Le sujet principal de cette thèse est de proposer de nouvelles méthodes d'extractions de signaux avec applications en finance. Par signaux, nous entendons soit un signal sur lequel repose une stratégie d'investissement; soit un signal perturbé par un bruit, que nous souhaitons retrouver. Ainsi, la première partie de la thèse étudie la contagion en volatilité historique autours des annonces de résultats des entreprises du Nasdaq. Nous trouvons qu'autours de l'annonce, l'entreprise reportant ses résultats, génère une contagion persistante en volatilité à l’encontre des entreprises appartenant au même secteur. Par ailleurs, nous trouvons que la contagion en volatilité varie, selon le type de nouvelles reportées, l'effet de surprise, ou encore par le sentiment de marché à l'égard de l'annonceur. La deuxième partie de cette thèse adapte des techniques de dé-bruitage venant de l'imagerie, à des formes de bruits présentent en finance. Ainsi, un premier article, co-écrit avec Matthieu Garcin, propose une technique de dé-bruitage innovante, permettant de retrouver un signal perturbé par un bruit à variance non-constante. Cet algorithme est appliqué en finance à la modélisation de la volatilité. Un second travail s'intéresse au dé-bruitage d'un signal perturbé par un bruit asymétrique et leptokurtique. En effet, nous adaptons un modèle de Maximum A Posteriori, couramment employé en imagerie, à des bruits suivant des lois de probabilité de Student, Gaussienne asymétrique et Student asymétrique. Cet algorithme est appliqué au dé-bruitage de prix d'actions haute-fréquences. L'objectif étant d'appliquer un algorithme de reconnaissance de formes sur les extrema locaux du signal dé-bruité. / The main objective of this PhD dissertation is to set up new signal extraction techniques with applications in Finance. In our setting, a signal is defined in two ways. In the framework of investement strategies, a signal is a function which generates buy/sell orders. In denoising theory, a signal, is a function disrupted by some noise, that we want to recover. A first part of this PhD studies historical volatility spillovers around corporate earning announcements. Notably, we study whether a move by one point in the announcer historical volatility in time t will generate a move by beta percents in time t+1. We find evidences of volatility spillovers and we study their intensity across variables such as : the announcement outcome, the surprise effect, the announcer capitalization, the market sentiment regarding the announcer, and other variables. We illustrate our finding by a volatility arbitrage strategy. The second part of the dissertation adapts denoising techniques coming from imagery : wavelets and total variation methods, to forms of noise observed in finance. A first paper proposes an denoising algorithm for a signal disrupted by a noise with a spatially varying standard-deviation. A financial application to volatility modelling is proposed. A second paper adapts the Bayesian representation of the Rudin, Osher and Fatemi approach to asymmetric and leptokurtic noises. A financial application is proposed to the denoising of intra-day stock prices in order to implement a pattern recognition trading strategy.

The theoretical part of the Master´s thesis describes steroids, their features, and the methods for their determination in waters. In experimental part three steroid hormones, namely 1,4-androstadiene-3,17-dione (ADD), 1,4-androstadiene-3-one-17(beta)-ol (boldenone) and 17(beta)-estradiol were selected. The compounds were concentrated from water by LLE and SPE extraction and determined by gas chromatography coupled to mass spectrometry. Several experiments were conducted to assess the recovery of specific extraction for studied compound.

This master´s thesis deals with the design of a steam turbine for a small nuclear power plant with a power of 50 MWe. In the first part of the work is proposed thermal and mass balance. The turbine has seven unregulated steam extractions, which are divided: two are for high-pressure feedwater heater, four are for low-pressure condensate heater and one is for degassing. The next chapter deals with the calculation of the regulation stage which is designed like an A-wheel and here is also strength control. Then, a pre-design and a detailed design of the stage part with the reaction blading. The stage part is consisted of eight cones with a total number of 27 stages. In the following chapters, is calculated the compensating piston, seals system and bearings. In the end, is made the consumption diagram. Part of the work is a conceptual drawing of a steam turbine section. The resulting steam turbine has a power output 50,197 MW and an internal thermodynamic efficiency of 73,9 %.

This report aims to draw a comparison between two commercial mobile forensics and recovery tools, Magnet AXIOM and MOBILedit. A thorough look at previously done studies was helpful to know what aspects of the data extractions must be compared and which areas are the most important ones to focus upon. This work focuses on how the data extracted from one tool compares with another and provides comprehensive extraction based on different scenarios, circumstances, and aspects. Performances of both tools are compared based on various benchmarks and criteria. This study has helped establish that MOBILedit has been able to outperform Magnet AXIOM on more data extraction and recovery aspects. It is a comparatively better tool to get your hands on.

Les particules en suspension émises par l'industrie sidérurgique sont des polluants atmosphériques importants, particulièrement à cause des substances toxiques qu'elles peuvent véhiculer. Parmi elles, Cd, Pb et Zn sont particulièrement considérés dans le domaine de la surveillance de la qualité de l'air. La spéciation d'un élément, plus que sa concentration, gouverne ses propriétés toxicologiques et son devenir dans l'environnement. Aussi dans un premier temps, nous nous sommes attachés à caractériser les poussières d'émetteurs de poussières sidérurgiques (atelier d'agglomération, convertisseur à oxygène) et à déterminer la spéciation du Cd, Zn et Pb. Dans un second temps, une étude préliminaire des effets des poussières sur les systèmes vivants a été effectuée. Ce travail a permis d'identifier les espèces porteuses de ces métaux dans les poussières sidérurgiques et d'évaluer l'effet des poussières issues de l'atelier d'agglomération sur des systèmes vivants.

O Bisfenol A (BPA, acrônimo da língua inglesa - bisphenol A) é uma substância utilizada na fabricação de embalagens alimentícias e resinas odontológicas. Sua toxicidade deve-se ao fato de que, como disruptor endócrino, afeta o sistema reprodutor, cardiovascular, neuro-endócrino e pode apresentar potencial carcinogênico. Em métodos bioanalíticos, o preparo da amostra tem sido requerido para aumentar a seletividade e sensibilidade analítica, através da remoção dos interferentes da amostra biológica e concentração dos analitos, quase sempre presentes em níveis de traços. A microextração em ponteiras (DPX, acrônimo das iniciais em língua inglesa - Disposable Pipette Extraction), baseada no equilíbrio de sorção do soluto com a fase extratora, consiste em uma ponteira padrão de micropipeta modificada, na qual o sorvente está contido livremente entre dois filtros, permitindo rápida extração do analito em diferentes matrizes complexas. Os polímeros de impressão molecular (MIP acrônimo das iniciais em língua inglesa - Molecularly Imprinted Polymer) consistem em uma rede polimérica tridimensional que possui cavidades seletivas para o reconhecimento molecular do analito ou de substâncias de estrutura análoga. Essa rede polimérica é sintetizada ao redor da substância molde (analito), e a cavidade seletiva é formada após a remoção do molde. As vantagens do processo sol-gel para a síntese do MIP são o controle do tamanho e forma das partículas, ajuste da hidrofobicidade e alta estabilidade térmica. No presente trabalho, o MIP foi sintetizado e utilizado como sorvente para a técnica DPX para a determinação de bisfenol A em amostras de urina por cromatografia em fase gasosa acoplada à espectrometria de massas (GC-MS, acrônimo das iniciais em língua inglesa - Gas Chromatography coupled to Mass Spectrometry). O MIP foi sintetizado pela via sol-gel utilizando aminopropiltrietoxisilano (APTES) como mônomero funcional e tetraetil-orto-silicato (TEOS) como reagente de ligação cruzada. Como molde foram avaliados o BPA para o MIP, e o tetrabromobisfenol A (TBBPA) para o polímero molecularmente impresso com molécula análoga ao analito (DMIP, acrônimo das iniciais em língua inglesa - Dummy Molecularly Imprinted Polymer). Para avaliar a seletividade do MIP, o polímero não impresso (NIP, acrônimo das iniciais em língua inglesa - Non-imprinted Polymer) foi sintetizado seguindo o mesmo procedimento de síntese do MIP com exceção da adição da molécula molde. Apesar de a capacidade de sorção do MIP ser ligeiramente maior, o DMIP foi selecionado como sorvente para minimizar o efeito de memória. O DMIP foi caracterizado por microscopia eletrônica de varredura (MEV) e por espectroscopia vibracional na região do infravermelho por transformada de Fourier (FTIR, acrônico das inicias em língua inglesa - Fourier Transform Infrared). Os parâmetros da técnica DPX, tais como, o tempo de equilíbrio de sorção entre a amostra e o sorvente e condições de dessorção foram otimizadas por técnicas quimiométricas. A robustez do DMIP sintetizado via sol-gel foi comprovada pela reutilização deste sorvente por mais de 100 vezes, sem perda da eficiência da extração. O método desenvolvido DPX/GC-MS apresentou linearidade na faixa de 50 a 500 ng mL-1, precisão com CV (coeficientes de variação) entre 4 e 14% e de exatidão com valores de erro padrão relativo (EPR) de -13,6 a 12,3%. O método de referência utilizando a extração líquido-líquido e GC-MS (LLE/GC-MS), faixa de linearidade de 5 a 50 ng mL-1, foi desenvolvido e validado. Embora o método DPX/GC-MS inovador, quando comparado ao LLE/GC-MS, tenha apresentado maior limite de quantificação, apresentou as seguintes vantagens: simplicidade, rapidez e utilização de menores volumes de amostra e de solventes orgânicos na etapa do preparo da amostra / Bisphenol A (BPA) is widely used in food package and dental resins manufacturing. Its toxicity is due to its endocrine disruptor activity that affects the reproductive, cardiovascular, neurological system and may have carcinogenic potential. In bioanalytical methods the sample preparation has been required to increase the selectivity and analytical sensibility by removing the interfering from the biological matrix and concentration of the analytes that are in trace levels most of the times. The disposable pipette extraction (DPX) is based on sorption equilibrium of the analyte between the sample and the extraction phase. It consists in a pipette that contais the sorbent phase freely between two filters. Then, the extraction of the solute from the complex sample occurs quickly. Molecularly imprinted polymer is a tridimensional polimeric network that has selectivity cavities that can recognize an analyte or a substance with a similar structure. The polimeric network is synthesized around to a template molecule and after removing this template, a selective cavity is formed. The advantages of the sol-gel process for the synthesis of MIP are the control of the size and shape of the particles, hydrophobicity adjustment and high thermal stability. In the present study MIP was synthesized and used as sorbent to DPX method for determination of BPA in urine samples by gas chromatography coupled to mass spectrometry (GC-MS). Sol-gel methodoly was used to synthesize the polymers. Aminopropyltriethoxysilane (APTES) was used as a functional monomer and tetraethyl orthosilicate (TEOS) as crosslinking reagent. BPA and tetrabromobisphenol A (TBBPA) were evaluated as template to the synthesis of MIP and dummy molecularly imprinted polymer (DMIP) which is a molecularly imprinted polymer that uses a template structurally similar to the analyte. The non-imprinted polymer (NIP) was synthesized following the same procedure that MIP, except for the addition of template. It was made to verify the improvement of selectivity and sensibility of molecularly imprinted polymers. Although the sorption capacity of the MIP is slightly larger, DMIP has been selected as a sorbent in order to minimize the memory effect. The DMIP was characterized by Scanning Electron Microscopy (SEM) and Fourier Transform Infrared spectroscopy (FTIR). The parameters of DPX, such as time sorption equilibrium between the sample and the sorbent and desorption conditions were optimized by chemometrics. Robustness of DMIP sinthesized by sol-gel process was evidenciated for the reuse of DMIP for more than a 100 times. The developed method DPX/GC-MS showed linearity on the range from 50 to 500 ng ml-1, precision values with coefficient of variation (CV) betweeen 4 and 14% and accuracy with relative standard deviation values (RSD) from -13.6 to 12.3%. The reference method using liquid- liquid extraction and GC-MS (LLE/GC-MS) was developed and validated, showing linearity from 0.5 to 50 ng mL-1. Althout the innovative method DPX/GC-MS has showed limit of quantification larger than LLE/GC-MS, it presents the following advantages: simplicity, rapidy and utilization of smaller volumes of organic solvents on the sample preparation step

O uso da microfluídica na área de análises genéticas possibilita não apenas a diminuição de custos, mas também menor manipulação de amostras e reagentes e ainda maior portabilidade das análises. Com isso aumenta a possibilidade da sua utilização em locais remotos, sem a infraestrutura de um laboratório bem equipado. Dispositivos capazes de usar apenas a força centrifuga para movimentação de fluidos juntamente com a utilização de válvulas passivas para controle dos fluidos pode potencializar a sua utilização nos diagnósticos Point-of-Care. Este trabalho teve como objetivo o desenvolvimento de um microdispositivo descartável de poliéster para análises genéticas, visando a extração e amplificação do DNA alvo, de forma rápida, barata, integrada e automatizada. Os resultados confirmam a viabilidade dos dispositivos poliéster-toner (PeT) e poliéster-fita dupla face (PeDF) automatizados de extração, obtendo por meio da extração dinâmica em fase sólida de amostras complexas, DNA com qualidade compatível à técnica da reação em cadeia de polimerase (PCR). Esses resultados foram confirmados por meio da amplificação por PCR dos genes β-globina nas amostras de sangue e urina, e o gene malB nas amostras de Escherichia coli. Também foi confirmado a compatibilidade dos dispositivos de PeT para amplificação por PCR mediado por infravermelho (IV-PCR) do gene malB presente no DNA genômico de bactéria E. coli. Por fim, os dispositivos de extração e amplificação foram interligados para obtenção de um dispositivo integrado e automatizado formado pela combinação de dispositivos fabricados com diferentes filmes e métodos, PeT e PeDF. O controle de todas as soluções no interior dos dispositivos foi realizado por meio da força centrífuga combinada a válvulas passivas, sem qualquer necessidade de equipamento adicional. Portanto, podemos concluir que o dispositivo integrado PeDF - PeT possui grande potencial para aplicações em análises genéticas de forma mais barata, portátil e com menor manipulação das amostras pelo analista. / The development of microfluidics for genetic analysis allows not only cost reduction but also reduces sample and reagents handling, and increases the chances of a portable analysis. With this, increasing the possibility to use the techniques on remote places without the infrastructure of an equipped laboratory. Microdevices capable of using the centrifugal force in combination with passive valves to fluidic control can promote Point-of-Care analysis. The primary goal of this thesis was to associate these tools for the development of a disposable microdevice for genetic analysis, aiming faster, inexpensive, integrated and automated DNA extraction and amplification. The results confirmed the viability of PeT and PeDF automated microdevices, for DNA dynamic solid phase extraction, in providing high-quality DNA compatible to PCR analysis using complex samples. These results were confirmed by the β-globin PCR amplification using blood and urine samples, and the malB gene amplification in Escherichia coli samples. We have also verified the compatibility of the PeT microdevices with IV-PCR for malB gene amplification in genomic E. coli DNA. The extraction and amplification modules were interconnected to obtain an integrated and automated microdevice by the combination of devices made with different films and microfabrication methods, PeT and PeDF. The fluidic control in the devices was made using the centrifugal force combined to passive valves, with no requirement of any extra equipment. Therefore, we can conclude that the integrated PeDF - PeT microdevice has a great potential for cheaper and portable genetic analysis application, with less operator manipulation.

Magister Scientiae Dentium - MSc(Dent) (Orthodontics) / Orthodontic treatment has the ability to improve the aesthetics and the function of patients. In order to create space, orthodontic treatment often requires removal of teeth. The most common teeth removed for orthodontic treatment are the premolars. It has become popular to remove second premolars in certain cases where the soft tissue profile should not be altered. The Damon self-ligating orthodontic system is renowned for not requiring dental extractions in the majority of cases. The effect of extractions on the soft tissue profile of patients, in conjunction with using the Damon system, has therefore not been researched. It is important to understand the effect that orthodontic treatment and extractions can have on the soft tissue profile of patients. This effect can accurately be determined by making use of the soft tissue cephalometric analysis, developed by Dr Reed A. Holdaway in 1983.

O uso da microfluídica na área de análises genéticas possibilita não apenas a diminuição de custos, mas também menor manipulação de amostras e reagentes e ainda maior portabilidade das análises. Com isso aumenta a possibilidade da sua utilização em locais remotos, sem a infraestrutura de um laboratório bem equipado. Dispositivos capazes de usar apenas a força centrifuga para movimentação de fluidos juntamente com a utilização de válvulas passivas para controle dos fluidos pode potencializar a sua utilização nos diagnósticos Point-of-Care. Este trabalho teve como objetivo o desenvolvimento de um microdispositivo descartável de poliéster para análises genéticas, visando a extração e amplificação do DNA alvo, de forma rápida, barata, integrada e automatizada. Os resultados confirmam a viabilidade dos dispositivos poliéster-toner (PeT) e poliéster-fita dupla face (PeDF) automatizados de extração, obtendo por meio da extração dinâmica em fase sólida de amostras complexas, DNA com qualidade compatível à técnica da reação em cadeia de polimerase (PCR). Esses resultados foram confirmados por meio da amplificação por PCR dos genes β-globina nas amostras de sangue e urina, e o gene malB nas amostras de Escherichia coli. Também foi confirmado a compatibilidade dos dispositivos de PeT para amplificação por PCR mediado por infravermelho (IV-PCR) do gene malB presente no DNA genômico de bactéria E. coli. Por fim, os dispositivos de extração e amplificação foram interligados para obtenção de um dispositivo integrado e automatizado formado pela combinação de dispositivos fabricados com diferentes filmes e métodos, PeT e PeDF. O controle de todas as soluções no interior dos dispositivos foi realizado por meio da força centrífuga combinada a válvulas passivas, sem qualquer necessidade de equipamento adicional. Portanto, podemos concluir que o dispositivo integrado PeDF - PeT possui grande potencial para aplicações em análises genéticas de forma mais barata, portátil e com menor manipulação das amostras pelo analista. / The development of microfluidics for genetic analysis allows not only cost reduction but also reduces sample and reagents handling, and increases the chances of a portable analysis. With this, increasing the possibility to use the techniques on remote places without the infrastructure of an equipped laboratory. Microdevices capable of using the centrifugal force in combination with passive valves to fluidic control can promote Point-of-Care analysis. The primary goal of this thesis was to associate these tools for the development of a disposable microdevice for genetic analysis, aiming faster, inexpensive, integrated and automated DNA extraction and amplification. The results confirmed the viability of PeT and PeDF automated microdevices, for DNA dynamic solid phase extraction, in providing high-quality DNA compatible to PCR analysis using complex samples. These results were confirmed by the β-globin PCR amplification using blood and urine samples, and the malB gene amplification in Escherichia coli samples. We have also verified the compatibility of the PeT microdevices with IV-PCR for malB gene amplification in genomic E. coli DNA. The extraction and amplification modules were interconnected to obtain an integrated and automated microdevice by the combination of devices made with different films and microfabrication methods, PeT and PeDF. The fluidic control in the devices was made using the centrifugal force combined to passive valves, with no requirement of any extra equipment. Therefore, we can conclude that the integrated PeDF - PeT microdevice has a great potential for cheaper and portable genetic analysis application, with less operator manipulation.

Un des marqueurs biophysique le plus prometteur pour la détection des accouchements prématurés (AP) est l'activité électrique de l'utérus, enregistrée sur l’abdomen des femmes enceintes, l’électrohystérogramme (EHG). Plusieurs outils de traitement du signal (linéaires, non linéaires) ont déjà été utilisés pour l'analyse de l'excitabilité et de la propagation de l’EHG, afin de différencier les contractions de grossesse, qui sont inefficaces, des contractions efficaces d’accouchement, qui pourraient provoquer un AP. Dans ces études nombreuses, les paramètres sont calculés sur des bases de données de signaux différentes, obtenus avec des protocoles d'enregistrement différents. Il est donc difficile de comparer les résultats afin de choisir les «meilleurs» paramètres pour la détection de l’AP. En outre, ce grand nombre de paramètres augmente la complexité de calcul dans un but de diagnostic. Par conséquent, l'objectif principal de cette thèse est de tester, sur une population de femmes donnée, quels outils de traitement du signal EHG permettent une discrimination entre les deux types de contractions (grossesse/accouchement). Dans ce but plusieurs méthodes de sélection de paramètres sont testées afin de sélectionner les paramètres les plus discriminants. La première méthode, développée dans cette thèse, est basée sur la mesure de la distance entre les histogrammes des paramètres pour les différentes classes (grossesse et accouchement) en utilisant la méthode « Jeffrey divergence (JD)». Les autres sont des méthodes de fouille de données existantes issues de la littérature. Les EHG ont été enregistrés en utilisant un système multivoies posé sur l'abdomen de la femme enceinte, pour l'enregistrement simultané de 16 voies d'EHG. Une approche monovariée (caractérisation d’une seule voie) et bivariée (couplage entre deux voies) sont utilisées dans notre travail. Utiliser toutes les voies, analyse monovariée, ou toutes les combinaisons de voies, analyse bivariée, conduit à une grande dimension des paramètres. Par conséquent, un autre objectif de notre thèse est la sélection des voies, ou des combinaisons de voies, qui fournissent l'information la plus utile pour distinguer entre les contractions de grossesse et d’accouchement. Cette étape de sélection de voie est suivie par la sélection des paramètres, sur les voies ou les combinaisons de voies sélectionnées. De plus, nous avons développé cette approche en utilisant des signaux monopolaires et bipolaires.Les résultats de ce travail nous permettent de mettre en évidence, lors du traitement de l’EHG, les paramètres et les voies qui donnent la meilleure discrimination entre les contractions de grossesse et celles d’accouchement. Ces résultats pourront ensuite être utilisés pour la détection des menaces d’accouchement prématuré. / One of the most promising biophysical markers of preterm labor is the electrical activity of the uterus, picked up on woman’s abdomen, the electrohysterogram (EHG). Several processing tools of the EHG signal (linear, nonlinear), allow the analysis of both excitability and propagation of the uterine electrical activity in order to differentiate between pregnancy contractions, which are ineffective, from labor effective contractions that might cause preterm birth. Therefore, on these multiple studies, the parameters being computed from different signal databases, obtained with different recording protocols, it is sometimes difficult to compare their results in order to choose the “best” parameter for preterm labor detection. Additionally, this large number of parameters increases the computational complexity for diagnostic purpose. Therefore, the main objective of this thesis is to select, among all the features of interest extracted from multiple studies, the most pertinent feature subsets in order to discriminate, on a given population, pregnancy and labor contractions. For this purpose, several methods for feature selection are tested. The first one, developed in this work, is based on the measurement of the Jeffrey divergence (JD) distance between the histograms of the parameters of the 2 classes, pregnancy and labor. The other are “Filter” and “Wrapper” Data Mining methods, extracted from the literature. In our work monovariate (in one given EHG channel) and bivariate analysis (propagation of EHG by measuring the coupling between channels) are used. The EHG signals are recorded using a multichannel system positioned on the woman’s abdomen for the simultaneous recording of 16 channels of EHG. Using all channels, for the monovariate, or all combinations of channels for the bivariate analysis, leads to a large dimension of parameters for each contraction. Therefore, another objective of our thesis is the selection of the best channels, for the monovariate, or best channel combinations, for the bivariate analysis, that provide the most useful information to discriminate between pregnancy and labor classes. This channel selection step is then followed by the feature selection for the channels or channel combinations selected. Additionally, we tested all our work using monopolar and bipolar signals.The results of this thesis permits us to evidence, when processing the EHG, which channels and features can be used with the best chance of success as inputs of a diagnosis system for discrimination between pregnancy and labor contractions. This could be further used for preterm labor diagnosis.