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Etude des modèles non dominés en mathématiques financières / Study of non dominated model in financial mathematicsKervarec, Magali 09 December 2008 (has links)
Dans cette thèse, nous cherchons à introduire un cadre d’étude des problèmes de mathématiques financières qui prennent en compte l’incertitude du modèle. Cette incertitude sera spécifiée par une famille de probabilités martingales qui n’est pas, à priori, supposée dominée (c’est-à-dire que ces mesures ne sont pas équivalentes à une probabilité de référence, ni même absolument continues). La première partie est consacrée à la présentation du cadre d’étude et de ses propriétés. La seconde partie traite de l’étude du problème de maximisation de l’utilité de la valeur terminale d’un portefeuille, en considérant ce cadre d’étude. La troisième et la quatrième partie sont dédiées à la définition et aux propriétés des mesures de risque dans notre cadre. Finalement, nous concluons ce travail en proposant un cadre d’étude dynamique pour introduire des mesures de risque dynamiques. / In this thesis, the intent is to introduce a framework in order to study problems of financial mathematics, which take into account the model uncertainty. The model uncertainty is speci?ed by a very general set of martingale laws, which represents all the possible laws of the underlying assets. This set is not supposed « a priori » dominated, meaning the laws are not necessarily equivalent or absolutely continuous with respect to a reference probability. First section deals with framework presentation and its related properties. The second one studies the problem of maximizing utility of ?nal wealth in our framework. Third and fourth section are about definition and properties of risk measures derivated from our framework. Eventually, we conclude the thesis by introducing a dynamic framework to define dynamic risk measures.
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Chromaphilia in dementia : Psychological factors contributing to colour influence in diagnostic testsGrewal, B. S. January 1986 (has links)
No description available.
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Sedimentology, Ichnology and Stratigraphy of the Clearwater Formation, Cold Lake, AlbertaCurrie, Carolyn Frances Unknown Date
No description available.
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Leading Edge Flow Structure of a Dynamically Pitching NACA 0012 AirfoilPruski, Brandon 14 March 2013 (has links)
The leading edge flow structure of the NACA 0012 airfoil is experimentally investigated under dynamic stall conditions (M = 0.1; α = 16.7◦, 22.4◦; Rec = 1× 10^6) using planar particle image velocimetry. The airfoil was dynamically pitched about the 1/4 chord at a reduced frequency, k = 0.1. As expected, on the upstroke the flow remains attached in the leading edge region above the static stall angle, whereas during downstroke, the flow remains separated below the static stall angle. A phase averaging procedure involving triple velocity decomposition in combination with the Hilbert transform enables the entire dynamic stall process to be visualized in phase space, with the added benefit of the complete phase space composed of numerous wing oscillations. The formation and complex evolution of the leading edge vortex is observed. This vortex is seen to grow, interact with surrounding vorticity, detach from the surface, and convect downstream. A statistical analysis coupled with instantaneous realizations results in the modification of the classical dynamic stall conceptual model, specifically related to the dynamics of the leading edge vortex.
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A Study of Sedge-Dominated Areas in the Uinta MountainsBriggs, George Murchie 01 May 1978 (has links)
Twenty- six sedge-dominated sites in the Uinta Mountains of northeastern Utah were studied. These sites could be placed into two categories, wetland sites (those with water-saturated soils) and alpine tundra sites.
The alpine sites had above-ground standing crops between 37 and 206 g/m2 • The soils were sandy and low in nutrients. Indirect gradient analysis of the alpine sites showed a relationship between soil stability and vegetation. No other factors were found to be related to overall vegetation patterns.
The wetland sites were dominated by different Carex species than the alpine sites. These wetlands were often patches of monotypic stands. Above- ground standing crop values ranged from 28 360 g/m2 and were strongly dependent upon the stagnation of the water on the site.
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Factors that Influence a Woman's Choice to Remain in or to Leave a Male-dominated MajorCatron, Gail Satterfield 10 December 1997 (has links)
Grounded theory methods of Strauss and Corbin (1990) and multidimensional scaling techniques (Kruskal & Wish, 1991) were used in this investigation to study the factors that influence a woman's choice to remain in or to leave a male-dominated major (Zuckerman, 1981). Focus group interviews were conducted with 62 sophomore women who had originally chosen male-dominated majors as freshmen to gain insight into the meanings and motivations of the student decisions. The participants responded to a 25-item survey which yielded a-three dimension solution with five clusters in the multidimensional scaling analysis.
Five themes emerged from the focus groups as factors influencing a woman's choice to remain in or to leave a male-dominated major: (a) self confidence and refuse to lose attitude; (b) interest in the field; (c) career goals, jobs, and money; (d) ability and experience in the field; and (e) the desire to make a difference. The three dimensions were (a) time of experience, (b) motivation, and (c) career rewards. The five clusters were: (a) pre-college experiences, (b) college experiences, (c) career rewards, (d) self-confidence, and (e) self-fulfillment.
The findings are consistent with current literature; however, the use of the multidimensional procedure goes further and helps to explain some of the motivations of the students and challenges some of the beliefs that persons in the practice of student affairs profess about woman and chilly climate. The study extends knowledge about how women deal with their chilly environment. / Ph. D.
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"Vi kvinnor får vara med, under förutsättningen att vi beter oss som männen" : En kvalitativ studie om kvinnliga chefers upplevelser av könsskapande inom den mansdominerade IT-branschenAsplund, Victoria, Fredriksson, Lind January 2017 (has links)
The aim of this study was to examine how our way of doing gender affect female managers in the male-dominated IT organizations and how the female managers handle the consequences they entail. The study is based on a qualitative research approach where we gathered empirical data through semi-structured interviews. In this study, six respondents with varying experiences of management role within the IT organizations participated. The results are analyzed with the help of previous research and the theoretical framework which included Pierre Bourdieu's theory masculine domination and the West and Zimmerman's theory doing gender. In our study, we concluded that female managers in the male-dominated IT organizations feel the need to adapt to a greater degree than their male counterparts. As a result of the contradictions that exist in the female gender norms versus the role expectations placed on managers, who have a male character, women need to downplay their femininity, including by adjusting their language.
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Quantitative Analyses of Perennial Atriplex-Dominated Vegetation of Southeastern UtahSingh, Teja 01 May 1967 (has links)
An Intensive study of the applicability of mathematical methodology to the ordination and classification of desert vegetation was undertaken during 1962, 1963 and 1964. The study area, forming part of the shad-scale zone vegetation and covering 13.5 square miles, is situated near Cisco in Grand County, southeastern Utah. Broad pediments originating from the nearby Book Cliffs are the main landform.
Geologically, the area was subjected to many cycles of erosion. The pediment and the quaternary remnants thin out with increasing distance from the Book Cliffs. The alluvial fan deposits are readily recognizable at three distinct levels. Mancos shale, a lead-gray Cretaceous shale of marine origin, forms the lower part of the Book Cliffs. The alluvial fan deposits are readily recognizable at three distinct levels. Mancos shale, a lead-gray Cretaceous shale of marine origin, forms the lower part of the Book Cliffs and of the pediments originating from it. The vegetation consists of widely-spaced species in which the dominant shrub species belong to the genus Atriplex. The soils have characteristics of Sierozem zonal soils (Aridisols), are often heterogeneous even within short distances and edaphic influences are strong.
In absence of any single over-riding factor, the erosion gradient provided the primary basis for the ordination of vegetation. The gradient is readily noticeable and is accompanied by edaphic and other micro-environmental changes. Four sub-divisions or segments can be easily distinguished. Each segment incorporates a degree of microenvironmental homogeneity and a distinct expression of vegetation in which the transition from the one to the next is usually abrupt. The dominant Atriplex species for each segment, I to IV, are Atriplex confertifolia, A. nuttallii gardneri, and A. Corrugata.
The data on canopy over and frequency were collected for each species. The analyses attempted embraced a wide range of quantitative techniques, namely grouping of species on peak CF (sum of relative canopy cover and relative frequency) value; analysis based on frequency x constancy index; association analysis (among species) using coefficient of interspecific association, chi-square, and their combination; derivation of homogeneous group of vegetation based on presence of single species showing positive association; association analysis and group study based on the use of correlation coefficient; multivariable approaches to the ordination of vegetation employing factor analysis preceded by partition of the sparse data matrix and the Q- and R-techniques of cluster analysis. Prevalent and modal species were also determined for each segment.
The study provided an excellent opportunity to compare and test the validity of results obtained from various analyses and also those that could be easily differentiated from inspection alone. The number and composition of groups derived showed considerable agreement in most cases, though slight variations were introduced inadvertently through subjective, and sometime inevitable, choice of qualitative and quantitative measures employed in particular analyses.
The quantitative approach, with an obvious advantage over the reconnaissance methods, provided a judgement on the significance of similarities and dissimilarities. It also made it possible to detect small differences which were more indicative of pattern, rather than a type, within vegetation area studies. The multivariate techniques of cluster analysis (Q- and R-analyses) illustrated superiority over other methods in that the cluster relations among various entities were readily discernable at all levels of affinity from the hierarchical dendrograms. On the other hand, the techniques utilizing statistical tests of significance necessitate preparing a new dendrogram every time a change is desired in the choice of probability level for testing hypotheses.
The analyses based on prevalent and modal species, and also those using peak values of CF and constancy x frequency indices, provided a quantitative measure of the habitat preference of component species. The quantitative approaches used in the study proved their usefulness and applicability, on the whole, to delimit accurate groups in the shadscale zone vegetation of Southeastern Utah. They also displayed a degree of flexibility, and sophistication, that may be needed in individual studies.
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Kvinnligt ledarskap i byggbranschen : Kvinnliga ledares egenskaperArrhenius, Linda, Kadunic, Esma January 2012 (has links)
Kvinnliga chefer sitter i en minoritetsställning eftersom det fortfarande är mest män som är chefer (Bohlin, 2006). Könsfördelningen i byggbranschen är 4 % för kvinnor och 96 % för män (SCB, 2010). Det finns starka skäl att tro att kvinnor inte har en plats i byggbranschen eftersom kvinnorna är ett andrahandsval. När det är högkonjunktur och brist på arbetskraft rekryteras kvinnor men annars anses byggyrkena för tunga, trots att fysisk styrka inte krävs inom vissa befattningar. Dessutom finns en manlig jargong som hindrar kvinnorna att komma in i branschen (Olofsson, 2000). Gary Yukl (2002) har identifierat och delat upp ledarskap i olika förhållningssätt, ett av dessa är egenskapsperspektivet som säger att en del människor är naturliga ledare och har särskilda egenskaper. Detta med fokus på ledarens personliga egenskaper. Litteraturen diskuterar kvinnliga ledarstilar men det finns inga studier som visar om män och kvinnor använder sina egenskaper på olika sätt trots deras olika socialisering (Isaac, Behar-Horenstein, Koro-Ljungberg, 2009). Eftersom det inte finns några studier om kvinnor och män använder sina egenskaper på olika sätt vill vi utreda vilka dessa är och hur de skiljer sig åt i ledarskapet. Trots alla hinder finns det kvinnor som lyckats och har ledarpositioner inom byggbranschen. Vi vill ta reda på vilka egenskaper dessa kvinnor har som ledare i en väldigt mansdominerad bransch. Vår frågeformulering för uppsatsen är: Vilka egenskaper präglas en kvinnas ledarskap i byggbransch av? Syftet med vår studie är att se hur kvinnliga ledare uppfattar kvinnligt ledarskap och deras egenskaper inom en mansdominerad bransch som byggbranschen. För att uppfylla vårt syfte har vi använt oss av en kvalitativ metod med deduktiv ansats. Fyra olika respondenter i byggbranschen har intervjuats där alla fyra var kvinnor i ledande positioner. Intervjufrågor som vi ställde var formulerade utefter vår teoretiska referensram. Det vi har kommit fram till genom vår studie är att det finns egenskaper som präglar en kvinnas ledarskap inom byggbranschen. Vi har även kommit fram till att det finns en del hinder och därför är det viktigt att vara anpassningsbar. Vårt bidrag med denna studie är att visa vilka egenskaper som kvinnor har, samt att vi vill visa att kvinnor har en plats som ledare i byggbranschen.
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Depositional systems and sequence stratigraphy of the M1 sandstone in Tarapoa, EcuadorYe, Yu 02 February 2015 (has links)
Campanian M1 Sandstone is one of the major prospective sandstone units in the Tarapoa field in Oriente Basin, Ecuador. The M1 Sandstone is always markedly sharp based, averages 25 m in thickness, shows upward increasing marine bioturbation and generally fines upward from coarse to very fine grained sandstone. In cores, the sandstones at base are amalgamated coarse to fine grained with prominent cross stratification (dm thick), sometimes clearly bi-directional and contains mud drapes. These suggest strong tidal or fluvial-tidal currents in estuary channels or delta distributary channels. The finer grained intervals in the middle are brackish-water intensely bioturbated and dominated by mud drapes, wavy and flaser bedding suggestive of intertidal flats. Associated overlying coals and coaly shales suggest supratidal conditions. The sandstones at top are cross stratified and contain mud drapes. These again suggest strong tidal or fluvial-tidal currents in estuary channels or delta distributary channels. The stacking pattern of facies in M1 Sandstone reveals the evolution of the M1 depositional system, as well as the sequence stratigraphy of M1 sandstone. The evolution includes four stages of deposition which indicates an initial sea level rise, a subsequent sea level fall, and another sea level rise. Lateral sand-mud heterogeneity exists in the study area, forming “shale barriers”, i.e. elongate shale-rich zones that are lateral barriers to hydrocarbon migration. They are interpreted to be abandoned tidal channels filled with muddy tidal flat deposits during the sea level fall. An alternative hypothesis was established to explain the stacking pattern of facies in M1 Sandstone. A tide-dominated delta with poor fluvial input experienced intense tidal erosion and produced a sharp base at the base of M1 Sandstone. Then subtidal sand bars, intertidal flats, and supratidal sediments were deposited in sequence during a continuous regression. The core and well logs in an extension of the study area in the northwest is interpreted as more distal open shelf deposits, beyond the mouth of the Tarapoa estuary system, where transgressive tidal shelf ridges were coeval with the Tarapoa estuary system. This interpretation allows us to predict the environment between the two areas as a transition zone between tide-dominated estuary and open shelf. / text
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