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No. of bitstreams: 2 Dissertação - Pollyana de Macedo Villela - 2016.pdf: 2015835 bytes, checksum: e40ac521ac296bbe606456e4321003a2 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2016-10-31 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / The process of modernisation in Goiás has intensified since the 1970 with the State’s strong intervention and the adoption of a highly technological package spread around the world. With the highly subsidized rural credits, economic incentives and investments in infrastructure and transport, the region began to gain notoriety due to agricultural development. Thus, in the course of agricultural modernization process, realized several environmental impacts related to loss of biodiversity, degradation and contamination of soil, water and air resources. Also socioeconomic impacts were observed, such as the rural exodus, the decrease of the job offer in the country, deepening social inequalities, the uncontrolled growth of cities, the development of the economy and of the municipalities, among others. In this context, the present study seeks to understand what are the environmental and socioeconomic impacts more significantly related to the expansion of the agricultural frontier in Goiás and at what level these impacts can be correlated. Therefore, at first, were selected twelve variables, as well as created two indexes that reflect the environmental impacts by using the factor analysis. The first index was called the Index of Livestock and Soil Degradation Impact. The second, in turn, was set to Index of Agriculture and Land Use Impact. The cities with the highest factorials scores for both indexes were: Nova Crixás, São Miguel do Araguaia, Caiapônia, Mineiros, Jataí and Rio Verde. From these data,it was possible to calculate the simple linear correlation analysis. So, the lack of correlation between the Index of Livestock and Soil Degradation Impact and Modernisation Index, i.e. not identified any linear correlation between these two indices. It appeared, therefore, that the environmental impact occurs regardless of whether the region is well upgraded or not. By correlating the same environmental impact index with the Index of Performance of Municipalities, which reflect the socio-economic dimension, it was noticed that there was a correlation, but with low intensity (r = 0.293). Thus, regions with good municipal performance impacted more the environment. Finally, by correlating the Modernization Index with the Index of Performance, also found a low correlation (r = 0.262). In this way, the counties that received more investments in technology, they developed their agricultural economy and stood out economically were those who showed greater socioeconomic / O processo de modernização da agropecuária em Goiás intensificou-se a partir da década de 1970 com a forte intervenção do Estado e a adoção de um pacote tecnológico altamente disseminado pelo mundo. Com os créditos rurais altamente subsidiados, incentivos econômicos e investimentos em estrutura e transportes, a região passou a ganhar notoriedade em razão do desenvolvimento agrícola. Ao longo desse processo, perceberam-se diversos impactos ambientais relacionados à perda da biodiversidade, à degradação e à contaminação do solo, dos recursos hídricos e do ar. Também se observaram impactos socioeconômicos, tais como o êxodo rural, a diminuição da oferta de emprego no campo, o aprofundamento das desigualdades sociais, o crescimento descontrolado das cidades, o desenvolvimento da economia e dos municípios, dentre outros. Nesse contexto, o presente trabalho procura entender quais são os impactos ambientais e socioeconômicos mais significativamente relacionados com a expansão da Fronteira Agrícola em Goiás. Para tanto, em um primeiro momento, foram selecionadas doze variáveis, assim como criados dois índices que refletem os impactos ambientais, por meio da Análise Fatorial. O primeiro índice foi denominado Índice de Impacto da Pecuária e Degradação do Solo. O segundo, por sua vez, foi definido como Índice de Impacto da Agricultura e Uso do Solo. Os municípios com maiores scores fatoriais para ambos os índices foram: Nova Crixás, São Miguel do Araguaia, Caiapônia, Mineiros, Jataí e Rio Verde. A partir desses dados, realizaram-se as análises de correlação linear simples. Assim, constatou-se a inexistência de correlação entre o Índice de Impacto da Pecuária e Degradação do Solo e o Índice de Modernização, ou seja, não se identificou nenhuma correlação linear entre esses dois índices. Verificou-se, portanto, que o impacto ambiental ocorre independentemente do fato de a região ser bem modernizada ou não. Ao correlacionar o mesmo índice de impacto ambiental com o Índice de Desempenho dos municípios, que refletem a dimensão socioeconômica, percebeu-se que existia uma correlação, porém baixa (r = 0,293). Assim, regiões com bom desempenho municipal impactavam mais o meio ambiente. Por fim, ao correlacionar o Índice de Modernização com o Índice de Desempenho, constatou-se também uma baixa correlação (r = 0,262). Dessa forma, os municípios que mais receberam investimentos tecnológicos, desenvolveram sua economia agrícola e se destacaram economicamente foram os que apresentaram maiores impactos socioeconômicos. Nessa perspectiva, percebe-se um trade off em que, por um lado, a Modernização agrícola que gera crescimento econômico, renda, melhorias estruturais e desenvolvimento não impede, por outro, a geração de impactos ambientais significativos para o cerrado.

O objetivo do presente trabalho foi estudar a influência do uso da somatotropina bovina (bST) sobre a produção de leite e a avaliação genética de bovinos da raça Holandesa. Para análise foram utilizados dados referentes a 474 touros e observações referentes a 3341 lactações de 1271 vacas, provenientes da Agropecuária Agrindus - S.A no estado de São Paulo no período de 1999 a 2003. Análise de variância (método dos quadrados mínimos) foi realizada pelo procedimento GLM do SAS® (2003), visando identificar o efeito da classe de aplicação do bST sobre a produção de leite aos 305 dias de lactação (PL305). Os valores genéticos preditos dos touros (PBV), componentes de variância e herdabilidade para a característica PL305 foram estimados utilizando-se um modelo animal a partir de duas análises; na primeira incluiu-se o efeito do bST como fixo e na segunda o referido efeito foi ignorado. Foram calculadas correlações de Spearman entre PBV dos touros para quatro conjuntos de touros avaliados: a) todos os touros; b) os melhores 20%; c) os melhores 10% e d) os melhores 5%. As médias da PL305 para as classes de bST foram 9175,11kg - sem bST, 9530,94kg - de 11 a 20 aplicações, 10150,57kg - de 21 a 30 aplicações e 11089,89 Kg de 31 a 59 aplicações. As herdabilidades foram respectivamente de 0,26±0,00 e 0,23±0,00 para as duas análises e as correlações entre os valores genéticos preditos para os conjuntos de touros a, b, c e d foram, respectivamente, 0,9484, 0,9829, 0,9752 e 0,8974. A análise de variância demonstrou as médias de PL305 aumentaram significativamente (P<0,0001), com o aumento do número de aplicações do bST. Os coeficientes de herdabilidade, embora relativamente baixos, indicam possível ganho genético, por meio de seleção, para produção de leite. As altas correlações de Spearman entre os valores genéticos dos touros, considerando-se ou não o uso do bST no modelo, indicam que o uso desta tecnologia não interfere na classificação dos touros avaliados geneticamente. / The aim of this study was to investigate the influence of the use of the bovine somatotropin (bST) on the milk production and the bovine genetic evaluation of Holstein cattle. Data regarding 474 bulls and observation concerning 3341 lactations of 1271 cows from the Agrindus Agriculture and Cattle Raising S.A. in the state of São Paulo, Brazil, between 1999 and 2003 were used for the analysis. The variance analysis (the minimum square method) was performed by the GLM procedure of the SAS® (2003) for identify the effects of the application class of the bST on the milk production at 305 days of lactation (PL305). For the bulls, the predicted breeding values (PBV), variance components and heritability for the PL305 characteristic were estimated using an animal model from two analyses; in the first, the bST was considered as fixed effect and in the second, the effect of bST was ignored. Spearman correlations between PBV for four sets of evaluated bulls were calculated: a) all bulls; b) the best 20%; c) the best 10% and d) the best 5%. The PL305 averages for the bST classes were 9175.11kg without bST; 9530.94kg from 11 to 20 applications; 10150.57kg from 21 to 30 applications; and 11089.89kg from 31 to 59 applications. The heritabilities were 0.26±0.00 and 0.23±0.00 respectively for both analyses and the correlations between the PBV for a, b, c, and d bull sets were, respectively, 0.9484, 0.9829, 0.9752 and 0.8974. The variance analysis demonstrated that the PL305 averages increased significantly (P<0.0001) with the increase of number of bST applications. The heritability coefficients, although relatively low, indicate a possible genetic gain, by selection, for milk production. The Spearman high correlations between the PBV of bulls, considering or not the bST use in the model, indicate that the use of this technology does not interfere in the genetically evaluated bulls classification.

Orientadores: Marcos Cesar de Oliveira, Silvio Antonio Sachetto Vitiello / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Física Gleb Wataghin / Made available in DSpace on 2018-08-22T14:05:32Z (GMT). No. of bitstreams: 1 CarrilloLozada_Alejandro_M.pdf: 43030851 bytes, checksum: 63a4000c6fbaa12db70efa1fc8fa2a1b (MD5) Previous issue date: 2013 / Resumo: O campo magnético da Terra é essencial na orientação de pássaros migratórios. A explicação mais promissora para esta orientação utiliza o mecanismo de pares ra-dicais (PR) criados em uma reação foto-estimulada, a qual é conjecturada ocorrer em fotorreceptores criptocromo. Esta última conjectura foi particularmente reforçada recentemente pela evidência de sensibilidade magnética do criptocromo humano. Os radicais devem ter uma anisotropia intrínseca, a fim de definir um quadro de referência para esse tipo de bússola. Esta anisotropia, quando introduzida através de interação hiperfinas, impõe imobilidade ao RP formado dentro do olho do pássaro, e implica na preservação do emaranhamento entre os elétrons desemparelhados do PR por tempos longos (de centenas de microssegundos). Consequentemente, os tempos de coerência são também longos, mesmo que o papel do emaranhamento na reação permaneça desconhecido. Mostra-se que esse tipo de anisotropia devido às interações hiperfinas não é necessário para o funcionamento da bússola. Pares radicais isotrópicos, isto é, moléculas que executam um movimento de rotação ou de difusão capaz de remover qualquer anisotropia no Hamiltoniano quando submetidos a um processo de decoerência rápida, são capazes de fornecer a anisotropia necessária para que a bússola funcione. O ambiente no qual o PR está imerso _e responsável pelo referencial da bússola, relaxando a hipótese de imobilidade. Isto expande significativamente a gama de aplicabilidade do mecanismo de PR fornecendo mais elementos para pesquisa experimental, quanto as moléculas candidatas não devem estar fixas na retina. Utilizando esta fonte externa de anisotropia, mostramos que o emara-nhamento não é necessário para o bom funcionamento da bússola dado que estados separáveis podem formar produtos anisotrópicos sob as condições apropriadas. Condições iniciais classicamente correlacionadas para o PR, ou em outras palavras, estados iniciais sem correlação quântica, podem fornecer uma outra fonte da anisotropia necessária para o bom funcionamento da bússola; dado que o estado inicial não _e um estado singleto (ou tripleto) perfeito entre os spins eletrônicos e portanto não _e um estado maximamente emaranhado, esta nova fonte de direção preferencial na criação dos produtos químicos ganha relevância / Abstract: Earth's magnetic field is essential for orientation of migratory birds. The most promising explanation for this orientation employs the photo-stimulated radical pair (RP) mechanism, conjectured to occur in cryptochrome photoreceptors. This last conjecture has been particularly reinforced recently by the evidence of magnetosensivity of human cryptochrome. The radicals must have an intrinsic anisotropy in order to define a reference frame for this kind of compass. This anisotropy, when introduced through hyperfine interactions, imposes immobility of the RP formed within the eye of the bird, and implies that entanglement between the unpaired electrons of the RP is preserved over long times of hundreds of microseconds; therefore the coherence times are longer, even if the role of entanglement in the reaction remains unknown. We show that this kind of anisotropy due to hyperfine interactions is not necessary for the proper functioning of the compass. Isotropic radical pairs, i.e., molecules performing diffusional or rotational motion able to average away any anisotropy in the hamiltonian, when subjected to a fast decoherence process, are able to provide the anisotropy required for the compass to work. The environment in which the RP is immersed is then responsible for the reference frame of the compass, relaxing the immobility assumption. This significantly expands the range of applicability of the RP mechanism providing more elements for experimental search, as the candidate molecules must not be fixed within the retina. Using this external source of anisotropy, we show that entanglement is not necessary for the proper working of the compass, given that separable states can form anisotropic yields under proper conditions. Classically correlated initial conditions for the RP, or in other words, initial states without quantum correlations, can provide another source of the required anisotropy for the proper working of the compass; given that the initial state is not a perfect singlet (or triplet) state between the electronic spins and therefore is not a maximally entangled state, this new source of preferred direction in the creation of the chemical products gains relevance / Mestrado / Física / Mestre em Física

Orientador: Carola Dobrigkeit Chinellato / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Física Gleb Wataghin / Made available in DSpace on 2018-08-22T13:08:19Z (GMT). No. of bitstreams: 1 Castilho_CamileMendes_M.pdf: 4872331 bytes, checksum: 59af4c2607b071fd467957e83946bcf8 (MD5) Previous issue date: 2013 / Resumo: Duas questões importantes no estudo da física de raios cósmicos são quais são as fontes astrofísicas dessas partículas e como é o campo magnético por elas atravessado. O Observatório Pierre Auger, localizado na província de Mendoza, na Argentina, é um experimento que tem como objetivo estudar raios cósmicos de altas energias (superior a 1 EeV). Entre os objetivos do observatório, está buscar possíveis fontes desses raios cósmicos e estudar o campo magnético por eles atravessado. Considerando que partículas ultra-energéticas sofrem deflexões em campos magnéticos que são inversamente proporcionais _as suas energias, espera-se que aquelas provenientes de uma mesma fonte cheguem á Terra com suas direções alinhadas sobre a esfera celeste e com desvios angulares satisfazendo essa dependência com a energia. Um grupo de raios cósmicos com suas direções e energias satisfazendo essas características é chamado de multipleto. Nesta dissertação, foram analisados 2196 raios cósmicos com energias acima de 20 EeV, detectados pelo Observatório Pierre Auger entre 1o de janeiro de 2004 e 22 de novembro de 2012, a _m de realizar uma busca por multipletos. Para encontrar estes multipletos, foi utilizado o Método da _Arvore de Extensão Mínima. Este método é utilizado para separar o conjunto de raios cósmicos em subconjuntos. Uma vez encontrados esses subconjuntos, foi verificado se as direções dos raios cósmicos do subconjunto satisfazem a correlação esperada entre as suas direções e os inversos de suas energias. Para isso foi calculado o coeficiente de correlação e a dispersão angular nas coordenadas dos raios cósmicos de cada subconjunto em um plano tangente _a esfera celeste no ponto correspondente _a direção média. Se o coeficiente de correlação for superior a um valor mínimo e a dispersão angular for menor do que um valor máximo pré-estabelecidos, o multipleto em questão é considerado um multipleto correlacionado. Após identificarmos estes multipletos, foi possível encontrar as posições das possíveis fontes dos raios cósmicos que o compõem e obter informação sobre o poder de deflexão do campo magnético por eles atravessado nas direções das respectivas fontes. Para o período em questão foram encontrados três multipletos correlacionados com um número de eventos igual ou superior a doze. Para estes três multipletos foram procuradas posições de possíveis fontes. Realizando uma comparação entre as posições encontradas e um catalogo de objetos astrofísicos, foram encontrados objetos próximos ás direções das fontes encontradas / Abstract: Two important questions in the study of ultra-high-energy cosmic rays are related to the astrophysical sources of these particles and the characteristics of the magnetic field they have traversed in their way from the sources to Earth. The Pierre Auger Observatory was designed and built in Argentina in order to address these and other questions about ultra-high energy cosmic rays. Its design goals included being able to measure ultra-high energy cosmic rays (above 1 EeV) with unprecedented statistics. Considering that the trajectories of ultra-high energy particles are defected by the magnetic fields traversed and that the defection is inversely proportional to their energies, it can be expected that particles having different energies and coming from a single source will arrive at Earth with their directions aligned on the celestial sphere and with angular deviations satisfying that dependence with the energy. A group of cosmic rays with their directions and energies satisfying those characteristics is called a multiplet. In this work, we search for multiplets in a data sample of 2196 cosmic rays with energies above 20 EeV recorded by the Pierre Auger Observatory between 1st January 2004 and 22nd November 2012. We applied the method of the minimum spanning tree to separate the whole data set into subsets and then analyzed the subsets, checking whether the directions of the cosmic rays in each subset satisfy the expected correlation with the inverse of their energies. After identifying multiplets which satisfy the correlation, it is possible to find theposition of the sources of the cosmic rays and estimate the defection power of the magnetic field these particles must have traversed in the corresponding directions of the sources. In the period covered by our analysis we have found three multiplets with twelve or more events. For each multiplet we have found the direction of the possible source and the defection power of the magnetic field and looked for nearby astrophysical objects in a catalog / Mestrado / Física / Mestra em Física

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs. / Doctorat en Sciences économiques et de gestion / info:eu-repo/semantics/nonPublished

Light entering the eye is transformed by the retina into electrical signals. Extensive processing takes place in the retina before these signals are transmitted to the brain. Beginning in the outer retina, light-evoked electrical signals are distributed into parallel pathways specialized for different visual tasks, such as the detection of dark vs. bright ambient light, the onset or offset of light, and the direction of stimulus motion. Pathway diversity is a consequence of cell type diversity, differential cell connectivity, synapse organization, receptor expression, or any combination thereof. Cell connectivity itself can be accomplished through excitatory or inhibitory chemical synapses, or electrical coupling via gap junctions. Gap junctions are further specialized based on the expression of different connexin subunit isoforms. In aggregate, this diversity gives rise to ganglion cells with highly specialized functions, including ON and/or OFF responses, contrast-tuning and direction-selectivity (DS). The directionally-selective circuit, a circuit specialized for the encoding of stimulus motion, makes use of many of these circuit specializations. Bipolar cells, in response to glutamate release from cone photoreceptors, provide highly-sensitive glutamatergic input to amacrine cells and DS ganglion cells (DSGCs) in this circuit, while amacrine cells provide cholinergic and directionally-tuned GABAergic input to DSGCs. One population of DSGCs also transmit signals laterally to one another via gap junctions. Thus numerous specializations in bipolar cells, amacrine cells and ganglion cells endow DSGCs with their unique encoding abilities. In Chapters 2 and 3 of this dissertation I focus on synchronized firing between gap junction-coupled DSGCs. sDSGCs exhibit fine-scale correlations, with action potentials in an sDSGC more likely within ~2ms of action potential firing in a coupled neighbour. I first characterize electrical coupling of DSGCs through the identification of the molecular composition of DSGC gap junctions (Chapter 2). Physiological and immunohistochemical methods allowed me to demonstrate an important role for connexin 36 subunits in DSGC electrical coupling. Next (Chapter 3) I investigate the sub-cellular mechanisms underlying neuronal correlations between electrically coupled DSGCs. Using paired recordings, I show that chemical input (from bipolar cells and amacrine cells), electrical input (from gap junctions), and Na+ channel activity in DSGC dendrites underlie the generation of correlated spiking activity. While a common feature of electrically coupled networks, the mechanisms underlying correlations were previously unclear. In Chapter 4 I focus on the mechanisms within the DS circuit that endow these neurons with impressive sensitivity to stimulus contrast. Using physiological and pharmacological methods I first assess the relative contrast sensitivity of ganglion cells and starburst amacrine cells (SACs) in the DS circuit. The sensitivity of DSGC and SAC excitatory currents to antagonists of Na+ channels suggests an important role for these channels in amplifying low contrast responses and other weak inputs to the circuit. This role is later attributed to the differential expression of voltage-gated Na+ channels in specific bipolar cell populations. In aggregate, this dissertation describes several novel circuit mechanisms within the well-studied DS circuit. I also provide specific roles for such specializations in visual coding. / Graduate

Ce travail a pour objectif l’étude du tourbillon conique engendré à partir d’une maquette générique représentant un montant de baie de véhicule automobile. Cette structure tourbillonnaire est responsable de fortes fluctuations sur les vitres latérales et génère du bruit dans l’habitacle. Ces véhicules étant soumis à des vents turbulents, la sensibilité de la dynamique de cette structure tourbillonnaire à une turbulence amont a été étudiée, en plaçant une grille à l’entrée de la veine d’essais de la soufflerie.Les propriétés spatiales et temporelles des champs de vitesse et de pression pariétale ont été étudiées en associant simultanément la mesure de la vitesse par Stéréo-PIV haute fréquence à la mesure de pression pariétale fluctuante par capteurs déportés. Nous avons montré qu’un niveau modéré de turbulence amont (intensité : 6%) se traduit par une modification très importante de la dynamique du tourbillon et de la pression pariétale fluctuante associée. Notre conjecture est qu’en l’absence de turbulence externe, la contribution principale au Cp’ est liée à l’empreinte du coeur tourbillonnaire et du décollement secondaire induit. Au contraire, en présence de turbulence amont, la forte augmentation du Cp’ semble associée à une réponse globale de la structure tourbillonnaire.L’étude de la dynamique spatio-temporelle à partir des corrélations pression-vitesse a permis de mettre en évidence le couplage fort existant entre la dynamique de la nappe cisaillée et celle du coeur de la structure tourbillonnaire. Il existe ainsi une modulation de la fréquence de battement de la structure pilotée par la géométrie de la maquette et par les caractéristiques de la turbulence amont (intensité et échelle intégrale). / This work aims to study conical vortices generated from a generic model representing the A-pillar of an automotive vehicle. This vortex structure is responsible of strong fluctuations on the side window and generates noise in the cabin. As these vehicles are subjected to the turbulent wind, the sensitivity of vortex structure dynamics to an upstream turbulence was studied by adding a grid at the test section entrance of the wind tunnel.The spatial and temporal properties of the velocity fields and the wall pressure were studied by simultaneously combining High Speed Stereo-PIV and wall fluctuating pressure measurements with distant sensors. It is shown that a moderate level of upstream turbulence (6% of intensity) results in a very significant change of the vortex dynamics and the associated wall fluctuating pressure. Our assumption is that in the absence of external turbulence, the main Cp’ contributionis linked to the footprint of the vortex core and of the induced secondary separation. On the contrary, in the presence of upstream turbulence, the strong increase of Cp’ seems to be associated with a global response of the vortex structure. The study of the spatio-temporal dynamics withpressure-velocity correlations allowed highlighting the strong coupling between the dynamics ofthe shear layer and of the core of the vortex structure. Thus, there is a modulation of the flapping frequency of the vortex controlled by the geometry of the model and by the characteristics ofthe upstream turbulence (intensity and integral length scale).

La complexité des marchés financiers et la recrudescence des crises particulièrement sévères contribuent à l'évolution et à la remise en cause de modèles économétriques dits standards dans l'explication et la prévision des dynamiques financières. L'alerte donnée conjointement par les responsables prudentiels et les chercheurs vise à encourager le développement de modèles plus complexes, non linéaires et largement inspirés d'autres disciplines. Nous soutenons dans cette thèse l'idée qu'une approche chaos-stochastique des chroniques financières est susceptible de conduire à de meilleurs résultats. La pertinence de cette association est évaluée pour le risque de marché dans deux cadres d'analyse distincts. Nous montrons tout l'intérêt d'une synthèse des modèles chaotiques et des spécifications GARCH avec ou sans changements de régimes markoviens (MRS) pour la modélisation et la prévision de la Value-at-Risk des indices boursiers de la zone euro. Il ressort de cette étude de meilleurs résultats des modèles chaos-stochastiques et dans le cas des spécifications MRS-GARCH, une meilleure adéquation du modèle chaotique de Lasota(1977) pour les indices de l'Europe du Sud, particulièrement plus volatiles que ceux de l'Europe du Nord pour lesquels nous recommandons le modèle de Mackey-Glass(1977). Cette combinaison permet, dans un cadre bivarié, de mieux appréhender les liens qui existent entre les différentes places boursières de la zone euro. Nous introduisons deux nouvelles spécifications qui intègrent les problématiques liées aux ruptures de corrélations : la première permet de distinguer, par une analyse en sous-périodes, les relations d'interdépendance par rapport aux phénomènes de contagion et la seconde propose, dans un cadre unifié, d'intégrer les ruptures de corrélations. Cette double analyse met en évidence le rôle moteur du couple d'indices franco-allemand, l'existence de deux sphères distinctes constituées d'une part par les indices de l'Europe du Nord et d'autre part par les pays de l'Europe du Sud et l'intensification de certaines relations entre indices suite à la crise des dettes souveraines. Nous constatons et insistons sur la pertinence d'un modèle chaotique en moyenne pour rendre compte d'une part de la volatilité attribuée, à tort, aux effets GARCH. / The complexity of financial markets and the resurgence of severe crises contribute to the skepticism and evolution of standard econometric models in the explanation and prediction of financial time series. The warning given jointly by prudential authorities and researchers aims to encourage the development of nonlinear and more complex models inspired by other disciplines. I argue in this thesis that a chaos-stochastic approach of financial dynamics is likely to lead to better results. The relevance of this association is evaluated for market risk in two distinct analytical frameworks. I show the improvements given by a synthesis of chaotic models and GARCH specifications with or without Markov Regime Switching (MRS) for modelling and predicting the Value-at-Risk of 7 mains index of Monetary and Economic Union. It appears, from this study, better results from chaos-stochastic models. In the case of the MRS-GARCH specifications, I find more adequacy of the chaotic model of Lasota (1977) for the indices of Southern Europe, which are especially more volatile than those of Northern Europe for which I recommend the model of Mackey-Glass (1977). This combination allows, in a bivariate framework, to provide information on the relationship between these different indices. I introduce two new specifications that integrate issues related to correlation breakdowns. The first distinguishes, by a sub-periods analysis, the relations of interdependence of contagious relationships. Meanwhile, the second provides, in a unified framework, an integration of correlations breakdowns. These two analyses imply It appears from this double analysis the leading role of the Franco-German duo, the existence of two distinct spheres formed in a part by the Northern European indices and in another part by countries of the Southern Europe, and the intensification of relations between some indices following the sovereign debt crisis. Finally, these results support the relevance of a chaotic model which may account for some volatilities that are, wrongly, attributed to GARCH effects.

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Introduction : Les rétinopathies pigmentaires (RP) sont caractérisées par une grande hétérogénéité clinique et génétique rendant difficile la fiabilité du pronostic évolutif. Les nouvelles techniques d’évaluation laissent envisager la découverte de nouveaux marqueurs prédictifs palliant à ce problème. Matériel et méthode : Les patients sont majeurs et atteints de RP type bâtonnets-cônes. Le projet de thèse comprend l’étude de la qualité de vie (QDV), l’identification de nouveaux marqueurs prédictifs et l’examination du traitement par optogénétique. Résultats : 1) Un diamètre du champ visuel inférieur à 20° et une acuité visuelle inférieure à 0.3 représentent un seuil fonctionnel de dégradation de la QDV et de l’état émotionnel du patient. 2) L’intérêt des examens ophtalmologiques varie selon le stade de progression de la maladie. L’OCT est un examen révélé important à chaque stade de la RP. Le fond d’œil autofluorescent n’est pertinent que lorsqu’un anneau hyper-autofluorescent (HAF) est présent. 3) L’Optique Adaptative (OA), un potentiel nouveau marqueur innovant mais non-standardisé, révèle une diminution de la densité en cônes dans toutes les zones de l’anneau HAF. 4) Le traitement par optogénétique ne peut être proposé qu’à une minorité de patients avec une RP avancée ayant encore des cônes résiduels centraux. Conclusion : Les examens de suivi anatomo-fonctionnels à préconiser varient selon l’évolution de la RP. L’OA fournit de riches espoirs pour le suivi des patients RP par la visualisation des structures fines de la rétine. Les données de QDV et d’état émotionnel, sont indispensables pour mieux appréhender la maladie et avérer de l’efficacité d’un traitement. / Introduction: Retinitis pigmentosa (RP) are characterized by a great clinical and genetic heterogeneity making difficult any reliable evolutionary prognosis. New assessment techniques presage discovering new predictive markers overcoming this problem. Materials and Methods: RP patients are over 18 years old and have been diagnosed with rod-cone dystrophy. This thesis studies the impacts on quality of life (QOL), new predictive markers and optogenetics treatments. Results: 1) A diameter of less than 20° visual fields combined with a visual acuity of less than 0.3 set a functional level of degradation of QOL. 2) The benefits of ophthalmic examinations at follow-up RPs vary with stages of the disease. However the OCT exam has been proven beneficial throughout all PR stages; the autofluorescent funduscopy is only relevant when a hyper-autofluorescent (HAF) ring is present in the retina. 3) Adaptive Optics (AO), a new innovative marker not yet standardized, reveals a decrease in the cones density in all areas of the HAF ring. 4) Optogenetics treatments, based on a neuromodulation method, can only be offered to a minority of patients with advanced RP still having central residual cones. Conclusion: The anatomical and functional follow-up examinations to advocate to RP patients vary according to the stages of RP. OA provides rich hopes for monitoring RP patients by viewing the fine structures of the retina. Besides, data on QOL and emotional states are essential to better understand the RP disease and prove the effectiveness of a treatment.