Submitted by Jamil Civitarese (jamil@rankings.watch) on 2015-09-08T17:16:54Z No. of bitstreams: 1 ebape_v2_completa.pdf: 1545221 bytes, checksum: 26ed0880a075cf3930258d1d3b4b769f (MD5) / Approved for entry into archive by ÁUREA CORRÊA DA FONSECA CORRÊA DA FONSECA (aurea.fonseca@fgv.br) on 2016-01-25T14:30:06Z (GMT) No. of bitstreams: 1 ebape_v2_completa.pdf: 1545221 bytes, checksum: 26ed0880a075cf3930258d1d3b4b769f (MD5) / Approved for entry into archive by Maria Almeida (maria.socorro@fgv.br) on 2016-01-26T19:19:59Z (GMT) No. of bitstreams: 1 ebape_v2_completa.pdf: 1545221 bytes, checksum: 26ed0880a075cf3930258d1d3b4b769f (MD5) / Made available in DSpace on 2016-01-26T19:20:11Z (GMT). No. of bitstreams: 1 ebape_v2_completa.pdf: 1545221 bytes, checksum: 26ed0880a075cf3930258d1d3b4b769f (MD5) Previous issue date: 2015-08-08 / This dissertation presents two papers on how to deal with simple systemic risk measures to assess portfolio risk characteristics. The first paper deals with the Granger-causation of systemic risk indicators based in correlation matrices in stock returns. Special focus is devoted to the Eigenvalue Entropy as some previous literature indicated strong re- sults, but not considering different macroeconomic scenarios; the Index Cohesion Force and the Absorption Ratio are also considered. Considering the S&P500, there is not ev- idence of Granger-causation from Eigenvalue Entropies and the Index Cohesion Force. The Absorption Ratio Granger-caused both the S&P500 and the VIX index, being the only simple measure that passed this test. The second paper develops this measure to capture the regimes underlying the American stock market. New indicators are built using filtering and random matrix theory. The returns of the S&P500 is modelled as a mixture of normal distributions. The activation of each normal distribution is governed by a Markov chain with the transition probabilities being a function of the indicators. The model shows that using a Herfindahl-Hirschman Index of the normalized eigenval- ues exhibits best fit to the returns from 1998-2013.

abstract: Proponents of cues-filtered-out approaches to communication suggest that the quality of person-to-person interaction is diminished when that interaction is mediated by technology. This postulation has implications for communication given the surging popularity of text messaging in the United States. It is important to examine the degree to which text messaging may inhibit successful communication due to the detriments of technologically mediated communication. The relation between text messaging and romantic relationship satisfaction in individuals ages 18-45 was investigated because successful communication is widely known by researchers and lay individuals to be an integral aspect of healthy intimate relationships. The Relationship Assessment Scale (RAS) (Hendricks, 1988) and an inventory of text messaging behavior was administered to graduate students (n = 22), undergraduate students (n = 24), and people not affiliated with universities (n = 104). Using responses on these inventories, whether or not (1) frequency of text messaging and (2) preference for a particular method of communication are related to romantic relationship satisfaction were evaluated. It was hypothesized that (1) a higher frequency of text messaging will be inversely related with romantic relationship satisfaction and (2) that a participant indicating a preference for verbal phone communication over text messaging communication will be positively correlated with romantic relationship satisfaction. The lack of statistically significant results prevented the drawing of conclusions about relationships between text messaging frequency or preference for voice communication over texting and romantic relationship satisfaction. / Dissertation/Thesis / Masters Thesis Counseling 2016

Devido à relevância de filmes finos, as técnicas que são utilizadas para produzi-los e também para caracteriza-los tem se tornado importante. Neste contexto, foram analisados filmes finos de até 100 nm, de duas ligas metálicas (cromel e alumel), obtidos a partir da deposição por plasma de Arco Catódico Filtrado em Vácuo (Filtered Cathodic Vacuum Arc - FCVA). O objetivo deste projeto foi avaliar a similaridade em composição elementar entre os materiais utilizados para deposição, que operam como cátodos, e os filmes finos depositados, a partir de medições obtidas pela técnica de microanálise quantitativa Energy Dispersive Spectroscopy (EDS). Para comparação entre resultados e apreciação de compatibilidade, foi realizada avaliação estatística considerando o Teste t, no qual a estatística do teste é dada pela Distribuição t de Student, adotando nível de significância de 5%. Os valores obtidos por EDS Quantitativo para os cátodos foram de (em wt%) (90,3 ± 0,5)% de Ni e (9,72 ± 0,19)% de Cr para o cromel e (95,1 ± 0,8)% de Ni, (2,02 ± 0,14)% de Mn, (1,65 ± 0,04)% de Si e (1,15 ± 0,05)% de Al para o alumel. Já para os filmes finos, foram de (90,2 ± 0,5)% de Ni e (9,8 ± 0,5)% de Cr para o cromel e (95,2 ± 0,4)% de Ni, (2,8 ± 0,4)% de Mn, (0,77 ± 0,17)% de Si e (1,08 ± 0,09)% de Al para o Alumel, ambos apresentando compatibilidade com as medidas por Rutherford Backscattering Spectrometry (RBS) - técnica comumente utilizada para este tipo de espécime. Verificou-se que a composição elementar do filme fino de cromel não apresentou diferença significativa com o cátodo da mesma liga. Entretanto, para o filme fino de alumel, houve evidências de diferença significativa com relação ao cátodo, apontada pelo elemento silício. / Due the relevance of thin films, the techniques used to produce and also to characterize them has become important. In this context, it was analyzed thin films up to 100 nm of two alloys (Chromel and Alumel) obtained by plasma deposition using Filtered Cathodic Vacuum Arc (FCVA). The objective of this project was to evaluate the similarity in elemental concentration of the materials used for deposition, which act as cathodes, and the deposited thin films, through measurements obtained by quantitative microanalysis technique Energy Dispersive Spectroscopy (EDS). In order to compare results and compatibility assessment was performed statistical analysis considering the t-test in which the test statistic is given by the Student\'s t - distribution, adopting a significance level of 5%. The values obtained by Quantitative EDS for the cathodes were (in wt%) (90.3 ± 0.5)% of Ni and (9.72 ± 0.19)% of Cr for the Chromel and (95.1 ± 0.8)% of Ni, (2.02 ± 0.14)% of Mn, (1.65 ± 0.04)% of Si and (1.15 ± 0.05)% of Al for the Alumel. As for the thin films, they were (90.2 ± 0.5)% of Ni and (9.8 ± 0.5)% of Cr for the Chromel and (95.2 ± 0.4)% of Ni, (2.8 ± 0.4)% of Mn, (0.77 ± 0.17)% of Si and (1.08 ± 0.09)% for Al Alumel, both featuring compatibility with the measures by Rutherford Backscattering Spectrometry (RBS) - technique commonly used for this type of specimen. It was verified that the elemental concentration of the thin film of Chromel presented no significant difference with the cathode of the same alloy. However, for the Alumel thin film, there was evidence of a significant difference with respect to the cathode, appointed by element Silicon.

Les artistes traditionnels peignent directement sur une toile et créent des apparences plausibles de scènes qui ressemblent au monde réel. A l’opposé, les artistes en informatique graphique définissent des objets dans une scène virtuelle (maillages 3D, matériaux et sources de lumière), et utilisent des algorithmes complexes (rendu) pour reproduire leur apparence. D’un côté, les techniques de peinture permettent de librement définir l’apparence. D’un autre côté, les techniques de rendu permettent de modifier séparément et dynamiquement les différents éléments qui définissent l’apparence. Dans cette thèse, nous présentons une approche intermédiaire pour manipuler l’apparence, qui permettent certaines manipulations en 3D en travaillant dans l’espace 2D. Mous étudions d’abord l’impact sur l’ombrage des matériaux, tenant en compte des matériaux comme des filtres passe-bande d’éclairage. Nous présentons ensuite un petit ensemble de relations statistiques locales entre les matériaux / l’éclairage et l’ombrage. Ces relations sont utilisées pour imiter les modifications sur le matériaux ou l’éclairage d’une image d’une sphère créée par un artiste. Les techniques connues sons le nom de LitSpheres / MatCaps utilisent ce genre d’images pour transférer leur apparence `a des objets de forme quelconque. Notre technique prouve la possibilité d’imiter les modifications 3D de la lumière et de matériaux à partir d’une image en 2D. Nous présentons une technique différente pour modifier le troisième élément impliqué dans l’aspect visuel d’un objet, sa géométrie. Dans ce cas, on utilise des rendus comme images d’entrée avec des images auxiliaires qui contiennent des informations 3D de la scène. Nous récupérons un ombrage indépendant de la géométrie pour chaque surface, ce qui nous demande de supposer qu’il n’y a pas de variations spatiales d’éclairage pour chaque surface. L’ombrage récupéré peut être utilisé pour modifier arbitrairement la forme locale de l’objet de manière interactive sans la nécessité de rendre `a nouveau la scène. / Traditional artists paint directly on a canvas and create plausible appearances of real-world scenes. In contrast, Computer Graphics artists define objects on a virtual scene (3D meshes, materials and light sources), and use complex algorithms (rendering) to reproduce their appearance. On the one hand, painting techniques permit to freely define appearance. On the other hand, rendering techniques permit to modify separately and dynamically the different elements that compose the scene. In this thesis we present a middle-ground approach to manipulate appearance. We offer 3D-like manipulation abilities while working on the 2D space. We first study the impact on shading of materials as band-pass filters of lighting. We present a small set of local statistical relationships between material/lighting and shading. These relationships are used to mimic modifications on material or lighting from an artist-created image of a sphere. Techniques known as LitSpheres/MatCaps use these kinds of images to transfer their appearance to arbitrary-shaped objects. Our technique proves the possibility to mimic 3D-like modifications of light and material from an input artwork in 2D. We present a different technique to modify the third element involved on the visual appearance of an object: its geometry. In this case we use as input rendered images alongside with 3D information of the scene output in so-called auxiliary buffers. We are able to recover geometry-independent shading for each object surface, assuming no spatial variations for each recovered surface. The recovered shading can be used to modify arbitrarily the local shape of the object interactively without the need to re-render the scene.

The usage of the wireless communication technologies have been increasing due to the benefits they provide in our daily life. These technologies are used in various fields such as military communication, public safety, cellular communication. The current systems might not be sufficient to meet the increasing demand. Therefore, the new solutions such as the usage of smart antennas have been proposed to satisfy this demand. Among different solutions, cognitive heterogeneous networks (HetNets) have been recently introduced as a promising one to meet the high user demand. In cognitive Hetnets, there are secondary base stations (SBSs) with secondary users (SUs) and primary base stations (PBSs) with primary users (PUs) in a given area without any coordination between SBS-SBS and SBS-PBS. Due to the physical coexistence of SBSs and the lack of available spectrum, interference caused by the SBSs becomes a significant issue. Therefore, there is a need for the techniques that allow users to share the same spectrum while maintaining the required performance level for each user by adopting interference mitigation techniques. In this dissertation, we focus on resource allocation, interference coordination/mitigation and channel control techniques in 4G and beyond systems. As resource allocation techniques, we propose two studies. In the first study, we present the random subcarrier selection algorithm which is that each SU selects a specific number of subcarriers determined by its needs. In comparison where, at each iteration of the game, the SU searches all the subcarriers to maximize its payof, our algorithm is based on selecting the subcarriers randomly and checks only those subcarriers that achieve higher payof. In the second study, we utilize the reconfigurable antennas (RAs) which allows wireless devices to alter their antenna states determined by different radiation patterns to maximize received signal strength, and present the joint subcarrier and antenna state selection algorithm. SU selects the subcarriers whose capacity values are the highest among the available ones. Since SUs employ RAs, i.e., multiple antenna states, they obtain the reports for all subcarriers from each antenna states, and select the state with the subcarriers which provide the highest capacity gain. As interference coordination/mitigation technique, we propose a game theoretical partially overlapping filtered multitone (POFMT) scheme. Partially overlapping is performed in both frequency and space domains. While intentional carrier frequency shift is introduced in frequency, RAs are utilized to achieve partially overlapping in space domain. Within a game theoretical framework, when SUs search for the frequency shift ratio, they also select the antenna state to increase the system utility. We also combine the resource allocation technique with POTs and present the game theoretical resource allocation with POFMT. To achieve the resource allocation, an SBS slides a group of consecutive subcarriers through all available ones and computes the utility for each selected subcarriers. It picks the consecutive ones which give the highest capacity result. Our results show that our algorithms reach Nash equilibrium and increase the system gain substantially in terms of the corresponding utility. As channel control technique, we propose a wireless channel control using spatially adaptive antenna arrays. This technique simultaneously utilizes beam-steering and spatial adaptation to enhance the wireless channel gain and system capacity. While the interference is reduced via beam-steering feature of proposed antenna, the wireless channel can be controlled by spatially moving the antenna in one axis. Simulated realized gain patterns at various array positions and phase shifter states are subsequently utilized in link and system level simulations to demonstrate the advantages of the proposed concept. It is shown that the system gain can be increased with the spatial adaptation capability of the antenna.

DIRA-3D is an iterative model-based reconstruction method for dual-energy helical CT whose goal is to determine the material composition of the patient from accurate linear attenuation coefficients (LACs). Possible applications are, for example, to aid in calculations of radiation transport and dose calculations in brachytherapy with low energy photons, and in proton therapy. There was a need to replace the current image reconstruction method, the PI-method, with a weighted filtered backprojection (wFBP) algorithm for image reconstruction, since wFBP is used for image reconstruction in Siemens's CT-scanners. The new DIRA-3D algorithm implemented the program take for cone-beam projection generation and the FreeCT wFBP algorithm for image reconstruction. Experiments showed that the accuracies of the resulting LACs for the DIRA-3D algorithm using wFBP for image reconstruction were comparable to the one using the PI-method for image reconstruction. The relative LAC errors reached a value below 0.2% after 10 iterations.

The optimisation of the specular reflectance of solar collectors is a key parameter to increase the global yield of concentrated solar power (CSP) plants. In this work, the influence of filtered cathodic vacuum arc deposition parameters, particularly working pressure and deposition time, on the specular and diffuse reflectance of aluminium thin films, was studied. Changes in specular reflectance, measured by ultraviolet–visible and near-infrared spectroscopy (UV-vis-NIR) spectrophotometry, were directly correlated with thin film elemental concentration depth profiles, obtained by Rutherford backscattering spectrometry (RBS), and surface and cross-sectional morphologies as measured by scanning electron microscopy (SEM) and profilometry. Finally, atomic force microscopy (AFM) provided information on the roughness and growth mechanism of the films. The two contributions to the total reflectance of the films, namely diffuse and specular reflectance, were found to be deeply influenced by deposition conditions. It was proven that working pressure and deposition time directly determine the predominant factor. Specular reflectance varied from 12 to 99.8% of the total reflectance for films grown at the same working pressure of 0.1 Pa and with different deposition times. This transformation could not be attributed to an oxidation of the films as stated by RBS, but was correlated with a progressive modification of the roughness, surface, and bulk morphology of the samples over the deposition time. Hence, the evolution in the final optical properties of the films is driven by different growth mechanisms and the resulting microstructures. In addition to the originally addressed CSP applications the potential of the developed aluminium films for other application rather than CSP, such as, for example, reference material for spectroscopic diffuse reflectance measurements, is also discussed.

The new compact disc from the Department of Veterans Affairs, Tonal and Speech Materials for Auditory Perceptual Assessment, Disc 2.0 (1998), contains two lists of randomly interleaved 1-, 2-, and 3-pair dichotic digits. Two experiments are reported, in which the effects of low-pass filtering and inter-digit interval on dichotic digit recognition were investigated in adult listeners with normal hearing and with mild-to-moderate cochlear hearing loss. Results demonstrated that in the filtered condition, as the low-pass cutoff was increased, there was an increase in recognition performance for 1-, 2-, and 3-pair dichotic digits. When compared to normative data for the materials, findings indicate that the interleaved 1-, 2-, and 3-pair dichotic digit materials were essentially resistant to the effects of hearing loss. There was no significant change in recognition performance as a function of inter-digit interval. The studied 625-ms range of inter-digit intervals studied produced consistent recognition performance with both groups of listeners.

The Filtered-X Least-Mean-Square (FXLMS) algorithm is widely used in active noise control due to its robustness, simplicity, and ability to be implemented in real time. In a feedforward implementation of the FXLMS algorithm, a reference signal that is highly correlated with the noise to be controlled is filtered with an estimate of the transfer function of the secondary path. The convergence characteristics of the FXLMS algorithm have been well studied. A convergence parameter is used to optimize the convergence of the algorithm. However, the optimal value for the convergence parameter is frequency dependent. Thus for noise containing multiple tones at different frequencies the convergence parameter can only be optimized for one of those tones. Other tones will have slower convergence rates and in general less attenuation than they would have if they were treated singly and parameters could be optimized for those frequencies separately. A method is developed to modify the magnitude response of the secondary path estimate while maintaining the original phase response, which equalizes the convergence characteristics over multiple frequencies, giving more uniform convergence and attenuation for all tones being controlled. Stability of the algorithm is not compromised. The modification to the FXLMS algorithm is relatively simple to implement and has been shown to increase overall attenuation of a signal containing multiple tones by an additional 6-9 dB.

We propose an exact filtered backprojection algorithm for inversion of the cone beam data in the case when the trajectory is composed of a distorted circle and a line segment. The length of the scan is determined by the region of interest , and it is independent of the size of the object. With few geometric restrictions on the curve, we show that we have an exact reconstruction. Numerical experiments demonstrate good image quality.