京都大学 / 新制・課程博士 / 博士(医学) / 甲第25190号 / 医博第5076号 / 新制||医||1072(附属図書館) / 京都大学大学院医学研究科医学専攻 / (主査)教授 伊藤 貴浩, 教授 藤田 恭之, 教授 武藤 学 / 学位規則第4条第1項該当 / Doctor of Agricultural Science / Kyoto University / DFAM

The 2007 financial crisis highlighted the severe risks posed by counterparty defaults in financial markets. Assessing and addressing counterparty credit risk has consequently been a focal point of new regulations introduced in the wake of the crisis. The Central Clearing Counterparty (CCP) is at the heart of the solution, an entity dedicated to managing and mitigating counterparty risk in a market. CPPs manage risk by collecting collateral, referred to as margin, from the participants trading on the market. Appropriately sizing the margin is of utmost importance for the CCP to maintain the integrity of its operation and, by extension, protect the participants in the market. Most contemporary margin methodologies require significant resources which precludes frequent margin updates. In light of this issue, our work examines the capability of replicating the popular margin methodology Historical Simulation Value at Risk using machine-learning-based methods envisioning that an adequate such model could be used as a complement to the traditional model, providing real-time margin estimations. The experiment concerns portfolios containing stocks, bonds, and options and uses static market data and scenarios. We conclude that neither of the ensemble methods are sufficiently accurate, while both of the neural network-based models show moderate promise, warranting further development.

The expansion of space activities has led to an increase in congestion. With this increase, there has been a growing emphasis on the importance of space situational awareness. Without it, the space environment can become hazardous, with increasing threats of collision and debris generation. As the utilization of space continues to grow, effective methods for tracking objects to maintain situational awareness must also be considered. One approach to tracking objects in space involves a series of steps, including optical observations and orbit estimations using initial orbit determination methods, followed by additional observations and continuous tracking. However, a challenge with this tracking method is the low quality and quantity of observational data, which can impact the accuracy achieved from these methods. This thesis will study two new and two traditional methods of initial orbit determination, analyzing improvements in accuracy with limited data for each method. Additionally, the impact of observation elevation will be analyzed to assess its effects on the quality of data, and how this, along with a limited amount of data, can affect the overall initial orbit determination accuracy.

Syfte: Studien syftar till att utvärdera vilka faktorer som bidrar till att olika tillväxtbolag misslyckas eller lyckas med en IPO. Teoretisk referensram: Den teoretiska referensramen bygger på tidigare forskning om misslyckandet med börsnoteringar. Företagsspecifika variabler som ska undersökas presenteras. Dessutom redogörs för studiens hypoteser. Metod: Studien har använt en kvantitativ metod i form av logistisk regression. I den logistiska regressionen härleds samtliga variabler som presenterats i den teoretiska referensramen.  Empiri: Studien identifierade totalt 152 stycken IPOs på Nasdaq First North Growth Market under 2014-2018.  Analys och slutsats: Studien visar att äldre bolag tenderar att lyckas med en IPO i större utsträckning än yngre bolag. Med hjälp av sensitivitetsanalysen kunde vi påvisa ett signifikant samband mellan bruttomarginal och resultatet av IPO genom att utesluta fyra företag. Däremot lyckades vi inte påvisa något signifikant samband mellan resterande oberoende variabler: avkastning under första handelsdagen, ROA, soliditet och den beroende variabeln lyckad respektive misslyckad IPO.

As an alternative to converting a brushless exciter to static excitation in order to improve an exciter’s response time, conversion of the existing conventional brushless exciter is possible. A high initial response (HIR) brushless excitation system has the ability to force its output to ceiling voltage in 0.1 second or less, which is a response time similar to a static excitation system. To achieve the required fast response time, various modifications to the existing exciter components are required, including the ac exciter stator, permanent magnet generator (PMG), and voltage regulator. This paper describes those required modifications and associated technical information. This paper presents a concept solution that decreases the response time of a brushless exciter in order to respond to grid disturbances via the excitation system, while minimizing modification of the existing excitation system configuration.

Pirminių viešų siūlymų reikšmė yra itin aktuali finansų krizės nuniokotose rinkose, nes pirmieji vieši vertybinių popierių siūlymai yra alternatyva įprastiniam skolinimuisi ir galėtų išjudinti stagnacijos apimtas rinkas. Jie padėtų kompanijoms pritraukti lėšas bei plėtoti verslus, pritraukiant finansinius išteklius ir nukreipiant juos pelningoms investicijoms ar kitiems poreikiams tenkinti. Sėkmingas pirminis viešas siūlymas kompanijos suteikia ne tik galimybę pritraukti gana dideles garantuotas lėšas, bet ir stabiliai augančias akcijų kainas biržose. Po sėkmingų pirminių viešų siūlymų kompanijos netgi turi geresnes skolinimosi galimybes įprastiniu būdu bei didesnį pasitikėjimą užsienio rinkose. Darbo objektas – pirminių viešų siūlymų pradinės kainos Baltijos šalyse. Darbo tikslas – išnagrinėti ir įvertinti pirminio viešo siūlymo pradinės kainos efektyvumą ir ją įtakojančius veiksnius Baltijos šalių rinkose. Šiam tikslui pasiekti iškelti šie svarbiausi uždaviniai:  Išanalizuoti pirminio viešo siūlymo ypatybes, tikslus, privalumus ir trūkumus;  Išnagrinėti emisijos platinimo būdus bei pirminės viešos emisijos procesą, jos įkainojimo aspektus;  Atlikti Baltijos biržų pirminės rinkos analizę,  Atlikti pirminių viešų vertybinių popierių siūlymų pradinės kainos efektyvumo tyrimą Baltijos šalių rinkose;  Remiantis atlikta teorijos analizė bei praktiniais tyrimais suformuluoti išvadas ir pasiūlymus. Darbo struktūra. Darbas suskirstytas į tris... [toliau žr. visą tekstą] / The Initial public offering value is particularly relevant to markets affected by the the financial crisis since the initial public offering of securities is an alternative to the conventional borrowing and could cure the stagnation of the market. IPO helps companies to raise funds and develop their business by attracting financial resources and using them for profitable investments or other needs. A successful initial public offering not only provides the ability to raise enough funds, but also guarantees high, but steadily rising share prices on stock exchanges. After a successful initial public offering, the company has even greater possibilities for the routine borrowing and the greater confidence in foreign markets. The object of this paper work – initial prices of IPO‘s in the Baltic market. The goal of this paper work – research and evaluation of the Initial price Efficienty, factors, which have influence on it in the Baltic IPO market. The main tasks of the paper are as follows: 1. analyze characteristics of IPO, it‘s gals, advantages and disadvantages; 2. study of offerings types and the process of IPO , pricinig aspects; 3. analyze the Baltic initial market; 4. research of the Initial price Efficienty in the Baltic IPO market; 5. formulate conclusions and recommendations according the performed theoretical analysis and practical research. This paper work consists of three main parts. In the first part the conception of IPO and it‘s basic characteristics are given... [to full text]

La présente thèse s’insère dans le domaine de la recherche exploratoire sur les enjeux didactiques de la formation initiale et continue des enseignants d’anglais L2 dans le contexte algérien : entre les objectifs institutionnels et les attentes des enseignants. L’étude s’intéresse à la formation initiale et continue des futurs enseignants telle qu’elle est prescrite par la tutelle et telle qu’elle est mise en œuvre par l’institut de formation. Appuyée sur les données collectées à partir des différents outils utilisés à cet effet, à savoir quatre questionnaires, deux interviews et l’analyse du cursus de formation, la recherche met en lumière le décalage qui existe entre le prescriptif et le descriptif de la formation. Le monde dans lequel nous vivons est en perpétuelle métamorphose ; celui de l’éducation l’est autant. Les changements et les réformes auxquelles nous assistons ces temps-ci sont dictés par le seul souci de bien-faire, dans le cadre de la mondialisation. Néanmoins, les réformes entamées dans le système éducatif algérien ne peuvent atteindre leurs objectifs que si elles sont menées de manière réfléchie, intelligente, méthodique et rationnelle. Dans une société en pleine transformation, la formation professionnelle des enseignants s’avère une nécessité urgente. Ces enseignants doivent développer une pratique réflexive : une posture fondamentale, parce que la capacité d’innover, de négocier et de réguler leur pratique passe impérativement par une réflexion sur l’expérience, favorisant la construction de savoirs nouveaux. / The present thesis fits into the field of the exploratory research on the didactical issues of the initial and in-service trainings of teachers of English as a foreign language in the Algerian context: between institutional objectives and the teachers’ expectations. The study focuses on the initial and in-service trainings of the future teachers as it is required by the employer and as it is carried out by the training institute. Founded on the collected data from the various tools used for the purpose, namely the questionnaires, the interviews and the initial training curriculum analysis, the research highlights/sheds light on the gap between the prescriptive and the descriptive trainings. The world in which we live is in perpetual metamorphosis that of education is the same. The changes and reforms we are witnessing these days are dictated solely by the desire to do well in the context of globalization. Nevertheless, the reforms undertaken in the Algerian educational system cannot achieve their goals unless they are conducted in a thoughtful, intelligent, methodical and rational manner. In a changing society, training of professional teachers is an urgent need. These professional teachers have to develop reflective practice, a basic posture, because the ability to innovate, negotiate and its practice necessarily involves a reflection on experience, encouraging the construction of new knowledge

Le travail présenté dans ce mémoire a pour objectif d'aboutir à une meilleure caractérisation expérimentale du comportement non drainé du sable d'Hostun à l'échelle locale, en relation avec les différentes méthodes de reconstitution utilisées. On vise en particulier à mettre en évidence la façon dont la microstructure influence les propriétés des sols granulaires, notamment vis-à-vis de l'instabilité de liquéfaction. Le point clé de ce travail consiste en l'utilisation de capteurs piézoélectriques pour mesurer les vitesses d'onde de cisaillement au sein d'éprouvettes triaxiales reconstituées par trois techniques différentes à savoir le damage humide, la pluviation à sec et la pluviation sous eau. Les résultats obtenus mettent en évidence l'influence considérable du mode de fabrication sur le comportement mécanique du sable. Ils montrent que pour une même densité initiale, et à même pression de confinement, le comportement mécanique observé est très différent selon les trois modes de préparation. Les valeurs de vitesses d'onde de cisaillement enregistrées sont différentes d'un mode de déposition à un autre. Concernant l'anisotropie, le matériau préparé par damage humide présente un certain degré d'anisotropie inhérente, qui est toutefois minimal. En revanche, la pluviation à sec et la pluviation sous eau induisent des structures initiales plus isotropes. / This work aims to achieve a better experimental characterization of the undrained behavior of the Hostun HN31 sand at the local scale, depending on the different procedures used for sample reconstitution. We particularly highlight the influence of the microstructure on the mechanical behavior of sand especially in relation to liquefaction instability. The key point of this work consists of the use of piezoelectric transducers to measure shear wave velocities within triaxial sand specimens. These specimens have been prepared by different methods, namely: moist tamping, dry pluviation and water pluviation. The obtained results highlight the considerable influence of the deposition mode on the mechanical behavior of sand. They show that for the same initial density, and at the same confining pressure, the mechanical behavior is very different from the three preparation methods. Furthermore, the values of shear wave velocity are different from one deposition mode to another. Concerning the anisotropy, the material prepared by moist tamping presents an inherent degree of anisotropy, which it is however minimal. On the other hand, dry pluviation and water pluviation induce more isotropic initial structures. Moreover, the initial anisotropy is less important than the anisotropy induced by loading. These experimental results indicate that the initial state of a granular medium can not be described by only couple of scalar variables of initial density and confining pressure: a variable that can reflect the initial microstructure and an evolution law of this variable are necessary to model the experimental observations.

This is a qualitative research that draws on Fairclough’s Critical Discourse Analysis methodology to analyze the discourse practices of the mathematics teacher educators in initial teacher training colleges in Malawi. The study involved four mathematics teacher educators in two teacher training colleges located in two different regions of Malawi. Specifically the study explored the following questions: 1) What are the discourse practices that mathematics teacher educators display in their descriptions of multilingual mathematics classrooms? 2) a) What are the discourse practices that mathematics teacher educators display in a college mathematics classroom? b) How do they make available the discourse practices for the student teachers to draw on? Data was collected through pre-observation interviews, classroom observations, reflective interviews and focus group discussions with the mathematics teacher educators. This study has shown that while there are some disconnections between the discourse practices produced in a school multilingual mathematics classroom and a college mathematics classroom, some of the discourse practices that mathematics teachers produced in a college mathematics classroom reinforces the common discourse practices being produced in multilingual mathematics classroom. There are three common discourse practices that were displayed in a college mathematics classroom. These discourse practices are: Initial-Response-Evaluation (Pimm, 1987), traditional lecturing and group discussions. I observed that the IRE and traditional lecturing discourse practices were accompanied by directive discourses for procedural control, and the procedural discourse was the prevalent discourse in all the discourse practices produced. iv Three major themes have emerged from the data analysis. Firstly, the research findings indicate that the mathematics teacher educators regard multilingualism and the language practices that come with it such as code-switching more as a problem rather than a resource for teaching and learning. Secondly, code-switching in college mathematics classroom is not as spontaneous as is research shows it to be in schools; rather it is very much controlled and restricted. Thirdly, the dilemmas of code-switching as discussed by Adler (1998, 2001) are more acute in teacher training colleges, mainly because of the mismatch in the Language-in-Education Policy (LiEP) in schools and tertiary level.

Made available in DSpace on 2016-04-27T16:32:52Z (GMT). No. of bitstreams: 1 Ana Carolina Colacioppo Rodrigues.pdf: 2660812 bytes, checksum: a103d5a3c962d673938d9c1be87b4070 (MD5) Previous issue date: 2014-02-18 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This work deals with the initial training of teachers to work with the early years of schooling, with the focus on Didactic teaching, in the Pedagogy course, in the context in which their curriculum were reorganized in compliance to the publication of the National Curriculum Guidelines. Examines mechanisms that comprise pedagogical practices developed at work with the discipline to establish relationships between instructional microcontexts observed of teacher training in pedagogy courses and professional knowledge to work with the kindergarten and the early elementary school. Questions the curricular organization of discipline, cares about what is conveyed in the Didactic lessons and as the contents are covered in the instructional context. For the characterization and analysis of the pedagogical practices, the research worked with the concepts of the theory of Basil Bernstein's code, classification and framing, subsidizing the understanding of training that has been offered to undergraduates through the analysis of the relations established in speeches regarding interdisciplinarity, intradisciplinarity and relations between academic and non-academic knowledge; and the control exercised in the instructional context in the work with teaching with regard to the selection, sequence, timing and evaluation criteria. Data collection occurred through the observation of Didactic lessons of a course in Pedagogy of a University in the city of São Paulo, and interviews with teachers of other universities. Also included the analysis of documents that guided the past and guide the training today on the course and in the discipline in question. The relations of power and control behind the pedagogical practices observed and analyzed limited the formation of professional consciousness of the future teacher and in this context highlighted the mechanisms of precariousness of the training that is being offered, generating alternatives to the establishment of other possibilities to form the dynamics of teaching in the area / Este trabalho trata da formação inicial do docente para o trabalho com os anos iniciais da escolarização, com o foco no ensino da Didática, no curso de Pedagogia, no contexto em que seus currículos foram reorganizados em atendimento à publicação das Diretrizes Curriculares Nacionais. Analisa mecanismos subjacentes às práticas pedagógicas desenvolvidas no trabalho com a disciplina visando estabelecer relações entre os microcontextos instrucionais observados de formação docente no curso de Pedagogia e o conhecimento profissional para o trabalho com a educação infantil e os anos iniciais do ensino fundamental. Questiona a organização curricular da disciplina, se preocupa com o que é veiculado nas aulas de Didática e como os conteúdos são abordados no contexto instrucional. Para a caracterização e a análise das práticas pedagógicas, a pesquisa trabalhou com os conceitos da teoria de Basil Bernstein de código, classificação e enquadramento, subsidiando o entendimento da formação que vem sendo oferecida aos graduandos por meio da análise das relações estabelecidas nos discursos no que tange à interdisciplinaridade, intradisciplinaridade e às relações entre conhecimento acadêmico e não acadêmico; e do controle exercido no contexto instrucional no trabalho com o ensino no que se refere à seleção, sequência, ritmo e critérios de avaliação. A coleta de dados ocorreu por meio da observação de aulas de Didática de um curso de Pedagogia de uma universidade, na cidade de São Paulo, e de entrevistas com professores da disciplina de outras instituições universitárias. Também contou com a análise de documentos que nortearam anteriormente e balizam hoje a formação no curso e na disciplina em questão. As relações de poder e controle subjacentes às práticas pedagógicas observadas e analisadas limitaram a formação da consciência profissional do futuro professor e nesse contexto evidenciaram os mecanismos constituintes da precarização da formação que vem sendo oferecida, gerando pistas ao estabelecimento de outras possibilidades a constituírem as dinâmicas de ensino na área