Disertacijoje nagrinėjamas vertės pokyčio rizikos modelis. Tai toks statistinis modelis, kurį taikant su tam tikra tikimybe įvertinamas didžiausias galimas nustatyto laikotarpio nuostolis, kredito įstaigos patiriamas dėl neigiamų taikomos finansinės priemonės vertės pokyčių. Apibrėžiamas agreguotų duomenų vertės pokyčio rizikos modelis ir pateikiamas praktinis tyrimas apie valiutų pozicijos vertės pokyčio rizikos modelio įvertinių priklausomybę nuo duomenų agregavimo taisyklės (pataškio, didžiausios vertės, mažiausios vertės ir vidutinės vertės). Kitame disertacijos skyriuje pristatomas naujas funkcinis ρ−GARCH(1,1) modelis, įrodomos stacionaraus sprendinio egzistavimo ir didžiausio tikėtinumo metodu įvertintų parametrų suderinamumo teoremos. Taip pat pateikiama keletas apibrėžtojo modelio pavyzdžių, kai žinoma agreguotų grąžų tankio funkcija. Disertacijoje apibrėžiamas Hilberto erdvės GARCH(1,1) modelis su vienmačiu kintamumu. Nagrinėjamos modelio savybės ir įrodomos stacionaraus sprendinio egzistavimo, didžiausio tikėtinumo metodu vertinamų parametrų suderinamumo ir asimptotinio normalumo teoremos, atliekama liekanų analizė. Paskutiniame disertacijos skyriuje aprašomas atliktas empirinis tyrimas apie Hursto indekso, kaip ilgos atminties parametro, priklausomybę nuo agregavimo taisyklės dienos metu, pasitelkiant absoliučias valiutų kursų grąžas. / Value-at-risk (VaR) model as a tool to estimate market risk is considered in the thesis. It is a statistical model defined as the maximum future loss due to likely changes in the value of financial assets portfolio during a certain period with a certain probability. A new definition of the aggregated VaR is given and the empirical study about different currencies position VaR estimates’ dependence on data aggregation functions (pointwise, maximum value, minimum value and average value) is provided. Functional ρ−GARCH(1,1) model is introduced and theorems of the stationary solution existence and maximum likelihood estimators of model parameters consistency are proved. Additionally, some examples of the model taking known density function of aggregated observations are given. Next, the general Hilbert space valued time series is presented and GARCH(1,1) model with univariate volatility is investigated. Theorems of the stationary solution existence, maximum likelihood estimators of model parameters consistency and asymptotic normality are proved; the analysis of residuals is provided. In the last chapter of the thesis the empirical study about Hurst index intraday value dependence on data aggregation taking different foreign currencies’ absolute returns is presented.

In this dissertation the ac-link universal power converters, which are a new class of power converters, are introduced and studied in detail. The inputs and outputs of these converters may be dc, ac, single phase, or multi-phase. Therefore, they can be used in a variety of applications, including photovoltaic power generation, wind power generation, and electric vehicles. In these converters the link current and voltage are both alternating and their frequency can be high, which leads to the elimination of the dc electrolytic capacitors and the bulky low-frequency transformers. Therefore, the ac-link universal power converters are expected to have higher reliability and smaller size. Moreover, these converters are soft switching, which results in negligible switching losses and minimized current and voltage stress over devices. In the first part of the dissertation, the parallel ac-link universal power converter is studied in detail. This converter is an extension of the buck-boost converter. The series ac-link universal power converter, which is dual of the parallel ac-link universal power converter, is proposed in the second part of this dissertation. This converter is an extension of the Cuk converter. A modified configuration with fewer switches, named sparse ac-link universal power converter is proposed in the third part of this dissertation. The sparse ac-link universal power converters can appear as parallel or series. The performance of all these configurations is evaluated through simulations and experiments.

Šiandien neįsivaizduojame savo gyvenimo be daugybės elektrą naudojančių prietaisų, kurie su elektros šaltiniu sujungti elektros laidais. Daugybė besipainiojančių laidų tikrai nepadaro mūsų gyvenimo lengvesnio ir patogesnio. Dar labiau komplikuoja situacijas, kai neįmanoma panaudoti laidų ir prisijungti prie energijos šaltinio. Visi šie nepatogumai skatina ieškoti išeities, kuri galėtų būti energijos perdavimas be laidų. Bevielės elektros idėja buvo iškelta jau prieš daugiau kaip šimtą metų, tai buvo išradėjo Nikola Tesla mintis. Darbui nagrinėti pagamintas bevielės energijos perdavimo demonstracinis modelis. Modelyje nagrinėjama bevielės energijos perdavimo sistema, veikimo principas, siunčiamos energijos nuotolis, perduodamos energijos efektyvumas bei gaunami nuostoliai. / Today can not imagine our life without many electricity using devices are connected to a source of electrical power lines. Numerous trailing wires really does not make our lives easier and more comfortable. Even more complicated situations when there are no opportunities to use wire and to connect to a power source. All these inconveniences are promoting to search the solution wich could be the transfer of energy without wires. Wireless energy idea has been raised for more than a hundred years ago. The thought was inventor inventored by Nikola Tesla. Analyzing this work there was made a demonstration model of wireless power transmission. In this model there is analyzing such things as wireless transmission system, working principal, transmitted energy distance and obtained losses.

As the thinnest material ever with high carrier mobility and saturation velocity, graphene is considered as a candidate for future high speed electronics. After pioneering research on graphene-based electronics at Georgia Tech, epitaxial graphene on SiC, along with other synthesized graphene, has been extensively investigated for possible applications in high frequency analog circuits. With a combined effort from academic and industrial research institutions, the best cut-off frequency of graphene radio-frequency (RF) transistors is already comparable to the best result of III-V material-based devices. However, the power gain performance of graphene transistors remained low, and the absence of a band gap inhibits the possibility of graphene in digital electronics. Aiming at solving these problems, this thesis will demonstrate the effort toward better high frequency power gain performance based on mono-layer epitaxial graphene on C-face SiC. Besides, a graphene/Si integration scheme will be proposed that utilizes the high speed potential of graphene electronics and logic functionality and maturity of Si-CMOS platform at the same time.

Over the last decade, researchers have attempted to show how efficient the markets are by using Fama’s Efficiency Market Hypothesis (EMH). The theory states that an investor cannot increase his returns without taking additional risk. The markets can be efficient in different forms depending on the information included in the traded asset. It is quoted that: "There ain't no such thing as a free lunch". However, the topic still remains disputable since researchers have introduced controversial findings after investigating different markets. Overall, emerging markets have been characterized with higher volatility which consequently declares for market imperfections. Commonly, these market inefficiencies are quickly captured by the eye of the investors who are lurking for potential benefits through exploiting them. These are the so called arbitrage opportunities which exist on different level of impact, depending on the attitude of the market. The existence of arbitrage is clear evidence against Fama’s theory and it has been documented in numerous studies. Unfortunately those events occur rarely and disappear in a matter of seconds, thus; is highly competitive to capitalize. Over the last decade high frequency trading (HFT) became popular on different markets and it allowed traders to make decisions and execute transactions in a matter of milliseconds using algorithms. The market we are interested in is the Forex market which is a decentralized market where currencies from all over the world are traded. Main participants include multinational banks which rely heavily on HFT. The method used to benefit from inefficiency is called triangular arbitrage and it involves selling and buying 3 sets of currency pairs in times when a parity is violated. The goal of this study is to answer the following research question, “Is there a difference in triangular arbitrage opportunities between emerging markets and developed ones?” The main objective of this research is to examine how the number of arbitrage occurrences varies considering different market characteristics. Furthermore, the originality of the research stems from the comparison between strategies using currencies from developed economies and emerging ones. Moreover, the additional academic value comes from the analysis of a new dataset that has not yet been examined. Lastly, our results make an empirical contribution into a country’s economy by reducing market inefficiencies and increasing economic stability. Our sample consists of quantitative data totaling to 2.4 million observations per quotation taken from 2011 and 2013 for currencies picked using a non-probability convenience method based on their property to be converted to EUR and USD currency and availability of information. The research revealed that differences between the two types of market exist, and indicates that the “early” markets possess higher arbitrage activity in contrast to the mature economies. These results should boost the potential for a better trading management and upgrade the profit growth.

Recent experimental studies point to the notion that the brain is a complex dynamical system whose behaviors relating to brain functions and dysfunctions can be described by the physics of network phenomena. The brain consists of anatomical axonal connections among neurons and neuronal populations in various spatial scales. Neuronal interactions and synchrony of neuronal oscillations are central to normal brain functions. Breakdowns in interactions and modifications in synchronization behaviors are usual hallmarks of brain dysfunctions. Here, in this dissertation for PhD degree in physics, we report discoveries of brain oscillatory network activity from two separate studies. These studies investigated the large-scale brain activity during tactile perceptual decision-making and epileptic seizures. In the perceptual decision-making study, using scalp electroencephalography (EEG) recordings of brain potentials, we investigated how oscillatory activity functionally organizes different neocortical regions as a network during a tactile discrimination task. While undergoing EEG recordings, blindfolded healthy participants felt a linear three-dot array presented electromechanically, under computer control, and reported whether the central dot was offset to the left or right. Based on the current dipole modeling in the brain, we found that the source-level peak activity appeared in the left primary somatosensory cortex (SI), right lateral occipital complex (LOC), right posterior intraparietal sulcus (pIPS) and finally left dorsolateral prefrontal cortex (dlPFC) at 45, 130, 160 and 175 ms respectively. Spectral interdependency analysis showed that fine tactile discrimination is mediated by distinct but overlapping ~15 Hz beta and ~80 Hz gamma band large-scale oscillatory networks. The beta-network that included all four nodes was dominantly feedforward, similar to the propagation of peak cortical activity, implying its role in accumulating and maintaining relevant sensory information and mapping to action. The gamma-network activity, occurring in a recurrent loop linked SI, pIPS and dlPFC, likely carrying out attentional selection of task-relevant sensory signals. Behavioral measure of task performance was correlated with the network activity in both bands. In the study of epileptic seizures, we investigated high-frequency (> 50 Hz) oscillatory network activity from intracranial EEG (IEEG) recordings of patients who were the candidates for epilepsy surgery. The traditional approach of identifying brain regions for epilepsy surgery usually referred as seizure onset zones (SOZs) has not always produced clarity on SOZs. Here, we investigated directed network activity in the frequency domain and found that the high frequency (>80 Hz) network activities occur before the onset of any visible ictal activity, andcausal relationships involve the recording electrodes where clinically identifiable seizures later develop. These findings suggest that high-frequency network activities and their causal relationships can assist in precise delineation of SOZs for surgical resection.

Statistical Energy Analysis (SEA) is one of the methods in literature to estimate high frequency vibrations. The inputs required for the SEA power balance equations are damping and coupling loss factors, input powers to the subsystems. In this study, the coupling loss factors are derived for two and three plates joined with a stiffener system. Simple formulas given in the literature for coupling loss factors of basic junctions are not used and the factors are calculated from the expressions derived in this study. The stiffener is modelled as line mass, Euler beam, and open section channel having double and triple coupling. Plate is modelled as Kirchoff plate. In the classical SEA approach the joint beam is modelled as another subsystem. In this study, the beam is not a separate subsystem but is used as the characteristics of the joint and to calculate the coupling loss factor between coupled plates. Sensitivity of coupling loss factors to system parameters is studied for different beam approaches. The derived coupling loss factors and input powers are used to calculate the subsystem energies by SEA. The last plate is joined to the first one to simulate the fuselage structure. A plate representing floor structure and acoustic volume are also added. The different modelling types are assessed by applying pressure wave excitation. It is shown that deriving the parameters as given in this study increases the efficiency of the SEA method.

Frequency response analysis (FRA) is a frequency-domain method which is used to detect mechanical faults in transformers. The frequency response of a transformer is determined by its geometry and material properties, and it can be considered as the transformer’s fingerprint. If there are any mechanical changes in the transformer, for example if the windings are moved or distorted, its fingerprint will also be changed so, theoretically, mechanical changes in the transformer can be detected with FRA. A problem with FRA is the fact that there is no general agreement about how to interpret the measurement results for detection of winding damages. For instance, the interpretation of measurement results has still not been standardized.The overall goal of this thesis is to try to enhance the understanding of the information contained in FRA measurements. This has been done in two ways: (1) by examining the FRA method for (much) higher frequencies than what is usual, and (2) by developing a new method in which FRA is combined with the ideas of Time Domain Reflectometry (TDR). As tools for carrying out the above mentioned steps, models for the magnetic core and the winding have been developed and verified by comparison to measurements.The usual upper frequency limit for FRA is around 2 MHz, which in this thesis has been extended by an order of magnitude in order to detect and interpret new phenomena that emerge at high frequencies and to investigate the potential of this high-frequency region for detection of winding deteriorations.Further, in the above-mentioned new method developed in this thesis, FRA and TDR are combined as a step towards an easier and more intuitive detection and localization of faults in transformer windings, where frequency response measurements are visualized in the time domain in order to facilitate their interpretation. / QC 20111122

Tympanometry and acoustic stapedial reflex (ASR) are routinely used in audiology clinics to assess the functional integrity of the eardrum and middle ear system in humans. Conventional tympanometry (which delivers a probe tone of 226 Hz into the ear canal and measures the mobility of the eardrum as the air pressure in the ear canal is varied) and acoustic reflex testing are effective in detecting middle ear pathologies in children and adults. However, the clinical application of these two tests to infants younger than 7 months has major limitations. In recent years, high frequency tympanometry (HFT) with a probe tone of 1000 Hz has been trialled successfully in young infants (< 7 months) and research on ASRs as they apply to this age group is continuing. Although preliminary HFT data for this population are emerging, there has been no detailed study that describes the effect of age on HFT and ASR results, no clear guideline on ways to interpret the HFT results, and no investigation to measure the feasibility and reliability of the ASR findings. For these reasons, systematic investigation into the use of HFT and ASR measures for evaluating the middle ear function of young infants is warranted. This thesis aimed to: (i) investigate the feasibility of obtaining HFT and ASR findings from newborn and 6-week-old infants, and study the characteristics of the immittance findings in these two age groups; (ii) investigate methods within HFT to measure the middle ear admittance of newborn babies; (iii) establish normative HFT data from healthy newborn babies using the new component compensation method; (iv) examine the test-retest reliability of the ASR test in healthy neonates; and (v) investigate the test-retest reliability of the ASR test in 6-week-old infants. The aims of the thesis were met through five studies. In study one (Chapter 2), a pilot study was conducted to examine the feasibility of performing HFT and ASR in 42 healthy infants and study the characteristics of the immittance findings obtained from these infants using a longitudinal study design. In this pilot study, all infants were tested at birth and then re-tested approximately 6 weeks after the first test. This study confirmed the feasibility of obtaining valid immittance findings from healthy young infants. Most importantly, the findings of this pilot study revealed that the mean values of the majority of HFT parameters and acoustic stapedial reflex threshold (ASRT) obtained at 6 weeks were significantly greater than those obtained at birth, indicating the need to have separate sets of normative data for both tests for newborn and 6-week-old infants. In study 2 (Chapter 3), three different methods to measure middle ear admittance (often described as peak compensated static admittance) in 36 healthy neonates were compared. The three methods were the traditional baseline compensation method (compensated for the susceptance component at 200 daPa pressure) and two new component compensated methods (compensated for both the susceptance and conductance components at 200 daPa and -400 daPa). The results showed that the mean middle ear admittances obtained by compensating for the two components of admittance at a pressure of 200 daPa (YCC200) and -400 daPa (YCC-400) were significantly greater than that using the traditional baseline compensation method (YBC). The higher mean admittance results obtained using the new component compensated methods suggests that the two new methods have the potential to better separate normal from abnormal admittance results. The test-retest reliability of YBC, YCC200 and YCC-400 was investigated, with the result that a lower test-retest reliability was obtained for YCC-400 than for the other two measures. It was, therefore, concluded that the component compensation method compensated at 200 daPa may serve as an alternative method for estimating middle ear admittance, especially in the context of assessing neonates using HFT. In study 3 (Chapter 4), normative data were gathered using the new component compensation method (compensated at 200 daPa) on a group of 157 healthy newborn babies. In addition to the component compensated static admittance (YCC), normative data showing the 90 % ranges for tympanometric peak pressure, admittance at 200 daPa, uncompensated peak admittance, and traditional baseline compensated static admittance (YBC) were established in this study. No gender effect was found on any of the tympanometric measures. In study 4 (Chapter 5), the use of ASR to evaluate middle ear function in neonates was studied. The feasibility of obtaining ipsilateral ASR from neonates by stimulating their ears with a 2 kHz tone and broadband noise (BBN) was demonstrated. ASRs were elicited from 91.3% of 219 full-term normal neonates, while the remaining 8.7% of neonates who had flat tympanograms and no transient evoked otoacoustic emissions did not exhibit ASRs. Good test-retest reliability was demonstrated in the ASRT obtained using both the 2 kHz and BBN stimulus; there was no significant difference between test and retest conditions and intra-correlation coefficients of 0.83 for the 2 kHz tone and 0.76 for the BBN stimulus. In the last study (Chapter 6), the test-retest reliability of ASRT obtained from 70 6-week-old infants was investigated. The methodology described in Chapter 5 was followed. No significant difference in ASRT between test and retest conditions was found for the 2 kHz tone (mean ASRT = 67.3 dB HL versus 67.1 dB HL) and BBN stimulus (mean ASRT = 80.9 dB HL versus 81.6 dB HL). Good test-retest reliability of ASRT with intra-correlation coefficients of 0.78 was found for both the 2 kHz tone and the BBN stimulus. In essence, through achieving the aforementioned aims, the current research program was able to enhance the minimal literature available concerning the use of HFT and ASR testing in young infants. Ultimately, the findings presented in this thesis will inform clinicians of the recent developments in HFT and ASR testing, and assist them in evaluating the middle ear function of young infants with accuracy and confidence.

[Truncated abstract] Respiratory system impedance (Zrs) is commonly measured at low to medium frequencies (0.5 - 40 Hz) to infer structural and physiological information about the respiratory system. Coupled with the use of mathematical models of the lungs, Zrs has been used to partition the behaviour of the conductive airways and the respiratory tissues. High-frequency (HF) Zrs beyond 100 Hz has been comparatively less studied and understood. Past work has revealed spectral features at high frequencies termed antiresonances, marked by peaks in the real part of Zrs, often coinciding with zero-crossings in the imaginary part. It has been shown that the first occurrence of antiresonance in humans primarily reflects the contribution of the airways, and is a property of sound wave propagation in the airways. Also, the first antiresonance is altered in diseases such as chronic airflow obstruction, and wheeze in infants. The main aim of this project is to shed further understanding about the first antiresonance, via the behaviour of two parameters characterising this feature of the HF spectrum: the frequency at which the first antiresonance occurs, far,1, and the magnitude of the real part of Zrs at this frequency, Rrs(far,1). In our studies, Zrs is measured as an input impedance using the forced oscillation technique with a loudspeaker-in-box and wavetube setup, and employing pseudorandom frequency signals. We studied the effects of altered lung conditions, first in an animal model, then progressed on to humans. v vi In the rat, we found that both far,1 and Rrs(far,1) tended to decrease together with increasing lung volume. With methacholine(MCh)-induced bronchoconstriction, rats showed increases in far,1 and Rrs(far,1) with increasing MCh dose, but these occurred at higher doses compared to increases in airway resistance. The changes in these HF parameters were independent of the changes in tissue properties. ... It was found that in a group of patients with emphysema, VDRrs(far,1) was significantly more negative, potentially due to alterations to airway dimensions and wall properties. Furthermore, VDRrs(far,1) was correlated with extent of obstruction and hyperinflation, suggesting a relationship with severity of emphysema. These results show that the first antiresonance reflect changes in the airways, and its measurement shows promise as a clinical tool, in its potential as an easy-to-perform assessor of conditions in which the airways are altered. Keywords: antiresonance, respiratory input impedance, high frequencies, emphysema