The focus of this dissertation is the European Credit Default Swaps (CDSs) market. CDSs are the most popular credit derivative products. Three issues are discussed, the first, which is covered in chapter 2, is the investigation of non-diversifiable jump risk in iTraxx sector indices based on a multivariate model that explicitly admits discrete common jumps for an index and its components. Our empirical research shows that both the iTraxx Non-Financials and their components experience jumps during the sample period, which means that the jump risks in the iTraxx sector index are not diversifiable. The second issue, which is covered in chapter 3 is the component structure of credit default swap spreads and their determinants. We firstly extract a transitory component and a persistent component from two different maturities of the Markit iTraxx index and then regress these components against proxies for several commonly used explanatory variables. Our results show that these explanatory variables have significant but differing impacts on the extracted components, which indicates that a two-factor formulation may be needed to model CDS options. The last issue, which is covered in chapters 4, 5 and 6 is the investigation of the linkage between the credit default swap market and the equity market within the European area. We innovatively calibrate the CDS option with the Heston Model to get the implied volatility in the CDS market, which allows us to investigate both the characteristic of implied volatility in the CDS market and the relationship of the two markets not only on the level of daily changes but also with regard to its second moment. Our analysis shows that the stock market weakly leads the CDS market on daily changes but for implied volatility, the stock market leads the CDS market. A VECM analysis shows that only the stock market contributes to price discovery. For sub-investment grade entities, the interactivities between the implied volatility of the CDS market and the implied volatility of the stock market are stronger, especially during the recent credit crunch period. All these results have important implications for the construction of portfolios with credit-sensitive instruments.

Dynamic optimization has several key advantages. This includes the ability to work on binary code in the absence of sources and to perform optimization across module boundaries. However, it has a significant disadvantage viz-a-viz traditional static optimization: it has a significant runtime overhead. There can be performance gain only if the overhead can be amortized. In this paper, we will quantitatively analyze the runtime overhead introduced by a dynamic optimizer, DynamoRIO. We found that the major overhead does not come from the optimizer's operation. Instead, it comes from the extra code in the code cache added by DynamoRIO. After a detailed analysis, we will propose a method of trace construction that ameliorate the overhead introduced by the dynamic optimizer, thereby reducing the runtime overhead of DynamoRIO. We believe that the result of the study as well as the proposed solution is applicable to other scenarios such as dynamic code translation and managed execution that utilizes a framework similar to that of dynamic optimization. / Singapore-MIT Alliance (SMA)

Syfte och frågeställningar Syftet med studien var att undersöka hur stretching i olika former akut påverkar hopphöjd. Vilken akut påverkan har statisk stretching på hopphöjd? Vilken akut påverkan har dynamisk stretching på hopphöjd? Vilka skillnader i hopprestation finns när det gäller den akuta effekten efter statisk och dynamisk stretching? Metod Studien var kvantitativ med en experimentell forskningsdesign och bestod av tre testtillfällen. Bekvämlighetsurval tillämpades och begränsades till 12 friska fysiskt aktiva kvinnor i åldrarna 18-30 år. Varje testtillfälle innehöll en uppvärmning på ergometercykel, tre vertikalhopp, en stretchingintervention (statisk, dynamisk eller kontroll), en aktiv vila på ergometercykel och ytterligare tre vertikalhopp. Vertikalhoppen (squat jump) utfördes på en kontaktmatta som beräknade den totala hopphöjden. De muskelgrupper som stretchades var gluteus maximus, hamstrings, quadriceps femoris och triceps sure. Tiden för den statiska stretchingen var 4 x 30 sekunder (s.) per muskelgrupp. Den dynamiska stretchingen utfördes med gungande rörelser i 1:1 s. cykler under 30 s. Under kontrolltillfället bedrevs ingen stretching alls. Resultat Testpersonernas medelvärde var 22,7  i ålder och 23,9 i BMI. Medelhöjden på hoppen efter den statiska stretchingen minskade signifikant med 5,4 % (p =0,009). Efter den dynamiska stretchingen sågs ingen skillnad i hopphöjd. Ingen skillnad sågs heller i jämförelsen mellan den statiska och den dynamiska stretchingen. Slutsats Resultaten visade att statisk stretching med en total tid på två minuter inte bör utföras innan en maximal hopprestation. Att stretcha dynamiskt hade ingen påverkan på hopprestationen.

Many oceanographers have postulated that internal wave form inversion would take place at the turning point where the thickness of the upper and bottom layer are equal in a stratified two-layer fluid system. This implies that an internal wave of depression may convert into elevation as the wave propagates over a continental margin comprising continental slope and shelf. Laboratory experiments were conducted on the propagation of a depression ISW over a trapezoidal obstacle in a stratified two-layer fresh/brine water system in a steel framed wave tank of 12m long with cross section of 0.7m high by 0.5m wide. The relative difference in water depth between the upper and lower layer and the initial ISW amplitude were the main controlling parameters, among others. The water depth in the stratified two-layer system on the horizontal plateau of the trapezoid obstacle fell into one of the following case: (1) the upper layer larger than lower (H1>¢Ö2'); or (2) equal depth in the upper and lower layer (H1=¢Ö2'); or (3) the upper layer less than lower layer (H1<¢Ö2'). In addition of the depth ratio, the difference in the length of the horizontal plateau and the thickness of the phycnocline above if were also parameters affecting the outcome of the experiments. In these experiments, three different type of the height and length of the trapezoidal obstacle were used, including long (4.8x0.37m), medium (1x0.35m) and short (0.5x0.35m) types. A full account on the characteristics of the ISW evolution observed during this experimental study is presented in this thesis. As an ISW propagated on the fronting slope, were run-down, vortex motion, internal hydraulic jump (IHJ) and run-up were occurred. Once the wave passed the turning point (where the depth of upper and lower layer equal), the wave form became elevation on the plateau above the obstacle. Based on the laboratory data available, the effect on internal wave evolution can be evaluated by the relative fluid thickness (H1/¢Ö2') on the plateau. The outcome can be classified into three categories: (1) H1>¢Ö2', the relative layer thickness on the plateau unfits for depression ISW propagation and waveform behaves like elevation type; (2) H1=¢Ö2', wave boluses containing mixed fluid propagating on the plateau after breaking on the slope; (3) H1<¢Ö2', ISW propagated over trapezoidal obstacle subjected to shoaling and viscosity effect, without change in waveform. As a depression ISW propagated over the variable length of the plateau, another important factor affecting the intensity of the internal hydraulic jump was the water volume drawn from the plateau. In the case of long horizontal plateau, the interaction range was large, and the IHJ was strong. Consequently, the thickness of the increased which caused the IHJ to move upward along the fronting slope. However, the amplitude and phase speed of the resulting internal wave decreased as if propagated further.

Thesis (Ph. D.)--University of Texas at Austin, 2002. / Vita. Includes bibliographical references. Available also from UMI Company.

Strength training is safe and effective for children according to a position statement by the National Strength and Conditioning Association (2009). One such effect or benefit can be increased vertical jump ability. Due to methodological inconsistencies, determining whether strength training consistently leads to increased vertical jump has been difficult to do. This randomized study involved a 12-week, two-time per week lower body strength training program for the intervention group, and an upper body strength training program for the control group. A countermovement jump tested at baseline and post-intervention by a blinded observer measured the effect of this training intervention on the vertical jump ability of 10-14 year old athletic females (n=36). The results revealed no significant changes within each group from baseline to post-intervention and no significant differences between each group. It appears that a number of factors may have influenced the results of this study not the least of which was the high baseline ability of the participants. More research using strong methods, a sufficient training stimulus and female children is needed in order to clarify the response of vertical jump to a resistance training intervention.

Abstrakt Det finns blandade åsikter om att en grad av rörlighet över det normala skulle vara främjande eller hämmande för prestationen och därför var syftet i denna studie att mäta rörlighet och den maximala hoppförmågan hos gymnaster, cheerleaders och individer som utövar parkour för att undersöka om rörligheten har någon betydelse för spänst/ explosivitet. Undersökningsgruppen bestod av 15 friska deltagare varav 8 män och 7 kvinnor i åldrarna 18-32 år. Deltagarna genomförde tre Countermovement jump hopp (CMJ) och static jump där markering gjordes på en vägg för att mäta hopphöjd. Enbens längdhopp mättes också. Aktiv rörlighet mättes i fotled vid både dorsalflexion, plantarflexion och sit and reach (bakre rörelsekedjan). Databearbetning gjordes i datorprogrammet IBM SPSS Statistics 21. Männen hoppade högre och längre än kvinnorna där skillnaden var signifikant vid alla hopptest. En signifikant skillnad i rörlighet fanns mellan kön där kvinnorna var rörligare i vänster dorsalflexion. Parkour gruppen hoppade högre än övriga gruppen (Gymnastik &amp; Cheerleading) där skillnaden var signifikant vid samtliga hopptest. Skillnad i rörlighet mellan parkour och övriga var endast signifikant vid vänster plantarflexion. Sambandsanalys visade starkast korrelation mellan plantarflexion och hoppförmåga där endast vänster plantarflexion och static jump var statistiskt säkerställt. Det finns indikationer som visar att spänst och explosivitet har ett samband med rörlighet men det saknas bevis för detta i den aktuella studien. Flera faktorer kan ha betydelse för hoppförmågan som bland annat teknik, disciplin och kön.

In this thesis, a new method based on characteristic functions is proposed to estimate the jump component in a finite-activity Levy process, which includes the jump frequency and the jump size distribution. Properties of the estimators are investigated, which show that this method does not require high frequency data. The implementation of the method is discussed, and examples are provided. We also perform a comparison which shows that our method has advantages over an existing threshold method. Finally, two applications are included: one is the classification of the increments of the model, and the other is the testing for a change of jump frequency.

Neuromuscular (NM) fatigue can be defined as an exercise-induced decrease in skill-based performance and/or capacity that originates within the NM system (i.e. between activation of the primary motor cortex to the performance of the contractile apparatus (Bigland-Ritchie, 1981)) (Boyas & Guével, 2011). NM fatigue is a fundamental component of athlete training and competition, required for both optimal adaptation and performance. However, in the short-term, NM fatigue can decrease performance and increase injury risk, whilst its accumulation can produce long-term deleterious performance and health consequences. Consequently, athlete fatigue monitoring is recommended for precise management of athlete training adaptation and recovery practices. Regular NM function measurement is a key component of athlete fatigue monitoring; still the best means of assessing fatigue-induced effects on NM function is presently unclear. A broader understanding of the most suitable NM testing methods, and associated NM constructs, would therefore be of value to sport practitioners. As elaborated below, this dissertation aimed to first identify the most suitable NM function test, and then develop the testing technique to better determine the NM responses associated with acute fatigue, an accumulation of exercise stress (i.e. accumulated fatigue), and post-exercise recovery. A secondary aim was to provide a greater understanding of the NM responses elicited by fatiguing exercise. First, the suitability of four NM function tests (e.g. countermovement jump (CMJ), squat jump (SJ), drop jump (DJ), 20-m sprint (SPRINT)) for the regular measurement of NM fatigue was examined. Assessment of test repeatability (mean coefficient of variation for various measures of force, velocity, power, impulse and flight time; SPRINT: 1.2%; CMJ: 3.0%; SJ: 3.5%; DJ: 4.8%) and sensitivity to NM fatigue (substantial post-exercise changes observed up to; SPRINT: 0-hr post; SJ: 24-hr post; CMJ & DJ: 72-hr post) revealed the CMJ test to be the most suitable, with it highly repeatable and sensitive to fatigue-induced changes immediately following fatiguing exercise and during post-exercise recovery. Subsequent investigations further explored the use of CMJ testing for NM fatigue detection. Second, CMJ responses to acute NM fatigue and during post-exercise recovery were examined in recreational athletes. As part of this process, two analytic approaches, anticipated to decrease measurement error and improve test sensitivity through the examination of CMJ mechanics, were utilised. Fatiguing exercise resulted in a biphasic recovery profile. Immediate decreases were evident in most CMJ variables (i.e. small-to-moderate changes), followed by mechanical changes indicative of NM fatigue (i.e. small changes in CMJ time- and rate-based variables) at 72-hour. Observation of mechanical changes at 72-hour, supported the use of the two adopted CMJ analytic approaches. Third, the developed methodology was used with elite snowboard-cross athletes to examine fatigue- and training-induced changes in NM function. Compared to concentric CMJ variables (i.e. peak/mean power/force/velocity), mechanical CMJ changes were more marked following both the fatiguing protocol (ES: moderate-to-large vs. small-to-moderate) and the 19-week training block (large-to-extremely large vs. small-to-very large). The more apparent mechanical changes observed in this highly-trained population (vs. the recreational athletes in Chapter 3) indicated that CMJ mechanical analysis may be of particular value in athlete populations. Fourth, the CMJ testing techniques were used to examine NM changes associated with accumulated fatigue (i.e. an accumulation of exercise and/or non-exercise stress) in a highly-trained population. Alongside increased training loads and decreased wellness, substantial changes in CMJ mechanics (e.g. time to peak force, force at zero velocity) and jump outcome (e.g. flight time, peak displacement) were observed, thereby supporting the inclusion of mechanical CMJ assessment for the monitoring of accumulated NM fatigue effects. This series of investigations support the use of CMJ testing for athlete NM fatigue monitoring, and highlight that NM fatigue can manifest as alterations in the mechanical strategies used to accomplish a task. These changes appear evident in response to acute fatigue (Chapters 3 and 4), alongside increases in training load (Chapters 4 and 5) and during post-exercise recovery (Chapter 3). Practitioners should therefore incorporate analyses of CMJ mechanics to provide a more comprehensive assessment of fatigue- and training-induced changes in NM function. / Graduate / gatherco@uvic.ca

The focus of this dissertation is the European Credit Default Swaps (CDSs) market. CDSs are the most popular credit derivative products. Three issues are discussed, the first, which is covered in chapter 2, is the investigation of non-diversifiable jump risk in iTraxx sector indices based on a multivariate model that explicitly admits discrete common jumps for an index and its components. Our empirical research shows that both the iTraxx Non-Financials and their components experience jumps during the sample period, which means that the jump risks in the iTraxx sector index are not diversifiable. The second issue, which is covered in chapter 3 is the component structure of credit default swap spreads and their determinants. We firstly extract a transitory component and a persistent component from two different maturities of the Markit iTraxx index and then regress these components against proxies for several commonly used explanatory variables. Our results show that these explanatory variables have significant but differing impacts on the extracted components, which indicates that a two-factor formulation may be needed to model CDS options. The last issue, which is covered in chapters 4, 5 and 6 is the investigation of the linkage between the credit default swap market and the equity market within the European area. We innovatively calibrate the CDS option with the Heston Model to get the implied volatility in the CDS market, which allows us to investigate both the characteristic of implied volatility in the CDS market and the relationship of the two markets not only on the level of daily changes but also with regard to its second moment. Our analysis shows that the stock market weakly leads the CDS market on daily changes but for implied volatility, the stock market leads the CDS market. A VECM analysis shows that only the stock market contributes to price discovery. For sub-investment grade entities, the interactivities between the implied volatility of the CDS market and the implied volatility of the stock market are stronger, especially during the recent credit crunch period. All these results have important implications for the construction of portfolios with credit-sensitive instruments.