O objetivo desse estudo foi verificar a relação da aptidão aeróbia e de fatores neuromusculares com o desempenho em SR em tenistas com diferentes níveis de jogo. Um grupo de dez tenistas profissionais (GP) e um grupo de dez tenistas amadores (GA) foram submetidos a quatro sessões experimentais, a saber: 1) medidas antropométricas, familiarização com o teste de drop jump (DJ) e com o teste de contração voluntária isométrica máxima (CVIM) para membros inferiores, e um teste progressivo até a exaustão; 2) um teste de DJ e um teste de carga constante para avaliar a cinética on e off do consumo de oxigênio (VO2); 3) um teste de CVIM para membros inferiores, outro teste de carga constante para avaliar a cinética on e off do VO2 e familiarização com o teste de SR; 4) um teste composto por dez SR. O GP apresentou valores significativamente menores para o tempo do melhor sprint (SRmelhor) e para a média dos tempos de todos os sprints (SRmédio) em relação ao GA (p < 0,05). O percentual de aumento do tempo ao longo dos sprints (SR%aumento) do GP não foi significativamente menor em comparação ao GA (p = 0,102), porém a chance dessa variável ser menor para o GP foi considerada \"provável\". Para o GP, a única correlação significativa observada foi entre o SRmédio e o tempo de contato obtido no teste de DJ (r = 0,641, p < 0,05). Em relação ao GA, foram observadas correlações significativas da velocidade pico obtida no teste progressivo até a exaustão com o SRmelhor (r = -0,680, p < 0,05) e SRmédio (r = -0,744, p < 0,05), assim como da amplitude da fase lenta da cinética off do VO2 com o SRmelhor (r = -0,756, p < 0,05) e SRmédio (r = -0,794, p < 0,05). Portanto, esses dados sugerem que tenistas profissionais possuem um melhor desempenho em SR em comparação aos tenistas amadores. Entretanto, não está clara a importância de fatores da aptidão aeróbia e neuromusculares no desempenho dessa atividade / The objective of this study was to verify the relationship of aerobic fitness and neuromuscular factors with RS performance in tennis players with different playing level. A group of ten professional (PG) and ten amateur (AG) tennis players were submitted to four experimental sessions, to know: 1) anthropometric measurements, familiarization with the drop jump (DJ) test and the maximal voluntary isometric contraction (MVIC) test for the lower limbs, and a progressive test until exhaustion; 2) a DJ test and a constant load test for on and off oxygen consumption (VO2) kinetics measurement; 3) a MVIC test for the lower limbs, another constant load test for on and off VO2 kinetics measurement, and familiarization with the RS test; 4) a test of ten RS. The PG presented significant lower values for the best sprint time (RSbest) and mean time of all sprints (RSmean) in relation to the AG (p < 0.05). The percentage increase in time over all sprints (RSincrease) of the PG was not significantly lower in comparison to the AG (p = 0.102), however the chance of this variable to be lower for the PG was considered \"probable\". For the PG the only significant correlation observed was between RSmean and the contact time obtained in the DJ test (r = 0.641, p < 0.05). In relation to the AG, significant correlations were observed for the peak speed obtained on the progressive test until exhaustion with the RSbest (r = -0.680, p < 0.05) and RSmean (r = -0.744, p < 0.05), likewise for the amplitude of the slow phase in oxygen uptake off-kinetics with the RSbest (r = -0.756, p < 0.05) and RSmean (r = -0.794, p < 0.05). Thus, these data suggest that professional tennis players have a better performance in RS compared to amateur tennis players. However, it is not clear the importance of aerobic fitness and neuromuscular factors in the performance of this activity

The purpose of this study was to compare 4 methods that assess the lower-body stretch-shortening cycle (SSC) utilization of athletes. Eighty-six National Collegiate Athletic Association Division I athletes from 6 different sports performed 2 squat jumps and 2 countermovement jumps on a force platform. Pre-stretch augmentation percentage (PSAP), eccentric utilization ratio (EUR), and reactive strength (RS) for jump height (JH) and peak power (PP) magnitudes, and reactive strength index–modified (RSImod) were calculated for each team. A series of one-way analyses of variance with a Holm-Bonferroni sequential adjustment were used to compare differences in PSAP, EUR, RS, and RSImod between teams. Statistical differences in RSImod (p < 0.001) existed between teams, whereas no statistical differences in PSAP-JH (p = 0.150), PSAP-PP (p = 0.200), EUR-JH (p = 0.150), EUR-PP (p = 0.200), RS-JH (p = 0.031), or RS-PP (p = 0.381) were present. The relationships between PSAP, EUR, and RS measures were all statistically significant and ranged from strong to nearly perfect (r = 0.569–1.000), while most of the relationships between PSAP, EUR, and RS measures and RSImod were trivial to small (r = 0.192–0.282). Pre-stretch augmentation percentage and EUR, RS, and RSImod values indicate that women's tennis, men's soccer, and men's soccer teams may use the SSC most effectively, respectively. Pre-stretch augmentation percentage, EUR, RS, and RSImod values may show vastly different results when comparing an individual's and a team's ability to use the SSC. Practitioners should consider using RSImod to monitor the SSC utilization of athletes due to its timing component.

O objetivo desse estudo foi verificar a relação da aptidão aeróbia e de fatores neuromusculares com o desempenho em SR em tenistas com diferentes níveis de jogo. Um grupo de dez tenistas profissionais (GP) e um grupo de dez tenistas amadores (GA) foram submetidos a quatro sessões experimentais, a saber: 1) medidas antropométricas, familiarização com o teste de drop jump (DJ) e com o teste de contração voluntária isométrica máxima (CVIM) para membros inferiores, e um teste progressivo até a exaustão; 2) um teste de DJ e um teste de carga constante para avaliar a cinética on e off do consumo de oxigênio (VO2); 3) um teste de CVIM para membros inferiores, outro teste de carga constante para avaliar a cinética on e off do VO2 e familiarização com o teste de SR; 4) um teste composto por dez SR. O GP apresentou valores significativamente menores para o tempo do melhor sprint (SRmelhor) e para a média dos tempos de todos os sprints (SRmédio) em relação ao GA (p < 0,05). O percentual de aumento do tempo ao longo dos sprints (SR%aumento) do GP não foi significativamente menor em comparação ao GA (p = 0,102), porém a chance dessa variável ser menor para o GP foi considerada \"provável\". Para o GP, a única correlação significativa observada foi entre o SRmédio e o tempo de contato obtido no teste de DJ (r = 0,641, p < 0,05). Em relação ao GA, foram observadas correlações significativas da velocidade pico obtida no teste progressivo até a exaustão com o SRmelhor (r = -0,680, p < 0,05) e SRmédio (r = -0,744, p < 0,05), assim como da amplitude da fase lenta da cinética off do VO2 com o SRmelhor (r = -0,756, p < 0,05) e SRmédio (r = -0,794, p < 0,05). Portanto, esses dados sugerem que tenistas profissionais possuem um melhor desempenho em SR em comparação aos tenistas amadores. Entretanto, não está clara a importância de fatores da aptidão aeróbia e neuromusculares no desempenho dessa atividade / The objective of this study was to verify the relationship of aerobic fitness and neuromuscular factors with RS performance in tennis players with different playing level. A group of ten professional (PG) and ten amateur (AG) tennis players were submitted to four experimental sessions, to know: 1) anthropometric measurements, familiarization with the drop jump (DJ) test and the maximal voluntary isometric contraction (MVIC) test for the lower limbs, and a progressive test until exhaustion; 2) a DJ test and a constant load test for on and off oxygen consumption (VO2) kinetics measurement; 3) a MVIC test for the lower limbs, another constant load test for on and off VO2 kinetics measurement, and familiarization with the RS test; 4) a test of ten RS. The PG presented significant lower values for the best sprint time (RSbest) and mean time of all sprints (RSmean) in relation to the AG (p < 0.05). The percentage increase in time over all sprints (RSincrease) of the PG was not significantly lower in comparison to the AG (p = 0.102), however the chance of this variable to be lower for the PG was considered \"probable\". For the PG the only significant correlation observed was between RSmean and the contact time obtained in the DJ test (r = 0.641, p < 0.05). In relation to the AG, significant correlations were observed for the peak speed obtained on the progressive test until exhaustion with the RSbest (r = -0.680, p < 0.05) and RSmean (r = -0.744, p < 0.05), likewise for the amplitude of the slow phase in oxygen uptake off-kinetics with the RSbest (r = -0.756, p < 0.05) and RSmean (r = -0.794, p < 0.05). Thus, these data suggest that professional tennis players have a better performance in RS compared to amateur tennis players. However, it is not clear the importance of aerobic fitness and neuromuscular factors in the performance of this activity

In this masterthesis I have rewied basic approaches to volatility estimating. These approaches are based on classical and Bayesian statistics. I have applied the volatility models for the purpose of volatility forecasting of a different foreign exchange (EURUSD, GBPUSD and CZKEUR) in the different period (from a second period to a day period). I formulate the models EWMA, GARCH, EGARCH, IGARCH, GJRGARCH, jump diffuison with constant volatility and jump diffusion model with stochastic volatility. I also proposed an MCMC algorithm in order to estimate the Bayesian models. All the models we estimated as univariate models. I compared the models according to Mincer Zarnowitz regression. The most successfull model is the jump diffusion model with a stochastic volatility. On the second place they were the GJR- GARCH model and the jump diffusion model with a constant volatility. But the jump diffusion model with a constat volatilit provided much more overvalued results.The rest of the models were even worse. From the rest the IGARCH model is the best but provided undervalued results. All these findings correspond with R squared coefficient.

Considerable jump and slip phenomena are observed at the non-equilibrium phase interface in microflows. Hence, accurate modelling of the liquid-vapour interface transport mechanisms that matches the observations is required, e.g. in applications such as micro/nanotechnology and micro fuel cells. In the sharp interface model, the classical Navier-Stokes-Fourier (NSF) equations can be used in the liquid and vapour phases, while the interface resistivities describe the jump and slip phenomena at the interface. However, resistivities are challenging to find from the measurements, and most of the classical kinetic theories consider them as constants. One possible approach is to determine them from a model that resolves the phase interface. In order to resolve the interface and the transport processes at and in front of the interface in high resolutions, there are two ways in general, microscopic or macroscopic. The microscopic studies are based either on molecular dynamics (MD) or kinetic models, such as the Enskog-Vlasov (EV) equation. The EV equation modifies the Boltzmann equation by considering dense gas effects, such as the interaction forces between the particles and their finite size. It can be solved by the Direct Simulation Monte Carlo (DSMC) method, which considers sample particles that stand in for thousands to hundred thousands of particles and determine most likely collisions based on interaction probabilities, but it is time-consuming and costly. Here, a closed set of 26-moment equations is numerically solved to resolve the liquid-vapour interface macroscopically while considering the dense gas and phase change effects. The 26-moment set of equations is derived by Struchtrup & Frezzotti as an approximation of the EV equation using Grad's moment method. The macroscopic moment equations resolve the phase interface in a high resolution competitive to the microscopic studies. The resolved interface visualizes the interface structure and the changes of the system variables between the two phases at the interface. The 26-moment equations are solved for a one-dimensional steady-state system for non-equilibrium evaporation/condensation process. Then, solutions are used to find the jump and slip conditions at the interface, which leads to determining the interface resistivities at different interface temperatures and non-equilibrium strengths from the Linear Irreversible Thermodynamics (LIT). The interface resistivities show their dependence on the temperature of the liquid at the interface as well as the strength of the non-equilibrium process. As a result, in further studies, similar systems can be modelled using the sharp interface method with the appropriate jump conditions at the phase interface that can be found from the determined EV interface resistivities. / Graduate

The paper examines the impact of fees on the return of a fund investment using different simulation and fee structure models. The results show that fees have a significant expected impact, particularly for well-performing funds. Two simulation models were used, the Geometric Brownian Motion (GBM) model and Merton Jump Diffusion (MJD) model. Two fee structures were also analysed for each simulation, a High-water mark fee structure and a Hurdle fee structure. Comparing the GBM and MJD models, the two tend to generate very similar fee statistics even though the MJD model's day-to-day returns fit better with empirical data. When comparing the HWM and Hurdle fee models, larger differences are observed. While overall average fee statistics are similar, the performance fee statistics are significantly higher in the Hurdle fee structure for assets achieving higher returns, e.g. at least an 8% annual return. However, the HWM fee structure tends to generate higher performance fees for assets with low returns. Regression models are also developed for each combination of the simulation model and fee structure. The regression models reflect the above conclusions and can for investors serve as simple key indicators to estimate expected fund fee payments. The GBM regression results are likely more useful than the MJD regression results, as the parameters of the former are easier to calculate based on historical return data. / Uppsatsen undersöker effekten av avgifter på avkastningen av en fondinvestering med hjälp av olika simuleringar och avgiftsmodeller. Resultaten visar att avgifter förväntas ha en betydande påverkan, särskilt för fonder som genererar hög avkastning. Två simuleringar användes, Geometric Brownian Motion (GBM) och Merton Jump Diffusion (MJD). Två avgiftsstrukturer analyserades också för varje simulering, en High-water mark avgiftsstruktur och en Hurdle avgiftsstruktur. Jämförelse mellan GBM och MJD-modellerna visar att de två tenderar att generera mycket liknande avgiftsstatistik trots att MJD-modellens dagliga avkastning passar bättre med empiriska data. Vid jämförelse av HWM- och Hurdle avgiftsmodellerna observeras större skillnader. Medan den övergripande genomsnittliga avgiftsstatistiken är liknande för avgiftsmodellerna, är resultatbaserade avgifterna betydligt högre i Hurdle avgiftsstrukturen för tillgångar som uppnår högre avkastning, t.ex. minst 8% årlig avkastning. Däremot tenderar HWM-avgiftsstrukturen att generera högre resultatbaserade avgifter för tillgångar med låg avkastning. Regressionsmodeller utvecklades också för varje kombination av simulering och avgiftsstruktur. Regressionmodellerna återspeglar ovanstående slutsatser och kan för investerare fungera som enkla nyckeltal för att uppskatta förväntad kostnad av fondavgifter. GBM-regressionsresultaten är sannolikt mer användbara än MJD-regressionsresultaten, eftersom parametrarna för den förra är lättare att beräkna baserat på historisk avkastningsdata.

Markov jump linear systems find application in many areas including economics, fault-tolerant control, and networked control. Despite significant attention paid to Markov jump linear systems in the literature, few authors have investigated Markov jump linear systems with time-inhomogeneous Markov chains (Markov chains with time-varying transition probabilities), and even fewer authors have considered time-inhomogeneous Markov chains with a priori unknown transition probabilities. This dissertation provides a formal stability and disturbance attenuation analysis for a Markov jump linear system where the underlying Markov chain is characterized by an a priori unknown sequence of transition probability matrices that assumes one of finitely-many values at each time instant. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities (LMIs) that can be solved efficiently. These finite-dimensional LMI analysis results lead to nonconservative LMI formulations for optimal controller synthesis with respect to disturbance attenuation. As a special case, the analysis also applies to a Markov jump linear system with known transition probabilities that vary in a finite set. / Ph. D.

In the early stages of multiple sclerosis (MS), there are currently no sensitive assessments to evaluate complex motor functions. The countermovement jump (CMJ), a high-challenge task in form of a maximal vertical bipedal jump, has already been investigated as a reliable assessment in healthy subjects for lower extremity motor function. The aim was to investigate whether it is possible to use CMJ to identify subthreshold motor deficits in people with multiple sclerosis (pwMS). All participants (99 pwMS and 33 healthy controls) performed three maximal CMJs on a force plate. PwMS with full motor function and healthy controls (HC) did not differ significantly in age, disease duration, Body Mass Index and the Expanded Disability Scale Score. In comparison to HC, pwMS with full motor function demonstrated a significantly decreased CMJ performance in almost all observed kinetic, temporal and performance parameters (p < 0.05). With increasing disability in pwMS, it was also observed that jump performance decreased significantly. This study showed that the CMJ, as a high challenge task, could detect motor deficits in pwMS below the clinical threshold of careful neurological examination. Longitudinal studies are pending to evaluate whether the CMJ can be used as a standardized measure of disease progression.

<p>Constrained optimization is used to derive human postures and movements. In the first study a static 3D model with 30 muscle groups is used to analyse postures. The activation levels of these muscles are minimized in order to represent the individual's choice of posture. Subject specific data in terms of anthropometry, strength and orthopedic aids serve as input. The aim is to study effects from orthopedic treatment and altered abilities of the subject. Initial validation shows qualitative agreement of posture strategies but further details about passive stiffness and anthropometry are needed, especially to predict pelvis orientation. In the second application, the athletic long jump, a problem formulation is developed to find optimal movements of a multibody system when subjected to contact. The model was based on rigid links, joint actuators and a wobbling mass. The contact to the ground was modelled as a spring-damper system with tuned properties. The movement in the degrees of freedom representing physical joints was described over contact time through two fifth-order polynomials, with a variable transition time, while the motion in the degrees of freedom of contact and wobbling mass was integrated forwards in time, as a consequence. Muscle activation variables were then optimized in order to maximize ballistic flight distance. The optimization determined contact time, end configuration, activation and interaction with the ground from an initial configuration. The results from optimization show a reasonable agreement with experimentally recorded jumps, but individual recordings and measurements are needed for more precise conclusions.</p><p> </p>

This dissertation analyzes the pricing and hedging problems for quanto range accrual note under the HJM-framework with Levy processes for instantaneous domestic and foreign forward interest rates. We consider both the effects of jump risks of interest rate and exchange rate on the pricing of the notes. The pricing formula for quanto double interest rate digital option and quanto contingent payoff option are first derived, then we apply the method proposed by Turnbull(1995) to duplicate the qaunto range accrual note by a combination of the quanto double interest rate digital option and the qunato contingent payoff option. Furthermore, using the pricing formulas derived in this paper, we obtain the hedging position for each issue of range accrual notes. In addition, by simulation and assuming the jump to be compound Poisson process, we further analyze the effects of jump risk and exchange rate risk on the coupons receivable in holding a range accrual note. / This dissertation analyzes the pricing and hedging problems for quanto range accrual note under the HJM-framework with Levy processes for instantaneous domestic and foreign forward interest rates. We consider both the effects of jump risks of interest rate and exchange rate on the pricing of the notes. The pricing formula for quanto double interest rate digital option and quanto contingent payoff option are first derived, then we apply the method proposed by Turnbull(1995) to duplicate the qaunto range accrual note by a combination of the quanto double interest rate digital option and the qunato contingent payoff option. Furthermore, using the pricing formulas derived in this paper, we obtain the hedging position for each issue of range accrual notes. In addition, by simulation and assuming the jump to be compound Poisson process, we further analyze the effects of jump risk and exchange rate risk on the coupons receivable in holding a range accrual note.