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L’objectif de cette thèse est double. Premièrement, nous analysons l’interaction entre politique monétaire et fiscale dans un cadre non-Ricardien où la politique monétaire est contrainte par la positivité des taux d’intérêt nominaux. Deuxièmement, nous étudions les implications de la dette publique sur les agrégats macroéconomiques. / The focus of this doctoral thesis is two fold. First, we analyze the interaction between monetary and fiscal policy in a non-Ricardian framework where monetary policy is constrained by the zero lower bound on nominal interest rates. Second, we investigate the implications of government debt on macroeconomic aggregates.

This paper attempts to find the relationship between momentum and firm¡¦s credit rating. According to Avramov¡¦s (2007) finding, there is a strong link between momentum and firm credit rating in US. In this paper, the similar phenomenon is proven existing in Taiwan stock market. Momentum profitability is large among low-grade firms, but it is insignificant among high-grade firms. The source of momentum profits is from operating performance, financial performance, volatility and illiquidity. For loser (winner) stocks in the low rating category, profit margins, sales growth, operating cash flows, and interest coverage decrease (increase) over the formation and holding periods, while illiquidity and volatility increase (decrease). As the market observes the deteriorating (improving) conditions, there is a pressure to sell (buy) losers (winners), which enhances gains among high risk winners and losses among high risk losers.

This thesis proposes an algorithm for the efficient detection of overlapping communities in large graphs. Only super-fast local algorithms like Louvain are really practical for very large datasets, but they tend to give hierarchical rather than overlapping partitions. We develop some techniques that let you get reasonable families of overlapping partitions while preserving most of the good properties of Louvain. We build off an advance in the efficient detection of separated communities, the multilevel Louvain method, and draw inspiration from the Wang-Landau efficiency improvement to Markov chain Monte Carlo sampling. Partitions are iteratively proposed by Louvain, with the internal edges of the best parts downweighted after each step. This suppresses the dominant parts in subsequent partitions, allowing alternative parts to appear. The result is an ensemble of parts describing the overlapping structure of the network.

Complex systems in areas such as biology, physics, social science, and technology are extensively modeled as networks due to the rich set of tools available for their study and analysis. In such networks, groups of nodes that correspond to functional units or those that share some common attributes result in densely connected structures called communities. Community formation is an inherent process, and it is not easy to detect these structures because of the complex ways in which components of these systems interact. Detecting communities in complex networks is important because it helps us to understand their internal dynamics better, thereby leading to significant insights into the underlying systems. Overlapping communities are formed when nodes in the network simultaneously belong to more than one community, and it has been shown that most real networks naturally contain such an overlapping community structure. In this thesis, I introduce a new approach to overlapping community detection called IDLE that incorporates ideas from another interesting problem: the identification of influential spreaders. Influential spreaders are nodes that play an important role in the propagation of information or diseases in networks. Research suggests that the main core identified by k-core decomposition techniques are the most influential spreaders. In my approach, I use these k-cores as candidate seeds for local community detection. Following a well-defined seed selection process, IDLE builds and prunes their corresponding local communities. It then augments the resulting local communities and puts them together to obtain the global overlapping community structure of the network. My approach improves on the current local community detection techniques, because they use either random nodes or maximal k-cliques as seeds, and they do not focus explicitly on detecting overlapping nodes in the network. Hence their results can be significantly improved in building ground-truth overlapping communities. The results of my experiments on real and synthetic networks indicate that IDLE results in enhanced overlapping community detection and thereby a better identification of overlapping nodes that could be important or influential components in the underlying system. / Master of Science

No / The main attributes that have been used to conserve the energy in wireless sensor networks (WSNs) are clustering, synchronization and low-duty-cycle operation. Clustering is an energy efficient mechanism that divides sensor nodes into many clusters. Clustering is a standard approach for achieving energy efficient and hence extending the network lifetime. Synchronize the schedules of these clusters is one of the primary challenges in WSNs. Several factors cause the synchronization errors. Among them, clock drift that is accommodated at each hop over the time. Synchronization by means of scheduling allows the nodes to cooperate and transmit data in a scheduled manner under the duty cycle mechanism. Duty cycle is the approach to efficiently utilize the limited energy supplies for the sensors. This concept is used to reduce idle listening. Duty cycle, nodes clustering and schedules synchronization are the main attributes we have considered for designing a new medium access control (MAC) protocol. The proposed OLS-MAC protocol designed with the target of making the schedules of the clusters to be overlapped with introducing a small shift time between the adjacent clusters schedules to compensate the clock drift. The OLS-MAC algorithm is simulated in NS-2 and compared to some S-MAC derived protocols. We verified that our proposed algorithm outperform these protocols in number of performance matrix.

Narrow gaps in overlapping structural steel surfaces are problematic when being hot-dip galvanized due to the potential for trapped cleaning solutions between the surfaces. A seal-weld is often used to prevent the cleaning solutions from penetrating this gap. However, these welds are not necessary used for strength, and add fabrication costs because of the additional weld. The purpose of this research is to provide alternatives, which fall under two major categories, to the seal-weld fabrication process. The first one was motivated by the steel fabrication industry and uses a commercial silicone caulk to seal the narrow gap instead of a seal-weld. The second was motivated by the galvanizing industry and increases the narrow gap to a minimum of 3/32 in. to allow free flowing of the liquids including viscous molten zinc. 45 specimens in six different overlapping configurations were tested. Three experimental tasks were performed as part of this research: two different types of silicone caulks were used to partially substitute the seal-weld to prevent fluid penetration; an accelerated corrosion test was performed to determine the long-term corrosion resistance of each configuration; and a coating layer evaluation was performed to investigate the bond of the metallurgical layer between the steel and the coating. Results indicate that silicone only partially prevented the penetration of the cleaning solutions into the gap but performed poorly when fully galvanized. Also, the accelerated corrosion and coating investigations indicated that the suggested caulks and the 3/32 in. gap were not as efficient as the seal-weld solution. / Master of Science / Hot-dip galvanizing is a corrosion protective process for steel. The process involves dipping the base material into a series of different baths. The first set of baths are the cleaning baths and the last bath is the zinc coating bath. In the cleaning baths, certain chemicals are applied to clean the steel surface from oxides and rusts and to prepare the steel for a better zinc coating. When steel members that are fabricated with narrow gaps between overlapping surfaces are subjected to the galvanizing process, the quality of the zinc coating is often inferior along the interface between the two surfaces. This problem occurs because the cleaning solutions—which have a lower viscosity than zinc—get trapped inside the gap while the molten zinc cannot galvanize narrow gaps due to its high viscosity. For this reason, overlapping steel members are seal-welded to prevent such issues. Since seal-welding is not efficient from a fabrication standpoint, the purpose of this research is to provide alternative geometrical overlapping surface configurations. These configurations were subjected to the galvanizing process. To evaluate their performance, three separate tasks were applied through this investigation. The first task involved sealing the gap with commercial silicone sealants instead of a seal-weld, the second task was an accelerated corrosion test, and finally a bond investigation of the coating of the overlapping surfaces was performed. Results have shown that the proposed alternatives did not provide an improved detail for overlapping steel surfaces compared to the existing seal-weld.

In the past few years we have witnessed an explosion in the viral genomic data available. GenBank alone holds over 80,000 close to complete viral genomes, and numbers are rising fast. For example, since the submission of the first SARS genome in May 2003, over 140 more have been published. With this genomic data at hand we hope to finally be able to improve our understanding of viruses. Several papers have been dedicated to the study of genome annotation and selection on viral genomes, in particular focusing attention on the evolutionary behaviour of overlapping reading frames. This is a feature common to viruses, where due to the three periodicity of the genetic code, up to three genes may be encoded simultaneously in one direction. The constraints placed on a nucleotide involved in such a multiple coding region will naturally have an effect on its mutational behaviour, and as a result the pattern of evolution will be more complex. Additionally, due to their fast evolution time, we observe changes in gene structure between viruses of the same family. Finally, as a result of this high divergence, alignments between two genomes will tend to be unreliable, thus complicating the issue of comparative analysis further. Our goal is to present methods which may deal with the above mentioned complications. We first introduce an ab initio pairwise comparative annotation method, which not only accounts for the presence of overlapping reading frames in genomes, but also for differences in gene structure between the two compared sequences. Secondly, we develop a hidden Markov model for the annotation of selection strengths across a viral genome accommodating for inter- as well as intragenic differences in selection. Thirdly, we investigate the effect of using a fixed alignment on the inference of selection by incorporating statistical alignment into our selection analysis. All three methods presented here improve on their respective equivalents in the field. We investigate the nature of selection in overlapping regions in several studies, in particular on the genomes of Hepatitis B and HIV2. We provide a full annotation of selection strengths on a nucleotide level for both viral sequences, highlighting fast evolving regions such as the gp120 protein. We also analyse the mutational behaviour of overlapping regions in both genomes and find that in Hepatitis B selection seems to be of equal strength for single and double coding regions. In HIV2, however, single coding regions appear to be under twice as stringent selection as double coding regions, with a tendency for a fast evolving region to overlap a slow evolving one. Each chapter of our work relates to one of our publications. We introduce in turn each method, its academic context and its results. We subsequently in chapter 5 discuss for each method its achievements, its shortcomings and future possible extensions and improvements to it.

Neste trabalho é elaborada uma solução analítica do campo de temperatura em um material opaco, contendo dois cilindros subsuperficiais paralelos e acoplados, iluminado por um feixe de luz modulado. O método é baseado na expansão de ondas térmicas planas e cilíndricas em série de funções de Bessel e Hankel. Primeiramente, o trabalho mostra o modelo da propagação de ondas térmicas planas em um material homogêneo, infinito, opaco e termicamente isotrópico. Então, para um melhor entendimento da abordagem matemática, iniciamos com o modelo mais simples, que é um material contendo apenas um cilindro. Após, ampliamos o modelo colocando dois cilindros separados neste material, onde aparecem os efeitos de múltiplos espalhamentos. Em seguida, tratamos os modelos descritos em meios semi-infinitos, no qual levamos em consideração a condição adiabática na fronteira da amostra com o ar, ou seja, o meio não perde calor para o ambiente. Esta condição é representada pelo método das imagens. A heterogeneidade do meio é alcançada com a generalização do modelo para um meio com N cilindros separados. Finalmente, incluimos as modificações dos modelos prévios devido ao acoplamento de dois cilindros. Este modelo é geral, no sentido que não existem restrições com respeito aos diâmetros e posições dos cilindros dentro do material, nem com relação às propriedades térmicas dos cilindros e matriz. Além disso, serve para calcular a temperatura em qualquer ponto da amostra. As ondas térmicas levam informações sobre a estrutura interna e propriedades térmicas do material compósito que, na prática, podem ser obtidas através das medidas da temperatura na superfície da amostra através de técnicas fototérmicas. Com isto, somos capazes de caracterizar estruturalmente um material compósito reforçado por fibras. Também podemos caracterizá-los termicamente obtendo suas propriedades térmicas efetivas. Medidas experimentais com amostras calibradas usando a técnica de termografia infravermelho lock-in (radiometria fototérmica), com frequência fixa, confirmam a validade do modelo. Além disso, um estudo da distribuição de ondas térmicas em materiais contendo esferas também estão discutidos teoricamente aqui. / In this work we elaborate an analytical solution of the temperature field of an opaque material containing two overlapping and parallel subsurface cylinders, illuminated by a modulated light beam. The method is based on the expansion of plane and cylindrical thermal waves, in series of Bessel and Hankel functions. Firstly, the work shows the model of propagation of plane thermal waves in homogeneous, infinite, opaque and thermally isotropic materials. Then, for a clearer mathematical study, we initiate with a simpler method, which is a material containing only one cylinder. After that, we expanded the model by placing two separated cylinders inside of this material where the multiple scattering effects appeared. In the sequence we will treat the described model in semi-infinite materials, in which we take into consideration the adiabatic condition at the border of the sample with the air, that is, the material does not loose heat to the environment. This condition is represented through method of images. The heterogeneity of the medium is achieved with the generalization of the model for a medium with N separated cylinders. Finally, we include the modifications to the previous model due to the overlapping of these cylinders. This model is general, in the sense that there are no restrictions when considering the diameters and positions of the cylinders inside the material nor with respect to the thermal properties of the cylinders and matrix. Besides, it can be used to calculate the temperature at any point of the sample. The thermal waves carry informations about the composite materials internal structure and thermal properties that, in practice, can be obtained with the measurement of the temperature in the surface of the sample, through photothermal techniques. Considering this, we are able to structurally characterize a composite material of fibers. We are also capable of characterizings them thermally, obtaining their effective thermal properties. We have performed measurements on calibrated samples using lock-in infrared thermografy (photothermal radiometry) with a fixed frequency which confirms the validity of the model. Furthermore, a study of thermal waves distributions on materials containing spheres are also discussed theoretically here.

This thesis provides three general equilibrium overlapping generations models to analyze the macroeconomic effects of endogenous life expectancy. I find that endogenous life ex- pectancy has substantial effects on the effective discount rate, the demographic structure of the economy and productivity through the health channel, which subsquently affect human and physical capital accumulation, welfare and fiscal policy. In Chapter 1, I study the presence and magnitude of macroeconomic externalities associated with obesity. I argue that focusing solely on the economic costs on health care spending ig- nores the effects of obesity on net social security benefits caused by higher mortality among obese individuals. To estimate the size of this externality, I develop an overlapping gen- erations model with rational choice with respect to food consumption and weight as in Lakdawalla and Philipson (2009), endogeneizing life expectancy, labour productivity and health care costs. The life-time net contributions of the top 30% of the BMI distribution are negative but quantitatively small, despite the fact that the model generates substantial wealth and income inequality, consistent with the observed socioeconomic gradient of obe- sity (Baum and Ruhm, 2009), which results in lower lifetime contributions. Furthermore, I perform two policy experiments (i) eliminating childhood obesity and (ii) eliminating the VAT exemption of food consumption, both resulting in significant welfare gains, with the former eliminating the obesity externality. In Chapter 2, I study the effects of health on optimal taxation, where health affects the level of utility, the probability of survival and productivity. The results suggest that health affects optimal taxation in the Ramsey problem via three channels. First, since health is a stock that naturally deteriorates over time, the optimal level of taxation of medical spending is not constant over the life-cycle. Second, the productivity-enhancing aspect of health affects labour supply decisions over the life-cycle, where it is optimal for the government to use age-dependent labour income taxes to minimize distortions in the labour market. If the government cannot condition health care spending and labour income taxes on age, then a non-zero capital income tax can be implemented to achieve the optimal allocation. Finally, productivity growth in the medical sector which directly or indirectly affects longevity has a heterogeneous effect on each cohort, which in the absence of age-dependent taxation creates an evolutionary path of the optimal capital income taxation. In Chapter 3, I examine the macroeconomic effects of an increase in the retirement age as a response to an ageing population and deteriorating dependency ratios. An increase in retirement age induces agents to increase medical spending. Households invest in their level of health in order to be fit to work for longer, since older agents that are affected by the retirement age reform have a lower level of health and increased working hours lost due to illness. Furthermore, the higher level of health raises life expectancy, partially offsetting the effects of the retirement age reform with respect to dependency ratios.