La these de doctorat intitulee ``Mesure de la diffusion Compton a haute virtualite a HERA II' a ete realisee au sein du service de physique des particules elementaires de l'ULB sous la direction de mon promoteur Laurent Favart et porte sur l'analyse des donnees enregistrees par l'experience H1 situee aupres du collisionneur electron-proton HERA du laboratoire DESY a Hambourg. L'analyse presentee concerne l'etude d'un processus diffractif exclusif particulier, le processus de diffusion Compton a haute virtualite ou DVCS (Deeply Virtual Compton Scattering), e p -> e p gamma, qui correspond a la diffusion gamma* p -> gamma p$ d'un photon hautement virtuel par le proton, dans le domaine cinematique 6.5 < Q^2 < 80 GeV2, 30 < W < 140 GeV et |t| < 1 GeV2, Q^2 designant la virtualite du photon echange, W l'energie dans le referentiel du centre de masse du systeme gamma* p et t le carre du transfert de quadri-impulsion au vertex du proton. Les donnees utilisees ont ete enregistrees au cours des annees 2004 et 2005 et correspondent a une luminosite integree de 134.8 pb-1. L'etude du processus DVCS dans le domaine cinematique envisage permet de tester avec precision les predictions que fournit la chromodynamique quantique perturbative (pQCD) pour la description de l'echange diffractif et de contraindre la parametrisation des distributions partoniques generalisees (GPD) qui interviennent dans l'expression de la section efficace du processus DVCS. Les mesures presentent la section efficace du processus DVCS elastique au niveau e p -> e p gamma de maniere simplement differentielle en Q^2, W et t et de maniere doublement differentielle en Q^2 - W, Q^2 - t et W - t. Les expressions de la section efficace reduite au niveau gamma* p -> gamma p sont ensuite extraites en fonction des variables Q^2, W et t pour l'ensemble des donnees, en fonction de W en differentes valeurs de la virtualite Q^2 et en fonction de t en differentes valeurs de Q^2 et de W. On presente egalement la mesure des differents parametres n, delta et b caracterisant le comportement de la section efficace reduite du processus DVCS elastique vis-a-vis des invariants Q^2, W et t. Les mesures de la section efficace reduite du processus DVCS elastique en fonction des variables Q^2 et W sont finalement comparees aux predictions de la QCD perturbative a l'ordre sous-dominant basees sur le formalisme des GPD. Un tres bon accord est observe entre les resultats obtenus et les predictions theoriques, tant au niveau des dependances cinematiques qu'au niveau de la normalisation de la section efficace. La comparaison entre les mesures et les predictions theoriques permet de contraindre la parametrisation utilisee pour les distributions partoniques generalisees a l'echelle initiale Q^2_0 et de conclure a l'absence de correlation d'impulsion intrinseque entre les partons participant a l'interaction dure.

This thesis reviewed various heavy tailed distributions and Extreme Value Theory (EVT) to estimate the catastrophic losses simulated from Florida Public Hurricane Loss Projection Model (FPHLPM). We have compared risk measures such as Probable Maximum Loss (PML) and Tail Value at Risk (TVaR) of the selected distributions with empirical estimation to capture the characteristics of the loss data as well as its tail distribution. Generalized Pareto Distribution (GPD) is the main focus for modeling the tail losses in this application. We found that the hurricane loss data generated from FPHLPM were consistent with historical losses and were not as heavy as expected. The tail of the stochastic annual maximum losses can be explained by an exponential distribution. This thesis also touched on the philosophical implication of small probability, high impact events such as Black Swan and discussed the limitations of quantifying catastrophic losses for future inference using statistical methods.

Investment has undergone dramatic development lately and people are looking more and more new ways to evaluate their funds to protect them from the effects of inflation or as easy to get rich This work deals with investment opportunities for Czechs in relation to their income and appreciation in relation to the welfare of the country measured by GDP. The first part describes the history of investment and investment opportunities. Subsequently, the work deals with the development of GDP and of the allocation of funds in various investment instruments in the development of GDP. The last part is devoted to modeling the development of further investment on GDP in the CR.

Fully differentiated muscle fibers can undergo considerable phenotypic changes in order to adjust to changing conditions of the physiological environment. It is generally accepted that the electrical impulses a muscle receives play a role in modulating the quantities of metabolic proteins (glycolytic and oxidative enzymes) and types of contractile proteins (myosin heavy chain, MHC) that are expressed. Research has shown that decreased neuromuscular activation following spinal cord transection (ST) results in adaptations in the physiological characteristics of paralyzed muscles, including atrophy and an accompanying loss of force production, and transformations of contractile and metabolic proteins toward a more fatigable state. However, it remains unclear whether or not a strong interdependence of energy metabolism and MHC isoform composition persists. Therefore, the goal of this study was to identify and quantify relative myosin heavy chain (MHC) isoform expression and metabolic enzyme profile adaptations at multiple time points (1, 3 and 6 months) in soleus fibers of rats following spinal cord transection (ST). To accomplish this, female Sprague-Dawley rats (~150 g, n = 15) were subjected to complete transection of the spinal cord at a mid-thoracic level. Age and weight-matched, non-operated rats served as controls (n = 15). The soleus was processed for quantitative single fiber histochemical analyses for succinate dehydrogenase (SDH, oxidative marker) and a-glycerophosphate dehydrogenase (GPD, glycolytic marker) activities (~30 fibers/muscle) and immunohistochemical analysis for MHC isoform composition. The total number of soleus fibers analyzed was ~900. Oxidative capacity was increased in muscle fibers at all time points after ST. Specifically, SDH activity was significantly higher than controls by 142, 127 and 206% at 1, 3 and 6 months post-ST, respectively. ISDH, a measure of total oxidative power, also increased in muscle fibers at all time points after ST. For example, 6 months after ST ISDH activity was 93% higher than controls (91.8-3.8 vs. 47.6-0.9 OD x 10-3, respectively). Glycolytic capacity peaked one month after ST. Thereafter, glycolytic capacity of all fibers steadily declined. For example, by 6 months, GPD activity had declined by 76% compared to 1 month GPD activities (3.3-0.2 vs. 13.7-1.4 OD x 10-3, respectively). These data suggest that the increases in glycolytic capacity are transient as fibers transition toward a faster MHC phenotype and then return towards control levels as fibers of a given type become phenotypically stable. The GPD/SDH ratio, an index of metabolic substrate utilization, peaked at one month after ST (394-41) and significantly decreased at 3 months (224-10) and at 6 months (95-7) after ST. Therefore, a shift occurred such that a greater dependence on oxidative metabolism was apparent. These data suggest that the oxidative capacities of soleus muscle fibers are not compromised after ST. In fact, as the fibers transitioned toward faster MHC isoforms, the GPD/SDH ratio was maintained or decreased, suggesting a reliance on oxidative metabolism regardless of MHC isoform composition. This might imply a dissociation between the contractile and metabolic characteristics of paralyzed soleus muscle fibers. However, these data are consistent with previous data and suggest that the increased fatigability observed after chronic reductions in neuromuscular activity are not due to compromised capacities for ATP synthesis. / Master of Science

論文名稱：非齊質變異下尾端風險的衡量 校所組別：國立政治大學國際貿易學研究所 指導教授：饒秀華博士 研究生：陳俊宏 關鍵字：風險值、極值理論、厚尾、GPD、GEV、HILL、GARCH模型 論文摘要 台灣加入世界貿易組織(WT0)之後，也相對宣示了國內企業邁向國際化與自由化的向前邁進一步，對於銀行、進、出口商在匯率使用上將會更加的頻繁，因此面對匯率的風險將是無法避免，本研究的目標為每一塊美元兌換台幣的即期匯率資料，以基本的歷史模擬法、變異數－共變異數法，比較極值理論所使用的方法是否有差異存在，而平常使用的非條件模型與條件的GARCH模型比較，條件模型是否能夠比非條件的模型更能正確地估計風險值；另外，條件模型在多日風險值的估計時是否還保有其適用性。 實證結果顯示：整體上而言，在1日風險值估計的模型上，條件模型上的假設確實比非條件的模型較好。在1日的風險值估計下，條件極值理論的使用上比條件變異數－共變異數法或歷史模擬法所估計出來的風險值表現的結果好。在多日的風險值估計下，1日風險值估計模型表現最佳的條件極值理論的模型，卻沒有依然表現的很好，原因是GARCH模型可能無法在時間拉長時，依然做到最好的估計，此時，或許使用非條件的Hill模型以λ_t的方法來估計風險值，就可以達到不錯的結果。

The volatility model approach to forecasting Value at Risk is complemented with modelling of Expected Shortfalls using an extreme value approach. Using three models from the GARCH family (GARCH, EGARCH and GJR-GARCH) and assuming two conditional distributions, normal Gaussian and Student t’s distribution, to make predictions of VaR, the forecasts are used as a threshold for assigning losses to the distribution tail. The Expected Shortfalls are estimated assuming that the violations of VaR follow the Generalized Pareto distribution, and the estimates are evaluated. The results indicate that the most efficient model for making predictions of VaR is the asymmetric GJR-GARCH, and that assuming the t distribution generates conservative forecasts. In conclusion there is evidence that the commodities are characterized by asymmetry and conditional normality. Since no comparison is made, the EVT approach can not be deemed to be either superior or inferior to standard approaches to Expected Shortfall modeling, although the data intensity of the method suggest that a standard approach may be preferable.

Bacteriophage Lambda (λ) has played a historical role as an essential model contributing to our current understanding of molecular genetics. Lambda’s major capsid protein “gpD” occurs on each capsid at 405 to 420 copies per phage in homotrimeric form and functions to stabilize the head and likely to compact the genomic DNA. The interesting conformation of this protein allows for its exploitation through the genetic fusion of peptides or proteins to either the amino or carboxy terminal end of gpD, while retaining phage assembly functionality and viability. The lytic nature of λ and the conformation of gpD in capsid assembly makes this display system superior to other display options. Despite previous reports of λ as a phage display candidate, decorative control of the phage remains an elusive concept. The primary goal of this study was to design and construct a highly controllable head decoration system governed by two genetic conditional regulation systems; plasmid-mediated temperature sensitive repressor expression and bacterial conditional amber mutation suppression. The historical λ Dam15 conditional allele results in a truncated gpD fragment when translated in nonsuppressor, wild-type E. coli cells, resulting in unassembled, nonviable progeny. I sequenced the Dam15 allele, identifying an amber (UAG) translational stop at the 68th codon. Employing this mutant in combination with a newly created isogenic cellular background utilizing the amber suppressors SupD (Serine), SupE (Glutamine), SupF (Tyrosine) and Sup— (wild type), we sought to control the level of incorporation of undecorated gpD products. As a second dimension, I constructed two separate temperature-inducile plasmids whereby expression of either D or D::eGFP was governed by the λ strong λ CI[Ts]857 temperature-sensitive repressor and expressed from the λ PL strong promoter. Our aim was to measure the decoration of the λ capsid by a D::gfp fusion under varying conditions regulated by both temperature and presence of suppression. This was achieved utilizing this controllable system, enabling the measurement of a variable number of fusions per phage based on diverse genetic and physical environments without significantly compromising phage viability. Surprisingly, both SupE and SupF showed similar levels of Dam15 suppression, even though sequencing data indicated that only SupE could restore the native gpD sequence at amino acid 68 (Q). In contrast, SupD (S), conferred very weak levels of suppression, but imparted an environment for very high decoration of gpD::eGFP per capsid, even at lower (repressed) temperatures. The presence of albeit few wild-type gpD molecules allowed for an even greater display than that of the perceived “100%” decoration scenario provided by the nonsuppressor strain. It appears that the lack of wild-type gpD does not allow for the space required to display the maximum number of fusions and in turn creates an environment that affects both phage assembly and therefore phage viability. Finally, the use of Western blotting, confirmed the presence of gpD::eGFP fusion decoration by employing a polyclonal anti-eGFP antibody. The significance of this work relates to the unique structure of λ’s capsid and its ability to exploit gpD in the design of controlled expression, which is guiding future research examining the fusion of different therapeutic peptides and proteins. Furthermore this approach has important implications specifically for the design of novel vaccines and delivery vehicles for targeted gene therapy in which steric hindrance and avidity are important concerns. The execution of this project employed basic bacterial genetics, phage biology and molecular biology techniques in the construction of bacterial strains and plasmids and the characterization of the phage display system.

Bacteriophage Lambda (λ) has played a historical role as an essential model contributing to our current understanding of molecular genetics. Lambda’s major capsid protein “gpD” occurs on each capsid at 405 to 420 copies per phage in homotrimeric form and functions to stabilize the head and likely to compact the genomic DNA. The interesting conformation of this protein allows for its exploitation through the genetic fusion of peptides or proteins to either the amino or carboxy terminal end of gpD, while retaining phage assembly functionality and viability. The lytic nature of λ and the conformation of gpD in capsid assembly makes this display system superior to other display options. Despite previous reports of λ as a phage display candidate, decorative control of the phage remains an elusive concept. The primary goal of this study was to design and construct a highly controllable head decoration system governed by two genetic conditional regulation systems; plasmid-mediated temperature sensitive repressor expression and bacterial conditional amber mutation suppression. The historical λ Dam15 conditional allele results in a truncated gpD fragment when translated in nonsuppressor, wild-type E. coli cells, resulting in unassembled, nonviable progeny. I sequenced the Dam15 allele, identifying an amber (UAG) translational stop at the 68th codon. Employing this mutant in combination with a newly created isogenic cellular background utilizing the amber suppressors SupD (Serine), SupE (Glutamine), SupF (Tyrosine) and Sup— (wild type), we sought to control the level of incorporation of undecorated gpD products. As a second dimension, I constructed two separate temperature-inducile plasmids whereby expression of either D or D::eGFP was governed by the λ strong λ CI[Ts]857 temperature-sensitive repressor and expressed from the λ PL strong promoter. Our aim was to measure the decoration of the λ capsid by a D::gfp fusion under varying conditions regulated by both temperature and presence of suppression. This was achieved utilizing this controllable system, enabling the measurement of a variable number of fusions per phage based on diverse genetic and physical environments without significantly compromising phage viability. Surprisingly, both SupE and SupF showed similar levels of Dam15 suppression, even though sequencing data indicated that only SupE could restore the native gpD sequence at amino acid 68 (Q). In contrast, SupD (S), conferred very weak levels of suppression, but imparted an environment for very high decoration of gpD::eGFP per capsid, even at lower (repressed) temperatures. The presence of albeit few wild-type gpD molecules allowed for an even greater display than that of the perceived “100%” decoration scenario provided by the nonsuppressor strain. It appears that the lack of wild-type gpD does not allow for the space required to display the maximum number of fusions and in turn creates an environment that affects both phage assembly and therefore phage viability. Finally, the use of Western blotting, confirmed the presence of gpD::eGFP fusion decoration by employing a polyclonal anti-eGFP antibody. The significance of this work relates to the unique structure of λ’s capsid and its ability to exploit gpD in the design of controlled expression, which is guiding future research examining the fusion of different therapeutic peptides and proteins. Furthermore this approach has important implications specifically for the design of novel vaccines and delivery vehicles for targeted gene therapy in which steric hindrance and avidity are important concerns. The execution of this project employed basic bacterial genetics, phage biology and molecular biology techniques in the construction of bacterial strains and plasmids and the characterization of the phage display system.

This thesis describes taxes, analyses tax-to-GDP ratio in the European Union countries. Next aim is to compare structure and volume of taxation in chosen European Union countries and the Czech republic and also appreciate plan of tax coordination.

No description available.