In der vorliegenden Arbeit untersuchte ich die komplexen Strukturen von Netzwerken, deren zeitliche Entwicklung, die Interpretationen von verschieden Netzwerk-Massen und die Klassen der Prozesse darauf. Als Erstes leitete ich Masse für die Charakterisierung der zeitlichen Entwicklung der Netzwerke her, um räumlich Veränderungsmuster zu erkennen. Als Nächstes führe ich eine neue Methode zur Konstruktion komplexer Netzwerke von Flussfeldern ein, bei welcher man das Set-up auch rein unter Berufung Berufung auf das Geschwindigkeitsfeld ändern kann. Diese Verfahren wurden für die Korrelationen skalarer Grössen, z. B. Temperatur, entwickelt, welche eine Advektions-Diffusions-Dynamik in der Gegenwart von Zwingen und Dissipation. Die Flussnetzwerk-Methode zur Zeitreihenanalyse konstruiert die Korrelationsmatrizen und komplexen Netzwerke. Dies ermöglicht die Charakterisierung von Transport in Flüssigkeiten, die Identifikation verschiedene Misch-Regimes in dem Fluss und die Anwendung auf die Advektions-DiffusionsDynamik, Klimadaten und anderen Systemen, in denen Teilchentransport eine entscheidende Rolle spielen. Als Letztes, entwickelte ich ein neuartiges Heterogener Opinion Status Modell (HOpS) und Analysetechnik basiert auf Random Walks und Netzwerktopologie Theorien, um dynamischen Prozesse in Netzwerken zu studieren, wie die Verbreitung von Meinungen in sozialen Netzwerken oder Krankheiten in der Gesellschaft. Ein neues Modell heterogener Verbreitung auf einem Netzwerk wird als Beispielssystem für HOpS verwendent, um die vergleichsweise Einfachheit zu nutzen. Die Analyse eines diskreten Phasenraums des HOPS-Modells hat überraschende Eigenschaften, welches sensibel auf die Netzwerktopologie reagieren. Sie können verallgemeinert werden, um verschiedene Klassen von komplexen Netzwerken zu quantifizieren, Transportphänomene zu charakterisieren und verschiedene Zeitreihen zu analysieren. / In the thesis I studied the complex architectures of networks, the network evolution in time, the interpretation of the networks measures and a particular class of processes taking place on complex networks. Firstly, I derived the measures to characterize temporal networks evolution in order to detect spatial variability patterns in evolving systems. Secondly, I introduced a novel flow-network method to construct networks from flows, that also allows to modify the set-up from purely relying on the velocity field. The flow-network method is developed for correlations of a scalar quantity (temperature, for example), which satisfies advection-diffusion dynamics in the presence of forcing and dissipation. This allows to characterize transport in the fluids, to identify various mixing regimes in the flow and to apply this method to advection-diffusion dynamics, data from climate and other systems, where particles transport plays a crucial role. Thirdly, I developed a novel Heterogeneous Opinion-Status model (HOpS) and analytical technique to study dynamical processes on networks. All in all, methods, derived in the thesis, allow to quantify evolution of various classes of complex systems, to get insight into physical meaning of correlation networks and analytically to analyze processes, taking place on networks.

Im ersten Teil der Arbeit analysieren wir BSDEs mit Generatoren, die monoton in y, convex in z, gemeinsam unterhalbstetig und von unten durch eine affine Funktion der Kontrollvariable beschränkt sind. Das erste Hauptresultat ist der Nachweis der Existenz und Eindeutigkeit einer minimalen Superlösung. Wir zeigen, dass für die minimale Superlösung wichtige Eigenschaften, wie zum Beispiel die Flusseigenschaft und die Projektivität gelten. Es stellt sich heraus, dass das Funktional welches die Endbedingung auf das Infimum über alle Wertprozesse zur Zeit null abbildet nicht nur den gleichen Definitionsbereich wie der Erwartungswert hat, sondern auch einige seiner wichtigsten Eigenschaften, wie monotone Konvergenz und Fatou''s Lemma teilt. Das führt im Weiteren zur Unterhalbstetigkeit und zu dualen Darstellungen dieses Funktionals. Schlussendlich zeigen wir eine Lösung des Nutzenmaximierungsproblems für die Exponentialnutzenfunktion. Im zweiten Teil der Arbeit untersuchen wir die quadratische Absicherung von finanziellen Risikopositionen unter Basisrisiko. Zuerst zeigen wir wie optimal abgesichert wird, wenn die Differenz der Logarithmen von Absicherungsinstrument und Risiko asymptotisch stationär ist. Für lineare Risikopositionen leiten wir explizite Formeln für den Absicherungsfehler her und zeigen, dass für nichtlineare Positionen eine schnelle Simulation möglich ist. Zweitens untersuchen wir ein Modell in dem die Korrelation zwischen Absicherungsinstrument und Basiswert stochastisch ist. Wir nehmen an, dass die Korrelation ein Prozess ist, der sich gemäß einer stochastischen Differentialgleichung mit Werten zwischen -1 und 1 entwickelt. Wir leiten eine Integrabilitätsbedingung bezüglich des Korrelationsprozesses her, die uns erlaubt die optimale quadratische Absicherung durch eine einfache Formel zu beschreiben. Weiterhin zeigen wir, dass unsere Bedingungen von einer großen Klasse von Korrelationsdynamiken erfüllt werden. / In the first part of the thesis we analyze BSDEs with generators that are monotone in y, convex in z, jointly lower semicontinuous, and bounded below by an affine function of the control variable. The first central result establishes existence and uniqueness of a minimal supersolution. We show that our setting allows to derive important properties of the minimal supersolution such as the flow property and the projectivity. We find that the functional which maps the terminal condition to the infimum over all value processes evaluated at time zero is not only defined on the same domain as the original expectation operator, but also shares some of its main properties such as monotone convergence and Fatou''s Lemma. Moreover, this leads to lower semincontinuity and dual representations of the functional. Finally, we demonstrate a solution of the problem of maximizing expected exponential utility. In the second part of the thesis we investigate quadratic hedging of contingent claims with basis risk. We first show how to optimally cross-hedge risk when the logspread between the hedging instrument and the risk is asymptotically stationary. For linear risk positions we derive explicit formulas for the hedge error, while for non-linear positions swift simulation analysis is possible. Secondly, we study a model where the correlation between the hedging instrument and the underlying of the contingent claim is random itself. We assume that the correlation is a process which evolves according to a stochastic differential equation with values between the boundaries -1 and 1. We derive an integrability condition on the correlation process that allows to describe the quadratic hedge by means of a simple hedging formula. Furthermore we show that our conditions are fulfilled by a large class of correlation dynamics.

Die b -Thalassämie gehört weltweit zu den häufigsten monogenen Erbkrankheiten. Die Thalassämien treten endemisch in der Bevölkerung des Mittelmeerraumes, in Westafrika und in weiten Teilen Asiens auf. In der einheimischen Bevölkerung der Bundesrepublik Deutschland gehört die homozygote Form der b -Thalassämie zu den seltenen Erkrankungen. Häufiger ist das Auftreten der heterozygoten Form, die als Differentialdiagnose der mikrozytären, hypochromen Anämie eine besondere Rolle spielt. Blutproben von 214 deutschen Personen mit einer heterozygoten b -Thalassämie wurden mittels Allel-spezifischer Oligonukleotid-Hybridisierung, Restriktionsanalyse und direkter Sequenzierung PCR-amplifizierter DNA analysiert. Insgesamt konnten 96,3 % (206/214) der Proben molekular charakterisiert werden. Die mediterranen Mutationen stellen einen Anteil von etwa 2/3 aller identifizierten Veränderungen, häufig sind insbesondere NS 39, IVS1-110 G ® A und IVS1-1 G ® A. Das übrige Mutationsspektrum setzt sich aus sehr seltenen Mutationen (IVS1-1 G ® T, IVS1-2 T ® G, IVS1-2 T ® C, NS 15 G ® A, NS 121 G ® T, FS 8/9 +G, FS 44 -C, FS 51 -C, FS 82/83 -G, Initiations-Kodon-Mutationen ATG ® ACG/ ® GTG/ ® ATA) und einer neuen Mutation (IVS1-129 A ® G) zusammen. In 6 Fällen konnte nach vollständiger molekularer Analyse kein Gendefekt als Ursache der b -Thalassämie gefunden werden. Diese Probanden könnten b -Thalassämiedeterminanten tragen, die nicht an den b -Globingen-Komplex gekoppelt sind oder regulative Sequenzen außerhalb des b -Globingens darstellen. Die erhobenen Daten zeigen, daß der Ursprung der b -Thalassämie in der deutschen Bevölkerung in den Mittelmeerländern liegt, ein Drittel der Fälle scheint sich jedoch lokal entwickelt zu haben. / The b -thalassemia belongs to the most common monogenic disorders worldwide. Endemically in the Mediterranean population, some parts of Asia and Western Africa, b -thalassemia is a rare disease in Germany. Nevertheless, heterozygous forms of b -thalassemia minor occur more frequently in the German population and should be considered in the differential diagnosis of hypochromic anemia. To investigate the molecular biological background of b -thalassemia in Germany, 214 non-immigrant German individuals suffering from heterozygous b -thalassemia were characterized by allele-specific oligonucleotid hybridization, restriction analysis and sequencing of the b -globin gene. By these techniques, 26 different mutations were identified. Most frequently, the Mediterranean mutations NS 39, IVS1-110 G ® A, and IVS1-1 G ® A were detected. Although otherwise rare, the frameshift mutation of codon 83 (FS 83 -G) was also relatively common (5 %) in the analyzed population. Other previously described mutations (IVS1-1 G ® T, IVS1-2 T ® G, IVS1-2 T ® C, NS 15 G ® A, NS 121 G ® T, FS 8/9 +G, FS 44 -C, FS 51 -C, initiation codon mutation ATG ® ACG/ ® GTG/ ® ATA) were demonstrated in < 10 individuals. Interestingly, sequence analysis identified a novel mutation affecting position -2 of the splice acceptor site (IVS1-129 A ® G). In 6 individuals diagnosed as heterozygous b -thalassemia, a mutation of the b -globin gene could not be demonstrated. The data indicate the b -thalassemia to be introduced from the Mediterranean population into Germans in two-thirds of the cases whereas the remaining third probably is of local origin.

<p>This master thesis has been performed at Sectra Communications AB in Linköping where they manufacture electronic encryption devices. In cryptology it is essential that an eavesdropper cannot find the plain text. To assure that a system is safe, all devices are thoroughly examined so that they don’t emit any secret information, so called Compromising Emanations (CE). This is done by comparing the secret signal with measured signals on the screen of an oscilloscope, a process that is very time consuming and furthermore, the risk of missing compromising emanations is high. The purpose of this thesis is to investigate the possibilities to let a computer do this job. Two methods for comparing the signals have been suggested and implemented; cross covariance and model estimation. In the cross covariance method, the cross covariance is calculated and its highest value determine how well the signals match. In the model estimation method, a number of ARX models are estimated, and if the best model is successful in explaining the output signal, it is assumed that there exists CE. </p><p>The work shows that both these methods are functional for solving the task, yet with a few limitations. Both methods announce CE for clock signals, which really aren’t compromising. The cross covariance method is limited only to find compromising emanations that look like the secret signal or certain frequently occurring non-linearities of it. The model estimation method is more general and detects CE for all linear systems, along with the known non-linearities. However, this method has a flaw: the time delay in the system must be known approximately. Further, the results show that the model estimation method is considerably more time consuming than the cross covariance method. The measurement is carried out with a computer communicating with oscilloscope and spectrum analyzer via the GPIB interface. The implementation has been done in LabView with calculation modules coded in C++.</p>

<p><strong>Syfte: </strong>Syftet med uppsatsen är att undersöka och analysera om det finns något samband mellan företags lönsamhet och dess kapitalstruktur, storlek eller branschtillhörigheten. Detta innebär att en empirisk studie kommer att ske på soliditet, omsättning samt branschtillhörigheten för att se hur och om det finns något samband mellan lönsamheten och dessa tre faktorer. Vidare är syftet även att undersöka om det kan finnas något samband mellan företags lönsamhet och företags standardavvikelse på räntabilitet.</p><p><strong>Metod: </strong>Undersökningen är en empirisk studie med en deduktiv kvantitativ och kvalitativ ansats. Empirin undersöks med olika statistiska metoder såsom regressionsanalys och korrelationsberäkning.</p><p><strong>Teori: </strong>Uppsatsen har utgått från teorier gällande kapitalstruktur och lönsamhet. Nyckeltalen som används från dessa teorier är soliditet respektive räntabilitet på eget kapital.</p><p><strong>Empiri: </strong>Data från de 20 största börsnoterade företagen på Stockholmsbörsen har samlats in från företagens årsredovisningar 2003-2007. Den data som tagits fram är data på företagens lönsamhet (räntabilitet på eget kapital), kapitalstruktur (soliditet), storlek (omsättning), samt lönsamhet för företag utöver de 20 valda företagens, detta för att användas i analysen av branschtillhörigheten.</p><p><strong>Resultat: </strong>Resultatet av undersökningen visar att det inte finns något signifikant samband mellan vare sig företags kapitalstruktur och lönsamheten, företagsstorlek och lönsamheten, branschtillhörigheten för ett företag och lönsamheten eller standardavvikelse på räntabilitet och lönsamhet.</p> / <p><strong>Purpose: </strong>The purpose of the essay is to analyze the potential correlation between corporate profitability and corporate capital structure, corporate size, and corporate line of business. An empirical study will be done on solidity, turnover and on the line of business to determine if a correlation exists between profitability and these factors. The purpose is also to examine if there is a correlation between the corporate profitabilty and standard deviation of the corporations return on equity.</p><p><strong>Method: </strong>The survey is an empirical study employing a deductive quantitative and qualitative approach. The empirics are examined with statistical methods such as regression analysis and calculation of correlation.</p><p><strong>Theory: </strong>The essay uses theories about capital structure and profitability. The key numbers that have been used from these theories are solidity and return on equity.</p><p><strong>Empirics: </strong>Data from the 20 largest public corporations on the Stockholm stock market collected from their respective annual 2003-2007 reports. This includes data about corporate profitability (return on equity), capital structure (solidity), size (turnover), and the profitability of corporations beyond the 20 chosen ones, this to be used in the analyze of corporations within the specific line of business.</p><p><strong>Result: </strong>This survey shows that there is no significant correlation between corporate capital structure and the profitability, corporate size and the profitability, line of business of a corporation and the profitability or standard deviation of the corporations return on equity and the profitability.</p>

Syfte: Syftet med uppsatsen är att undersöka och analysera om det finns något samband mellan företags lönsamhet och dess kapitalstruktur, storlek eller branschtillhörigheten. Detta innebär att en empirisk studie kommer att ske på soliditet, omsättning samt branschtillhörigheten för att se hur och om det finns något samband mellan lönsamheten och dessa tre faktorer. Vidare är syftet även att undersöka om det kan finnas något samband mellan företags lönsamhet och företags standardavvikelse på räntabilitet. Metod: Undersökningen är en empirisk studie med en deduktiv kvantitativ och kvalitativ ansats. Empirin undersöks med olika statistiska metoder såsom regressionsanalys och korrelationsberäkning. Teori: Uppsatsen har utgått från teorier gällande kapitalstruktur och lönsamhet. Nyckeltalen som används från dessa teorier är soliditet respektive räntabilitet på eget kapital. Empiri: Data från de 20 största börsnoterade företagen på Stockholmsbörsen har samlats in från företagens årsredovisningar 2003-2007. Den data som tagits fram är data på företagens lönsamhet (räntabilitet på eget kapital), kapitalstruktur (soliditet), storlek (omsättning), samt lönsamhet för företag utöver de 20 valda företagens, detta för att användas i analysen av branschtillhörigheten. Resultat: Resultatet av undersökningen visar att det inte finns något signifikant samband mellan vare sig företags kapitalstruktur och lönsamheten, företagsstorlek och lönsamheten, branschtillhörigheten för ett företag och lönsamheten eller standardavvikelse på räntabilitet och lönsamhet. / Purpose: The purpose of the essay is to analyze the potential correlation between corporate profitability and corporate capital structure, corporate size, and corporate line of business. An empirical study will be done on solidity, turnover and on the line of business to determine if a correlation exists between profitability and these factors. The purpose is also to examine if there is a correlation between the corporate profitabilty and standard deviation of the corporations return on equity. Method: The survey is an empirical study employing a deductive quantitative and qualitative approach. The empirics are examined with statistical methods such as regression analysis and calculation of correlation. Theory: The essay uses theories about capital structure and profitability. The key numbers that have been used from these theories are solidity and return on equity. Empirics: Data from the 20 largest public corporations on the Stockholm stock market collected from their respective annual 2003-2007 reports. This includes data about corporate profitability (return on equity), capital structure (solidity), size (turnover), and the profitability of corporations beyond the 20 chosen ones, this to be used in the analyze of corporations within the specific line of business. Result: This survey shows that there is no significant correlation between corporate capital structure and the profitability, corporate size and the profitability, line of business of a corporation and the profitability or standard deviation of the corporations return on equity and the profitability.

Bakgrund: De flesta svenskarna sparar i form av värdepapper för att investera sina pengar och få en avkastning. Vilket placeringsalternativ ska de välja mellan investering i traditionella eller speciella fonder? De traditionella fonderna har en relativ avkastning och en stor risk, medan de speciella eller hedgefonderna har en lägre risk och en absolut positiv avkastning oavsett marknadsläge.I denna studie kommer att undersökas om hedgefonders avkastningsmönster är trovärdig, och om deras målsättning har uppnåtts under åtta års period. Syfte: Syftet med denna studie är att undersöka om det finns ett samband mellan olika svenska hedgefonders investeringsstrategier och avkastningsmönster samt undersöka hur dessa hedgefonder skiljer sig från de traditionella fonderna och marknadsindexet. Delsyftet är att studera två olika perioder och urskilja hur fonderna presterar under hög respektive låg konjunktur läge. Metod: Studien är baserad på forskningsstrategin kvantitativa metoden. Sekundär data i form av historiska avkastningssiffror för åttaårsperiod är avhämtad. Olika nyckeltal är valda för uträckningen och analysen. Korrelation, regression och hypotesprövning är de utvalda statistiska metoder som ska leda författaren att analysera och dra slutsats. Slutsats: De hedgefonderna har under de olika perioderna genererat en genomsnittlig positiv avkastning trots de låga värden. De har lägre totalrisk samt marknadsrisk än de traditionella, och en låg korrelation mellan varandra. Vidare har studien visat att räntearbitrage och marknadsneutrala strategier har presterat bäst under låg konjunktur.Sammanfattningsvis hedgefonders avkastningsmönster skiljer sig mellan de olika strategierna och inom varje strategi. Trots på den låga positiva avkastningen anses hedgefonder ett bättre placeringsalternativ än traditionella fonder i tider där marknaden går ner.Avkastningsmönster är en fördom på kortsikt men anses vara en verklighet långsiktigt. / Background: The majority of the Swedish population saves in the form of securities to invest and receive a return. Which investment option should they choose? Should they invest in mutual or special funds? The mutual funds have a relative return and come with a high risk, while the special funds, also known as hedge funds, have an absolute positive return regardless of the market situation and this fund type accounts for a lower risk. This study will investigate whether the return pattern in the hedge funds are valid or not, and if their objective was achieved during this 8 year period. Purpose: The purpose of this study is to investigate if there is a relationship between Swedish hedge funds' investment strategies and their return pattern as well as examining how these hedge funds differ from the mutual funds and the market index. The sub focus is studying two different periods and discerns how the funds perform under high and low economic situation. Methodology: The study is based on results obtained from the research strategy, of a quantitative character. Secondary data in the form of historical returns for the eight-year period is utilized. Different ratios are utilized for calculations and analysis. Correlation, regression, and hypothesis testing are the chosen statistical methods that will lead the author to analyze and draw conclusions. Conclusions: The hedge funds have in the different periods generated an average positive return despite the low values. They have lower total risk and market risk than mutual ones, and a low correlation between each other. Furthermore, the study has shown that rate arbitrage and market neutral strategies perform best under low economy context.In summary, hedge funds' return pattern differs between the diverse strategies and within each strategy. Despite the low positive returns hedge funds are considered a better investment option than mutual funds in times when the market is unstable.The return pattern does not apply to short term investments but it does apply to long term investments.

This master thesis has been performed at Sectra Communications AB in Linköping where they manufacture electronic encryption devices. In cryptology it is essential that an eavesdropper cannot find the plain text. To assure that a system is safe, all devices are thoroughly examined so that they don’t emit any secret information, so called Compromising Emanations (CE). This is done by comparing the secret signal with measured signals on the screen of an oscilloscope, a process that is very time consuming and furthermore, the risk of missing compromising emanations is high. The purpose of this thesis is to investigate the possibilities to let a computer do this job. Two methods for comparing the signals have been suggested and implemented; cross covariance and model estimation. In the cross covariance method, the cross covariance is calculated and its highest value determine how well the signals match. In the model estimation method, a number of ARX models are estimated, and if the best model is successful in explaining the output signal, it is assumed that there exists CE. The work shows that both these methods are functional for solving the task, yet with a few limitations. Both methods announce CE for clock signals, which really aren’t compromising. The cross covariance method is limited only to find compromising emanations that look like the secret signal or certain frequently occurring non-linearities of it. The model estimation method is more general and detects CE for all linear systems, along with the known non-linearities. However, this method has a flaw: the time delay in the system must be known approximately. Further, the results show that the model estimation method is considerably more time consuming than the cross covariance method. The measurement is carried out with a computer communicating with oscilloscope and spectrum analyzer via the GPIB interface. The implementation has been done in LabView with calculation modules coded in C++.

Syfte: Studera sju portföljer och notera den bästa typen av portfölj med högst avkastning till lägst risk. Metod: Sekundärdata är grunden för uträkning av samtliga portföljers avkastningar, risker och korrelation. Studien är deduktiv med kvantitativa inslag av kända teorier av nobelpristagare i ekonomisk vetenskap.  Slutsats: Studien visar att stora bolag i olika branscher är ett vinnande portföljinnehåll för denna studie. Stora bolags aktier har visat högre avkastning till lägre risk jämfört med små bolag under studiens tid då ekonomiska kriser drabbade marknaden. Den mest presterande portföljen var därför storbolagsportföljen. Vidare forskning: Längre tidsperspektiv och nya teorier som Jensens alfa samt Treynorkvot är av intresse för vidare forskning för att styrka vår slutsats. / Intention: To study seven portfolios and note the best type of portfolio with the maximum return at a minimum risk. Method: Secondary data is the basis for calculation of the total portfolio returns, risk and correlation. This study is deductive based using a quantitative method of world-known theories of Nobel laureates in economic sciences. Conclusion: The study shows that the best efficient portfolio contains large companies in different lines of business. Large companies' shares have higher returns at lower risk compared to small companies in circumstances to difficult economic situations globally. The best performed portfolio was the portfolio with large companies.                                       Further Research: Longer period of time study and a study of new theories such as Jensens Alfa and Tretnor ratio would be interesting for further research.

The analysis of acute phase protein serum amyloid A (SAA) has recently been brought into clinical use in veterinary medicine. Some of the difficulties with incorporating the SAA method in clinical practice have been the expensive and rather large equipment required for the method. Due to these difficulties only larger clinics can afford to use the SAA analysis. The company Equinostic has recently developed a smaller instrument that costs one-tenth of a larger instrument. The instrument is named EVA1 and has so far only been used to analyze SAA in horses. The aim of this study was to investigate if the EVA1 instrument could be used to analyze SAA in cats. This study included 24 serum samples from cat, which were first analyzed twice on the EVA1 instrument and then sent to the Strömsholm Referral Animal Hospital in Sweden where they reanalyzed the samples using a validated reference method. Both instruments are based on an immunoturbidimetric assay. The correlation between the two instruments was good (r=0.97) but the EVA1 instrument showed constantly lower results than the reference method. The difference between the duplicates when analyzed on the EVA1 instrument was larger than expected. The conclusion is that EVA1 could be used to analyze SAA in cats. However, before it could be used clinically in veterinary practice an extended study is recommended.