Com o avanço tecnológico e econômico, que facilitaram o processo de comunicação e aumento do poder de compra, transações com cartão de crédito tornaram-se o principal meio de pagamento no varejo nacional e internacional (Bolton e Hand , 2002). Neste aspecto, o aumento do número de transações com cartão de crédito é crucial para a geração de mais oportunidades para fraudadores produzirem novas formas de fraudes, o que resulta em grandes perdas para o sistema financeiro (Chan et al. , 1999). Os índices de fraudes têm mostrado que transações no comércio eletrônico (e-commerce) são mais arriscadas do que transações presencias em terminais, pois aquelas não fazem uso de processos seguros e eficientes de autenticação do portador do cartão, como utilização de senha eletrônica. Como os fraudadores se adaptam rapidamente às medidas de prevenção, os modelos estatísticos para detecção de fraudes precisam ser adaptáveis e flexíveis para evoluir ao longo do tempo de maneira dinâmica. Raftery et al. (2010) desenvolveram um método chamado Dynamic Model Averaging (DMA), ou Ponderação Dinâmica de Modelos, que implementa um processo de atualização contínuo ao longo do tempo. Nesta dissertação, desenvolvemos modelos DMA no espaço de transações eletrônicas oriundas do comércio eletrônico que incorporem as tendências e características de fraudes em cada período de análise. Também desenvolvemos modelos de regressão logística clássica com o objetivo de comparar as performances no processo de detecção de fraude. Os dados utilizados para tal são provenientes de uma empresa de meios de pagamentos eletrônico. O experimento desenvolvido mostra que os modelos DMA apresentaram resultados melhores que os modelos de regressão logística clássica quando analisamos a medida F e a área sob a curva ROC (AUC). A medida F para o modelo DMA ficou em 58% ao passo que o modelo de regressão logística clássica ficou em 29%. Já para a AUC, o modelo DMA alcançou 93% e o modelo de regressão logística clássica 84%. Considerando os resultados encontrados para os modelos DMA, podemos concluir que sua característica de atualização ao longo do tempo se mostra um grande diferencial em dados como os de fraude, que sofrem mudanças de comportamento a todo momento. Deste modo, sua aplicação se mostra adequada no processo de detecção de transações fraudulentas no ambiente de comércio eletrônico. / Regarding technological and economic development, which made communication process easier and increased purchasing power, credit card transactions have become the primary payment method in national and international retailers (Bolton e Hand , 2002). In this scenario, as the number of transactions by credit card grows, more opportunities are created for fraudsters to produce new ways of fraud, resulting in large losses for the financial system (Chan et al. , 1999). Fraud indexes have shown which e-commerce transactions are riskier than card present transactions, since those do not use secure and efficient processes to authenticate the cardholder, such as using personal identification number (PIN). Due to fraudsters adapt quickly to fraud prevention measures, statistical models for fraud detection need to be adaptable and flexible to change over time in a dynamic way. Raftery et al. (2010) developed a method called Dynamic Model Averaging (DMA), which implements a process of continuous updating over time. In this thesis, we develop DMA models within electronic transactions coming from ecommerce environment, which incorporate the trends and characteristics of fraud in each period of analysis. We have also developed classic logistic regression models in order to compare their performances in the fraud detection processes. The database used for the experiment was provided by a electronic payment service company. The experiment shows that DMA models present better results than classic logistic regression models in respect to the analysis of the area under the ROC curve (AUC) and F measure. The F measure for the DMA was 58% while the classic logistic regression model was 29%. For the AUC, the DMA model reached 93% and the classical model reached 84%. Considering the results for DMA models, we can conclude that its update over time characteristic makes a large difference when it comes to the analysis of fraud data, which undergo behavioral changes continuously. Thus, its application has proved to be appropriate for the detection process of fraudulent transactions in the e-commerce environment.

L'ingénierie tissulaire intervient pour restaurer le tissu osseux. Parmi les traitements possibles, l'utilisation d'un bioréacteur à perfusion permet l'amplification in vitro de cellules souches ou osseuses prélevées chez le patient avant réimplantation. La contrainte de cisaillement générée par l'écoulement stimule mécaniquement les cellules et amplifie la production tissulaire. Cette technique souffre cependant de sa conception empirique et doit à présent être optimisée. L'objectif de cette thèse est l'étude et la modélisation de la croissance tissulaire et de la prolifération cellulaire à l'échelle du bioréacteur. En particulier, il s'agit de comprendre l'impact de l'écoulement sur la formation du tissu. Pour cela, une double approche de modélisation et d'expérimentation a été adoptée. Des expériences de culture cellulaire ont permis de mettre au jour la prolifération préférentielle des cellules près des parois du bioréacteur comme conséquence de l'hétérogénéité du support, et l'évolution de la morphologie du tissu. Un modèle prédisant le devenir des cellules ainsi que la croissance tissulaire à l'échelle du bioréacteur est proposé. L'aspect multi-échelles du problème est pris en considération et les procédures d'homogénéisation sont menées à bien grâce à la méthode de prise de moyenne volumique. / Bone tissue engineering aims at restoring bone tissues. Among the possible treatments, the use of a perfusion bioreactor allows the amplification in vitro of the patient bone or stem cells prior to implantation. The advantage of using such bioreactors is two-fold: in addition to greatly improving species transport, tissue production is enhanced. Although promising, this technique suffers from its empirical conception and now needs to be optimized. The purpose of this thesis is to study and model tissue growth and cell proliferation under a fluid flow of culture medium at the scale of the bioreactor. In particular, we wish to understand the impact of fluid flow on tissue formation. To this end, a double approach of experimentation and modeling has been adopted. Cell culture experiments in a perfusion bioreactor highlighted the preferential cell proliferation in the parietal region as a consequence of the heterogeneity of the scaffold, and the evolution of the tissue morphology. A model for predicting the cell's fate along with tissue growth at the scale of the bioreactor is proposed. The hierarchy of the system is considered and the upscaling procedures are carried out with the Volume Averaging Method.

The thesis deals with the biological data averaging applied to a periodical and repetitive signal, specifically to an ECG signals. There were used signals from MIT-BIH Arrhythmia database and ÚBMI database. Averaging was realized with constant, floating and exponential Windows, where was used the method of addition of the filtered residue. This method is intended to capture the slow variations from the input to the output signal. The outcomes of these methods can be used as a basis for further work, or function as an example of principled methods. Methods and its outcomes were created in Matlab.

This master´s thesis provides basic properties and measurement of optical beams. In the first chapter is shown division of light on ray, wave and beam optics. Atmospheric optics and properties associated with propagation of light through the earth's atmosphere is presented in the second chapter. In the third part are shown basic techniques for Gaussian beam shaping. The last chapter deals with measurement of optical beam after propagating through a turbulent medium. In this section is shown distribution of relative variance of optical intensity in Gaussian and Top-Hat beam. There is also measured spatial coherence of laser beam in the turbulent atmospheric transmission media. Finally effect of the beam wander is investigated.

Cette thèse s’inscrit dans le programme de recherche beyond the sea® visant à développer la traction de navire de commerce par des kites géants. Le but est d’utiliser l’énergie du vent, et ainsi de réduire la consommation de carburant des navires et réduire les émissions polluantes. Un tel projet demande de nombreux développements et actions scientifiques, en particulier pour prédire le comportement des cerfs-volants géants et des navires associés. Pour cela des modèles sont développés, mais ces modèles doivent être confrontés à des mesures pour en estimer la validité. Cette thèse a donc pour objectif de mesurer les interactions entre le kite et le navire, à une échelle limitée par rapports aux navires visés par le programme global. Des mesures ont donc été réalisées sur un navire de pêche de 13 m, puis sur un bateau expérimental de 6 m spécialement conçu à cet effet. De plus, des mesures ont aussi été menées à terre pour évaluer uniquement les performances du kite. Chacune de ces campagnes expérimentales mettait en oeuvre un dispositif de mesure complexe, ainsi qu’un système automatique de contrôle du vol du kite. En plus de fournir des données de qualité à destination de la science, les outils développés au cours de cette étude peuvent être utilisés directement par les partenaires industriels du projet beyond the sea®. / This study is part of the research program beyond the sea® aiming to develop kites as auxiliary propulsion devices for ships. The goal is to use the energy of the wind to save fuel and reduce harmful emissions. Such a project needs numerous developments and scientific actions, particularly to model the behavior of giant kites and associated ships. However these models must be compared to measurements to assess their validity. This study is then focus on the measurements of the interaction between kites and ships, at a limited scale in comparison to the real scope of the project. Thus measurement campaigns were carried out on a 13-meter long trawler, and on a 6-meter long experimental platform specifically designed. Another experimental campaign was also carried out onshore to assess the aerodynamic specs of the kite. Each of these three campaigns was based on a complex experimental set-up, including an automatic kite control system. In addition to provide a valuable data set for further scientific analyses, this study provided also tools which can be used by the industrial partners of the beyond the sea project®.

01 Abstract Foreign exchange reserves are a useful tool and a buffer but maintaining an amount that is too large can be costly to the economy. Recent accumulation of these reserves points to the importance of this topic. This thesis focuses on one specific part of the effect of FX reserves on the economy - the inflation. I use panel data for 74 countries from the year 1996 to the year 2017. There is a certain degree of model uncertainty for which this thesis accounts for by using Bayesian model averaging (BMA) estimation technique. The findings from my model averaging estimations show FX reserves to not be of importance for inflation determination with close to no change when altering lags, variables, when limiting the sample to fixed FX regimes nor when limiting the sample to inflation targeting regimes. The most important variables are estimated to be a central bank financial strength proxy, exchange rate depreciation, money supply, inflation targeting, and capital account openness. These results are robust to lag changes, prior changes, and for the most part remain the same when Pooled OLS is used.

Valuation of used cars, affected by various technical attributes and information asymmetry, is the key objective of all agents operating on the automobile mar- ket. This thesis, focusing on a hedonic price analysis, aims to determine basic as well as additional attributes as determinants of a used car market price. In addition, the analysis sheds light upon novel attributes (service records, cigarette smoke pollution of a vehicle interior, selling channel factor in the e- commerce environment, and a German geographical division). The hedonic price research uses the unique data sample of the German used car market, extracted from the database of the e-commerce platform AutoScout24 com- prised of almost 51 thousand vehicles and 57 attributes. The model selection is specified by the incorporation of the Bayesian model averaging approach. The research proves the complexity of a valuation of a used vehicle in a term of a substantial number of relevant variables. The most interesting innovative conclusions are non-significant effect of selling channels and small local price differences among two German regions. Remarkable are also the significant effect of the status of previous owners, bodywork colour, and smoke pollution. The estimated vehicle lifespan of 10 years shows that cars have shorter than...

Dans cette thèse nous étudions des systèmes hamiltoniens de particules en interaction, où chaque particule est faiblement couplée avec son propre thermostat de type Langevin de température positive arbitraire. Les modèles peuvent être vu comme des cristaux plongés dans un milieu continue et interagissants faiblement avec ce dernier.Nous nous intéressons au transport d'énergie dans les systèmes quand les couplages des particules avec leurs thermostats tendent vers zéro simultanément avec les couplages entre eux.Nous examinons deux situations opposées, quand la mesure de Lebesgue des resonances du système de particules découplées est nulle et quand elle est pleine. Dans le premier cas, en utilisant la méthode de moyennisation stochastique, nous démontrons que dans la limite ci-dessus le comportement de l'énergie locale des particules sur des intervalles de temps longs, et dans le régime stationnaire est donné par une équation autonome stochastique, laquelle predit uniquement le transport d'énergie non hamiltonien.Dans le second cas, en utilisant la méthode de moyennisation resonante stochastique, nous prouvons que la dynamique limite de l'énergie locale est contrôlée par une équation efficace stochastique. La dernière prevoit le transport d'energie hamiltonien entre les particules. Cependant, elle n'est pas autonome pour l'énergie locale. En utilisant cette asymptotique, nous montrons que dans la limite ci-dessus le flux d'énergie hamiltonien du système satisfait des relations qui ressemblent à la loi de Fourier et à la formule de Green-Kubo (cependant, elles ne le sont pas).La plupart des résultats et convergences que nous obtenons dans la thèse sont uniformes par rapport au nombre de particules dans les systèmes, qui rend nos résultats pertinents du point de vue de la physique statistique. / In the present thesis we study Hamiltonian systems of particles with weak nearest-neighbour interaction, where each particle is weakly coupled with its own stochastic Langevin-type thermostat of arbitrary positive temperature.The models can be seen as crystals plugged in some medium and weakly interacting with it.We are interested in the energy transport through the systems when the couplings of the particles with the thermostats go to zero simultaneously with their couplings with each other.We investigate two opposite situations, when resonances of the system of uncoupled particles have Lebesgue measure zero and when they are of full Lebesgue measure.In the first case, using the method of stochastic averaging, we prove that under the limit above behaviour of the local energy of particles on long time intervals and in a stationary regime is given by an autonomous stochastic equation, which does not provide any Hamiltonian energy transport.For the second situation, using the method of resonant stochastic averaging, we show that the limiting dynamics of the local energy is governed by a stochastic effective equation. The latter provides Hamiltonian energy transport between the particles, however, is not an autonomous equation for the local energy. Using this asymptotics, we prove that under the limit above the Hamiltonian energy flow in the system satisfies some relations which resemble the Fourier law and the Green-Kubo formula (however, which are not).Most of results and convergences obtained in the thesis are uniform with respect to the number of particles in the systems, what makes our results relevant from the point of view of statistical physics.

Contribution à l’étude du phénomène d’oscillation argumentaire. L’oscillateur argumentaire a un mouvement stable périodique, à une fréquence proche de sa fréquence fondamentale, lorsqu’il est soumis à une excitation provenant d’une source de type harmonique, à une fréquence qui est un multiple de ladite fréquence fondamentale, et agissant de manière telle que son interaction avec le système dépende des coordonnées d’espace du système. La présente thèse étudie quelques systèmes argumentaires et essaie de mettre en évidence des relations symboliques entre les paramètres de ces systèmes et leur comportement observé ou calculé. C’est la représentation de Van der Pol qui a été utilisée la plupart du temps pour représenter l’état du système, car elle est bien adaptée à la méthode de centrage, où l'on cherche une solution sous forme d’un signal de type sinusoïdal, d’amplitude et de phase lentement variables. L’originalité de la présente thèse vis-à-vis des publications antérieures est dans la modélisation, plus proche des systèmes physiques réels, dans les développements symboliques qui donnent des représentations inédites, dans le mode de réalisation des expériences, qui utilisent toutes une visualisation de Van der Pol en temps réel, et dans l’objet de l’expérience de la poutre excitée axialement de manière argumentaire. Au cours de cette thèse, des systèmes simples à un DDL ont été modélisés, construits et expérimentés. Des relations symboliques, notamment concernant les probabilités de capture par des attracteurs, ainsi que des critères de stabilité et une solution symbolique approchée, ont été mis en évidence. Un système continu constitué d’une poutre élancée excitée axialement a ensuite été modélisé à l’aide de deux modèles et expérimenté ; toujours dans le domaine symbolique, des propriétés ont été étudiées, notamment concernant des combinaisons de plages de paramètres permettant au phénomène argumentaire d’exister / Contribution to the study of the argumental oscillation phenomenon. The argumental oscillator has a stable periodic motion at a frequency close to its fundamental frequency when it is subjected to an excitation from a harmonic source at a frequency which is a multiple of said fundamental frequency, and acting in such a way that its interaction with the system depends on the space coordinates of the system. This thesis studies some argumental systems and tries to demonstrate symbolic relations between the parameters of these systems and their observed or calculated behavior. The Van der Pol representation was used most of the time to represent the state of the system, as it is well adapted to the averaging method, where a solution is sought as a signal of sinusoidal type, with slowly varying amplitude and phase. The originality of this thesis with respect to previous publications is in the modeling, closer to real physical systems, in the symbolic developments that give new representations, in the embodiment of the experiments, which all use a real-time Van der Pol visualization, and in the object of the experiment of the beam axially excited in an argumental way. During this thesis, simple systems with one DDL have been modeled, built and tested. Symbolic relationships have been highlighted, in particular with regard to the probabilities of capture by attractors, as well as stability criteria and an approximate symbolic solution. A continuous system consisting of an axially excited slender beam was then modeled using two models, and tested; still in the symbolic domain, properties have been studied, especially concerning combinations of parameter ranges allowing the argumental phenomenon to occur

Islam and Economic Performance: A Meta-Analysis Patrik Kratochvíla June 28, 2021 Abstract The ongoing economic supremacy of the West has prompted debates on the ability of non-Christian religions to generate economic growth. The academic literature focusing on the Islamic religion o↵ers multiple answers, leaving the matter unresolved and with no definite conclusion. Based on a quantitative sur- vey of 315 estimates collected from 41 relevant academic studies, Islam exerts a positive and statistically significant e↵ect on economic growth in 40% of cases, a negative and statistically significant e↵ect in 10% of cases, and virtually zero e↵ect in 50% of cases. Tests for publication bias indicate slightly preferential reporting against negative estimates. When I correct for this bias, I find that the mean e↵ect of Islam on economic growth is positive but economically small. I also construct 79 moderator variables capturing methodological heterogeneity among the primary studies and apply the method of Bayesian model averaging to deal with model uncertainty in meta-analysis. The analysis shows that the heterogeneity in the results is primarily driven by di↵erences in the sample com- position and the choice of control variables, and to a lesser extent by estimation characteristics and proxies for Islam employed. 1