This thesis deals with the automatization and comparison of two different strategies for the forex markets, based on the indicator, one from the tools of technical analysis, called Bollinger Bands. Both strategies are first optimized and then compared. Automatization of strategies will be implemented by? using the Meta Quotes Language for MetaTrader broker and its testing will be done on historical data. The goal with this thesis is the operational objective application of the better strategy in the environment of real market.

Les modèles linéaires généralisés sont une généralisation des modèles de régression linéaire, et sont très utilisés dans le domaine du vivant. Le modèle de régression logistique, l'un des modèles de cette classe, très souvent utilisé dans les études biomédicales demeure le modèle de régression le plus approprié quand il s'agit de modéliser une variable discrète de nature binaire. Dans cette thèse, nous nous intéressons au problème de l'inférence statistique dans le modèle de régression logistique, en présence d'individus immunes dans la population d'étude.Dans un premier temps, nous considérons le problème de l'estimation dans le modèle de régression logistique en présence d'individus immunes, qui entre dans le cadre des modèles de régression à excès de zéros (ou zéro-inflatés). Un individu est dit immune s'il n'est pas exposé à l'événement d'intérêt. Le statut d'immunité est inconnu sauf si l'événement d'intérêt a été observé. Nous développons une méthode d'estimation par maximum de vraisemblance en proposant une modélisation conjointe de l'immunité et des risques d'infection. Nous établissons d'abord l'identifiabilité du modèle proposé. Puis, nous montrons l'existence de l'estimateur du maximum de vraisemblance des paramètres de ce modèle. Nous montrons ensuite,la consistance de cet estimateur, et nous établissons sa normalité asymptotique. Enfin, nous étudions, au moyen de simulations, leur comportement sur des échantillons de taille finie.Dans un deuxième temps, nous nous intéressons à la construction de bandes de confiance simultanées pour la probabilité d'infection, dans le modèle de régression logistique avec fraction immune. Nous proposons trois méthodes de constructions de bandes de confiance pour la fonction de régression. La première méthode (méthodede Scheffé) utilise la propriété de normalité asymptotique de l'estimateur du maximum de vraisemblance, et une approximation par une loi du khi deux pour approcher le quantile nécessaire à la construction des bandes. La deuxième méthode utilise également la propriété de normalité asymptotique de l'estimateur du maximum de vraisemblance et est basée sur une égalité classique de (Landau & Sheep 1970). La troisième méthode (méthode bootstrap) repose sur des simulations, pour estimer le quantile approprié de la loi du supremum d'un processus gaussien. Enfin, nous évaluons, au moyen de simulations, leurs propriétés sur des échantillons de taille finie.Enfin, nous appliquons les résultats de modélisation à des données réelles surla dengue. Il s'agit d'une maladie vectorielle tropicale à transmission strictement inter-humaine. Les résultats montrent que les probabilités d'infection estimées à partir de notre approche de modélisation sont plus élevées que celles obtenues à partir d'un modèle de régression logistique standard qui ne tient pas compte d'une possible immunité. En particulier, les estimations fournies par notre approche suggèrent que le sous-poids constitue un facteur de risque majeur de l'infection par la dengue, indépendamment de l'âge. / Generalized linear models are a generalization of linear regression models, and are widely used in the field of life. The logistic regression model, one of this class of models, widely used in biomedical studies remains the most appropriate regression model when it comes to model discrete variable, binary in nature. In this thesis, we investigate the problem of statistical inference in the logistic regression model, in the presence of immune individuals in the study population.At first, we consider the problem of estimation in the logistic regression model in the presence of immune individuals that enters in the case of zero-inflated regression models. A subject is said to be immune if he cannot experience the outcome of interest. The immune status is unknown unless the event of interest has been observed. We develop a maximum like lihood estimation procedure for this problem, based on the joint modeling of the binary response of interest and the cure status. We investigate the identifiability of the resulting model. Then, we establish the existence, consistency and asymptotic normality of the proposed estimator, and we conduct a simulation study to investigate its finite-sample behavior. In a second time, we focus on the construction of simultaneous confidence bands for the probability of infection in the logistic regression model with immune fraction.We propose three methods of construction of confidence bands for the regression function. The first method (Scheffe's method) uses the asymptotic normality of the maximum like lihood estimator, and an approximation by the chi-squared distribution to approximate the necessary quantile for the construction of bands. The second method uses also the asymptotic normality of the maximum like lihood estimator and is based on a classical equality by (Landau & Sheep 1970). The third method (bootstrap method) is based on simulations, to estimate the appropriate quantile of the law of a supremum of a Gaussian process. Finally, we conduct a simulation study to investigate its finite-sample properties.Finally, we consider a study of dengue fever, which is a tropical mosquito-borneviral human disease, strictly inter-human. The results show that, the estimated probabilities of infection obtained from our approach are larger than the ones derived from a standard analysis that does not take account of the possible immunity. Inparticular, the estimates provided by our approach suggest that underweight constitutes a major risk factor for dengue infection, irrespectively of age.

No description available.

No description available.

AbstraktDetta är en D-uppsats om ämnet ”Mäns våld mot kvinnor”. Uppsatsen är kvalitativ och jag har intervjuat 8 kvinnor som har levt i våldsamma relationer. Jag har även intervjuat en socionom vid kvinnojouren och en polis som i sitt arbete kommer i kontakt med detta fenomen. Mitt huvudsyfte genom denna undersökning har varit att förstå och förklara vad som får en kvinna att stanna i ett destruktivt förhållande där våld förekommer. Jag har utifrån tidigare forskning så som Eva Lundgren, Margareta Hydén och Mona Eliasson samt information från mina informanter kunnat se vissa mönster. De huvudteorier som har använts i undersökningen har varit Eva Lundgrens ”Normaliseringsprocess” samt Margareta Hydéns ”Individuella livsprojekt och gemensamma parprojekt” och även Mona Eliassons teori om könsnormer. Ett genomgående tema som har framkommit i undersökningen har varit att kvinnan ofta är underordnad mannen och av olika anledningar som presenteras närmare i studien anpassar sig efter honom. Ett annat relativt återkommande tema i uppsatsen har varit de stereotypa könsroller som är vanligt förekommande i förklaringar kring destruktiva förhållanden. Jag har med hjälp av Carin Holmberg och Viveca Enanders forskning samt mina informanter även kunnat se hur olika band har skapats mellan mannen och kvinnan dessa förhållanden. Jag har kunnat urskilja att flera av dessa band fungerar som starkt kvarhållande i en relation. Det är mycket svårt att luta problemet kring kvinnomisshandel på enbart en förklaringsmodell och teori utan man måste se det från en bredare kontext då det finns många olika förklaringar. / AbstractThis is a D-essay on the theme of "Violence against women". The essay is qualitative and I have interviewed eight women who have lived in violent relationships. I have also interviewed a social worker at the helpline (kvinnojouren) and a policeman who in his work comes into contact with this phenomenon. My main purpose in this study was to understand and explain what makes a woman stay in a destructive relationship in which violence occurs. I have based on previous research, such as Eva Lundgren and Margareta Hydén and Mona Eliasson and the information from my informants seen some patterns. The main theories that have been used in the study are Eva Lundgren's Normalization Process and Margaret Hydéns Individual lifeplans (individuella livsprojekt) and common coupleprojects (gemensamma parprojekt) and the theory by Mona Eliasson about gender norms. A recurring theme that has emerged in the investigation has been that the woman often is subordinate to the man and that she for various reasons which are presented in the study adapts to him. Another fairly recurrent theme in the paper has been the gender stereotypes that are commonly used in explanations of destructive relationships. With help from Carin Holmberg and Viveca Enanders research and my informants I have also been able to see how different bands are created between men and women who live in these conditions. I have been able to discern that many of these bands serve as a strong retention in a destructive relationship. To understand the violence against women you have to look at the problem in a context. It is difficult to tilt the problem surrounding domestic violence in only one theory and model of explanation and because of that this studie explores multiple different perspectives.

[pt] É uma prática operacional comum que as refinarias trabalhem de forma otimizada e produzam diesel e gasolina com fração mássica de enxofre conforme o limite da especificação. No entanto, quando esse parâmetro de qualidade é analisado pelas refinarias e, após as operações de transferência, é reanalisado pelos terminais de armazenamento, esses resultados de medição nem sempre atendem à especificação. Para evitar disputa entre produtores e consumidores sobre o cumprimento da especificação é necessário que haja uma margem mais segura dentro da avaliação da conformidade desses produtos. Este trabalho apresentou uma nova metodologia que utiliza da Reconciliação de Dados em conjunto com o conceitos de bandas de guarda para determinação de novos limites de tolerância de propriedades críticas, como o enxofre, em alguns combustíveis, com base na reprodutibilidade, na diferença entre as médias de todos os resultados aceitáveis de cada laboratório e nas especificações brasileiras. Essa abordagem alternativa pode ser utilizada para evitar disputas entre fornecedores e clientes (Oliveira e Aguiar, 2019). Em conjunto com a RD foram utilizados os conceitos de regras de decisão com as definições das bandas de guarda, apresentados pelo Guia Eurachem/CITAC, 2021. Na presente pesquisa, foi visto que utilizando restrições de processo e medições redundantes, o valor reconciliado (resultado final) apresenta melhores valores experimentais, além disso a incerteza reconciliada é minimizada em relação às incertezas que foram calculadas experimentalmente. / [en] It is an operational practice that refineries (here producers) work in an optimized way and produce diesel and gasoline with a mass fraction of sulfur close to the specification. However, when this quality parameter is analyzed by refineries and, later, after custody transfer operations, it is re-analyzed by storage terminals (here called consumers), these measurement results do not always meet the specification. This study proposes a new methodology based on data reconciliation connected to the guard bands concept to establish upper acceptance limits for producers offering a comfortable giveaway to consumers. From the minimized reconciled expanded uncertainties, process model constraints, and the upper specification limits, the upper acceptance limits for the producers were optimized to ensure that the reconciled values meet the specification. Consumer and producer risks and histograms were calculated. Validation data sets proved that the proposed methodology could be applied because all the reconciled values comply with the specifications.

No description available.

No description available.

Object tracking can be done in numerous ways, where the goal is to track a target through all frames in a sequence. The ground truth bounding box is used to initialize the object tracking algorithm. Object tracking can be carried out on infrared imagery suitable for military applications to execute tracking even without illumination. Objects, such as aircraft, can deploy countermeasures to impede tracking. The countermeasures most often mainly impact one wavelength band. Therefore, using two different wavelength bands for object tracking can counteract the impact of the countermeasures. The dataset was created from simulations. The countermeasures applied to the dataset are flares and Directional Infrared Countermeasures (DIRCMs). Different object tracking algorithms exist, and many are based on discriminative correlation filters (DCF). The thesis investigated the DCF-based trackers STRCF and ECO on the created dataset. The STRCF and the ECO trackers were analyzed using one and two wavelength bands. The following features were investigated for both trackers: grayscale, Histogram of Oriented Gradients (HOG), and pre-trained deep features. The results indicated that the STRCF and the ECO trackers using two wavelength bands instead of one improved performance on sequences with countermeasures. The use of HOG, deep features, or a combination of both improved the performance of the STRCF tracker using two wavelength bands. Likewise, the performance of the ECO tracker using two wavelength bands was improved by the use of deep features. However, the negative aspect of using two wavelength bands and introducing more features is that it resulted in a lower frame rate.

[ES] La autonomía y prestigio que han ido adquiriendo las bandas de música en la sociedad actual son tan merecidos como frutos de un largo y costoso camino recorrido. Incluso el acceso a las plantillas profesionales se ha ido adaptando a la propia idiosincrasia de la banda, exigiendo interpretar en las pruebas de acceso fragmentos del repertorio original para banda, algo que se ha intensificado en la especialidad de tuba en los últimos años. No obstante, parece ser que ni la metodología ni la formación ofrecida en los centros educativos sigue el ritmo de esta realidad cambiante, a lo que se añade un interés creciente de los compositores desde finales del siglo XX por otorgarle a la tuba mayor protagonismo, escribiéndole solos y otros pasajes destacados dentro de sus obras para banda sinfónica. Y para comprobarlo, este trabajo presenta dos estudios principales. El primero, está dedicado a analizar el acceso a una banda de música profesional en España para la especialidad de tuba, con especial interés en el repertorio exigido para interpretar en el ejercicio práctico. Y el segundo estudio, se plantea para examinar el Plan de Estudios de las Enseñanzas Artísticas Superiores de Música y la Guías Docentes de los conservatorios y escuelas superiores de música, así como el trabajo que desarrollan en el aula de tuba los profesores, respecto del repertorio sinfónico-bandístico. Los resultados de ambos motivan la realización de un tercer estudio, basado en la selección, justificación y análisis de fragmentos destacados de la tuba dentro del repertorio sinfónico para banda, los cuales se presentan como propuesta pedagógica en un capítulo complementario a la propia investigación. El objetivo del conjunto de esta tesis es seguir valorando y difundiendo el repertorio para banda sinfónica en general, y en la especialidad de tuba en particular, ante la discordante e injustificable realidad acaecida hasta la actualidad entre el ámbito académico y el laboral. Además, si lo que se persigue es conseguir futuros profesionales de la música completos y versátiles, deben estar totalmente preparados para un mundo tan competitivo y exigente como el que se vive. / [CA] L'autonomia i el prestigi que han anat adquirint les bandes de música a la societat actual són tan merescuts com fruits d'un llarg i costós camí recorregut. Fins i tot l'accés a les plantilles professionals s'ha anat adaptant a la pròpia idiosincràsia de la banda, exigint interpretar a les proves d'accés fragments del repertori original per a banda, cosa que s'ha intensificat en l'especialitat de tuba els darrers anys. No obstant això, sembla que ni la metodologia ni la formació oferida als centres educatius segueix el ritme d'aquesta realitat canviant, a la qual cosa s'afegeix un interès creixent dels compositors des de finals del segle XX per atorgar-li a la tuba més protagonisme, escrivint-li solos i altres passatges destacats dins de les seues obres per a banda simfònica. I per comprovar-ho, aquest treball presenta dos estudis principals. El primer, està dedicat a analitzar l'accés a una banda de música professional a Espanya per a l'especialitat de tuba, amb un interès especial en el repertori exigit per interpretar en l'exercici pràctic. I el segon estudi, es planteja per examinar el Pla d'Estudis dels Ensenyaments Artístics Superiors de Música i les Guies Docents dels conservatoris i escoles superiors de música, així com el treball desenvolupat a l'aula de tuba pels professors, respecte del repertori simfònic-bandístic. Els resultats de tots dos motiven la realització d'un tercer estudi, basat en la selecció, justificació i l'anàlisi de fragments destacats de la tuba del repertori simfònic per a banda, els quals es presenten com a proposta pedagògica en un capítol complementari a la pròpia investigació. L'objectiu del conjunt d'aquesta tesi és continuar valorant i difonent el repertori per a banda simfònica en general, i en l'especialitat de tuba en particular, davant de la discordant i injustificable realitat esdevinguda fins avui entre l'àmbit acadèmic i el laboral. A més, si el que es vol és aconseguir futurs professionals de la música complets i versàtils, han d'estar totalment preparats per a un món tan competitiu i exigent com el que es viu. / [EN] The autonomy and prestige that wind bands have been acquiring in today's society are as well-deserved as the fruits of a long and arduous journey. Even access to professional staff has been adapted to the band's idiosyncrasies, demanding to play excerpts from the original repertoire for wind band in the auditions, something that has intensified for tuba in recent years. However, it seems that neither the methodology nor the training offered in educational centres keeps pace with this changing reality. In addition, composers have been interested since the end of the 20th century in giving the tuba greater prominence, writing solo passages and other outstanding excerpts within his/her works for symphonic bands. Furthermore, to prove it, this work presents two primary studies. The first is dedicated to analysing the access to a professional wind band in Spain for the tuba chair, with a particular interest in the repertoire required to play in the practical exercise. Moreover, the second study is proposed to examine the Syllabus of the Higher Artistic Education of Music and the Teaching Guides of the conservatories and higher schools of music, as well as the work developed in the tuba class regarding the specific repertoire for symphonic wind band. The results of both motivate the realisation of a third study, based on the selection, justification and analysis of significant excerpts for tuba of the symphonic repertoire for wind band, which are presented as a pedagogical proposal in a complementary chapter to the research itself. This thesis aims to continue valuing and disseminating the repertoire for symphonic wind bands in general, and for tuba in particular, in the face of the harsh and unjustifiable reality that has occurred until now between the academic and labour spheres. In addition, if what is sought is to achieve complete and versatile future professional musicians, they must be fully prepared for a world as competitive and demanding as the one we live in. / Monteagudo Mañas, J. (2022). La evolución del papel de la tuba en la banda sinfónica: selección, justificación y análisis de fragmentos destacados para una propuesta de aplicación pedagógica [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/191450