This thesis deals with the development of supportive tool for investment in the stock markets. The result is a tool that allows investors in making decisions while investing and also can autonomously invest in stock markets by pre-learned heuristics that can help a potential investor to choose their own tactics for investing.

Cette thèse aborde plusieurs questions relatives à l’évolution biologique au moyen de modèles mathématiques et d’algorithmes de calcul les utilisant. Elle se trouve donc à l’intersection des mathématiques, de l’informatique et de la biologie. La question principale étudiée dans la thèse est la mise en évidence de signatures moléculaires de la convergence évolutive qui est le phénomène par lequel des espèces éloignées développent indépendamment des caractères similaires. Nous proposons une approche originale permettant de détecter les positions des protéines potentiellement impliquées dans la convergence d’un caractère binaire donné. Celle-ci repose sur une mesure du “niveau de convergence” des positions, qui est une espérance déterminée sous des modèles Markoviens d’évolution protéique. Nous donnons un algorithme de calcul polynomial de cet indice et montrons (i) qu’il discrimine mieux que les méthodes précédentes, les positions convergentes des “neutres” sur des simulations et (ii) que notre approche donne des résultats qui font sens biologiquement sur un exemple réel.Dans le but de pouvoir traiter à terme de la convergence de caractères continus, comme le poids ou la taille, nous nous sommes ensuite intéressés à la détection de changements de tendance évolutive le long d’un arbre représentant l’évolution des espèces. Nous proposons une nouvelle méthode qui, à notre connaissance, est la première à être basée sur un principe de parcimonie où l’on cherche à déterminer la position du changement permettant de minimiser un certain coût évolutif sur l’arbre. / In this thesis, we studied questions about biological evolution by using mathematical models and bio-informatic algorithms. This work is at the intersection of mathematics, computer science and biology.The major question addressed in this thesis is the detection molecular basisof phenotypic convergence. Evolutionary convergence is the process by which independent species develop similar traits. This evolutionary process is strongly related to fundamental questions such as the role of adaptation .After pointing out different biological concepts linked to evolutionary convergence, we proposed a novel approach combining an original measure of the extent to which a site supports a phenotypic convergence to a binary trait. Thismeasure is based on the “convergence level” of a site which is a mathematical expectation under Markov evolutionary model. We proposed a polynomial time algorithm to compute this index. Our algorithm outperformed two previous algorithms in distinguishing simulated convergent sites from non-convergent ones. With the aim to study the evolutionary convergence of continuous traits, like weight and size, we tried to detect change in evolutionary trends of continuous characters along the tree of life. We proposed a novel method based on anasymmetric version of the linear parsimony, for determining the position of the change in trend which minimizes the total evolutionary cost of the tree. By using the approach on two biological datasets, we obtained results consistentwith those given by previous stochastic approaches.

Athabasca River Basin is located in an area which is affected by many factors. During the last century, the global warming manifests here, resulting primarily into increasing temperatures and glaciers melting in the headwaters area. Much of the middle reaches watershed is used for agriculture, for irrigation of which water from the Athabasca River is pumped. In recent years, controversial development of bituminous sands mining is carried out in the basin. Although it represents a real energy source, the mining requires large amounts of water, which is largely drawn from the Athabasca River. The work therefore analyzes the runoff change in the upper, middle and lower reaches during the last forty years. Along with the time series air temperature changes and precipitation totals, which can also explain runoff changes, are analyzed. Powered by TCPDF (www.tcpdf.org)

This study examines how to make trend fashion based ready-to-wear apparels with no fabric waste in the cutting phase through geometric pattern-making. To work with sustainability through geometrical pattern-making in construction, within the context of commercial fashion. The fashion industry is one of the world's top polluters. Several million tonnes of textile ends up in landfills all over the world every year, landfills are overwhelmed and that has a great impact on the environment. The purpose of this study is to investigate how the method of geometric pattern making can have a commercial value in sustainability. How it can bring benefits within fashion design to become more sustainable, and thus help tackle issues in relation to fabric waste in garment production. Significantly, the project discusses if there can be a way of making commercial clothes more sustainable through geometric pattern-making so no fabric is wasted when it is being cut. The work proposes potential solutions and expressions through this chosen methodology.

The aim of this study was to evaluate temperature data collected from Thoroughbred foals between birth and shortly after weaning. It provides a valuable survey with epidemiological conclusions providing insight into the temperature trends and pyretic occurrences of Thoroughbred foals during this age period. Temperature data were collected using telemetry from temperature sensitive microchips implanted into newborn foals. The system of inputting and storing temperature data was completely electronic and this study evaluated this system. It was found that this system was stable and allowed the evaluation of large amounts of frequently acquired data with little human intervention. The data obtained resulted in the valuable evaluation of age associated body temperature trends within the foals as well as providing an indication of the extent and epidemiology of pyrexia within the study cohort. The system of evaluating temperatures based both on the individual day value as well as on each individual foals prior series of temperatures shows that the use of these two criteria can be utilised simultaneously. The study provides basic information which future researchers using similar systems can use to objectively set criteria for pyrexia. An outbreak of equine encephalosis also occurred during the study period and this provided much needed prospective epidemiological information for such an outbreak, something which has not previously been documented. Copyright / Dissertation (MSc (Veterinary Science))--University of Pretoria, 2009. / Production Animal Studies / unrestricted

Detta examensarbete analyserar effekterna av volatilitet och korrelation på trading strategier brukade av Commodity Trading Advisors (CTA´s). Denna studie bygger på en kvantitativ analys av data som insamlats från Barclay Hedge database. Studien har genomförts i samarbete med RPM Risk & Portfoliomanagement i Stockholm, Sverige. Traditionellt sett, när globala marknader visar på högre volatilitet än genomsnittet, har detta identifierats som ett tecken på en björnmarknad med negativ avkastning på aktier. Förhållandet mellan volatilitet och negativ avkastning på aktier var initialt uppmärksammat av Black år 1976. Förhållandet mellan volatilitet och korrelation mellan marknaderna har analyserats i denna uppsats och resultaten tyder på att högre nivåer av volatilitet för även med sig högre nivåer av korrelation. Den uppmäta korrelationen mellan volatilitet och korrelation var så hög som 0,7. CTA´s handlar så kallade Managed Futures, framtida kontrakt på råvaror, där varje kontrakt har en lång och kort position vilket gör det möjligt att nå en positiv avkastning även under hög volatilitet. De tre mest använda strategierna för CTA´s, short term trading (kortsiktig handel), fundamental handel och Trendföljande handel, presenteras i denna studie och deras möjlighet att bära positiv avkastning i en mycket volatil marknad härleds. Resultaten tyder på att en hög volatilitetsregim med hög korrelation gynnar den kortsiktiga handelsstrategin mer än fundamental och trendföljande handel. / This master thesis analyses the impacts of volatility and correlation on common strategies for Commodity Trading Advisors (CTAs). It is based on a quantitative analysis of data gathered from the Barclay Hedge database. The study was done in cooperation with RPM Risk and Portfolio Management based in Stockholm, Sweden. Traditionally, when global markets see higher levels of volatility this has been identified as a sign of a bear market with negative returns on equities. The relationship between volatility and negative returns on equities was first acknowledged by Black in 1976. The relationship between volatility and correlation between markets has been analyzed in this thesis and the findings suggest that higher levels of volatility brings with it higher levels of correlation. The correlation between volatility and correlation is as high as 0.7. CTAs trade future contracts where every contract has a long and short position which is making it possible to reach positive returns even under extreme volatility. The three most popular strategies for CTAs, Short Term trading, Fundamental trading and Trend Following, are presented in this study and their possibility to have positive returns in highly volatile environments is derived from the analysis. The findings suggest that in a high volatility regime with high correlation Short Term trading strategy has been the most profitable.

This study examines whether a trend following managed futures fund can improve its performance by changing its position sizing method. Trades for a simple trend following strategy was simulated on 47 futures contracts over the period 1990-2012, using varying methods for determining position size. Eleven different position sizing methods where investigated, among them Target Volatility, Omega Optimization and correlation ranking methods. Both methods previously detailed in academic papers as well as novel approaches was implemented, and compared to the baseline performance of the strategy. The results from this study show that the Target Volatility method, and to some degree Max Drawdown Minimize and Dynamic Stop Lock-In, improved the performance of strategy. The final recommendation for a trend following managed futures fund is to use Target Volatility as position sizing method, possibly in conjunction with Max Drawdown Minimize. / Denna studie undersöker huruvida en trendföljande managed futures-fond kan förbättra sina resultat genom att ändra positionsskalningsmetod. Handel med en enkel trendföljande strategi simulerades på 47 futureskontrakt åren 1990-2012, för olika metoder att för bestämma positionsstorlek. Elva positionsskalningmetoder undersöktes, exemplevis Target Volatility, Omega Optimization och metoder baserade i korrelationsrankning. Både tidigare beskrivna metoder och nya tillvägagångssätt testades, och jämfördes med den grundläggande strategin med avseende på risk och avkastning. Denna studies resultat visar att framförallt Target Volatility, och i viss uträckning Max Drawdown Minimize och Dynamic Stop Lock-In förbättrade nyckeltalen för den handlade strategin. Den slutgiltiga rekommendationen för en trendföljande managed futures-fond är att använda Target Volatility som positionsskalningsmetod, möjligtvis tillsammans med Max Drawdown Minimize.

There is now a general consensus among scientists on occurrences of more and intense climatic disasters, floods and droughts, everywhere in the future. To act sooner and smarter against these negative impacts, we must shift our focus in better understanding of the future climate change and possible implications of that to better manage our water resources. Certainly, there is a link between the future effects of climate change on water resources and trends of climatic variables. In this study, by using Mann-Kendall trend analysis method, it is concluded that from 1961 to 2010 only temperature has an upward trend, in all the seasons and yearly, in all the 16 studied stations from north, middle and south of Sweden. Furthermore, runoff simulated by HBV model shows increasing trend in summer and winter which is in partially agreement with the recorded one that discerns a growth in the mentioned seasons, as well as yearly. What is more, potential evapotranspiration estimated by FAO Penman-Monteith equation and actual one simulated by CoupModel reveal a rise in spring for the former and both spring and winter for the latter. Other meteorological variables do not show any significant trend, while intensive precipitation increased in winter and summer in the majority of the stations. Comparing the runoffs simulated by CoupModel and HBV model shows that HBV works better for three selected stations which can enforce the claim that HBV works better for smaller fields.

This study examined correlations of historical changes in diet and physical inactivity with the rise of noncommunicable diseases (NCDs) in Kenya. Historical data on diet, wage jobs by industry, urbanization, gross domestic product (GDP), and morbidity due to NCDs were extracted from Kenya Statistical Abstracts, Food and Agriculture Organization (FAOSTAT), and the World Bank online database. These data were plotted and correlations between these factors and the incidence of different NCDs over time were evaluated. There was a rapid rise in the incidence of circulatory disease starting in 2001, and of hypertension and diabetes starting in 2008. The rise of these NCDs, especially hypertension and diabetes, was accompanied over the same period by a rise in per capita GDP and physical inactivity (as measured by increased urbanization and declining proportion of agricultural and forestry wage jobs); a rise in per capita supply of rice, wheat and its products, and cooking oils; and a decline in the per capita supply of maize and sugar. In conclusion, the positive correlations between indicators of dietary consumption and physical inactivity and rates of hypertension, circulatory disease, and diabetes suggest that the rapid rise of NCDs in Kenya may be, in part, due to changes in these modifiable factors.

Es evidente que en la actualidad la tecnología representa uno de los pilares centrales de las organizaciones; por ende, uno de los factores clave para el buen funcionamiento de cualquier negocio. Sin embargo, a pesar de sus grandes virtudes y múltiples beneficios; no está exenta de presentar fallas de forma inesperada. Es por ello, por lo que la aplicación de una buena estrategia de monitoreo de Tecnologías de Información es primordial para las empresas al momento que deban garantizar la continuidad de sus servicios. (Rivas, 2018) La tecnología puede contribuir a los dueños de negocios, tanto a pymes como a grandes corporaciones, a transformar sus empresas en organizaciones más inteligentes, robustas, efectivas y versátiles. En un mundo activo y globalizado, las empresas deben utilizar sus recursos de manera eficiente y reaccionar rápidamente para satisfacer las demandas de sus clientes, dado que, cada día las tecnologías se van reinventando y van apareciendo nuevos descubrimientos. La tecnología digital ha llegado para resolver los problemas a través de sistemas innovadores que son adaptables a las necesidades de cada organización. Lo que solía tomar semanas o incluso meses, hoy en día es posible realizarlo en pocos minutos y sin mucho esfuerzo. (Melo, 2018) El presente proyecto tiene como objetivo asegurar la implementación de un Roadmap de tendencias de tecnologías de información que permita a las diferentes organizaciones tener una visión global de la evolución de las diferentes tendencias de TI a los que apunta el mercado en un intervalo de tiempo de 10 años, a partir de un listado generado por la investigación dada. El Roadmap permite cubrir la necesidad de información de las empresas que buscan adoptar las tecnologías que han sido probadas como exitosas y que, en el futuro, les generará ingresos considerables. / Technology represents one of the central pillars of organizations; therefore, one of the key factors for the proper management of any business. However, despite its great virtues and multiple benefits; It is not exempt from failing unexpectedly. That is why the application of a well structured Information Technology monitoring strategy is essential for companies when they must guarantee the continuity of their services. Technology can help business owners, both SMEs and large corporations, transform their companies into smarter, more robust, effective and versatile organizations. In an active and globalized world, companies must use their resources efficiently and react quickly to meet the demands of their customers, as technologies are reinventing themselves every day and new discoveries appear out of the blue. Digital technology has come to solve problems through innovative systems that are adaptable to the needs of each organization. What used to take weeks or even months nowadays can be done in a few minutes and without much effort. The purpose of this project is to ensure the implementation of an Information Technology Trends Roadmap that allows different organizations to have a global vision of the evolution of the different IT trends that the market is targeting 10 years into the future. The Roadmap enables the information needs of companies seeking to adopt technologies that have been proven to be successful and that will generate more revenue than its predecessors. / Tesis