Previous studies report oxidative stress induced apoptosis and necrosis occur following myocardial infarction. Effects of conditioned medium (CM) prepared from mouse embryonic stem (ES) cells on H2O2 induced apoptosis and necrosis in different cells types is under investigation. Additionally, effects of CM from ES cells primed with TGF-b2 on stress-induced apoptosis and necrosis in H9c2 cells have not been determined. In this study, H20i induced apoptosis was confirmed by trypan blue staining, terminal deoxynucleotide transferase dUTP-mediated nick-end labeling (TUNEL), and apoptotic enzyme labeled immunosorhent assay (ELISA) whereas necrosis was determined by LDH assay. Next, we generated CM from ES cells primed with and without TGF-b2 and determined their effects on H2O2 induced apoptosis and necrosis in H9c2 cells. Apoptosis and necrosis was significantly (P < 0.05) reduced with ES-CM compared with cell culture control. Next, our data showed TGF-B2 primed ES-CM further reduced cell death compared with ES-CM, suggesting increased amounts of cytoprotective released factors from mouse ES cells following TGF-B2 treatment. Furthermore, the treatment of H9c2 cells with TGF-b2 alone did not significantly (P < 0.05) reduce apoptotic cell death. In conclusion, we suggest that factors released from ES cells with and without TGF-B2 treatment contain anti-apoptotic and anti-necrotic factors that inhibit H2O2 induced cell death. Further studies are needed to determine potential additional benefits of the · released factors from TGF-B2 primed ES cells.

This dissertation aims to contribute to the literature of cooperation and social preferences. We use experimental and computational methods to understand the role and extent of reciprocity on cooperation. The first paper is a methodological contribution to the large literature on conditional preferences of cooperation. Cooperation generated by this type of preferences is notoriously unstable, as individuals reduce their contributions to the public good in reaction to other subjects' free-riding. This has led to the widely-shared conclusion that cooperation observed in experiments (and its collapse) is mostly driven by imperfect reciprocity. In this study, we explore the possibility that reciprocally cooperative preferences may themselves be unstable. We do so by observing the evolution of subjects' preferences in an anonymously repeated social dilemma. Our unsettling result is that, in the course of the experiment, a significant fraction of reciprocally cooperative subjects become egoistic, while the reverse is rarely observed. The non-selfish preferences that appear to be more stable are those most easily attributed to confusion. We are thus driven to the conclusion that egoism is more resistant to exposure to social dilemmas than reciprocity. The second paper the evolutionary success of conditional preferences by using simulations. We use an agent-based model in which agents play a variation of the iterated Prisoner's Dilemma game. We estimate the likelihood of cooperation levels as well as the likelihood of the existence of conditional types for different continuation probabilities. We show that an all-or-none type of conditional cooperation strategy together with the perfect conditional cooperation strategy are most likely to emerge when the continuation probability is sufficiently high. Our most surprising finding is related to the so-called hump-shaped strategy, a conditional type that is commonly observed in experiments. Our simulations show that those types are likely to thrive for intermediate levels of the continuation probability due to their relative advantage when probability of interaction is not enough to sustain a full-cooperation, but instead merely sustains mid-level cooperation. The third paper aims to understand the underlying reciprocal motives in altruistic behavior. We argue that the altruism that is revealed in dictator games can be explained by what we call presumptive reciprocity. Subjects may display non-selfish preferences because they presume that the other subjects would have revealed similar, non-selfish preferences if the roles had been reversed. This kind of intuitive reasoning, although partially captured by indirect reciprocity, is overlooked in the literature on social preferences, especially when it comes to explaining the behavior that appears to be purely altruistic. The experimental evidence we provide shows that people's choices reveal mostly presumptive reciprocity, while purely altruistic preferences play a much smaller role.

The thesis evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the AR and MA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting ac- curacy is evaluated on the out-of-sample data, which are more volatile. The main aim of the thesis is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index sepa- rately. Unlike other works in this eld of study, the thesis does not assume the log-returns to be normally distributed and does not explicitly select a partic- ular conditional volatility process. Moreover, the thesis takes advantage of a less known conditional coverage framework for the measurement of forecasting accuracy.

Cette thèse a pour objet l’étude de la perception par les enfants du soutien conditionnel parental et enseignant, défini comme un soutien vu comme dépendant de l’atteinte des exigences fixées par ces adultes (Harter, 1999). Deux objectifs sont poursuivis dans ce travail. Le premier étudie l’évolution d’une telle perception lors de la transition entre le primaire et le secondaire. Pour ce faire, nous devions disposer d’un outil de mesure. Nous avons testé, dans trois études, les qualités psychométriques d’une échelle de perception du soutien conditionnel parental et enseignant dans le domaine scolaire auprès d’élèves de CM2 et de 6ème. Les analyses sur l’instrument ont mis en évidence trois dimensions dans le soutien conditionnel : un soutien conditionnel d’estime (parental et enseignant), un soutien conditionnel émotionnel parental et un soutien conditionnel émotionnel enseignant. Concernant le premier objectif, les résultats révèlent que la perception du soutien conditionnel émotionnel parental est stable du CM2 à la 6ème. La perception du soutien conditionnel émotionnel enseignant est aussi stable entre le début et la fin du CM2, mais diminue en 6ème alors que celle du soutien d’estime diminue faiblement au cours du temps. Le deuxième objectif vise à vérifier les liens entre ce soutien conditionnel parental et enseignant et la perception de compétence scolaire des élèves. Nous supposions (1) que les différents types de soutien conditionnel perçu seraient liés négativement à la perception des élèves de leur compétence scolaire, (2) que ces relations seraient médiatisées par l’anxiété envers l’évaluation et la sensibilité à l’erreur et (3) que le lien entre le soutien parental et la perception de compétence scolaire des élèves serait modéré par le soutien conditionnel émotionnel enseignant. Nos résultats montrent que le soutien conditionnel émotionnel parental et le soutien conditionnel émotionnel enseignant sont bien liés négativement à la perception de compétence scolaire et que seule l’anxiété d’évaluation médiatise cette relation. Le soutien conditionnel d’estime n’est pas lié à la perception de compétence quand le soutien conditionnel émotionnel est contrôlé. Enfin, le soutien conditionnel émotionnel parental et le soutien conditionnel enseignant interagissent pour prédire la perception de compétence scolaire : sous une perception élevée du soutien conditionnel d’une source, la perception du soutien conditionnel de l’autre source n’est plus liée à la perception de compétence scolaire. Pris dans leur ensemble, nos résultats confortent les études qui soulignent les effets néfastes du soutien conditionnel perçu en termes d’adaptation scolaire et sociale (e.g., Assor, Roth, & Deci, 2004 ; Côté, Bouffard, & Vezeau, 2014 ; Makri-Botsari, 2015). Ils ajoutent aux connaissances en montrant l’importance du soutien conditionnel de l’enseignant dans cette même adaptation. / This thesis focuses on children perception of the conditional support provided by their parents and teachers. Conditional support refers to a support that depends on succeeding to achieve standards set by these adults (Harter, 1999). This work has two objectives. The first aims at studying the evolution of the perception of the adults’ conditional support during the transition from primary to secondary school. To do so, a series of three studies was conducted to test the psychometric properties of an instrument devoted to assess the perception of students from the 5th and 6th grades that the availability of their parents and teachers support was conditional to their academic achievement. Factorial analyses (EFA and CFA) revealed the presence of three types of conditional support: an esteem conditional support common to parents and teachers, a parents’ emotional conditional support and a teachers’ emotional conditional support. Regarding our first objective, results reveal that the perception of parents’ emotional conditional support is stable across the transition to secondary school. Teachers’ emotional conditional support is stable between the beginning and the end of 5th grade, but decreases during the 6th grade. The esteem conditional support slowly drops throughout the whole period. Our second objective is to verify the links between perception of conditional support from parents and teachers and the students’ perception of their scholastic competence. We hypothesised (1) that all types of conditional support would be negatively linked to the students’ perception of their scholastic competence, (2) that anxiety towards evaluation and sensitivity to error would mediate these relations and (3) that the teacher’s emotional conditional support would moderate the link between the parents’ conditional support and the students’ perception of their scholastic competence. Our results show that the emotional conditional support from both the parents and the teacher are negatively linked to the perception of scholastic competence and that only anxiety mediates these relations. The esteem conditional support is unrelated to the perception of scholastic competence when emotional conditional support is controlled. Finally, the parents’ emotional conditional support and the teachers’ conditional support interact to predict the perception of scholastic competence: under a high perception of conditional support from one source, the perception of conditional support from the other source is no more linked to the perception of scholastic competence. Altogether, our results strengthen previous studies that underline the deleterious effects of perceived conditional support on social and academic adaptation (e.g., Assor et al., 2004 ; Côté et al., 2014 ; Makri-Botsari, 2015). They bring new knowledge by showing the importance of teacher conditional support for this adaptation.

Ce travail présente une étude linguistique des expressions d'opinions issues de différentes sources dans des textes en espagnol. Le travail comprend la définition d'un modèle pour les prédicats d'opinion et leurs arguments (la source, le sujet et le message), la création d'un lexique de prédicats d'opinions auxquels sont associées des informations provenant du modèle et la réalisation de trois systèmes informatiques.Le premier système, basé sur des règles contextuelles, obtient de bons résultats pour le score de F-mesure partielle: prédicat, 92%; source, 81%; sujet, 75%; message, 89%, opinion, 85%. En outre, l'identification de la source donne une valeur de 79% de F-mesure exacte. Le deuxième système, basé sur le modèle Conditional Random Fields (CRF), a été développé uniquement pour l'identification des sources, donnant une valeur de 76% de F-mesure exacte. Le troisième système, qui combine les deux techniques (règles et CRF), donne une valeur de 83% de F-mesure exacte, montrant ainsi que la combinaison permet d'obtenir des résultats intéressants.En ce qui concerne l'identification des sources, notre système, comparé à des travaux réalisés sur des corpus d'autres langues que l'espagnol, donne des résultats très satisfaisants. En effet ces différents travaux obtiennent des scores qui se situent entre 63% et 89,5%.Par ailleurs, en sus des systèmes réalisés pour l'identification de l'opinion, notre travail a débouché sur la construction de plusieurs ressources pour l'espagnol : un lexique de prédicats d'opinions, un corpus de 13000 mots avec des annotations sur les opinions et un corpus de 40000 mots avec des annotations sur les prédicats d'opinion et les sources. / This work presents a study of linguistic expressions of opinion from different sources in Spanish texts. The work includes the definition of a model for opinion predicates and their arguments (source, topic and message), the creation of a lexicon of opinion predicates which have information from the model associated, and the implementation of three systems.The first system, based on contextual rules, gets good results for the F-measure score (partial match): predicate, 92%; source, 81%; topic, 75%; message, 89%; full opinion, 85%. In addition, for source identification the F-measure for exact match is 79%. The second system, based on Conditional Random Fields (CRF), was developed only for the identification of sources, giving 76% of F-measure (exact match). The third system, which combines the two techniques (rules and CRF), gives a value of 83% of F-measure (exact match), showing that the combination yields interesting results.As regards the identification of sources, our system compared to other work developed for languages ​other than Spanish, gives very satisfactory results. Indeed these works had scores that fall between 63% and 89.5%.Moreover, in addition to the systems made for the identification of opinions, our work has led to the construction of several resources for Spanish: a lexicon of opinion predicates, a 13,000 words corpus with opinions annotated and a 40,000 words corpus with opinion predicates end sources annotated.

General Circulation Models (GCMs), which are mathematical models based on principles of fluid dynamics, thermodynamics and radiative transfer, are the most reliable tools available for projecting climate change. However, the spatial scale on which typical GCMs operate is very coarse as compared to that of a hydrologic process and hence, the output from a GCM cannot be directly used in hydrologic models. Statistical Downscaling (SD) derives a statistical or empirical relationship between the variables simulated by the GCM (predictors) and a point-scale meteorological series (predictand). In this work, a new downscaling model called CRF-downscaling model, is developed where the conditional distribution of the hydrologic predictand sequence, given atmospheric predictor variables, is represented as a conditional random field (CRF) to downscale the predictand in a probabilistic framework. Features defined in the downscaling model capture information about various factors influencing precipitation such as circulation patterns, temperature and pressure gradients and specific humidity levels. Uncertainty in prediction is addressed by projecting future cumulative distribution functions (CDFs) for a number of most likely precipitation sequences. Direct classification of dry/wet days as well as precipitation amount is achieved within a single modeling framework, and changes in the non-parametric distribution of precipitation and dry and wet spell lengths are projected. Application of the method is demonstrated with the case study of downscaling to daily precipitation in the Mahanadi basin in Orissa, with the A1B scenario of the MIROC3.2 GCM from the Center for Climate System Research (CCSR), Japan. An uncertainty modeling framework is presented in this work, which combines GCM, scenario and downscaling uncertainty using the Dempster-Shafer (D-S) evidence theory for representing and combining uncertainty. The methodology for combining uncertainties is applied to projections of hydrologic drought in terms of monsoon standardized streamflow index (SSFI-4) from streamflow projections for the Mahanadi river at Hirakud. The results from the work indicate an increasing probability of extreme, severe and moderate drought and decreasing probability of normal to wet conditions, as a result of a decrease in monsoon streamflow in the Mahanadi river due to climate change. In most studies to date, the nature of the downscaling relationship is assumed stationary, or remaining unchanged in a future climate. In this work, an uncertainty modeling framework is presented in which, in addition to GCM and scenario uncertainty, uncertainty in the downscaling relationship itself is explored by linking downscaling with changes in frequencies of modes of natural variability. Downscaling relationships are derived for each natural variability cluster and used for projections of hydrologic drought. Each projection is weighted with the future projected frequency of occurrence of that cluster, called ‘cluster-linking’, and scaled by the GCM performance with respect to the associated cluster for the present period, called ‘frequency scaling’. The uncertainty modeling framework is applied to a case study of projections of hydrologic drought or SSFI-4 classifications, using projected streamflows for the Mahanadi river at Hirakud. It is shown that a stationary downscaling relationship will either over- or under-predict downscaled hydrologic variable values and associated uncertainty. Results from the work show improved agreement between GCM predictions at the regional scale, which are validated for the 20th century, implying that frequency scaling and cluster-linking may indeed be a valid method for constraining uncertainty. To assess the impact of climate change on reservoir performance, in this study, a range of integrated hydrologic scenarios are projected for the future. The hydrologic scenarios incorporate increased irrigation demands; rule curves dictated by increased need for flood storage and downscaled projections of streamflow from an ensemble of GCMs and emission scenarios. The impact of climate change on multipurpose reservoir performance is quantified, using annual hydropower and RRV criteria, under GCM and scenario uncertainty. The ‘business-as-usual’ case using Standard Operating Policy (SOP) is studied initially for quantifying impacts. Adaptive Stochastic Dynamic Programming (SDP) policies are subsequently derived for the range of future hydrologic scenarios, with the objective of maximizing reliabilities with respect to multiple reservoir purposes of hydropower, irrigation and flood control. It is shown that the hydrologic impact of climate change is likely to result in decreases in performance criteria and annual hydropower generation for Hirakud reservoir. Adaptive policies show that a marginal reduction in irrigation and flood control reliability can achieve increased hydropower reliability in future. Hence, reservoir rules for flood control may have to be revised in the future.

Value at Risk (VaR) and Expected Shortfall (ES) are methods often used to measure market risk. Inaccurate and unreliable Value at Risk and Expected Shortfall models can lead to underestimation of the market risk that a firm or financial institution is exposed to, and therefore may jeopardize the well-being or survival of the firm or financial institution during adverse markets. The objective of this study is therefore to examine various Value at Risk and Expected Shortfall models, including fatter tail models, in order to analyze the accuracy and reliability of these models. Thirteen VaR and ES models under three main approaches (Parametric, Non-Parametric and Semi-Parametric) are examined in this study. The results of this study show that the proposed model (ARMA(1,1)-GJR-GARCH(1,1)-SGED) gives the most balanced Value at Risk results. The semi-parametric model (Extreme Value Theory, EVT) is the most accurate Value at Risk model in this study for S&P 500. / October 2014

Univ., Diss.--Saarbrücken, 2004. / Literaturverz. S. [289] - 298 . Text überw. dt., teilw. franz.

[pt] Diversos estudos envolvendo modelos de fatores para apreçamento de ativos contestam a validade do CAPM. Ao longo do tempo, para explicar as chamadas anomalias dos retornos das ações, os trabalhos se voltaram tanto para a busca de novos fatores de risco – os modelos multifatores – bem como para o tratamento dinâmico das sensibilidades relacionadas aos fatores de risco – os modelos condicionais de apreçamento de ativos. Os modelos condicionais, de um ou mais fatores, explicitam o valor esperado do retorno de um ativo de forma condicional a um conjunto de informação disponível no período anterior. As sensibilidades aos fatores de risco, os betas, são estimados como parâmetros dinâmicos a partir de diferentes abordagens na literatura. Nesta tese, o objetivo é o estudo de modelos condicionais na forma espaço-estado, em que os betas seguem processos estocásticos e são estimados a partir do filtro de Kalman, de forma a verificar o ganho na capacidade explicativa dos modelos. Dois estudos empíricos são realizados, um para o CAPM condicional no mercado brasileiro e outro para o modelo de três fatores condicional de Fama e French no mercado norte-americano. De modo geral, os resultados ao se considerar a variação temporal das sensibilidades aos fatores são melhores do que os obtidos a partir dos modelos incondicionais correspondentes, tanto no que se refere ao ajuste aos dados quanto à redução proporcionada nos erros de apreçamento. / [en] The validity of CAPM is contested by several studies based on factor models. During the last decades, aiming to explain the known financial anomalies of stock returns, two major lines of research emerged: the use of asset pricing models that allow for multiple sources of risk – the multifactor models – as well as the dynamic approach to model the sensitivities of returns in respect to the risk factors – the conditional models. The conditional models, based on one or more risk factors, explicit the expected return conditional to the information set available in the previous period. The factor sensitivities, or the betas, are estimated as dynamic parameters according to different approaches in the literature. The main objective in this thesis is to study conditional pricing models based on state-space approach. The betas dynamics are described as stochastic processes and estimated through the Kalman filter in order to verify the models ability to explain the returns and related financial anomalies, such as size and value effects. Two empirical applications are presented: one for Conditional CAPM in the Brazilian stock market and another for Conditional Fama and French (1993) three-factor model in the American stock market. In both cases, time-varying sensitivities treatment provides better model adjustment as well as smaller pricing errors compared to correspondent unconditional models.

[pt] O objetivo da dissertação é apresentar uma nova medida de núcleo de inflação para o Brasil com o intuito de verificar a tendência atual dos preços. Inicialmente são propostos dois núcleos. O primeiro é calculado a partir de métodos tradicionais encontrados na literatura, porém visando a alcançar algumas características desejáveis que um núcleo tenha, algumas alterações são propostas. O segundo método é via Dynamic Conditional Score Models (DCS). Nesse, a inflação é decomposta em componentes não observáveis e o núcleo é definido como a componente de tendência. Fazse uma comparação entre os núcleos propostos e os núcleos divulgados atualmente no Brasil e conclui-se que os núcleos divulgados hoje não contribuem para o entendimento da tendência da inflação e que para isso os dois núcleos propostos são mais indicados. O núcleo via modelo DCS é mais indicado ainda por sua estimação não ser afetada por muita informação defasada como ocorre para o primeiro núcleo. Além disso, algumas análises econômicas sugerem que a utilização do núcleo via modelo DCS pode auxiliar o Banco Central na condução da política monetária, uma vez que este mostra indicativos do desenvolvimento futuro da inflação acumulada no ano (medida alvo para a verificação do controle da meta). As duas metodologias propostas podem ser facilmente recalculadas, uma vez que os códigos de implementação estão disponíveis gratuitamente para qualquer usuário interessado, e também podem ser replicadas para outros índices de inflação. / [en] The objective of this dissertation is to present a new measure of core inflation to brazilian inflation in order to verify the current trend of prices. Initially two core inflation are proposed. The first one is calculated from traditional methods found in the literature with some changes proposed in order to achieve some desirable core inflation characteristics. The second method of estimation is Dynamic Conditional Score Models (DCS), where inflation is decomposed into unobservables components and the core is defined as the trend component. A comparison is made between the proposed cores measures and that ones currently available in Brazil. The conclusion is that the core inflation disclosed today do not contribute to the understanding of the inflation trend. The two proposed core inflation measures are better suited for this purpose. The core by DCS model is further indicated because its estimation is not affected by lagged information as it happens for the first core measure. In addition, some economic analyzes suggest that the use of the core by DCS model can help the Central Bank in the conduct of monetary policy, since this shows indicative of the future development of the accumulated inflation in the year (measure used to verify the inflation target in Brazil). The two proposed methodologies can easily be recalculated, since implementation codes are freely available to any interested user, and it can also be replicated to other inflation indicators.