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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Development of an ion trap quantum information processor

Donald, Charles January 2000 (has links)
No description available.
2

Jump diffusion models in volatility

Tassi-Londorfou, Eleftheria January 2002 (has links)
No description available.
3

The correlation between two unilateral jumps and change of direction in young soccer players

Lindborg, Anton January 2016 (has links)
Background: A lot of previous research have studied the correlation between bilateral jumps with performance in change of direction (COD) even though COD occurs unilateral. Only a few researches have studied the relationship between COD and unilateral jumps but the results are conflicting. Neither of these have studied the correlation between COD, measured with the Zigzag agility test, and both unilateral horizontal jumps (UHJ) and unilateral lateral jumps (ULJ) among young soccer players.  Aim: The aim was to study the magnitude of the correlation between UHJ and the Zigzag agility test and between ULJ and the Zigzag agility test among young male soccer players.  Method: Thirty young male soccer players between 17-19 years were tested in a Zigzag agility test and two different jumps (UHJ and ULJ). The time of the Zigzag agility test was measured in seconds and the length of the two jumps in meters. Everything were tested during one test session. Pearson correlation coefficient was used to calculate the relationships between UHJ, ULJ and the Zigzag agility test. Following guidelines were used to determine the magnitude of the correlation: r below -0.29 for a small correlation, r= -0.30 to -0.49 for a medium correlation and r -0.50 to -1.0 for a strong correlation.    Results: Small correlation were found between UHJ and the Zigzag agility test (r= -0.028) and as well as between ULJ the Zigzag agility test (r= -0.27). The mean value (SD±) was 6.41s (0.18) for the Zigzag agility test, 1.87m (0.15) for UHJ and 1.65m (0.13) for ULJ.  Conclusion: The findings of this study showed that both UHJ and ULJ had small correlations with the Zigzag agility test as a measurement of COD performance, with a slightly higher correlation for the ULJ. This means that unilateral jumps and COD performance probably are two different skills and should be trained in different ways. Not much research has been done in this area and the results concerning the correlation between COD and unilateral jumps are still mixed. More research is needed to declare the relationship with unilateral jumps and COD performance. Interesting for the further research would also be to involve other factors such as running technique and straight sprinting to determine the importance of each factor.
4

Sex-Specific Neuromuscular and Kinematic Analysis of Unanticipated Single-leg Landings In Young Athletes

Romanchuk, Nicholas 07 March 2019 (has links)
Despite the higher incidence of anterior cruciate ligament injuries in pediatric female populations, limited research has investigated sex-differences in youth biomechanics. Furthermore, research involving jump mechanics typically requires participant to follow a set protocol, such as sticking the landing. To reduce variability and improve reliability, trails where participants fail to meet the required protocol are discarded; however, significant clinical findings may be elucidated from these trials. The purpose of this thesis was to provide a complete biomechanical analysis of unanticipated single-leg drop-jump landings in youth athletes. Thirty-two healthy youth athletes completed unanticipated single-leg drop-jump landings on their dominant limb. Trials where participants shifted foot position or touched the ground with the contralateral leg were categorized as failed. Drop-jump landings were time-normalized using landmarks within the drop-jump task. Statistical parametric mapping (SPM) determined time-varying sex-differences in muscle onset time, co-activation, kinematics and kinetics. Wilcoxon signed-rank tests and paired sample t-tests compared lower-limb kinematics, centre-of-mass excursion and muscle activation amplitudes during the successful and failed landings. A logistic regression model was also fit to predict the likelihood of a successful landing. SPM identified significantly greater trunk flexion angle in males during the deceleration, flight, and landing phase of the drop-jump. Greater quadriceps-gastrocnemius co-activation was identified during the flight phase in female participants and independent sample t-test identified longer muscle onset time in the vastus lateralis of male participants. When comparing failed and successful landings greater hip abduction and less external rotation angles were observed during the successful trials. In addition, greater preparatory muscle activation was observed in the rectus femoris and semitendinosus during the flight phase of the failed landings. A logistic regression model, which included eight kinematic and neuromuscular variables, offered a training classification accuracy of 70% and a leave-one-out cross-validation accuracy of 65%. In conclusion, females land in a more erect posture and may be less effective at dissipating landing forces. In addition, greater co-activation and shorter pre-activations of the lower limb musculature may indicate a less effective muscle activation strategy in females. Furthermore, hip kinematics and the surrounding musculature play an important role in controlling successful and failed unanticipated landings. The variables included in the logistic regression model indicate which key factors are linked to landing a jump successfully. Training modalities aimed at improving landing mechanics should therefore focus on modifying these variables.
5

Short Rate Models with Nonlinear Drift and Jumps

Memartoluie, Amir 08 1900 (has links)
Many financial contracts can be regarded as derivative securities where the underlying state variable is one or more rates of interest. A partial list of such contracts would include zero-coupon bonds, coupon paying bonds, callable bonds, convertible bonds, retractable/extendable bonds, etc., along with a number of popular interest rate derivatives such as swaps, swaptions, caps, and floors. A commonly used strategy for valuing these contracts is to base a continuous time model for the stochastic behaviour of the short term rate of interest. Three key features of most of the models currently in use are (i) the drift, or expected change over a short time period in the level of the short term interest rate, is a linear function; (ii) the conditional variance of changes in short term interest rates is not strongly related to the level of interest rates; and (iii) the short term interest rate is assumed to follow a diffusion process, which effectively means that it cannot change too rapidly over short periods of time. Each of these assumptions appears to be made primarily for modeling convenience, as they make it possible in some cases to derive analytical expressions for the values of bonds and European-style bond options. If such solutions are not available, then numerical techniques such as Monte Carlo simulation or the numerical solution of partial differential equations are needed. However, available econometric evidence indicates that all of the assumptions noted above are questionable: changes in short term interest rates may be characterized by drift which is nonlinear and by conditional variance that depends more heavily on the level of interest rates than is assumed in models with analytic solutions. Moreover, they may be better approximated by a jump-diffusion process which allows for sudden discontinuous changes. Consequently, it is of interest to develop numerical techniques to value interest rate derivative securities for cases where the short term interest rate follows a jump-diffusion process featuring non-linear drift. This thesis describes and illustrates the use of such techniques.
6

Short Rate Models with Nonlinear Drift and Jumps

Memartoluie, Amir 08 1900 (has links)
Many financial contracts can be regarded as derivative securities where the underlying state variable is one or more rates of interest. A partial list of such contracts would include zero-coupon bonds, coupon paying bonds, callable bonds, convertible bonds, retractable/extendable bonds, etc., along with a number of popular interest rate derivatives such as swaps, swaptions, caps, and floors. A commonly used strategy for valuing these contracts is to base a continuous time model for the stochastic behaviour of the short term rate of interest. Three key features of most of the models currently in use are (i) the drift, or expected change over a short time period in the level of the short term interest rate, is a linear function; (ii) the conditional variance of changes in short term interest rates is not strongly related to the level of interest rates; and (iii) the short term interest rate is assumed to follow a diffusion process, which effectively means that it cannot change too rapidly over short periods of time. Each of these assumptions appears to be made primarily for modeling convenience, as they make it possible in some cases to derive analytical expressions for the values of bonds and European-style bond options. If such solutions are not available, then numerical techniques such as Monte Carlo simulation or the numerical solution of partial differential equations are needed. However, available econometric evidence indicates that all of the assumptions noted above are questionable: changes in short term interest rates may be characterized by drift which is nonlinear and by conditional variance that depends more heavily on the level of interest rates than is assumed in models with analytic solutions. Moreover, they may be better approximated by a jump-diffusion process which allows for sudden discontinuous changes. Consequently, it is of interest to develop numerical techniques to value interest rate derivative securities for cases where the short term interest rate follows a jump-diffusion process featuring non-linear drift. This thesis describes and illustrates the use of such techniques.
7

Parameter inference for multivariate stochastic processes with jumps

Guay, Francois 12 August 2016 (has links)
This dissertation addresses various aspects of estimation and inference for multivariate stochastic processes with jumps. The first chapter develops an unbiased Monte Carlo estimator of the transition density of a multivariate jump-diffusion process. The drift, volatility, jump intensity, and jump magnitude are allowed to be state-dependent and non-affine. The density estimator proposed enables efficient parametric estimation of multivariate jump-diffusion models based on discretely observed data. Under mild conditions, the resulting parameter estimates have the same asymptotic behavior as maximum likelihood estimators as the number of data points grows, even when the sampling frequency of the data is fixed. In a numerical case study of practical relevance, the density and parameter estimators are shown to be highly accurate and computationally efficient. In the second chapter, I examine continuous-time stochastic volatility models with jumps in returns and volatility in which the parameters governing the jumps are allowed to switch according to a Markov chain. I estimate the parameters and the latent processes using the S&P 500 and Nasdaq indices from 1990 to 2014. The Markov-switching parameters characterize well the periods of market stress, such as those in 1997-1998, 2001 and 2007-2010. Several statistical tests favor the model with Markov-switching jump parameters. These results provide empirical evidence about the state-dependent and time-varying nature of asset price jumps, a feature of asset prices that has recently been documented using high-frequency data. The third chapter considers applying Markov-switching affine stochastic volatility models with jumps in returns and volatility, where the jump parameters are not regime-switching. The estimation is performed via Markov Chain Monte Carlo methods, allowing to obtain the latent processes induced by the structure of the models. Furthermore, I propose some misspecification tests and develop a Markov-switching test based on the odds ratios. The parameters and the latent processes are estimated using the S&P 500 index from 1970 to 2014. I show that the S&P 500 stochastic volatility exhibits a Markov-switching behavior, and that most of the high volatility regimes coincide with the recessions identified ex-post by the National Bureau of Economic Research.
8

Evolutionary history of a clone of Staphylococcus aureus infecting multiple host-species

Spoor, Laura Elizabeth January 2015 (has links)
Staphylococcus aureus is an important opportunistic pathogen in humans and animals. In humans, there has been an increase in community-associated methicillin-resistant Staphylococcus aureus (MRSA) causing disease in healthy humans. The exact evolutionary origins and basis for its recent expansion are not yet clear. In livestock, S. aureus is an important cause of diseases of welfare and economic importance, including bovine mastitis. Molecular typing studies demonstrate that natural populations of S. aureus are highly clonal and largely adapted to a specific host, however there are some lineages that colonise multiple host species. In particular, clonal complex 97 (CC97) is a dominant bovine mastitis-associated lineage which has been isolated from other animal species, and more recently there are increasing reports of CC97 S. aureus from human infections worldwide. The basis for this wide host tropism is currently unknown. In order to investigate the evolutionary origins of S. aureus CC97, 43 strains were selected for whole genome sequencing, isolated from humans, cattle and pigs, from 18 different countries on 4 continents, ranging from 1956 to 2012. Phylogenetic analysis using high quality core genome single nucleotide polymorphisms (SNPs) resolved the single CC97 lineage into host-adapted sublineages, which were likely the result of 2 independent livestock-to-human host jumps estimated to have occurred at least 40 years ago. One of the human sublineages consisted of strains from 4 continents indicating global dissemination since the host jump occurred. In order to investigate the genetic basis for human host adaptation in S. aureus CC97, comparative genomic analysis of mobile genetic elements, nonsynonymous SNPs and small insertions and deletions was performed. Of note, independent acquisitions of genetic elements encoding antimicrobial resistance and specific mediators of human innate immune evasion were identified in the human-adapted S. aureus CC97 strains. These data are consistent with an important role for mobile genetic elements in the host adaptive evolution of S. aureus CC97. Also in the current study, a bovine-associated single locus variant of ST97 (ST71) was identified as a phylogenetic outgroup relative to all other S. aureus CC97 strains examined. Comparative genomic analysis of ST71 strains with representative bovine ST97 strains indicate that ST71 has a mosaic genome. A large region spanning the origin of replication demonstrated closest homology to non-CC97 ruminant-associated genotypes, with the remainder of the genome consistent with an ancestral ST97 genetic background. Recombination detection analysis predicts that one or more large-scale recombination events have occurred in the region that spans the origin of replication, resulting in variation in gene content between ST71 and ST97. The data highlight the potential role of homologous recombination in rapidly generating genomic diversity that might alter the phenotype of strains in the ecological niche of the bovine mammary gland. Overall, the study reveals the evolutionary history of a major pathogenic clone of S. aureus affecting multiple host species, and identifies the genetic events which have contributed to its success.
9

Porozumění simultánním skokům na finančních trzích / Understanding co-jumps in financial markets

Thoma, Richard January 2016 (has links)
This thesis focuses on impact of jumps and simultaneous jumps (co-jumps) in asset prices on future volatility. Our main contribution to the empirical literature lies in the use of panel Heterogeneous Autoregressive (HAR) model that allows us to obtain average effect of jumps for both the portfolio of 29 U.S. stocks and 8 individual market sectors our stocks belong to. On top of that we investigate the effect of sign for both jumps and co-jumps. The estimation results indicate that the impact of jumps on future volatility is positive whereas for co-jumps it is negative. We also document tendency of downward jumps and co-jumps to be followed by increase in volatility and that upward jumps and co-jumps are followed by decrease in volatility. Finally, results for individual sectors reveal that estimated effects vary across industries - for cyclical sectors volatility is in general more sensitive to negative jumps and less sensitive to positive jumps than for defensive sectors.
10

Investigating Force-Velocity Profile Alterations and Methodology after Traditional Resistance Training

D'Amato, Joseph 01 August 2022 (has links)
The purposes of this dissertation were to examine the agreement the agreement between double integration using the trapezoidal method and measurements for push-off distance to create force-velocity profiles, examine the change in push-off distance between loading conditions when force-velocity profiling, and to observe the alterations in mechanical outputs of force-velocity profiles after 15-weeks of off-season training. The major findings are as followed. Using double integration with the trapezoidal method may be a reliable way to estimate push-off distance, despite a small systematic bias. This bias should have negligible effects on push-off distance and therefore not alter or effect calculations in a meaningful way. Therefore, using double integration for push-off distance estimation may provide the ability to retrospectively create force-velocity profiles. The analysis of change in push-off distance at each loading condition suggests that there is 5-10% change in push-off distance between conditions. The significant changes in push-off distance occurred between the bodyweight condition and 20 kg as well as bodyweight and 40 kg loading conditions. The observed mechanical output alterations after training did not yield any significant changes in mechanical outputs. However, based on the observed output changes in conjunction with the previous training, force-velocity profiling may be primarily indicative of acute training styles.

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