abstract: In the past decade, real-world applications of Vertical Take-Off and Landing (VTOL) Unmanned Aerial Vehicles (UAV) have increased significantly. There has been growing interest in one of these types of UAVs, called a tail-sitter UAV, due to its VTOL and cruise capabilities. This thesis presents the fabrication of a spherical tail-sitter UAV and derives a nonlinear mathematical model of its dynamics. The singularity in the attitude kinematics of the vehicle is avoided using Modified Rodrigues Parameters (MRP). The model parameters of the fabricated vehicle are calculated using the bifilar pendulum method, a motor stand, and ANSYS simulation software. Then the trim conditions at hover are calculated for the nonlinear model, and the rotational dynamics of the model are linearized around the equilibrium state with the calculated trim conditions. Robust controllers are designed to stabilize the UAV in hover using the H2 control and H-infinity control methodologies. For H2 control design, Linear Quadratic Gaussian (LQG) control is used. For the H infinity control design, Linear Matrix Inequalities (LMI) with frequency-dependent weights are derived and solved using the MATLAB toolbox YALMIP. In addition, a nonlinear controller is designed using the Sum-of-Squares (SOS) method to implement large-angle maneuvers for transitions between horizontal flight and vertical flight. Finally, the linear controllers are implemented in the fabricated spherical tail-sitter UAV for experimental validation. The performance trade-offs and the response of the UAV with the linear and nonlinear controllers are discussed in detail. / Dissertation/Thesis / Masters Thesis Aerospace Engineering 2018

Esta pesquisa analisa o efeito de dois sistemas de restrição de atividade física - imobilização gessada e suspensão pela cauda sobre o osso longo e a vértebra, e compara esses dois modelos com a utilização de algumas propriedades mecânicas que refletem a resistência óssea. Foram utilizadas 36 ratas que, aos 90 dias de idade, foram divididas em três grupos: 10 constituíram o controle (sem tratamento), nove tiveram todo o membro inferior direito imobilizado por três semanas e 12 animais ficaram suspensos pela cauda por três semanas. Cinco animais foram descartados. Ao fim do tempo de observação foram retirados o fêmur e a tíbia do membro posterior direito e a última vértebra lombar. A tíbia foi submetida a ensaio mecânico em três pontos até a fratura. Do fêmur foram retirados corpos de prova retangulares da face anterior do terço médio da diáfise que também foram submetidos a ensaios de flexão em três pontos. Da última vértebra lombar foi obtida uma secção transversal da região média do seu corpo e ensaiada em compressão. Os parâmetros analizados foram carga máxima e tenacidade. Os resultados mostraram que ambos os métodos causaram enfraquecimento do osso longo, embora não tenha sido possível uma comparação precisa entre eles. Entretanto, para o corpo vertebral, a imobilização gessada causou enfraquecimento do osso, enquanto que a suspensão pela cauda causou seu fortalecimento, provavelmente em decorrência de maiores esforços mecânicos aplicados na região ao se manter o animal suspenso. / The effect of two systems of physical restriction - cast immobilization and tail suspension were studied on the rat long bones and vertebra through mechanical tests. Thirty-six 90 days old female rats were used and divided into three groups: ten were allocated to control and did not receive any treatment. Nine rats had the right posterior limb immobilized in a plaster cast and 12 animals were suspended by the tail. The observation period was three weeks for all the animals. After being killed, the right femur, right tibia and the last lombar vertebra were harvested. Three point mechanical compression tests were performed for the entire tibia whereas for the femur samples from the mid-diaphysis were collected and tested in flexion. The vertebrae were tested in compression at the cancellous bone region. The overall results showed that both methods caused a weakening of the long bones although it was not possible to establish a close comparison between them. For the vertebrae, the cast caused their weakening and, conversely, the tail suspension strengthened the cancellous bone. This result was seen as a biological response to an increased mechanical demand that possibly occur in the lombar region in the suspended position.

DeMiguel, Garlappi e Uppal (2009) fizeram a comparação da regra 1/N ou de Talmud com 14 modelos de otimização que vieram depois do trabalho de Markowitz (1952). As conclusões mostraram que todos os modelos de alocação ótima analisados tiveram um desempenho inferior ao da regra de Talmud. Tu e Zhou (2011) propuseram uma combinação entre Markowitz e Talmud para que tal modelo superasse Talmud. Os resultados obtidos foram satisfatórios. A desconsideração dos eventos extremos (dependência assimétrica ou caudal) durante o processo de construção de carteiras poderá diminuir as habilidades dos gestores de ativos em reduzir o risco através da diversificação. A modelagem de cópulas sobre os retornos dos ativos nos permite calcular uma alternativa para medir a dependência dos ativos em eventos extremos através do índice de dependência caudal inferior. Hatherley e Alcock (2007) relataram que o modelo de Markowitz tende a subestimar as perdas potenciais que venham a ocorrer na presença de eventos extremos de mercado (crashes) para um determinado nível de retorno esperado. Verificamos se as estratégias com dependência caudal superaram Talmud, o modelo de Markowitz e o modelo de Tu e Zhou (2011) através da simulação de 1.000 carteiras com 3, 5, 10 e 20 ativos escolhidos ao acaso do índice DJIA no período de 03/1990 até 12/2012. Concluímos que os modelos de dependência caudal e o de Markowitz tiveram uma desempenho fora da amostra superior ao Talmud e ao modelo de Tu e Zhou (2011) para as carteiras com 3, 5, 10 e 20 ativos. A estratégia com dependência caudal superou Markowitz, em termos de retorno acumulado, em mais de 60% dos meses considerados em todas as análises. Os resultados apontam que a regra de Talmud deve ser descartada num contexto de construção de carteiras com ações frente à estratégia com dependência caudal. / DeMiguel, Garlappi and Uppal (2009) made a comparison of rule 1 / N or Talmud with most optimization techniques that followed the work of Markowitz (1952). The conclusions were devastating for all asset allocation models in the context of portfolios combined with other portfolios. Tu and Zhou (2011) proposed a combination between Markowitz and Talmud to overcome such a rule Talmud. The results were satisfactory. In the presence of extreme events, the Pearson correlation coefficient tends to increase in magnitude, making spurious results diversification based solely on this factor. The elimination of extreme events (asymmetric or tail dependence) during the portfolio construction process can reduce the skills of asset managers to reduce risk through diversification. The copula theory allows us to calculate an alternative to measure the dependence of extreme events in assets through the index lower tail dependence. Hatherley and Alcock (2007) reported that the Markowitz model tends to underestimate the potential losses that may occur in the presence of extreme market events (crashes) for a given level of expected return. We check that the strategies with tail dependence overcame Talmud rule, the Markowitz model and the model of Tu and Zhou (2011) by simulating 1,000 portfolios with 3, 5, 10 and 20 randomly selected assets from DJIA for the period 03/1990 until 12/2012. We conclude that models of tail dependence and Markowitz had more performance ex-ante than Talmud and the Tu and Zhou (2011) model for portfolios with 3, 5, 10 and 20 assets. Tail dependence models overcome Markowitz, in terms of cumulative return, in over 60% of months considered in the analysis. The results indicate that the Talmud rule should be discarded in a context of constructing portfolios with individual stocks ahead strategies with tail dependence.

Submitted by Kym Marcel Martins Ardison (kymmarcel@gmail.com) on 2018-09-16T17:36:08Z No. of bitstreams: 1 TESE.pdf: 3325190 bytes, checksum: e1bbe47dabd1e2befe53e9ace94ab46b (MD5) / Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2018-10-25T19:43:48Z (GMT) No. of bitstreams: 1 TESE.pdf: 3325190 bytes, checksum: e1bbe47dabd1e2befe53e9ace94ab46b (MD5) / Made available in DSpace on 2018-10-29T20:07:02Z (GMT). No. of bitstreams: 1 TESE.pdf: 3325190 bytes, checksum: e1bbe47dabd1e2befe53e9ace94ab46b (MD5) Previous issue date: 2018-04-12 / We propose a new class of performance measures for Hedge Fund (HF) returns based on a family of empirically identi able stochastic discount factors (SDFs). These SDF-based measures incorporate no-arbitrage pricing restrictions and naturally embed information about higher-order mixed moments between HF and benchmark factors returns. We provide full asymptotic theory for our SDF estimators that allows us to test for the statistical signi cance of each fund's performance and for the relevance of individual benchmark factors in identifying each proposed measure. Empirically, we apply our methodology to a large panel of individual hedge fund returns, revealing sizable di erences across performance measures implied by di erent exposures to higher-order mixed moments. Moreover, when we compare SDF-based measures to the traditional linear regression approach (Jensen's alpha), our measures identify a signi cantly smaller fraction of funds in the cross-section of HFs with statistically signi cant performances

O estresse destaca-se como um importante fator de risco para o desenvolvimento de diferentes doenças. Reconhecido atualmente como uma epidemia global pela Organização Mundial da Saúde e afetando mais de 90% da população mundial, o estresse apresenta grande associação, em particular, com os transtornos mentais. Dentre esses, a depressão se sobressai afetando sozinha cerca de 350 milhões de pessoas em todo mundo. Poucas experiências talvez sejam tão comuns entre os organismos quanto a exposição a eventos estressantes Alguns tipos de estresses emocionais, como a tristeza, e outros no qual o organismo é afetado por períodos prolongados, tem demonstrado serem capazes de promover disfunções imunes e distúrbios comportamentais que podem ser compreendidos através do campo interdisciplinar de estudo da neuroimunomodulação, uma vez que podem desencadear respostas específicas no eixo hipotálamo-hipófise-adrenal, que, por conseguinte, podem modular diferentes efeitos fisiológicos decorrentes da exposição ao estresse. Dentre esses efeitos, é possível destacar a capacidade de resiliência e / ou resistência ao estresse, que podem conferir uma capacidade diferenciada de recuperação, como também aumento na susceptibilidade a doenças. Considerando os aspectos distintos do estresse e os diferentes estados patológicos a ele associados, esse trabalho teve como objetivo avaliar os efeitos comportamentais, neuroquímicos e imunes do estresse de contenção de duas horas em camundongos, selecionados para um perfil distinto de reatividade ao estresse inescapável pelo teste de suspensão da cauda. Para isso, camundongos machos de alta e baixa imobilidade foram previamente selecionados e submetidos diferentes testes pré e pós exposição ao estresse de contenção de duas horas: (i) análise dos comportamentos tipo-depressivos e ansiosos, (ii) análise dos neurotransmissores no córtex pré-frontal, hipotálamo e mesencéfalo e, (iii) análise de citocinas pró- inflamatórias no córtex pré-frontal e hipotálamo. Nossos resultados mostraram que animais de alta e baixa imobilidade apresentam comportamentos diferentes antes e após a exposição ao estresse, além de apresentar um comportamento de grooming distinto após o estresse de contenção. A exposição ao estresse também promoveu alterações entre as concentrações serotoninérgicas, dopaminérgicas e noradrenérgicas entre animais de alta e baixa imobilidade, tanto no córtex pré-frontal, hipotálamo e mesencéfalo. Além disso, o perfil imune também se revelou alterado entre esses animais, principalmente em TNF- no hipotálamo, revelando uma ativação dos sistemas relacionados ao estresse. Considerando o conjunto dos dados apresentados, nossos resultados sugerem uma ativação diferenciada do eixo hipotálamo-hipófise-adrenal entre camundongos de alta e baixa imobilidade e, ainda, que os animais de baixa imobilidade apresentam um perfil de resiliência ao estresse contenção, tendo animais de alta imobilidade o perfil oposto / Stress stands out as an important risk factor for the development of different diseases. Currently recognized as a global epidemic by the World Health Organization and affecting more than 90% of the world population, stress can be strongly associated with mental disorders. Among these, depression can be highlight affecting alone about 350 million people worldwide. Few types of emotional stresses, such as sadness, and others which the organism is affected for long periods, have demonstrated to be capable of promoting immune dysfunctions and behavioral disorders. These changes can be understood through the interdisciplinary field of study of the neuroimmunomodulation, since it can trigger specific responses in the hypothalamic-pituitary-adrenal axis, which, therefore, could modulate different physiological effects resulting from the exposure to stress. Among these effects, it is possible to highlight the capacity of resilience and / or resistance to stress, which can confer a differentiated capacity of recovery, as well as increase in the susceptibility to diseases. Considering the distinct aspects of stress and the different pathological conditions associated, this study aimed to evaluate the behavioral, neurochemical and immune effects of two-hour of restraint stress in mice selected for a different profile of stress reactivity to the inescapable stress of the tail suspension test. For this, male mice of high and low immobility were previously selected and submitted to different tests before and after exposure to a two-hour restraint stress protocol for the analysis of: (i) the depressive and anxiety-like behaviors; (ii) concentrations of neurotransmitters in the prefrontal cortex, hypothalamus and midbrain; (iii) expression of proinflammatory cytokines in the prefrontal cortex and hypothalamus. Our results showed that animals of high and low immobility presented different behavioral profiles before and after exposure to stress and presented a distinct grooming behavior after the restraint stress. Exposure to stress also promoted changes between the serotonergic, dopaminergic and noradrenergic concentrations between animals of high and low immobility in the prefrontal cortex, hypothalamus and midbrain. In addition, the immune profile revealed to be altered among these animals, especially in TNF- in the hypothalamus, showing an activation of stress-related systems. Considering the set of data presented, our results suggest a differentiated activation of the hypothalamic-pituitary-adrenal axis between mice of high and low immobility and, also, that the animals of low immobility present a resilience profile to the restraint stress, having high immobility animals the opposite profile

The goal of this thesis is to study the two key aspects of complexity of the financial system: interconnectedness and nonlinear relationships. In Chapter 1, I contribute to the literature that focuses on modelling the nonlinear relationship between variables at the extremes of their distribution. In particular, I study the nonlinear relationship between stock prices and short selling. Whereas most of the academic literature has focused on measuring the relationship between short selling and asset returns on average, in Chapter 1, I focus on studying the relationship that arises in the extremes of the two variables. I show that the association between financial stock prices and short selling can become extremely strong under exceptional circumstances, while at the same time being weak in normal times. The tail relationship is stronger for small cap firms, a result that is intuitively in line with the empirical findings that stocks with lower liquidity are more price-sensitive to short selling. Finally, results show that the adverse tail correlation between increases in short selling and declines in stock prices was not always lower during the ban periods, but had declined markedly towards the end of the analysis window. Such results cast doubts about the effectiveness of bans as a way to prevent self-reinforcing downward price spirals during the crisis. In Chapter 2, I propose a measure of interconnectedness that takes into account the time-varying nature of connections between financial institutions. Here, the parameters underlying comovement are allowed to evolve continually over time through permanent shifts at every period. The result is an extremely flexible measure of interconnectedness, which uncovers new dynamics of the US financial system and can be used to monitor financial stability for regulatory purposes. Various studies have combined statistical measures of association (e.g. correlation, Granger causality, tail dependence) with network techniques, in order to infer financial interconnectedness (Billio et al. 2012; Barigozzi and Brownlees, 2016; Hautsch et al. 2015). However, these standard statistical measures presuppose that the inferred relationships are time-invariant over the sample used for the estimation. To retrieve a dynamic measure of interconnectedness, the usual approach has been to divide the original sample period into multiple subsamples and calculate these statistical measures over rolling windows of data. I argue that this is potentially unsuitable if the system studied is time-varying. By relying on short subsamples, rolling windows lower the power of inference and induce dimensionality problems. Moreover, the rolling window approach is known to be susceptible to outliers because, in small subsamples, these have a larger impact on estimates (Zivot and Wang, 2006). On the other hand, choosing longer windows will lead to estimates that are less reactive to change, biasing results towards time-invariant connections. Thus, the rolling window approach requires the researcher to choose the window size, which involves a trade-off between precision and flexibility (Clark and McCracken, 2009). The choice of window size is critical and can lead to different results regarding interconnectedness. The major novelty of the framework is that I recover a network of financial spillovers that is entirely dynamic. To do so, I make the modelling assumption that the connection between any two institutions evolves smoothly through time. I consider this assumption reasonable for three main reasons. First, since connections are the result of many financial contracts, it seems natural that they evolve smoothly rather than abruptly. Second, the assumption implies that the best forecast of a connection in the future is the state of that connection today. This is consistent with the notion of forward-looking prices. Third, the assumption allows for high flexibility and for the data to speak for itself. The empirical results show that financial interconnectedness peaked around two main events: the Long-Term Capital Management crisis of 1998 and the great financial crisis of 2008. During these two events, I found that large banks and broker/dealers were among the most interconnected sectors and that real estate companies were the most vulnerable to financial spillovers. At the individual financial institution level, I found that Bear Stearns was the most vulnerable financial institution, however, it was not a major propagator, and this might explain why its default did not trigger a systemic crisis. Finally, I ranked financial institutions according to their interconnectedness and I found that rankings based on the time-varying approach were more stable than rankings based on other market-based measures (e.g. marginal expected short fall by Acharya et al. (2012) and Brownlees and Engle (2016)). This aspect is significant for policy makers because highly unstable rankings are unlikely to be useful to motivate policy action (Danielsson et al. 2015; Dungey et al. 2013). In Chapter 3, rather than assuming interconnectedness as an exogenous process that has to be inferred, as is done in Chapter 2, I model interconnectedness as an endogenous function of market dynamics. Here, I take interconnectedness as the realized correlation of asset returns. I seek to understand how short selling can induce higher interconnectedness by increasing the negative price pressure on pairs of stocks. It is well known that realized correlation varies continually through time and becomes higher during market events, such as the liquidation of large funds. Most studies model correlation as an exogenous stochastic process, as is done, for example, in Chapter 2. However, recent studies have proposed to interpret correlation as an endogenous function of the supply and demand of assets (Brunnermeier and Pedersen, 2005; Brunnermeier and Oehmke, 2014; Cont and Wagalath, 2013; Yang and Satchell, 2007). Following these studies, I analyse the relationship between short selling and correlation between assets. First, thanks to new data on public short selling disclosures for the United Kingdom, I connect stocks based on the number of common short sellers actively shorting them. I then analyse the relationship between common short selling and excess correlation of those stocks. To this end, I measure excess correlation as the monthly realized correlation of four-factor Fama and French (1993) and Carhart (1997) daily returns. I show that common short selling can predict one-month ahead excess correlation, controlling for similarities in size, book-to-market, momentum, and several other common characteristics. I verify the confirm the predictive ability of common short selling out-of-sample, which could prove useful for risk and portfolio managers attempting to forecast the future correlation of assets. Moreover, I showed that this predictive ability can be used to establish a trading strategy that yields positive cumulative returns over 12 months. In the second part of the chapter I concentrate on possible mechanisms that could give rise to this effect. I focus on three, non-exclusive, mechanisms. First, short selling can induce higher correlation in asset prices through the price-impact mechanism (Brunnermeier and Oehmke, 2014; Cont and Wagalath, 2013). According to this mechanism, short sellers can contribute to price declines by creating sell-order imbalances i.e. by increasing excess supply of an asset. Thus, short selling across several stocks should increase the realized correlation of those stocks. Second, common short selling can be associated with higher correlation if short sellers are acting as voluntary liquidity providers. According to this mechanisms, short sellers might act as liquidity providers in times of high buy-order imbalances (Diether et al. 2009b). In this cases, the low returns observed after short sales might be compensations to short sellers for providing liquidity. In a multi-asset setting, this mechanism would result in short selling being associated with higher correlation mechanism. Both above-mentioned mechanisms deliver a testable hypothesis that I verify. In particular, both mechanisms posit that the association between short selling and correlation should be stronger for stocks which are low on liquidity. For the first mechanism, the price impact effect should be stronger for illiquid stocks and stocks with low market depth. For the liquidity provision mechanism, the compensation for providing liquidity should be higher for illiquid stocks. The empirical results cannot confirm that uncovered association between short selling and correlation is stronger for illiquid stocks, thus not supporting the price-impact and liquidity provision hypothesis. I thus examine a third possible mechanism that could explain the uncovered association between short selling and correlation i.e. the informative trading mechanism. Short sellers have been found to be sophisticated market agents which can predict future returns (Dechow et al. 2001). If this is indeed the case, then short selling should be associated with higher future correlation. I found that informed common short selling i.e. common short selling that is linked to informative trading, was strongly associated to future excess correlation. This evidence supports the informative trading mechanism as an explanation for the association between short selling and correlation. In order to further verify this mechanism, I checked if informed short selling takes place in the data, whilst controlling for several of the determinants of short selling, including short selling costs. The results show evidence of both informed and momentum-based non-informed short selling taking place. Overall, the results have several policy implications for regulators. The results suggest that the relationship between short selling and future excess correlation is driven by informative short selling, thus confirming the sophistication of short sellers and their proven importance for market efficiency and price informativeness (Boehmer and Wu, 2013). On the other hand, I could not dismiss that also non-informative momentum-based short selling is taking place in the sample. The good news is that I did not find evidence of a potentially detrimental price-impact effect of common short selling for illiquid stock, which is the sort of predatory effect that regulators often fear. / Doctorat en Sciences économiques et de gestion / info:eu-repo/semantics/nonPublished

Following their endosymbiotic uptake, plastids undergo profound changes to genome content and to their associated biochemistry. I have investigated how evolutionary transitions in plastid genomes may impact on biochemical pathways associated with plastid gene expression, focusing on the highly unusual plastids found in one group of eukaryotes, the alveolates. The principal photosynthetic alveolate lineage is the dinoflagellate algae. Most dinoflagellate species harbour unusual plastids derived from red algae. The genome of this plastid has been fragmented into small, plasmid-like elements termed “minicircles”. Transcripts of this genome receive a 3’ poly(U) tail and, in some species, undergo extensive sequence editing. Some dinoflagellates have replaced their original plastids with others, in a process termed “serial endosymbiosis”. The major non-photosynthetic alveolates are the apicomplexans, which include the malaria parasite Plasmodium. Apicomplexans are descended from free-living algae and possess a vestigial plastid, which originated through the same endosymbiosis as the ancestral red dinoflagellate plastid. This plastid has lost all genes involved in photosynthesis and does not possess a poly(U) tail addition pathway. I have investigated the consequences of the fragmentation of the red algal dinoflagellate plastid genome on plastid transcription. I have characterised non-coding transcripts in plastids of the dinoflagellate Amphidinium carterae, including the first evidence for antisense transcripts in an algal plastid. Antisense transcripts in dinoflagellate plastids do not receive poly(U) tails, suggesting that poly(U) tail addition may play a role in strand discrimination during transcript processing. I have additionally characterised transcript processing in dinoflagellate plastids that were acquired through serial endosymbiosis. I have shown that poly(U) tail addition and editing occur in the haptophyte-derived serial endosymbionts of the fucoxanthin-containing dinoflagellates Karenia mikimotoi and Karlodinium veneficum. This is the first evidence that plastids acquired through serial endosymbiosis may be supported by pathways retained from previous symbioses. Transcript editing constrains the phenotypic consequences of divergent mutations in fucoxanthin plastid genomes, whereas poly(U) tail addition plays a central role in recognising and processing translationally functional fucoxanthin plastid mRNAs. I have additionally shown that certain genes within fucoxanthin plastids are located on minicircles. This demonstrates convergent evolution in the organisation of the fucoxanthin and red algal dinoflagellate plastid genomes since their endosymbiotic acquisition. Finally, I have investigated transcript processing in the algae Chromera velia and Vitrella brassicaformis. These species are closely related to apicomplexans but are still photosynthetic and apply poly(U) tails to plastid transcripts, as with dinoflagellates. I have shown that poly(U) tails in these species are preferentially associated with translationally functional mRNAs of photosynthesis genes. This is the first plastid transcript processing pathway documented to target a specific functional gene category. Poly(U) tail addition may direct transcript cleavage and allow photosynthesis gene transcripts to accumulate to high levels. The loss of this pathway from ancestors of apicomplexans may have contributed to their transition from photosynthesis to parasitism.

Cytoplasmic dynein is a molecular motor that moves cargos along microtubules. Dynein, together with its large co-factor dynactin, is responsible for the vast majority of traffic towards the centre of the cell. The largest subunit of the dynein complex is called the dynein heavy chain (DHC). The DHC includes a C-terminal motor domain, which converts ATP hydrolysis into mechanical force, an N-terminal tail domain, and a flexible linker domain to join the two together. An intermediate chain (DIC) and light intermediate chain (DLIC) bind directly to the DHC tail, while light chains (DLCs) bind to the DIC. This tail complex is important for both cargo binding as well as homodimerisation of the DHC, which is necessary for processive movement. Previous studies suggest that the DLCs play an important role in homodimerisation, but it remains unclear how else the DHCs are held together. Using S. cerevisiae as a model system, I co-expressed all four dynein subunits and purified functional dynein motors. In this background, I found that truncating the DHC to include only the first 1004 residues (out of the total 4092) eliminates the motor domain as well as the flexible linker domain, while preserving binding to the DIC, DLIC and DLC. However, truncating just another 50 residues off of the C-terminus led to a loss of all accessory subunits. I developed a protocol for expressing and purifying large quantities of the 1004 residue construct, thus I provide the first description of a recombinant dynein tail domain. Using negative stain electron microscopy (EM), I also present the first 3D structural information for the tail region of the cytoplasmic dynein motor. I then describe a construct including only the first 557 residues of the DHC, which dimerises despite not being able to bind any of the other subunits. I present a crystal structure of this smaller DHC fragment, which shows that the N-terminal 180 residues of the DHC constitute an intricate dimerisation domain made up of a β-sheet sandwiched between α-helices. Not only is this the first crystal structure of any part of the DHC N-terminus, but it reveals a previously undocumented dimerisation domain within the DHC itself. Furthermore, information garnered from this crystal structure allowed for interpretation of a recent cryo-EM structure of a triple complex containing the dynein tail, dynactin and the cargo adaptor BICD2 (TDB) that was solved by my colleagues in the Carter group. Only by docking the DHC N-terminus crystal structure within the TDB EM density did it become clear that the N-terminus of the DHC is responsible for the majority of the contacts the dynein tail makes with both dynactin and BICD2. Therefore the work that I present here sheds new light on the unexpected importance of the DHC N-terminus and allows two important conclusions to be made. First, the N-terminal 180 residues of the DHC constitute a dimerisation domain of its own. Second, the next ~400 residues of the DHC form a domain that plays a key role in the complex interface between dynein, dynactin and BICD2.

In this thesis we deal with statistical inference related to extreme value phenomena. Specifically, if X is a random vector with values in d-dimensional space, our goal is to estimate moments of ψ(X) for a suitably chosen function ψ when the magnitude of X is big. We employ the powerful tool of regular variation for random variables, random vectors and time series to formally define the limiting quantities of interests and construct the estimators. We focus on three statistical estimation problems: (i) multivariate tail estimation for regularly varying random vectors, (ii) extremogram estimation for regularly varying time series, (iii) estimation of the expected shortfall given an extreme component under a conditional extreme value model. We establish asymptotic normality of estimators for each of the estimation problems. The theoretical findings are supported by simulation studies and the estimation procedures are applied to some financial data.

The main subject of this diploma thesis is the mobile digital distribution market. The first chapter defines important terms and describes the area comprehensively. The second chapter lists examples of some platforms, shows statistical data and introduces common business models. The third chapter compares the Apple App Store and Google Play based on selected criteria. The fourth chapter deals with conducted survey data in order to test the hypothesis that czech consumers in general do not show a difference in attitude towards mobile distribution storefronts compared to their foreign peers. The fifth and last chapter tries to analyze technical backgrounds of varying content availability across different countries. Also, it deals with selected legal issues.