This thesis consists of three papers that makes independent contributions to the fields of forecast evaluation and financial econometrics. As such, the papers, chapter 1-3, can be read independently of each other. In Chapter 1, “Inferring an agent’s loss function based on a term structure of forecasts”, we provide conditions for identification, estimation and inference of an agent’s loss function based on an observed term structure of point forecasts. The loss function specification is flexible as we allow the preferences to be both asymmetric and to vary non-linearly across the forecast horizon. In addition, we introduce a novel forecast rationality test based on the estimated loss function. We employ the approach to analyse the U.S. Government’s preferences over budget surplus forecast errors. Interestingly, we find that it is relatively more costly for the government to underestimate the budget surplus and that this asymmetry is stronger at long forecast horizons. In Chapter 2, “Monitoring Systemic Risk”, we define systemic risk as the conditional probability of a systemic banking crisis. This conditional probability is modelled in a fixed effect binary response panel-model framework that allows for cross-sectional dependence (e.g. due to contagion effects). In the empirical application we identify several risk factors and it is shown that the level of systemic risk contains a predictable component which varies through time. Furthermore, we illustrate how the forecasts of systemic risk map into dynamic policy thresholds in this framework. Finally, by conducting a pseudo out-of-sample exercise we find that the systemic risk estimates provided reliable early-warning signals ahead of the recent financial crisis for several economies. Finally, in Chapter 3, “Equity Premium Predictability”, we reassess the evidence of out-of- sample equity premium predictability. The empirical finance literature has identified several financial variables that appear to predict the equity premium in-sample. However, Welch & Goyal (2008) find that none of these variables have any predictive power out-of-sample. We show that the equity premium is predictable out-of-sample once you impose certain shrinkage restrictions on the model parameters. The approach is motivated by the observation that many of the proposed financial variables can be characterised as ’weak predictors’ and this suggest that a James-Stein type estimator will provide a substantial risk reduction. The out-of-sample explanatory power is small, but we show that it is, in fact, economically meaningful to an investor with time-invariant risk aversion. Using a shrinkage decomposition we also show that standard combination forecast techniques tends to ’overshrink’ the model parameters leading to suboptimal model forecasts.

The limit between the proper and the foreign – how this limit is established, but also crossed and dissolved – has remained a crucial issue in phenomenology. Setting these questions in the context of the phenomenology of religion, this thesis develops an analysis of the relation between transcendence and body understood in terms of a certain limit. The introductory part is rooted in Edmund Husserl’s discussions of the concept of transcendence, which is shown to have an essential connection to the analysis of inner time-consciousness. Here we encounter a decisive limit to objectifying knowledge, which also comes across in his investigations of the body and its spatiality. The second part discusses Max Scheler’s critique of Husserl’s excessively objectifying view of knowledge, with a particular focus on Scheler’s understanding of love as a condition of possibility for any knowledge. Scheler is shown to have developed a new concept of transcendence that avoids the pitfalls of objectivism, although in his philosophy of religion he tends to downplay the importance of the body. The third part undertakes a reading of Edith Stein, who develops ideas similar to Scheler’s, though in a phenomenologically more nuanced fashion. Although her philosophy of religion also bypasses the body, Stein provides a more genuine access to the writings of the mystics, the analysis of which forms the core of the fourth and concluding part. Drawing on the work of the 13th century Beguine Mechthild of Magdeburg, this concluding chapter develops a phenomenological understanding of religion with an emphasis on transcendence and limit, while also retaining the centrality of our experience of the body. This means: a phenomenology of the limit is investigated, rather than a limit of phenomenology. / Hur gränsen mellan det egna och det främmande ska dras är en central fråga inom den fenomenologiska traditionen, en fråga som här undersöks i ett religionsfilosofiskt sammanhang. På vilket sätt kan vi överskrida oss själva mot det främmande och ogripbara, och på vilket sätt är denna möjlighet förbunden med vår egen kroppslighet? Dessa teman utvecklas i en serie diskussioner av filosofer som Edmund Husserl, Max Scheler och Edith Stein. Redan i Husserls analyser av transcendensen, tidsmedvetandet och kroppsligheten framträder en bestämd gräns för den objektiverande kunskapen, även om han i sista hand alltid uppfattade den som ett ideal. I Schelers och Steins religionsfilosofier utvecklas därefter en kritik av denna kunskapssyn, bland annat i form av en analys av kärleken (Scheler) och mystiken (Stein), men hos ingen av dem får kroppsligheten en central ställning. I den avslutande delen, som analyserar den mystika erfarenhetens uttryck hos den medetida beginen Mechthild von Magdeburg, utvecklas en fenomenologi som förbinder transcendens med kroppslighet och sinnlighet. Därmed undersöks en gränsens fenomenologi snarare än fenomenologins gräns. Jonna Bornemark är forskare och lärare på Södertörns högskola. Boken är hennes doktorsavhandling.

This essay aims to shed light upon the philosophical dignity of Edith Stein’s critique of the early Heideggerian conception of sociality in her text ”Martin Heideggers Existenzphilosophie”, from 1936. I will argue that Stein’s critique of Heidegger’s concept of sociality comes to be substantiated through her existential-philosophical approach to his understanding of the transcendent character of Dasein. By objecting to Heidegger’s definition of Dasein as ecstatic temporality, Stein points out his inattentiveness to authentic otherness in Being and Time, which reaches out into a problem surrounding Mitsein. I will further demonstrate how Stein, by ascribing to Dasein an enduring and sustaining quality in the midst of ecstasy, uses Heidegger’s concept of Dasein in order to formulate her own social ontology.

Afin de réaliser des traitements locaux sur des données de diverses natures (volumes, images ou signaux) contenant des éléments informatifs dans certaines bandes de fréquence, nous nous intéressons dans cette thèse à l’étude de bancs de filtres (BdF). Plus précisément, nous étudions l’existence et la synthèse de BdF de réponses impulsionnelles finies (RIF) inverses d’un BdF d’analyse RIF redondant complexe fixé. Nous proposons en particulier des méthodes testant l’inversibilité de la matrice d’analyse et la construction d’un inverse explicite à l’aide de la formulation polyphase. À partir de ce dernier, nous proposons une paramétrisation réduite de l’ensemble des BdF de synthèse permettant d’optimiser leurs réponses selon différents critères. Cette étude est étendue au cas multidimensionnel notamment par l’utilisation de la notion de résultant. Ces outils permettant de représenter efficacement certaines informations structurées dans des données, il devient possible de les préserver tout en rejetant d’éventuelles perturbations. Le premier cadre considéré est celui du bruit gaussien. Nous avons utilisé le principe de Stein pour proposer deux méthodes de débruitage : FB-SURELET-E et FBSURELET-C. Elles sont comparées à des méthodes récentes de débruitage conduisant à de bons résultats en particulier pour des images texturées. Un autre type d’application est ensuite considéré : la séparation des structures orientées. Afin de traiter ce problème, nous avons développé une méthode de filtrage anisotrope. Les algorithmes réalisés sont finalement testés sur des données issues de différents domaines applicatifs (sismique, microscopie, vibrations) / Our main purpose in this PhD thesis is to perform local frequential (or directional) processing in different kind of data (volumes, images or signals). To this end, filter banks (FBs) are studied. More precisely, we first investigate the existence and the construction of synthesis FBs inverse to a given FIR complex analysis FB. Through the study of the polyphase analysis matrix, we are able to propose methods to test the invertibility and to build one inverse FB. Using this inverse, we provide a parametrization of the set of synthesis FB, with which we optimize filter responses with different criteria. The same study is performed in the multidimensional case. Since FBs provide an efficient representation of structured information in data, it is then possible to preserve them while rejecting unwanted perturbations. By associating Stein’s principle and those FB, we proposed two methods to denoise signals and images corrupted by Gaussian noise. These methods, named FB-SURELET-E and FB-SURELET-C, are compared to recent denoising methods and are found to offer good results, especially for textured images. Another type of application is then investigated : separation of oriented structures. To this end, we have developed an anisotropic filtering method. The different proposed methods are finally applied on images and signals from various fields : seismic images and cubes, transmission electron microscopy (TEM) images of catalysts and vibration signals from car engines

Made available in DSpace on 2015-04-14T13:55:11Z (GMT). No. of bitstreams: 1 434549.pdf: 379351 bytes, checksum: a2f7fda8d5e89541323f9a3d4c0ceaa4 (MD5) Previous issue date: 2011-08-30 / Esta tese tem por objetivo a reflex?o e a explicita??o sobre o modo como lidamos com os enunciados no mundo emp?rico, a partir da proposta n?o-objetificante expressa na concep??o da filosofia anal?tica da linguagem, de Ernst Tugendhat. No primeiro cap?tulo, procuramos demonstrar o lugar no qual se situa a quest?o da linguagem na filosofia contempor?nea e, explicitar como ela pode ser tomada neste paradigma, n?o apenas como instrumento das an?lises filos?ficas, mas como posi??o filos?fica. Este cap?tulo procura colocar as quest?es que envolvem a linguagem na perspectiva filos?fica. No segundo cap?tulo, nossa preocupa??o foi a de explicitar os conceitos com os quais a linguagem enquanto posi??o filos?fica lida e seus pressupostos te?ricos. Estes conceitos s?o o sentido, o significado, a refer?ncia, o mundo e, tamb?m, a concep??o da forma??o de conceitos, de John McDowell, como modo de contraste com a concep??o da sem?ntica formal de Ernst Tugendhat. No terceiro cap?tulo, analisamos a filosofia anal?tica da linguagem de Tugendhat que, em primeiro lugar, pretende encontrar o pr?prio conceito de filosofia com o qual opera, conjuntamente com os demais conceitos filos?ficos e, em segundo lugar, colocar a partir deste conceito a sua quest?o fundamental: o que significa compreender uma senten?a?. Para isto ele analisa a quest?o do m?todo da filosofia, quest?o esta que deve ser trazida a partir do a priori anal?tico diferente da tradi??o kantiana cl?ssica, pois para ele o a priori pressup?e a estrutura da compreens?o. Isto significa que sua retomada da quest?o do a priori n?o tem como objetivo o de definir ou justificar a filosofia, mas o de analisar aquilo que se apresenta como ?bvio para n?s: os conceitos fundamentais com os quais operamos como o conceito de tempo.Assim, a filosofia anal?tica da linguagem trabalha com dois aspectos fundamentais: 1) a filosofia sempre se ocupou com a clarifica??o de conceitos; 2) a filosofia sempre se ocupou com o todo, com a totalidade da nossa compreens?o. Uma leitura cr?tica de s?ntese entre a sem?ntica formal e a ontologia fundamental, como formas desobjetificadoras da metaf?sica, a partir da interpreta??o de Ernildo Stein, encerra o terceiro cap?tulo. No quarto cap?tulo, demonstramos a an?lise da linguagem de Tugendhat, enquanto teoria filos?fica. Ela se apresenta como condi??o de possibilidade dos enunciados, ligada ao todo do nosso compreender. Analisamos, tamb?m, o todo do nosso compreender, o a priori da filosofia anal?tica, e o paradigma do compreender e com sua dupla estrutura segundo prop?e Ernildo Stein.

Made available in DSpace on 2016-04-28T20:56:22Z (GMT). No. of bitstreams: 1 Suzana Filizola Brasiliense Carneiro.pdf: 2806980 bytes, checksum: 10ae7f5ff887c1aab9cbe9365b7a8cdc (MD5) Previous issue date: 2011-05-13 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / This work has aimed to understand the unfolding of the phenomenon of school-local community articulation during the development of a marginal literature project, coordinated by local community youth (collectives), involving middle-school students at the school. Edith Stein s views of the person, community, and education have been utilized as the chief theoretical reference for that phenomenon s understanding. This is a study in Psychology of Education, within a qualitative phenomenological approach. It has been part of a comprehensive research project that aims at following the constructivist process of articulated actions that are developed between different educational contexts, in a peripheral neighborhood of São Paulo, with a view to implementing a full-time educational approach. The research situations consisted of observation of the marginal literature workshops, meetings with school educators and management staff, and a reflexive interview with the group of students who took part in the project. The understanding of the phenomenon of articulation followed the perspective of comprehensive analysis, and was based on narratives constructed from the observations, meetings, and the reflexive interview, in dialogue with the selected theoretical reference. The phenomenon of articulation was shown to be a opportunity of construction of community life experiences, understood by Edith Stein as life units that are shaped around cores of shared meaning. A community life experience is established when individuals spontaneously offer themselves to one another, find themselves open toward each other. The principal, the school pedagogical coordinator and the educator in charge of the workshops shared a community life experience concerning the project s meaning. In this case, the core of shared meaning was the search of social change through knowledge and culture; and the understanding of literature and articulation as possible paths to that goal. The marginal literature workshops also turned out to be a community life experience in which the shared meaning was constituted chiefly by literary production. The phenomenon of articulation also proved to be an educational opportunity to the extent that it triggered personal changes in the project s participants, in the cases of both the educator in charge and the students. The latter came to regard themselves as a part of the local community and to hold a more positive outlook on the urban periphery. They came to consider knowledge as a tool for personal and social change. Moreover, they drew near literature, producing and divulging their own poems in school soirées. The person in charge of the workshops, in his turn, found himself as an educator. These personal changes affected their communities of origin, enriching both the school and the youth collectives / O objetivo deste trabalho foi compreender como o fenômeno da articulação entre escola e comunidade do entorno se desvelou ao longo de um projeto de literatura marginal, coordenado por jovens da comunidade (coletivos), envolvendo alunos do Ensino Fundamental II da escola. Utilizou como referencial para a compreensão deste fenômeno a visão de pessoa, comunidade e formação de Edith Stein. Trata-se de um estudo em Psicologia da Educação dentro de uma abordagem qualitativa fenomenológica. Inseriu-se numa pesquisa mais ampla que visava acompanhar o processo construtivo de ações articuladas entre diferentes contextos educativos, em um bairro da periferia de São Paulo, com a finalidade de implantar uma proposta de educação em tempo integral. A situação de pesquisa constituiu-se na observação das oficinas de literatura marginal, em encontros com educadores e gestores da escola, e numa entrevista reflexiva com o grupo de alunos que participou do projeto. A compreensão do fenômeno da articulação foi feita segundo a perspectiva da análise compreensiva, tendo como base narrativas elaboradas a partir das observações, dos encontros e da entrevista reflexiva, em diálogo com o referencial escolhido. O fenômeno da articulação mostrou-se como possibilidade de formação de vivências comunitárias, compreendidas por Edith Stein como unidades de vida que se formam em torno de núcleos de sentido comum. Uma vivência comunitária entra em vigor quando os indivíduos se oferecem espontaneamente uns aos outros, estão abertos uns em relação aos outros. O diretor, a coordenadora pedagógica da escola e o educador responsável pelas oficinas partilharam uma vivência comunitária em relação ao sentido do projeto. Neste caso, o núcleo de sentido comum foi a busca pela transformação social através do conhecimento, da cultura; e a compreensão da literatura e da articulação como possíveis caminhos para isto. As oficinas de literatura marginal também se configuraram como uma vivência comunitária na qual o sentido partilhado foi, principalmente, a produção literária. O fenômeno da articulação mostrou-se também como uma possibilidade educativa à medida que provocou mudanças pessoais nos participantes do projeto, tanto no educador responsável, como nos alunos. Estes passaram a se ver como parte da comunidade do entorno e a ter um olhar mais positivo acerca da periferia. Passaram a compreender o conhecimento como ferramenta para transformação pessoal e social. Além disso, aproximaram-se da literatura, produziram e divulgaram seus próprios poemas em saraus da escola. O responsável pelas oficinas, por sua vez, se descobriu como educador. Estas mudanças pessoais repercutiram nas suas comunidades de origem, enriquecendo tanto a escola como os coletivos

Made available in DSpace on 2016-04-25T19:21:04Z (GMT). No. of bitstreams: 1 Mariana Bar Kusano.pdf: 957391 bytes, checksum: db3590d8a7cf9b0b9afc3ab002934ad9 (MD5) Previous issue date: 2009-12-15 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / The purpose of this project is the study of Edith Stein s (1891-1942) philosophical and theological anthropology and its implications on pedagogy. In this sense, Stein s anthropology presents itself as a great effort to comprehend the human being s profound structure, considering the relations established with things, with other human beings and, finally , with God. Her analysis start based on Husserl s phenomenological method and, afterwards, are submitted to Tomas de Aquino s metaphisical indagations. On this movement between Husserl s phenomenology and Tomas de Aquino s metaphisics, Edith Stein describes the essencial constitution of the human being as constituent of body, soul and spirit as well as this essencial structure s individuation. Edith Stein s analysis on the human being comes from a pedagogical requirement and, for this reason, this project presents as a hypothesis the attempt to demonstrate how the anthropology of philosophical nature and the anthropology that lies on Revealed data can constitute as the fundaments of the pedagogy practice and theory. For that, many writings from the author and from scholars of the author have been studied in order to exemplify and confirm the analysis and interpretations on the subject-matter / O objeto deste trabalho é voltado para o estudo da antropologia filosófica e teológica de Edith Stein (1891-1942) e as suas implicações com a pedagogia. Neste sentido, a antropologia de Stein se apresenta como um largo esforço em compreender a estrutura profunda do ser humano, tanto na relação que ele estabelece com as coisas, como na relação que ele mantém com outros seres humanos e, por fim, na sua relação com Deus. Suas análises procedem do método fenomenológico de Husserl para serem, posteriormente, submetidas à indagação metafísica de Tomás de Aquino e, neste movimento, que vai da fenomenologia ao tomismo, Stein descreve a constituição essencial do ser humano, enquanto formado por corpo, alma e espírito, bem como a individuação dessa estrutura essencial. A análise steiniana sobre o homem parte de uma exigência pedagógica e, por esta razão, o presente trabalho apresenta como hipótese a tentativa de demonstrar de que maneira a antropologia de cunho filosófico e a antropologia que repousa sobre os dados Revelados, constituem o fundamento da prática e da teoria pedagógica. Para isso, foram solicitados diversos textos da autora e alguns estudiosos de sua obra, a fim de iluminar, exemplificar e constatar as análises e interpretações sobre o tema aqui pesquisado

À la fin des années quatre-vingts, Vladimir G. Berkovich a introduit une notion d'espace analytique sur tout anneau de Banach. Nous nous proposons, dans cette thèse, d'etudier le cas particulier où l'anneau de Banach considéré est l'anneau des entiers Z ou, plus généralement, un anneau d'entiers de corps de nombres. <br /><br />La majeure partie de notre travail est consacrée à la droite analytique. Elle jouit de propriétés semblables à celles des espaces analytiques complexes d'un point de vue topologique, mais également algébrique, son faisceau structural étant cohérent. En outre, en termes cohomologiques, ses disques se comportent comme des espaces de Stein.<br /><br />Pour finir, nous exposons quelques applications des résultats géométriques énoncés auparavant. Nous obtenons ainsi quelques propriétés de classes de fonctions particulières, telles les fonctions holomorphes sur un disque contenu dans C et dont le développement en un point est à coefficients entiers.

Le chapitre 1 est principalement consacré au comportement asymptotique des variations à poids du mouvement brownien fractionnaire. Tout d'abord, après avoir motivé l'intérêt d'une telle étude et rappelé la situation ``sans poids'', nous voyons que dans certains cas (en fonction de la valeur de l'indice de Hurst H), la situation ``avec poids'' peut être très différente. Ensuite, nous nous intéressons plus particulièrement au cas où H vaut 1/4, et nous faisons le lien avec une conjecture récente par (Burdzy et) Swanson concernant la possibilité d'écrire une formule d'Itô pour la solution de l'équation de la chaleur stochastique dirigée par un bruit blanc espace-temps. Enfin, nous traitons le cas du mouvement brownien itéré, en faisant apparaître à la limite une version à poids du mouvement brownien en scène aléaoire introduit par Kesten et Spitzer dans les années 70.<br /><br />Le chapitre 2 présente des théorèmes limites abstraits (principalement valables pour une suite (F_n) d'intégrales multiples par rapport à un processus gaussien isonormal X) sous des hypothèses concernant la dérivée de Malliavin de F_n. Nous y exposons notamment une nouvelle méthode donnant (de manière étonnament simple) une estimation de type Berry-Esséen quand la suite (F_n) converge en loi vers une gaussienne. En particulier, cette méthode permet d'estimer la vitesse de convergence dans le classique théorème de Breuer et Major. Notons que les outils présentés dans ce chapitre sont la base des résultats obtenus dans le premier chapitre.<br /><br />Le chapitre 3 est consacré à mes travaux relatifs à la théorie de l'intégration contre des ``chemins rugueux'' (rough paths en anglais). Tout d'abord, nous faisons un lien avec l'intégration par régularisation à la Russo-Vallois. Ensuite, nous étudions un problème de contrôle optimal. Enfin, nous exploitons l'intégration algébrique récemment introduite par Gubinelli pour calculer le développement asymptotique de la ``loi'' de la solution d'une équation différentielle stochastique dirigée par un brownien fractionnaire d'une part, et pour étudier les équations différentielles avec retard dirigées par un chemin rugueux d'autre part.<br /><br />Enfin, dans le chapitre 4, nous définissons et étudions un nouvel objet, appelé ``dérivée stochastique''. Puis, nous illustrons certains phénomènes généraux en appliquant cette théorie au cas du mouvement brownien fractionnaire avec dérive.

Cette thèse propose l'étude des propriétés locales satisfaites par le modèle d'Ising défini sur un graphe torique d-dimensionnel. Lorsque la taille n du graphe tend vers l'infini, une limite pour leur probabilité d'apparition est obtenue en fonction des potentiels de surface a=a(n) et de paire b=b(n). En mettant en évidence un phénomème de seuil, nous déterminons le moment d'apparition dans le graphe d'une propriété locale donnée. Puis, en se plaçant à sa fonction seuil, nous démontrons une approximation poissonnienne pour sa probabilité d'apparition. Enfin, deux applications sont proposées : une estimation des potentiels a et b ainsi qu'un algorithme de débruitage d'images en niveaux de gris.