Stochastic differential equations (SDE’s) are used to describe systems which are influenced by randomness. Here, randomness is modelled as some external source interacting with the system, thus ensuring that the stochastic differential equation provides a more realistic mathematical model of the system under investigation than deterministic differential equations. The behaviour of the physical system can often be described by probability and thus understanding the theory of SDE’s requires the familiarity of advanced probability theory and stochastic processes. SDE’s have found applications in chemistry, physical and engineering sciences, microelectronics and economics. But recently, there has been an increase in the use of SDE’s in other areas like social sciences, computational biology and finance. In modern financial practice, asset prices are modelled by means of stochastic processes. Thus, continuous-time stochastic calculus plays a central role in financial modelling. The theory and application of interest rate modelling is one of the most important areas of modern finance. For example, SDE’s are used to price bonds and to explain the term structure of interest rates. Commonly used models include the Cox-Ingersoll-Ross model; the Hull-White model; and Heath-Jarrow-Morton model. Since there has been an expansion in the range and volume of interest rate related products being traded in the international financial markets in the past decade, it has become important for investment banks, other financial institutions, government and corporate treasury offices to require ever more accurate, objective and scientific forms for the pricing, hedging and general risk management of the resulting positions. Similar to ordinary differential equations, many SDE’s that appear in practical applications cannot be solved explicitly and therefore require the use of numerical methods. For example, to price an American put option, one requires the numerical solution of a free-boundary partial differential equation. There are various approaches to solving SDE’s numerically. Monte Carlo methods could be used whereby the physical system is simulated directly using a sequence of random numbers. Another method involves the discretisation of both the time and space variables. However, the most efficient and widely applicable approach to solving SDE’s involves the discretisation of the time variable only and thus generating approximate values of the sample paths at the discretisation times. This paper highlights some of the various numerical methods that can be used to solve stochastic differential equations. These numerical methods are based on the simulation of sample paths of time discrete approximations. It also highlights how these methods can be derived from the Taylor expansion of the SDE, thus providing opportunities to derive more advanced numerical schemes. / Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2007. / Mathematics and Applied Mathematics / MSc / unrestricted

Los sistemas con retardos temporales aparecen frecuentemente en aplicaciones prácticas de control de procesos. Éstos deben ser considerados en el análisis y diseño de los controladores, ya que de no ser tenidos en cuenta, la respuesta del sistema puede llegar a degradarse o volverse inestable, especialmente si el sistema a controlar es inestable. Se pueden encontrar numerosas aportaciones en la literatura dentro de este campo, tanto para sistemas continuos como discretos, que se pueden clasificar bajo dos tendencias: reutilización de los esquemas clásicos de control y diseño de esquemas de control específicos para sistemas con retardos. Este último se conoce en la literatura como Compensadores de Tiempo Muerto (DTC), y cabe distinguir al respecto el Predictor de Smith (SP), y la técnica de Asignación Finita del Espectro (FSA). La principal característica de éstas, es que en ausencia de incertidumbres, el retardo es eliminado de la ecuación característica del sistema en bucle cerrado. En la presente tesis, se aportarán nuevas contribuciones en el análisis y diseño de controladores para procesos discretos con retardos variables en la entrada y la salida. Concretamente, la idea es aplicar un esquema de control basado en la realimentación de la predicción futura del estado (implementación discreta del esquema de control FSA), denominado predictor, a partir del modelo discreto del proceso, y comparar las prestaciones obtenidas con respecto a otros esquemas de control propuestos en la literatura. El éxito del controlador basado en predictor ha sido constatado previamente sobre sistemas con retardos fijos, pero no hay estudios concluyentes ante retardos variables. Aspectos tales como la estabilidad y la robustez frente a incertidumbres en el modelo y en el retardo serán objeto de estudio. Finalmente, los resultados obtenidos se han implementado sobre una plataforma experimental, donde se verifica la mejora introducida por el uso de este tipo de esquema de control. / González Sorribes, A. (2012). Controladores digitales basados en predictor para sistemas con retardos variables en el tiempo [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/14859 / Palancia

This work is concerned with gunshot detection and recognition. Contains overview of published works and methods used in this field. Furthermore, it lists several commercial gunshot detectors. Binary gunshot detection and recognition algorithm is proposed which discriminates between gunshot and non-gunshot sounds occuring in nature. Algorithm is tested in Matlab. Proposed algorithm is implemented in TMS320C6713 digital signal processor, achieved results are compared.

Master of Science

Luxury and premium brand affiliation have been and likely always will be about quality and status. Extant studies in marketing consumer behavior aim to explain the effects of hedonic drivers and how these shape consumer behavioral choices when choosing a brand. A consumer's subconscious hedonic motivations are thought to result in buying decisions. Their purchase decision may thus satisfy their emotional needs as explained in hedonic theory. With respect to the distinction between tangible products as “goods” and intangible products as “services,” it appears that luxury branding has always been seen as one characteristic of goods. Many consumers will purchase a luxury brand good for the pleasure of holding that good and the social status that it represents. But luxury branding in the service industry is a bit harder to grasp. Little research exists dealing with luxury branding in the service industry and, especially, in the real estate industry. Using this contradistinction once again, a luxury consumer will purchase either a good or service. A good is tangible and may be held by the consumer indefinitely, but a service is generally time restricted and might only be a one-time purchase transaction. To probe this issue in greater depth, luxury retail marketing research and consumer behavior will inform this study. Luxury branding, that is, perceived value versus actual value in real estate sales, will be analyzed. In that the real estate industry is specifically characterized by brokers at many brand levels, this study uses this characterization of brand level to determine if luxury branding of real estate brokers impact homes sale price (and/or other components of value) by returning a premium to one or more stakeholders in the value chain. With little extant literature in the luxury branding service sector and residential real estate brokerage activities, this research, in particular, considers empirical results from previous real estate and luxury branding research in other markets to set forth a framework for brokerage branding level in real estate. The resulting framework categorizes this as real estate brokerage firm “level,” typing brand into three levels based on service and price (for the purposes of the current work, the delineation will be binary, that is to say, either luxury brand representation or not). These brokerage brand levels are: (1) low, i.e., flat fee or discount firms; (2) middle, i.e., traditional, commission-based firms; and (3) high, i.e., luxury brokerage firms. Each category appeals to a different social class of consumers in that purchasing power is highly related to home listing and final sales pricing. Given that all firms have the same resources available for listing, marketing, and syndicating a home on the market, consumer perception, which is a key component in the branding research, also becomes central in the current study when considering residential real estate brokerage and brand levels, when studying the luxury home market and the high-end brokerage firms targeting the luxury class, an interesting question arises: Do these brokers add value? Or is it an inaccurate, but common perception? These questions are addressed in the research by analyzing the marketing characteristic of luxury real estate brokerage branding in one particular market in the Dallas-Fort Worth region of the US. Specifically it asks whether branding impacts a home's value. The study follows prior scholarly suggestions to derive quality and comparable data and to focus on geographically targeted luxury real estate markets. The research builds on prior research frameworks exploring the hedonic pricing model, an established research stream that has looked into the effect of home hedonic characteristics on its ultimate valuing. To date, little research has been conducted analyzing the impact of market branding on the final sales price of a home and other features of perceived value. In the empirical results of Study 1 and Study 2 of stable, affluent communities in the Dallas-Fort Worth area of the US, we analyze the outcome of the two studies indicate that buyers may not perceive a high value related to the brand of the listing and/or selling broker. This may appear to counter the general marketing branding literature, but the strength of brand in goods could be quite different than the strength of brand in services such as real estate and we formulate null hypotheses to test this possibility. Brand loyalty to a class of brokers, for example, could be less likely given that most buyers only engage in home buying on an infrequent basis. Indeed, in the two studies conducted, the hedonic factors are overwhelmingly powerful predictors of value and these hedonic and tangible physical characteristics of a home could well be responsible for allaying or undermining any real effect of brand. This research consists of two studies conducted separately in different locations of a single county within the Dallas-Fort Worth Texas area. By studying two separate but similar communities in the same geographical area, external validity was thus enhanced, assuring that the results here were not a one-off empirical finding in only one setting. The two studies were coded for brand and hedonics and used as predictors of buyer perceptions of value, as represented in the final, agreed-to sales price and other forms of valuing. Based on the research findings, these two independent studies overall strengthen statistical power and allow for possible generalization to other unstudied populations, which, presumably, would be other real estate markets. Utilizing the current methodological approach, for example, would permit future researchers to see if the findings generalize to communities in other metropolitan areas in the US and beyond. In all such studies, it might be possible that the effect of brand becomes statistically significant, for instance, but this could be, strictly speaking, merely a function of the larger N. In this thesis, however, branding was not statistically significant and, moreover, the branding effect was minimal in terms of explained variance of the DVs such as final sales price. If these finding should hold across settings, the predictive power of brand would continue to have a very small value component and hedonic characteristics would likely dominate, rendering branding to be a far distant, minor effect. The implications of this study can be seen with respect to both academic thinking and practice. There is a theoretical contribution in showing that a brand in real estate may not impact buyer value, admitting the limitation of the dataset having been gathered from one North Texas market. These results run counter to some marketing research to date and certainly contend the thinking of many brokers and home buyers and sellers. Based on the results of this study, branding might be considered in future studies as a control variable that is not expected to affect outcomes to any marked degree. Alternatively, scholars might continue to introduce branding as a direct effect on value and compare their findings to this thesis. Challenges to the hedonic pricing model might also emerge from future empirical results, but, given the persuasiveness of prior studies of the hedonic model in real estate, we expect that such hedonic factors will continue to reign supreme. For practitioners, non-luxury brokers have some evidence that luxury branding of a home might not result in value for the buyer and this could be an effective marketing tool for them (with the caveat that scientific findings thus far are limited to a study drawn only from the Dallas-Fort Worth region). Claims that sellers should choose a luxury brokerage to list their homes may not stand the empirical test of real-world data and analysis and luxury brokers can be cautioned not to overstep in arguing that they can definitely produce economic premiums for sellers. Hedonic characteristics continue to be the most important predictor of home sales prices, as is likely, all brand levels will likely be even better informed of the relative importance of hedonic factors in the presence of branding effects in future studies. By holding brand constant, variance associated with brand can be patriated out and the resultant weights of hedonic factors can be more clearly seen and understood. / Business Administration/Finance

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La récidive sexuelle est un sujet d’intérêt pour plusieurs chercheurs et intervenants qui travaillent auprès des délinquants sexuels. Afin de mieux prévenir la récidive sexuelle, il importe de bien connaître les causes sous-jacentes à cette problématique. De cette manière, il sera possible d’élaborer des programmes de traitement efficaces et spécifiques à la problématique. Au cours des dernières années, les études sur les prédicteurs de la récidive sexuelle ont mis l’accent essentiellement sur les prédicteurs statiques, mais aussi et de plus en plus sur les prédicteurs dynamiques. Cependant, il ressort de ces études que les caractéristiques inhérentes à l’implication du délinquant à l’intérieur de son programme de traitement ont été peu étudiées. Conséquemment, le but de cette étude est d’analyser les prédicteurs dynamiques de la récidive, l’alliance thérapeutique, la motivation en cours de traitement et le support social en lien à la récidive sexuelle. Pour ce faire, un échantillon de 299 agresseurs sexuels adultes de sexe masculin est pris en considération. Les données pour mener à terme les analyses statistiques sont recueillies avant le début du traitement et en cours de traitement. Trois types de récidive sont considérés : 1) sexuelle, 2) violente, 3) générale. Les variables indépendantes portent sur des outils psychométriques et sont de deux ordres : 1) pré-traitement, 2) en cours de traitement. Deux variables contrôles sont utilisées : 1) traitement complété ou non, 2) type de traitement; cognitivo-comportemental ou mixte. Ainsi, des analyses préliminaires (test T pour groupes indépendants) sont effectuées afin de sélectionner les variables utilisées pour la réalisation des analyses de survie. En raison de la faible prévalence de récidive sexuelle (5,4%), seules les récidives violentes (10,5%) et générales (18,7%) sont considérées. L’étude nous apprend que les résultats aux analyses de survie pour les récidives violentes et générales tendent à être en continuité à celles retrouvées dans les études existantes sur le sujet. Effectivement, l’étude actuelle informe de la pertinence de compléter un programme de traitement comme facteur de protection contribuant à réduire le risque probable de récidive. Le fait de présenter des croyances pédophiliques ou encore, de ne pas présenter de traits de personnalité compulsive sont des facteurs qui contribuent à augmenter les risques relatifs de récidive criminelle. / Repeat sexual offence is a subject of interest for several researchers and workers who intervene with sexual offenders. In order to prevent having second or habitual offenders, it is important to better understand the causes underlying this issue. This will help for the elaboration of more specific and efficient treatment programs. In recent years, research on predictors of sexual recidivism essentially focused on static predictors, but also, and more and more, on dynamic predictors. However, looking at those studies, it is realized that the characteristics of the offender’s participation in his treatment program have not been the subject of much study. Therefore, the goal of the present study is to analyse the dynamic indicators of repeat offence, therapeutic alliance, motivation during treatment and the social support related to repeat sexual offence. For the study, we took a sample of 299 subjects, adult male sexual offenders. Data for the statistical analyses were gathered before and during treatment. Three types of repeat offence are considered: 1) sexual, 2) violent, 3) general. Independent variables are of two kinds: 1) pre-treatment variables, 2) in-treatment variables. Psychometric tools are used here for the independent variables. Two control variables are used: 1) complete or incomplete treatment, 2) type of treatment (cognitive-behavioural versus mixed). Preliminary analyses (T-test for independent groups) were effectuated in order to select the variables to be used in the final analyses. Due to the low rate in regard to repeat sexual offence (5,4%), only violent (18,7%) and general (16%) repeat offences are considered in the final analyses. The study shows that the results for violent and general repeat offences tend to agree with what has been reported in prior studies on the subject. Effectively, the present study informs as to the pertinence of elaborating treatment programs in terms of protection factors so as to reduce the risk of a repeat offence. The fact of holding paedophile beliefs or, still, of not presenting traits of compulsive personality are factors that contribute to increase the risks relatively to a repeat general offence.

L'objectif de cette thèse est d'étudier la sensibilité des lignes cellulaires du cancer du sein BTCL aux agents stabilisants des microtubules (taxanes et ixabépilone) afin de: 1 - identifier la pharmaco-génomique prédictif de la réponse (résistance / sensibilité) comme une signature moleculaire, et de valider cette signature sur d'autres études dont les données génomiques sont disponibles en ligne, donc mis l'expression des gènes prédictifs de GES pour Tax- sensibilité (333 gènes ) et Ixa-sensibilité (79 gènes) ont été définis, et les Taxanes prédicateurs GES a considérablement prédit Pac-sensibilité dans BTCL, et pathologiques réponse complète à base de Pac-chimiothérapie néoadjuvante chez les patients du cancer du sein. 2 - étudier le rôle des cellules souches du cancer (ALDH +) sur la réponse thérapeutique aux Taxanes et donc, Nous identifions quatre lignes BTCL qui présentent un enrichissement significative dans le pourcentage et le nombre absolu de ALDELFUOR cellules positives dans chacun de ces quatre BTCLs après 5 jours de traitement par le paclitaxel, en contraste avec les résultats précédents, nous avons constaté que dans ces autres 3 BTCLs le phénomène est inversé avec la diminution significative du pourcentage et le nombre absolu de cellules positives ALDELFUOR trouve dans chacun de ces trois BTCLs après 5 jours du traitement par le paclitaxel. Une signature moléculaire de SCC résistant / sensible de 243 pb avec 179 gènes dont 152 gènes sont régulés à la hausse et 27 gènes régulés à la baisse au CSC résistantes au paclitaxel, une sorte prédicteurs génomiques pour Tax - sensibilité au CSC résistantes au paclitaxel peut être dérivée à partir BTCL et peut être utile pour mieux comprendre les mécanismes de résistance aux taxanes et de l'implication de la CSC dans cette résistance, afin de mieux sélectionner des traitements cytotoxiques chez les patients du cancer du sein et l'identification des d'autres marqueurs potentiels de thérapies ciblées dans l'avenir. 3 - Nous avons testé l'impact de l'altération des paramètres génomiques et protéiques ou les mutations de certains gènes comme tau (MAPT), K-alpha tubuline (TUB A1B) tubuline alpha-6 (A1C TUB) tubuline beta 3 (TUBB3) et stathmine (STMN1), malheureusement nous n'avions jamais identifier une mutation pour être corrélée à la réponse des BTCL aux Taxanes. 4 - Nous essayons d'étudier au niveau de protéines par immunohistochimie sur le tissu de micro-array et cyto-micro-array pour certains paramètres qui ont été déjà prouvé (in vitro) pour être corrélée à la réponse aux Taxanes, (cette partie est en fait en cours). / The aim of this thesis is to study the sensitivity of breast cancer cell lines BTCL to microtubule-stabilizing agents (Taxanes and ixabepilone) in order to:1- identify pharmaco-genomic predictor of response (resistance /sensitivity) as a molecular signature, and to validate this signature on others studies of which the genomic data are available on line, so gene expression set GES predictors for Tax-sensitivity (333 genes) and Ixa-sensitivity (79 genes) were defined, and the Taxanes GES predictors has significantly predicted Pac-sensitivity in BTCL, and pathological complete response to Pac-based neo-adjuvant chemotherapy in BC patients.2- study the role of cancer stem cell (ALDH+) on the therapeutic response to Taxanes and their we identify 4 BTCLs which present a significant enrichment in the percentage and the absolute numbers of ALDELFUOR-positive cells found in each of these 4 BTCLs after 5 days of treatment by Paclitaxel , In contrast to the previous results we found that in others 3 BTCLs these phenomenon is inversed with the significant decrease of the percentage, and the absolute numbers of ALDELFUOR-positive cells found in each of these 3 BTCLs after 5 days of treatment by Paclitaxel.A molecular signature of CSC resistant /sensitive of 243 pb with 179 genes of which 152 genes are up- regulated and 27 genes down-regulated in CSC resistant to Paclitaxel, so a genomic predictors for Tax-sensitivity in CSC resistant to Paclitaxel can be derived from BTCL and may be helpful for better understanding the mechanisms of resistance to Taxanes and the implication of CSC in this resistance in order to better select of cytotoxic treatment in breast cancer patients and identification of others potential markers for targeted therapies in the future .3- we tested the impact of the alteration of genomic and proteic parameters or the mutations of some genes like tau (MAPT),Tubulin K- ALPHA (TUB A1B) Tubulin alpha-6 (TUB A1C) Tubulin beta 3 (TUBB3) and Stathmin (STMN1), unfortunately we did'nt identify a mutations to be correlated to BTCL response to Taxanes .4- we try to study at the level of proteins by immunohistochemistry on the tissue micro- array and cyto-micro-array for some parameters which have been already proved (in vitro) to be correlated with response to Taxanes , ( this part is actually ongoing).