This thesis sets out to investigate new notation symbols, systems, and string techniques in some one hundred 20th century string quartets, selected from a variety of composers. The analysis includes compositions that have, through contemporary aesthetic ideals, extended musical and technical resources and stimulated the development of compositional methods in such a way as to influence later works in the genre. k The thesis divided into two parts : Histoiy and Research Part One is a brief history of 20th century music, and includes the development o f the string quartet from earliest times up to the mid-century. Part Two researches string techniques and notation from the turn of the century up to 1990. The historical perspective demonstrates that after World War n, with the emergence o f the electronic age and a changing social and intellectual climate, traditional concepts were being challenged. Composers facing the dilemma affecting music in general, and the string quartet in particular, had to adapt to radically developing techniques and styles. Sounds and syntax o f a different type were initially, but unsuccessfully, sought to unify the divergent thinking o f the time. Ultimately, the developmental paths took shape from the problem itself and different approaches emerged to master the multi-faceted dimensions available to composers. Part Two investigates music syntax from the viewpoint of recording new symbols, notation systems and string techniques. Quartets of the first half of the century show that both the dissolution and the extension o f traditional processes were contained, importantly, within the continued use of conventional notation. The impact and significance of these quartets within the context of 20th century development cannot be ignored. However, the quartets researched post-1960 demonstrate that composers have enlarged all parameters of the genre through the extension of traditional resources and by radical innovation. This research demonstrates that the emergence of new symbols and string techniques in the second half of the century has been largely on an arbitrary basis. Nevertheless^ broad classification of these elements is undertaken. / Art History, Visual Arts and Musicology / D.Mus. (Musicology)

No description available.

Black choral music composers in South Africa, inspired by the few opportunities available to them until recent times, have nonetheless attempted to establish, perhaps subconsciously, some choral tradition and, in doing so, incorporate African musical elements in their works. My research traces the foundations and historical development of choral music as an art amongst Vhavenda, and the contributions made thereto by a number of past and present Venda composers that this researcher could manage to identify and trace, to the music of the people. The selected composers are Stephen Maimela Dzivhani, Matthew Ramboho Nemakhavhani, Derrick Victor Nephawe, Joseph Khorommbi Nonge, Israel Thinawanga Ramabannda and Fhatuwani Hamilton Sumbana. Through the application of multiple methodological lenses, the study sets out to analyse, describe, and interpret Venda choral music. Of particular interest is the exploration of the extent to which the ”formal” education that was brought by the Berlin Missionaries influenced Venda choral musicians, particularly the selected Venda choral music composers. Also crucial to this research is the exploration and identification of elements peculiar to indigenous Venda traditional music in the works of these composers. The question is whether it was possible for these composers to realize and utilize their potentials fully in their attempt to evoke traditional Venda music with their works, given the very limiting Western tonic sol-fa notational system they were solely working with. The project also briefly traces the place of Venda choral music within the South African music context and its role within the search for cultural identity. The research has found that the majority of Venda choral music written so far has generally not been capable of evoking indigenous Venda traditional music. Whilst these composers choose themes that are akin to their culture, social settings, legend and general communal life, the majority of the music they set to these themes does not sound African (Venda in particular) in terms of the rhythms and melodies. The majority of the compositions under scrutiny have inappropriate settings of Venda words into the melodies employed. This can be attributed to the limitations imposed by the tonic sol-fa notational system, which was the only system they were taught in the missionary schools established around Venda and which, itself, was flawed as well as the general lack of adequate music education on the part of the composers themselves. Despite these limitations and the very few opportunities available to them, Venda choral music composers nonetheless managed to lay a foundation for choral music as an art amongst their people (Vhavenda). / Art history, Visual Ars and Musicology / D. Mus

This is a semantic study, dealing with style and technique in the short stories of D. B. Z. Ntuli. The study as a whole analyses Ntuli' s first six volumes of short stories. The first chapter is an introduction, dealing with the aim of the study. The second sub-section after aim is Ntuli's biographical notes. Full details of this author from high school attendance to his contribution during his working experience are given. Ntuli's biography is followed by the scope of study. Under this sub-heading, short story volumes to be analysed are clearly stated. The fourth sub-heading is the method of approach and a conclusion. Chapter two deals with various types of repetition, a literary technique. It analyses Ntuli's use of language, and repetition of sentences approaching it from different angles. Chapter three and four deal with choice of words. The former chapter handles the various types of language elements semantically and the latter deals specifically with the ideophone. The ideophone is sub-divided into two sub-sections: classification and usage. Chapter five deals with proverbial expressions and these are sub-divided into two sections: idioms and proverbs. The usage of idiomatic expressions is discussed under: verbs, nouns and qualificatives, while the proverbs are analysed under classification and syntax. Imagery is dealt with in chapter six. Imagery is further sub-divided into four categories: metaphor, simile, personification and symbolism. Style and structure are discussed in chapter seven. In this chapter various elements of language forms are handled: types of sentenceidiophonic; negative forms of the ideophone, with conjunctives; sentences with adverbs; the demonstratives; titles of short story volumes and naming of characters. Chapter eight is the general conclusion, reflecting on Ntuli's style and technique with special emphasis on his unique use of the language. Reference is made to discoveries regarding the author's use of vocabulary, and his techniques in using repetition as well as avoiding it, which is part of his style. His choice of words and how he arranges them on paper is also discussed. Ntuli's choice of titles in naming his short story volumes is summed up showing that these have been influenced by his background. The study concludes by suggesting areas that still require further analysis in Ntuli 's short stories. / African Languages / D. Litt. et Phil. (African Languages)

<p>In electronic commerce, systems development is based on two fundamental types of models, business models and process models. A business model is concerned with value exchanges among business partners, while a process model focuses on operational and procedural aspects of business communication. Thus, a business model defines the what in an e-commerce system, while a process model defines the <i>how</i>. Business process design can be facilitated and improved by a method for systematically moving from a business model to a process model. Such a method would provide support for traceability, evaluation of design alternatives, and seamless transition from analysis to realization. This work proposes a unified framework that can be used as a basis to analyze, to interpret and to understand different concepts associated at different stages in e-Commerce system development. In this thesis, we illustrate how UN/CEFACT’s recommended metamodels for business and process design can be analyzed, extended and then integrated for the final solutions based on the proposed unified framework. Also, as an application of the framework, we demonstrate how process-modeling tasks can be facilitated in e-Commerce system design. The proposed methodology, called BP³ stands for Business Process Patterns Perspective. The BP³ methodology uses a question-answer interface to capture different business requirements from the designers. It is based on pre-defined process patterns, and the final solution is generated by applying the captured business requirements by means of a set of production rules to complete the inter-process communication among these patterns.</p>

L'objectif de cette thèse est d'analyser le rôle des agences de notation sur le marché financier. Notre contribution consiste à mieux comprendre l'influence des annonces de notation sur les acteurs du marché français des actions (investisseurs et analystes financiers).La première question porte sur l'apport informatif délivré par les agences de notation et l'impact de leurs décisions. Afin de répondre à cette question, nous avons conduit une étude d'évènement à l'annonce de notation en distinguant les annonces par nature, type et catégorie.Cette recherche permet de prouver que les annonces de notation ont globalement un impact sur le marché des actions. L'impact dépend de la nature de l'annonce, des informations fournies dans les rapports de notation, des changements de note entre catégories et de ceux effectués dans la catégorie spéculative. Enfin, le niveau de la note dépend des caractéristiques financières et comptables de l'entreprise notée.La seconde question porte sur le rôle bénéfique des agences de notation sur les marchés. Afin de répondre à cette deuxième question, nous avons conduit une recherche qui consiste à analyser l'évolution de l'asymétrie d'information entre les investisseurs et de la liquidité autour des annonces de notation.Cette recherche prouve que les annonces positives (respectivement négatives) entraînent une diminution (respectivement augmentation) de l'asymétrie d'information sur le marché des actions. Les résultats prouvent également que les annonces positives et neutres, à l'inverse des annonces négatives, entraînent une réduction des fourchettes de prix et une amélioration des volumes de transactions. Ces deux effets concomitants traduisent une amélioration (respectivement détérioration) de la liquidité du marché lors des annonces positives et neutres (respectivement négatives).La troisième question porte sur l'utilité des annonces de notation pour les analystes lors de leurs prévisions. Afin de répondre à cette question, nous avons mené une recherche qui consiste à étudier l'évolution de la dispersion et de l'erreur des prévisions des analystes autour des annonces de notation.Les résultats mettent en évidence une relation inverse entre les caractéristiques des prévisions des analystes financiers et la nature de l'annonce de notation. Les annonces positives et neutres réduisent l'erreur et la dispersion des prévisions d'analystes.Ce travail de recherche permet d'attester de la réelle importance du contenu informationnel des annonces de notation pour le marché des actions et de la réelle contribution des annonces à l'amélioration de la communication financière sur le marché. / The main objective of this thesis is to analyze the role of rating agencies on the financial market. Our contribution consists in a better understanding of the impact of rating announcements on the agents on the French financial market (both investors and analysts).First we focus on the information content of announcements by rating agencies and the impact of theirs decisions in the market. To answer this question, we made an event study at the rating announcements, by identifying them by nature, type and category.This research highlights the fact that the rating announcements generally have an impact on the stock market. This impact depends on the nature of the announcement, the information provided in the reports as well as score changes between categories and within the speculative category. Moreover, the rating level depends on the firm financial and accounting characteristics.Second, we intend to understand the beneficial role of rating agencies on the financial markets. To answer this question, we analyzed the evolution of the information asymmetry and stock market liquidity around rating announcements.Our results show that positive announcements (respectively negative) lead to a decrease (respectively increase) of information asymmetry. We also found that positive and neutral announcements, unlike the negative ones, lead to a reduction of bid-ask spread and to an increase of transactions volumes. Both effects reflect higher (respectively lower) stock market liquidity when the announcements are positive or neutral (respectively negative).Finally, we focus on the study of the impact of rating announcements on analysts' forecasts. For this purpose, we studied the evolution of the analysts' forecasts dispersion and errors around rating announcements.Our results indicate an inverse relationship between the characteristics of financial analysts' forecasts and the nature of the rating announcement. Indeed, positive and neutral announcements reduce the error and the dispersion of analysts' forecasts.This research shows the informative content of rating announcements on the stock market and the real contribution of the announcements by improving financial communication.

Le premier volet de cette thèse traite de l’évaluation du risque de crédit. Après un chapitre introductif offrant une synthèse technique des modèles de risque, nous nous intéressons à la modélisation de la dépendance entre les risques de défaut par les copules qui permettent de mieux fonder les mesures du risque de crédit. Ces dernières assurent une description intégrale de la structure de dépendance et ont l’avantage d’exprimer la distribution jointe en termes des distributions marginales. Nous les appréhendons en termes probabilistes telles qu’elles sont désormais familières, mais également selon des perspectives algébriques, démarche à certains égards plus englobante que l’approche probabiliste. Ensuite, nous proposons un modèle général de pricing des dérivés de crédit inspiré des travaux de Cherubini et Luciano (2003) et de Luciano (2003). Nous évaluons un Credit Default Swap « vulnérable », comprenant un risque de contrepartie. Nous y intégrons la Credit Valuation Adjustment (CVA)préconisée par Bâle III pour optimiser l’allocation du capital économique. Nous reprenons la représentation générale de pricing établie par Sorensen et Bollier (1994) et contrairement aux travaux cités ci-dessus, le paiement de protection ne survient pas forcément à l’échéance du contrat. La dépendance entre le risque de contrepartie et celui de l’entité de référence est approchée par les copules. Nous examinons la vulnérabilité du CDS pour des cas de dépendance extrêmes grâce à un choix de copule mixte combinant des copules usuelles « extrêmes ». En variant le rho de Spearman, la copule mixte balaie un large spectre de dépendances, tout en assurant des closed form prices. Le modèle qui en résulte est adapté aux pratiques du marché et facile à calibrer.Nous en fournissons une application numérique. Nous mettons ensuite en évidence le rôle des dérivés de crédit en tant qu’instruments de couvertures mais aussi comme facteurs de risque, accusés d’être à l’origine de la crise des subprime. Enfin, nous analysons cette dernière ainsi que celle des dettes souveraines, héritant également de l’effondrement du marché immobilier américain. Nous proposons à la suite une étude de soutenabilité de la dette publique des pays périphériques surendettés de la zone euro à l’horizon 2016. / The first part of this thesis deals with the valuation of credit risk. After an introductory chapter providing a technical synthesis of risk models, we model the dependence between default risks with the copula that helps enhancing credit risk measures. This technical tool provides a full description of the dependence structure; one could exploit the possibility of writing any joint distribution function as a copula, taking as arguments the marginal distributions. We approach copulas in probabilistic terms as they are familiar nowadays, then with an algebraic approach which is more inclusive than the probabilistic one. Afterwards, we present a general credit derivative pricing model based on Cherubini and Luciano (2003) and Luciano (2003). We price a “vulnerable”Credit Default Swap, taking into account a counterparty risk. We consider theCredit Valuation Adjustment (CVA) advocated by Basel III to optimize theeconomic capital allocation. We recover the general representation of aproduct with counterparty risk which goes back to Sorensen and Bollier (1994)and differently from the papers mentioned above, the payment of protectiondoes not occur necessarily at the end of the contract. We approach the dependence between counterparty risk and the reference credit’s one with the copula. We study the sensitivity of the CDS in extreme dependence cases with a mixture copula defined in terms of the “extreme” ones. By varying the Spearman’s rho, one can explore the whole range of positive and negative association. Furthermore, the mixture copula provides closed form prices. Our model is then closer to the market practice and easy to implement. Later on, we provide an application on credit market data. Then, we highlight the role of credit derivatives as hedging instruments and as risk factors as well since they are accused to be responsible for the subprime crisis. Finally, we analyze the subprime crisis and the sovereign debt crisis which arose from the U.S. mortgage market collapse as well. We then study the public debt sustainability of the heavily indebted peripheral countries of the eurozone by 2016.

This thesis aims to provide a brief exposition of some chosen modes of convergence; namely uniform convergence, pointwise convergence and L1 convergence. Theoretical discussion is complemented by simple applications to scientific computing. The latter include solving differential equations with various methods and estimating the convergence, as well as modelling problematic situations to investigate odd behaviors of usually convergent methods.

Este trabalho apresenta uma nova metodologia para mapeamento no espaço de cor colorimétrico CIEXYZ, dos valores de triestímulo obtidos em um espaço de cor não colorimétrico definido pelas curvas de sensibilidade de um sensor eletrônico. A inovação do método proposto é realizar o mapeamento através de três redes neurais artificiais sendo que cada uma é especializada em mapear cores com um determinado triestímulo dominante. É feita a comparação dos resultados do mapeamento com vários trabalhos publicados sobre mapeamento de um espaço de cor em outro usando diversas técnicas. Os resultados mostram a eficiência do método proposto e permitem sua utilização em equipamentos para medir cores, incrementando sua precisão. / This work presents a new method for mapping a non colorimetric color space defined by the sensitivity curves of an electronic color sensor to the colorimetric color space CIEXYZ. The novelty of the proposed method is to perform the mapping by a set of three artificial neural networks, each one specialized in mapping colors with a specific dominant tristimulus. The results are compared with the ones obtained in published works about the mapping of color spaces, using several methods. The results of the method proposed in this work show that it is efficient and it can be used in equipments for measuring colors, improving its precision.

L’objectif de cette thèse doctorale est de contribuer à l’ensemble de la recherche sur les agences de notation. Elle couvre les trois aspects : théorique, conceptuel et empirique. La première partie se focalise sur le Néo-Institutionnalisme. Le Capitalisme d’État propre au marché chinois a été mis en avant, et un bilan comparatif a été dressé entre les marchés chinois et européens. Une analyse dynamique nous permet ensuite d’illustrer l’interaction des agences de notation avec les autorités régulatrices, les émetteurs de titres financiers, et les investisseurs. Dans la seconde partie, nous avons réalisé une vaste revue de la littérature, et proposé d’ajouter les spécificités institutionnelles chinoises aux variables déjà prises en compte dans les études. Au niveau de la méthodologie, certains outils qualitatifs et quantitatifs ont été envisagés. Diverses approches sont choisies en fonction du contenu de chacun des chapitres : le rôle, la stratégie et l’impact des agences de notation en Chine.Premièrement, par une approche comparative, nous avons montré qu'en Chine, le rôle des agences de notation ne se limitait pas à celui qui leur est habituellement assigné. Il semble aussi que les agences de notations se laissent tenter par le « rating shopping », le « split rating » et le « rating inflation », sous la pression des émetteurs. En revanche, les investisseurs sont relativement prudents lors de « multiples ratings ». Deuxièmement, nous avons mis en évidence que les agences de notation internationales ont tendance à noter plus strictement que les agences locales. Nous nous sommes rendu compte que les comportements stratégiques variaient d’une à l’autre, lorsque l’on étudie les déterminants des notations initiales des émetteurs. Troisièmement, en menant une étude d’événements sur le marché chinois des actions, nous avons trouvé des rendements anormaux significatifs sur quelques sous-échantillons des « modifications de notation », après avoir adopté différentes méthodes d’estimation, et mené divers tests paramétriques et non-paramétriques. Enfin, les analyses et résultats que nous avons apportés au cours de chaque chapitre empirique, ont enrichi en retour, nos discussions sur l’environnement institutionnel du marché chinois / In this Ph.D. thesis, we aim to contribute to the entire research on CRAs, with theoretical, conceptual and empirical aspects. We used the New-institutionalism as a theoretical frame of reference to justify the importance to have a good understanding of Chinese institutional characteristics. Chinese State-capitalism and Socialist-market economics, along with the interaction of CRAs with regulators, issuers and investors are devoted to setting the stage. We implemented various methodological approaches that seemed the most appropriate, on the sample that the most suitable, according to each of the objectives that we set, to better comprehend CRAs’ role, strategy and impact, under Chinese market context.Firstly, we found that CRAs were not expected to play “their main role” in assessing the credit default risk for market investment in China, as they are usually assigned to do so in Europe, and other developed countries. After running the frequency test, to register the words most used in the written regulatory and normative documents, we concluded that the expectation of roles of CRAs was also different in Continental China and in Hong Kong. At the expectation of issuers, CRAs also seem to play a role in rating “shopping”, in split rating, and even in rating inflation. Investors are very cautious to the multiple ratings. Secondly, by using logistic models, we found that global CRAs tend to rate more strictly than local CRAs, ceteris paribus. We also realized that the strategical behaviors of Chinese local CRAs are distinctive one from the other, when we studied the determinants “behind” initial issuer ratings. These findings confirmed the preliminary quantitative tests that we executed on the descriptive data. Thirdly, we failed to find informative impact of credit rating changes on the stock market, through a classic event study relying on the market model. Even if we refined the methodology by completing GARCH to OLS estimation model, and non-parametric tests to parametric tests, we only found significant outcomes in some subsamples, and for negative watch-lists.In the end, the analyses we led and the findings we reported from each of these empirical chapters have contributed to enrich, in return, our discussion of Chinese institutional characteristics