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Noise Exposure Effects in Extended High FrequenciesHudson, Rachel, Hite, Marcy, Fagelson, Marc A., Bramlette, Shannon 07 April 2022 (has links)
Hearing loss is a one of the most common chronic conditions. Although it is most common to be diagnosed with hearing loss later in life due to aging, there are multiple causes of hearing loss across the lifespan. One of the main types of hearing loss is noise-induced hearing loss. Some individuals may complain of decreased hearing or word understanding in background noise but when tested, they appear to have normal hearing sensitivity in the standard audiometric frequencies (250 – 8000 Hz). This may be due to decreased hearing sensitivity in extended high frequencies, above 8000 Hz. There is growing evidence that decreased extended high frequency thresholds may be a precursor to noise-induced hearing loss. This study aimed to analyze how noise exposure affects young adult’s extended high frequency thresholds and word identification in noise as well as traditional audiological testing (pure tones, speech recognition, word discrimination in quiet, etc). Young adults (18-25 years old) were recruited through ETSU affiliated social media, ETSU faculty, and word of mouth. An online noise survey was conducted to calculate each participant’s noise exposure. An otoscopic examination was completed on each study participant. Tympanometry was performed to ensure normal middle ear immittance. If an individual did not have normal middle ear immittance they were dismissed from the study. A 12-frequency diagnostic Distortion Product Otoacoustic Emissions (DPOAEs) was performed to check integrity of the individual’s outer hair cells. Speech Recognition testing was completed to determine the lowest level the individual could repeat back 50% of the words correctly. Word Recognition testing was completed to determine the percentage of words the individual could hear and correctly identify at suprathreshold level. Words-in-Noise testing was completed to determine how an individual could hear and correctly identify speech when in the presence of noise. Puretone air conduction was completed at the standard audiometric frequencies: 250, 500, 1000, 2000, 3000, 4000, 6000, and 8000 Hz. If an individual had abnormal hearing sensitivity in these frequencies, they were dismissed from the study. Finally, extended high frequency testing was completed at 10,000, 12,500, 14,000, and 16,000 Hz. Data collection is still in progress and will close on March 7th, 2022. It is expected that noise exposure will be negatively correlated to extended high frequency thresholds and word understanding in noise (i.e., participants with more noise exposure will have poorer extended high frequency thresholds and poorer word understanding in noise).
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Audiometria de altas frequências em pacientes pediátricos que receberam tratamento antineoplásico com cisplatinaEscosteguy, Juliana Ribas January 2010 (has links)
Introdução: A cisplatina pode causar danos permanentes à cóclea, inicialmente pelas células ciliadas externas da espira basal, apresentando como conseqüências alterações da seletividade frequencial da cóclea e perda auditiva neurossensorial irreversível. A audiometria de altas freqüências, por avaliar freqüências auditivas acima de 8.000 Hz, tem sido considerada como método eficaz para monitoramento e diagnóstico precoce da ototoxicidade em indivíduos expostos à cisplatina. O objetivo deste trabalho foi avaliar a audição de pacientes pediátricos que receberam cisplatina através da audiometria de altas freqüências e comparar com os resultados da audiometria tonal limiar e emissões otoacústicas por produto de distorção. Pacientes e métodos: Pacientes do Serviço de Oncologia Pediátrica do Hospital de Clínicas de Porto Alegre que receberam quimioterapia com cisplatina entre 1991 e 2008, foram incluídos nas análises. Resultados: Quarenta e dois pacientes foram avaliados. A mediana de idade à avaliação foi 14.5 anos (4 a 37 anos). Foi detectada alteração auditiva nas frequências convencionais em 24 pacientes (57%), alterações nas emissões otoacústicas foram encontradas em 27 (64%) pacientes e, quando submetidos à audiometria de altas frequências esta anormalidade foi observada em 36 indivíduos (86%). Conclusão: Os resultados sugerem que a audiometria de altas freqüências é mais efetiva do que a audiometria tonal limiar e as emissões otoacústicas por produto de distorção para detectar alterações auditivas, podendo ser exame útil na prática clínica para monitoramento e diagnóstico precoce em pacientes tratados com medicações ototóxicas. / Introduction: Cisplatin may cause permanent cochlear damage by changing cochlear frequency selectivity and can lead to irreversible sensorineural hearing loss. High-frequency audiometry is able to assess hearing frequencies above 8,000 Hertz (Hz); hence, it has been considered a high-quality method to monitor and diagnose early and asymptomatic signs of ototoxicity in patients receiving cisplatin. The aims were to evaluate hearing losses induced by cisplatin in pediatric patients through high-frequency audiometry and compare the diagnostic efficacy to standard pure-tone audiometry and distortion-product otoacoustic emissions Patients and methods: Patients who had received cisplatin chemotherapy between 1991 and 2008 at the Hospital de Clínicas de Porto Alegre Pediatric Unit, Brazil, were included in the analysis. Results: Forty-two patients were evaluated. The median age at study assessment was 14.5 years (range 4 to 37 years). Hearing loss was detected in 24 patients (57%) at conventional frequencies. Alterations of otoacoustic emissions were found in 64% of evaluated patients and hearing loss was observed in 36 patients (86%) when high-frequency test was added. The mean cisplatin dose was significantly higher (p=0,046) for patients with hearing impairment at conventional frequencies. Conclusion: The results suggest that high-frequency audiometry is more effective than pure-tone audiometry and distortion product otoacoustic emissions in detecting hearing loss, particularly at higher frequencies. It may be a useful tool the clinic for early diagnosis and monitoring of patients treated with ototoxic drugs to prevent further deterioration of hearing function.
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Audiometria de altas frequências em pacientes pediátricos que receberam tratamento antineoplásico com cisplatinaEscosteguy, Juliana Ribas January 2010 (has links)
Introdução: A cisplatina pode causar danos permanentes à cóclea, inicialmente pelas células ciliadas externas da espira basal, apresentando como conseqüências alterações da seletividade frequencial da cóclea e perda auditiva neurossensorial irreversível. A audiometria de altas freqüências, por avaliar freqüências auditivas acima de 8.000 Hz, tem sido considerada como método eficaz para monitoramento e diagnóstico precoce da ototoxicidade em indivíduos expostos à cisplatina. O objetivo deste trabalho foi avaliar a audição de pacientes pediátricos que receberam cisplatina através da audiometria de altas freqüências e comparar com os resultados da audiometria tonal limiar e emissões otoacústicas por produto de distorção. Pacientes e métodos: Pacientes do Serviço de Oncologia Pediátrica do Hospital de Clínicas de Porto Alegre que receberam quimioterapia com cisplatina entre 1991 e 2008, foram incluídos nas análises. Resultados: Quarenta e dois pacientes foram avaliados. A mediana de idade à avaliação foi 14.5 anos (4 a 37 anos). Foi detectada alteração auditiva nas frequências convencionais em 24 pacientes (57%), alterações nas emissões otoacústicas foram encontradas em 27 (64%) pacientes e, quando submetidos à audiometria de altas frequências esta anormalidade foi observada em 36 indivíduos (86%). Conclusão: Os resultados sugerem que a audiometria de altas freqüências é mais efetiva do que a audiometria tonal limiar e as emissões otoacústicas por produto de distorção para detectar alterações auditivas, podendo ser exame útil na prática clínica para monitoramento e diagnóstico precoce em pacientes tratados com medicações ototóxicas. / Introduction: Cisplatin may cause permanent cochlear damage by changing cochlear frequency selectivity and can lead to irreversible sensorineural hearing loss. High-frequency audiometry is able to assess hearing frequencies above 8,000 Hertz (Hz); hence, it has been considered a high-quality method to monitor and diagnose early and asymptomatic signs of ototoxicity in patients receiving cisplatin. The aims were to evaluate hearing losses induced by cisplatin in pediatric patients through high-frequency audiometry and compare the diagnostic efficacy to standard pure-tone audiometry and distortion-product otoacoustic emissions Patients and methods: Patients who had received cisplatin chemotherapy between 1991 and 2008 at the Hospital de Clínicas de Porto Alegre Pediatric Unit, Brazil, were included in the analysis. Results: Forty-two patients were evaluated. The median age at study assessment was 14.5 years (range 4 to 37 years). Hearing loss was detected in 24 patients (57%) at conventional frequencies. Alterations of otoacoustic emissions were found in 64% of evaluated patients and hearing loss was observed in 36 patients (86%) when high-frequency test was added. The mean cisplatin dose was significantly higher (p=0,046) for patients with hearing impairment at conventional frequencies. Conclusion: The results suggest that high-frequency audiometry is more effective than pure-tone audiometry and distortion product otoacoustic emissions in detecting hearing loss, particularly at higher frequencies. It may be a useful tool the clinic for early diagnosis and monitoring of patients treated with ototoxic drugs to prevent further deterioration of hearing function.
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Audiometria de altas frequências em pacientes pediátricos que receberam tratamento antineoplásico com cisplatinaEscosteguy, Juliana Ribas January 2010 (has links)
Introdução: A cisplatina pode causar danos permanentes à cóclea, inicialmente pelas células ciliadas externas da espira basal, apresentando como conseqüências alterações da seletividade frequencial da cóclea e perda auditiva neurossensorial irreversível. A audiometria de altas freqüências, por avaliar freqüências auditivas acima de 8.000 Hz, tem sido considerada como método eficaz para monitoramento e diagnóstico precoce da ototoxicidade em indivíduos expostos à cisplatina. O objetivo deste trabalho foi avaliar a audição de pacientes pediátricos que receberam cisplatina através da audiometria de altas freqüências e comparar com os resultados da audiometria tonal limiar e emissões otoacústicas por produto de distorção. Pacientes e métodos: Pacientes do Serviço de Oncologia Pediátrica do Hospital de Clínicas de Porto Alegre que receberam quimioterapia com cisplatina entre 1991 e 2008, foram incluídos nas análises. Resultados: Quarenta e dois pacientes foram avaliados. A mediana de idade à avaliação foi 14.5 anos (4 a 37 anos). Foi detectada alteração auditiva nas frequências convencionais em 24 pacientes (57%), alterações nas emissões otoacústicas foram encontradas em 27 (64%) pacientes e, quando submetidos à audiometria de altas frequências esta anormalidade foi observada em 36 indivíduos (86%). Conclusão: Os resultados sugerem que a audiometria de altas freqüências é mais efetiva do que a audiometria tonal limiar e as emissões otoacústicas por produto de distorção para detectar alterações auditivas, podendo ser exame útil na prática clínica para monitoramento e diagnóstico precoce em pacientes tratados com medicações ototóxicas. / Introduction: Cisplatin may cause permanent cochlear damage by changing cochlear frequency selectivity and can lead to irreversible sensorineural hearing loss. High-frequency audiometry is able to assess hearing frequencies above 8,000 Hertz (Hz); hence, it has been considered a high-quality method to monitor and diagnose early and asymptomatic signs of ototoxicity in patients receiving cisplatin. The aims were to evaluate hearing losses induced by cisplatin in pediatric patients through high-frequency audiometry and compare the diagnostic efficacy to standard pure-tone audiometry and distortion-product otoacoustic emissions Patients and methods: Patients who had received cisplatin chemotherapy between 1991 and 2008 at the Hospital de Clínicas de Porto Alegre Pediatric Unit, Brazil, were included in the analysis. Results: Forty-two patients were evaluated. The median age at study assessment was 14.5 years (range 4 to 37 years). Hearing loss was detected in 24 patients (57%) at conventional frequencies. Alterations of otoacoustic emissions were found in 64% of evaluated patients and hearing loss was observed in 36 patients (86%) when high-frequency test was added. The mean cisplatin dose was significantly higher (p=0,046) for patients with hearing impairment at conventional frequencies. Conclusion: The results suggest that high-frequency audiometry is more effective than pure-tone audiometry and distortion product otoacoustic emissions in detecting hearing loss, particularly at higher frequencies. It may be a useful tool the clinic for early diagnosis and monitoring of patients treated with ototoxic drugs to prevent further deterioration of hearing function.
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Seismic high-frequency content loads on structures and components within nuclear facilitiesRydell, Cecilia January 2014 (has links)
Sweden is generally considered to be a low seismicity area, but for structures within nuclear power facilities, the safety level demand with respect to seismic events are high and thus, these structures are required to be earthquake-resistant. The seismic hazard is here primarily considered to be associated with near-field earthquakes. The nuclear power plants are further founded on hard rock and the expected ground motions are dominated by high frequencies. The design earthquake considered for the nuclear facilities has an annual probability of 10-5 events, that is, the probability of occurrence is once per 100 000 years. The focus of the study is the seismic response of large concrete structures for the nuclear power industry, with regard not only to the structure itself but also to non-structural components attached to the primary structure, and with emphasis on Swedish conditions. The aim of this licentiate thesis is to summarize and demonstrate some important aspects when the seismic load is dominated by high frequencies. Additionally, an overview of laws, regulations, codes, standards, and guidelines important for seismic analysis and design of nuclear power structures is provided. The thesis includes two case studies investigating the effect of seismic high-frequency content loads. The first study investigates the influence of gaps in the piping supports on the response of a steel piping system subjected to a seismic load dominated by high amplitudes at high frequencies. The gaps are found in the joints of the strut supports or are gaps between the rigid box supports and the pipe. The piping system is assessed to be susceptible to high-frequency loads and is located within the reactor containment building of a nuclear power plant. The stress response of the pipe and the acceleration response of the valves are evaluated. The second study investigates the effect of fluid-structure interaction (FSI) on the response of an elevated rectangular water-containing concrete pool subjected to a seismic load with dominating low and high frequencies, respectively. The pool is located within the reactor containment building of a boiling water reactor at a nuclear power plant. The hydrodynamic pressure distribution is evaluated together with the stress distribution in the walls of the tank. From the two case studies, it is evident that the response due to a seismic load dominated by high frequencies and low frequencies, respectively, is different. Although the seismic high-frequency load may be considered non-damaging for the structure, the effect may not be negligible for non-structural components attached to the primary structure. Including geometrical non-linear effects such as gaps may however reduce the response. It was shown that the stress response for most of the pipe elements in the first case study was reduced due to the gaps. It may also be that the inclusion of fluid-structure interaction effects changes the dynamic properties of a structural system so that it responds significantly in the high frequency range, thus making it more vulnerable to seismic loads dominated by high frequencies. In the second case study, it was shown that even for a seismic load with small amplitudes and short duration, but with dominating high-frequency content, as the Swedish 10-5 design earthquake, the increase of the dynamic response as fluid-structure interaction is accounted for is significant. / <p>QC 20150519</p>
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Développement d'un tube à gaz pulsé très haute fréquences / Development of a pulse tube cooler working at very high frequencyCarvalho Lopes, Diogo 27 September 2011 (has links)
Les pulses tubes sont des cryoréfrigérateurs similaires aux machines Stirling mais sans pièce mobile à froid, ce qui diminue les vibrations et augmente leur fiabilité. Toutes ces caractéristiques sont les bienvenues pour les applications spatiales, un domaine où le poids et la taille de la machine sont critiques. C'est dans ce cadre qui s'insère la recherche sur la miniaturisation des pulses tubes ; pour le réussir, on peut diminuer le volume déplacé pendant un cycle de la machine, en augmentant simultanément la fréquence d'opération. Pour savoir quels sont les limitations à l'augmentation de fréquence, des simulations sur le comportement du régénérateur et l'inertance à très hautes fréquences ont été faits; une étude expérimentale sur les pertes thermiques dans le tube a été aussi élaborée; et, finalement, des prototypes de pulse tube ont été dimensionnés et caractérisés, l'un desquels satisfait les spécifications initialement données : 0.25 W à 120 K avec 20 W puissance mécanique, à 100 Hz. / Pulse Tubes are a kind of cryocoolers similar to Stirling refrigerators, apart from the cold mobile element, absent in the first, which lessens their exported vibrations and increases their reliability. Spatial applications seek these characteristics for the instruments embarked, along with small weight and size. These needs stimulate the research on pulse tube miniaturization; to achieve this reduction, one can decrease the swept volume per cycle, whilst increasing the frequency of operation. To understand the barriers to carry out very high frequency operation, simulations on the behavior of the regenerator and inertances were made, as well as an experimental study on the thermal losses of the expansion tube. Finally, several very high frequency pulse tube prototypes were built and benchmarked, one of which fulfills the requirements we had initially set : 0.25 W at 120 K, with 20 W of input power at 100 Hz.
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Diagnóstico de faltas em sistemas de subtransmissão : uma formulação baseada na Transformada Wavelet contínuaIurinic, Leonardo Ulises January 2012 (has links)
As faltas podem ocorrer em diversos componentes de um sistema elétrico de potência, dentre os quais as linhas de transmissão se destacam como elementos susceptíveis. Devido a suas dimensões físicas, ambiente de operação e interconexão com outros sistemas, a localização exata de uma falta em uma linha de transmissão não é trivial dificultando a tarefa das equipes de manutenção para recomposição do fornecimento de energia. Neste contexto, este trabalho apresenta uma metodologia computacional desenvolvida em ambiente MATLAB® para diagnóstico de faltas em linhas de transmissão baseada na análise de transitórios de alta freqüência nas tensões do sistema. A abordagem desenvolvida neste trabalho inicialmente utiliza a equação de Park para achar a tensão zero, direta e em quadratura e posteriormente detectar a ocorrência da falta através do coeficiente de diferenças. Posteriormente, a teoria de ondas viajantes associada à transformada wavelet contínua são utilizadas objetivando determinar a frequência característica do sinal transitório, a qual é relacionada com o local da falta. Para validar o algoritmo de localização proposto foram realizadas diversas simulações de faltas com o programa ATP (Alternative Transient Program) utilizando dados de uma linha aérea real. A efetividade da abordagem proposta foi avaliada considerando a resistência de falta, o ângulo de incidência da falta e a impedância de curto-circuito do sistema. Os resultados promissores demonstraram a aplicabilidade da formulação proposta para localização faltas em linhas de transmissão aéreas utilizando medições oscilográficas digitais de apenas um terminal. / Faults can occur in several components of an electric power system, among which the transmission line stands out. Due to its physical dimensions, operating environment and interconnection systems, the exact transmission line fault location is non-trivial hindering maintenance crew system restoration. In this context, this work presents a computational methodology developed in MATLAB® environment for fault diagnosis on transmission lines based on voltage high frequency transient analysis. Thus, the approach adopted in this work use firstly the Park equations to find the zero, direct and quadrature voltage and then detect the fault occurrence through the difference coefficient. After, the traveling wave theory associated with continuous wavelet transform application is used for determining the characteristic frequency of the transient signal, which is correlated with the fault location. To validate the proposed fault location algorithm, several fault simulations were executed using ATP software using real overhead line data. The proposed fault location scheme performance was evaluated considering the fault resistance, inception fault angle and short-circuit impedance of the system. The promising results demonstrate the applicability of the proposed formulation for fault location in overhead transmission lines, using one terminal digital oscillographic measurement.
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Diagnóstico de faltas em sistemas de subtransmissão : uma formulação baseada na Transformada Wavelet contínuaIurinic, Leonardo Ulises January 2012 (has links)
As faltas podem ocorrer em diversos componentes de um sistema elétrico de potência, dentre os quais as linhas de transmissão se destacam como elementos susceptíveis. Devido a suas dimensões físicas, ambiente de operação e interconexão com outros sistemas, a localização exata de uma falta em uma linha de transmissão não é trivial dificultando a tarefa das equipes de manutenção para recomposição do fornecimento de energia. Neste contexto, este trabalho apresenta uma metodologia computacional desenvolvida em ambiente MATLAB® para diagnóstico de faltas em linhas de transmissão baseada na análise de transitórios de alta freqüência nas tensões do sistema. A abordagem desenvolvida neste trabalho inicialmente utiliza a equação de Park para achar a tensão zero, direta e em quadratura e posteriormente detectar a ocorrência da falta através do coeficiente de diferenças. Posteriormente, a teoria de ondas viajantes associada à transformada wavelet contínua são utilizadas objetivando determinar a frequência característica do sinal transitório, a qual é relacionada com o local da falta. Para validar o algoritmo de localização proposto foram realizadas diversas simulações de faltas com o programa ATP (Alternative Transient Program) utilizando dados de uma linha aérea real. A efetividade da abordagem proposta foi avaliada considerando a resistência de falta, o ângulo de incidência da falta e a impedância de curto-circuito do sistema. Os resultados promissores demonstraram a aplicabilidade da formulação proposta para localização faltas em linhas de transmissão aéreas utilizando medições oscilográficas digitais de apenas um terminal. / Faults can occur in several components of an electric power system, among which the transmission line stands out. Due to its physical dimensions, operating environment and interconnection systems, the exact transmission line fault location is non-trivial hindering maintenance crew system restoration. In this context, this work presents a computational methodology developed in MATLAB® environment for fault diagnosis on transmission lines based on voltage high frequency transient analysis. Thus, the approach adopted in this work use firstly the Park equations to find the zero, direct and quadrature voltage and then detect the fault occurrence through the difference coefficient. After, the traveling wave theory associated with continuous wavelet transform application is used for determining the characteristic frequency of the transient signal, which is correlated with the fault location. To validate the proposed fault location algorithm, several fault simulations were executed using ATP software using real overhead line data. The proposed fault location scheme performance was evaluated considering the fault resistance, inception fault angle and short-circuit impedance of the system. The promising results demonstrate the applicability of the proposed formulation for fault location in overhead transmission lines, using one terminal digital oscillographic measurement.
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Diagnóstico de faltas em sistemas de subtransmissão : uma formulação baseada na Transformada Wavelet contínuaIurinic, Leonardo Ulises January 2012 (has links)
As faltas podem ocorrer em diversos componentes de um sistema elétrico de potência, dentre os quais as linhas de transmissão se destacam como elementos susceptíveis. Devido a suas dimensões físicas, ambiente de operação e interconexão com outros sistemas, a localização exata de uma falta em uma linha de transmissão não é trivial dificultando a tarefa das equipes de manutenção para recomposição do fornecimento de energia. Neste contexto, este trabalho apresenta uma metodologia computacional desenvolvida em ambiente MATLAB® para diagnóstico de faltas em linhas de transmissão baseada na análise de transitórios de alta freqüência nas tensões do sistema. A abordagem desenvolvida neste trabalho inicialmente utiliza a equação de Park para achar a tensão zero, direta e em quadratura e posteriormente detectar a ocorrência da falta através do coeficiente de diferenças. Posteriormente, a teoria de ondas viajantes associada à transformada wavelet contínua são utilizadas objetivando determinar a frequência característica do sinal transitório, a qual é relacionada com o local da falta. Para validar o algoritmo de localização proposto foram realizadas diversas simulações de faltas com o programa ATP (Alternative Transient Program) utilizando dados de uma linha aérea real. A efetividade da abordagem proposta foi avaliada considerando a resistência de falta, o ângulo de incidência da falta e a impedância de curto-circuito do sistema. Os resultados promissores demonstraram a aplicabilidade da formulação proposta para localização faltas em linhas de transmissão aéreas utilizando medições oscilográficas digitais de apenas um terminal. / Faults can occur in several components of an electric power system, among which the transmission line stands out. Due to its physical dimensions, operating environment and interconnection systems, the exact transmission line fault location is non-trivial hindering maintenance crew system restoration. In this context, this work presents a computational methodology developed in MATLAB® environment for fault diagnosis on transmission lines based on voltage high frequency transient analysis. Thus, the approach adopted in this work use firstly the Park equations to find the zero, direct and quadrature voltage and then detect the fault occurrence through the difference coefficient. After, the traveling wave theory associated with continuous wavelet transform application is used for determining the characteristic frequency of the transient signal, which is correlated with the fault location. To validate the proposed fault location algorithm, several fault simulations were executed using ATP software using real overhead line data. The proposed fault location scheme performance was evaluated considering the fault resistance, inception fault angle and short-circuit impedance of the system. The promising results demonstrate the applicability of the proposed formulation for fault location in overhead transmission lines, using one terminal digital oscillographic measurement.
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Estimation de la volatilité des données financières à haute fréquence : une approche par le Modèle Score-GARCH / Estimate the volatility of high frequency financial data approach by the GARCH-Model Score.Mahamat, Hisseine Saad 24 November 2017 (has links)
Cette thèse a pour objectif principal d’estimer la volatilité des données financières à haute fréquence par le modèle Score-GARCH, dans le contexte de la crise financière récente (2007-2008). La contribution effective de notre thèse couvre trois axes majeurs. Premièrement, nous avons mis en évidence les faits stylisés observés empiriquement dans les données financières à haute fréquence, dans le cas de quatre actifs financiers de CAC40. Cette étude nous a permis d’analyser la dynamique et l’asymétrie des rendements des actifs financiers à haute fréquence. Deuxièmement, compte tenu des faits stylisés en relation avec le comportement de la volatilité, nous avons modélisé la volatilité des actifs financiers à haute fréquence par le modèle Score-GARCH, et nous l’avons comparé avec le modèles GARCH asymétriques classiques (modèles de référence). Le troisième axe propose des mesures du risque (VaR) de marché intra-journalier dans le contexte particulier des données à haute fréquence régulièrement espacées dans le temps (toutes les cinq minutes). / The main objective of this thesis is to estimate the volatility of high-frequency financial data by the Score-GARCH model in the context of the recent financial crisis (2007-2008). The actual contribution of our thesis covers three major axes. First, we have highlighted the stylized facts observed empirically in high-frequency financial data, in the case of four CAC40 financial assets. This study allowed us to analyze the dynamics and asymmetry of the returns of high-frequency financial assets. Second, given the stylized facts in relation to the behavior of volatility, we have modeled the volatility of high-frequency financial assets by the Score-GARCH model, and compared it with the classic asymmetric GARCH models (reference models ). The third axis proposes intraday market risk measures (VaR) in the particular context of high frequency data regularly spaced over time (every five minutes).
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