El Complejo Plutónico Illapel (CPI, 31°25’ – 32°30’S), que es parte del cinturón magmático del Cretácico Inferior en la Cordillera de la Costa, Chile central, exhibe una gran diversidad en litologías y una muy buena exposición. Enclaves máficos microgranulares (EMM) son particularmente abundantes en el CPI, estando focalizados especialmente en la zona sur, dentro de la Unidad Tonalítica Principal (UTP), donde presentan una alta frecuencia. Los EMM proveen importante información acerca del rol de los magmas máficos en la génesis y evolución de los granitoides calco–alcalinos. El objetivo de esta investigación es elaborar un modelo petrogenético para la formación y evolución de los EMM y, de esta forma, insertarlo dentro del contexto general de formación del CPI. Para esto se realizó un análisis estadístico de la distribución y relaciones morfológicas de los EMM, un estudio petrográfico y de química mineral, tanto de los EMM como de sus rocas de caja, y un estudio geotermobarométrico, de manera de establecer las condiciones de presión y temperatura del emplazamiento del sistema granitoide – EMM. También se utilizó la información geocronológica, isotópica y datos AMS, obtenidos previamente a este trabajo. El estudio estadístico se basó en diferentes características de los EMM, enumeradas a continuación: color, dimensiones, morfología, textura, tamaño de grano, orientación, naturaleza de los contactos con la roca de caja y presencia o ausencia de bordes de reacción. La mayoría de los EMM estudiados tienen formas redondeadas y elipsoidales, además generan bordes de reacción, tanto máficos como félsicos. Estos rasgos reflejan un contraste en viscosidad y reología entre los magmas involucrados en la formación de los EMM, y evidencian que, originalmente, estos cuerpos eran glóbulos de magma máfico que se enfriaron al contacto con un magma más frío y más félsico. Los datos de orientación obtenidos demuestran que los EMM se orientaron de acuerdo a un flujo vertical a subvertical. El estudio petrográfico permitió definir la UTP como un cuerpo compuesto principalmente de monzogranitos, granodioritas, cuarzo monzodioritas y, de forma subordinada, tonalitas de anfíbol y biotita. Los EMM por otra parte, estarían compuestos principalmente por dioritas y monzodioritas, con cuarzo monzodioritas y cuarzo dioritas subordinadas, todas de anfíbol y biotita. Los mismos minerales de la roca de caja están presentes en los EMM, sólo que en diferentes proporciones. Se tiene una notoria diferencia en el tamaño de grano, donde la roca de caja es predominantemente de grano medio, mientras que los EMM son de grano fino. Con respecto a los minerales máficos, se tiene un aumento considerable en los EMM, especialmente en las rocas dioríticas donde el aumento se da en anfíbolas, piroxenos, biotitas y opacos. Los contactos observados son generalmente abruptos, pero existen algunos donde la roca de caja se inyecta dentro del EMM. Es posible notar que los fenocristales de los EMM son muy similares a los minerales de la roca de caja y, por lo general, se tiene un borde de transición, donde minerales de la roca de caja traspasan al EMM y viceversa La química mineral evidencia que los feldespatos, anfíbolas, piroxenos y biotitas de los EMM y sus granitoides registran un rango de composiciones muy similares. El estudio de la química de las anfíbolas ayudó a dilucidar las condiciones de presión y temperatura cercana al solidus del magma. Se obtuvieron como resultados valores homogéneos entre EMM y granitoides, con una presión promedio de 1.7 ± 0.6 kbar, y un intervalo termal de 719,4 ± 75ºC. El emplazamiento del sistema ocurriría en niveles corticales someros. Valores de presión obtenidos para actinolitas están bajo 0,5 kbar. Estos datos, así como las evidencias texturales y petrográficas de las actinolitas, nos estarían indicando procesos de transformación subsolidus, posiblemente asociados a etapas de exhumación del CPI. Finalmente, gracias a todos los antecedentes expuestos, se propone un modelo de formación y evolución de los EMM de la UTP, correspondientes a una mezcla de magmas en niveles corticales profundos, y un ascenso posterior a través de estructuras tipo dique, donde los EMM sufrirían un rápido enfriamiento. Una vez en el lugar de emplazamiento, el sistema se orientaría de acuerdo a la estratigrafía del lugar, a manera de sill. Se propone finalmente que, durante el emplazamiento de la UTP, estaría ocurriendo paralelamente su exhumación.

El objetivo de esta tesis es modelar y predecir la volatilidad de las series financieras con modelos de volatilidad en tiempo discreto y continuo.En mi primer capítulo, intento modelar las principales características de las series financieras, como a persistencia y curtosis. Los modelos de volatilidad estocástica estimados son extensiones directas de los modelos de Gallant y Tauchen (2001), donde incluyo un elemento de retro-alimentación. Este elemento es de extrema importancia porque permite captar el hecho de que períodos de alta volatilidad están, en general, seguidos de periodos de gran volatilidad y viceversa. En este capítulo, como en toda la tesis, uso el método de estimación eficiente de momentos de Gallant y Tauchen (1996). De la estimación surgen dos modelos posibles de describir los datos, el modelo logarítmico con factor de volatilidad y retroalimentación y el modelo logarítmico con dos factores de volatilidad. Como no es posible elegir entre ellos basados en los tests efectuados en la fase de la estimación, tendremos que usar el método de reprogección para obtener mas herramientas de comparación. El modelo con un factor de volatilidad se comporta muy bien y es capaz de captar la "quiebra" de los mercados financieros de 1987.En el segundo capítulo, hago la evaluación del modelo con dos factores de volatilidad en términos de predicción y comparo esa predicción con las obtenidas con los modelos GARCH y ARFIMA. La evaluación de la predicción para los tres modelos es hecha con la ayuda del R2 de las regresiones individuales de la volatilidad "realizada" en una constante y en las predicciones. Los resultados empíricos indican un mejor comportamiento del modelo en tiempo continuo. Es más, los modelos GARCH y ARFIMA parecen tener problemas en seguir la marcha de la volatilidad "realizada". Finalmente, en el tercer capítulo hago una extensión del modelo de volatilidad estocástica de memoria larga de Harvey (2003). O sea, introduzco un factor de volatilidad de corto plazo. Este factor extra aumenta la curtosis y ayuda a captar la persistencia (que es captada con un proceso integrado fraccional, como en Harvey (1993)). Los resultados son probados y el modelo implementado empíricamente. / The purpose of my thesis is to model and forecast the volatility of the financial series of returns by using both continuous and discrete time stochastic volatility models.In my first chapter I try to fit the main characteristics of the financial series of returns such as: volatility persistence, volatility clustering and fat tails of the distribution of the returns.The estimated logarithmic stochastic volatility models are direct extensions of the Gallant and Tauchen's (2001) by including the feedback feature. This feature is of extreme importance because it allows to capture the low variability of the volatility factor when the factor is itself low (volatility clustering) and it also captures the increase in volatility persistence that occurs when there is an apparent change in the pattern of volatility at the very end of the sample. In this chapter, as well as in all the thesis, I use Efficient Method of Moments of Gallant and Tauchen (1996) as an estimation method. From the estimation step, two models come out, the logarithmic model with one factor of volatility and feedback (L1F) and the logarithmic model with two factors of volatility (L2). Since it is not possible to choose between them based on the diagnostics computed at the estimation step, I use the reprojection step to obtain more tools for comparing models. The L1F is able to reproject volatility quite well without even missing the crash of 1987.In the second chapter I fit the continuous time model with two factors of volatility of Gallant and Tauchen (2001) for the return of a Microsoft share. The aim of this chapter is to evaluate the volatility forecasting performance of the continuous time stochastic volatility model comparatively to the ones obtained with the traditional GARCH and ARFIMA models. In order to inquire into this, I estimate using the Efficient Method of Moments (EMM) of Gallant and Tauchen (1996) a continuous time stochastic volatility model for the logarithm of asset price and I filter the underlying volatility using the reprojection technique of Gallant and Tauchen (1998). Under the assumption that the model is correctly specified, I obtain a consistent estimator of the integrated volatility by fitting a continuous time stochastic volatility model to the data. The forecasting evaluation for the three estimated models is going to be done with the help of the R2 of the individual regressions of realized volatility on the volatility forecasts obtained from the estimated models. The empirical results indicate the better performance of the continuous time model in the out-of-sample periods compared to the ones of the traditional GARCH and ARFIMA models. Further, these two last models show difficulties in tracking the growth pattern of the realized volatility. This probably is due to the change of pattern in volatility in this last part of the sample. Finally, in the third chapter I come back to the model specification and I extend the long memory stochastic volatility model of Harvey (1993) by introducing a short run volatility factor. This extra factor increases kurtosis and helps the model capturing volatility persistence (that it is captured by a fractionally integrated process as in Harvey (1993) ). Futhermore, considering some restrictions of the parameters it is possible to fit the empirical fact of small first order autocorrelation of squared returns. All these results are proved theoretically and the model is implemented empirically using the S&P 500 composite index returns. The empirical results show the superiority of the model in fitting the main empirical facts of the financial series of returns.

During the past few years the use of mobile devices became extremely popular not only for personal use but also for working. When personal mobile devices are used as working assets the enterprises should search for some suitable ways to protect their data and network from the unmanaged mobile devices. On the other hand, it is widely believed that employees are more productive when they work from their own devices. This arise three questions: what risks these devices are bringing to the organizations, how to protect the company data and network while allowing the employees to work from their devices, and how adapted the real world is to the Bring Your Own Device trend. To answer these questions and the sub-questions deriving from them, an extensive literature study and a survey approach are used. The results from the study show that even though there are many risks for the companies, brought by the use of personal mobile devices, there exist adequate solutions to mitigate these risks. However, the results from the survey approach show that the companies are not very adapted to this trend yet and there exist a need for better understanding of the problem.

We are now seeing diminishing returns from classic single-core processor designs, yet the number of transistors available for a processor is still increasing. Processor architects are therefore experimenting with a variety of multicore processor designs. Heterogeneous multicore processors with Explicitly Managed Memory (EMM) hierarchies are one such experimental design which has the potential for high performance, but at the cost of great programmer effort. EMM processors have cores that are divorced from the normal memory hierarchy, thus the onus is on the programmer to manage locality and parallelism. This dissertation presents the Cellgen source-to-source compiler which moves some of this complexity back into the compiler. Cellgen offers a directive-based programming model with semantics similar to OpenMP for the Cell Broadband Engine, a general-purpose processor with EMM. The compiler implicitly handles locality and parallelism, schedules memory transfers for data parallel regions of code, and provides performance predictions which can be leveraged to make scheduling decisions. We compare this approach to using a software cache, to a different programming model which is task based with explicit data transfers, and to programming the Cell directly using the native SDK. We also present a case study which uses the Cellgen compiler in a comparison across multiple kinds of multicore architectures: heterogeneous, homogeneous and radically data-parallel graphics processors. / Ph. D.

Group A streptococcus (GAS) is a strictly human pathogen that causes infections ranging from asymptomatic carriage to the highly lethal streptococcal toxic shock syndrome (STSS). GAS are classified according to the sequence of the variable 5’ end of the emm-gene that encodes the surface associated M-protein. In the late 1980s, outbreaks of GAS infections with high rates of STSS were reported in several parts of the world, including Sweden. Superantigens (SAgs), a group of exotoxins, have been described as key mediators of STSS due to their capacity to polyclonally activate T-cells and induce a massive release of inflammatory cytokines. Previous reports have revealed that sera from STSS patients have lower capacity to neutralize this SAg-mediated immune stimulation and a higher prevalence of GAS isolates with specific emm-genotypes during disease outbreaks. The aims of this thesis were to analyse the protective antibody response mounted by the host against SAgs produced by the infecting GAS isolate and to characterise the isolates emm-genotypes and SAg gene profiles. The clinical material examined was collected from patients with STSS, sepsis, erysipelas, or tonsillitis in Sweden between 1986 and 2001. Both acute- and convalescence-phase sera were analyzed, along with the infecting GAS isolates. The 92 clinical GAS isolates examined were found to exhibit a high degree of genetic diversity in terms of the number and identity of their SAg genes. Isolates with a given emm-genotype could be divided into subgroups on the basis of their SAg gene profiles. Ten different SAg gene profiles were identified in the 45 emm1 isolates examined; one of these ten was highly persistent, being observed in 22 isolates collected over 14 years. Two of the 11 known SAg genes in GAS, smeZ-1 and speA, were more prevalent in the emm1 associated profiles than in the SAg gene profiles of isolates with other emm-genotypes. Patients infected by GAS with the emm1-genotype were less likely to produce acute-phase sera that could effectively neutralize the T-cell mitogenicity induced by the infecting isolate’s extracellular products (EP). Sepsis patients whose sera exhibited this lack of neutralizing ability were more prone to developing STSS. Most patients whose acute-phase sera did not effectively neutralize the EP from the infecting isolate lacked protective antibodies in their convalescent-phase sera despite having elevated ELISA titers. The results reported herein show that combining SAg gene profiling with emm-genotyping may be useful for tracking the spread of GAS clones in the community. It was also shown that a lack of neutralizing activity in convalescence-phase sera might be due to an inability of those patients to mount a protective immune response against SAgs produced by the infecting GAS isolate.

Autenticitetsbegreppet inom historiskt informerat framförande (HIP, eng. historically informed performance) kopplas till strävan efter historisk informerarad kunskap om tonsättarens intentioner, tonsättartidens spelsätt och originalpublikens upplevelse av musiken. År 1995 betraktas som ett viktigt år för diskursen om autenticitet inom HIP. Richard Taruskins och Peter Kivys positioner blev startskottet till ett perspektiv som anser att det finns en till dimension av autenticitet i utövarens roll. Musikernas interpretationsrelaterade val grundas på estetiska värderingar och konstnärliga intensioner. Utifrån detta perspektiv studeras hur fem nutida musiker verksamma inom olika musikgenrer utanför den västerländsk konstmusiken, förhåller sig till diskussionen om HIP i sina framföranden av Bachs musik. Metoden som används är ostrukturerade intervjuer med insatser av stimulated recall samt musikanalys. Studien visar att dessa musikers adresserar framförandet utifrån ett förhållningssätt i vilket (explicit och medvetet i vissa fall, implicit och omedvetet i andra) diskursen om autenticitet inom HIP speglas.

Sysmex XE-5000 är en automatiserad cellräknare som utför mätningar enligt olikamätprinciper, de två som tillämpats i projektet är RF/DC(Radio Frequency/DirectCurrent) samt Flödescytometri med halvledarlaser. RF/DC bygger på förändringari radiofrekventa resistansen och likspänningsresistansen. Förändringar i denradiofrekventa resistansen (RF) ger information om densiteten i cellernas inre(exempelvis kärnans storlek) och förändringar i likspänningsresistensen (DC) gerinformation om blodcellernas storlek. Flödescytometri definierar ett mått påcellers fysiologiska och kemiska egenskaper. Detektion av cellerna sker genom attde bestrålas med en laserstråle samtidigt som de passerar en och en i instrumentet.Informationen som fås ut från flödescytometri inkluderar spritt ljus ochfluorescens. Sysmex XE-5000 arbetar med flera olika felmeddelanden, så kalladelarm. Ett eller flera larm indikerar att det finns en ökad risk för förekomst avabnormala celler och kan enbart uteslutas genom en manuell differentialräkning. Istudien har tre larm, vilka indikerar närvaron av onormala leukocyter, undersökts:”Blasts?”, ”Atypical Lympho?” och ”Abn Lympho/L_Blasts?”. Syftet medprojektet är att jämföra nuvarande beräkningar med en ny mjukvara (eMM) förlarmen och utvärdera om de ger ett mindre antal falskt positiva larm frånhematologiinstrumentet Sysmex XE-5000. Prover med något av ovanstående larmvaldes ut och analyserades först med nuvarande inställningar på instrumentet ochdärefter med de nya beräkningarna för eMM. Resultatet visar på att antalet falsktpositiva prover minskar och även att antalet dubblettlarm minskar. / Sysmex XE-5000 is an automated cell counter that performs measurements withdifferent principles. The two applied in this project are RF/DC (RadioFrequency/Direct Current) and Flow cytometry with semiconductor laser. RF/DCis based on changes in radio frequency resistance and direct current voltage.Changes in RF provide information about the density of the cell’s internalstructure (e.g. the nucleus) and changes in DC provide information about the sizeof the blood cells. Flow Cytometry define as physiological and chemicalproperties of the cell. Detection of cells is achieved by the irradiation with a laserbeam while passing through one by one. The information obtained from flowcytometry includes scattered light and fluorescence. Sysmex XE-5000 works withseveral different error messages, so-called alarm. One or more alarm indicates thatthere is an increased risk for the presence of abnormal cells and this can only beruled out by a manual differential count. In this study three alarms, which indicatethe presence of abnormal white blood cells, were analyzed: “Blasts?”, AtypicalLympho?” and “Abn Lympho/L_Blasts?”. The project aims to compare thecurrent calculations with the new software (eMM) for the alarms and evaluate ifthey provide a smaller number of false positive alarms from the hematologyinstrument Sysmex XE-5000. Samples with one or two of the alarms wereselected and analyzed with the current settings and then with the new settings foreMM. The result showed that the number of false-positive samples was reducedand that the number of duplicate alarms decreased.

Matrizes hidrofílicas de diclofenaco sódico e de cetoprofeno foram preparadas por meio de compressão direta ou granulação úmida seguida de compressão, utilizando-se hipromelose para modular a dissolução do fármaco. Foram também obtidos péletes de liberação prolongada de cetoprofeno, mediante extrusão-esferonização e revestimento, em leito fluidizado, com Kollicoat® EMM 30D. Um planejamento fatorial 22 foi usado para elucidar os efeitos de variáveis de formulação sobre os perfis de liberação do fármaco a partir dos sistemas em estudo, determinados empregando-se os métodos da pá e/ou Bio-Dis. No caso dos comprimidos matriciais, os efeitos do grau de viscosidade e concentração de hipromelose foram investigados. Para os péletes, avaliou-se os efeitos da granulometria e ganho de peso em revestimento. A influência do pH sobre a liberação do fármaco a partir dos sistemas preparados foi também estudada, usando-se meios de dissolução com pH 1,2-7,2. Os métodos ANOVA e teste de Tukey (comparação estatística entre porcentuais de fármaco dissolvido e/ou eficiência de dissolução), f1, f2 e Weibull foram usados para caracterizar e comparar os perfis de dissolução. O grau de viscosidade e concentração de hipromelose influenciaram a liberação de diclofenaco sádico e cetoprofeno a partir das matrizes em estudo, sendo a concentração do polímero o fator principal que governou o processo. A granulação alterou os perfis de dissolução de cetoprofeno em relação às matrizes obtidas por compressão direta, diminuindo a velocidade e modificando o mecanismo de liberação. No caso dos péletes, o ganho de peso em revestimento foi o parâmetro que exerceu maior efeito sobre a liberação do cetoprofeno, enquanto a granulometria apenas influenciou os perfis de dissolução dás formulações com maior ganho de peso em revestimento. A liberação do fármaco a partir dos sistemas em estudo aumentou com a elevação do pH, o que ocorreu devido à solubilidade pH-dependente do cetoprofeno e diclofenaco sódico. / Diclofenac sodium and ketoprofen hydrophilic matrices were prepared by direct compression or wet granulation followed by compression, using hypromellose to modulate the drug dissolution. Sustained release ketoprofen pellets were also obtained by extrusion-spheronization and fluidized bed coating with Kollicoat® EMM 30D. A 22 factorial design has been used to elucidate the effects of formulation variables on the drug release profiles from the systems in study, determined using the paddle method and Bio-Dis. In the case of matrix tablets, the effects of the viscosity grade and concentration of hypromellose were investigated. For the pellets, the effects of granulometry and weight gain were evaluated. The influence of the pH value on the drug release from the prepared systems was also studied, using pH 1,2-7,2 dissolution media. ANOVA and Tukey\'s test (statistical comparison between percentages of drug dissolved and/or dissolution efficiency), f1, f2 and Weibull methods were used to characterize and compare the dissolution profiles. The concentration and viscosity grade of hypromellose influenced the ketoprofen and diclofenac sodium release from the studied matrices, being the polymer concentration the main factor that has governed the process. Granulation has modified the dissolution profiles of ketoprofen in relation to the matrices obtained by direct compression, reducing the rate and modifying the mechanism of drug release. In the pellets case, weight gain was the main factor that has influenced the ketoprofen release, while ganulometry has only influenced the dissolution profiles of the formulation with the highest weight gain. Drug release from the systems under study increased with the increase of the pH value of the medium because of the diclofenac sodium and ketoprofen pH-dependent solubility.

Vilela Mendes et al. (2015), based on the discovery of long-range dependence in the volatility of stock returns, proposed a stochastic volatility continuous mar- ket model where the volatility is given as a transform of the fractional Brownian motion (fBm) and studied its No-Arbitrage and completeness properties under va- rious assumptions. We investigate the possibility of generalization of their results from fBm to a wider class of Hermite processes. We have reworked and completed the proofs of the propositions in the cited article. Under the assumption of indepen- dence of the stock price and volatility driving processes the model is arbitrage-free. However, apart from a case of a special relation between the drift and the volatility, the model is proved to be incomplete. Under a different assumption that there is only one source of randomness in the model and the volatility driving process is bounded, the model is arbitrage-free and complete. All the above results apply to any Hermite process driving the volatility. 1

Matrizes hidrofílicas de diclofenaco sódico e de cetoprofeno foram preparadas por meio de compressão direta ou granulação úmida seguida de compressão, utilizando-se hipromelose para modular a dissolução do fármaco. Foram também obtidos péletes de liberação prolongada de cetoprofeno, mediante extrusão-esferonização e revestimento, em leito fluidizado, com Kollicoat® EMM 30D. Um planejamento fatorial 22 foi usado para elucidar os efeitos de variáveis de formulação sobre os perfis de liberação do fármaco a partir dos sistemas em estudo, determinados empregando-se os métodos da pá e/ou Bio-Dis. No caso dos comprimidos matriciais, os efeitos do grau de viscosidade e concentração de hipromelose foram investigados. Para os péletes, avaliou-se os efeitos da granulometria e ganho de peso em revestimento. A influência do pH sobre a liberação do fármaco a partir dos sistemas preparados foi também estudada, usando-se meios de dissolução com pH 1,2-7,2. Os métodos ANOVA e teste de Tukey (comparação estatística entre porcentuais de fármaco dissolvido e/ou eficiência de dissolução), f1, f2 e Weibull foram usados para caracterizar e comparar os perfis de dissolução. O grau de viscosidade e concentração de hipromelose influenciaram a liberação de diclofenaco sádico e cetoprofeno a partir das matrizes em estudo, sendo a concentração do polímero o fator principal que governou o processo. A granulação alterou os perfis de dissolução de cetoprofeno em relação às matrizes obtidas por compressão direta, diminuindo a velocidade e modificando o mecanismo de liberação. No caso dos péletes, o ganho de peso em revestimento foi o parâmetro que exerceu maior efeito sobre a liberação do cetoprofeno, enquanto a granulometria apenas influenciou os perfis de dissolução dás formulações com maior ganho de peso em revestimento. A liberação do fármaco a partir dos sistemas em estudo aumentou com a elevação do pH, o que ocorreu devido à solubilidade pH-dependente do cetoprofeno e diclofenaco sódico. / Diclofenac sodium and ketoprofen hydrophilic matrices were prepared by direct compression or wet granulation followed by compression, using hypromellose to modulate the drug dissolution. Sustained release ketoprofen pellets were also obtained by extrusion-spheronization and fluidized bed coating with Kollicoat® EMM 30D. A 22 factorial design has been used to elucidate the effects of formulation variables on the drug release profiles from the systems in study, determined using the paddle method and Bio-Dis. In the case of matrix tablets, the effects of the viscosity grade and concentration of hypromellose were investigated. For the pellets, the effects of granulometry and weight gain were evaluated. The influence of the pH value on the drug release from the prepared systems was also studied, using pH 1,2-7,2 dissolution media. ANOVA and Tukey\'s test (statistical comparison between percentages of drug dissolved and/or dissolution efficiency), f1, f2 and Weibull methods were used to characterize and compare the dissolution profiles. The concentration and viscosity grade of hypromellose influenced the ketoprofen and diclofenac sodium release from the studied matrices, being the polymer concentration the main factor that has governed the process. Granulation has modified the dissolution profiles of ketoprofen in relation to the matrices obtained by direct compression, reducing the rate and modifying the mechanism of drug release. In the pellets case, weight gain was the main factor that has influenced the ketoprofen release, while ganulometry has only influenced the dissolution profiles of the formulation with the highest weight gain. Drug release from the systems under study increased with the increase of the pH value of the medium because of the diclofenac sodium and ketoprofen pH-dependent solubility.