La structure des nucléons et des noyaux a été intensivement étudiée au cours duvingtième siècle au travers de la diffusion élastique d’électrons (mesure des facteurs deforme électromagnétique) et de la diffusion profondément inélastique (mesure des distributionsde partons). Le formalisme des distributions généralisées de partons (GPD)a permis d’unifier les facteurs de forme et les distributions de partons. Ce lien procureune source d’information unique sur la dynamique des partons, telle la distribution desforces nucléaires et de moment orbital au sein des hadrons. L’accès expérimental le plussimple aux GPD est la diffusion Compton profondément virtuelle (DVCS), correspondantà l’électroproduction dure d’un photon réel. Tandis que plusieurs expériences sesont déjà focalisées sur la réaction DVCS sur le nucléon, les expériences sur une ciblenucléaire s’avèrent plus rares. Cette thèse se concentre sur l’étude du canal DVCS cohérentsur l’hélium 4, avec pour objectif l’extraction des parties réelle et imaginaire dufacteur de forme Compton via l’asymétrie de spin du faisceau. / The structure of the nucleons and of the nuclei was actively studied during the twentiethcentury through electron elastic scattering (measuring the electromagnetic formfactors) and deep inelastic electron scattering (measuring the parton distributions). Theformalism of generalized parton distributions (GPD) achieved the unification of the formfactors and the parton distributions. This link gives a source of information about partondynamics, such as the distribution of nuclear forces and orbital momentum insidehadrons. The easiest experimental access to the GPD is the deeply virtual Comptonscattering (DVCS), which corresponds to the hard electroproduction of a real photon.While several experiments focussed on DVCS off the nucleon, only a few experimentsstudied DVCS off a nuclear target. This thesis is dealing with the study of the coherentchannel of DVCS off helium 4, with the aim to extract the real and imaginary parts ofthe Compton form factor thanks to the beam spin asymetry.

Introduites au milieu des années 90, les Distributions Généralisées de Partons (GPD) sont aujourd'hui un élément clé dans l'étude de la structure interne du nucléon. Les GPD sont la généralisation des Facteurs de Forme et des Fonctions de Distribution de Partons. Elles englobent la distribution spatiale et la distribution en impulsion des partons à l'intérieur du nucléon, ce qui permet d'en effectuer une tomographie en trois dimensions. De plus, elles permettent d'obtenir le moment orbital angulaire total des quarks grâce à la règle de somme de Ji, ce qui est un élément crucial dans l'élucidation de l'énigme de la structure en spin du nucléon. En décrivant de manière plus complète la structure des hadrons en termes de quarks et gluons, il est possible d'approfondir notre compréhension de la Chromodynamique Quantique. Les GPD sont accessibles expérimentalement à travers les processus d'électro-production exclusifs profonds, et l'un des canaux les plus simples est la Diffusion Compton Profondément Virtuelle (DVCS). Un programme expérimental mondial a été lancé au début des années 2000 afin d'extraire ces GPD. L'expérience DVCS E12-06-114 qui a été effectuée dans le Hall A du Jefferson Laboratory (Virginie, Etats-Unis) entre 2014 et 2016 est incluse dans ce programme. Le but de cette expérience est de mesurer avec grande précision la section efficace DVCS dépendante de l'hélicité en fonction du transfert d'impulsion Q², pour des valeurs fixes de la variable de Bjorken xBj, sur une cible de proton. La récente amélioration à 12 GeV de l'accélérateur permet d'obtenir un bras de levier en Q² plus important que lors des expériences précédentes et de sonder des régions cinématiques encore inexplorées, tandis que le faisceau polarisé d'électrons permet de séparer les contributions des parties réelles et imaginaires de l'amplitude DVCS à la section efficace totale. Dans ce document, un bref résumé du programme expérimental mondial sur l'étude des GPD va être fourni, suivi par la description de l'appareillage et l'analyse des données de l'expérience E12-06-114. Enfin, les résultats des mesures de sections efficaces polarisées et non-polarisées sont présentés et comparés à une sélection de modèles. / Introduced in the mid 90’s, Generalized Parton Distributions (GPDs) are now a key element in the study of the nucleon internal structure. GPDs are a generalization of Form Factors and Parton Distribution Functions. They encapsulate both spatial and momentum distributions of partons inside a nucleon, allowing to perform its three-dimensional tomography. Furthermore, they allow to derive the total orbital angular momentum of quarks through the Ji sum rule, which is a crucial point to unravel the nucleon spin structure. By providing a more complete description of hadrons in terms of quarks and gluons, a deeper understanding of Quantum Chromodynamics can be reached.GPDs are experimentally accessible through deeply exclusive electro-production processes, and one of the simplest channels available is Deeply Virtual Compton Scattering (DVCS). A worldwide experimental program was started in the early 2000’s to extract these GPDs. The DVCS experiment E12-06-114 performed at Jefferson Laboratory Hall A (Virginia, USA) between 2014 and 2016, is encompassed in this program. The aim of this experiment is to extract with high precision the DVCS helicity-dependent cross sections as a function of the momentum transfer Q², for fixed values of the Bjorken variable xBj, on a proton target. The recent upgrade of the accelerator facility to 12 GeV allows to cover a larger Q² range than in previous measurements and probe yet unexplored kinematic regions, while the polarized electron beam allows the separation of the contributions from the real and imaginary parts of the DVCS amplitude to the total cross section. In this document, a brief summary of the worldwide experimental program for the study of GPDs will be provided, followed by a description of the E12-06-114 apparatus and data analysis. Finally, the results of the unpolarized and polarized cross-section measurements are presented and compared to a few selected models.

Les distributions de parton généralisées (GPD) paramétrisent le contenu non perturbatif du nucléon et peuvent être utilisées pour révéler les corrélations entre position et impulsion des partons en son sein. Elles apparaissent dans l'amplitude de processus d'électroproduction durs et exclusifs comme la Diusion Compton Pronfondément Virtuelle (DVCS) sur le nucléon (ep ! ep°). Le formalisme des GPD a été étendu à des états naux plus généraux avec l'introduction des GPD de transition. De telles fonctions permettent, par exemple, de décrire au niveau partonique la transition entre le nucléon et son premier état excité : la résonance ¢+. Le processus ¢VCS est le plus simple faisant intervenir les GPD de transition N-¢ avec la réaction ep ! e¢+°. D'un point de vue expérimental, cette réaction est étudiée en examinant les états naux eN¼° dans la région du ¢+, cette particule se désintégrant en paires nucléon-pion. Le but de cette étude expérimentale était de statuer sur la faisabilité de la mesure de l'asymétrie de spin du faisceau des réactions ep ! eN¼° et si possible de l'extraire. Les analyses sont basées sur une expérience menée en 2005 avec le détecteur CLAS et l'accélérateur CEBAF du Jeerson Lab (USA). Après l'introduction du formalisme, l'expérience et les analyses de données sont décrites. Les résultats d'asymétrie de spin du faisceau sont montrés et discutés.

The current study empirically analyzes the extreme behavior and the impact of deregulation policies as well as financial turmoil on the extreme behavior of changes of Taiwan short term interest rate. A better knowledge of short-term interest rate properties, such as heavy tails, asymmetry, and uneven tail fatness between right and left tails, provide an insight to the extreme behavior of short-term interest rate as well as a more accurate estimation of interest risk. The predicting performances of filtered and unfiltered VaR (Value at risk) models are also examined to suggest the proper models for management of interest rate risk. By applying Extreme Value theory (EVT), tail behavior is analyzed and tested and the VaR based on parametric and non-parametric EVT models are calculated.The empirical findings show that, first, the distribution of change of rate are heavy-tailed indicating that the actual risk would be underestimated based on normality assumption. Second, the unconditional distribution is consistent with the heavier-tailed distributions such as ARCH process or Student¡¦t. Third, the right tail of distribution of change of rate are significantly heavier than the left one pointing out that the probabilities and magnitudes of rise in rate could be higher than those of drop in rate. Fourth, the amount of tail-fatness in tail of distribution of change of rate increase after 1999 and the vital factors to cause structural break in tail index are the interest rate policies taken by central bank of Taiwan instead of the deregulation policies in money market. Fifth, based on the two break points found in tail index of right and left tail, long sample of CP rates should not be treated as samples from a single distribution. Sixth, the dependent and heteroscedastic properties of data series should be considered in applying EVT to improve accuracy of VaR forecasts. Finally, EVT models predict VaR accurately before 2001 and the benchmark model, HS and GARCH, generally are superior to EVT models after 2001. Among EVT models, MRE and CHE are relative consistent and reliable in VaR prediction.

Ši magistro baigiamojo darbo tema pasirinkta todėl, kad ji yra mažai nagrinėta Lietuvoje. Europos Sąjungos parama Lietuvai, jos reikšme šalies ekonomikai, lėšų įsisavinimo eiga ir rezultatai nėra pakankamai analizuojami. Europos Sąjungos struktūrinių fondų parama Lietuvai ženkliai prisideda prie spartaus šalies ekonomikos augimo, tačiau paramos panaudojimo procese susiduriama su daugeliu efektyvumą mažinančių problemų, t.y. žemas paramos įsisavinimo lygis kai kuriose srityse yra dėl administruojančių institucijų mažo dėmesio į dalykinius ir turinio aspektus, tuo pačiu sureikšminant biurokratizmo aspektus Darbo tikslas - išanalizuoti Europos Sąjungos paramos įsisavinimo rodiklius Lietuvoje, jų įtaką Lietuvos ekonomikai, iškelti ir palyginti žemo įsisavinimo lygio priežastis ir problemas, ir pateikti jų sprendimo būdus. Darbo tikslui pasiekti ir pradinius duomenis analizei surinkti buvo naudotasi mokslinės literatūros, Lietuvos ir užsienio autorių monografijomis, moksliniais straipsniais dokumentų ir paramą administruojančių institucijų statistinių duomenų ir lyginimo metodais. Pirmoje darbo dalyje apžvelgta Europos Sąjungos struktūrinių fondų vaidmuo įgyvendinant Lietuvos strateginius tikslus, antroje dalyje atlikta paramos įsisavinimo pagal BPD, BPD II-ąjį prioritetą analizė, nustatytos ES struktūrinės paramos įsisavinimo problemos. Trečioje darbo dalyje analizuojama užsienio šalių patirtis įgyvendinant jaunimo... [toliau žr. visą tekstą] / This theme of master’s finishing work is chosen, because it is not much examined in Lithuania. European Union support for Lithuania, its significance to country’s economics, course and results of resources assimilation are analyzed insufficiently. The support of European Union specifically contributed to rapid growth of country’s economics, however, during the process of support usage there is being faced with many problems, which reduce effectiveness, i.e., low level of support assimilation in some areas is over too little attention of administering institutions on matter-of-fact and content aspects, at the same time giving prominence to aspects of bureaucracy. The purpose of work is to analyze indicators of assimilation of European Union structural funds in Lithuania, its influence on Lithuanian economics, to suggest and compare causes and problems of low level of assimilation, and provide solutions. In order to achieve the purpose of work and to collect initial data for analysis, it was used scientific literature, monographs of Lithuanian and foreign authors, scientific articles, and statistical data and comparison methods of documents and institutions, which administer the support. In the first part of work there was reviewed the role of European Union structural funds, while realizing strategic purposes of Lithuania, in the second part there was performed the analysis of support assimilation, according to GPD, GPD II... [to full text]

La structure des nucléons et des noyaux a été intensivement étudiée au cours duvingtième siècle au travers de la diffusion élastique d'électrons (mesure des facteurs deforme électromagnétique) et de la diffusion profondément inélastique (mesure des distributionsde partons). Le formalisme des distributions généralisées de partons (GPD)a permis d'unifier les facteurs de forme et les distributions de partons. Ce lien procureune source d'information unique sur la dynamique des partons, telle la distribution desforces nucléaires et de moment orbital au sein des hadrons. L'accès expérimental le plussimple aux GPD est la diffusion Compton profondément virtuelle (DVCS), correspondantà l'électroproduction dure d'un photon réel. Tandis que plusieurs expériences sesont déjà focalisées sur la réaction DVCS sur le nucléon, les expériences sur une ciblenucléaire s'avèrent plus rares. Cette thèse se concentre sur l'étude du canal DVCS cohérentsur l'hélium 4, avec pour objectif l'extraction des parties réelle et imaginaire dufacteur de forme Compton via l'asymétrie de spin du faisceau.

La these de doctorat intitulee ``Mesure de la diffusion Compton a haute virtualite a HERA II'<p>a ete realisee au sein du service de physique des particules elementaires de l'ULB sous<p>la direction de mon promoteur Laurent Favart<p>et porte sur l'analyse des donnees enregistrees par l'experience H1 situee aupres du collisionneur<p>electron-proton HERA du laboratoire DESY a Hambourg. <p><p>L'analyse presentee concerne l'etude d'un processus diffractif exclusif particulier,<p>le processus de diffusion Compton a haute virtualite ou DVCS (Deeply Virtual Compton Scattering), e p -> e p gamma, qui correspond a <p>la diffusion gamma* p -> gamma p$ d'un photon<p>hautement virtuel par le proton, dans le domaine cinematique 6.5 < Q^2 < 80 GeV2,<p>30 < W < 140 GeV et / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

A characteristic feature of species of Trichoderma is the production of concentric rings of conidia in response to alternating light-dark conditions. In response to a single burst of light, a single ring of conidia forms at what was the colony perimeter. On the basis of these observations, competency to photoconidiate has been proposed to be due to the age and metabolic rate of the hyphal cell. In this study, conidiation was investigated in five biocontrol isolates (T. hamatum, T. atroviride, T. asperellum, T. virens and T. harzianum) using both a morphological and molecular approach. All five isolates produced concentric conidial rings under alternating light-dark conditions on potato-dextrose agar (PDA), however, in response to a 15 min burst of blue light, only T. asperellum and T. virens produced a clearly, defined conidial ring which correlated with the colony margin at the time of light exposure. Both T. harzianum and T. hamatum photoconidiated in a disk-like fashion and T. atroviride produced a broken ring with a partially filled in appearance. On the basis of these results, it was postulated that competency to photoconidiate is a factor of the metabolic state of the hyphal cell rather than chronological age or metabolic rate. The influence of the source of nitrogen on photoconidiation was assessed on pH-buffered (pH 5.4) minimal medium (MM) amended with glutamine, urea or KNO₃. In the presence of glutamine or urea, T. asperellum and T. harzianum conidiated in a disk, whereas, when KNO₃ was the sole nitrogen source, a ring of conidia was produced. Further, in the presence of increasing amounts of glutamine, the clearly defined photoconidial ring produced on PDA by T. asperellum became disk-like. These results clearly demonstrated that primary nitrogen promotes photoconidiation in these isolates and strongly suggests that competency of a hyphal cell to conidiate in response to light is dependent on the nitrogen catabolite repression state of the cell. The experiments were repeated for all five isolates on unbuffered MM. Differences were apparent between the buffered and unbuffered experiments for T. atroviride. No photoconidiation was observed in T. atroviride on buffered medium whereas on unbuffered medium, rings of conidia were produced on both primary and secondary nitrogen. These results show that photoconidiation in T. atroviride is influenced by the buffering capacity of the medium. Conidiation in response to light by T. hamatum and T. virens was absent in all nitrogen experiments, regardless of the nitrogen source and buffering capacity, whereas both isolates conidiated in response to light on PDA. These results imply that either both sources of nitrogen are required for photoconidiation, or a factor essential for conidiation in these two isolates was absent in the minimal medium. Mycelial injury was also investigated in five biocontrol isolates of Trichoderma. On PDA, all isolates except T. hamatum conidiated in response to injury. On nitrogen amended MM, conidiation in response to injury was again observed in all isolates except for T. hamatum. In T. atroviride, injury-induced conidiation was observed on all medium combinations except the pH-buffered MM amended with glutamine or urea and T. virens conidiated in response to injury on primary nitrogen only, regardless of the buffering capacity. These results have revealed conidiation in response to injury to be differentially regulated between isolates/species of Trichoderma. On unbuffered MM amended with glutamine or urea, conidiation in response to injury occurred at the colony perimeter only in T. atroviride. It was hypothesised that the restriction of conidiation to the perimeter may be due to changes in the pH of the agar. The experiment was repeated and the pH values of the agar under the growing colony measured at the time of light induction (48 h) or injury (72 h). The areas under the hyphal fronts were acidified to below the starting value of the medium (pH 5.4) and the centres of the plates were alkalinised. The region of acidification at the time of stimuli correlated with the production of conidia, which implicates a role for crossregulation of conidiation by the ambient pH. The influence of the ambient pH on injury-induced conidiation was investigated in T. hamatum and T. atroviride on MM amended with glutamine and PDA, pH-buffered from pH 2.8 to 5.6. Thickening of the hyphae around the injury site was observed at the lowest pH values on MM in both T. atroviride and T. hamatum, however no conidia were produced, whereas both Trichoderma species conidiated on pH-buffered PDA in a strictly low pH-dependent fashion. This is the first observation of injury-induced conidiation in T. hamatum. The influence of the ambient pH on photoconidiation was assessed in T. hamatum, T. atroviride and T. harzianum using both buffered and unbuffered PDA from pH 2.8 to 5.2. On buffered PDA, no conidiation in response to light was observed above pH 3.2 in T. hamatum, above 4.0 in T. atroviride and above 4.4 in T. harzianum, whereas on unbuffered PDA it occurred at all pH values tested. It was postulated that conidiation at pH values above 4.4 on unbuffered PDA was due to acidification of the agar. The pH values of the agar under the growing colony were measured at the time of light exposure and in contrast to the MM with glutamine experiments, alkalisation of the agar had occurred in both T. atroviride and T. hamatum. No change in medium pH was recorded under the growing T. harzianum colony. These results indicate that low pH-dependence of photoconidiation is directly related to the buffering capacity of the medium. Recent studies have linked regulation of conidiation in T. harzianum to Pac1, the PacC orthologue. In fungi, PacC regulates gene expression in response to the ambient pH. In these studies pH-dependent photoconidiation occurred only on buffered PDA and on unbuffered PDA conidiation occurred at significantly higher ambient pH levels. It is proposed that the influence of ambient pH on conidiation in the isolates used in this study is not due to direct Pac1 regulation. The T. harzianum isolate used in this study produced profuse amounts of the yellow anthraquinone pachybasin. Production of this secondary metabolite was strictly pH-dependent, irrespective of the buffering capacity of the medium. Studies in T. harzianum have linked Pac1 regulation to production of an antifungal α-pyrone. pH-dependence on both buffered and unbuffered media strongly suggests that pachybasin production may also be under the control of Pac1. Photoconidiation studies on broth-soaked filter paper, revealed rhythmic conidiation in the pachybasin producing T. harzianum isolate. Diffuse rings of conidia were produced in dark-grown cultures and, in cultures exposed to light for 15 min at 48 h, the rings were clearly defined. These results show that conidiation is under the control of an endogenous rhythm in T. harzianum and represent the first report of circadian conidiation in a wild-type Trichoderma. A Free-Running Rhythm (FRR) assay was used to investigate rhythmic gene expression in T. atroviride IMI206040 and a mutant derivative, in which the wc-2 orthologue, blr-2, was disrupted. Over a 3 d period, expression of gpd, which encodes the glycolytic enzyme glyceraldehyde-3-phosphate dehydrogenase, oscillated with a period of about 48 h. In the Δblr-2 mutant, the gpd rhythm was absent. These results revealed that in T. atroviride, gpd expression is under the control of an endogenous clock and that clock-regulated expression of gpd is associated with a functional BLR complex. Using degenerate primers, a portion of frq, which encodes the N. crassa clock oscillator FREQUENCY, was isolated from T. atroviride and used to probe the FRR assay northern blots. No frq expression was detected at any time point, which suggests that the circadian clock in Trichoderma does not involve FREQUENCY. In a concurrent study, orthologues of rco-1 (rcoT) were isolated and sequenced from T. atroviride and T. hamatum using a combination of degenerate, inverse and specific PCR. RcoT is an orthologue of the yeast global co-repressor Tup1 and in the filamentous fungi, RcoT orthologues have been demonstrated to negatively regulate conidiation. Genomic analysis of all available rcoT orthologues revealed the conservation of erg3, a major ergosterol biosynthesis gene, upstream from rcoT in ascomycetous filamentous fungi, but not in the ascomycetous yeast or in the basidiomycetes. These studies have significantly contributed to our understanding of the regulatory factors controlling conidiation in Trichoderma and have multiple implications for Trichoderma biocontrol; most notable the promotion of conidiation by primary nitrogen and low pH. Incubation conditions can be altered to suit the nitrogen and pH preferences of a biocontrol strain in order to promote cost effective conidial production, however this is not easily achieved in the soil, where the biocontrol strain must perform in a highly buffered environment optimised for plant growth. Successful use of Trichoderma biocontrol strains may involve the screening and targeting of strains to the appropriate pH conditions or the selection of new strains on the basis of capacity to perform under a given range of conditions.

Value at Risk (VaR) and Expected Shortfall (ES) are methods often used to measure market risk. Inaccurate and unreliable Value at Risk and Expected Shortfall models can lead to underestimation of the market risk that a firm or financial institution is exposed to, and therefore may jeopardize the well-being or survival of the firm or financial institution during adverse markets. The objective of this study is therefore to examine various Value at Risk and Expected Shortfall models, including fatter tail models, in order to analyze the accuracy and reliability of these models. Thirteen VaR and ES models under three main approaches (Parametric, Non-Parametric and Semi-Parametric) are examined in this study. The results of this study show that the proposed model (ARMA(1,1)-GJR-GARCH(1,1)-SGED) gives the most balanced Value at Risk results. The semi-parametric model (Extreme Value Theory, EVT) is the most accurate Value at Risk model in this study for S&P 500. / October 2014

In the case of soil chemical analyses, frequency distributions for some elements show a dissymmetrical aspect, with a very marked spread to the right or to the left. A high frequency of extreme values is also observed and a possible mixture of several distributions, due to the presence of various soil types within a single geographical unit, is encountered. Then, for the outliers detection and the establishment of detection limits, an original outliers detection procedure has been developed; it allows estimating extreme quantiles above and under which observations are considered as outliers. The estimation of these detection limits is based on the right and the left of the distribution tails. A first estimation is realised for each elementary geographical unit to determine an appropriate truncation level. Then, a spatial classification allows creating adjoining homogeneous groups of geographical units to estimate robust limit values based on an optimal number of observations. / Dans le cas des analyses chimiques de sols, les distributions de fréquences des résultats présentent, pour certains éléments étudiés, un caractère très dissymétrique avec un étalement très marqué à droite ou à gauche. Une fréquence importante de valeurs extrêmes est également observée et un mélange éventuel de plusieurs distributions au sein dune même entité géographique, lié à la présence de divers types de sols, peut être rencontré. Dès lors, pour la détection des valeurs aberrantes et la fixation des limites de détection, une méthode originale, permettant destimer des quantiles extrêmes au-dessus et en dessous desquelles les observations sont considérées comme aberrantes, a été élaborée. Lestimation des limites de détection est établie de manière distincte à partir des queues des distributions droite et gauche. Une première estimation par entité géographique élémentaire est réalisée afin de déterminer un niveau de troncature adéquat. Une classification spatiale permet ensuite de créer des groupes dentités homogènes contiguës, de manière à estimer des valeurs limites robustes basées sur un nombre dobservations optimal.