well as proportional outcomes. For continuous proportional data where responses are confined within the interval (0,1), the simplex dispersion model is considered here. D-optimal designs obtained through the corresponding equivalence theorem and the numerical results are presented. In the development of classical optimal design theory, weighted polynomial regression models with variance functions which depend on the explanatory variable have played an important role. The problem of constructing locally D-optimal designs for simplex dispersion model can be viewed as a weighted polynomial regression model with specific variance function. Due to the complex form of the weight function in the information matrix is considered as a rational function, an approximation of the weight function and the corresponding optimal designs are obtained with different parameters. These optimal designs are compared with those using the original weight function.

This dissertation investigates the God-world relationship between Joseph Bracken as a process theologian, Philip Clayton as a panentheist, and the open theism. They have affinities and differences as conversational partners in their multilayered relations. Their common question must be as follows: “What does it mean to believe in God today?” In this dissertation I compare their respectively theological perspectives and explore their affinities and differences. Many scholars have already noted more affinities than untenable differences among Bracken’s theology, Clayton’s panentheism, and the open theism. On the one hand, even though theological perspectives of Bracken and Clayton are obviously different from each other, they are both influenced in specific ways by Whitehead. On the other hand, open theism is a movement that emphasizes “the openness of God,” from within evangelical theism. The fact that there is even within classical theism the pursuit of new models of God such as revised classical theism or modified classical theism might suggest the need for contemporary models of God in philosophical theology. This dissertation will thus explore philosophical theologies that are proper both to the biblical faith and intellectual earnestness, that is, 居敬窮理 (geo (to live) kyeong (piety) kung (to acknowledge) li (reason)) in Eastern philosophy, which means distinctions but not separation between piety and intelligence, and that stand between classical theism and “orthodox” process theism. If there is no consistency among biblical, rational and existential descriptions of God, how can we establish philosophical theologies? Our theological task is to frame a new constructive theology whose primary aspect must synthesize both classical theism and process theology in the hermeneutical circle. For example, this new theism admits an infinitely qualitative difference between God and the world, as well as a really radical relation between God and the world. Aspects and domains do not encroach upon each other.

[pt] Esta dissertação tem por objetivo investigar como a crise do subprime impactou a estrutura de dependência entre os mercados emergentes e desenvolvidos, utilizando como proxy para esses mercados os índices MSCI (Morgan Stanley Capital International). A metodologia proposta é baseada na construção de distribuições bivariadas através de cópulas condicionais. A distribuição marginal de cada um dos índices é obtida via ajuste de modelos GARCH univariados e a modelagem de dependência é realizada através das cópulas normal, normal GAS (Generalised Autoregressive Score) e Joe- Clayton simétrica, considerando os parâmetros fixos (forma estática) ou variantes no tempo (forma dinâmica). Diante dos resultados obtidos, a cópula normal GAS (variantes no tempo) com quebra estrutural se mostrou a mais adequada para capturar a dependência entre os retornos dos mercados emergentes e desenvolvidos. Através do arcabouço utilizado pode-se verificar que as medidas de correlação e de dependência de cauda entre os mercados emergentes e desenvolvidos aumentaram significativamente no período da crise do suprime. Por fim, avaliou-se o ajuste das diversas cópulas aqui propostas via VaR (Value at Risk), verificando-se que a cópula normal GAS apresentou o melhor ajuste. / [en] The aim of this dissertation is to analyze how the subprime crisis impacted the dependence structure among the emerging and developed markets by using the MSCI (Morgan Stanley Capital International) market index as proxy for each of these markets. The proposed methodology is based on the construction of bivariate distributions via conditional copulas. The marginal distribution for each of the indexes makes use of univariate GARCH models and model dependence is captured via the following copulas: normal, normal GAS (Generalised Autoregressive Score) and Joe-Clayton symmetric considering both fixed parameters (static framework) and time varying parameters (dynamic framework). Our results show that the normal GAS copula with structural break was the most adequate to capture dependence between the returns of emerging and developed markets. Throughout the proposed framework it was possible to infer that correlation and tail dependence measures between these markets sharply increased during the subprime crisis. Finally VaR (Value at Risk) coverage was used as goodness of fit measure, and on this metric the normal GAS copula has also outperformed the others.

It is of great importance to find an analytical copula that will represent the empirical lower tail dependence. In this study, the pairwise empirical copula are estimated using data of the S&P 500 stocks during the period 2007-2010.Different optimization methods and measures of dependence have been used to fit Gaussian, t and Clayton copula to the empirical copulas, in order to represent the empirical lower tail dependence. These different measures of dependence and optimization methods with their restrictions, point at different analytical copulas being optimal. In this study the t copula with 5 degrees of freedom is giving the most fulfilling result, when it comes to representing lower tail dependence. The t copula with 5 degrees of freedom gives the best representation of empirical lower tail dependence, whether one uses the 'Empirical maximum likelihood estimator', or 'Equal Ƭ' as an approach.

Is the collapse of the traditional banking industry imminent? Although this is a thoughtprovoking statement and numerous arguments could be made for its inevitable demise in the faceof the fast moving and highly innovative Fintech industry, the fact remains that the traditionalbanking industry still serves as the primary financial intermediary when it comes to almost all ofour financial needs. But what if this wasn't the case? The rise of the Fintech industry has broughtwith it a tidal wave of new innovations and technologies that have in more recent yearschallenged the traditional banking industries' unassailable position in the credit market. Onerelatively new phenomena in the Fintech industry is Peer-to-Peer lending (P2P). Is this newphenomena here to stay and can it possibly cause tremendous damage to the existing incumbent’sposition in the industry? For this study we decided to investigate the relationship between peer to peer lending and thetraditional banking industry in Sweden for a variety of reasons. Firstly, P2P lending challengesthe banks dominance in their most profitable sector which is lending. This is because P2Plending bypasses the banks role in this financial transaction, cutting them out as middlemen inthe lending process by connecting the lender and borrower directly. Furthermore, P2P lending isable to provide better interest rates due to lower operational costs as well as a faster loanapproval process as well as being able to target isolated and underserved customer segmentsthought to be outside of the banks risk parameters. These factors put together present a unique challenge to the banks in terms of competition anddisruption. Our research investigated whether or not the P2P lending platforms in Sweden did infact cause disruption to the traditional banking industry or if they were creating a separate marketindependent from the traditional banking industry. The purpose of our study was to illuminatethe relationship between P2P lending and the traditional banking industry in a developedeconomy in order to contribute to the ongoing debate about the impacts that P2P lending has onthe banking industry. In our research and through our empirical findings we arrived at some very interestingconclusions. The banking industry is indeed being challenged and slowly pushed out of theconsumer lending sector, although to attribute this solely to P2P lending would be incorrect.Furthermore, although all of the banks we interviewed agreed that P2P lending was not a threatfrom a strategic viewpoint, the argument could also be made that disruption is occurring asincumbent firms ignore the needs of those downmarket and as a result new entrants thentargeting these customer segments gain traction and eventually target incumbent firms mostprofitable customer segment. Our findings conclude that P2P lending has indeed causeddisruption in the traditional banking industry although the level of disruption caused by P2Plending specifically is still up to debate.

The overall goal of this thesis project was to explore principles of sustainable development through planning and design. A 60-hectare site was chosen in Surrey, where two different community plans were designed based on the proposed Clayton general land use plan. The first community plan was based on typical or status quo development principles. The second community plan was based on alternative or sustainable principles of development as described in the East Clayton Neighbourhood Concept Plan. These two plans were then compared using nine different economic, ecological and social parameters. Further detailed design was then done for two areas on the alternative community plan; Stormwater Park, an integrated park and school site, and the Community Garden. Typical residential and commercial streets were also illustrated in detail.

The overall goal of this thesis project was to explore principles of sustainable development through planning and design. A 60-hectare site was chosen in Surrey, where two different community plans were designed based on the proposed Clayton general land use plan. The first community plan was based on typical or status quo development principles. The second community plan was based on alternative or sustainable principles of development as described in the East Clayton Neighbourhood Concept Plan. These two plans were then compared using nine different economic, ecological and social parameters. Further detailed design was then done for two areas on the alternative community plan; Stormwater Park, an integrated park and school site, and the Community Garden. Typical residential and commercial streets were also illustrated in detail. / Applied Science, Faculty of / Architecture and Landscape Architecture (SALA), School of / Graduate

現今在處理財務資料的過程當中，通常對於資料的分配特性是未知的，然而 透過關聯結構可以較容易的得知資料的聯合機率分配，但要如何得知資料是最 適合配適何種關聯結構呢？為了解決這個問題，Dobric & Schmid (2005, "Testing Goodness of Fit for Parametric Families of Copulas ---Application to Financial Data",Communication in Statistics: Simulation and Computation, 34,pp.1053-1068) 提 出了針對在二維關聯結構的方法---卡方適合度檢定，來檢視資料配適多種關 聯結構是否恰當。本篇論文延續著 Dobric & Schmid(2005)所提出的方 法，把資料配適二維關聯結構的情形推廣到三維上面來探討，並檢視類股間日 漲跌幅資料配適關聯結構的情形。模擬方面，利用蒙地卡羅模擬法，探討五種 三維關聯結構中卡方適合度檢定的模擬結果以及檢定力曲線的表現。實證方 面，以台灣股票市場為例，選取四個建築相關類股的日內 (Intra- day)股 價漲跌幅資料，檢定實際資料配適五種關聯結構的情形，並進一步了解實際資 料配適何種關聯結構最恰當，從實證研究得知可以發現實際資料配適 Normal、 Clayton、 Frank 和 Gumbel 關聯結構的表現並不佳，唯獨在 配適 t關聯結構最恰當，尤其是自由度為3或4的t關聯結構表現較佳。 關鍵字: 關聯結構，卡方適合度檢定，Normal 關聯結構，Clayton 關聯結 構，t關聯結構，Frank 關聯結構，Gumbel 關聯結構，日內(Intra-day) 價漲跌幅

The purpose of my assignment is to summarize facts, thoughts and assumptions and provide Progressive Era analyses in relation to the 1912 presidential elections. The respective campaigns of Theodore Roosevelt and Woodrow Wilson can -- in general terms - be considered as a contest between the theoretical and the practical. This was evident in their varying approaches to both economic and social issues. Even within the Progressivism there were different points of view on the liberalism in the American democracy and strategic issues such as tax, customs duties and anti-monopoly policies. I will specifically examine this disparity in context of the social struggle between concentrated and organized capitalism and the progressive labor movement. Who were the people designing their election platforms, defining the state politics and consequently creating the rules? What was their vision? And what assumptions underlined their thinking? Have their ideas and its application in politics been successful? Finally, what was their political legacy in American society today?