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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
441

A cooler Penning trap to cool highly charged radioactive ions and mass measurement of 24Al

Chowdhury, Usman 30 June 2016 (has links)
Penning trap mass spectrometry (PTMS) can be used to test the Standard Model (SM) and to answer the questions related to the origin and abundance of the elements in the universe. There are several facilities worldwide specialized in PTMS and some of them can measure the masses of isotopes with half-lives in the range of milliseconds. TRIUMF’s ion trap for atomic and nuclear science (TITAN) is one such facility. In mass measurement the precision is linearly proportional to the charge state of the ion of interest. To increase the charge state, ions are charge-bred using an electron beam ion trap (EBIT) at TITAN. However, the charge breeding process introduces an energy spread among the ions which adversely affects the precision of the mass measurement. To overcome this problem a cooler Penning trap (CPET) was designed, assembled and is now being tested off-line. This thesis presents the first systematic test results of CPET. We also present the result of the first Penning trap mass measurement of the isotope 24Al, which is five times more precise than the previous atomic mass evaluation (AME2012) value. The precise and accurate mass of 24Al is important for both astrophysics and for test of the standard model (SM). The resonance energy (E_r) calculated for the 23Mg(p,gamma)24Al reaction using the ground state mass of 24Al reported in this thesis shows a 2s deviation from the direct measurement. On the other hand, tests of the SM by evaluating f_t values using isospin T = 1 nuclides have reached a high precision level. Effort is now shifting towards the T = 2 nuclides, which are far from stability compared to their T = 1 counterparts. For this reason, the ground state masses of T = 2 nuclides and of their decay products are required to be known with high precision. 24Al is the daughter of one such nucleus, 24Si. The ground state mass of 24Al reported in this thesis will be useful to test the SM. / October 2016
442

Tvorba a estimace modelu malé vodní elektrárny v programu PSCAD / Creation and estimation of small hydro power plant model in PSCAD

Razyapova, Aygul Unknown Date (has links)
This thesis focused on creating a model of a small hydropower plant model (SHPP) and a part of the electricity network in the simulation software "PSCAD" (basing on real sources). The model will be specified on the basis of the data obtained from the measurements to correspond with the real equipment.
443

Stability and stabilization of several classes of fractional systems with delays / Stabilité et stabilisation de diverses classes de systèmes fractionnaires et à retards

Nguyen, Le Ha Vy 09 December 2014 (has links)
Nous considérons deux classes de systèmes fractionnaires linéaires invariants dans le temps avec des ordres commensurables et des retards discrets. La première est composée de systèmes fractionnaires à entrées multiples et à une sortie avec des retards en entrées ou en sortie. La seconde se compose de systèmes fractionnaires de type neutre avec retards commensurables. Nous étudions la stabilisation de la première classe de systèmes à l'aide de l'approche de factorisation. Nous obtenons des factorisations copremières à gauche et à droite et les facteurs de Bézout associés: ils permettent de constituer l'ensemble des contrôleurs stabilisants. Pour la deuxième classe de systèmes, nous nous sommes intéressés au cas critique où certaines chaînes de pôles sont asymptotiques à l'axe imaginaire. Tout d'abord, nous réalisons une approximation des pôles asymptotiques afin de déterminer leur emplacement par rapport à l'axe. Le cas échéant, des conditions nécessaires et suffisantes de stabilité H-infini sont données. Cette analyse de stabilité est ensuite étendue aux systèmes à retard classiques ayant la même forme. Enfin, nous proposons une approche unifiée pour les deux classes de systèmes à retards commensurables de type neutre (standards et fractionnaires). Ensuite, la stabilisation d'une sous-classe de systèmes neutres fractionnaires est étudiée. Premièrement, l'ensemble de tous les contrôleurs stabilisants est obtenu. Deuxièmement, nous prouvons que pour une grande classe de contrôleurs fractionnaires à retards il est impossible d'éliminer dans la boucle fermée les chaînes de pôles asymptotiques à l'axe imaginaire si de telles chaînes sont présentes dans les systèmes à contrôler. / We consider two classes of linear time-invariant fractional systems with commensurate orders and discrete delays. The first one consists of multi-input single-output fractional systems with output or input delays. The second one consists of single-input single-output fractional neutral systems with commensurate delays. We study the stabilization of the first class of systems using the factorization approach. We derive left and right coprime factorizations and Bézout factors, which are the elements to constitute the set of all stabilizing controllers. For the second class of systems, we are interested in the critical case where some chains of poles are asymptotic to the imaginary axis. First, we approximate asymptotic poles in order to determine their location relative to the axis. Then, when appropriate, necessary and sufficient conditions for H-infinity-stability are derived. This stability analysis is then extended to classical delay systems of the same form and finally a unified approach for both classes of neutral delay systems with commensurate delays (standard and fractional) is proposed. Next, the stabilization of a subclass of fractional neutral systems is studied. First, the set of all stabilizing controllers is derived. Second, we prove that a large class of fractional controllers with delays cannot eliminate in the closed loop chains of poles asymptotic to the imaginary axis if such chains are present in the controlled systems.
444

Acúmulo e valor nutritivo da forragem do capim Convert HD 364 (Brachiaria híbrida) sob taxas contrastantes de crescimento em resposta à altura do dossel mantida por lotação contínua / Forage accumulation and nutritive value of Convert HD 364 (Brachiaria hybrid) under contrasting growth rates in response to canopy height maintained by continuous stocking

Almeida, Ianê Correia de Lima 13 October 2014 (has links)
As pastagens ocupam uma grande extensão territorial no Brasil constituindo a principal fonte de alimento para os ruminantes. Entretanto, seu manejo, ainda é frequentemente realizado de forma extensiva e extrativista, tornando a atividade pouco competitiva. O estudo de estratégias de manejo do pastejo sob lotação contínua contribui para a diversificação e intensificação dos sistemas de produção de ruminantes baseados em pastagens. O objetivo foi descrever e explicar diferenças no potencial produtivo e nas características qualitativas, através de atributos estruturais e químico-bromatológicos da Brachiaria híbrida (Brachiaria ssp.) Convert HD 364 em resposta ao manejo do pastejo sob lotação contínua mimetizada e taxa de lotação variável. O experimento foi conduzido em Piracicaba, no verão de 2013. Foram testadas três intensidades de desfolhação determinadas por alturas de manejo de dossel (10, 25 e 40 cm) em combinação com dois ritmos de crescimento (50 e 250 kg N ha-1 ano-1) num arranjo fatorial (3 x 2) e delineamento em blocos completos casualizados. Variáveis-resposta medidas incluíram massa, acúmulo e taxa de acúmulo de forragem, IAF, composição morfológica e valor nutritivo (Proteína bruta - PB, Fibra insolúvel em detergente neutro- FDN, Digestibilidade in vitro da matéria orgânica - DIVMO) da forragem. Os maiores valores de acúmulo e taxa de acúmulo foram registrados para os dosséis mantidos a 40 cm de altura (12650 kg MS ha-1ano-1 e 110 kg MS ha-1 dia-1, respectivamente) e para dosséis adubados com 250 kg N ha-1(13974 kg MS ha-1ano-1 e 126 kg MS ha-1dia-1, respectivamente). Esse mesmo tratamento apresentou os maiores valores de IAFs (8,1). A massa de forragem não sofreu influência do N, mas respondeu ao aumento da altura e foi maior para os pastos mantidos a 40 cm (14650 kg MS ha-1). Mais N (250 kg ha-1) resultou em maior proporção de folhas (26 %). Maior proporção de colmo (40%) ocorreu no dosséis de 40 cm e adubados com 50 kg N ha-1 e proporções de material morto foram maiores (49%) nos tratamentos de 10 cm de altura e 50 kg de N ha-1. Dosséis de 10 cm adubados com 50 kg N ha-1, embora com menor produtividade, resultaram em maior DIVMO (670 g kg-1) e PB (153 g kg-1 e 165 g kg-1, para 10 cm e 250 kg N ha-1, respectivamente). O teor de FDN foi maior para 40 cm (545g kg-1) e com 50 kg N ha-1(550 g kg-1). A adubação nitrogenada promove ganhos em produtividade e resulta em forragem com melhor valor nutritivo, enquanto que incrementos em altura do dossel promovem maior acúmulo total e taxa média de acúmulo de forragem, até o ponto em que ocorre estabilidade da produção (25 cm), sendo assim o tratamento que apresentou melhor eficiência produtiva aliada a um bom valor nutritivo foi o com 25 cm de altura do dossel e 250 kg ha-1 de N. / Pastures occupy a large area in Brazil and are key to the country\'s livestock industry, which is almost exclusively forage-based. Grazing management, however, is largely empirical in the country, and technical guidelines for managing specific grasses are either scarce or poorly adopted, which hinders the competitiveness of the activity. Establishing sound management guidelines for key grasses can improve animal output and profitability of the livestock enterprise. The objective was to describe and explain differences in the productive potential and the qualitative traits of Convert HD 364 brachiariagrass through the characterization of agronomic and sward structural attributes as well as forage nutritive in response to three grazing intensities and under two growth rates under continuous stocking and variable stocking rate in a mob-grazing experimental protocol. The study was conducted in Piracicaba, in summer of 2013. Experimental paddocks received treatments corresponding to all possible combinations among three sward heights (10, 25, and 45 cm) and two growth rates generated by two N rates (50 and 250 kg N ha-1) split-applied monthly during the experimental period. The experimental design was a randomized complete block with a factorial arrangement. Response variables included forage accumulation and accumulation rate, LAI, plant-part composition of forage on offer, as well as plant-part composition and nutritive value (crude protein - CP, neutral detergent insoluble fiber - NDF digestibility in vitro organic matter - IVDMD) of forage. The highest values of forage accumulation and accumulation rate were recorded for swards kept at 40 cm (12650 kg DM ha-1 yr-1 and 110 kg ha-1 d-1, respectively) and for swards fertilized with 250 kg N ha-1 (13974 kg DM ha-1 yr-1 and 126 kg DM ha-1 day-1, respectively). This same combination resulted the highest LAI (8.1). Forage mass was affected by sward height but not by N rates being higher for 40-cm (14650 kg DM ha-1). Treatments with higher N (250 kg ha-1) resulted in forage with a higher proportion of leaf (26%). Higher percentages of stem (40%) were measured in swards grazed at 40 cm and fertilized with 50 kg N ha-1 while the proportion of dead material was higher (49%) in 10-cm swards receiving 50 kg N ha-1 of N. Swards kept at 10 cm and receiving 50 kg N ha-1, although less productive, resulted in forage with higher IVOMD (670 g kg-1). Forage in 10-cm swards had 153 g kg-1 crude protein and that from swards receiving 250 kg N ha-1 had 165 g kg-1. Neutral detergent fiber concentration was higher in forage from 40-cm swards (545 g kg-1) and from those receiving 50 kg N ha-1 (550 g kg-1), which is also associated with the maturity of the tissues at the time of harvest. Nitrogen fertilization promotes gains in productivity and results in forage with better nutritive value, whereas increases in canopy height promote higher total accumulation and rate of herbage accumulation, up to 25 cm. The treatment that combines high productivity with high nutritive value is 25 cm canopy height and 250 kg ha-1.
445

RADICAL CHEMISTRY AND MASS SPECTROMETRY FOR ENHANCED BIOMOLECULE ANALYSIS

Sarju Adhikari (5929454) 10 June 2019 (has links)
<p>Electrospray ionization-tandem mass spectrometry (ESI-MS/MS) has been established as a powerful tool for qualitative and quantitative analysis of biomolecules. However, mass spectrometric analysis of biomolecules is often limited by poor ionization efficiency of analyte for sensitive detection and limited fragmentation for structural characterization. Over the years, various solution phase as well as gas-phase derivatization techniques, have been coupled with MS to increase the ionization efficiency and facilitate the formation of structural informative fragment ions. The research presented in this dissertation falls into two major parts; focusing on method development and application of radical chemistry for enhanced biomolecule analysis on an ESI-MS/MS platform. In the first part, a method of rapid charge tagging of neutral lipids (e.g. sterols, glycerides) with a thiol radical-based charge tag is developed, followed by comprehensive analysis via ESI-MS/MS without the use of a chromatographic separation (shotgun lipidomics). This charge tagging is performed in an easily constructible fused silica capillary-based microflow photo-reactor which is relatively low in cost and requires no instrument modifications. This method significantly enhances the ionization efficiency of the neutral lipids for sensitive MS detection (pM range). This method can be applied to the small volume of biological complex samples (e.g. 1 µL plasma) and doesn’t require extensive sample pretreatment procedure (analysis time of 2 min vs. traditional >60 min on GC-MS and HPLC-MS systems). Furthermore, the derivatized neutral lipids can also be fragmented via soft collision-induced dissociation to obtain fatty acyl chain composition of the neutral lipids (sterol esters, diacylglycerols, triacylglycerols, etc.) for structural characterization. This can especially be useful for determination for fatty acyl compositional isomers in neutral lipids for analysis related to biomarker detection. The characteristic fragmentation pattern of tagged neutral lipids has also been utilized for quantitation of lipids from biological mixture samples. Initial application of this method has shown alteration in the concentration of diacylglycerol lipid species in clinical samples of Type 2 Diabetes Mellitus patients, suggesting the potential of understanding the biological roles of such lipids in insulin resistance. </p> <p>In the second part, a unique approach of radical-induced disulfide bond cleavage in peptides and proteins is demonstrated. Using 254 nm UV emission, acetone was used as a photoinitiator to initiate secondary radical formation i.e. hydroxyalkyl radical, from alcohol co-solvents used for electrospray. These radicals can then be used to efficiently cleave the disulfide bonds (R-S-S-R) in peptide/proteins to give reduced reaction products (RSH) at the cleavage site. Upon soft collision-induced dissociation, the reduced product gave abundant <i>b-</i> and <i>y-</i> type fragment ions for complete or enhanced sequence coverage as compared to intact disulfide-linked peptides and proteins. With the use of a simple microflow photo-reactor, this radical based approach can also be coupled with infusion ESI-MS/MS for a rapid online-based peptide and protein analysis. The yield for disulfide bond reduction was almost 100% within less than 5 s of UV irradiation. Furthermore, by adjusting the UV irradiance time, different degrees of partial reduction could be achieved, which greatly facilitated the disulfide linkage mapping in peptides and proteins with multiple disulfide bonds. This method has been incorporated with both bottom-up and top-down approach for protein analysis for unraveling the molecular complexity, quantifying and deep sequencing of disulfide-linked proteins.</p>
446

Propriedades das soluções de equações diferenciais em medida / Properties of solutions of measure differential equations

Andrade, Fernando Gomes de 01 February 2019 (has links)
Equações diferenciais funcionais em medida podem ser usadas como ferramentas para o estudo de modelos físicos mais próximos da realidade, por exemplo, modelos com fenômeno de \"jump\" e constituem um ramo relativamente novo de equações diferenciais. Embora esse campo tenha se desenvolvido nos últimos anos, a teoria sobre equações diferenciais funcionais em medida é escassa, com algumas classes de equações ainda não pesquisadas. Neste trabalho, vamos explorar as equações diferenciais funcionais neutras em medida com retardo infinito. Usando técnicas conhecidas na literatura, obtemos propriedades qualitativas para sua solução, como existência, unicidade e dependência contínua com relação as condições iniciais. Além disso, estudamos a controlabilidade de um sistema descrito por este tipo de equação. / Measure differential equations is a branch of differential equations area recently discovered that can be used as a tool to study physical models closer to the reality, for example, models with the phenomenon of jump. Although this field has been developed in the recent years, the theory of measure functional differential equations is still scarce, and some classes of these equations have not been described yet. Here, we will explore the neutral measure functional differential equations with infinite delay. Using techniques known in the literature, we obtain qualitative properties of their solutions, such as existence, uniqueness and continuous dependence. In addition, we study controllability for systems described by this type of equation.
447

Tempo de armazenamento e manejo do painel no valor nutritivo de silagens de milho / Storage period and face management on the nutritional value of corn silage

Junges, Daniel 06 October 2014 (has links)
No experimento I, objetivou-se avaliar os efeitos de aditivos microbianos e tempo de armazenamento na qualidade de silagens de milho. A cultura do milho foi ensilada sem aditivos (Controle) ou com inoculantes contendo bactérias láticas homofermentativas (Lactobacillus plantarum + Enterococcus faecium + Pediococcus acidilactici) + enzimas celulolíticas e hemiceluloliticas ou heterofermentativas (Lactobacillus buchneri) aplicados na dose 1 × 105 ufc/g. As silagens foram armazenadas em silos experimentais durante 3, 7, 15, 30, 60, 210, 390, 480 ou 570 dias. Foram avaliados: composição químico-bromatológica, produtos de fermentação, perfil microbiológico, perdas fermentativas, estabilidade aeróbia e degradabilidade ruminal in situ. Os inoculantes não afetaram a maior parte das variáveis estudadas. Entretanto, L. buchneri aumentou a concentração de ácido acético das silagens e diminuiu a deterioração aeróbia, confirmada pelo menor acúmulo térmico durante o ensaio de estabilidade aeróbia. O teor de carboidratos solúveis diminuiu ao longo do tempo de armazenamento, reflexo do metabolismo dos açúcares em produtos de fermentação. As concentrações da prolamina como esperado diminuíram e as concentrações de nitrogênio amoniacal e proteína solúvel aumentaram com os tempos de armazenagem prolongados, reflexo da ocorrência de proteólise na silagem de milho. O pH da silagem diminuiu rapidamente nos primeiros sete dias de armazenamentos mantendo-se estável para os demais tempos de estocagem, diferente do ocorrido para a concentração de ácido acético, que aumentou com o tempo de armazenamento. Verificou-se diminuição na contagem de bactérias láticas e leveduras ao longo do armazenamento. A produção de gás e a perda de matéria seca aumentaram com o tempo de armazenamento. O tempo de armazenamento aumentou todas as variáveis de EA. Os ganhos mais significativos para a EA se deram até aproximadamente 60 dias de armazenamento. A degradação ruminal de amido e, consequentemente de MS, foi incrementada ao longo do armazenamento. No experimento II, objetivou-se avaliar o desempenho de vacas leiteiras em função da estratégia de descarregamento da silagem de milho em silo do tipo trincheira: silagem de milho oriunda da metade superior do silo (topo) ou silagem de milho oriunda da metade inferior do silo (base). Foram utilizadas 24 vacas alocadas em 12 blocos casualisados, com arranjo de reversão simples com períodos de 21 dias. Os animais foram alojados em confinamento tie-stall. As dietas foram iso-protéicas (16,5%) e iso-amiláceas (17,0%), com 60% de silagem de milho (% MS). O consumo de matéria seca, produção e composição do leite foram determinados entre os dias 15 e 21 de cada período experimental. Apesar da silagem oriunda da base do silo levar à maior digestibilidade da dieta e menor concentração de nitrogênio ureico do leite (8,95 e 11,35 mg/dL) não houve efeito da dieta no consumo de matéria seca nem na produção de leite. Sob condições ótimas de manejo, a estratégia de descarregamento da silagem de milho não afeta o desempenho de vacas leiteiras. / In the experiment I, the aim was to evaluate the effects of microbial additives and length of storage on the quality of corn silage. Whole-corn plants were ensiled without or with inoculants containing homofermentative (Lactobacillus plantarum + Enterococcus faecium + Pediococcus acidilactici + cellulolytic and hemicellulolytic enzymes) or heterofermentative lactic acid bacteria (Lactobacillus buchneri) applied at 1 × 105 cfu/g. Treated forages were packed and stored in experimental silos for 3, 7, 15, 30, 60, 210, 390, 480, and 570 days. Samples were evaluated for chemical composition, fermentation end-products, microbial counts, fermentation losses, aerobic stability, and ruminal degradability in situ. Inoculants did not affect most of the variables studied. However, L. buchneri increased acetic acid concentration and decreased aerobic deterioration of silages, as indicated by the lower heat accumulation during the exposure to air. Soluble carbohydrates decreased across the storage period, reflecting the conversion of soluble sugars to fermentation end-products. Concentrations of prolamin decreased, whereas ammonia and soluble protein concentrations increased over the storage period, indicating the proteolysis. The silage pH declined rapidly in the first seven days of storage and remained stable for the remaining storage period, unlike for acetic acid concentration that increased with storage period. On the other hand, counts of lactic acid bacteria and yeasts decreased during the storage. Gas production and dry matter loss increased with the length of storage. The storage period increased all variables stability aerobic. Most of significant improvements in stability aerobic were observed during the first 60 days of storage. Ruminal degradability of starch and, consequently, dry matter increased along the storage. In the experiment II, the aim was to evaluate the influence of strategy of silage unload on the performance of dairy cows. Corn silage from a bunker silo was separated at unloading as silage from the upper half of the silo (top) or from the lower half of the silo (bottom) and used to compose total mixed rations fed to 24 lactating cows allocated in 12 randomized blocks, arranged in a cross-over design with 21 periods. Cows were housed in a tie-stall barn. All diets contained 60% of corn silage and were iso-nitrogen (16.5% CP) and iso-starch (17.0% of starch). Dry matter intake, milk yield and composition were determined from day 15 to 21 in each period. Although silage from bottom led to higher total tract DM digestibility and lower milk urea nitrogen concentration (8.95 vs. 11.35 mg/dL), most of evaluated variables were not affected by treatments. Under optimal silo management, the strategy used to unload corn silage does not affect the performance of dairy cows.
448

A eficácia da política monetária dos BRICS medida por meio do estudo de sensibilidade das taxas de juros no período de 2000 a 2014

Machado, Maurício Morsbach 18 March 2015 (has links)
Made available in DSpace on 2016-04-26T20:52:39Z (GMT). No. of bitstreams: 1 Mauricio Morsbach Machado.pdf: 4336972 bytes, checksum: 4a995cee41551da896ca7ad9e5956877 (MD5) Previous issue date: 2015-03-18 / The main issue studied in this work concerns the measurements required in the application of interest rates, due to their sensitivity, front to output and inflation gaps. The results show significant differences in the presence of shocks, both with the expected effects in the control of output and inflation, as well as amplifying these effects, acting in a manner contrary to the usually expected. To obtain these results were estimated neutral interest rate of BRICS and a VAR model defining the determinants of the rate of interest for each of these countries. These results were compared to actual rates in order to identify the goals to be pursued. After it we used the function impulse-response to measure the effects of a shock of interest in output and inflation gaps showing how the sensitivity of the interest rate affects the control of inflation rates and the promotion of economic growth and that high dosages are required when the sensitivity of the interest rate is low and reduced dosages when this sensitivity is high / A principal questão estudada neste trabalho diz respeito as dosagens exigidas na aplicação das taxas de juros, função de sua sensibilidade, frente aos hiatos de produto e inflação. Os resultados encontrados demonstram diferenças significativas na presença de choques, ora com os efeitos esperados no controle de produto e inflação, ora amplificando estes efeitos, atuando de forma contrária ao usualmente esperado. Para a obtenção destes resultados foram estimadas as taxas neutras dos BRICS e também um modelo VAR definindo os determinantes da taxa de juros de cada um destes países. Estes resultados foram comparados às taxas reais de forma a identificar os objetivos a serem perseguidos. Posteriormente é utilizada a função impulso-resposta para medir os efeitos de um choque de juros nos hiatos de produto e inflação mostrando como a sensibilidade da taxa de juros afeta o controle das taxas de inflação e a promoção do crescimento econômico e que dosagens elevadas são exigidas quando a sensibilidade da taxa de juros é baixa e dosagens reduzidas quando esta sensibilidade é elevada
449

Determinação entrópica do preço racional da opção européia simples ordinária sobre ação e bond: uma aplicação da teoria da informação em finanças em condição de incerteza / Entropic approach to rational pricing of the simple ordinary option of european-type over stock and bond: an application of information theory in finance under uncertainty

Siqueira, José de Oliveira 17 December 1999 (has links)
Esta tese promove uma integração entre Finanças e Teoria de Informação para criação de um ambiente alternativo para a determinação do preço racional da opção européia simples ordinária sobre ação e ativo de renda fixa (bond). Uma das características deste novo ambiente de determinação de preço racional é poder continuar utilizando o cálculo newtoniano em vez do estocástico. Cria uma notação matemática precisa e completa para a Teoria da Informação e a integra com a teoria de Finanças em condições de incerteza. Integra as abordagens entrópicas de determinação do preço racional da opção européia simples ordinária de Gulko (1998 e 1998a) e de Yang (1997). Define precisamente o mundo com preço da incerteza neutralizado (risk-neutral world), o mundo martingale, o mundo informacionalmente eficiente e o mundo entrópico e suas implicações para a Ciência do Investimento e, mais especificamente, para a determinação do preço racional de ativos básicos e derivativos. Demonstra detalhadamente a fórmula do preço racional da opção européia simples ordinária de Black-Scholes-Merton, melhorando a notação matemática, simplificando (eliminando a abordagem martingale) e complementando a demonstração feita por Baxter & Rennie (1998). Interrompe uma sucessão de trabalhos que estabelecem uma forma equivocada de calcular o preço da opção européia simples ordinária. Esse erro teve sua origem, muito provavelmente, numa edição de Brealey & Myers, que equivocadamente utilizou um resultado de Cox & Rubinstein (1985); esse resultado facilitava o cálculo do preço racional da opção européia simples ordinária por meio de uma tabela que evita o uso direto da fórmula de Black-Scholes-Merton. Brealey & Myers (desde a quarta edição de 1991), Luehrman (nos seus dois artigos da HBR de 1998 e um caso de 1995 pela HBS) e Edleson (caso publicado em 1994 pela HBS) ensinam que o valor percentual encontrado nessa tabela deve ser multiplicado pelo preço do valor mobiliário, quando deveria ser multiplicado pelo valor presente do preço de exercício. Os resultados mais importantes desta tese para Finanças são: (i) desenvolvimento de um método alternativo, robusto e parcimonioso, baseado no princípio da máxima entropia da Teoria da Informação e do Sistema de Distribuições de Pearson para obtenção de uma única medida de probabilidade neutralizadora do preço da incerteza (risk-neutral probability), (ii) obtenção de fórmula prática para a determinação do preço racional da opção européia simples ordinária para ação, (iii) validação da fórmula de Black-Scholes-Merton para ação, (iv) obtenção de uma fórmula adequada para a determinação do preço racional da opção européia simples ordinária sobre um título de renda fixa (bond), (v) estimação da volatilidade implícita entrópica do preço do valor mobiliário e (vi) definição e estimação do valor em risco (value at risk) entrópico. Há ainda dois resultados importantes para a Teoria da Informação e Economia: (i) distinção mais precisa entre incerteza e risco e (ii) desenvolvimento da medida de ganho informacional da previsão aprimorando o resultado de Theil (1967) e Benish (1999) pela utilização do conceito de divergência de Kullback-Leibler. / This thesis integrates Finance and Information Theory in order to create an alternative environment to the calculation of the rational price of the simple ordinary European option over stocks and bonds. One of the features of this new environment is to allow us to continue using the Newtonian calculus instead of the stochastic one. It creates a precise and complete mathematical notation for the Information Theory and integrates it with the Finance Theory under uncertainty conditions. It integrates Gulko’s (1998 and 1998a) and Yang’s (1997) entropic approaches to the calculation of the rational price of the simple ordinary European option. It precisely defines the uncertainty-price-neutral world (risk-neutral world), the martingale world, the informationally efficient world and the entropic world and their implications to the Investment Science and, more specifically, to the calculation of the rational price of ordinary assets and derivatives. It demonstrates with details the Black-Scholes-Merton formula of the rational price of the simple ordinary European option, improves the mathematical notation, simplifies it (by eliminating the martingale approach) and completes the demonstration done by Baxter & Rennie (1998). It breaks a succession of works that established a mistaken way to calculate the price of the simple ordinary European option. This mistake had its origin, much probably, in an edition of Brealey & Myers, who erroneously used a result from Cox & Rubinstein (1985). This result facilitates the calculation of the rational price of the simple ordinary European option by using a table that avoids the direct usage of the Black-Scholes-Merton formula. Brealey & Myers (since the 1991 fourth edition), Luehrman (in his two 1998 articles in HBR and in a 1995 case in HBS) and Edleson (1994 case published in HBS) teach that the percentage value found in this table must be multiplied by the price of the asset, when in reality it should have been multiplied by the present value of the strike price. The most important results of this thesis for Finance are: (i) development of a robust and economic alternative method, based on the maximum-entropy principle of the Information Theory and on Pearson’s Distribution System, to the calculation of a unique uncertainty-price-neutral probability measure (risk-neutral probability), (ii) achievement of a practical formula to the calculation of the rational price of the simple ordinary European option on stocks, (iii) validation of the Black-Scholes-Merton formula on stocks, (iv) achievement of an adequate formula to the calculation of the rational price of the simple ordinary European option on bonds, (v) estimation of the implied entropic volatility of the price of an asset and (vi) definition and estimation of the entropic value-at-risk. There are still two important results to the Information Theory and to Economics: (i) a more precise distinction between uncertainty and risk and (ii) development of the forecast informational gain, an enhancement of the result of Theil (1967) and Benish (1999) by using the Kullback-Leibler divergence concept.
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Nathalie Sarraute et le double : un dialogue avec Fiodor Dostoïevski

Zanoaga, Cristina 26 October 2012 (has links)
Bien que l'œuvre de Nathalie Sarraute ne traite pas directement du double en tant que motif littéraire, il n'en demeure pas moins que la poétique du double constitue la base d'une large part de ses récits et se manifeste précisément par le biais de la figure de l'équivoque, grâce à une rhétorique qui met en jeu l'inlassable dynamique entre le visible et l'invisible, le dicible et l'indicible, la surface et le contenu, le trompe l'œil et le sous-entendu. Pour révéler la vaste gamme de phénomènes qui s'intègrent à la définition du double chez Sarraute, nous allons nous inspirer, comme elle, de ses lectures de Dostoïevski, écrivain qui entame avec Le Double une métamorphose de la figure héritée de la littérature fantastique. Cette étude porte donc sur la relation qui se tisse entre les textes de Sarraute et Dostoïevski du point de vue de l'évolution de la figure du double. Par la mise en scène d'un sujet en crise qui intériorise l'altérité tout en la reniant sans relâche, Dostoïevski, plus encore que d'autres, semble avoir fourni à Nathalie Sarraute une riche matière de réflexion sur l'identité du personnage, de l'auteur et de l'œuvre littéraire en général. Dès lors que l'altérité perturbe l'unité de toute représentation, le lecteur est conduit à osciller constamment soit entre deux niveaux différents de la réalité, celui des apparences et des ressentis, soit entre les multiples interprétations de ces derniers. L'écriture des tropismes, ces mouvements intérieurs sous-jacents, apparaît de la sorte comme l'écriture de ce qui n'est pas seulement double, mais multiplication de doubles et division infinie. / Even if Nathalie Sarraute's work does not provide an explicit interpretation of the double as a literary device for articulating the experience of self-division, it is obvious that the poetics of the double is present in a wide part of her novels by the means of a rhetoric which brings into play the dynamics of the relationship between what can be visible and invisible, be said and not, the surface and the contents, the illusion and the allusion. In order to study the broad range of phenomena that can be associated to Sarraute's definition of the double, we have been inspired, as herself, by the readings of Dostoevsky, who starts, with The Double, a process of metamorphosis of doppelganger inherited from the fantastic literature. So, the main purpose of our research is to analyze the various relationships that exist between the texts of Sarraute and Dostoevsky from the point of view of the evolution of the double. By drawing a subject in crisis divided between his ambiguous necessity of interiorizing the otherness and denying it, Dostoevsky seems to lead Nathalie Sarraute to question the nature and identity of the characters, of the author and even of the literary work. Since the otherness disturbs the unity of any representation, the reader is lead to waver all the time either between the two different levels of the reality, that of the illusory appearances and that of the tropisms, or between the multiple interpretations of these last ones. Sarraute's writing becomes then writing not only of the double, but also of the multiplication of doubles and of the infinite division.

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