Different scenarios of the financial situation can take place before the company's bankruptcy. There may be long-term trends in the deteriorating financial situation that indicate the impending corporate bankruptcy, or the bankruptcy may occur unexpectedly, even though the company was ranked among prosperous business units. If the economic situation of the company followed the second scenario, when insolvency was quite predictable, static model, i.e. the model which does not take into account the dynamics of changes in the financial indicators, is a good option to capture the probability of bankruptcy. However, the situation becomes different when the financial indicators fail to show a positive trend throughout some years before the insolvency. In this case, the predictive accuracy of the static model could be increased by a dynamic model by taking into account the fact that the development of the financial indicators in the past periods may affect the company's financial health for the period under consideration.

Estimation of static and dynamic petrophysical properties of multi-layer hydrocarbon reservoirs is crucial for the assessment of storage and flow capacities, compartmentalization, and for best primary or enhanced recovery practices. Interactive numerical simulation to reproduce field logs and core data is a reliable procedure to estimate static and dynamic petrophysical properties of complex rock formations. Previously, Voss et al. (2009) introduced the concept of Common Stratigraphic Framework (CSF) to construct and cross-validate multi-layer static/dynamic petrophysical models by invoking the interactive, numerical simulation of well logs both before and after invasion. This thesis documents the successful implementation of the CSF concept to examine and quantify the effects of mud-filtrate invasion on apparent resistivity, nuclear, and magnetic resonance logs acquired in San Martin, Cashiriari and Pagoreni gas fields in Camisea, Peru. Conventional petrophysical interpretation methods yield abnormally high estimates of water saturation in some of the reservoir units that produce gas with null water influx. This anomalous behavior is due to relatively low values of deep apparent electrical resistivity, and has otherwise been attributed to the presence of clay-coating grains and/or electrically conductive grain minerals. On the other hand, electrical resistivity logs exhibit substantial invasion effects as evidenced by the separation of apparent resistivity logs (both LWD and wireline) with multiple radial lengths of investigation. In extreme cases, apparent resistivity logs “stack” because of very deep invasion. We diagnose and quantify invasion effects on resistivity and nuclear logs with interactive numerical modeling before and after invasion. The assimilation of such effects in the interpretation consistently decreases previous estimates of water saturation to those of irreducible water saturation inferred from core data. It is shown that capillary pressure effects are responsible for the difference in separation of resistivity curves in some of the reservoir units. The final multi-layer CSF is in agreement with gas production measurements and permits reliable flow predictions to assist in reservoir engineering and production studies. / text

L’Ingénierie Dirigée par les Modèles (IDM) est une approche populaire pour le développement logiciel qui favorise l’utilisation de modèles au sein des processus de développement. Dans un processus de développement logiciel base sur l’IDM, le logiciel est développé en créant des modèles qui sont transformés successivement en d’autres modèles et éventuellement en code source. Quand l’IDM est utilisée pour le développement de logiciels complexes, la complexité des modèles et des transformations de modèles augmente, risquant d’affecter la fiabilité du processus de développement logiciel ainsi que le logiciel en résultant.Traditionnellement, la fiabilité des logiciels est assurée au moyen d’approches pour la vérification de logiciels, basées sur l’utilisation de techniques pour l’analyse formelle de systèmes et d’approches pour le test de logiciels. Pour assurer la fiabilité du processus IDM de développement logiciel, ces techniques ont en quelque sorte été adaptées pour essayer de s’assurer la correction des modèles et des transformations de modèles associées. L’objectif de cette thèse est de fournir de nouveaux mécanismes améliorant les approches existantes pour la vérification de modèles statiques, et d’analyser comment ces approches peuvent s’avérer utiles lors du test des transformations de modèles. / Model-Driven Engineering (MDE) is a popular approach to the development of software which promotes the use of models as first-Class citizens in the software development process. In a MDE-Based software development process, software is developed by creating models to be successively transformed into another models and eventually into the software source code. When MDE is applied to the development of complex software systems, the complexity of models and model transformations increase, thus risking both, the reliability of the software development process and the soundness of the resulting software. Traditionally, ensuring software correctness and absence of errors has been addressed by means of software verification approaches, based on the utilization of formal analysis techniques, and software testing approaches. In order to ensure the reliability of MDE-Based software development processes, these techniques have some how been adapted to try to ensure correctness of models and model transformations. The objective of this thesis is to provide new mechanisms to improve the landscape of approaches devoted to the verification of static models, and analyze how these static model verification approaches can be of assistance at the time of testing model transformations.

The problem of managing the portfolio provisions is of very high importance for any financial institution. In this paper we provide both static and dynamic models of provisions estimation for the case when the decision about provisions is made at the first moment of time subject to the absence of information and for the case of complete and incomplete information. Also the hedging strategy for the case of the defaultable market is presented in this work as another tool of reducing the risk of default. The default time is modelled as a first-passage time of a standard Brownian motion through a deterministic barrier. Some methods of numerical provision estimation are also presented.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The lodgment of wind sites is in a visible growing demand not only in Brazil, but all over the world. The wind energy, even though consolidated, still hosts many scientific researches and industrial development in several areas such as control, power converter topologies and stability of grid connected wind turbines (WT). Due to the remarkable development of this technology in the market and the wind seasonality characteristics, it is difficult to study this power source in its operation field. Thus, a controlled environment for testing is desirable. This dissertation presents a topology of horizontal axis wind turbines (HAWT) emulator using a DC motor to provide an electrical generator the same torque that it would if it was driven by a typical WT. In addition to the static model, represented by the pitch angle and power coefficient, a dynamic model of HAWT is proposed in order to improve the representation of real turbines in the field, which allows characterizing the effect of wind shear, towering shadowing and turbine yaw. Furthermore, it permits emulating large inertia machines through smaller engines, by changing the torque imposed on the generator. The appealing motivation in this thesis is that the Magnus turbine emulation includes a relative new type of wind machine that possesses rotating cylinders instead of the traditional propeller blades in traditional HAWT. It is shown how these cylinders increase the available torque, then producing useful power even at lower wind speeds. Simulated and experimental results to evaluate the performance of the wind turbine emulator are presented. Both turbines are analyzed with and without MPPT. Finally the conclusions of this work are presented as well as new proposals for future works. / A instalação de parques eólicos tem se expandido não só no mundo, mas também no Brasil. A energia eólica, apesar de ser já bastante consolidada, ainda é palco para muitos trabalhos científicos e pesquisas na indústria nas áreas de controle, topologias de conversores de potência e estabilidade na conexão de aerogeradores com a rede. Devido a este fato junto com a sazonalidade do vento, torna-se difícil estudar esse tipo de fonte em seu âmbito de operação, sendo assim desejável um ambiente controlado para testes. Esta dissertação apresenta uma topologia para emulação de turbinas de eixo horizontal (HAWT) utilizando um motor de corrente contínua para acionar geradores com o mesmo torque que haveria caso estivessem acoplados a uma turbina real. Para melhor verossimilhança com as turbinas em campo, além do modelo estático composto pelo ângulo de passo das pás e o coeficiente de potência, propõe-se um modelo dinâmico para representar o efeito cortante do vento, o sombreamento da torre e o direcionamento da turbina em relação ao vento. Além do mais, o modelo proposto permite também a emulação de máquinas de grande inércia usando motores de menor porte, pela simples alteração do torque imposto ao gerador. O diferencial nesta dissertação consiste na possibilidade de emulação da turbina Magnus, que é um aerogerador que possui cilindros girantes no lugar das tradicionais pás presentes nas HAWT, que aumentam o torque disponível. Com isto, pode-se mostrar como a turbina Magnus pode gerar maior potência em baixas velocidades vento. São apresentados então os resultados simulados e experimentais avaliando o comportamento completo do emulador de turbinas eólicas. Ambas as turbinas são analisadas com e sem MPPT. Finalmente, são mostradas as conclusões do trabalho e as propostas para futuros trabalhos.

The master thesis deals with national accounts, particularly with symmetric input-output tables and utilisation for research of investments change impact. The main aim is to show national accounts exploitation for economical modelling and a manual for modelling of concrete impact. This thesis concentrates on the topic of calculation of static model with application on real data of Czech Republic. The base of calculation is technical coefficients analyse.

The diploma thesis is focused on the comparison of the linear and nonlinear analysis of the steel structure and the resulting differences in both the numerical results and the time needed to obtain these results These analyzes are performed on a high-rise building, which has 10 floors and is used as an administrative building. Static model construction and calculations are performed in software system from Dlubal RFEM only loads for individual load cases are calculated manually.

My thesis is focused on a design and comparism of the highway bridge across Dolansky creek. The bridge is built by balanced cantilever method. The common span length is 110metres. The bridge is post-tensioned concrete structure.The static model is made of beams.The static analysis during lifespan of bridge is made by Time discretization analysis . The design of reinforcement is made for longitudinal section and cross section.

本文利用Hendry's ECM Methodology的內容，建立台灣貨幣需求模形，並計算其彈性以與國內相關貨幣需求文獻比較。

The subject of the master’s thesis is static design and assessment of the static load-bearing steel structure. The structure is designed for the site Brno. Specifically this is an eight-storey office building with a 54 x 12 m floor plan and a total height is 30,2 m. The steel structure is lovated betwrrn teo reinforced concrete towers secure for vertical transport. The structure is designed in three variants. In the one of them a steel frame with hingee attached elements. The ceiling structure is designed as composite steel and concrete structure.