The content of my master´s thesis is the creation of automatic trading system which will be applied on real trading account mainly on financial markets of currency pairs. The thesis is divided to several parts where the theoretical part will introduce the problem of trading on financial markets. Following part analyses needs of small trader on the financial markets, selecting suitable instruments which will be used in automatic trading system. The part of the own solution design will create the mentioned automatic trading system which will be applied on broker´s demo account where the system will be tested mainly on historical data. Based on test results, system will be optimized and in case of usable results of testing also system will be applied on real trading account in trading company.

Malgré que le Vietnam quitte le haut de 30 pays dans le monde en termes d’attraction, le marché de détail vietnamien est évalué à avoir un grand potentiel pour les détaillants étrangers à exploiter. Plusieurs détaillants vietnamiens reconnaissent cela comme une menace et font de leur mieux pour établir leurs marques dans le pays. Cependant, dans cette situation difficile, la formation et le développement des supermarchés locaux sont presque spontanés (Nhieu, 2006). Les responsables des supermarchés locaux n'étudient pas prudemment le comportement des consommateurs ainsi que la concurrence des supermarchés étrangers. Ces problèmes ci-dessus nous motivent à établir un système de soutien comme un outil de gestion de vente au détail pour les gestionnaires. Grâce à ce système de soutien, les gestionnaires de détail non seulement pénètrent facilement le comportement de leurs consommateurs en gérant l’attraction de magasin, mais aussi tiennent compte de la concurrence de leurs rivaux. Notre objectif principal est d'identifier les dimensions de l’attraction de magasin et de développer les modèles prédictifs pour expliquer l'importance des variables d’attribut afin de prédire l’attraction de magasin par la fréquentation. Bien que le choix de point de vente par les consommateurs ait fait l'objet de nombreuses recherches, encore qu'il semble y avoir un grand débat sur la signification et le sens des déterminants du choix de magasin. Nous avons cherché à enquêter sur cette question controversée dans notre thèse, dans le but de fournir une vue plus complète sur la fréquentation de détail. Le prochain objectif de notre recherche est d'étudier le comportement de choix de magasin des consommateurs et la politique commerciale des distributeurs au travers de la promotion. La théorie de la politique de promotion des détaillants nous conduit à une approche globale. Nous considérons l’ensemble des éléments de la politique commerciale des détaillants tels que la qualité du produit, le niveau des prix, etc, et bien évidemment la promotion. En outre, nous tenons compte de la concurrence des rivaux dans les zones géographiques que nous étudions. / Despite leaving the top of 30 countries in the world in terms of attractiveness, Vietnamese retail market is evaluated to have a great potential for the foreign retailers to exploit. Many Vietnamese retailers recognize this as a threat and are doing their best to establish their brands in the country. However, in this difficult situation, the formation and development of the local supermarkets are almost spontaneous (Nhieu, 2006). The managers of the local supermarkets do not study prudently the patronage behavior of the consumers as well as the competition of the foreign supermarkets. These above problems motivate us to establish a support system as a retailing management tool for the retail managers. Thanks to this support system, retail mangers not only penetrate easily their consumers’ behavior by management of store attraction but also take into account the competition of their rivals. The primary objective is to identify the dimensions of store attraction and to develop predictive models to explain the importance of store attributes variables in predicting store attraction through store patronage. Though the choice of retail outlet by consumers has been subject of a considerable amount of research, still there seems to be a huge debate on the significance and the direction of store choice determinants. We aimed to investigate this controversial issue in our thesis, for the purpose of providing a more comprehensive view on retail patronage. The next objective of our research is to study the store choice behavior of the consumers and the commercial policy of the retailers through the promotion. The theory of the promotional policy of the retailers leads us to a global approach. We consider total of the elements of the commercial policy of the retailers such as the product quality, the price level, etc. and obviously the promotion. In addition, we take into account the concurrence of the rivals within the geographical areas that we study.

Ce manuscrit de thèse traite de l'analyse asymptotique de problèmes paraboliques possédant des termes raides. Dans un premier temps, on fait l'analyse asymptotique d'un système parabolique possédant des termes de transport raide. Une analyse à deux échelles, basée sur des résultats de théorie ergodique, nous permet de dériver un système limite effectif. Ce système effectif se trouve être, de nouveau, un système parabolique dont le champ de diffusion peut être explicité par une moyenne du champ de diffusion initial le long d'un groupe d'opérateurs unitaires. L'introduction d'un correcteur nous permet d'obtenir un résultat de convergence forte, avec un ordre de convergence, pour des données initiales non nécessairement bien préparées. On propose dans un second temps une méthode numérique permettant de calculer le champ de diffusion effectif. Celle-ci est basée sur la combinaison d'un schéma Runge-Kutta et d'un schéma de type semi-Lagrangien. L'ordre de convergence obtenu théoriquement est mis en évidence de manière numérique. On propose une méthode numérique basée sur un splitting d'opérateur pour la résolution du système parabolique avec termes de transport raide. Enfin, on effectue l'analyse asymptotique d'un système parabolique fortement anisotrope. Sous de bonnes hypothèses de régularité, un système variationnel effectif est proposé et l'introduction d'un correcteur adapté permet d'obtenir un résultat de convergence forte avec un ordre de convergence. Les arguments utilisés relèvent une nouvelle fois de l'analyse à deux échelles et de la théorie ergodique. / This manuscript is devoted to the asymptotic analysis of parabolic equations with stiff terms. First, we perform the asymptotic analysis of a parabolic equation with stiff transport terms. An effective limit model is obtained by a two-scale analysis based on ergodic theory results. This effective system is again a parabolic system whose diffusion field is an average of the initial diffusion field along a group of unitary operators. The introduction of a corrector allows us to obtain a strong convergence result, with an order of convergence, for initial data not necessarily well prepared. We propose a numerical method to compute the effective diffusion field. This method is based on a Runge-Kutta scheme and a semi-Lagrangian scheme. The theoretically order of convergence is obtained numerically. We propose a numerical method based on operator splitting for the resolution of the parabolic system with stiff transport terms. Finally, we perform the asymptotic analysis of a strongly anisotropic parabolic problem. Under suitable smoothness hypotheses, an effective variational system is proposed. By using a suitable corrector, we obtain a strong convergence result and we are able to perform the error analysis. The arguments relate again to the two-scale analysis and the ergodic theory.

Die vorliegende Arbeit beschäftigt sich mit dem Problem der zufälligen Wärmeausbreitung in beschränkten Gebieten. Dieses Phänomen wird dabei durch eine lineare parabolische Randanfangswertaufabe beschrieben, wobei die Anfangsbedingung und die Neumannrandbedingung als zufällige Felder mit gegebener Wahrscheinlichkeitsverteilung angenommen werden. Des Weiteren werden die zufälligen Felder als homogen und epsilon-korreliert mit einer kleinen Korrelationslänge epsilon > 0 vorausgesetzt und sollen glatte Realisierungen besitzen. Zur Lösung der Randanfangswertaufgabe werden sowohl die klassische Formulierung als auch die Variationsformulierung herangezogen und in diesem Zusammenhang die Fourier Methode sowie die Finite-Elemente Methode betrachtet. Die Finite-Elemente Methode und die Fourier-Methode führen auf einen expliziten funktionalen Zusammenhang zwischen der zufälligen Lösung der betrachteten Randanfangswertaufgabe und den Einflussgrößen, so dass Momentenfunktionen davon abgeleitet werden können. Das Hauptinteresse dieser Arbeit liegt auf der Berechnung dieser Momentenfunktionen, welche durch die gewählten Eigenschaften der stochastischen Einflußgrößen bestimmt werden. Basierend auf dem Finite-Elemente Ansatz bzw. dem Fourier Ansatz werden verschiedene Approximationsmöglichkeiten insbesondere für die Korrelationsfunktion erörtert. Des Weiteren wird die Möglichkeit der Simulation des zufälligen Randanfangswertproblems betrachtet. Hierzu wird zur Simulation der zufälligen Einflussgrößen auf die Theorie von Moving Average Feldern zurückgegriffen. Der letzte Teil der Arbeit widmet sich dem Vergleich der erhaltenen analytischen Resultate anhand konkreter numerischer Beispiele.

Im Mittelpunkt dieser Arbeit steht die Untersuchung des stochastischen Verhaltens von Lösungen parabolischer Randanfangswertprobleme mit zufälligen Koeffizienten. Aufgaben dieser Art entstehen beispielsweise bei der mathematischen Modellierung von Wärmeleitprozessen in Materialien, deren Wärmeleitfähigkeit als zufällige Größe bzw. als zufällige Funktion angesehen werden kann. Die Modellierung dieser stochastischen Einflüsse erfolgt u. a. mit Hilfe von epsilon-korrelierten Funktionen. Um stochastische Charakteristiken wie Erwartungswert-, Korrelations- und Varianzfunktion der Lösung des Randanfangswertproblems näherungsweise zu ermitteln, werden die Ansätze der Finite-Elemente-Methode (FEM), der Fouriermethode sowie der Stochastischen Simulation gewählt. Die beiden erstgenannten Verfahren erfahren eine Kombination mit der Methode der Störungsrechnung, wodurch sich jeweils Entwicklungen der gesuchten Charakteristiken bis zur zweiten Ordnung bezüglich eines Störungsparameters ergeben. Konkrete Ergebnisse werden für einfache ein- und zweidimensionale Gebiete ermittelt. Die Anwendung der Störungsrechnung wird im Fall der FEM zudem analytisch gerechtfertigt. Die Methode der Stochastischen Simulation nutzt die Approximation der eingehenden zufälligen Funktion durch Moving-Average-Felder. Für die Auswertung der auftretenden Integrale bei Anwendung der FEM werden explizite Formeln angegeben. Für einige Beispiele im ein- und zweidimensionalen Fall erfolgt die numerische Umsetzung sowie die grafische Präsentation der Ergebnisse sowie deren Vergleich für die verschiedenen eingesetzten Methoden. / This work focuses on the stochastic behavior of solutions of parabolic initial value problems with random coefficients. This sort of tasks is a result of modeling heat conduction processes on material whose heat conductivity can be considered as a random value or a random function. Stochastic influences are modeled, among others, by epsilon correlated functions. In order to determine stochastic characteristics like expectation value function, correlation function, and variance function of the problems solution approximately, the finite element method (FEM), the Fourier method, and the Monte Carlo Simulation are chosen. The first two methods are combined with perturbation techniques. This leads to expansions of the characteristics up to the second order with respect to a perturbation parameter. Results are determined for cases of one and two dimensional domains. The applicability of perturbation methods is verified for the FEM-based solution. The Monte Carlo Simulation uses the approximation of random functions by moving average fields. Explicit formulas are given for the evaluation of integrals which appear by applying the FEM. The work ends with the presenting of numerical examples for the one and two dimensional case.

Cette thèse s’inscrit dans le cadre du projet ANR (Agence National de la Recherche) "Flowres" ayant pour objectif d’améliorer la prédiction des crues extrêmes. Il a récemment été démontré que le dérèglement climatique tend à augmenter la fréquence et l’intensité de ces événements extrêmes, provoquant ainsi de nombreux dégâts, notamment dans les zones urbaines. L’objectif de ce travail de thèse a été d’étudier les configurations extrêmes, où une "canopée urbaine" est faiblement immergée. Cette étude repose sur une série de mesures expérimentales réalisées en canal hydraulique à surface libre, dans lequel différentes profondeurs de canopée et niveau d’immersion ont été considérées. Les canopées étudiées sont composées d’alignements d’éléments prismatiques. La première partie de ce travail à consister à élaborer le dispositif expérimental permettant d’acceder à la structure complète D de ces écoulements. Pour cela, un dispositif de PIV 2D-2C a été mis en place, couplé à l’utilisation de moyens techniques sophistiqués, comme des prismes transparents en verre BK7 ainsi qu’une optique télécentrique. Ce dispositif a permis d’obtenir des statistiques hautement résolues tant temporellement que spatialement, et ont aussi permis d’étudier la sensibilité de ces statistiques à l’échantillonnage spatial. Une fois le système de mesure mis en place, l’effet de l’immersion et de la profondeur de canopée sur la structure verticale 1D de ces écoulements a ensuite été étudiée. Les résultats montrent que la structure d’un écoulement dans une canopée profonde (k/` = 6) fortement immergée peut être décrite par différentes couches (sillage, couche de mélange, couche logarithmique). Cependant, la diminution de l’immersion et/ou de la profondeur de canopée tend à forcer les interactions entre les couches, et en supprimer certaines dans certains cas. De plus, on remarque que pour de très faibles immersions, le tenseur total devient négatif. Afin de comprendre et caractériser ce phénomène inattendu, une analyse par quadrant du tenseur de Reynolds a été effectuée. Dans le cas d’écoulements fortement immergés, les éjections (Q 2 ) et les balayages (Q4 ) contribuent majoritairement à l’écoulement. Cependant, la diminution de l’immersion est accompagnée d’une augmentation importante d’événements Q 3 dans la canopée, conduisant à un tenseur de Reynolds négatif pour des cas extrêmes. Pour finir, la compréhension de ces écoulements turbulents par l’intégration des profils verticaux 1D a permis de déterminer les lois de frottement globales associées. Il a été montré qu’il est nécessaire de définir correctement les grandeurs utilisées pour le coefficient de frottement f 0 , comme une vitesse débitante prenant en compte la porosité de la canopée ou encore une vitesse de frottement u 0 basé sur le fond du canal et non sur le sommet des prismes. On observe une corrélation entre l’immersion de la canopée et le coefficient de frottement f 0 . De plus, deux comportements distincts semblent émerger pour les faibles (h/k < 4) ou fortes (h/k > 4) immersions. / This PhD work is part of the ANR project "Flowres" where aims is to improve the prediction of nextreme flood events. It has been shown that the climate change will increase the frequency and intensity of these extreme events, leading to major damages, especially in urban areas. The objective of this PhD was to investigate extrem configurations where urban canopy is weakly submerged. This work is based on experimental analysis carried out in a hydraulic open-channel flume in which various canopy depth and submergence levels were investigated. The canopies were built by alignment of prismatic roughness elements. The first part of this PhD work aimed at developping the experimental set-up allowing to obtain the complete structure of the flow. To this end, a PIV 2D-2C apparatus was used, paired with the use of advanced technical tools, such as prisms of BK7 glass and a telecentric optics. This set-up has enabled to obtain highly converged statistics (spatially and temporally), allow an investigation of sensitivity of these statistics to the spatial sampling. Once the experimental set-up designed, the effect of the flow immersion and of canopy depth on the 1D vertical structure was then investigated. Our results have shown that the flow structure of a depth canopy with an high submergence can be described by different (layers wake layer, mixing layer, logarithmic zone). A decrease of the submergence and/or the canopy depth increase interactions between the different layers, and sometimes, cancel it. Additionally, for some low submergence flow regimes, the total stress becomes negative. In order to understand and better characterize this unexpected result, we performed a quadrant analysis of the Reynolds stress. In the case of highly submerged flow, ejections (Q 2 ) and sweeps (Q 4 ) mostly contribute to the flow. By contrast, the decrease of the submergence is coupled with an significant increase of the Q3 event within the canopy. It can lead to a negative Reynolds stress in some flow regimes. Finally, the understanding of turbulent flows through integration of the 1D vertical profiles allowed calculation of thes associated global friction law. It has been shown that it is necessary to properlydefine the quantities used for the friction coefficient f 0 , such as a flow rate taking into account the porosity of the canopy, and a speed of friction u 0 based on the bottom of the channel (and not on the top of the prisms). There is a correlation between canopy submergence and the coefficient of friction f 0 . Moreover, two different behaviour appear for low submergence (h/k < 4) or high submergence (h/k > 4).

Virtual Power Plant (VPP) is a concept that aggregate Distributed Energy Resources (DER) together, aims to overcome the capacity limits of single DER and the intermit-ted natural characteristics of renewable energy sources like wind and solar. The whole system can be viewed as a single large-capacity power plant from the system‘s point of view. In this project, the literature review of VPP concept, architecture, existed project and the survey of VPP in Sweden are being conducted first. Secondly, the simplified VPP model is built on MATLAB/Simulink software. The simplified system contains a wind farm, a hydro power plant, a dynamic system load and an infinite bus representing the large transmission grid. During the simulation process, the generation and consump-tion unites are running according to the real history data located in external database. In the third place, optimized control schemes for the hydro unit in VPP model to decrease its effects on transmission grid are implemented in Simulink model. At the same time, hydro turbine should be controlled in an optimized way that without large turbulence. Basically, the hydro power plant is responsible for balancing the active power between the wind farm and dynamic load. Since there is a limit for the hydro turbine output, the rest of either power shortage or surplus power need to be com-pensated by the grid. This is the fundamental control scheme, so called run time con-trol scheme. The advanced control schemes here are based on the moving average control method and forecast compensation control method. The forecast compensa-tion control method use the 24 hours ahead load forecasting data generated by Artifi-cial Neural Network. Later on, analysis of those three control schemes will be pre-sented. The last part of the project is the conclusion of the different control schemes according to comparison of their control results.

Global warming issues are a widespread problem around the world and the emissions of greenhouse gases is one of the main contributors. The transport sector emits a significant amount of greenhouse gas emissions; thus, this contributes to global warming. To tackle this challenge the Swedish state introduced in July 2018 a system called bonus-malus system which aims to increase the proportion of eco-friendly cars and in the long run reducing greenhouse gases emissions from the transport sector. This paper examines the tax system within the Bonus-Malus system. Primarily investigating if Malus, tax system, impacted the demand for electric vehicles since it introduced. The study conducted based on a short panel data from Sweden´s 21 counties for the period 2016-2020 and the analysis method applied is a regression analysis. The results of this thesis confirm a strong positive relationship between the share of newly registered battery electric vehicles (BEV) and the Malus, but much weaker influence of the other studied variables. Suggesting that tax system induce on emission seem to be efficient at boost the demand for BEV

In the present work, the structural, electronic properties, thermodynamic stability and adatom surface movements of oxygen and sulfur adsorption on the Fe surface were studied based on the ab initio method. Firstly, the oxygen adsorbed on the iron (100) surface is investigated at the three adsorption sites top, bridge and hollow sites, respectively. Adsorption energy, work function and surface geometries were calculated, the hollow site was found to be the most stable adsorption site, Which is in agreement with the experiments. In addition, the difference charge density of the different adsorption systems was calculated to analyze the interaction and bonding properties between Fe and O. It can be found out that the charge redistribution was related to the geometry relaxation. Secondly, the sulfur coverage is considered from a quarter of one monolayer (1ML) to a full monolayer. Our calculated results indicate that the most likely site for S adsorption is the hollow site on Fe (100). We find that the work function and its change Df increased with S coverage, in very good agreement with experiments. Due to a recent discussion regarding the influence of charge transfer on Df, we show that the increase in Df can be explained by the increasing surface dipole moment as a function of S coverage. In addition, the Fe-S bonding was analyzed. Finally, the thermodynamic stabilities of the different structures were evaluated as a function the sulfur chemical potential. Finally, a two dimensional (2D) gas model was proposed to simulate the surface active elements, oxygen and sulfur atoms, movement on the Fe (100) surface. The average velocity of oxygen and sulfur atoms was found out to be related to the vibration frequencies and energy barrier in the final expression developed. The calculated results were based on the density function and thermodynamics &amp; statistical physics theories. In addition, this 2D gas model can be used to simulate and give an atomic view of the complex interfacial phenomena in the steelmaking refining process.

Zincor, a refinery in South Africa, uses the conventional roast-leachelectrowinning process to produce zinc metal. The roasting process of ZnS concentrate makes use of four Lurgi fluidized bed roasters to produce calcine (contains ZnO and ZnFe2O4 as zinc products) and SO2 gas. The roasting plant consists of two 18 m2 and two 35 m2 cross sectional area roasters. Prior to 1996, Zincor utilized air as the only oxidant and fluidizing medium in its roasters. The maximum dry feed rates that the roasters could process were 6.5 t/d.m2. In an attempt to increase production, oxygen enrichment was first trialled and then introduced into the fluidizing air. The ability of oxygen enrichment to increase the rate of the ZnS oxidation reaction allowed higher feed rates to the roasters. This was successful and oxygen enrichment was permanently implemented. That enabled dry feed rates to be maintained at 7.0 t/d.m2 and 7.3 t/d.m2 for the small and big roasters respectively. Oxygen enrichment up to 26% in the fluidizing air is utilized. Due to the highly competitive nature of the zinc industry, innovative processing techniques are necessary to be competitive. The aim of this study is to determine whether oxygen enriched air can be reduced by introducing micro-pelletized concentrate into the roaster feed blend, whilst maintaining current roaster feed rates and calcine quality. This study was executed in four parts. Firstly, the role entrainment played in influencing average particle residence time. Secondly, a study of production methods for stable micro-pellets. Thirdly, a study of the influence of oxygen enrichment and particle size on the roasting of micropellets. The fourth part of the study was introduction of micro-pellets into the Zincor roasters to determine whether oxygen enrichment could be reduced. The particle size distribution of a blend of feed concentrate to the roasters is 50% passing approximately 48 μm. This leads to entrainment values between 87% and 91%. The micro-pelletization process reduces the –500 μm fraction from 87% to 10%, which degrades to 30% during roasting. This requires that approximately 48% of the concentrate needs to be micro-pelletized to restore the 70% designed entrainment target. It was determined that entrained particles spend on average 0.46 hr to 2.44 hr in the bed compared to particles in the overflow that have residence times between 3.93 and 4.00 hr. The calculated times for entrainable particles are somewhat higher and for the bed overflow lower compared to the values measured by Spira, 1970. The required reaction time for micropellets was found to be far below their residence time inside a Zincor roaster. With a load of 20% micro-pellets introduced into the feed concentrate, the oxygen enrichment could be reduced by 60%. The quality of the calcine produced was maintained above the target of 98.8% ZnS to ZnO conversion. The results of this study have shown that the use of micro-pelletization of concentrate at Zincor reduces entrainment of particles successfully. Manipulation of entrainment through micro-pelletization can be used successfully to reduce oxygen enrichment, whilst improving production and maintaining quality at Zincor. Copyright / Dissertation (MEng)--University of Pretoria, 2009. / Materials Science and Metallurgical Engineering / unrestricted