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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
531

Correlação cariótipo-genótipo-fenótipo de rearranjo cromossômico estrutural familiar envolvendo as regiões 4p e 12q / Karyotype-genotype-phenotype correlation of a familial structural chromosomal rearrangement involving regions 4p and 12q

Tatiana Mozer Joaquim 21 March 2016 (has links)
Rearranjos cromossômicos estruturais estão potencialmente associados ao desenvolvimento de doenças genéticas devido à disrupção, inativação ou alteração da dosagem gênica. O objetivo deste projeto foi realizar a caracterização genômica de duas pacientes e seus familiares portadores de rearranjo cromossômico estrutural envolvendo o braço curto do cromossomo 4 e o braço longo do cromossomo 12, associando técnicas de citogenética clássica (bandamento GTG), citogenética molecular (FISH) e citogenômica (array-CGH), para definição diagnóstica e maior conhecimento sobre os fatores envolvidos na correlação cariótipo-genótipo-fenótipo. Foram avaliados seis indivíduos, duas pacientes, primas em primeiro grau que apresentavam alterações fenotípicas, assim como seus familiares, portadores de translocação aparentemente equilibrada e fenótipo normal. Apesar das duas pacientes apresentarem alteração cromossômica comum, derivativo do cromossomo 4 [der(4)], foram observados achados fenotípicos distintos. A investigação permitiu a definição do diagnóstico de deleção 4p16 e trissomia 12qter para as duas pacientes com fenótipo alterado e cariótipo 46,XX,der(4)t(4;12)(p16;q24.3), a definição precisa dos pontos de quebra em 4p16.3 e 12q24.31->q24.33, assim como a determinação da origem parental do rearranjo e a definição do diagnóstico citogenético final de quatro portadores de translocação aparentemente equilibrada e cariótipo t(4;12)(4pter->4p16.3::2q24.31->12qter;12qter->12q24.31::4p16.3->4pter),direcionando o aconselhamento genético para a família. Nas duas pacientes, a técnica de array-CGH (Plataforma 2x400K, Agilent®) detectou uma diferença sutil de tamanho entre as perdas e ganhos referentes aos cromossomos envolvidos no rearranjo, sendo diagnosticado em P1 uma perda de 2.707.221 pb na citobanda 4p16.3, além de um ganho de 12.405.205 pb em 12q24.31->q24.33. A paciente 2 apresentou uma perda de 2.710.969 pb em 4p16.3 e um ganho de 12.393.885 pb em 12q24.31->q24.33. Ambas as regiões de desequilíbrio genômico incluem genes que podem ser relevantes para manifestação fenotípica observada nas pacientes, entre eles: WHSC1, NELFA, LETM1, FGFRL1 e SPON2. Os resultados da investigação citogenômica indicaram, ainda, a presença de translocação equilibrada nos quatro indivíduos portadores, não sendo detectadas perdas e/ou ganhos genômicos nas regiões dos pontos de quebra cromossômica. Os resultados obtidos na investigação do padrão de metilação dos genes FGFRL1 e SPON2 não permitiram afirmar que uma provável repressão da expressão gênica devido ao imprinting materno e paterno esteja associada às características fenotípicas distintas observadas nas duas pacientes. Embora tenha sido possível a indicação de genes correlacionados ao fenótipo das pacientes, a correlação entre a alteração genética e o fenótipo das mesmas pode depender da ação sinérgica dos mais de 190 genes envolvidos neste rearranjo cromossômico estrutural familiar. / Structural chromosomal rearrangements are potentially associated with the development of genetic disorders due to disruption, inactivation or gene dosage alterations. The objective of this project was to perform the genomic characterization of a familial structural chromosomal rearrangement involving the short arm of chromosome 4 and the long arm of chromosome 12 in two patients and carriers. The experimental approach involved using a combination of classical cytogenetic techniques (GTG banding), molecular cytogenetics (FISH) and cytogenomics (array-CGH), to provide a diagnostic definition and a better understanding of how changes in the karyotype and genotype may be associated with the phenotype. Six individuals were evaluated, two patients with phenotypic abnormalities, as well as the carriers of an apparently balanced 4p;12q translocation with normal phenotypes. Although the two patients showed a common chromosomal abnormality, the derivative chromosome 4 [der (4)], they presented distinct phenotypic findings. The investigation provided a definition of the diagnosis of 4p16 deletion and trisomy 12qter for the two patients with abnormal phenotypes and a karyotype 46,XX,der(4)t(4;12)(p16;q24.3). In addition a precise definition of the breakpoints at 4p16.3 and 12q24.31->q24.33, and the parental origin of the rearrangement was determined. A precise definition of the cytogenetic diagnosis of four carriers with an apparently balanced translocation and karyotype t(4;12)(4pter->4p16.3::2q24.31->12qter; 12qter 12q24.31->4pter::4p16.3), facilitated the genetic counseling for the family. In both patients, the array-CGH technique (2x400K Platform, Agilent®) detected a subtle difference in size between losses and gains in the chromosomal regions involved in the rearrangement. Patient 1 presented a loss of 2,707,221 bp in the cytoband 4p16.3, and a gain of 12,405,205 bp in 12q24.31->q24.33. Patient 2 had a loss of 2,710,969 bp in 4p16.3 and a gain of 12,393,885 bp in 12q24.31 -> q24.33. Both regions of genomic imbalance included genes that may be relevant to phenotypic findings observed in our patients, including: WHSC1, NELFA, LETM1, FGFRL1 and SPON2. Genomic findings also confirmed the presence of a balanced translocation in four carriers, with no genomic losses and/or gains in the regions of chromosome breakpoints. The results of the investigation of the methylation pattern of FGFRL1 and SPON2 genes could not demonstrate that repression of gene expression due to maternal and paternal imprinting was associated with the distinct phenotypes observed in the two patients. Although it has been possible to indicate genes related to the phenotype of the patients, the correlation between the genetic alteration and phenotype may depend on the synergistic action of multiple genes from more than the 190 involved in this familial chromosomal rearrangement.
532

aPDT: fotossensibilizadores e tempos de exposição de luz não inluenciaram na resposta tecidual de camundongos isogênicos / aPDT: Photosensitizers and light exposure times do not affect the tissue response of isogenic mice

Daniela Silva Barroso de Oliveira 22 September 2016 (has links)
O objetivo deste estudo foi avaliar a resposta do tecido conjuntivo subcutâneo de camundongos isogênicos após o uso da Terapia Fotodinâmica antimicrobiana (aPDT), utilizando dois fotossensibilizadores, Derivado fenotiazínico (Helbo Blue) e Curcumina, em diferentes tempos de aplicação de lasers (30 segundos, 1 minuto ou 2 minutos). Foram utilizados 141 camundongos isogênicos da linhagem BALB/c cujo tecido conjuntivo subcutâneo foi exposto aos dois fotossensibilizadores, e em seguida irradiado com laser diodo no grupo do Derivado Fenotiazínico e ao LED no grupo da Curcumina. Para cada fotossensibilizador foram utilizados três tempos de irradiação: 30 segundos, 1 minuto e 2 minutos. Ao final de cada um dos períodos experimentais (7, 21 e 63 dias), uma porção do tecido conjuntivo subcutâneo da área do centro da área em que foi aplicada a aPDT foi removida e submetida ao processamento histotécnico de rotina. Foi realizada a descrição do processo inflamatório de forma qualitativa e semi-quantitativa (por meio de escores). Adicionalmente, foi realizada a marcação imunohistoquímica para neutrófilos e macrófagos. Os dados numéricos foram analisados por meio do programa estatístico Sigma Plot 12.0®, utilizando o teste não paramétrico de Kruskal-Wallis, seguido pelo Pós-teste de Dunn, quando houve diferença significativa entre os grupos. O nível de significância adotado foi de 5%. Foi possível observar que, com relação aos parâmetros fibrosamento, espessura e infiltrado inflamatório, no período inicial de 7 dias, as alterações teciduais foram pequena magnitude. No período de 21 dias, apenas o parâmetro infiltrado inflamatório apresentou pequenas variações entre os grupos. No período final de 63 dias, a compatibilidade tecidual foi observada para os dois fotossensibilizadores (Derivado Fenotiazínico e Curcumina) que não apresentaram diferenças significativas nos parâmetros avaliados, independentemente do tempo de aplicação do laser. / The aim of this study was to evaluate the response of subcutaneous connective tissue of isogenic mice after Antimicrobial Therapy (aPDT), using two photosensitizers, Phenothiazine Derivative (Helbo Blue) and Curcumin, at different laser application times (30 seconds, 1 minute or 2 minutes). One hundred and forty one (141) BALB/c isogenic mice were used, which had the subcutaneous connective tissue exposed to the two photosensitizers, followed by irradiation with laser diode to the Phenothiazine derivatives group, and LED to the Curcumin group. Three irradiation times were used to each photosensitizer: 30 seconds, 1 minute and 2 minutes. At the end of each experimental period (7, 21 and 63 days), a sample of the subcutaneous connective tissue, was collected and histotechnical processing was performed. Inflammatory process was described by qualitative and semi-quantitative analysis, using scores. Additionally, immunohistochemical technique was performed to identify neutrophils and macrophages. Data obtained was analyzed by the statistical program Sigma Plot 12.0®, using the non-parametric Kruskal-Wallis test, followed by the Dunn\'s post-test, when significant difference was found between groups. The significance level adopted was 5%. It was also possible to observe that, in relation with the parameters: fiber collagen formation, tissue thickness and inflammatory infiltrate, at the initial period of 7 days, the tissue alteration were of small significance (p<0.05). At 21-days period, only the inflammatory infiltrate parameter presented variation between groups (p<0.05). In the later time point of 63 days, it was observed tissue compatibility regarding the two photosensitizers (Phenothiazine Derivative and Curcumin) with no differences in the evaluated parameters or the laser application times.
533

Otimização sem derivadas : sobre a construção e a qualidade de modelos quadráticos na solução de problemas irrestritos / Derivative-free optimization : on the construction and quality of quadratic models for unconstrained optimization problems

Nascimento, Ivan Xavier Moura do, 1989- 25 August 2018 (has links)
Orientador: Sandra Augusta Santos / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-25T00:20:47Z (GMT). No. of bitstreams: 1 Nascimento_IvanXavierMourado_M.pdf: 5587602 bytes, checksum: 769fbf124a59d55361b184a6ec802f66 (MD5) Previous issue date: 2014 / Resumo: Métodos de região de confiança formam uma classe de algoritmos iterativos amplamente utilizada em problemas de otimização não linear irrestrita para os quais as derivadas da função objetivo não estão disponíveis ou são imprecisas. Uma das abordagens clássicas desses métodos envolve a otimização de modelos polinomiais aproximadores para a função objetivo, construídos a cada iteração com base em conjuntos amostrais de pontos. Em um trabalho recente, Scheinberg e Toint [SIAM Journal on Optimization, 20 (6) (2010), pp. 3512-3532 ] mostram que apesar do controle do posicionamento dos pontos amostrais ser essencial para a convergência do método, é possível que tal controle ocorra de modo direto apenas no estágio final do algoritmo. Baseando-se nessas ideias e incorporando-as a um esquema algorítmico teórico, os autores investigam analiticamente uma curiosa propriedade de autocorreção da geometria dos pontos, a qual se evidencia nas iterações de insucesso. A convergência global do novo algoritmo é, então, obtida como uma consequência da geometria autocorretiva. Nesta dissertação estudamos o posicionamento dos pontos em métodos baseados em modelos quadráticos de interpolação e analisamos o desempenho computacional do algoritmo teórico proposto por Scheinberg e Toint, cujos parâmetros são determinados / Abstract: Trust-region methods are a class of iterative algorithms widely applied to nonlinear unconstrained optimization problems for which derivatives of the objective function are unavailable or inaccurate. One of the classical approaches involves the optimization of a polynomial model for the objective function, built at each iteration and based on a sample set. In a recent work, Scheinberg and Toint [SIAM Journal on Optimization, 20 (6) (2010), pp. 3512¿3532 ] proved that, despite being essential for convergence results, the improvement of the geometry (poisedness) of the sample set might occur only in the final stage of the algorithm. Based on these ideas and incorporating them into a theoretical algorithm framework, the authors investigate analytically an interesting self-correcting geometry mechanism of the interpolating set, which becomes evident at unsuccessful iterations. Global convergence for the new algorithm is then proved as a consequence of this self-correcting property. In this work we study the positioning of the sample points within interpolation-based methods that rely on quadratic models and investigate the computational performance of the theoretical algorithm proposed by Scheinberg and Toint, whose parameters are based upon either choices of previous works or numerical experiments / Mestrado / Matematica Aplicada / Mestre em Matemática Aplicada
534

Sobre um método de minimização irrestrita baseado em derivadas simplex / About an unconstrained minimization method based on simplex derivatives

Cervelin, Bruno Henrique, 1988- 04 August 2013 (has links)
Orientador: Maria Aparecida Diniz Ehrhardt / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-22T15:48:00Z (GMT). No. of bitstreams: 1 Cervelin_BrunoHenrique_M.pdf: 1935510 bytes, checksum: 91d17dd60bdd280c9eddd301cb3d2c24 (MD5) Previous issue date: 2013 / Resumo: O objetivo deste trabalho é apresentar alguns métodos de minimização irrestrita sem derivadas, tais como, Nelder-Mead, busca padrão e SID-PSM, assim como compará-los. Ainda pretendemos apresentar o problema de otimização de parâmetros de algoritmos, e aplicar o método SID-PSM de modo a encontrar parâmetros ótimos para o próprio método SID-PSM em relação ao número de avaliações de função que o método realiza. Os experimentos numéricos realizados mostram que o SID-PSM _e mais robusto e mais eficiente que os métodos clássicos sem derivadas (busca padrão e Nelder-Mead). Outros experimentos nos mostram o potencial do problema de otimização de parâmetros de algoritmos em melhorar tanto a eficiência quanto a robustez dos métodos / Abstract: The aim of this paper is to present some derivative-free methods for unconstrained minimization problems, such as Nelder-Mead, pattern search and SID-PSM, and compare them. We also intend to present the problem of optimal algorithmic parameters, and apply the method SID-PSM in order to find optimal parameters for the method SID-PSM itself in relation to the number of function evaluations performed by the method. The numerical experiments performed show that the SID-PSM is more robust and more efficient than the classical derivative-free methods (pattern search and Nelder-Mead). Other experiments show us the potential of the problem of optimal algorithmic parameters to improve both the efficiency and the robustness of the methods / Mestrado / Matematica Aplicada / Mestre em Matemática Aplicada
535

Otimização com restrições LOVO, restauração inexata e o equilíbrio inverso de Nash / Optimization with LOVO constraints, inexact restoration and the inverse Nash equilibrium

Bueno, Luís Felipe Cesar da Rocha, 1983- 19 August 2018 (has links)
Orientador: José Mario Martínez Perez / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica. / Made available in DSpace on 2018-08-19T04:47:30Z (GMT). No. of bitstreams: 1 Bueno_LuisFelipeCesardaRocha_D.pdf: 2718304 bytes, checksum: ca1c9aa7730e88989e17a5b89049c2ee (MD5) Previous issue date: 2011 / Resumo: Nesse trabalho serão propostos métodos de Lagrangiano Aumentado para tratar problemas com restrições do tipo LOVO, serão propostos novos métodos de Restauração Inexata e será introduzido o conceito de Equilíbrio Inverso de Nash. Teoremas sobre condições de otimalidade para problemas do tipo LOVO serão apresentados. Um algoritmo do tipo Lagrangiano Aumentado será proposto para abordar esse problema e teoremas de convergência global serão demonstrados. Resultados computacionais serão realizados para uma aplicação em otimização de carteiras em investimentos de grande impacto. Um método híbrido de Restauração Inexata será proposto combinando uma modificação, que usa o Lagrangiano Afiado como função de mérito, do método global de Fischer e Friedlander e o método local de Birgin e Martínez. Teoremas de convergência global e local serão apresentados. Um método de Restauração Inexata para problemas em que as derivadas da função objetivo não estejam disponíveis será introduzido. Nesse método todas as ferramentas da otimização tradicional serão usadas na fase de restauração e uma regularização será feita na fase de otimização. Teoremas de convergência global serão demonstrados e resultados numéricos apresentados. O conceito de Equilíbrio Inverso de Nash será introduzido e um método de Restauração Inexata será proposto para abordar esse problema. Esse método será uma extensão de um novo método de Restauração Inexata para problemas em dois níveis que também será proposto neste trabalho. Exemplos ilustrativos para uma aplicação para o problema de equilíbrio de Arrow-Debreu serão exibidos / Abstract: In this work an Augmented Lagrangian method will be proposed to deal with LOVO constraints, also some new Inexact Restoration methods will be presented and the Inverse Nash Equilibrium concept will be introduced. Theorems about optimality conditions for LOVO-like problems will be presented. Three Augmented Lagrangian algorithms will be proposed to approach this problem and global convergence theorems will be proved. Computational results will be performed for an application in portfolio optimization with impact. A modification of the Fischer-Friedlander global method using the Sharp Lagrangian as a merit function will be proposed. A hybrid Inexact Restoration method combining this modification and the Birgin-Martínez local method will be introduced. Global and local convergence theorems will be presented. An Inexact Restoration method for problems in which the derivatives of the objective function are not available will be introduced. In this method it will be used all the optimization traditional tools in the restoration process as well as a regularization strategy in the optimization phase. Global convergence theorems will be demonstrated and numerical results will be presented. The concept of Inverse Nash Equilibrium will be introduced and an Inexact Restoration method will be proposed to deal with this problem. This method is an extension of a new Inexact Restoration method for bilevel programming that will also be proposed in this work. Some illustrative examples for an application for the Arrow- Debreu equilibrium problem will be given / Doutorado / Matematica Aplicada / Doutor em Matemática Aplicada
536

Métodos híbridos e livres de derivadas para resolução de sistemas não lineares / Hybrid derivative-free methods for nonlinear systems

Begiato, Rodolfo Gotardi, 1980- 09 May 2012 (has links)
Orientadores: Márcia Aparecida Gomes Ruggiero, Sandra Augusta Santos / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-21T10:21:10Z (GMT). No. of bitstreams: 1 Begiato_RodolfoGotardi_D.pdf: 3815627 bytes, checksum: 59584610cfd737a94e68dc5bf3735e25 (MD5) Previous issue date: 2012 / Resumo: O objetivo desta tese é tratar da resolução de sistemas não lineares de grande porte, em que as funções são continuamente diferenciáveis, por meio de uma abordagem híbrida que utiliza um método iterativo com duas fases. A primeira fase consiste de versões sem derivadas do método do ponto fixo empregando parâmetros espectrais para determinar o tamanho do passo da direção residual. A segunda fase é constituída pelo método de Newton inexato em uma abordagem matrix-free, em que é acoplado o método GMRES para resolver o sistema linear que determina a nova direção de busca. O método híbrido combina ordenadamente as duas fases de forma que a segunda é acionada somente em caso de falha na primeira e, em ambas, uma condição de decréscimo não-monótono deve ser verificada para aceitação de novos pontos. Desenvolvemos ainda um segundo método, em que uma terceira fase de busca direta é acionada em situações em que o excesso de buscas lineares faz com que o tamanho de passo na direção do método de Newton inexato torne-se demasiadamente pequeno. São estabelecidos os resultados de convergência dos métodos propostos. O desempenho computacional é avaliado em uma série de testes numéricos com problemas tradicionalmente encontrados na literatura. Tanto a análise teórica quanto a numérica evidenciam a viabilidade das abordagens apresentadas neste trabalho / Abstract: This thesis handles large-scale nonlinear systems for which all the involved functions are continuously differentiable. They are solved by means of a hybrid approach based on an iterative method with two phases. The first phase is defined by derivative-free versions of a fixed-point method that employs spectral parameters to define the steplength along the residual direction. The second phase consists of a matrix-free inexact Newton method that employs the GMRES to solve the linear system that computes the search direction. The proposed hybrid method neatly combines the two phases in such a way that the second is called only in case the first one fails. To accept new points in both phases, a nonmonotone decrease condition upon a merit function has to be verified. A second method is developed as well, with a third phase based on direct search, that should act whenever too many line searches have excessively decreased the steplenght along the inexact- Newton direction. Convergence results for the proposed methods are established. The computational performance is assessed in a set of numerical experiments with problems from the literature. Both the theoretical and the experimental analysis corroborate the feasibility of the proposed strategies / Doutorado / Matematica Aplicada / Doutor em Matemática Aplicada
537

Local Ill-Posedness and Source Conditions of Operator Equations in Hilbert Spaces

Hofmann, B., Scherzer, O. 30 October 1998 (has links) (PDF)
The characterization of the local ill-posedness and the local degree of nonlinearity are of particular importance for the stable solution of nonlinear ill-posed problems. We present assertions concerning the interdependence between the ill-posedness of the nonlinear problem and its linearization. Moreover, we show that the concept of the degree of nonlinearity com bined with source conditions can be used to characterize the local ill-posedness and to derive a posteriori estimates for nonlinear ill-posed problems. A posteriori estimates are widely used in finite element and multigrid methods for the solution of nonlinear partial differential equations, but these techniques are in general not applicable to inverse an ill-posed problems. Additionally we show for the well-known Landweber method and the iteratively regularized Gauss-Newton method that they satisfy a posteriori estimates under source conditions; this can be used to prove convergence rates results.
538

Simulation de transfert de chaleur et l'optimisation automatique des probes trajectoires multiple de la planification pré-opératoire pour les interventions percutanées thermique / Simulation of heat transfer and automatic optimization of multiple probes trajectories for pre-operative planning of percutaneous thermoablation interventions

Jaberzadeh, Amir 13 February 2015 (has links)
Différentes techniques de chirurgie mini-invasive permettent aujourd’hui d’effectuer les procédures d'ablation de tumeurs. La cryochirurgie est une de ces techniques et fonctionne grâce à une technique de décompression très rapide de l'argon à l’extrémité d’une sonde en forme d'aiguille. La planification pré-opératoire de ce type d’intervention est très difficile pour le chirurgien, qui doit se représenter mentalement la disposition finale des aiguilles par rapport à la position des structures anatomiques complexe. Une sur-ablation ou une sous-ablation peuvent entraîner des complications donc, devant le besoin crucial d'une telle planification, dans cette thèse nous nous sommes concentrés sur la planification pré-opératoire automatisée de la cryochirurgie,avec les objectifs de assister le chirurgien grâce à une prédiction plus réaliste des zones d'ablation et proposer automatiquement un placement d'aiguille avec un risque minimal pour le patient dans un délai acceptable pour une utilisation en salle d'opération. / There exist several minimally invasive techniques to perform tumor ablation procedures.Cryosurgery is one of these techniques and works by decompressing very rapidly the argon gas through a needle-like probe. It is hard for the surgeons to imagine final results and plan the surgery in advance in a complicated anatomical environment. Over-ablation or under ablation may result in complications during the treatment. So, due to a crucial need for having such a planning tool, in this thesis we focused on an automated pre-surgical planning for cryosurgery with goals to support the physician by utilizing a more realistic prediction of ablation zones and proposing a needle placement setup with a close to minimum risk to the patient and an optimal coverage of the tumor by the iceball in an acceptable time for the use in the operation room.
539

Predicting extreme losses in the South African equity derivatives market

Lourens, Karina 11 June 2014 (has links)
M.Com. (Financial Economics) / This study investigates the best measure of extreme losses in the South African equity derivatives market, and applies this to estimate the size of a default fund for Safcom, the central counterparty (CCP) for exchange-traded derivatives in South Africa. The predictive abilities of historic simulation Value at Risk (VaR), Conditional VaR (CVaR), Extreme VaR (EVaR) calculated using a Generalised Extreme Value (GEV) distribution and stress testing are compared during historic periods of stress in this market. The iterative cumulative sum of squares (ICSS) algorithm of Inclan and Tiao (1994) is applied to identify significant and large, positive shifts in the volatility of returns, thus indicating the start of a stress period. The FTSE/JSE Top 40 Index Future (known as the ALSI future) is used as a proxy for this market. Two key periods of stress are identified, namely the 1997 Asian crisis and the 2008 global financial crisis. The maximum daily losses in the ALSI during these stress periods were observed on 28 October 1997 and 6 October 2008. For the VaR-based loss estimates, 2500 trading days’ returns up to 28 October 1997 and 2750 trading days’ returns up to 6 October 2008 is used. The study finds that Extreme VaR predicts extreme losses during these two historic periods of stress the most accurately and is consequently applied to the quantification of a default fund for Safcom, using 2500 daily returns from 5 June 2003 to 31 May 2013. The EVaR-based estimation of a default fund shows that the current Safcom default fund is sufficient to provide for market losses equivalent to what was suffered during the 2008 global financial crisis, but not sufficient for the magnitude of losses suffered during the 1997 Asian crisis.
540

Correlation attacks on stream ciphers using convolutional codes

Bruwer, Christian S 24 January 2006 (has links)
This dissertation investigates four methods for attacking stream ciphers that are based on nonlinear combining generators: -- Two exhaustive-search correlation attacks, based on the binary derivative and the Lempel-Ziv complexity measure. -- A fast-correlation attack utilizing the Viterbi algorithm -- A decimation attack, that can be combined with any of the above three attacks. These are ciphertext-only attacks that exploit the correlation that occurs between the ciphertext and an internal linear feedback shift-register (LFSR) of a stream cipher. This leads to a so-called divide and conquer attack that is able to reconstruct the secret initial states of all the internal LFSRs within the stream cipher. The binary derivative attack and the Lempel-Ziv attack apply an exhaustive search to find the secret key that is used to initialize the LFSRs. The binary derivative and the Lempel-Ziv complexity measures are used to discriminate between correct and incorrect solutions, in order to identify the secret key. Both attacks are ideal for implementation on parallel processors. Experimental results show that the Lempel-Ziv correlation attack gives successful results for correlation levels of p = 0.482, requiring approximately 62000 ciphertext bits. And the binary derivative attack is successful for correlation levels of p = 0.47, using approximately 24500 ciphertext bits. The fast-correlation attack, utilizing the Viterbi algorithm, applies principles from convolutional coding theory, to identify an embedded low-rate convolutional code in the pn-sequence that is generated by an internal LFSR. The embedded convolutional code can then be decoded with a low complexity Viterbi algorithm. The algorithm operates in two phases: In the first phase a set of suitable parity check equations is found, based on the feedback taps of the LFSR, which has to be done once only once for a targeted system. In the second phase these parity check equations are utilized in a Viterbi decoding algorithm to recover the transmitted pn-sequence, thereby obtaining the secret initial state of the LFSR. Simulation results for a 19-bit LFSR show that this attack can recover the secret key for correlation levels of p = 0.485, requiring an average of only 153,448 ciphertext bits. All three attacks investigated in this dissertation are capable of attacking LFSRs with a length of approximately 40 bits. However, these attacks can be extended to attack much longer LFSRs by making use of a decimation attack. The decimation attack is able to reduce (decimate) the size of a targeted LFSR, and can be combined with any of the three above correlation attacks, to attack LFSRs with a length much longer than 40 bits. / Dissertation (MEng (Electronic Engineering))--University of Pretoria, 2007. / Electrical, Electronic and Computer Engineering / unrestricted

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