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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
11

Contrôle et transmission de l'information dans les systèmes de spins / Control and transmission of the information in the spin system

Aubourg, Lucile 02 March 2017 (has links)
Au niveau atomique, le contrôle de spins est un objectif primordial en physique quantique. Malheureusement la présence de bruits gêne ce dernier. Le but est de trouver les conditions à imposer à l’environnement pour que le contrôle ne soit pas perturbé par le bruit. L’étude d’une chaîne de spins caractérisée par trois couplages : interactions d’Heisenberg, d’Ising-Z et d’Ising-X, évoluant librement est prise comme référence. Nous observons que l’interaction d’Heisenberg correspond à un couplage isotrope. Celle d’Ising-Z conserve l’ordre dans la chaîne tandis que celle d’Ising-X est très désordonnée. Nous rendons le système plus complexe en ajoutant du contrôle et en analysant le comportement adiabatique d’un système quantique. Ce dernier est composé d’un système et d’un environnement, dont le couplage est perturbatif. Trois régimes adiabatiques ont été mis en évidence. Des formules permettant d’obtenir la fonction d'onde au cours du temps ont alors été établies pour ces trois régimes. Cependant, dans la pratique, les systèmes quantiques ne sont en aucun cas isolés. L’interaction avec leur environnement peut entraîner des comportements plus complexes, rendant le contrôle très difficile. Nous avons alors étudié des systèmes de spins, couplés ou non, frappés par des trains d’impulsions magnétiques ultracourtes. Ces trains traversent un environnement classique (stationnaire, de dérive linéaire, Markovien, microcanonique) modifiant la force et le retard de chaque impulsion. La modification des trains par l’environnement classique est une des sources du désordre dans le système de spins. Ce désordre est transmis entre les spins par le couplage. Dans cette étude nous n’arrivons pas à contrôler le système lorsque les trains sont en présence des environnements précédents. Pour palier à ce problème, nous imposons aux impulsions magnétiques de traverser un environnement chaotique. Avant un temps t, appelé horizon de cohérence, le système couplé par une interaction d’Heisenberg et soumis à un environnement chaotique reste cohérent alors qu’après, la population et la cohérence d'un spin et du spin moyen du système tendent à se rapprocher de la distribution microcanonique. Pendant cet horizon, il est possible de réaliser du contrôle quantique soit par contrôle total (contrôle du système à chaque instant), soit par transmission d’information. Cette étude nous a permis de déterminer une formule empirique de l’horizon de cohérence. Finalement, nous nous sommes attachés à trouver une formule plus formelle de cet horizon. / At an atomic level, the spin control is an essential aim in quantum physics. Unfortunately, the presence of noises disturbs this last. The goal is to find the conditions which we have to impose to the environment in order that the control is not disturbed by the noise. The study of a spin chain characterized by three couplings (Heisenberg, Ising-Z and Ising-X interactions) freely evolving is taken as reference. We observe that the Heisenberg interaction corresponds to an isotropic coupling. The Ising-Z one conserves the order into the chain whereas the Ising-X one is really disordered. We consider a more complex quantum system by adding some control and analyzing its adiabatic behavior. This last is composed by a system and an environment, for which the coupling is perturbative. Three adiabatic regimes have been highlighted. Some formulas allowing to obtain the wave function across the time have been established for these three regimes. However, in practice, quantum systems are not isolated. The interaction with their environment can lead to more complex behaviors, driving the control more difficult. We have studied spin systems, coupled or not, kicked by some ultrashort magnetic pulse trains. These trains cross a classical environment (stationary, drift, Markovian, microcanonical) modifying the strength and the delay of each pulse. The modification of the trains by the environment is one of the sources of the disorder into the spin system. This disorder is transmitted between the spins by the coupling. In this study we do not succeed in controlling the system when the trains are in the presence of the previous environments. To remedy this situation, we force the magnetic pulses to cross a chaotic environment. Before a time t, called horizon of coherence, the system coupled by an Heisenberg interaction and submitted to a chaotic environment remains coherent whereas after, the population and the coherence of one spin and of the average spin of the system tend to go near the microcanonical distribution. During this horizon, it is possible to realize some quantum control either by total control (control of the system at every instants) or by information transmission. This study allows us to determine an empirical formula of the horizon of coherence. Finally, we have tried to find a more formal approach for this horizon.
12

Essays in Behavioral Economics and Microeconomic Theory

Vorjohann, Pauline Lisa 29 September 2022 (has links)
Kapitel 1: Im Rahmen des Erwartungsnutzenmodells leite ich ein theoretisches Modell von choice bracketing aus zwei verhaltensökonomischen Axiomen ab. Das erste etabliert einen direkten Zusammenhang zwischen narrow bracketing und correlation neglect. Das zweite identifiziert den Referenzpunkt als den Ort, an dem broad und narrow Präferenzen miteinander verbunden sind. In meinem Modell ist der narrow bracketer durch die Unfähigkeit, Veränderungen vom Referenzpunkt in unterschiedlichen Dimensionen gleichzeitig zu verarbeiten, charakterisiert. Kapitel 2: Warum geben Menschen, wenn man sie fragt, präferieren aber, nicht gefragt zu werden, und nehmen sogar, wenn sich die Gelegenheit ergibt? Wir zeigen, dass Axiome wie Separabilität, narrow bracketing, und scaling invariance diese scheinbar widersprüchlichen Beobachtungen vorhersagen. Insbesondere implizieren diese Axiome, dass die Interdependenz von Präferenzen (“Altruismus”) ein Ergebnis des Interesses für das Wohlbefinden anderer im Gegensatz zu ihren bloßen Auszahlungen ist. Hierbei wird das Wohlbefinden durch die referenzabhängige Wertfunktion aus der Prospekttheorie erfasst. Kapitel 3: Wir untersuchen, wie sich fake news auf den Informationsfluss zwischen Nachrichtenportalen und  ökonomischen Agenten auswirkt. Wir erweitern das klassische cheaptalk- Modell um Unsicherheit über die Präferenzen des sender (Nachrichtenportal). Es gibt zwei Typen von Nachrichtenportalen. Ein fake-news-Portal möchte im Agenten unabhängig vom wahren Zustand eine maximale Erwartung wecken. Ein legitimes Nachrichtenportal möchte die Wahrheit offenbaren. Wir zeigen, dass jedes informative perfekte Bayesianische Gleichgewicht durch einen Schwellenwert charakterisiert ist. Während der Agent alle Zustände unter dem Schwellenwert unterscheiden kann, ist es ihm unmöglich, Zustände über dem Schwellenwert zu unterscheiden. / Chapter 1: I derive a theoretical model of choice bracketing from two behavioral axioms in an expected utility framework. The first behavioral axiom establishes a direct link between narrow bracketing and correlation neglect. The second behavioral axiom identifies the reference point as the place where broad and narrow preferences are connected. In my model, the narrow bracketer is characterized by an inability to process changes from the reference point in different dimensions simultaneously. Chapter 2: Why do people give when asked, but prefer not to be asked, and even take when possible? We show that standard behavioral axioms including separability, narrow bracketing, and scaling invariance predict these seemingly inconsistent observations. Specifically, these axioms imply that interdependence of preferences (“altruism”) results from concerns for the welfare of others, as opposed to their mere payoffs, where individual welfares are captured by the reference-dependent value functions known from prospect theory. The resulting preferences are non-convex, which captures giving, sorting, and taking directly. Chapter 3: We present a theoretical model to investigate how the presence of fake news affects information transmission from media outlets to economic agents. In a standard cheap talk framework we introduce uncertainty about the sender’s (media outlet’s) preferences. There are two types of media outlets. A fake news outlet wants to push the agent’s belief to the maximum irrespective of the state of the world. A legitimate outlet wants to reveal the true state to the agent. We show that any informative perfect Bayesian equilibrium of our game is characterized by a threshold value. While the agent can perfectly separate amongst states below the threshold value, there is no separation amongst states above the threshold value. We determine the unique most informative threshold value for a general class of equilibria.
13

Understanding the cost of carry in Nikkei 225 stock index futures markets : mispricing, price and volatility dynamics

Qin, Jieye January 2017 (has links)
This dissertation studies the cost of carry relationship and the international dynamics of mispricing, price and volatility in the three Nikkei futures markets - the Osaka Exchange (OSE), the Singapore Exchange (SGX) and the Chicago Mercantile Exchange (CME). Previous research does not fully consider the unique characteristics of the triple-listed Nikkei futures contracts, or the price and volatility dynamics in the three Nikkei futures exchanges at the same time. This dissertation makes a significant contribution to the existing literature. In particular, with a comprehensive new 19-year sample period, this dissertation helps deepen the understanding of the Nikkei spot-futures equilibrium and arbitrage behaviour, cross-border information transmission mechanism, and futures market integration. The first topic of the dissertation is to study the cost of carry relationship, mispricing and index arbitrage in the three Nikkei markets. The standard cost of carry model is adjusted for each Nikkei futures contract by allowing for the triple-listing nature and key institutional differences. Based on this, the economic significance of the Nikkei mispricing is explored in the presence of transaction costs. The static behaviour of the mispricing suggests that it is difficult especially for institutional investors to make arbitrage profits in the OSE and SGX, and that index arbitrage in the CME is not strictly risk-free due to the exchange rate effect. Smooth transition models are used to study the dynamic behaviour of the mispricing in the three markets. The results show that mean reversion in mispricing and limits to arbitrage are driven more by transaction costs than by heterogeneous arbitrageurs in the Nikkei markets. The second topic of the dissertation is to investigate the price discovery process in individual Nikkei markets and across the Nikkei futures markets. With smooth transition error correction models, this dissertation reports the leading role of the futures prices in the pre-crisis period and the leading role of the spot prices in the post-crisis period, in the first-moment information transmission process. Moreover, there is evidence of asymmetric adjustments in the Nikkei prices and volatilities. The cross-border dynamics suggest that the foreign Nikkei markets (the CME and SGX) act as the main price discovery vehicle, which implies the key functions of the equivalent, offshore markets in futures market globalisation. The third topic of the dissertation is to study the volatility transmission process in individual Nikkei markets and across the Nikkei futures markets, from the perspectives of the volatility interactions in and across the Nikkei markets and of the dynamic Nikkei market linkages. This dissertation finds bidirectional volatility spillover effects between the Nikkei spot and futures markets, and the information leadership of the foreign Nikkei markets (the CME and SGX) in the second-moment information transmission process across the border. It further examines the dynamic conditional correlations between the Nikkei markets. The results point to a dramatic integration process with strongly persistent and stable Nikkei market co-movements over time.
14

DATA QUALITY CONSEQUENCES OF MANDATORY CYBER DATA SHARING BETWEEN DUOPOLY INSURERS

Reinert, Olof, Wiesinger, Tobias January 2020 (has links)
Cyber attacks against companies are becoming more common as technology advances and digitalization is increasing exponentially. All Swedish insurance companies that sell cyber insurance encounter the same problem, there is not enough data to do good actuarial work. In order for the pricing procedure to improve and general knowledge of cyber insurance to increase, it has been proposed that insurance companies should share their data with each other. The goal of the thesis is to do mathematical calculations to explore data quality consequences of such a sharing regime. This thesis is based on some important assumptions and three scenarios. The most important assumptions are that there are two insurance companies forced to share all their data with each other and that they can reduce the uncertainty about their own product by investing in better data quality. In the first scenario, we assume a game between two players where they can choose how much to invest in reducing the uncertainty. In the second scenario, we assume that there is not a game, but the two insurance companies are forced to equal investments and thus have the same knowledge of their products. In the third scenario, we assume that the players are risk averse, that is, they are not willing to take high risk. The results will show how much, if any, the insurance companies should invest in the different scenarios to maximize their profits (if risk neutral) or utility (if risk averse). The results of this thesis show that in the first and second scenario, the optimal profit is reached when the insurance companies do not invest anything. In the third scenario though, the optimal investment is greater than zero, given that the companies are enough risk averse.
15

Stochastic and Multi-scale Modeling in Biology and Immunology

Tabbaa, Omar Peter January 2014 (has links)
No description available.
16

Educación en información comunicación: análisis y propuesta para capacitar el consumo responsable de la información

Climent Ferrer, Juan José 06 September 2022 (has links)
[ES] En el momento en que decidí dedicarme académicamente al mundo de la comunicación empecé a ser consciente del poder que el ámbito de la información y la comunicación poseen a diferentes niveles. En aquel momento las tecnologías empezaban a despuntar en su gran evolución y revolución que vivimos a día de hoy, pero todavía no éramos conscientes, al menos del todo, de los resultados que pueden provocar determinadas informaciones poco rigurosas, más todavía, debido a su gran difusión y elevadas posibilidades de transmisión a gran velocidad a día de hoy. Dentro de esta tesis se analiza la evolución y revolución que las tecnologías digitales de la información y la comunicación han aportado al ámbito de los medios y como han logrado cambiar de paradigma. Se analiza como la ciudadanía cambia su rol de ser un agente pasivo que recibe informaciones a ser activo y con responsabilidades al poder ser también creador y transmisor de informaciones. Se realiza un análisis de las técnicas y estrategias que utilizan los profesionales de los medios de comunicación en el tratamiento de los hechos y datos para poder transformarlos en informaciones y como muchas veces este tratamiento se utiliza con intereses ocultos para favorecer objetivos políticos, económicos o bien de opinión social. Se concluye en esta tesis con una propuesta de currículum docente para poder llevar a cabo una educación en información y comunicación que nos ayude a facilitar el aprendizaje hacia una futura ciudadanía para que posea un pensamiento crítico ante cualquier tipo de información que reciba desde cualquier tipo de medio de comunicación y transmisión de la información. / [CA] En el moment en què vaig decidir dedicar-me acadèmicament al món de la comunicació vaig començar a ser conscient del poder que l'àmbit de la informació i la comunicació posseeixen a diferents nivells. En aquell moment les tecnologies començaven a despuntar en la seva gran evolució i revolució que vivim avui dia, però encara no érem conscients, almenys del tot, dels resultats que poden provocar determinades informacions poc rigoroses, més encara, a causa de la seva gran difusió i elevades possibilitats de transmissió a gran velocitat avui dia. Dins d'aquesta tesi s'analitza l'evolució i revolució que les noves tecnologies de la informació i la comunicació han aportat a l'àmbit dels mitjans i com han aconseguit canviar de paradigma. S'analitza com la ciutadania canvia el seu rol de ser un agent passiu que rep informacions a ser actiu i amb responsabilitats en poder ser també creador i transmissor d'informacions. Es realitza una anàlisi de les tècniques i estratègies que utilitzen els professionals dels mitjans de comunicació en el tractament dels fets i dades per a poder transformar-los en informacions i com moltes vegades aquest tractament s'utilitza amb interessos ocults per a afavorir objectius polítics, econòmics o bé d'opinió social. Aquesta tesi conclou amb una proposta de currículum docent per a poder dur a terme una educació en informació i comunicació que ens ajudi a facilitar l'aprenentatge cap a una futura ciutadania perquè posseeixi un pensament crític davant qualsevol mena d'informació que rebi des de qualsevol mena de mitjà de comunicació i transmissió de la informació. / [EN] When I decided to dedicate myself academically to the world of communication, I began to be aware of the power that the field of information and communication has at different levels. At that time, technologies were still to emerge in their great evolution and revolution that we are living today, but we were not yet aware, at least not fully, of the results certain less rigorous information can cause, even more so, due to its wide dissemination and high possibilities of transmission at high speed today. This thesis analyzes the evolution and revolution that the new information and communication technologies have brought to the media and how they have changed the paradigm. It analyzes how citizens change their role from being passive agents who receive information to being active and with responsibilities as they can also be creators and transmitters of information. An analysis is made of the techniques and strategies used by media professionals in the treatment of facts and data in order to transform them into information and how this treatment is often used with hidden interests to favor political, economic or social opinion objectives. This thesis concludes with a proposal for a teaching curriculum in order to carry out an education in information and communication that helps us to facilitate learning towards a future citizenry that possesses critical thinking in the face of any type of information received from any type of media and information transmission. / Climent Ferrer, JJ. (2022). Educación en información comunicación: análisis y propuesta para capacitar el consumo responsable de la información [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/185505 / TESIS
17

Coding Theorem and Memory Conditions for Abstract Channels with Time Structure / Kodierungstheorem und Gedächtniseigenschaften für abstrakte Kanäle mit Zeitstruktur

Mittelbach, Martin 02 June 2015 (has links) (PDF)
In the first part of this thesis, we generalize a coding theorem and a converse of Kadota and Wyner (1972) to abstract channels with time structure. As a main contribution we prove the coding theorem for a significantly weaker condition on the channel output memory, called total ergodicity for block-i.i.d. inputs. We achieve this result mainly by introducing an alternative characterization of information rate capacity. We show that the ψ-mixing condition (asymptotic output-memorylessness), used by Kadota and Wyner, is quite restrictive, in particular for the important class of Gaussian channels. In fact, we prove that for Gaussian channels the ψ-mixing condition is equivalent to finite output memory. Moreover, we derive a weak converse for all stationary channels with time structure. Intersymbol interference as well as input constraints are taken into account in a flexible way. Due to the direct use of outer measures and a derivation of an adequate version of Feinstein’s lemma we are able to avoid the standard extension of the channel input σ-algebra and obtain a more transparent derivation. We aim at a presentation from an operational perspective and consider an abstract framework, which enables us to treat discrete- and continuous-time channels in a unified way. In the second part, we systematically analyze infinite output memory conditions for abstract channels with time structure. We exploit the connections to the rich field of strongly mixing random processes to derive a hierarchy for the nonequivalent infinite channel output memory conditions in terms of a sequence of implications. The ergodic-theoretic memory condition used in the proof of the coding theorem and the ψ-mixing condition employed by Kadota and Wyner (1972) are shown to be part of this taxonomy. In addition, we specify conditions for the channel under which memory properties of a random process are invariant when the process is passed through the channel. In the last part, we investigate cascade and integration channels with regard to mixing conditions as well as properties required in the context of the coding theorem. The results are useful to study many physically relevant channel models and allow a component-based analysis of the overall channel. We consider a number of examples including composed models and deterministic as well as random filter channels. Finally, an application of strong mixing conditions from statistical signal processing involving the Fourier transform of stationary random sequences is discussed and a list of further applications is given. / Im ersten Teil der Arbeit wird ein Kodierungstheorem und ein dazugehöriges Umkehrtheorem von Kadota und Wyner (1972) für abstrakte Kanäle mit Zeitstruktur verallgemeinert. Als wesentlichster Beitrag wird das Kodierungstheorem für eine signifikant schwächere Bedingung an das Kanalausgangsgedächtnis bewiesen, die sogenannte totale Ergodizität für block-i.i.d. Eingaben. Dieses Ergebnis wird hauptsächlich durch eine alternative Charakterisierung der Informationsratenkapazität erreicht. Es wird gezeigt, dass die von Kadota und Wyner verwendete ψ-Mischungsbedingung (asymptotische Gedächtnislosigkeit am Kanalausgang) recht einschränkend ist, insbesondere für die wichtige Klasse der Gaußkanäle. In der Tat, für Gaußkanäle wird bewiesen, dass die ψ-Mischungsbedingung äquivalent zu endlichem Gedächtnis am Kanalausgang ist. Darüber hinaus wird eine schwache Umkehrung für alle stationären Kanäle mit Zeitstruktur bewiesen. Sowohl Intersymbolinterferenz als auch Eingabebeschränkungen werden in allgemeiner und flexibler Form berücksichtigt. Aufgrund der direkten Verwendung von äußeren Maßen und der Herleitung einer angepassten Version von Feinsteins Lemma ist es möglich, auf die Standarderweiterung der σ-Algebra am Kanaleingang zu verzichten, wodurch die Darstellungen transparenter und einfacher werden. Angestrebt wird eine operationelle Perspektive. Die Verwendung eines abstrakten Modells erlaubt dabei die einheitliche Betrachtung von zeitdiskreten und zeitstetigen Kanälen. Für abstrakte Kanäle mit Zeitstruktur werden im zweiten Teil der Arbeit Bedingungen für ein unendliches Gedächtnis am Kanalausgang systematisch analysiert. Unter Ausnutzung der Zusammenhänge zu dem umfassenden Gebiet der stark mischenden zufälligen Prozesse wird eine Hierarchie in Form einer Folge von Implikationen zwischen den verschiedenen Gedächtnisvarianten hergeleitet. Die im Beweis des Kodierungstheorems verwendete ergodentheoretische Gedächtniseigenschaft und die ψ-Mischungsbedingung von Kadota und Wyner (1972) sind dabei Bestandteil der hergeleiteten Systematik. Weiterhin werden Bedingungen für den Kanal spezifiziert, unter denen Eigenschaften von zufälligen Prozessen am Kanaleingang bei einer Transformation durch den Kanal erhalten bleiben. Im letzten Teil der Arbeit werden sowohl Integrationskanäle als auch Hintereinanderschaltungen von Kanälen in Bezug auf Mischungsbedingungen sowie weitere für das Kodierungstheorem relevante Kanaleigenschaften analysiert. Die erzielten Ergebnisse sind nützlich bei der Untersuchung vieler physikalisch relevanter Kanalmodelle und erlauben eine komponentenbasierte Betrachtung zusammengesetzter Kanäle. Es wird eine Reihe von Beispielen untersucht, einschließlich deterministischer Kanäle, zufälliger Filter und daraus zusammengesetzter Modelle. Abschließend werden Anwendungen aus weiteren Gebieten, beispielsweise der statistischen Signalverarbeitung, diskutiert. Insbesondere die Fourier-Transformation stationärer zufälliger Prozesse wird im Zusammenhang mit starken Mischungsbedingungen betrachtet.
18

Da produção do conhecimento científico à transferência de informações: análise da circulação de saberes no âmbito de duas redes de pesquisa agropecuária

Telles, Milena Ambrosio 25 August 2016 (has links)
Submitted by Priscilla Araujo (priscilla@ibict.br) on 2017-06-19T19:44:42Z No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) TESE_Milena_Telles_Final_ago_16_2.pdf: 4997045 bytes, checksum: 2023029ca5fc3b25c2b1162e696cf0e1 (MD5) / Made available in DSpace on 2017-06-19T19:44:42Z (GMT). No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) TESE_Milena_Telles_Final_ago_16_2.pdf: 4997045 bytes, checksum: 2023029ca5fc3b25c2b1162e696cf0e1 (MD5) Previous issue date: 2016-08-25 / Analisou-se a circulação de saberes no âmbito de duas redes de pesquisa agropecuária – a rede Pecus, coordenada pela Embrapa Pecuária Sudeste, no Brasil e a rede Animal Change, coordenada pelo Inra, na França – desde a produção do conhecimento científico até a transferência de informações. Com a hipótese de que a análise de práticas e objetos no âmbito das redes de pesquisa durante a produção do conhecimento científico, no processo de divulgação das informações e dos resultados produzidos pelas redes, permite descrever como estas materializam a circulação de saberes, alcançaram-se os sete objetivos específicos, entre eles o de analisar o processo de produção do conhecimento técnico-científico sob a perspectiva do pesquisador e o de identificar e analisar os resultados oficiais entregues pelas redes de pesquisa às instituições coordenadoras, além de mapear os websites das redes para a visualização dos resultados tornados públicos por meio da internet. Para tanto, foram utilizados três procedimentos metodológicos: entrevistas semiestruturadas, análise quantitativa dos resultados oficiais das redes de pesquisa e mapeamento dos websites das duas redes. Foram entrevistados seis pesquisadores-chave das redes estudadas, no Brasil e na França, no intuito de se obter dados para a análise de três aspectos: a prática científica, a circulação de saberes no interior das redes de pesquisa e a circulação de saberes dessas redes para outros ambientes. No aprofundamento teórico mobilizado para a interpretação dos dados, adotaram-se os conceitos de campo e capital científico de Pierre Bourdieu, o conceito de trivialité, de Yves Jeanneret, bem como as teorias sobre redes sociais. Os resultados alcançados mostraram que, muitas vezes, apesar de os discursos ocorrerem em sua dimensão linguística, as práticas e objetos analisados revelam entraves ao processo de produção-divulgação do conhecimento técnico-científico, tais como: i) a sobrecarga causada pela burocracia institucional; a insatisfação manifestada pelos pesquisadores relativa à necessidade de desempenhar funções de gestão administrativa – o que diminui o tempo para a pesquisa; ii) os conflitos inerentes ao campo científico, como a concorrência entre pares; iii) a contradição entre disponibilidade e uso real das TICs na comunicação entre pares. Além disso, foram identificadas características próprias da análise de redes sociais, como as relações de empatia e confiança para a formação natural de redes de pesquisa e a valorização do contato pessoal na colaboração científica. Os resultados quantitativos das redes demonstraram que a rede Pecus produziu mais artigos científicos e treinamentos internos, seguidos de resultados relativos à imagem corporativa e treinamentos de multiplicadores e a Animal Change apresentou em primeiro lugar resultados relacionados a atividades de disseminação, seguidos de artigos científicos. O mapeamento dos websites das redes mostrou que, no caso da Animal Change, a arquitetura de informação não facilita a recuperação da informação, embora a maioria dos resultados declarados pela rede no relatório final estejam disponíveis na internet. No caso da rede Pecus, evidenciou-se que o website foi pouco utilizado. As considerações finais mostram que a análise realizada demonstrou a hipótese levantada, descrevem os limites e dificuldades encontrados durante a pesquisa e levantam temas para estudos futuros. / The circulation of knowledge within two agricultural and livestock research networks (the Pecus network, coordinated by Embrapa Pecuária Sudeste, in Brazil, and the Animal Change network, coordinated by INRA, in France), from production of scientific knowledge to transfer of information, was analyzed. It was hypothesized that analysis on practices and aims within research networks during scientific knowledge production, and on the information dissemination process and results produced, would make it possible to describe how these enable circulation of knowledge. Seven specific objectives were attained, including analysis on the process of producing scientific-technical knowledge from the researcher’s perspective and identification of and analysis on the official results forwarded via the research networks to the coordinating institutions, with mapping of the network websites to view the results that are made public through the internet. For this, three methodological procedures were used: semi-structured interviews, quantitative analysis on the official results in the research networks and mapping of the websites of the two networks. Seven key researchers in these state networks in Brazil and France were interviewed with the aim of obtaining data for analysis on three aspects: scientific practice, circulation of knowledge within the research networks and circulation of knowledge from these networks to other environments. To attain greater depth of analysis in interpreting the data, Pierre Bourdieu’s concepts within this field and his scientific capital, Yves Jeanneret’s concept of triviality and theories on social networks were used. The results achieved showed that although discourse took place within its linguistic dimension, the practices and aims analyzed often revealed obstacles to the process of producing and disseminating technical and scientific knowledge, such as: i) overload caused by institutional bureaucracy, with dissatisfaction expressed by researchers regarding the need to perform administrative and managerial functions, which diminished the time available for research; ii) conflicts inherent to the field of science, such as competition between peers; and iii) the contradiction between the availability and real use of TICs in communications between peers. Furthermore, characteristics inherent to analysis on social networks were identified, such as relationships of empathy and trust for natural formation of research networks and the placed on personal contact within scientific collaboration. The quantitative results from the networks demonstrated that the Pecus network produced more scientific articles and internal training, followed results relating to corporate image and training of multipliers, while Animal Change was ahead in its results relating to dissemination activities, followed by scientific articles. Mapping of the network websites showed that, in the case of Animal Change, the information architecture did not facilitate information retrieval, although most of the results declared by the network in the final report were available on the internet. In the case of the Pecus network, it was seen that the website was little used. Lastly, the analysis performed showed that the hypothesis that had been put forward described the limits and difficulties encountered in conducting research and raised topics for future studies.
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Essais en microéconomie financière et appliquée / Essays in financial and applied microeconomics

Demarquette, Maximilien 17 February 2016 (has links)
Cette thèse est composée de trois articles indépendants qui ont pour trait commun d’analyser le comportement d’investisseurs et de firmes en situation de concurrence imparfaite. Nous considérons d’abord un modèle de marché financier à la Kyle (1985) où les investisseurs peuvent produire soit un signal (fondamental) sur la valeur d’un actif risqué, soit un signal (non-fondamental) sur la demande aléatoire des noise traders. Nous montrons que réduire le coût du signal non-fondamental détériore l’efficience informationnelle du prix du titre et,sous certaines conditions, le bien-être des noise traders. Nous étendons ensuite le modèle au cas où les investisseurs non-fondamentalistes soumettent des ordres à cours limité. Leur activité s’apparente alors à du “front running”. Par ce biais, nous enrichissons nos résultats et montrons que l’effet potentiellement néfaste de l’accès à l’information non-fondamentale persiste.Nous considérons ensuite un marché à la Kyle (1985) où des agents non informés échangent pour un motif de partage de risque avec des investisseurs répartis sur un réseau.Ces derniers partagent leurs signaux avec leurs contacts, ce qui formalise une meilleure diffusion de l’information. Nous évaluons alors l’effet de cette hypothèse sur deux critères: le profit spéculatif et l’espérance d’utilité des agents non informés qui mesure l’efficacité du partage de risque sur le marché. Nous montrons que l’ajout du réseau peut simultanément améliorer ces deux critères ainsi que l’efficience informationnelle du prix. Un résultat original qui ne peut pas être obtenu sans l’ajout du réseau. Enfin, nous caractérisons la coopération graduelle entre deux firmes concurrentes de tailles différentes incapables de contracter et dont les contributions sont irréversibles. Nous montrons que l’asymétrie entre les deux firmes ralentit fortement le processus de collaboration,ce qui souligne l’importance des arrangements contractuels dans certaines situations. Nous montrons aussi qu’un renforcement de la concurrence entre les deux firmes peut nuire au bien-être social en réduisant leur capacité à collaborer. / This thesis contains three distinct papers related to the behavior of investors or firms acting under imperfect competition. First, we consider a Kyle’s (1985) model where investors can produce either a (fundamental) signal on the value of the risky asset, or a (non fundamental)signal on the forth coming demand from noise traders. We show that reducing the cost of the non-fundamental signal worsens price informativeness as well as the welfare of noise traders under some conditions. Then, we extend the model by allowing non fundamental traders to submit limit orders. Their activity is then analogous to front running. By this mean, we enrich our results and show that the potentially detrimental effect of non-fundamental information still pertains. Then, we consider a market à la Kyle (1985) where uninformed hedgers trade for risk sharing purposes with investors located on a network, who share their signal with their“contacts”. This hypothesis formalizes a better diffusion of information. We evaluate its effect on speculative gains and hedgers’ expected utility which depends on the risk sharing role of the market. We show that the introduction of the network might simultaneously improve these two welfare measures as well as price informativeness. An original result that cannot be obtained otherwise. Finally, we consider a contribution game between two competitors of different sizes. We obtain the value of their (irreversible) contributions during each period of the game. We show that the asymmetry between the two firms strongly slowers the collaboration process,high lighting the importance of contractual arrangements in some circumstances. Also, we obtain that increasing competition might be detrimental to social welfare, because it harms the ability of the two firms to set up a mutually beneficial process of collaboration.
20

Coding Theorem and Memory Conditions for Abstract Channels with Time Structure

Mittelbach, Martin 04 December 2014 (has links)
In the first part of this thesis, we generalize a coding theorem and a converse of Kadota and Wyner (1972) to abstract channels with time structure. As a main contribution we prove the coding theorem for a significantly weaker condition on the channel output memory, called total ergodicity for block-i.i.d. inputs. We achieve this result mainly by introducing an alternative characterization of information rate capacity. We show that the ψ-mixing condition (asymptotic output-memorylessness), used by Kadota and Wyner, is quite restrictive, in particular for the important class of Gaussian channels. In fact, we prove that for Gaussian channels the ψ-mixing condition is equivalent to finite output memory. Moreover, we derive a weak converse for all stationary channels with time structure. Intersymbol interference as well as input constraints are taken into account in a flexible way. Due to the direct use of outer measures and a derivation of an adequate version of Feinstein’s lemma we are able to avoid the standard extension of the channel input σ-algebra and obtain a more transparent derivation. We aim at a presentation from an operational perspective and consider an abstract framework, which enables us to treat discrete- and continuous-time channels in a unified way. In the second part, we systematically analyze infinite output memory conditions for abstract channels with time structure. We exploit the connections to the rich field of strongly mixing random processes to derive a hierarchy for the nonequivalent infinite channel output memory conditions in terms of a sequence of implications. The ergodic-theoretic memory condition used in the proof of the coding theorem and the ψ-mixing condition employed by Kadota and Wyner (1972) are shown to be part of this taxonomy. In addition, we specify conditions for the channel under which memory properties of a random process are invariant when the process is passed through the channel. In the last part, we investigate cascade and integration channels with regard to mixing conditions as well as properties required in the context of the coding theorem. The results are useful to study many physically relevant channel models and allow a component-based analysis of the overall channel. We consider a number of examples including composed models and deterministic as well as random filter channels. Finally, an application of strong mixing conditions from statistical signal processing involving the Fourier transform of stationary random sequences is discussed and a list of further applications is given. / Im ersten Teil der Arbeit wird ein Kodierungstheorem und ein dazugehöriges Umkehrtheorem von Kadota und Wyner (1972) für abstrakte Kanäle mit Zeitstruktur verallgemeinert. Als wesentlichster Beitrag wird das Kodierungstheorem für eine signifikant schwächere Bedingung an das Kanalausgangsgedächtnis bewiesen, die sogenannte totale Ergodizität für block-i.i.d. Eingaben. Dieses Ergebnis wird hauptsächlich durch eine alternative Charakterisierung der Informationsratenkapazität erreicht. Es wird gezeigt, dass die von Kadota und Wyner verwendete ψ-Mischungsbedingung (asymptotische Gedächtnislosigkeit am Kanalausgang) recht einschränkend ist, insbesondere für die wichtige Klasse der Gaußkanäle. In der Tat, für Gaußkanäle wird bewiesen, dass die ψ-Mischungsbedingung äquivalent zu endlichem Gedächtnis am Kanalausgang ist. Darüber hinaus wird eine schwache Umkehrung für alle stationären Kanäle mit Zeitstruktur bewiesen. Sowohl Intersymbolinterferenz als auch Eingabebeschränkungen werden in allgemeiner und flexibler Form berücksichtigt. Aufgrund der direkten Verwendung von äußeren Maßen und der Herleitung einer angepassten Version von Feinsteins Lemma ist es möglich, auf die Standarderweiterung der σ-Algebra am Kanaleingang zu verzichten, wodurch die Darstellungen transparenter und einfacher werden. Angestrebt wird eine operationelle Perspektive. Die Verwendung eines abstrakten Modells erlaubt dabei die einheitliche Betrachtung von zeitdiskreten und zeitstetigen Kanälen. Für abstrakte Kanäle mit Zeitstruktur werden im zweiten Teil der Arbeit Bedingungen für ein unendliches Gedächtnis am Kanalausgang systematisch analysiert. Unter Ausnutzung der Zusammenhänge zu dem umfassenden Gebiet der stark mischenden zufälligen Prozesse wird eine Hierarchie in Form einer Folge von Implikationen zwischen den verschiedenen Gedächtnisvarianten hergeleitet. Die im Beweis des Kodierungstheorems verwendete ergodentheoretische Gedächtniseigenschaft und die ψ-Mischungsbedingung von Kadota und Wyner (1972) sind dabei Bestandteil der hergeleiteten Systematik. Weiterhin werden Bedingungen für den Kanal spezifiziert, unter denen Eigenschaften von zufälligen Prozessen am Kanaleingang bei einer Transformation durch den Kanal erhalten bleiben. Im letzten Teil der Arbeit werden sowohl Integrationskanäle als auch Hintereinanderschaltungen von Kanälen in Bezug auf Mischungsbedingungen sowie weitere für das Kodierungstheorem relevante Kanaleigenschaften analysiert. Die erzielten Ergebnisse sind nützlich bei der Untersuchung vieler physikalisch relevanter Kanalmodelle und erlauben eine komponentenbasierte Betrachtung zusammengesetzter Kanäle. Es wird eine Reihe von Beispielen untersucht, einschließlich deterministischer Kanäle, zufälliger Filter und daraus zusammengesetzter Modelle. Abschließend werden Anwendungen aus weiteren Gebieten, beispielsweise der statistischen Signalverarbeitung, diskutiert. Insbesondere die Fourier-Transformation stationärer zufälliger Prozesse wird im Zusammenhang mit starken Mischungsbedingungen betrachtet.

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