A very short and disagreeable audible and tactile response from a vehicle driveline may be excited when the throttle is abruptly applied or released, or when the clutch is rapidly engaged. The condition is most noticeable in low gear and in slow moving traffic, when other background engine and road noise levels are low. This phenomenon is known as clonk and is often associated with the first cycle of shuffle response, which is a low frequency longitudinal vehicle movement excited by throttle demand. It is often reported that clonk may coincide with each cycle of the shuffle response, and multiple clonks may then occur. The problem is aggravated by backlash and wear in the drivetrain, and it conveys a perception of low quality to the customer. Hitherto, reported investigations do not reveal or discuss the mechanism and causal factors of clonk in a quantitative manner, which would relate the engine impulsive torque to the elastic response of the driveline components, and in particular to the noise radiating surfaces. Crucially, neither have the issues of sensitivity, variability and non-linearity been addressed and published. It is also of fundamental importance that clonk is seen as a total system response to impulsive torque, in the presence of distributed lash at the vibro-elastic impact sites. In this thesis, the drivetrain is defined as the torque path from the engine flywheel to the road wheels. The drivetrain is a lightly damped and highly non-linear dynamic system. There are many impact and noise emitting locations in the driveline that contribute to clonk, when the system is subjected to shock torque loading. This thesis examines the clonk energy paths, from the initial impact to many driveline lash locations, and to the various noise radiating surfaces. Both experimental and theoretical methods are applied to this complex system. Structural and acoustic dynamics are considered, as well as the very important frequency couplings between elastic structures and acoustic volumes. Preliminary road tests had indicated that the clonk phenomenon was a, very short transient impact event between lubricated contacts and having a high frequency characteristic. This indicated that a multi-body dynamics simulation of the driveline, in conjunction with a high frequency elasto-acoustic coupling analysis, would be required. In addition, advanced methods of signal analysis would be required to handle the frequency content of the very short clonk time histories. These are the main novelties of this thesis. There were many successful outcomes from the investigation, including quantitative agreement between the numerical and experimental investigations. From the experimental work, it was established that vehicle clonk could be accurately reproduced on a driveline rig and also on a vehicle chassis dynamometer, under controlled test conditions. It then enabled Design of Experiments to be conducted and the principal causal factors to be identified. The experimental input and output data was also used to verify the mathematical simulation. The high frequency FE analysis of the structures and acoustic cavities were used to predict the dynamic modal response to a shock input. The excellent correlation between model and empirical data that was achieved, clearly established the clonk mechanism in mathematical physics terms. Localised impact of meshing gears under impulsive loads were found to be responsible for high frequency structural wave propagation, some of which coupled with the acoustics modes of cavities, when the speed of wave propagation reached supersonic levels. This finding, although previously surmised, has been shown in the thesis and constitutes a major contribution to knowledge.

Dans cette thèse, nous considérons deux types d'application des effets de rétroaction en finance. Ces effets entrent en jeu quand des participants de marché exécutent des séquences de transactions ou prennent part à des réactions en chaîne, ce qui engendre des pics d'activité. La première partie présente un modèle d'exécution optimale dynamique en présence d'un flux stochastique et exogène d'ordres de marché. Nous partons du modèle de référence d'Obizheva et Wang, qui définit un cadre d'exécution optimale avec un impact de prix mixte. Nous y ajoutons un flux d'ordres modélisé à l'aide de processus de Hawkes, qui sont des processus à sauts présentant une propriété d'auto-excitation. A l'aide de la théorie du contrôle stochastique, nous déterminons la stratégie optimale de manière analytique. Puis nous déterminons les conditions d'existence de Stratégies de Manipulation de Prix, telles qu'introduites par Huberman et Stanzl. Ces stratégies peuvent être exclues si l'auto-excitation du flux d'ordres se compense exactement avec la résilience du prix. Dans un deuxième temps, nous proposons une méthode de calibration du modèle, que nous appliquons sur des données financières à haute fréquence issues de cours d'actions du CAC40. Sur ces données, nous trouvons que le modèle explique une partie non-négligeable de la variance des prix. Une évaluation de la stratégie optimale en backtest montre que celle-ci est profitable en moyenne, mais que des coûts de transaction réalistes suffisent à empêcher les manipulations de prix. Ensuite, dans la deuxième partie de la thèse, nous nous intéressons à la modélisation de la volatilité intra-journalière. Dans la littérature, la plupart des modèles de volatilité rétroactive se concentrent sur l'échelle de temps journalière, c'est-à-dire aux variations de prix d'un jour sur l'autre. L'objectif est ici d'étendre ce type d'approche à des échelles de temps plus courtes. Nous présentons d'abord un modèle de type ARCH ayant la particularité de prendre en compte séparément les contributions des rendements passés intra-journaliers et nocturnes. Une méthode de calibration de ce modèle est étudiée, ainsi qu'une interprétation qualitative des résultats sur des rendements d'actions américaines et européennes. Dans le chapitre suivant, nous réduisons encore l'échelle de temps considérée. Nous étudions un modèle de volatilité à haute fréquence, dont l'idée est de généraliser le cadre des processus Hawkes pour mieux reproduire certaines caractéristiques empiriques des marchés. Notamment, en introduisant des effets de rétroaction quadratiques inspirés du modèle à temps discret QARCH nous obtenons une distribution en loi puissance pour la volatilité ainsi que de l'asymétrie temporelle / In this thesis we study feedback effects in finance and we focus on two of their applications. These effects stem from the fact that traders split meta-orders sequentially, and also from feedback loops. Therefore, one can observe clusters of activity and periods of relative calm. The first part introduces an dynamic optimal execution framework with an exogenous stochastic flow of market orders. Our starting point is the well-known model of Obizheva and Wang which defines an execution framework with both permanent and transient price impacts. We modify the price model by adding an order flow based on Hawkes processes, which are self-exciting jump processes. The theory of stochastic control allows us to derive the optimal strategy as a closed formula. Also, we discuss the existence of Price Manipulations Strategies in the sense of Huberman and Stanzl which can be excluded from the model if the self-exciting property of the order flow exactly compensates the resilience of the price. The next chapter studies a calibration protocol for the model, which we apply to tick-by-tick data from CAC40 stocks. On this dataset, the model is found to explain a significant part of the variance of prices. We then evaluate the optimal strategy with a series of backtests, which show that it is profitable on average, although realistic transaction costs can prevent manipulation strategies. In the second part of the thesis, we turn to intra-day volatility modeling. Previous works from the volatility feedback literature mainly focus on the daily time scale, i.e. on close-to-close returns. Our goal is to use a similar approach on shorter time scales. We first present an ARCH-type model which accounts for the contributions of past intra-day and overnight returns separately. A calibration method for the model is considered, that we use on US and European stocks, and we provide some qualitative insights on the results. The last chapter of the thesis is dedicated to a high-frequency volatility model. We introduce a continuous-time analogue of the QARCH framework, which is also a generalization of Hawkes processes. This new model reproduces several important stylized facts, in particular it generates a time-asymmetric and fat-tailed volatility process

This thesis aims to bring an understanding to the silicon carbide (SiC) bipolar junction transistor (BJT). SiC power devices are superior to the silicon IGBT in several ways. They are for instance, able to operate with higher efficiency, at higher frequencies, and at higher junction temperatures. From a system point of view the SiC power device could decrease the cost and complexity of cooling, reduce the size and weight of the system, and enable the system to endure harsher environments. The three main SiC power device designs are discussed with a focus on the BJT. The SiC BJT is compared to the SiC junction field-effect transistor (JFET) and the metal-oxide semiconductor field-effect transistor (MOSFET). The potential of employing SiC power devices in applications, ranging from induction heating to high-voltage direct current (HVDC), is presented. The theory behind the state-of-the-art dual-source (2SRC) base driver that was presented by Rabkowski et al. a few years ago is described. This concept of proportional base drivers is introduced with a focus on the discretized proportional base drivers (DPBD). By implementing the DPBD concept and building a prototype it is shown that the steady-state consumption of the base driver can be reduced considerably.  The aspects of the reverse conduction of the SiC BJT are presented. It is shown to be of importance to consider the reduced voltage drop over the base-emitter junction. Last the impact of SiC unipolar and bipolar devices in series-resonant (SLR) converters is presented. Two full-bridges are designed and constructed, one with SiC MOSFETs utilizing the body diode for reverse conduction during the dead-time, and the second with SiC BJTs with anti-parallel SiC Schottky diodes. It is found that the SiC power devices, with their absence of tail current, are ideal devices to fully utilize the soft-switching properties that the SLR converters offer. The SiC MOSFET benefits from its possibility to utilize reverse conduction with a low voltage drop. It is also found that the size of capacitance of the snubbers can be reduced compare to state-of-the-art silicon technology. High switching frequencies of 200 kHz are possible while still keeping the losses low. A dead-time control strategy for each device is presented. The dual control (DuC) algorithm is tested with the SiC devices and compared to frequency modulation (FM). The analytical investigations presented in this thesis are confirmed by experimental results on several laboratory prototype converters. / <p>QC 20150529</p>

<p>The aim of the research work presented here, is to contribute to the adaptation of electronic packaging towards the needs of high frequency applications. As the field of electronic packaging stretches over several very different professional areas, it takes an interdisciplinary approach to optimize the technology of electronic packaging. Besides this, an extensive knowledge of industrial engineering should be an essential part of this undertaking to improve electronic packaging. Customary advances in technology are driven by new findings and a continuous development of processes in clearly defined fields. However, in the field of the higher levels of the interconnection hierarchy, that is external to the chip level interconnections and chip packaging, it is supposed that a wide combination of disciplines and technical creativity, instead of advanced technology in a special area should produce most added value.</p><p>The thesis is divided into five areas, interlinked by the overall aim of there advantages to the common goal. These areas are the Printed Wiring Board (PWB) technology, PWB connections using flexible printed circuit boards, multiconductor cable connections, shielded enclosures and the related EMC issues, and finally the cooling of electronics. A central issue was to improve the shielded enclosures to be effective also at very high frequencies; it will be shown that shielded enclosures without apertures can cope with frequencies up to and above 15 GHz. Due to this enclosure without apertures, it was necessary to develop a novel cooling structure. This cooling structure consists of a heat sink where the PCB’s are inserted in close contact to the cooling fins on one side, whereas the other side of the heat sink is cooled by forced ventilation. The heat transfer between these parts is completely inside the same body. Tests carried out on a prototype have shown that the performance of the cooling structure is satisfactory for electronic cooling.</p><p>Another problem area that is addressed are the interconnect problems in high frequency applications. Interconnections between parts of a local electronic system, or as within the telecom and datacom field between subscribers, are commonly accomplished by cable connections. In this research work multiconductor cables are examined and a patented novel cable-connector for high frequency use is presented. Further, an experimental complex soldering method between flexible printed circuits boards and rigid printed circuits boards, as part of connections between PCBs, is shown. Finally, different sectors of the PCB technology for high frequency applications are scrutinized and measurements on microstrip structures are presented.</p>

Die vorliegende Dissertation verfolgt das Ziel, die von Nervenzellen maximal erreichte Signalrate zu bestimmen. Außerdem werden die bislang weitgehend unbekannten Anpassungen einer Synapse an die Anforderungen hochfrequenter Signalübertragung untersucht. Die maximale Übertragungsrate spielt im zentralen Nervensystem eine wichtige Rolle für die Codierung und Verarbeitung von Informationen. Neben den Grundlagen der synaptischen Übertragung und der neuronalen Informationscodierung werden in der Einleitung die anatomischen Gegebenheiten der Kleinhirnrinde und der Moosfaser-Körnerzell-Synapse vorgestellt. Präsynaptische patch-clamp-Messungen von Moosfaserboutons und die erstmals durchgeführten Messungen von präsynaptischen Boutons und postsynaptischen Körnerzellen („Paarableitungen“) werden erläutert. Mit Hilfe dieser Methoden wird gezeigt, dass die Kommunikation zwischen Nervenzellen mit Raten von bis zu einem Kilohertz stattfinden kann. Hierbei ist die präsynaptische Freisetzung von Botenstoffen schneller und effizienter als bisher bekannt. Ein einzigartiges Repertoire präsynaptischer Mechanismen wird charakterisiert und bildet die Grundlage der nachgewiesenen, hochfrequenten Informationsübertragung.

高頻率交易在近年已漸成為全球趨勢，在世界各主要交易所的交易型態中都占有相當的比例。高頻率交易雖因係非僅有單一策略型態的套利行為，而目前尚未有明確之定義，然簡言之，其係指於毫秒等級的微小時間內，利用複雜的計算機運算系統挾帶速度優勢來進行迅速探測出市場上股票或期貨微小的價格差異並從中套利之交易模式。高頻率交易的特性是「交易頻繁，但每次獲利微薄」，且通常是當沖交易。然而，此種立基於快速撮合的逐筆交易制度以及資訊軟硬體設備進步而生之新型交易模式，除能帶來增加交易市場流動性、促進市場活絡等優點以外，亦藏有使股市因無意向成交而產生劇烈波動或造成市場秩序不公平等風險，如著名的美國2010年閃電崩盤即為一例。 我國證券市場的交易制度幾經更迭，現行所採之集合競價的撮合間隔時間一路從20秒降至現行的5秒，然仍遲未採行各國趨勢之逐筆交易制度。現任證交所董事長施俊吉對此也於2016年12月13日受訪時指出，集合競價交易方式已屬老式且落伍，逐筆交易已水到渠成，運作尚有賴券商業者大力配合。只要券商準備好即可隨時啟動。 證券交易市場首重公平性，此於我國證券交易法立法目的即可觀之。我國雖因未採行逐筆交易制度，目前尚未面臨高頻率交易之挑戰，然於可預見之未來，我國實施逐筆交易制度後，高頻率交易的產生以及比重無可避免地將有隨之增加之可能。此時我國證券交易市場所將面臨的，即高頻率交易究竟有無促進市場效率、抑或破壞市場公平性；以及我們又該如何將之規範以兼顧市場整體利益與投資人保護等考驗。 本論文以現行我國交易制度的發展動向為脈絡，並以未雨綢繆之角度初探高頻率交易此一議題，藉參考他國就此交易模式之制度與規範方向，自我國現行證券交易法之制度下進行檢視及討論，藉此試提出於我國推行逐筆交易後，發生高頻率交易時之相關配套建議以及對投資人的保護措施，做為我國日後實際推行逐筆交易制度與高頻率交易時之參考依據。 / High-frequency trading (HFT) has become a global trend in recent years. It accounts for a considerable proportion in the world's major exchanges. HFT is not only a single strategy for the type of arbitrage behavior; hence, there is still no clear definition of it. But in short, it refers to a type of algorithmic trading characterized by "frequent transactions with minute profit". Despite the benefit of increasing the liquidity of market and promoting market activity, it also has some disadvantages such as interfering the market order and the risk of unfairness. The well-known case, Flash Crash, of America in 2010 is so one example of HFT. The securities market trading system of Taiwan, Call Auction, has changed several times. The interval of the auction collecting and matching time has been all the way from 20 seconds down to the 5 seconds in current. But the final goal, Trade by Trade Matching transaction, has not yet been adopted so far. In December of 2016, the current chairman of Taiwan Stock Exchange said that Call Auction transaction is now old-fashioned and outdated, Trade by Trade Matching transaction has become a matter of course. Trade by Trade Matching transaction is just right around the corner, and it’s ready to launch as long as the brokers are ready. Fairness is the first priority in securities market. While Taiwan has not yet adopted the Trade by Trade Matching transaction and has not yet faced the challenges of HFT, Taiwan will no doubt implement it in the foreseeable future, and therefore the possibility of the appearance and the proportion of HFT in our market will be increasing. At the same time, HFT will be faced with whether it will promote market efficiency or undermine the fairness of the market. How should we regulate it and how to protect the interests of investors and the overall benefit of our market will also become our tests. This thesis takes the development trend of current trading system in Taiwan as a starting point and probes into the issue of HFT from the view of precaution. By referring to the trading system and regulations toward HFT of other countries, this thesis try to propose relevant suggestions and protection measures for investors and appropriate regulations of market after the implementation of Trade by Trade Matching transaction and the embracement of HFT in Taiwan.

Le prix efficient est latent, il est contaminé par les frictions microstructurelles ou bruit. On explore la mesure et la prévision de la volatilité fondamentale en utilisant les données à haute fréquence. Dans le premier papier, en maintenant le cadre standard du modèle additif du bruit et le prix efficient, on montre qu’en utilisant le volume de transaction, les volumes d’achat et de vente, l’indicateur de la direction de transaction et la différence entre prix d’achat et prix de vente pour absorber le bruit, on améliore la précision des estimateurs de volatilité. Si le bruit n’est que partiellement absorbé, le bruit résiduel est plus proche d’un bruit blanc que le bruit original, ce qui diminue la misspécification des caractéristiques du bruit. Dans le deuxième papier, on part d’un fait empirique qu’on modélise par une forme linéaire de la variance du bruit microstructure en la volatilité fondamentale. Grâce à la représentation de la classe générale des modèles de volatilité stochastique, on explore la performance de prévision de différentes mesures de volatilité sous les hypothèses de notre modèle. Dans le troisième papier, on dérive de nouvelles mesures réalizées en utilisant les prix et les volumes d’achat et de vente. Comme alternative au modèle additif standard pour les prix contaminés avec le bruit microstructure, on fait des hypothèses sur la distribution du prix sans frictions qui est supposé borné par les prix de vente et d’achat. / The high frequency observed price series is contaminated with market microstructure frictions or noise. We explore the measurement and forecasting of the fundamental volatility through novel approaches to the frictions’ problem. In the first paper, while maintaining the standard framework of a noise-frictionless price additive model, we use the trading volume, quoted depths, trade direction indicator and bid-ask spread to get rid of the noise. The econometric model is a price impact linear regression. We show that incorporating the cited liquidity costs variables delivers more precise volatility estimators. If the noise is only partially absorbed, the remaining noise is closer to a white noise than the original one, which lessens misspecification of the noise characteristics. Our approach is also robust to a specific form of endogeneity under which the common robust to noise measures are inconsistent. In the second paper, we model the variance of the market microstructure noise that contaminates the frictionless price as an affine function of the fundamental volatility. Under our model, the noise is time-varying intradaily. Using the eigenfunction representation of the general stochastic volatility class of models, we quantify the forecasting performance of several volatility measures under our model assumptions. In the third paper, instead of assuming the standard additive model for the observed price series, we specify the conditional distribution of the frictionless price given the available information which includes quotes and volumes. We come up with new volatility measures by characterizing the conditional mean of the integrated variance.

Ce travail traite de la conception de générateur alimentant une lampe DBD destinée à la production de rayonnement UV. Cette alimentation doit permettre un contrôle efficace du rayonnement, grâce aux degrés de liberté apportés par le contrôle du générateur (fréquence, amplitude du courant injecté dans la lampe). Le modèle électrique de la lampe est utilisé pour prédire l’impact des caractéristiques du générateur sur le rayonnement UV produit. Une synthèse des interrupteurs de puissance du convertisseur statique permettant le contrôle du courant injecté est proposée et des solutions d’implémentation sont étudiées. Une démarche de conception en vue de l’optimisation du transformateur haute tension est proposée, notamment en ce qui concerne la valeur de ses éléments parasites. L’ensemble de ces travaux est étayé par des réalisations expérimentales. / This work presents the concept of a generator supplying a DBD lamp for UV radiation production purpose. This supply permits effective control of radiation based on degree-of-freedom provided by generator control system (lamp current frequency and ampli-tude). Lamp electrical model is used to predict the impact of power source characteristics on the produced UV radiation. A synthesis of the switching devices of power converter for current lamp control is pro-posed and the implemented solutions are studied. A design procedure for high voltage transformer optimization is proposed in particular concerning parasitic elements. The entire work is supported by experimentations.

Ce mémoire présente le travail de thèse réalisé auprès des laboratoires LAPLACE et SATIE ainsi que les services EDYNE3 et EDYYLIC d'AIRBUS OPERATIONS. Le sujet porte sur les problèmes CEM apparaissant dans les convertisseurs de puissance embarqués à bord des futurs avions plus électriques. Le manuscrit est composé de cinq parties. La première partie, d'introduction, traite de la problématique CEM avion, la deuxième de la modélisation des éléments de la chaine de conversion DC/AC étudiée. Le troisième est composé d'une étude comparative par simulation des différentes solutions. La quatrième partie traite de la réalisation de la solution choisie et enfin le cinquième et dernier chapitre de l'étude expérimentale de celle-ci. / The studies conducted during this thesis deals with conducted EMC problems of an inverter associated to its actuator. Accurate high frequency models of every element of the DC/AC converter and actuator have been realised from measures. Then a comparative study of different topologies of converters have been led from simulations in order to determine the best solution minimising EMC current. The selected inverter was realised and the experimental results were compared to simulations validating them. Finally, a comparison of EMC filters architecture led to choose a better solution in order to avoid the increasing of mass.

Em nosso trabalho analisamos os dados provenientes da BM&F Bovespa, a bolsa de valores de São Paulo, no período de janeiro de 2011, referentes aos índices: BOVESPA (IND), o mini índice BOVESPA (WIN) e a taxa de câmbio (DOL). Estes dados são de alta frequência e representam vários aspectos da dinâmica das negociações. No conjunto de valores encontram-se horários e datas dos negócios, preços, volumes oferecidos e outras características da negociação. A primeira etapa da tese foi extrair as informações necessárias para análises a partir de um arquivo em protocolo FIX, foi desenvolvido um programa em R com essa finalidade. Em seguida, estudamos o carácter da dependência temporal nos dados, testando as propriedades de Markov de um comprimento de memória fixa e variável. Os resultados da aplicação mostram uma grande variabilidade no caráter de dependência, o que requer uma análise mais aprofundada. Acreditamos que esse trabalho seja de muita importância em futuros estudos acadêmicos. Em particular, a parte do carácter específico do protocolo FIX utilizado pela Bovespa. Este era um obstáculo em uma série de estudos acadêmicos, o que era, obviamente, indesejável, pois a Bovespa é um dos maiores mercados comerciais do mundo financeiro moderno. / In our work we analyzed data from BM&F Bovespa, the stock exchange in São Paulo. The dataset refers to the month January 2011 and is related to BOVESPA index (IND), mini BOVESPA index (WIN) and the exchange tax (DOL). These, are high frequency data representing various aspects of the dynamic of negotiations. The array of values includes the dates/times of trades, prices, volumes offered for trade and others trades characteristics. The first stage of the thesis was to extract information to the analysis from an archive in FIX protocol, it was developed a program in R with this aim. Afterwards, we studied the character of temporal dependence in the data, testing Markov properties of a fixed and variable memory length. The results of this application show a great variability in the character of dependence, which requires further analysis. We believe that our work is of great importance in future academic studies. In particular, the specific character of the FIX protocol used by Bovespa. This was an obstacle in a number of academic studies, which was, obviously, undesirable since Bovespa is one of the largest trading markets in the modern financial world.