The mechanism of metal material failure due to inelastic cyclic deformations is commonly described as Low-Cycle Fatigue (LCF). Fracture in steel structures caused by earthquakes can be associated with this mechanism. Mathematical expressions describing the material deterioration due to LCF are often referred to as LCF laws. The accurate determination of the safety of steel structures against earthquake-induced failure requires the use of LCF laws which have been sufficiently validated with experimental test data. The present study combined experimental testing and computational simulation to enhance the understanding of structural steel fracture due to LCF. The experiments were conducted in specimens extracted from the flat and corner regions of two rectangular steel hollow sections with different thickness. A total of 60 cylindrical specimens with a circumferential notch were subjected to different combinations of axial and torsional loading. The loading protocols and notch geometry were designed to produce different stress states at the location of fracture initiation. Finite element analyses were conducted to obtain the stress state and inelastic strains at the fracture initiation location. This information was then used for the calibration of five existing LCF laws. The calibration also allowed the comparative evaluation of the capability of the different laws to capture fracture initiation for different stress states, with a single set of values for the various parameters. The accuracy of the calibrated LCF laws to predict fracture initiation in a large-scale test was also investigated. To this end, a test was conducted on a rectangular steel tube subjected to cyclic axial loading. A finite element analysis of this test was conducted, and predictions of the instant and location of fracture initiation using the calibrated LCF laws were compared with the experimental observations. / Doctor of Philosophy / The mechanism of material failure due to repeated cycles of large deformations is denoted as Low-Cycle Fatigue (LCF); this failure mechanism can occur in steel structures subjected to loading conditions such as those induced by earthquakes. Mathematical expressions that evaluate the material deterioration due to LCF are often used to predict the instant and location of fracture initiation in small-scale and large-scale tests. An experimental program was conducted for the study of fracture associated with LCF. A total of 60 specimens were fabricated with material extracted from the flat and corner regions of two rectangular steel tubes; the applied loads elongated and/or twisted the specimens until they ruptured. Computational simulations of these tests were conducted to obtain key information at the location of the observed fracture initiation. This information was used to adjust five mathematical expressions suggested by previous researchers that could predict the same instant of fracture initiation observed in the experiments. The accuracy of the predictions from each of these mathematical expressions was evaluated. The accuracy of these mathematical expressions to predict fracture initiation in a large-scale test was also investigated. To this end, an experiment was conducted on a rectangular steel tube subjected to repeated cycles of deformation. A computational simulation of this test was also developed, and predictions of the instant and location of fracture initiation were compared with the experimental observations.

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Dans ce mémoire, on étudie la distribution empirique des estimateurs de vraisemblance maximale pour des processus affines, basés sur des observations à temps discret. On examine d'abord le cas où le processus est directement observable. Ensuite, on regarde ce qu'il advient lorsque seule une transformation affine du processus est observable, une situation typique dans les applications financières. Deux approches sont alors considérées: maximisation de la vraisemblance exacte ou maximisation d'une quasi-vraisemblance obtenue du filtre de Kalman. ______________________________________________________________________________ MOTS-CLÉS DE L’AUTEUR : Estimation de vraisemblance maximale, Processus affines, Obligation à l'escompte, Quasi-vraisemblance, Filtre de Kalman.

Recently, a new e-commerce business model is booming. It is an electronic-coupon based group-buying model. Its prosperous development has formed a big online group-buying market in which many new websites run similar electronic-coupon based group-buying models. This new electronic-coupon based group-buying model is very different from the traditional one. It is not only that the main type of the products is service-oriented, but also that the object of transaction is electronic coupons which provide the consumers privileges of getting the services in a limited time period. It completely changes consumer behaviors. For these reasons, this study explores how the electronic-coupon based group-buying model succeeds by reviewing the literature and analyzing the data collected from the online website. The results show that both the promotion price and discount rate impact the group-buying performance but the discount rate will have more impact than the promotion price. Further, the limited sale is a good strategy to improve the group-buying performance. Overall, the electronic-coupon based group-buying model performs well in restaurants, cinemas and entertainment industries.

This thesis uses Spline-based model, which was developed by McCulloch, and parsimonious model, which was developed by Nelson-Siegel, to estimate the yield curves of zero-coupon bonds in Turkey. In this thesis, we construct the data by using Turkish secondary government zero-coupon bond data, which contain the data from January 2005 to June 2005. After that, relative performances of models are compared using in-sample goodness of fit. As a result, we see that performance of McCulloch model in fitting yield is better than that of Nelson-Siegel model.

This paper examines the impact of credit rating migration in determining optimal capital structure. The models we propose capture empirical behavior in two ways; the behavior of linking firm¡¦s rating to the promised coupons and the behavior of targeting minimum rating. We find that as long as the rating at issuing time is not too low, tax shields of the rating-linked coupon debt are larger than those of standard debt with the same par, and hence, optimal leverage usage of the firm with the rating- linked coupon scheme is greater. Further, we also show that the behavior of targeting a minimum rating causes mean-reverting leverage dynamics. Managers are appeared to make over-repurchase choices for adjusting the current rating back to the initial target following a downgrade from target minimum rating.

The self-power map is the function from the set of natural numbers to itself which sends the number $n$ to $n^n$. Motivated by applications to cryptography, we consider the image of this map modulo a prime $p$. We study the question of how large $x$ must be so that $n^n \equiv a \bmod p$ has a solution with $1 \le n \le x$, for every residue class $a$ modulo $p$. While $n^n \bmod p$ is not uniformly distributed, it does appear to behave in certain ways as a random function. We give a heuristic argument to show that the expected $x$ is approximately ${p^2\log \phi(p-1)/\phi(p-1)}$, using the coupon collector problem as a model. Rigorously, we prove the bound $x <p^{2-\alpha}$ for sufficiently large $p$ and a fixed constant $\alpha > 0$ independent of $p$, using a counting argument and exponential sum bounds. Additionally, we prove nontrivial bounds on the number of solutions of $n^n \equiv a \bmod p$ for a fixed residue class $a$ when $1 \le n \le x$, extending the known bounds when $1 \le n \le p-1$.

The self-power map is the function from the set of natural numbers to itself which sends the number $n$ to $n^n$. Motivated by applications to cryptography, we consider the image of this map modulo a prime $p$. We study the question of how large $x$ must be so that $n^n \equiv a \bmod p$ has a solution with $1 \le n \le x$, for every residue class $a$ modulo $p$. While $n^n \bmod p$ is not uniformly distributed, it does appear to behave in certain ways as a random function. We give a heuristic argument to show that the expected $x$ is approximately ${p^2\log \phi(p-1)/\phi(p-1)}$, using the coupon collector problem as a model. Rigorously, we prove the bound $x <p^{2-\alpha}$ for sufficiently large $p$ and a fixed constant $\alpha > 0$ independent of $p$, using a counting argument and exponential sum bounds. Additionally, we prove nontrivial bounds on the number of solutions of $n^n \equiv a \bmod p$ for a fixed residue class $a$ when $1 \le n \le x$, extending the known bounds when $1 \le n \le p-1$.

This thesis specializes in the concept of daily deals on the Internet, therefore in relatively new form of sales promotion. Thesis is charting the market on which portals of daily deals operate; to find reasons for quick expansion of this marketing tool in the Czech Republic. The goal of the thesis is to introduce the concept of daily deals through the Internet, to chart the market of daily deals in the Czech Republic and in the whole world and, above all, to create recommendations for people, who are interested in this type of e-commerce. The part of the thesis is research of customers' perception of such portals. The research is the base for examination of the defined hypothesis and simultaneously is the base for identification of the main risks while selling through the portals for daily deals. Findings from the research are used for processing recommendations for companies or entrepreneurs, who are interested in using this marketing tool.

This report investigates the relationship between the yield volatility and the price volatility in the Swedish market. The method given in our report can be used to analyze any market with appropriate data set. We have used a time-series data of interest rate yield curves from Swedish government bonds. The curves are bootstrapped from the bills and bonds. The linear interpolation on these curves results in the nodes i.e. 1Y, 2Y,..., 10Y. We also need prices for instruments. A good choice is to use the synthetic government bonds namely SE GVB 2Y, SE GVB 5Y, and SE GVB 10Y. They are issued every day with maturity 2, 5, and 10 years. We also use the time-series of these bonds. These bonds have a yearly coupon of 6%. We can get zero-coupon values of these bonds by stripping their coupons using the interest rate yield curves. We have time-series data of zero-coupon prices with maturities 2, 5, and 10 years and time-series data of interest rates with the same tenors. We can use our data to calculate their respective volatilities to investigate how they are related to each other.