Cette thèse porte sur l'étude probabiliste des réponses démographique et génétique de populations à certains événements ponctuels. Dans une première partie, nous étudions l'impact de catastrophes tuant une fraction de la population et survenant de manière répétée, sur le comportement en temps long d'une population modélisée par un processus de branchement. Dans un premier temps nous construisons une nouvelle classe de processus, les processus de branchement à états continus avec catastrophes, en les réalisant comme l'unique solution forte d'une équation différentielle stochastique. Nous déterminons ensuite les conditions d'extinction de la population. Enfin, dans les cas d'absorption presque sûre nous calculons la vitesse d'absorption asymptotique du processus. Ce dernier résultat a une application directe à la détermination du nombre de cellules infectées dans un modèle d'infection de cellules par des parasites. En effet, la quantité de parasites dans une lignée cellulaire suit dans ce modèle un processus de branchement, et les "catastrophes" surviennent lorsque la quantité de parasites est partagée entre les deux cellules filles lors des divisions cellulaires. Dans une seconde partie, nous nous intéressons à la signature génétique laissée par un balayage sélectif. Le matériel génétique d'un individu détermine (pour une grande partie) son phénotype et en particulier certains traits quantitatifs comme les taux de naissance et de mort intrinsèque, ou sa capacité d'interaction avec les autres individus. Mais son génotype seul ne détermine pas son ``adaptation'' dans le milieu dans lequel il vit : l'espérance de vie d'un humain par exemple est très dépendante de l'environnement dans lequel il vit (accès à l'eau potable, à des infrastructures médicales,...). L'approche éco-évolutive cherche à prendre en compte l'environnement en modélisant les interactions entre les individus. Lorsqu'une mutation ou une modification de l'environnement survient, des allèles peuvent envahir la population au détriment des autres allèles : c'est le phénomène de balayage sélectif. Ces événements évolutifs laissent des traces dans la diversité neutre au voisinage du locus auquel l'allèle s'est fixé. En effet ce dernier ``emmène'' avec lui des allèles qui se trouvent sur les loci physiquement liés au locus sous sélection. La seule possibilité pour un locus de ne pas être ``emmené'' est l'occurence d'une recombination génétique, qui l'associe à un autre haplotype dans la population. Nous quantifions la signature laissée par un tel balayage sélectif sur la diversité neutre. Nous nous concentrons dans un premier temps sur la variation des proportions neutres dans les loci voisins du locus sous sélection sous différents scénarios de balayages. Nous montrons que ces différents scenari évolutifs laissent des traces bien distinctes sur la diversité neutre, qui peuvent permettre de les discriminer. Dans un deuxième temps, nous nous intéressons aux généalogies jointes de deux loci neutres au voisinage du locus sous sélection. Cela nous permet en particulier de quantifier des statistiques attendues sous certains scenari de sélection, qui sont utilisées à l'heure actuelle pour détecter des événements de sélection dans l'histoire évolutive de populations à partir de données génétiques actuelles. Dans ces travaux, la population évolue suivant un processus de naissance et mort multitype avec compétition. Si un tel modèle est plus réaliste que les processus de branchement, la non-linéarité introduite par les compétitions entre individus en rend l'étude plus complexe / This thesis is devoted to the probabilistic study of demographic and genetical responses of a population to some point wise events. In a first part, we are interested in the effect of random catastrophes, which kill a fraction of the population and occur repeatedly, in populations modeled by branching processes. First we construct a new class of processes, the continuous state branching processes with catastrophes, as the unique strong solution of a stochastic differential equation. Then we describe the conditions for the population extinction. Finally, in the case of almost sure absorption, we state the asymptotical rate of absorption. This last result has a direct application to the determination of the number of infected cells in a model of cell infection by parasites. Indeed, the parasite population size in a lineage follows in this model a branching process, and catastrophes correspond to the sharing of the parasites between the two daughter cells when a division occurs. In a second part, we focus on the genetic signature of selective sweeps. The genetic material of an individual (mostly) determines its phenotype and in particular some quantitative traits, as birth and intrinsic death rates, and interactions with others individuals. But genotype is not sufficient to determine "adaptation" in a given environment: for example the life expectancy of a human being is very dependent on his environment (access to drinking water, to medical infrastructures,...). The eco-evolutive approach aims at taking into account the environment by modeling interactions between individuals. When a mutation or an environmental modification occurs, some alleles can invade the population to the detriment of other alleles: this phenomenon is called a selective sweep and leaves signatures in the neutral diversity in the vicinity of the locus where the allele fixates. Indeed, this latter "hitchhiking” alleles situated on loci linked to the selected locus. The only possibility for an allele to escape this "hitchhiking" is the occurrence of a genetical recombination, which associates it to another haplotype in the population. We quantify the signature left by such a selective sweep on the neutral diversity. We first focus on neutral proportion variation in loci partially linked with the selected locus, under different scenari of selective sweeps. We prove that these different scenari leave distinct signatures on neutral diversity, which can allow to discriminate them. Then we focus on the linked genealogies of two neutral alleles situated in the vicinity of the selected locus. In particular, we quantify some statistics under different scenari of selective sweeps, which are currently used to detect recent selective events in current population genetic data. In these works the population evolves as a multitype birth and death process with competition. If such a model is more realistic than branching processes, the non-linearity caused by competitions makes its study more complex

Nessa tese apresentamos uma nova classe de modelos, os processos de saltos com memória de alcance variável, uma generalização a tempo contínuo do processo introduzido em Galves e Löcherbach (2013). Desenvolvemos um novo estimador para a árvore de contexto imersa no processo de salto com memória de alcance variável, considerando mais parâmetros fornecidos pela amostra. Obtivemos também uma cota superior da taxa de convergência da árvore estimada para árvore real, provando a convergência quase certa do estimador. / In this work we deal with a new class of models: the jump processes with variable length memory. This is a continuous-time generalization of the process introduced in Galves and Löcherbach (2013). We present a new estimator for the tree context embedded in this process, considering all information provided by the sample. We also present an exponential upper bound for the rate of convergence, proving then the almost sure convergence of the estimator.

Este trabalho consiste no estudo de métodos de otimização aplicados em um problema de controle para sistemas lineares com saltos markovianos (SLSM). SLSM formam uma importante classe de sistemas que têm sido muito úteis em aplicações envolvendo sistemas sujeitos a falhas e outras alterações abruptas de comportamento. Este estudo enfoca diferentes métodos para resolução deste problema. Comparamos o método variacional com o de Newton, sob o ponto de vista do número de problemas resolvidos e pelo nível de sub-otimalidade obtido (relação entre os custos obtidos por estes métodos). Também propomos um novo método, o qual pode ser inicializado com soluções de equações de Riccati acopladas, e o comparamos com o método variacional. Além disso, para a comparação dos métodos, propomos um algoritmo que gerou dez mil exemplos / This work addresses optimizations methods applied to a control problem for linear systems with markovian jumps, which form an important class of systems that have been very useful in applications involving systems subject to failures and other abrupt changes. This study focuses on different methods for solving this problem. We compare the variational approach with the Newton method, in terms of the number of solved problems and the level of sub-optimality (ratio between the costs obtained by these approaches). We also propose a new method, which can be initialized with solutions of coupled Riccati equations, and we compare it with the variational approach. We have proposed an algorithm for creating ten thousand examples for the comparisons

Nessa tese apresentamos uma nova classe de modelos, os processos de saltos com memória de alcance variável, uma generalização a tempo contínuo do processo introduzido em Galves e Löcherbach (2013). Desenvolvemos um novo estimador para a árvore de contexto imersa no processo de salto com memória de alcance variável, considerando mais parâmetros fornecidos pela amostra. Obtivemos também uma cota superior da taxa de convergência da árvore estimada para árvore real, provando a convergência quase certa do estimador. / In this work we deal with a new class of models: the jump processes with variable length memory. This is a continuous-time generalization of the process introduced in Galves and Löcherbach (2013). We present a new estimator for the tree context embedded in this process, considering all information provided by the sample. We also present an exponential upper bound for the rate of convergence, proving then the almost sure convergence of the estimator.

This study examined and compared the acute effects of ballistic and nonballistic concentric-only half-squats (COHSs) on squat jump performance. Fifteen resistance-trained men performed a squat jump 2 minutes after a control protocol or 2 COHSs at 90% of their 1 repetition maximum (1RM) COHS performed in a ballistic or nonballistic manner. Jump height (JH), peak power (PP), and allometrically scaled peak power (PPa) were compared using three 3 × 2 repeated-measures analyses of variance. Statistically significant condition × time interaction effects existed for JH (p = 0.037), PP (p = 0.041), and PPa (p = 0.031). Post hoc analysis revealed that the ballistic condition produced statistically greater JH (p = 0.017 and p = 0.036), PP (p = 0.031 and p = 0.026), and PPa (p = 0.024 and p = 0.023) than the control and nonballistic conditions, respectively. Small effect sizes for JH, PP, and PPa existed during the ballistic condition (d = 0.28–0.44), whereas trivial effect sizes existed during the control (d = 0.0–0.18) and nonballistic (d = 0.0–0.17) conditions. Large statistically significant relationships existed between the JH potentiation response and the subject's relative back squat 1RM (r = 0.520; p = 0.047) and relative COHS 1RM (r = 0.569; p = 0.027) during the ballistic condition. In addition, large statistically significant relationship existed between JH potentiation response and the subject's relative back squat strength (r = 0.633; p = 0.011), whereas the moderate relationship with the subject's relative COHS strength trended toward significance (r = 0.483; p = 0.068). Ballistic COHS produced superior potentiation effects compared with COHS performed in a nonballistic manner. Relative strength may contribute to the elicited potentiation response after ballistic and nonballistic COHS.

The purpose of this study was to compare the temporal profile of strong and weak subjects during ballistic and nonballistic potentiation complexes. Eight strong (relative back squat = 2.1 ± 0.1 times body mass) and 8 weak (relative back squat = 1.6 ± 0.2 times body mass) males performed squat jumps immediately and every minute up to 10 minutes following potentiation complexes that included ballistic or nonballistic concentric-only half-squat (COHS) performed at 90% of their 1 repetition maximum COHS. Jump height (JH) and allometrically scaled peak power (PPa) were compared using a series of 2 × 12 repeated measures analyses of variance. No statistically significant strength level main effects for JH (p = 0.442) or PPa (p = 0.078) existed during the ballistic condition. In contrast, statistically significant main effects for time existed for both JH (p = 0.014) and PPa (p < 0.001); however, no statistically significant pairwise comparisons were present (p > 0.05). Statistically significant strength level main effects existed for PPa (p = 0.039) but not for JH (p = 0.137) during the nonballistic condition. Post hoc analysis revealed that the strong subjects produced statistically greater PPa than the weaker subjects (p = 0.039). Statistically significant time main effects existed for time existed for PPa (p = 0.015), but not for JH (p = 0.178). No statistically significant strength level × time interaction effects for JH (p = 0.319) or PPa (p = 0.203) were present for the ballistic or nonballistic conditions. Practical significance indicated by effect sizes and the relationships between maximum potentiation and relative strength suggest that stronger subjects potentiate earlier and to a greater extent than weaker subjects during ballistic and nonballistic potentiation complexes.

This journey based narrative inspired by the traditional narrative of the Major Arcana cards in the tarot, centers on The Fool and his interactions with the rest of the Major Arcana. The Fool’s journey centers on memory, regaining personal power, admitting and accepting weakness, and creating a personal place in relation to a larger world. This evolution throughout the journey is explored through detailed repeating imagery and symbols drawn from a mixture of traditional tarot imagery and the author’s personal image set created for this narrative.

<p>The purpose of this study is to identify an impact on an option pricing within NASDAQ OMX Stockholm Market, if the underlying</p><p>asset prices include jumps. The current financial crisis, when jumps are much more evident than ever, makes this issue very actual and important in the global sense for the portfolio hedging and other risk management applications for example for the banking sector. Therefore, an investigation is based on OMXS30 Index and SEB A Bank. To detect jumps the Barndorff-Nielsen and Shephard non-parametric bipower variation test is used. First it is examined on simulations, to be finally implemented on the real data. An affirmation of a jumps occurrence requires to apply an appropriate model for the option pricing. For this purpose the Kou model, a double exponential jump-diffusion one, is proposed, as it incorporates essential stylized facts not available for another models. Th parameters in the model are estimated by a new approach - a combined cumulant matching with lambda taken from the Barrndorff-Nielsen and Shephard test. To evaluate how the Kou model manages on the option pricing, it is compared to the Black-Scholes model and to the real prices of European call options from the Stockholm Stock Exchange. The results show that the Kou model outperforms the latter.</p>

本文改良了Shafiee-Topal(2010)所提出之跳躍模型之波動率，並歸納成三種模型:改良跳躍模型、改良平滑跳躍模型以及最佳化跳躍模型，並運用時間序列模型探討樣本期間內黃金價格。第一部份比較三種跳躍模型與Shafiee-Topal模型在訓練集及測試集的預測結果，並預測2012年至2018年之黃金價格走勢。第二部份探討黃金價格、原油價格以及美元加權指數之間的互動關係，建立多變數模型以預測黃金價格之長期趨勢。 首先，本文檢驗黃金價格、原油價格及美元加權指數樣本之恆定性，經由ADF 單根檢定法發現序列具有單根，進而使用TSP(Trend Stationary Process)估計模型參數。其次，黃金價格、原油價格及美元加權指數經共整合檢定發現，各模型變數間均具有共整合關係，即變數間具有長期均衡關係。黃金價格與原油價格呈正向反應，而黃金價格和原油價格與美元加權指數呈負向反應，除了受自身的預測解釋能力外，亦可以做為觀察其他變數的未來走勢方向及影響大小預估。最後，探討黃金價格受波動率的影響情形，本文改良Shafiee-Topal模型之波動率，並比較四種模型對黃金價格趨勢預測之結果，發現改良平滑跳躍模型在實際黃金價格波動率大時，其趨勢預測結果會優於Shafiee-Topal模型。 / This research advanced the volatility component (λ) of the jump and dip model (Shafiee and Topal,2010) on gold prices from 1968 to 2012 and estimated the gold price for the next 6 years. Based on the trend stationary process, we defined the three components and derived three new models: Adjusted Jump and Dip Model, Adjusted Smooth Jump and Dip Model and Optimized Jump and Dip Model. First part of the thesis compared the performance in prediction of the training data and the testing data for three different models and the jump and dip model. Second part of the thesis investigated the relationship among the gold price, crude oil price, and trade weighted U.S. dollar index of the concepts The result illustrated the long term trend of gold price described by a multivariate predictive model. We found evidence that different levels of volatility affect the prediction of gold price, and the adjusted jump and dip Model performs best when the true volatility is relatively high.

The Thesis describes (i) the development of add-on instrumentation extending the capabilities of conventional NMR spectrometers and (ii) the application of the designed equipments and techniques for investigating various colloidal systems. The new equipments are: Novel designs of stopped-flow and temperature–jump inserts intended for conventional Bruker wide-bore superconductive magnets. Both inserts are loaded directly from above into the probe space and can be used together with any 10 mm NMR probe with no need for any auxiliary instruments. A set of 5 mm and 10 mm 1H – 19F – 2H NMR probes designed for heteronuclear 1H – 19F cross-relaxation experiments in Bruker DMX 200, AMX 300 and DMX 500 spectrometers, respectively. A two–stage low-pass filter intended for suppressing RF noise in electrophoretic NMR experiments. The kinetics of micellar dissolution and transformation in aqueous solutions of sodium perfluorooctanoate (NaPFO) is investigated using the stopped-flow NMR instrument. The sensitivity of NMR as detection tool for kinetic processes in micellar solutions is clarified and possible artefacts are analysed. In the NaPFO system, the micellar dissolution is found to proceed faster than 100 ms while surfactant precipitation occurs on the time scale of seconds-to-minutes. The kinetics of the coil-to–globule transition and intermolecular aggregation in a poly (Nisopropylacrylamide) solution are investigated by the temperature-jump NMR instrument. As revealed by the time evolution of the 1H spectrum, the T2 relaxation time and the self-diffusion coefficient D, large (&gt;10 nm) and compact aggregates form in less than 1 second upon fast temperature increase and dissolve in less than 3 seconds upon fast temperature decrease. The intermolecular 1H – 19F dipole-dipole cross-relaxation between the solvent and solute molecules, whose fast rotational diffusion is in the extreme narrowing limit, is investigated. The solutes are perfluorooctanoate ions either in monomeric or in micellar form and trifluoroacetic acid and the solvent is water. The obtained cross-relaxation rates are frequency-dependent which clearly proves that there is no extreme narrowing regime for intermolecular dipole-dipole relaxation. The data provide strong constraints for the dynamic retardation of solvent by the solute. / QC 20100929