Dans le domaine de l’électromagnétisme computationnel, les équations intégrales de frontière sont très largement utilisées pour résoudre certains des plus grands problèmes directs, grâce à leur grande efficacité. Cependant les équations intégrales du champ électrique et du champ combiné (EFIE et CFIE), deux des formulations les plus employées, souffrent d’instabilités à basse fréquence et à haute discrétisation, ce qui limite leur versatilité. Dans cette thèse différentes approches sont présentées pour obtenir des algorithmes applicables aussi bien à des problèmes de compatibilité électromagnétique qu’à des applications radar. Les solutions présentées incluent (i) l’extension des projecteurs dit quasi-Helmholtz (qH) aux modélisations d’ordre supérieur ; (ii) l’utilisation de ces projecteurs pour stabiliser l’équation intégrale du champ magnétique et former une CFIE extrêmement précise, augmentée par des techniques de type Calderón, qui ne souffre de problèmes ni à basse fréquence ni à haute discrétisation et qui n’est pas sujette aux résonances artificielles ; (iii) le développement d’une EFIE filaire, basée sur des B-splines linéaires et les projecteurs qH, stable aux deux extrémités du spectre. Ces travaux ont été suivis de l’ouverture d’un nouvel axe de recherche visant l’amélioration des techniques de résolution des problèmes inverses en électromagnétique, avec pour objectif principal l’augmentation des performances des interfaces cerveau machine (BCIs). Les premiers résultats obtenus incluent le développement de l’un des premiers systèmes libres de simulation de bout en bout de session de BCI ayant été publié après revue par les pairs. / In computational electromagnetics, boundary integral equations are the scheme of choice for solving extremely large forward electromagnetic problems due to their high efficiency. However, two of the most used of these formulations, the electric and combined field integral equations (EFIE and CFIE), suffer from stability issues at low frequency and dense discretization, limiting their applicability at both ends of the spectrum. This thesis focusses on remedying these issues to obtain full-wave solvers stable from low to high frequencies, capable of handling scenarios ranging from electromagnetic compatibility to radar applications. The solutions presented include (i) extending the quasi-Helmholtz (qH) projectors to higher order modeling thus combining stability with high order convergence rates; (ii) leveraging on the qH projectors to numerically stabilize the magnetic field integral equation and obtain a highly accurate and provably resonance-free Calderón-augmented CFIE immune to both of the aforementioned problems; and(iii) introducing a new low frequency and dense discretization stable wire EFIE based on projectors and linear B-splines. In addition, a research axis focused on enhancing Brain Computer Interface (BCIs) with high resolution electromagnetic modeling of the brain has been opened ; a particular attention is dedicated to the inverse problem of electromagnetics and the associated integral equation-based forward problem. The first results of this new line of investigations include the development of one of the first peer-reviewed, freely available framework for end-to-end simulation of BCI experiments.

京都大学 / 0048 / 新制・課程博士 / 博士(工学) / 甲第22072号 / 工博第4653号 / 新制||工||1725(附属図書館) / 京都大学大学院工学研究科電子工学専攻 / (主査)教授 木本 恒暢, 教授 川上 養一, 准教授 杉山 和彦 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DGAM

京都大学 / 0048 / 新制・課程博士 / 博士(工学) / 甲第22658号 / 工博第4742号 / 新制||工||1741(附属図書館) / 京都大学大学院工学研究科電気工学専攻 / (主査)教授 篠原 真毅, 教授 守倉 正博, 教授 小嶋 浩嗣 / 学位規則第4条第1項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DFAM

京都大学 / 0048 / 新制・課程博士 / 博士(医学) / 甲第18644号 / 医博第3943号 / 新制||医||1006(附属図書館) / 31558 / 京都大学大学院医学研究科医学専攻 / (主査)教授 河野 憲二, 教授 福山 秀直, 教授 渡邉 大 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

京都大学 / 新制・課程博士 / 博士(医学) / 甲第23420号 / 医博第4765号 / 新制||医||1053(附属図書館) / 京都大学大学院医学研究科医学専攻 / (主査)教授 髙橋 良輔, 教授 林 康紀, 教授 福田 和彦 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

The activity of algorithmic trading is increasing steadily across capital markets due to technological developments. This thesis analyses the common algorithmic intraday trading strategies of momentum, mean reversion, and statistical arbitrage. Conclusions were drawn from a literature review of prior and current research. Algorithmic arbitrage was found to be the most profitable of the three evaluated strategies, because it typically takes place in high frequency trading. Furthermore, this thesis analyses the impact of algorithmic trading on market liquidity and volatility. While the literature mainly agrees that algorithmic trading has a positive effect on liquidity, its impact on volatility is subject to discussion. Algorithmic and high-frequency trading carry risks that will likely lead to new future regulations.:1 INTRODUCTION 1.1 Background 1.2 Problem description and goal of the research 1.3 Structure of the thesis and research questions 2 THEORETICAL FUNDAMENTALS 2.1 Intraday trading 2.1.1 Definition 2.1.2 Characteristics of intraday trading markets 2.1.3 Financial instruments of intraday trading 2.1.4 Goals and profit chances of individual intraday traders 2.2 Algorithmic trading 2.2.1 Algorithm definitions 2.2.2 Algorithmic trading definitions 2.2.3 High-frequency trading 2.2.4 Characteristics of algorithmic trading and high-frequency trading 2.2.5 Trading algorithm characteristics 3 METHODOLOGY 3.1 Data collection 3.2 Data analysis 4 ALGORITHM-BASED INTRADAY TRADING STRATEGIES AND THEIR PROFIT POTENTIAL 4.1 Momentum strategy 4.1.1 Definition and basic principle of the strategy 4.1.2 Underlying theories of the momentum strategy 4.1.3 Selected studies of an algorithmic intraday momentum strategy 4.2 Mean reversion strategy 4.2.1 Definition and basic principle of the strategy 4.2.2 Underlying theories of the mean reversion strategy 4.2.3 Relation of mean reversion and momentum 4.2.4 Selected studies of an algorithmic intraday mean reversion strategy 4.3 Arbitrage strategy 4.3.1 Definition and basic principle of the strategy 4.3.2 Types of Arbitrage 4.3.3 Underlying theories of the arbitrage strategy 4.3.4 Selected studies of an algorithmic intraday statistical arbitrage strategy 4.4 Further trading algorithms and strategy components 4.4.1 Speed Advantage algorithms 4.4.2 Accuracy Advantage Algorithms 5 IMPACT OF ALGORITHMIC TRADING ON MARKET LIQUIDITY AND VOLATILITY 5.1 Market liquidity 5.1.1 Definition 5.1.2 Bid-Ask Spread 5.1.3 Dimensions of liquidity 5.1.4 The impact of algorithmic trading on market liquidity 5.2 Market volatility 5.2.1 Definition and characteristics of volatility 5.2.2 The impact of algorithmic trading on market volatility 6 CONCLUSION AND FUTURE DEVELOPMENTS OF ALGORITHMIC TRADING PUBLICATION BIBLIOGRAPHY DECLARATION OF HONOR

The aim of this thesis is to analyse high-frequency ECG to detect some heart diseases. This is performed with averaging of selected QRS complexes for each lead of the signal; these are thenfilteredin range 500-1 000 Hz. After that the envelope of the signal is done and here the peaks are detected. Based on mutual positions of this peaks, it is possible to detectwhat kind od signal we treat.

The aim of this thesis is to analyse high-frequency ECG to detect some heart diseases. This is performed with averaging of selected QRS complexes for each lead of the signal; these are then filtered in range 500-1 000 Hz. After that the envelope of the signal is done and here the peaks are detected. Based on mutual positions of this peaks, it is possible to detect what kind od signal we treat.

This work deals with possibilities of operating signals under the power supply voltage and using of this technology in guidance of a model of railway. Firstly there is an analysis of analogous and digital guidance of the model of railway. There is also a description of theory of three kinds of used modulations such as ASK, FSK and OFDM modulation. There are described only principles of those modulations because the problematic of the modulation is going to be solved by integrated circuit. The next part of this work is going to deal with a market research and with description integrated circuits, which ensure the modulation of operating signals of power supply voltage. There is also going to be noticed a description of others circuits that are needed for the correct function of the whole furnishing. Then I will continue with a project of scheme and single PCB for a guidance of the model of the railway. The last part of this work is concerned with activation and a proof of those proposed linkage.

This MSc Thesis was performed during a study stay at the Hochschule Furtwangen University, Furtwangen, Germany. This Master Project provides a theoretical background for understanding financial market principles. It focuses on foreign exchange market, where it gives a description of fundamentals and price analysis. Further, it covers principles of high-frequency trading including strategy, development and cost. FIX protocol is the financial market communication protocol and is discussed in detail. The core part of Master Project are sorting algorithms, these are covered on theoretical and practical level. Aggregator design includes implementation environment, specification and individual parts of aggregator application represented as objects. Implementation overview can be found in last Chapter.