Denna uppsats mäter och jämför prestanda mellan en objektorienterad databas och en relationsdatabas. Uppsatsen bygger på en utredande karaktär utifrån vår hypotes och vårt intresse att testa den.Hypotesen bygger på problematiken omkring mängden kod utvecklaren måste skriva för att kunna koppla ihop applikation med databas. En större mängd skriven kod som utvecklaren måste skriva borde göra att prestanda och svarstider blir långsammare. Därför ville vi undersöka om verktyg som medför en mindre mängd skriven kod kan förbättra prestandan och ge snabbare svarstider. Vi valde att testa vår hypotes mellan ADO. NET relationsdatabas och ADO. NET Entity Framework objektorienterade databas då ADO. NET genererar större mängd kod och Entity Framework innehåller verktyg som i sin tur genererar mindre mängd kod. För att kunna mäta och jämföra prestandan utvecklades en mindre kundapplikation kopplad med respektive ramverks databasmodell där båda använder sig av samma databas. Genom att mäta prestandan har vi kunnat jämföra de olika modellerna och då även kunnat se vilka fördelar och nackdelar respektive modell genererat. Vi har även mätt antal kodrader och diskuterat hur det påverkar kostnaden av systemutvecklingen samt underhållbarheten för applikationen. Det som framförallt framkom var att relationsdatabasen resulterade i en något snabbare prestanda mätt i millisekunder trots att antal kodrader blev fler jämfört med en objektorienterad databas. Den objektorienterade databasen resulterade i något sämre prestanda men med färre antal skrivna kodrader. Det medför att den kräver mindre underhåll i koden vid förvaltning av den nya applikationen. Det innebär även att tiden vid utveckling för den vane programmeraren minskar med cirka 50 % och därmed sjunker även utvecklingskostnaden, under förutsättning att en något långsammare prestanda kan accepteras.

Cette thèse établit un cadre d’évaluation des stress tests financiers, en identifiant leurs principales limites. Trois approches ont été proposées pour améliorer les pratiques actuelles à chaque étape du processus. Elles incluent : (i) un modèle semi-paramétrique TVE–copules-paires pour les facteurs de risque financiers, avec un accent particulier sur les valeurs extrêmes, (ii) un modèle d'évaluation pour estimer l'impact de ces facteurs sur un système financier, via des effets directs, indirects et de contagion, en considérant les réactions endogènes publiques et privées, et (iii) une approche bayésienne pour mener une sélection systématique des scénarios de stress pour des portefeuilles non linéaires. Le modèle de risque a montré de meilleures performances par rapport à la plupart des spécifications courantes ; ce qui augmente la crédibilité du test. Le modèle d'évaluation est estimé pour le système bancaire français, révélant ses principales sources de vulnérabilité et le rôle clé des réactions publiques. Enfin, l'approche bayésienne a permis de remplacer les scénarios subjectifs traditionnels et d’inclure les résultats de stress tests dans la gestion quantitative des risques aux côtés des autres outils conventionnels / This thesis has set a comprehensive framework to assess the relevance of financial stress tests, identifying their main drawbacks. Three robust and flexible model frameworks have been proposed to improve current practices in each of the tests’ stages. This is achieved through: (i) a semi-parametric EVT–Pair-copulas model for financial risk factors, with a specific focus on extreme values, (ii) a valuation model to assess the impact of risk factors on a financial system, through direct and indirect effects, contagion channels, and considering private and public response functions, and (iii) a Bayesian-based approach to run a systematic selection of stress scenarios for nonlinear portfolios. The presented risk model has proven to outperform commonly used specifications, hence increasing the test’s credibility. Estimated for the French banking system, the valuation model revealed the related risk profile and the main vulnerabilities. Public responses turned to be of vital interest. Finally, the Bayesian approach allows replacing the traditional subjective scenarios and including the tests’ results in quantitative risk management alongside with other conventional tools

L’adénosine (ADO) est un nucléoside ubiquitaire issu de l’ATP et du cycle de la méthionine. Via les récepteurs A1 (A1R), elle favorise la fibrillation atriale (FA). Via les récepteurs A2A (A2AR), elle induit une dilatation coronaire. L’ADO est donc un intermédiaire métabolique et un neurotransmetteur du système cardiovasculaire.La 1ère étude montre que, chez les patients coronariens, l’ADO est corrélée à l’homocystéine (Hcy) et l’uricémie. De plus, l’ADO et l’Hcy sont corrélées au score évaluant l’étendue de l’athérosclérose (score SYNTAX). Enfin, sur un modèle d’hépatocyte, l’ADO induit la production d’Hcy selon un effet dose et un effet temps. L’hyperadénosinémie semble ainsi participer à l’augmentation de l’homocystéinémie et de l’uricémie. Ces données apportent un nouvel éclairage sur la physiopathologie de la maladie coronarienne.Dans le 2nd travail, l’ADO augmente significativement uniquement chez les patients coronariens à test d’effort positif. De plus, leur expression des A2AR est plus faible que les patients à test négatif. Ainsi, la faible expression A2AR chez les coronariens à test d’effort positif participe au défaut d’adaptation coronaire durant le test. Un faible niveau d’A2AR pourrait être alors un biomarqueur de coronaropathie.Dans la 3ème étude, les patients avec FA sans cardiopathie sous-jacente ont une adénosinémie normale et une surexpression des A2AR. Sachant que l’ADO peut favoriser la FA, la surexpression des A2AR pourrait donc participer au déclenchement de FA en augmentant la sensibilité à l’adénosine.En conclusion, les médicaments modulant le système adénosinergique pourraient être utiles au traitement de la coronaropathie ou de la FA. / Adenosine (ADO) is an ubiquitous nucleoside that comes from ATP and from the methionine cycle. Via A1 receptors (A1R), it promotes atrial fibrillation (AF). Via A2A receptors (A2AR), it leads to coronary vasodilatation. Thus, adenosine is a metabolic intermediate and a neurotransmitter of the cardiovascular system.The first study showed that adenosine plasma level (APL) is correlated with homocystein (Hcy) and uric acid in coronary artery disease (CAD) patients. Furthermore, APL and Hcy are correlated with the SYNTAX score which evaluate CAD severity. Finally, in cellulo, ADO induced a dose and time dependant increase of HCY production by human hepatocytes. We concluded that high APL may participate into the high HCY and uric acid levels. These data bring new highlight on the physiopathology of CAD.In the second work, APL increased significantly only in patients with positive exercise stress testing (EST). Furthermore, A2AR expression was lower in positive EST patients compared with those with negative EST. Then, we concluded that the low expression of A2AR in CAD patients with positive EST, participates in the lack of adaptive response (coronary vasodilatation) to the EST. This result suggests that low A2AR expression may be a biological marker of CAD.In the third study, patients with AF and no structural heart disease have a normal APL but an increase in A2AR expression. Because adenosine promotes AF, we concluded that high A2AR expression may participate into the triggering of AF by increasing the sensitivity to adenosine.In conclusion, drugs that modulate the purinergic system should be useful tools for the treatment of CAD or AF.

Orientador: Alviclér Magalhães / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Química / Made available in DSpace on 2018-08-27T01:53:53Z (GMT). No. of bitstreams: 1 Isler_AnaCristina_M.pdf: 9031624 bytes, checksum: 46ef4af84056b43b2f82f7756c9e1ae7 (MD5) Previous issue date: 2014 / Resumo: A degradação forçada ou teste de estresse é uma boa estratégia para demonstrar as rotas de degradação e os produtos formados durante a estocagem do fármaco ou do produto formulado. O principal objetivo desse teste é demonstrar a especificidade dos métodos indicativos de estabilidade. Tratam-se de ensaios que visam desafiar e confirmar a especificidade e seletividade da metodologia analítica empregada na quantificação do princípio ativo presente no medicamento e na manutenção dessas característica ao longo do estudo de estabilidade. É comum o emprego de métodos cromatográficos na indústria farmacêutica para análise de impurezas que trabalham através da co injeção de padrões de referência. Esta é uma tarefa simples quando se tratam de produtos de degradação conhecidos e disponíveis em suas formas puras. Entretanto, quando se trata de um medicamento novo, com perfil de degradação ainda não estabelecido, a técnica de ressonância magnética nuclear (RMN) pode facilitar essa investigação por sua versatilidade em relação aos meios utilizados nas análises e ao preparo da amostra. Considerando que o meio reacional de degradação de um fármaco deve consistir de uma mistura de compostos, esse trabalho foi realizado na tentativa de elucidar estruturalmente o fármaco Rosuvastatina e seus produtos de degradação em diferentes meios de reação, resolvendo sempre que possível e necessário o problema de sobreposição de sinais, através de espectros bidimensionais e sequências de pulso para detecção seletiva, aumentando a sensibilidade e resolução espectral / Abstract: Forced degradation or stress testing is a good strategy to show the routes of degradation and products formed during storage of the drug or the formulated product. The main objective of this test is to demonstrate the specificity of indicative methods of stability. These are tests that aim to challenge and confirm the specificity and selectivity of the analytical methodology used to quantify the active ingredient present in the product and maintenance of the characteristic along the stability study. It is common to use chromatographic methods in the pharmaceutical industry for the analysis of impurities working through co injection of assay standards. This is a simple task when dealing with known and available degradation products in their pure forms. However, when it comes to a new product with degradation profile is not yet established, the technique of nuclear magnetic resonance (NMR) can facilitate such research for their versatility on the resources used in the analysis and sample preparation. Whereas the reaction medium of degradation of a drug should consist of a mixture of compounds, this work was undertaken in an attempt to elucidate the structural of rosuvastatin drug degradation products in different reaction media, whenever was possible and necessary two-dimensional spectra and pulse sequences with selective detection were used to solve the problem of overlapping signals, increase sensitivity and spectral resolution / Mestrado / Quimica Organica / Mestra em Química

The master’s thesis consists of several parts. Describes the technology 10 Gbps Ethernet. Analyzer Ixia and Endace presents, especially their use for traffic analysis and stress testing the network devices. It deals with documents RFC concerning the routers and switch testing. Thesis includes the reports of tests switches and router performed by RFC 2544 and RFC 2889 documents. Part of the thesis is dedicated to COMBO FPGA cards. Documentations to the analyzers is created in this thesis and macro is on the CD for presentation of measurement results.

Магистерская диссертация посвящена исследование влияния факторов риска на финансовую устойчивость банков и поиск возможностей для совершенствования методического инструментария при стресс-тестировании банковского сектора. В качестве научной новизны предложена эконометрическая модель, позволяющая осуществлять стресс-тестирование (риска ликвидности и кредитного риска) отдельных коммерческих банков и банковского сектора. / Master's thesis is devoted to the study of the influence of risk factors on the financial stability of banks and the search for opportunities to improve the methodological tools for stress testing the banking sector. As a scientific novelty, an econometric model is proposed that allows stress testing (liquidity risk and credit risk) of individual commercial banks and the banking sector.

Submitted by Wagner Nishikawa (wagner.nishikawa@gmail.com) on 2014-02-17T17:57:42Z No. of bitstreams: 1 MODELO DE ESTRESSE MACROECONÔMICO DA INADIMPLÊNCIA PARA BANCOS DE ATACADO_vf.pdf: 863952 bytes, checksum: e148a874bc6fc9e727c493ba0d991d91 (MD5) / Rejected by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br), reason: Prezado Wagner, Página 2 vazia - contra capa. Modelo site da biblioteca. Att. Suzi 3799-7876 on 2014-02-17T19:15:44Z (GMT) / Submitted by Wagner Nishikawa (wagner.nishikawa@gmail.com) on 2014-02-18T01:38:29Z No. of bitstreams: 1 MODELO DE ESTRESSE MACROECONÔMICO DA INADIMPLÊNCIA PARA BANCOS DE ATACADO_vf.pdf: 862823 bytes, checksum: 57c3fca7ec048e0667d65a5856653afb (MD5) / Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2014-02-18T14:14:00Z (GMT) No. of bitstreams: 1 MODELO DE ESTRESSE MACROECONÔMICO DA INADIMPLÊNCIA PARA BANCOS DE ATACADO_vf.pdf: 862823 bytes, checksum: 57c3fca7ec048e0667d65a5856653afb (MD5) / Made available in DSpace on 2014-02-18T14:31:03Z (GMT). No. of bitstreams: 1 MODELO DE ESTRESSE MACROECONÔMICO DA INADIMPLÊNCIA PARA BANCOS DE ATACADO_vf.pdf: 862823 bytes, checksum: 57c3fca7ec048e0667d65a5856653afb (MD5) Previous issue date: 2014-02-05 / O presente trabalho visa propor uma metodologia de cálculo de estresse para cumprir as exigências regulatórias do Bank for International Settlements (BIS) e Comissão de Supervisão Bancária. A metodologia abordada utiliza as variáveis macroeconômicas para se determinar o comportamento da inadimplência de uma determinada carteira de crédito de uma instituição financeira. Para isso, foi dividida em dois estágios: o primeiro modelo responde como seria a inadimplência dada as variáveis macroeconômicas; o segundo modelo equilibra e correlaciona, proporcionalmente, as variáveis macroeconômicas entre si e suas respostas a um choque econômico. Com os dois modelos alinhados é possível simular cenários positivos e negativos e saber os pontos de máximo da inadimplência. Assim, as instituições financeiras podem determinar melhor suas políticas de gestão de risco e retorno. / This paper aims to propose a methodology of calculation of stress to meet the regulatory requirements of the Bank for International Settlements (BIS) and the Banking Supervision Commission. The methodology uses the macroeconomic variables to determine the behavior of the default of a specific portfolio of credit from a financial institution. Therefore, it was divided into two stages: the first model responds as would be the default with the macroeconomic variables; the second model balances and correlates proportionally macroeconomic variables with each other and their responses to an economic shock. With both models can simulate aligned positive and negative scenarios and know the points of maximum delinquency. Thus, financial institutions can better determine their policies for managing risk and return.

Testing is an important step in the software development process in order to increase the reliability of the software. There are a number of different methods available to test software that use different approaches to find errors, all with different requirements and possible results. In this thesis we have performed a series of tests on our own mobile application developed for the Android platform. The thesis starts with a theory section in which most of the important terms for software testing are described. Afterwards our own application and test cases are presented. The results of our tests along with our experiences are reviewed and compared to existing studies and literature in the field of testing. The test cases have helped us find a number of faults in our source code that we had not found before. We have discovered that automated testing for Android is a field where there are a lot of good tools, although these are not often used in practice. We believe the app development process could be improved greatly by regularly putting the software through automated testing systems.

Энергоремонтный бизнес занимает важное место в энергетическом секторе России. Без его успешного функционирования энергокомпании не смогут эффективно осуществлять свою операционную деятельность. Тем не менее большинство энергоремонтных компаний не могут подстроиться под быстроменяющиеся условия внешней среды: актуальным трендом данного бизнеса является активное внедрение системы риск-менеджмента на предприятиях. Цель работы – совершенствование риск-ориентированного подхода к управлению энергоремонтами. Научная новизна заключается в разработке рекомендаций по управлению рисками на энергоремонтных предприятиях. Они направлены на снижение потерь от воздействий факторов внешней среды и повышение эффективности деятельности бизнеса. Практическая значимость состоит во внедрении нового для сектора инструмента стресс-тестирования в процессе управления рисками. Это позволит повысить эффективность операционной деятельности энергоремонтных предприятий: сценарно выявить чрезвычайные ситуации, которые приведут к критическим последствиям для компаний; оценить способность организации противостоять таким рискам; составить план мероприятий по их нейтрализации. / Energy repair business occupies an important place in the Russian energy sector. Without its successful operation, energy companies will not be able to effectively carry out their operations. However, the majority of the energy repair companies cannot adapt to the rapidly changing conditions of the external environment: the current trend of this business is the active implementation of the risk management system at enterprises. The aim is to improve the risk- oriented approach to energy repair management. The scientific novelty is to develop recommendations for risk management at energy repair enterprises. They are aimed at reducing losses from external factors and improving the efficiency of business. The practical significance is to introduce a new sector tool for the stress testing in the process of risk management. This will improve the efficiency of the operating activities of energy repair enterprises: scenario to identify emergencies that will lead to critical consequences for companies; assess the ability of the organization to withstand such risks; make a plan of measures to neutralize them.

This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. The problem with historical models is that the data which is available for very extreme events is limited, and therefore we need a method to interpolate and extrapolate beyond the available range. EVT is a statistical framework that analyzes extreme events in a distribution and allows such interpolation and extrapolation, and GANs are machine-learning techniques that generate synthetic data. The combination of these two areas can generate more realistic stress-testing scenarios to help financial institutions manage potential risks better. The goal of this thesis is to develop a new model that can handle complex dependencies and high-dimensional inputs with different kinds of assets such as stocks, indices, currencies, and commodities and can be used in parallel with traditional risk measurements. The evtGAN algorithm shows promising results and is able to mimic actual distributions, and is also able to extrapolate data outside the available data range. / Detta examensarbete handlar om att utveckla en ny modell för stresstestning av finansiella portföljer med hjälp av extremvärdesteori (EVT) och Generative Adversarial Networks (GAN). Dom modeller för riskhantering som används idag bygger på matematiska eller historiska modeller, som till exempel Value-at-Risk och Expected Shortfall. Problemet med historiska modeller är att det finns begränsat med data för mycket extrema händelser. EVT är däremot en del inom statistisk som analyserar extrema händelser i en fördelning, och GAN är maskininlärningsteknik som genererar syntetisk data. Genom att kombinera dessa två områden kan mer realistiska stresstestscenarier skapas för att hjälpa finansiella institutioner att bättre hantera potentiella risker. Målet med detta examensarbete är att utveckla en ny modell som kan hantera komplexa beroenden i högdimensionell data med olika typer av tillgångar, såsom aktier, index, valutor och råvaror, och som kan användas parallellt med traditionella riskmått. Algoritmen evtGAN visar lovande resultat och kan imitera verkliga fördelningar samt extrapolera data utanför tillgänglig datamängd.