abstract: The residential building sector accounts for more than 26% of the global energy consumption and 17% of global CO2 emissions. Due to the low cost of electricity in Kuwait and increase of population, Kuwaiti electricity consumption tripled during the past 30 years and is expected to increase by 20% by 2027. In this dissertation, a framework is developed to assess energy savings techniques to help policy-makers make educated decisions. The Kuwait residential energy outlook is studied by modeling the baseline energy consumption and the diffusion of energy conservation measures (ECMs) to identify the impacts on household energy consumption and CO2 emissions. The energy resources and power generation in Kuwait were studied. The characteristics of the residential buildings along with energy codes of practice were investigated and four building archetypes were developed. Moreover, a baseline of end-use electricity consumption and demand was developed. Furthermore, the baseline energy consumption and demand were projected till 2040. It was found that by 2040, energy consumption would double with most of the usage being from AC. While with lighting, there is a negligible increase in consumption due to a projected shift towards more efficient lighting. Peak demand loads are expected to increase by an average growth rate of 2.9% per year. Moreover, the diffusion of different ECMs in the residential sector was modeled through four diffusion scenarios to estimate ECM adoption rates. ECMs’ impact on CO2 emissions and energy consumption of residential buildings in Kuwait was evaluated and the cost of conserved energy (CCE) and annual energy savings for each measure was calculated. AC ECMs exhibited the highest cumulative savings, whereas lighting ECMs showed an immediate energy impact. None of the ECMs in the study were cost effective due to the high subsidy rate (95%), therefore, the impact of ECMs at different subsidy and rebate rates was studied. At 75% subsidized utility price and 40% rebate only on appliances, most of ECMs will be cost effective with high energy savings. Moreover, by imposing charges of $35/ton of CO2, most ECMs will be cost effective. / Dissertation/Thesis / Doctoral Dissertation Mechanical Engineering 2019

<p>The purpose of this study is to identify an impact on an option pricing within NASDAQ OMX Stockholm Market, if the underlying</p><p>asset prices include jumps. The current financial crisis, when jumps are much more evident than ever, makes this issue very actual and important in the global sense for the portfolio hedging and other risk management applications for example for the banking sector. Therefore, an investigation is based on OMXS30 Index and SEB A Bank. To detect jumps the Barndorff-Nielsen and Shephard non-parametric bipower variation test is used. First it is examined on simulations, to be finally implemented on the real data. An affirmation of a jumps occurrence requires to apply an appropriate model for the option pricing. For this purpose the Kou model, a double exponential jump-diffusion one, is proposed, as it incorporates essential stylized facts not available for another models. Th parameters in the model are estimated by a new approach - a combined cumulant matching with lambda taken from the Barrndorff-Nielsen and Shephard test. To evaluate how the Kou model manages on the option pricing, it is compared to the Black-Scholes model and to the real prices of European call options from the Stockholm Stock Exchange. The results show that the Kou model outperforms the latter.</p>

The purpose of this study is to identify an impact on an option pricing within NASDAQ OMX Stockholm Market, if the underlying asset prices include jumps. The current financial crisis, when jumps are much more evident than ever, makes this issue very actual and important in the global sense for the portfolio hedging and other risk management applications for example for the banking sector. Therefore, an investigation is based on OMXS30 Index and SEB A Bank. To detect jumps the Barndorff-Nielsen and Shephard non-parametric bipower variation test is used. First it is examined on simulations, to be finally implemented on the real data. An affirmation of a jumps occurrence requires to apply an appropriate model for the option pricing. For this purpose the Kou model, a double exponential jump-diffusion one, is proposed, as it incorporates essential stylized facts not available for another models. Th parameters in the model are estimated by a new approach - a combined cumulant matching with lambda taken from the Barrndorff-Nielsen and Shephard test. To evaluate how the Kou model manages on the option pricing, it is compared to the Black-Scholes model and to the real prices of European call options from the Stockholm Stock Exchange. The results show that the Kou model outperforms the latter.

In the literature, many methods are proposed to value American options. However, due to computational difficulty, there are only approximate solution or numerical method to evaluate American options. It is not easy for general investors either to understand nor to apply. In this thesis, we build up an option pricing and virtual asset model system, which provides a friendly environment for general public to calculate early exercise boundary of an American option. This system modularize the well-handled pricing models to provide the investors an easy way to value American options without learning difficult financial theories. The system consists two parts: the first one is an option pricing system, the other one is an asset model simulation system. The option pricing system provides various option pricing methods to the users; the virtual asset model system generates virtual asset prices for different underlying models.

In this thesis, we expand the option pricing and virtual asset model system by Cheng (2005) and include new simulations and maximum likelihood estimation of the parameter of the stochastic differential equations. For easy manipulation of general users, the interface of original option pricing system is modified. In addition, in order to let the system more completely, some stochastic models and methods of pricing and estimation are added. This system can be divided into three major parts. One is an option pricing system; The second is an asset model simulation system; The last is estimation system of the parameter of the model. Finally, the analysis for the data of network are carried out. The differences of the prices between estimator of this system and real market are compared.

In this paper, we investigate the problem of estimating the autocorrelation of squared returns modeled by diffusion processes with data observed at non-equi-spaced discrete times. Throughout, we will suppose that the stock price processes evolve in continuous time as the Heston-type stochastic volatility processes and the transactions arrive randomly according to a Poisson process. In order to estimate the autocorrelation at a fixed delay, the original non-equispaced data will be synchronized. When imputing missing data, we adopt the previous-tick interpolation scheme. Asymptotic property of the sample autocorrelation of squared returns based on the previous-tick synchronized data will be investigated. Simulation studies are performed and applications to real examples are illustrated.

Orientador: Maria Regina Wolf Maciel / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Quimica / Made available in DSpace on 2018-08-08T23:42:41Z (GMT). No. of bitstreams: 1 Perioto_FabianoRomero_D.pdf: 1193759 bytes, checksum: 59c15d9b760f3098c6e92c822d878e78 (MD5) Previous issue date: 2007 / Resumo: Neste trabalho de tese, foram realizadas a modelagem e a simulação dos processos de separação pervaporação e osmose inversa aplicados a sistemas binários. A premissa empregada foi o desenvolvimento de metodologias de predição das variáveis de processo da pervaporação e osmose inversa independentes de dados experimentais destes processos; os dados necessários para a predição destas variáveis foram propriedades fundamentais dos componentes puros da alimentação. A partir de uma revisão bibliográfica dos modelos existentes para o processo de pervaporação, foi definida uma metodologia de predição das variáveis de processo baseado no modelo solução-difusão. A etapa inicial da metodologia foi o desenvolvimento de um programa de cálculo das composições de sorção na membrana, baseado no modelo UNIQUAC e no método de contribuição de grupos UNIFAC, adaptados ao uso de polímeros. O programa foi validado pela aplicação a sistemas ideais e não-ideais sob o ponto de vista termodinâmico. Os resultados empregando o modelo UNIQUAC apresentaram boaconcordância com os dados experimentais; no caso dos resultados obtidos via UNIFAC para solventes orgânicos obteve-se um bom ajuste dos dados experimentais, mas, no caso da água, os resultados obtidos pelo modelo não foram adequados. Na segunda etapa da metodologia, foram realizados o estudo da predição do coeficiente de difusão na membrana, a partir do modelo do volume livre, seguindo a abordagem de Fick e Maxwell-Stefan; a determinação dos parâmetros necessários ao respectivo modelo; a aplicação a casos estudos e uma análise paramétrica. Os resultados obtidos concordaram bem com os dados experimentais. Com isto, a partir dos valores de sorção e coeficientes de difusão, foi elaborado um programa para a predição do processo de pervaporação; o programa foi aplicado a casos estudos citados na literatura. Foi também estudada a aplicação da pervaporação ao sistema fenol-água, considerando uma membrana de poli (dimetil siloxano) como agente de separação. Os resultados concordaram bem com os dados experimentais disponíveis e mostraram que uma melhor seletividade e performance de separação foram obtidos em concentrações de fenol na alimentação inferiores a 0,2 % molar. A etapa final do trabalho foi a elaboração de um programa para simulação do processo de osmose inversa tendo como base um modelo derivado da mecânica-estatística. A partir dos parâmetros do modelo, foram preditos a rejeição e fluxo do permeado da mistura etanol-água em uma membrana de poliamida. O coeficiente de difusão de Maxwell-Stefan em alta pressão foi predito e empregado na simulação da osmose inversa / Abstract: In this work, the modelling and simulation of pervaporation and reverse osmosis processes for binary mixtures were carried out. The development of prediction methodologies for process variables of pervaporation and reverse osmosis without the necessity of experimental data was the general guideline followed; the experimental data used in these methodologies were the fundamental properties of pure components of feed. Based on the literature review for available models for pervaporation process, a prediction methodology according to the solution-difusion model was choosen and developed. The inicial step for the methodology elaboration was the development of a software for sorption composition determination in the membrane, based on the UNIQUAC model and UNIFAC group contribution method, both suitable for polymer applications. The software was validated applying it forideal and non-ideal systems on thermodynamic viewpoint. The results obtained according to the UNIQUAC model agreed well with experimental data; in the case of the results obtained by the UNIFAC method when applied for organic solvents, it was obtained a good agreement with experimental data, but, on the other hand, for the water, the results showed that the model must be improved. In the second step of methodology development, the study of the prediction of the diffusion coefficient in the membrane according Fick and Maxwell-Stefan approaches, the determination of models parameters, the validation of the prediction method with experimental data and a parametric sensitivity analysis were carried out. The results agreed well with experimental data. So, using the sorption compositions and diffusion coeficients calculated, it was developed a software for pervaporation prediction; the software was applied for some cases of literature. It was also studied the application of pervaporation to phenol-water system using poly(dimethylsiloxane) as selective barrier. The results agreed well with available experimental data and showed that a best selectivity and separation performance were achieved for phenol concentration lesser than 0.2% molar in the feed side. The final step of this work was the development of a software for simulation of reverse osmosis process based on a mecanical-statistical model. By using the model parameters, the rejection and permeate flux of ethanol-water mixture were predicted in a poliamide membrane. The diffusion coefficient of Maxwell-Stefan in high pressure was predicted and used in the reverse osmosis simulation / Doutorado / Desenvolvimento de Processos Químicos / Doutor em Engenharia Química

Depuis la découverte des médicaments, leur consommation est en constante augmentation. Cependant, leur utilisation n’est pas dépourvue de risques ; ainsi, la sécurité du médicament occupe un intérêt particulier dans les systèmes de soins et l’iatrogénie médicamenteuse représente un problème majeur de santé publique. La sécurisation du circuit du médicament impliquant les différents professionnels de santé et le patient favorise la réduction de cette iatrogénie. Plusieurs travaux de recherche ont démontré que les problèmes iatrogènes survenaient en majorité au cours de la prescription. Ainsi, l’implication du pharmacien dans la politique des soins et son intervention lors de l’analyse des prescriptions constituent des éléments clés dans la prévention des événements iatrogènes médicamenteux. Par conséquent, nous nous sommes intéressés au thème des bonnes pratiques d’interventions pharmaceutiques, leur codification, leur documentation, leur impact et leur diffusion. D’abord, nous avons mené un état des lieux sur les observatoires documentant des interventions pharmaceutiques. Cette revue systématique de la littérature a mis en lumière la rareté des observatoires documentant des pratiques de pharmacie clinique (i.e. : pratiques d’interventions) par rapport à ceux s’intéressant uniquement à la détection des problèmes iatrogènes. Ensuite, nous avons étudié les données de l’observatoire Act-IP© afin d’analyser une masse importante d’interventions pharmaceutiques pour caractériser les pratiques d’analyse pharmaceutique en France. Cette analyse a révélé une variabilité des pratiques entre les disciplines. De plus, elle a révélé que le problème de surdosage est le plus identifié par les pharmaciens cliniciens. Un nombre faible de médicaments était à l’origine de tous les problèmes pharmacothérapeutiques identifiés. Concernant la pertinence de l’intervention pharmaceutique, nous avons identifié que le type de l’intervention, la classe médicamenteuse impliquée et l’intégration du pharmacien dans les unités de soins peuvent influencer l’acceptation de l’intervention par le prescripteur. Puis, nous avons mené l’étude DACLI-DIP visant à tester un modèle de diffusion de ces pratiques bien structurées et bien développées en France, dans un autre contexte en l’appliquant à la pratique hospitalière au Liban. Après la mise en œuvre, la formation des pharmaciens libanais et le contrôle-qualité de la documentation, les interventions pharmaceutiques menées ont été codifiées et documentées selon la même méthode que dans l’observatoire Act-IP©. L’analyse des données collectées a révélé un profil de problèmes et d’interventions en cohérence avec ceux d’autres travaux internationaux. Elle a montré que les interventions pharmaceutiques ont un impact clinique significatif positif et un impact organisationnel favorable. L’analyse a mis en évidence que les problèmes de « non-conformité aux référentiels/CI » à impact clinique modéré conduisaient aux interventions pharmaceutiques les plus acceptées par les prescripteurs. Au vu de ces résultats, il apparaît que le déploiement de l’outil Act-IP© associé à une standardisation des pratiques de codification et de documentation des interventions pharmaceutiques, est un moyen de promouvoir les activités de pharmacie clinique et leur impact bénéfique sur le système de soins. Pour les études futures, le modèle testé dans le contexte libanais pourrait servir de modèle de diffusion des services pharmaceutiques dans d’autres pays n’ayant pas encore développé les activités de pharmacie clinique. / Since the discovery of drugs, their consumption is constantly increasing. However, their use is not without risks; thus, patient safety is the main goal of each therapeutic strategy in the system of health care, and iatrogenic problems are a major public health problem. Securing the circuit of the drug involving different health care professionals and the patient promotes the reduction of these iatrogenic problems. Several studies have shown that the majority of iatrogenic problems occur during prescribing. Thus, the involvement of the pharmacist in the care policy and its intervention during medication review are key elements in the prevention of iatrogenic drug events. As a result, we focused on the good pharmacists’ interventions’ practices, their coding, their documentation, their impact and their diffusion. First, we conducted a state of knowledge on observatories documenting pharmacists’ interventions. This systematic review has highlighted the scarcity of observatories documenting clinical pharmacy practices (i.e. interventions’ practices) compared to those focusing solely on the detection of iatrogenic problems. Next, we studied data from the Act-IP© observatory in order to analyze a big data of pharmacists’ interventions to characterize the pharmaceutical analysis practices in France. This analysis revealed a variability of practices across ward specialties. In addition, it revealed that the problem of overdose is the most identified by clinical pharmacists. It highlights also that problems and interventions in daily routine practices concern few drugs. Regarding the relevance of the pharmacist’s intervention, we have identified several factors that may affect the acceptance of the intervention by the prescriber such as the drug class involved, the intervention’s type and the integration of the pharmacist in the care units. Then, we conducted the study DACLI-DIP to test a model of diffusion of these well-structured and well-developed practices in France, in another context by applying it to the hospital practices in Lebanon. After the implementation, the training of Lebanese pharmacists and the quality control of the documentation, pharmacists’ interventions carried out were codified and documented according to the same method as in the Act-IP© observatory. The analysis of the collected data revealed a profile of problems and interventions in coherence with those of other international works. It has shown that pharmacists’ interventions have a significant positive clinical impact and a favorable organizational impact. The analysis revealed that the problems of “non-conformity to guidelines/CI” with moderate clinical impact led to the most accepted pharmacists’ interventions by the prescribers. In view of these results, it appears that the deployment of the Act-IP© tool associated with a standardization of codification’s practices and documentation of pharmacists’ interventions, is a way to promote clinical pharmacy activities and their beneficial impact on the system of care. For future studies, the model tested in the Lebanese context could help as a model for the diffusion of pharmaceutical services in other countries that have not yet developed clinical pharmacy activities.

Challenges within the field of pathology leads to a high workload for pathologists. Machine learning has the ability to assist pathologists in their daily work and has shown good performance in a research setting. Anomaly detection is useful for preventing machine learning models used for classification and segmentation to be applied on data outside of the training distribution of the model. The purpose of this work was to create an optimal anomaly detection pipeline for digital pathology data using a latent diffusion model and various image similarity metrics. An anomaly detection pipeline was created which used a partial diffusion process, a combined similarity metric containing the result of multiple other similarity metrics and a contrast matching strategy for better anomaly detection performance. The anomaly detection pipeline had a good performance in an out-of-distribution detection task with an ROC-AUC score of 0.90. / <p>Examensarbetet är utfört vid Institutionen för teknik och naturvetenskap (ITN) vid Tekniska fakulteten, Linköpings universitet</p>

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