Denna uppsatts undersöker relationen mellan Corporate Social Responsibility (CSR) och kapitalstruktur i programvaruföretag i Europa. Företag inom programvaruindustrin, på grund av att den är kunskapsintensiv, tenderar att ha en stor mängd immatriella tillgångar i sin tillgångsstruktur. Detta leder till en lägre grad av skuldsättning i branschen, till följd av tillgångarnas osäkra värde och oförmåga att använda dem som säkerhet av långivare. Därför anser detta examensarbete det vara av intresse att undersöka om bättre CSR-prestanda i programvaruföretag har en effekt på skuldsättningsgraden. Studien bidrar till det nuvarande kunskapsfältet inom kapitalstruktur och hållbarhetsforskning genom att tillämpa de klassiska teorierna om kapitalstruktur Trade-off theory, Pecking-order theory och Signling theory för att analysera resultatet i denna studie.  Tidigare studier om CSR:s inverkan på kapitalstruktur har haft varierande resultat. Medan vissa forskare har funnit ett negativt samband mellan CSR-prestanda och kapitalstruktur, har andra funnit det motsatta förhållandet. CSR mäts i denna studie genom användingen av Envioronmental Social och Governance-betyg (ESG-betyg) hämtade från Sustainalytics plattform. För att undersöka sambandet mellan skuldsättningsgraden och ESG-betyg genomfördes en multipel regressionsanalys. Resultatet i denna studie finner inte något signifikant samband mellan variablerna ESG-betyg och skuldsättningsgrad. / This thesis investigates the relationship between Corporate Social Responsibility (CSR) and capital structure in software firms in Europe. Firms in the software industry, due to being knowledge intensive, tend to have a large amound of intangible assets in their asset strucutre. This leads to a higher degree of indebtedness in the industry, owing to the uncertain value of the assets and the inability to use them as collateral by lenders. Therefor, this thesis deems it of interest to investigate whether better CSR-performance in software firms affects the debt ratio. This study contributes to the current field of knowledge of capital structrue and sustainability research by applying the classical theories of capital structure, the Trade-off theory, Pecking-order theory and Signaling theory and using them to analyze the result in this study.  Previous studies on CSR´s impact on capital structure have had varied results. While some scholars have found a negative relationship between CSR-performance and capital structure, others have found the opposite relationship. CSR is measured in this study through the use of Environmental, Social and Governance-ratings (ESG-ratings) derived from Sustainalytivs platform. To investgate the relationship between the debt ratio and ESG-ratins a multiple regression analysis was conducted. The result in this study do not find any significant relationship between the variables ESG-rating and debt ratio.

Problemställning: Antalet företagskonkurser ökar, historiska och aktuella händelser har visat att SME är särskilt sårbara under ekonomiska kriser. Händelserna har lett till ökad uppmärksamhet kring sårbarhet för SME och det finns en problematik som behöver undersökas. Därför identifierar och analyserar studien specifika variabler som ligger bakom konkurserna i SME. Syfte: Beskriva och analysera företagsspecifika variabler som förklarar konkurser av små och medelstora företag (SME). Metod: Studien använder en positivistisk forskningsstrategi genom kvantitativ metod samt en deduktiv ansats. Som följd genomförs en logistisk regressionsanalys för att analysera hur olika företagsvariabler påverkar konkurs hos små och medelstora företag. Slutsats: Studien tyder på att avkastningen på eget kapital (ROE), räntetäckningsgrad och kapitalets omsättningshastighet är signifikanta variabler för att förutsäga konkurs hos små och medelstora företag (SME). Däremot hade skuldsättningsgraden inget betydande samband.

This study examines the divide between finance theory and practice by analysing the significance of the determinants of capital structure choice among 123 listed firms on the JSE, to determine whether these firms follow the trade-off theory or the pecking-order theory. Data obtained from McGregor’s Bureau of Financial Analysis database was analysed using standard multiple regressions, stepwise regressions and ANOVA techniques to test for financing behaviour. The results indicated that the trade-off model has both cross-sectional and time-series explanatory power for explaining the financing behaviour, while tests on the pecking-order model were weak. The results further revealed a significant positive correlation between debt financing and financial distress, and a significant negative correlation between debt financing and the collateral value of assets during the period under study (1995-2005). These findings suggest a divergence between finance theory and practice for JSE listed firms and manifest conflicting ideologies between finance practices of developed and developing economies. / Business management / M. Com. (Business Management )

The Earth harbors around 300 000 plant species. The rich and complex environment provided by plants is considered a key factor for the extraordinary diversity of the terrestrial fauna by, for example, providing food and shelter. This thesis contributes to the understanding of these questions by investigating how the interplay of physiology, demography, and evolution gives rise to variation and diversity in fundamental plant traits. This will help us answer questions such as: How has this amazing diversity of plant species emerged? Which mechanisms maintain diversity? How are plant strategies and plant diversity influenced by variations in the environment? A plant faces multiple problems to survive and reproduce successfully. These problems can be modeled by considering traits, trade-offs and a fitness measure. For example: How to maximize growth rate, while maximizing structural stability? I will investigate four plant models in order to understand the function of plants, and mechanisms promoting diversity.  Paper I: We study how annual plants with and without growth constraints should optimize their flowering time when productivity or season length changes. With a dynamic ontogenetic growth model and optimal control theory we prove that a bang-bang reproductive control is optimal under constrained growth and constant mortality rate. We find that growth constraints can flip the direction of optimal phenological response for increasing productivity. The reason is that the growth rate of vegetative mass saturates at high productivity and therefore it is better to flower earlier and take advantage of a longer reproductive period. If season length extends equally both in the beginning and the end of the season, growth constraints control the direction of the optimal response as well. Our theory can help explaining phenological patterns along productivity gradients, and can be linked to empirical observations made on a calendar scale. Paper II: We introduce a new measure of tree crown-rise efficiency based on the loss of biomass of the tree during growth. The more mass the tree looses during growth, the less crown-rise efficient it is. Top-heavy shapes loose more biomass than bottom-heavy shapes. Light-use efficiency is defined as the mean light assimilation of the leaves in the crown times the ratio of leaf mass and total mass. We then study the trade-off between light-use efficiency to crown-rise efficiency for tree crown shapes. We assume that the total tree mass is constant, and a constant vertical light gradient represent the shading from a surrounding forest. We find large differences in crown shapes at intermediate vertical light gradient, when both self-shading and mean-field shading are important, suggesting light-use vs crown-rise efficiency as a new trade-off that can explain tree diversity. Our crown-rise efficiency measure could easily be integrated into existing forest models. Paper III: We extend an evolutionary tree crown model, where trees with different heights compete for light, with drought-induced mortality rates depending on ground-water availability and the depth of an optional taproot. The model does not include competition for ground water. Our model explains how ground-water availability can shape plant communities, when taproot and non-taproot strategies can coexist, and when only one of these strategies can persist. We investigate how emerging plant diversity varies with water table depth, soil water gradient and drought-induced mortality rate. The taproot enables plants to reach deep water, thus reducing mortality, but also carries a construction cost, thus inducing a trade-off. We find that taproots maintain plant diversity under increasing drought mortality, and that taproots evolve when groundwater is accessible at low depths. There are no viable strategies at high drought mortality and deep water table. Red Queen evolutionary dynamics appear at intermediate drought mortality in mixed communities with and without taproots, as the community never reaches a final evolutionarily stable composition. Paper IV: We extend a size-structured plant model, with self-shading and two evolving traits, crown top-heaviness and crown width-to-height ratio. The model allows us to identify salient trade-offs for the crown shape. The most important trade-off for top-heaviness is light-use efficiency vs crownrise efficiency, and the most important trade-off for width-to-height ratio is self-shading vs branch costs. We find that when the two traits coevolve; the outcome is a single common evolutionarily stable strategy (ESS), far away from the highest net primary production (NPP). When only sun angle is decreasing with increasing latitude both the crown width-to-height ratio and crown top-heaviness decrease. However, when light response in addition to the sun angle decreases with increasing latitude, the crown width-to-height ratio is nearly invariant of latitude except at low site productivity when the ratio decreases with latitude. Top-heaviness is always decreasing with increasing latitude. Finally, we find that crown top-heaviness increases with the NPP or leaf-area index (LAI) at ESS, but crown width-to-height ratio is maximal at an intermediate NPP or LAI. / Artikel I: Arters reproduktionsframgång (fitness), till exempel antal avkommor eller frön som produceras under livet, är ofta avgörande för huruvida de är evolutionärt framgångsrika eller inte. Här undersöker vi hur ettåriga växter med eller utan tillväxtbegränsningar ska optimera sin blomningstid när produktivitet eller säsongslängd ändras. Det är optimalt att gå direkt från tillväxt till blomning när tillväxten är begränsad och dödligheten är konstant. Vid ökad produktivitet sker blomningen tidigare med tillväxtbegränsningar men senare utan tillväxtbegränsningar, vilket beror på att med tillväxtbegränsningar ökar den vegetativa massan långsamt. Därför är det bättre att blomma tidigare och ta tillvara på en längre reproduktionsperiod. Vi får samma resultat om säsongslängden ökar lika mycket i början och slutet av säsongen. Vår teori kan bidra till att förutsäga blomningstider vid produktivitetsförändringar och säsongsförändringar. Artikel II: Tillväxten hos träd kan begränsas av brist på ljus, vatten, och näring, men också genom förlust av grenar. Vi introducerar ett nytt mått på tillväxteffektiviteten hos trädkronor baserat på förlust av biomassa under trädets tillväxt. Ju mer massa trädet förlorar under tillväxt, desto mindre tillväxteffektiva är de. Topptunga former förlorar mer biomassa än bottentunga former. Vi studerar avvägningar mellan ljuseffektivitet och tillväxteffektivitet för trädformer, där ljuseffektiviteten definieras som medelljusupptaget för löven i kronan. Vi antar en konstant totalmassa, och en statisk vertikal skuggning som representerar skuggningen från en omgivande skog. Vi hittar stora skillnader i kronformer vid en medelhög skuggning, då både självskuggningen och medelskuggningen har betydelse. Vårt mått för tillväxteffektivitet kan enkelt integreras i existerande skogsmodeller. Studien visar att avvägningar mellan tillväxteffektivitet och ljuseffektivitetet kan vara viktig för mångfalden av trädformer i en skog. En överraskande upptäckt är att konformade eller sfäriska trädkronor aldrig är effektiva, men däremot timglasformade kronor. Artikel III: Växter kan försvara sig på olika sätt mot torka, till exempel genom att rulla ihop bladen eller genom att reproducera tidigare och därigenom undvika uttdragen torka. Här undersöker vi fördelarna med en pålrot vid torka. En pålrot är en rot som växer nedåt för att nå djupliggande grundvatten. Vi utvidgar en evolutionär modell av trädkronor med grundvatten och en pålrot, där träd med olika höjd konkurrerar om ljus. Det finns ingen konkurrens om vatten. Vi undersöker hur mångfalden hos träden beror på vattendjup, vattengradient och dödlighet orsakad av torka. Med hjälp av pålroten kan träden nå djupt vatten och därigenom minska dödligheten, men den medför också en kostnad, så en avvägning måste göras. Vi ser att pålrötter upprätthåller mångfalden hos växterna vid ökad mortalitet, och att pålrötter uppstår när grundvattnet är grunt. Det finns inga strategier som kan överleva om grundvattnet är djupt och dödligheten är hög. Vår modell kan förklara hur grundvatten kan förändra sammansättningen på trädsamhällen, när träd med och utan pålrot kan samexistera, och under vilka förutsättningar endast en av strategierna förväntas dominera. Artikel IV: Träd som växer upp i en skog måste konkurrera med andra träd om ljus, framförallt större träd. Detta ger upphov till en asymmetrisk ljuskonkurrens, där de små träden hämmas av större träd. Små träd har därmed små chanser att överleva utom då skogen nyligen störts och det öppnas upp en glänta. Vid denna ljuskonkurrens kan man anta att trädkronans form har stor betydelse för trädets framgång. Frågan är hur de evolutionärt fördelaktiga kronformerna beror på latituden och produktiviteten. Vi antar att latituden påverkar solens genomsnittliga vinkel och ljusrespons. Vi utvidgar en storleksstrukturerad trädmodell med självskuggning där två evolverande egenskaper beskriver kronans topptyngd och bredd. Med modellen kan vi undersöka vilka strategiska avvägningar som bestämmer om kronans form blir konkurrenskraftig. En topptung krona har högt ljusupptag eftersom det finns mest ljus högt upp i grenverket. Å andra sidan har den en låg tillväxteffektivitet eftersom topptunga kronor måste tappa mycket grenar för att behålla sin form. En bred krona har en låg självskuggning eftersom bladen är utspridda. Å andra sidan har den höga kostnader för de långa grenar som krävs. Vi finner att när dessa egenskaper evolverar tillsammans så finns endast en evolutionärt stabil strategi (ESS), långt från den högsta nettoproduktionen. När endast solvinkeln minskar med ökande latitud minskar både kronans bredd och topptyngd, men när både solvinkel och ljusrespons minskar med ökande latitud så är bredden nästan oförändrad utom vid låg produktivitet då den minskar med latituden. Kronans topptyngd minskar alltid med latituden. Slutligen ser vi hur kronans topptyngd alltid ökar med nettoproduktionen vid ESS, medan kronans bredd har ett maxium för ett mellanvärde hos nettoproduktionen vid ESS.

In order to meet their energy budget animals must often increase their risk of predation, either through their choice of foraging location or by decreasing anti-predation behaviours, which are incompatible with foraging. I investigated the starvation-predation risk trade-off in redshanks overwintering in the area of the Firth of Forth in Scotland over different spatial scales. On a small spatial scale, where redshanks foraged in an area where risk of attack was high I investigated the role of competition for food and decreased individual vigilance within groups and how this related to predation risk, additionally I looked at the relative roles of individual variation in time spent exposed to risk and variation in anti-predation behaviours on individual survival time. On larger spatial scales of 100s of meters and over several kilometres, I considered how choice of overwintering site was affected by predation risk, profitability and population density. Time available to feed increased with increased group size, allowing redshanks to compensate for increased competition and allowing large groups to form, thus decreasing individual predation risk. Individuals that spent less time exposed to attacking predators survived for longer, however individuals constrained by cold weather to spend long periods exposed to risk could increase their survival through increased intake rates and vigilance. On an intermediate spatial scale redshanks selected overwintering sites based on profitability rather than risk, and only used less profitable site when population density was high. On a large spatial scale redshanks increased their use of less profitable sites in warmer weather, but did this without increasing their risk of predation. Overall this suggests that across most spatial scales redshanks can minimise their predation risk by their choice of foraging location, but when forced by weather conditions or competition to be exposed to attack, capture reducing behaviours also reduce predation risk.

Cette thèse répond à un double objectif : analyser théoriquement, à l’aide d’un modèle d’arbitrage travail-loisir, la réaction du temps de travail du médecin aux différents modes de rémunération lorsque seul le nombre de consultations et de patients peut faire l’objet d’un contrat entre le médecin et sa tutelle ; et observer empiriquement comment le temps de travail des médecins généralistes français évoluerait suite à une revalorisation du tarif de la consultation si l’on tient compte de leurs différents registres de motivations.Dans la première partie, nous présentons tout d’abord le modèle nous servant de base pour analyser l’offre de travail des médecins généralistes dans différents contextes (chapitre 1). Ensuite, nous montrons comment celui-ci peut être « enrichi » pour analyser les problèmes d’inégalités de santé, à travers le choix du médecin en termes de durée de consultation (chapitre 2). Enfin, nous analysons théoriquement comment l’offre de travail des médecins réagit à un choc de vieillissement de la population, selon le schéma de paiement en vigueur, paiement à l’acte ou capitation (chapitre 3).Dans la seconde partie, nous présentons tout d’abord une revue de littérature retraçant l’émergence du concept de motivation intrinsèque en économie de la santé (chapitre 4). Ensuite, nous regardons comment la théorie standard de l’offre de travail peut intégrer l’interaction possible entre les motivations intrinsèques et extrinsèques (chapitre 5). Enfin,nous cherchons à identifier empiriquement l’existence possible d’un effet contreproductif des incitations économiques sur les motivations intrinsèques, dans le champ de la promotion de la santé (chapitre 6). / This PhD dissertation has a twofold objective: to theoretically analyse, by using a workleisure trade-off model, the sensibility of physician’s working time to different payment systems when only the number of consultations and patients are contractible; and to empirically observe how French GP’s working time would change if consultation fee increased, in the specific case where different range of human motives are considered.The first part is dedicated to the presentation of the main properties of the basic model we use to study the labour supply behaviour of self-employed GPs in various contexts (chapter 1). Then, we show how this model can be ‘fitted’ to deal with the issue of health inequalities through physician’s choice in terms of consultation length (chapter 2). Finally, we theoretically investigate how physicians’ labour supply reacts to a population ageing shock, according to the effective payment scheme - fee-for service or capitation (chapter 3). The second part presents a survey on the emergence of the concept of intrinsic motivations in health economics aiming at specifying the theoretical background with which the remainder of our work is in line (chapter 4). Next, we explore how standard labour supply theory can integrate intrinsic motivations as a key determinant of human behaviour and, more especially, the effect of extrinsic incentives on the former in the field of general practice (chapter 5). Lastly, we intend to check, from an empirical perspective, if economic incentives can have a detrimental effect on intrinsic motivations in the particular field of health promotion, by using two different strategies (chapter 6).

La cognition se réfère aux mécanismes par lequel l’animal perçoit, apprend, mémorise et agit selon les informations auquel il est confronte dans son environnement. Les animaux on chacun leur propre monde sensoriel et il est primordial qu’ils s’y adaptent en développant des compétences spécialisées en fonction des informations sensorielles qui lui sont le plus utile. Il en est de même des informations qu’il est utile de stocker afin de pouvoir les utiliser ultérieurement. Les mécanismes sous-jacents à ces processus d’adaptation comportementale sont lies à la plasticité du système. Comment cette plasticité permet la mise en place de modules adaptatif reste actuellement une question sans complète explication. Le thème de cette thèse porte sur la plasticité et la modularité des capacités d’apprentissage et de mémoire olfactive chez Drosophila melanogaster. Dans la nature, la drosophile est confrontée à des environnements sensoriels complexes comprenant plusieurs stimuli sensoriels qu’elle doit associées à des renforcements négatifs ou positifs selon les conditions. En laboratoire il est possible de reproduire ce genre d’événement et j’ai ainsi pu tester le niveau d’adaptation des drosophiles à différent niveaux de traitement de l’information. Je démontre dans ce manuscrit que l’adaptation se produit à différents niveaux que ce soit la perception de l’information, les mécanismes de stockage des informations pertinentes et aussi la mise a jour de mémoires qui ne sont plus utiles. Ces processus ont révèle l’existence de modules cognitifs plus ou moins spécialisés qui permettent a l’animal de s’adapter spécifiquement a son milieu. De plus, la réalisation d’une sélection artificielle sur les compétences à stocker les informations révèle l’implication de l’évolution dans la mise en place de ces modules. / Cognition refers to the mechanisms by which animals acquire, store, process and act on information from the environment and this include perception, learning, memory and decision making. Animals have their own perceptual world and adaptation seems to be crucial in order to survive by developing specialized ability in regard of the relevance of each sensory information. The process of storage is another mechanism important for adaptation because learned information can be retained from one occasion to the next. The underlying mechanisms of behavioral adaptation are based on the learning and phenotypic plasticity. How this plasticity induces the formation of these adaptive specialized modules still remains unsolved. The general aim of this PhD hold on the modularity and plasticity of olfactory learning and memory ability in Drosophila melanogaster. Drosophila is always confronted to complex environments with generally more than one stimulus that need to be associated with positive or negative reinforcements. In laboratory, it is possible to reproduce that kind of behavior in various protocols of associative learning. I tested adaptation processes at different level of information processing. I demonstrate in this manuscript that adaptation occurs at each level: perception of complex stimuli, storage of relevant information and also update of memory trace not relevant anymore. This processes revealed the existence of adaptive modules more or less specialized that allows the animal to adapt to its specific environment. Moreover, artificial selection on specific memory ability demonstrates the implication of evolution in the modularity of animal cognition.

The present work aims to provide a contribution to improve the efficiency the design flow of integrated systems, focusing, specifically, on the performance evaluation of its communication structures. The use of Transaction Level Modeling (TLM) is proposed, in order to take advantage of the reduction of design effort and time. Within the performance evaluation approaches, the utilization of traffic generators instead of full system simulations started to be adopted due to its higher time efficiency. Initial works on on-chip traffic generation focused on Poisson processes and classic Markovian models, which are unable to capture Long Range Dependence (LRD). This fact led to the adoption of fractal/self-similar models. Later advancements have shown that the traffic produced in multiprocessed systems can show higher degrees of complexity, what can be attributed to the presence multifractal characteristics. In this work, a methodology to evaluate the on-chip traffic and to the development of a transaction level traffic generator is proposed. The main contributions of this work are a detailed analysis of traffic time series obtained by TLM simulations and the study of the effects of the traffic generator on these simulations, concerning, mainly, the speedup-accuracy trade-off. The proposed analysis follow the multifractal paradigm, allowing system developers to (1) understand the statistical nature of on-chip traffic, (2) to obtain accurate representations of this traffic and (3) to build traffic generators that mimic processing elements realistically. Another contribution of this work is a comparison of the performance, considering the accuracy of the obtained synthetic traffic time series, between monofractal and multifractal models. All of the mentioned contributions were grouped throughout the detailed methodology presented on the present document, for which experiments were carried out. / O presente trabalho visa oferecer uma contribuição para o aumentar a eficiência do fluxo de projeto de sistemas integrados, focando, especificamente, na avaliação do desempenho de suas estruturas de comunicação. É proposta a utilização de simulações com modelos no nível de transações (TLM), com o objetivo de se obter vantagens da redução de esforço e tempo de projeto oferecidos por esta abordagem. Dentro das propostas de análise de desempenho, a utilização de geradores de tráfego ao invés simulações de sistema completo tem sido adotada devido a sua maior eficiência no tempo. Trabalhos iniciais na geração de tráfego intrachip focaram-se em processos de Poisson e em modelos de Markov clássicos, os quais não capturam Dependência de Longa Duração (LRD). Este fato levou a adoção de modelos fractais/auto-similares. Avanços posteriores mostraram que o tráfego produzido pelos elementos de sistemas multiprocessados podem apresentar maior grau de complexidade, que pode ser atribuída à presença de características multifractais. Neste trabalho, é proposta uma metodologia para a avaliação de tráfego intrachip para o desenvolvimento de um gerador de tráfego TLM. As principais contribuições deste trabalho são uma análise detalhada das séries temporais de tráfego obtidas nas simulações TLM e o estudo dos efeitos que o gerador de tráfego exerce sobre estas simulações, se concentrando, principalmente, na relação entre precisão e aceleração da simulação. As análises propostas se baseiam no paradigma multifractal, o qual permite (1) um maior entendimento da natureza estatística do tráfego pelos desenvolvedores de sistemas, (2) a obtenção de uma representação precisa deste tráfego e (3) a construção de geradores de tráfego que substituam elementos processantes de maneira realista. Outra contribuição deste trabalho é a comparação do desempenho, no que concerne a precisão das séries de tráfego sintéticas obtidas, de modelos monofractais e multifractais. Todas as contribuições mencionadas foram agrupadas na metodologia detalhada, apresentada no presente documento, sobre a qual experimentos foram realizados.

O projeto de amplificadores de baixo ruído (LNA) aparenta ser um trabalho simples pelos poucos componentes ativos e passivos que o compõe, porém a alta correlação entre os seus parâmetros de projeto dificulta muito esse trabalho. Esta dissertação apresenta uma proposta para contornar essa dificuldade: o uso de algoritmos metaheurísticos, em particular algoritmos genéticos e simulated annealing. Algoritmos metaheurísticos são técnicas avançadas que emulam princípios físicos ou naturais para resolver problemas com alto grau de complexidade. Esses algoritmos estão emergindo nos últimos anos porque têm mostrado eficiência e eficácia. São feitos neste trabalho os projetos de três LNAs, dois (LNA1 e LNA2) para sistemas com arquitetura homódine (LNA com carga capacitiva) e um (LNA3) para sistemas com arquitetura heteródine (LNA com carga resistiva) utilizando-se algoritmos genéticos e simulated annealing (recozimento simulado). Apresenta-se inicialmente a análise detalhada da configuração escolhida para os projetos (fonte comum cascode com degeneração indutiva FCCDI). A frequência de operação dos LNAs é 1,8 GHz e a fonte de alimentação de 2,0 V. Para o LNA1 e o LNA2 se atingiu uma figura de ruído de 2,8 dB e 3,2 dB, consumo de potência de 6,8 mW e 2,7 mW e ganho de tensão de 22 dB e 24 dB, respectivamente. Para LNA3 se atingiu uma figura de ruído de 3,5 dB, consumo de potência de 7,8 mW e ganho de tensão de 15,5 dB. Os resultados obtidos e comparações feitas com LNAs da literatura demonstram viabilidade e eficácia da aplicação de algoritmos metaheurísticos no projeto de LNA. Neste trabalho utilizaram-se as ferramentas ELDO (simulador de circuitos elétricos), versão 2009.1 patch1 64 bits, ASITIC (para projetar e simular os indutores), versão 03.19.00.0.0.0 e MATLAB (o toolbox fornece os algoritmos metaheurísticos), versão 7.9.0.529 R2009b. Além disso, os projetos foram desenvolvidos na tecnologia CMOS 0,35 m da AMS (Austria Micro Systems). / The design of low noise amplifiers (LNA) seems to be a simple work because the small number of active and passive device that they are composes, nevertheless the high trade off of LNA parameters complicates very much the work. This research presents a proposal to contour act the obstacle: to use metaheuristic algorithms, in special genetic algorithms and simulated annealing. The metaheuristic algorithms are advanced techniques that emulate physics or natural principles to solve problems with high grade of complexity. They have been emerging in the last years because they have shown effectiveness and efficiency. In this dissertation were designed three LNAs using genetic algorithms and simulated annealing: two (LNA1 and LNA2) to homódine architecture (LNA with capacitive load) and one (LNA3) to heteródine architecture (LNA with resistive load). First it is show the detailed analysis of configuration chosen to the designs (common source cascode with inductive degeneration). The operation frequency is 1.8 GHz and power supply is 2.0 V for all LNAs. LNA1 and LNA2 reached a noise figure of 2.8 dB and 3.2 dB, a dissipation power of 6.8 mW and 2.7 mW, and a voltage gain of 22 dB and 24 dB respectively. LNA3 reached 3.5 dB of noise figure, 7.8 mW of dissipation power, and 15.5 dB of voltage gain. The results obtained and the comparisons with LNAs from the literature demonstrate that the metaheuristic algorithms show efficiency and effectiveness in the design of LNA. This study was developed with the help of the tools ELDO (electric circuit simulator) version 2009.1 patch1 64 bits, ASITIC (to design and simulate the inductors) version 03.19.00.0.0.0, and MATLAB (the toolbox provides the metaheuristic algorithms) version 7.9.0.529 R2009b. Furthermore, the designs were developed on CMOS 0.35 AMS (Austria Micro Systems) technology.

Este estudo considera o modelo de controle ótimo estocástico sob um critério de média-variância para sistemas lineares a tempo discreto sujeitos a saltos Markovianos e ruídos multiplicativos sob dois critérios. Inicialmente, consideramos como critério de desempenho a minimização multiperíodo de uma combinação entre a média e a variância da saída do sistema sem restrições. Em seguida, consideramos o critério de minimização multiperíodo da variância da saída do sistema ao longo do tempo com restrições sobre o valor esperado mínimo. Condições necessárias e suficientes explícitas para a existência de um controle ótimo são determinadas generalizando resultados anteriores existentes na literatura. O controle ótimo é escrito como uma realimentação de estado adicionado de um termo constante. Esta solução é obtida através de um conjunto de equações generalizadas a diferenças de Riccati interconectadas com um conjunto de equações lineares recursivas. Como aplicação, apresentamos alguns exemplos numéricos práticos para um problema de seleção de portfólio multiperíodo com mudança de regime, incluindo uma estratégia de ALM (Asset and Liability Management). Neste problema, deseja-se obter a melhor alocação de portfólio de forma a otimizar seu desempenho entre risco e retorno em cada passo de tempo até o nal do horizonte de investimento e sob um dos dois critérios citados acima. / In this work we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under two criterions. First, we consider an unconstrained multiperiod mean-variance trade-off performance criterion. In the sequence, we consider a multiperiod minimum variance criterion subject to constraints on the minimum expected output along the time. We present explicit necessary and sufficient conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. The optimal control law is written as a state feedback added with a deterministic sequence. This solution is derived from a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. As an application, we present some practical numerical examples on a multiperiod portfolio selection problem with regime switching, including an Asset and Liability Management strategy. In this problem it is desired to nd the best portfolio allocation in order to optimize its risk-return performance in every time step along the investment horizon, under one of the two criterions stated above.In this work we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under two criterions. First, we consider an unconstrained multiperiod mean-variance trade-off performance criterion. In the sequence, we consider a multiperiod minimum variance criterion subject to constraints on the minimum expected output along the time. We present explicit necessary and sufficient conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. The optimal control law is written as a state feedback added with a deterministic sequence. This solution is derived from a set of coupled generalized Riccati difference equations interconnected with a set of coupled linear recursive equations. As an application, we present some practical numerical examples on a multiperiod portfolio selection problem with regime switching, including an Asset and Liability Management strategy. In this problem it is desired to nd the best portfolio allocation in order to optimize its risk-return performance in every time step along the investment horizon, under one of the two criterions stated above.