Detta examensarbete har utförts under tio veckor på uppdrag av företaget BitSim NOW. Den manuella metod som idag används för mätning av stötar inom kulstötning kan utgöra en risk för felaktiga resultat och personskador. Med hjälp av tekniska hjälpmedel kan en lösning med noggrannare mätningar och lägre risk för skador implementeras i sporten kulstötning. Denna rapport presenterar en lösning som med hjälp av artificiell intelligens identifierar kulan utifrån en filmsekvens. Därefter beräknas längden av stöten med hjälp av en formel för kastparabeln. Lösningen jämförs sedan med en metod utan artificiell intelligens för att fastställa den bästa av de två metoderna. De variablersom jämfördes var noggrannheten på stötens längd och hur bra de två olika metoderna spårade kulan. Resultatet analyserades i relation till de uppsatta målen och sattes därefter in i ett större sammanhang. / This thesis project has been done during ten weeks on behalf of the companyBitSim NOW. The current method used to measure the length of shot-puts presents a risk of inaccurate results along with the risk of injury for the measuring personnel. With the help of technical aids, a solution with more accurate measurements and a lower risk for injuries could be implemented in the sport of shot-puts. This report presents a solution using artificial intelligence to first identify the shotin video films and secondly calculate the length using mathematical formulas. Thesolution is then compared to a method that does not use artificial intelligence, to determine what method is the superior one. The parameters that were compared were the accuracy of the length and the quality of the tracking. The result was analyzed in relation to the aims of the project and then put into a larger context.

No / Genotoxic agents can interact with DNA in germ cells possibly resulting in a heritable trait (germline mutation). Thus, in vitro male germ cell tests, which can detect phase specificity of such agents, could be used by regulatory agencies to help evaluate the potential risk of mutation. The male germ cell system now has a well-established model for studying phase specificity using the STA-PUT velocity sedimentation. On treatment with genotoxic agents, differences in chemical structure and metabolic differences in types of male germ cell lead to differing susceptibilities to genotoxicity, so careful investigation is required for phase specificity. This can yield valuable information about the potential mechanisms involved in the genotoxicity responses and thus increase the significance of the findings. This is especially important because mutations induced in the germline could also affect future generations. In this chapter, we briefly review the field of the male germ cell DNA damage response.

<p>Pension fund companies manage and invest large amounts of money on behalf of their members. In return for their contributions, members expect a benefit at termination of their contract. Due to the volatile nature of returns that pension funds attain, pension companies started attaching a minimum guaranteed amount to member&rsquo / s benefits. In this mini-thesis we look at the pioneering work of Brennan and Schwartz [10] for pricing these minimum guarantees. The model they developed prices these minimum guarantees using option pricing theory. We also look at the model proposed by Deelstra et al. which prices minimum guarantees in a stochastic financial setting. We conclude this mini-thesis with new contributions where we look at simple alternative ways of pricing minimum guarantees. We conclude this mini-thesis with an approach, related to the work of Brennan and Schwartz [10], whereby the member&rsquo / s benefit is maximised for a given minimum guaranteed amount, which comprises of multi-period guarantees. We formulate a method to find the optimal stream of these multi-period guarantees.</p>

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal.

I denna studie undersöktes hur man beskriver placering i den kausativa formen i ryska och hur språkinlärare med ryska som förstaspråk (L1) bedömer placeringsverb i svenska som andraspråk (L2). Analysen inkluderade både kvalitativa och kvantitativa metoder. Videoklipp med händelser tagna från ”Put &amp; Take project” (Bowerman et al., 2004) användes för att samla in data om placeringshändelser på ryska. Resultatet visade att deltagarna använde placeringsverben (med olika prefix) lozhit’ lägga och stavit’ ställa men däremot inte sadit’ sätta, som också förekommer i det ryska språket, men som har en mer specifik funktion jämfört med exempelvis nederländska (Rakhilina och Lemmens, 2003:320). Ett webbaserat formulär där svenska placeringsverb presenteras tillsammans med bilder av olika föremål (Andersson &amp; Gullberg, 2016) möjliggjorde insamling och analys av andraspråksinlärares bedömningar av svenska placeringsverb och även en jämförelse med data från svenska deltagare. Resultaten visade på stora likheter mellan den ryska gruppens bedömningar och tidigare undersökta svenska gruppers bedömningar. Detta tyder på att deltagare med ryska som L1 kan differentiera svenska placeringsverb, åtminstone när det gäller receptivt ordförråd och ej tidsbegränsade uppgifter. Skillnader kan eventuellt finnas på andra nivåer, t.ex. i produktivt ordförråd, något som behöver studeras vidare.

Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.

Les marchés financiers ont connu, grâce aux études réalisées durant les trois dernières décennies, une expansion considérable et ont vu l'apparition de produits dérivés divers et variés. Parmi les plus répandus, on retrouve les options américaines. Une option américaine est par définition une option qu'on a le droit d'exercer avant l'échéance convenue T. Les plus basiques sont le Put ou le Call américain (respectivement option de vente (K - x)+ ou d'achat (x - K)+). La première partie, et la plus conséquente, de cette thèse est consacrée à l'étude des options américaines dans des modèles exponentiels de Lévy. On commence dans un cadre multidimensionnel caractérise le prix d'une option américaine, dont le Pay-off appartient à une classe de fonctions non forcément bornées, à l'aide d'une inéquation variationnelle au sens des distributions. On étudie, ensuite, les propriétés générales de la région d'exercice ainsi que de la frontière libre. On affine encore ces résultats en étudiant, en particulier, la région d'exercice d'un Call américain sur un panier d'actifs, où on caractérise en particulier la région d'exercice limite (à l'échéance). Dans un deuxième temps, on se place dans un cadre unidimensionnel et on étudie le comportement du prix critique (fonction délimitant la région d'exercice) d'un Put américain près de l'échéance. Particulièrement, on considère le cas où le prix ne converge pas vers le strike K, dans un modèle Jump-diffusion puis dans un modèle où le processus de Lévy est à saut pur avec un comportement proche de celui d'un &-stable. La deuxième partie porte sur l'approximation numérique de la Credit Valuation Adjustment (CVA). On y présente une méthode basée sur le calcul de Malliavin inspirées de celles utilisées pour les options américaines. Une étude de la complexité de cette méthode y est aussi présentée et comparée aux méthodes purement Monte Carlo et aux méthodes fondées sur la régression.

Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

<p>Pension fund companies manage and invest large amounts of money on behalf of their members. In return for their contributions, members expect a benefit at termination of their contract. Due to the volatile nature of returns that pension funds attain, pension companies started attaching a minimum guaranteed amount to member&rsquo / s benefits. In this mini-thesis we look at the pioneering work of Brennan and Schwartz [10] for pricing these minimum guarantees. The model they developed prices these minimum guarantees using option pricing theory. We also look at the model proposed by Deelstra et al. which prices minimum guarantees in a stochastic financial setting. We conclude this mini-thesis with new contributions where we look at simple alternative ways of pricing minimum guarantees. We conclude this mini-thesis with an approach, related to the work of Brennan and Schwartz [10], whereby the member&rsquo / s benefit is maximised for a given minimum guaranteed amount, which comprises of multi-period guarantees. We formulate a method to find the optimal stream of these multi-period guarantees.</p>