Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / “The constitution of the narrative and figural self in the complex temporality of Lobo Antunes” has as study object the novel What horses are those that make shade on the sea? (2009), by the contemporary Portuguese writer Antonio Lobo Antunes. In the novel it is narrated the story of the affective de-structure and the loss of the material goods of a traditional Portuguese family, through the voices of family‟s components. It is confused in the narrative, thus, the past experiences of the characters and their projections for the future. The characters-narrators, when remembering the past experiences and when projecting expectations for the future, defocus the present of the narrative in reflections that seem not to finish any conclusion about their experiences. It results from that a chaotic and bitter world, marked by multiple and contradicted affections of the characters in relation to their relatives, manifesting in the own structure of the narrative, with its ramifications, deviances and fragmentations. The configuration of the intrigue ends to evince, then, the conflicting and problematic nature of the own characters. This incessant returning to the past allied to this expectative of future and the reflections about the events reconstruct these distinct moments of experience of time in a present time always distended, in transition. The novel seems to reconstruct certain aporia of time, once that the time shows itself as makeable in the consciousness of the characters, and paradoxically, as fluid and transitory. This thick and complex character of temporality in the narrative configuration, the intertwine among told present, remembered past and expected future confers a psychological density to the characters, and never attributing to them an stable and cohesive identity and an integral image. We find, thus, in this dissertation, a reflection about the contemporary Portuguese literature, the work of the author, and an analysis of the novel based, mainly, on the studies of Paul Ricoeur about the interdependence among the configuration of intrigue, temporality and the constitution of a narrative identity. / “A constituição do eu narrativo e figural na temporalidade complexa de Lobo Antunes” tem como objeto de estudo o romance Que cavalos são aqueles que fazem sombra no mar? (2009), do escritor português contemporâneo António Lobo Antunes. No romance, é narrada a história de desestruturação afetiva e de perda dos bens materiais de uma tradicional família portuguesa, através das vozes dos componentes dessa família. Confundem-se na narrativa, então, as vivências passadas das personagens e as suas projeções para o futuro. As personagens-narradoras, ao relembrar as experiências do passado e ao projetar expectativas para o futuro, desfocam o presente da narrativa em reflexões que parecem não encerrar conclusão alguma sobre suas vivências. Resulta disso um mundo caótico e amargo, marcado pelos múltiplos e contraditórios afetos das personagens em relação aos seus familiares, manifestado na própria estrutura da narrativa, com suas ramificações, desvios e fragmentações. A configuração da intriga acaba por evidenciar, então, o caráter conflitante, problemático das próprias personagens. Esse retorno incessante ao passado aliado a essa expectativa do futuro e às reflexões sobre os eventos reconstroem esses momentos distintos da experiência do tempo em um tempo presente sempre distendido, em transição. O romance parece reconstituir certa aporia do tempo, visto que os tempos mostram-se como marcantes na consciência das personagens e, paradoxalmente, como fluidos e transitórios. Esse caráter denso e complexo da temporalidade na configuração da narrativa, o entrelaçamento entre presente contado, passado relembrado e de um futuro esperado confere uma densidade psicológica às personagens, sem nunca atribuir-lhes uma identidade estável e coesa e uma imagem íntegra. Encontra-se nessa dissertação, uma reflexão sobre a literatura portuguesa contemporânea, a obra do autor, e uma análise do romance com base, principalmente, nos estudos de Paul Ricoeur sobre a interdependência entre a configuração da intriga, a temporalidade e a constituição de uma identidade narrativa.

Made available in DSpace on 2016-06-02T19:51:24Z (GMT). No. of bitstreams: 1 177.pdf: 1113978 bytes, checksum: 4d3ce8e1960eb30e36b74487b1cde791 (MD5) Previous issue date: 2003-02-05 / Universidade Federal de Minas Gerais / Companies need to know their environment, their strengths and their weaknesses in relation to competitors, so that they get benefits, consolidating themselves in this environment. In great companies, there are best conditions to perform self-knowledge studies and market studies internally, or still hiring agencies which make such studies. This is more difficult to happen in small or medium companies. In that way, studies with the purpose of producing a diagnosis for a company or for an industrial segment become important, mainly for small or medium companies, not only for the involved companies, but also for the scientific community, that can focus their research efforts in subjects that are of interest for the companies as for the scientific community. The objectives of this dissertation are to propose a methodology for diagnosing problems and needs in the productive area of small-medium sized industrial companies and its application in two different industrial segments: make-to-order foundries of the interior of São Paulo state and footwear manufacturers of Birigui-SP. The methodology consists in a survey (evaluation research), using questionnaires and interviews. The survey and the use of the inductive method of research make possible a visualization of the situation faced by the industrial segment in study. The application of the proposed methodology was able to show many production characteristics of the segments: make-to-order foundries of the interior of São Paulo state and footwear manufacturers of Birigui-SP. / As empresas necessitam conhecer o ambiente em que estão inseridas, seus pontos fortes e suas fraquezas com relação aos seus concorrentes, de modo que elas venham a se beneficiar e com isso se firmar neste ambiente. No caso de grandes empresas, há melhores condições para se realizar internamente estudos de autoconhecimento e estudos de mercados, ou ainda contratar agências que façam tais estudos, o que é mais difícil ocorrer em empresas de menor porte. Dessa forma, estudos com a finalidade de produzir diagnósticos de uma empresa ou de um segmento industrial tornam-se importantes, principalmente para empresas menores, não apenas para as empresas envolvidas, mas também para a comunidade científica, que podem direcionar seus esforços em questões que sejam de interesse tanto para as empresas quanto para a comunidade científica. Este trabalho tem por objetivos propor uma metodologia para diagnóstico de problemas e necessidades da área produtiva em pequenas e médias empresas industriais e aplicá-la em dois segmentos industriais distintos: fundições de mercado (que operam sob encomenda) do interior do estado de São Paulo e fabricantes de calçados de Birigui-SP. A metodologia consiste em uma pesquisa do tipo survey (pesquisa de avaliação), utilizando-se de questionários e entrevistas com empresas, que em conjunto com o método indutivo de pesquisa possibilitam uma visão da situação enfrentada pelo segmento industrial em estudo (uma fotografia do setor no período em que o estudo é realizado). Esta metodologia pode ser adaptada para ser aplicada em segmentos industriais diversos; isso foi feito para os segmentos de fundição de mercado do interior do estado de São Paulo e de fabricantes de calçados da cidade de Birigui-SP. As informações coletadas permitiram caracterizar os problemas da área produtiva destes dois segmentos e tirar várias conclusões sobre as relações das variáveis utilizadas no estudo.

Questa tesi consiste nella presentazione dei risultati di un sondaggio condotto in un istituto di prima infanzia si trova in un comune situato nella regione di Florianópolis / SC, nel corso del 2010. Lo studio ha lo scopo di descrivere e analizzare le varie minuzie della vita quotidiana nella professione di insegnante, mettendo in evidenza gli elementi di constituidores fanno fare gli insegnanti. Nel sondaggio cercato legami più stretti tra Pedagogia dell'Infanzia e Sociologia della vita quotidiana, alla ricerca di interfacce interdisciplinari come un modo per comprendere l'insegnamento nel corso della vita di tutti i giorni, e di contribuire alla costruzione di un punto di vista socio-pedagogico dell'infanzia e dell'educazione. I percorsi di indagine, seguendo le ipotesi della ricerca qualitativa mi hanno portato alla realizzazione di un approccio interpretativo, la creazione di un caso di studio. I docenti di questo istituto sono stati i miei interlocutori e mi hanno messo in evidenza, attraverso narrazioni orali, le dinamiche delle diverse routine fare facendo l'insegnamento. Io uso anche racconti scritti da uno degli insegnanti, messa a fuoco della ricerca, e ancora record in campo notebook basato sull'osservazione con la partecipazione al corso di un anno. La scelta di concentrarsi insegnante ha seguito alcuni criteri precedentemente elaborati, il cui requisito fondamentale era che erano un professionista di presentare un "insegnamento di successo". Il contributo principale di questo studio sta nel comprendere che l'azione riflessiva intorno alle varie minuzie della vita quotidiana, soprattutto per quanto riguarda far fare il giorno di insegnamento al giorno, permette di comprendere la complessità della vita vissuta in collettiva istituzione educativa. Hanno mostrato, inoltre, che le minuzie, intesi da alcuni insegnanti come attività didattiche e pedagogiche relative alla cura precoce e educazione - che guidano le dimensioni specifiche di insegnamento nell'educazione della prima infanzia - non sono visti come tali dalla istituzione più professionale. / A presente tese consiste na apresentação dos resultados de uma pesquisa realizada em uma instituição de educação infantil localizada em um município situado na região da Grande Florianópolis/SC, no decorrer do ano de 2010. O estudo teve como objetivo descrever e analisar as diferentes minúcias da vida cotidiana no exercício da docência, destacando os elementos constituidores do fazer-fazendo das professoras. Na pesquisa procurei estreitar os elos entre a Pedagogia da Infância e a Sociologia do Cotidiano, buscando interfaces interdisciplinares como forma de compreender a docência no decurso da vida cotidiana, e de contribuir na construção de uma perspectiva sociopedagógica de infância e de educação. Os caminhos investigativos, seguindo pelos pressupostos da pesquisa qualitativa, conduziram-me à realização de uma abordagem interpretativa, configurando-se um estudo de caso. As professoras da referida instituição foram minhas interlocutoras e me permitiram evidenciar, por meio de narrativas orais, a dinâmica das diferentes rotinas no fazer-fazendo da docência. Também utilizei narrativas escritas de uma das professoras, foco da pesquisa, e ainda registros em caderno de campo com base na observação com participação, no percurso de um ano. A escolha da professora foco seguiu alguns critérios previamente elaborados, cujo requisito essencial era o de que se tratasse de uma profissional que apresentasse uma “docência bem sucedida”. A principal contribuição deste estudo situa-se na compreensão de que a ação reflexiva em torno das diferentes minúcias da vida cotidiana, especialmente no que tange ao fazer-fazendo no dia a dia da docência, possibilita entender a complexidade da própria vida vivida no coletivo da instituição educativa. Evidenciou-se também que as minúcias, entendidas por algumas professoras como atividades educacional-pedagógicas relacionadas ao princípio de cuidado e educação - dimensões norteadoras da especificidade da docência na educação infantil -, ainda não são vistas como tal por grande parte das profissionais da instituição. / The present thesis is about the result presentations of a research held in an infantile education institution placed in a municipality in Florianópolis/SC in 2010. The study aims to describe and analyze different details of everyday life concern to teaching, highlighting the constitutor elements of make-making of teachers. In the research was tried to narrow the links between Childhood Pedagogy and Everyday Life Sociology, searching for interdisciplinary interfaces as a way to understand teaching along everyday life and to contribute in the construction of a childhood and education socio-pedagogy perspective. The investigative ways, following by the qualitative research presumptions have led to hold an interpretative approach, configuring a case study. The teachers from that institution were interlocutors and allowed proving, through oral reports, the different routine dynamics of make-making of teaching. It was also used written reports of one of the teachers, focus of the research, and also records in notebook based on observation with participation, along the year. The choice of the focused teacher followed some criteria previously elaborated and the essential requisite was that the professional had a “successful teaching”. The main contribution of this study is placed on the understanding that the reflexive action surrounded by detailed differences of everyday life, specially, concerned to make-making of teaching everyday life, allows understanding the complexity of life lived in the educative institution collectivity. It was evidenced also that the details, understood by some teachers as educational-pedagogical activities related to care and education principle – dimensions that lead to specific teaching in infantile education -, are still not seen as such for most professionals of the institutions.

Este trabalho avalia o grau em que a integração de sistemas de informação tem atendido ao desenvolvimento de bens de capital com engenharia sob encomenda, com base em objetivos de desempenho para o processo de desenvolvimento de produtos. Descreve uma investigação, realizada por meio de pesquisa-ação, sobre o ambiente de desenvolvimento de produtos em uma indústria de bens de capital, conduzida sob a perspectiva organizacional e da tecnologia da informação. Objetiva aumentar a difusão deste tipo de informação para os profissionais deste ramo de atividade e comunidade científica, bem como servir como base para pesquisas e ações de melhoria para a empresa estudada. Focaliza a relevância da caracterização de um modelo de referência para o processo de desenvolvimento de produtos que otimize as atividades de tomada de decisão, controle de fluxo de trabalho, armazenamento de informações e documentos e retro-alimentação de informações em ambientes com engenharia sob encomenda. Apresenta os desafios enfrentados pela empresa estudada quanto à estabilização dos seus processos após uma ampla reformulação da aplicação de sistemas de informação, abordando elementos de sua dinâmica organizacional e diagnosticando o comportamento destes elementos diante das integrações executadas. Aborda ainda os aspectos humanos envolvidos neste segmento, considerando-os como fatores críticos para a aplicação e desenvolvimento de soluções / This work evaluates the support level offered by integrated information systems to engineered-to-order development of capital goods, based on the product development process performance objectives. It describes an investigation, performed by means of an action-research, about the product development environment in a capital goods industry, carried out under the organizational and information technology perspectives. It aims to increase the diffusion of this kind of information among the professionals in this production segment and scientific community, as well to serve as a research and improvement actions base to the studied company. The work focuses on the relevance of a reference model characterization to the product development process in order to optimize the decision making activities, workflow control, document and information storage and feedback in engineering-to-order environments. It presents the challenges faced by the studied company to reach the processes stabilization after a broad changeover of its information systems applications, analyzing its dynamics organizational elements and making a diagnosis of these elements behaviour, considering the achieved integration. It still analyzes the human aspects involved in this industry segment, considering these aspects as critical factors for solutions development and application

Ir et Sedjem forment un couple divin complémentaire et indissociable qui apparaît au Nouvel Empire et qui perdure jusqu'à l'époque romaine. Le premier volume regroupe toute la documentation nécessaire à cette étude. Quatre-vingt-neuf documents mentionnant Ir et Sedjem ont été recensés et classés par type puis par ordre décroissant du nombre d'attestations : les temples (rangés chronologiquement et du Sud au Nord), les papyrus et les bandelettes de momies (ordonnés par musées puis par numéro d'inventaire) et enfin les objets divers (classés par époque). Chaque fiche créée au sein de notre corpus est composée de cinq entrées : l'emplacement de l'attestation d'Ir et Sedjem dans le temple, le papyrus, la bandelette ou l'objet, la datation, la description détaillée suivant la nature et l'état de conservation du document ; la bibliographie et le contexte d'apparition qui indique si Ir et Sedjem sont représentés, simplement cités et/ou s'ils tiennent un discours. Enfin, sur la page paire sont regroupées la ou les différentes illustrations. Le deuxième volume est consacré à la synthèse de notre étude sur Ir et Sedjem divisée en quatre chapitres. Le premier traite des noms de nos deux divinités notamment de leurs graphies respectives afin d'établir une translittération définitive et une traduction de leurs noms. Leur iconographie a été étudiée ensuite (attitudes, perruques, signes-emblèmes, vêtements, éléments de parure, barbe postiche) ainsi que les quelques cas particuliers relevés (zoomorphie totale ou partielle, possible aspect féminin, symbiose éventuelle) et enfin ,leurs attributs ont été traités. La troisième partie de notre développement est consacrée à l'analyse des liens qui unissent Ir et Sedjem aux autres divinités du panthéon égyptien. Avant de procéder à l'étude des différentes fonctions de nos deux divinités, un inventaire de leurs épithètes, de leurs discours et des offrandes qu'ils reçoivent a été établi. Nous avons également examiné les divers emplacements sur lesquels ils sont mentionnés dans les temples. Enfin, nous avons terminé notre recherche en proposant un bref examen sur les liens indirects qui existent entre Ir et Sedjem et le Ka royal, les deux vautours In-nout et Sedjemet dans le Mythe de l'Oeil du Soleil et les 14 Kaou de Rê. / Ir and Sedjem form a complementary and inseparable divine couple that appears in the New Kingdom, which lasted until the Roman period. The first volume includes all necessary documentation in this study. Eighty-nine documents mentioning Ir and Sedjem were listed and classified by type then in decreasing order of the number of certificates : temples (tidied up chronologically and from South to North), papyri and strips of mommies (ordered by museums then by number of inventory) and finally the diverse objects (classified by time). Each file created within our corpus consists of five entries : the location of the certificate of Ir and Sedjem in the temple, papyrus, the strip or object ; the dating ; the detailed description following the nature and the state of preservation of the document ; the bibliography and the context of appearance which indicates if Ir and Sedjem are represented, even-numbered page are grouped one or several various illustrations. The second volume is devoted to the synthesis of our study on Ir and Sedjem divided into four chapters. The first deals with names of our two deities includong their respective written form in order to establish a definitive transliteration and translation of their names. Their iconography was then studied (attitudes, wigs, signs-emblems, clothes, elements of finery, false beard) as well as the few particular cases found (total or partial zoomorphic shape, possible feminine aspect, prospective symbiosis) and finally, their attributes were handled. The third part of our development is dedicated to the analysis of the links between Ir and Sedjem and the other divinities of the Egyptian pantheon. Before proceeding to the study of the various functions of our two divinities, an inventory of their epithets, their discourse and the offering which they receive was established. We also examined the diverse locations on which they are mentioned in temples. Finally, we completed our research by proposing a brief review of the indirect links which exist between Ir and Sedjem and royal Ka, the both vultures In-nout and Sedjemet in the Myth of th Eye of the Sun and the 14 Kaou of Rê.

This study is comprised of two parts: an unauthorised biography of the South African musician David Kramer, as well as a reflective look at the process of writing this biography. In this regard the following aspects were looked at closely: finding an appropriate style, biography versus propaganda, conjecturing, the bilingual nature of the text, problems of research, ethics, influences, make-believe, approach to the subject, intertextuality, and fictionalisation. The central question of the biography is to highlight the success of a fellow Worcester (the author’s hometown) boy. The central research questions of the thesis are the fictionalisation of the nonfiction text, intertextuality, and the question of a text written in both English and Afrikaans. With regard to the aforementioned fictionalisation, a biographical text is classified as “nonfiction”, because it deals with a real person and real events. However, a text such as David Kramer – an unauthorised biography presents an alternative perspective, in that the narrative often moves into fiction, or “creative nonfiction”. Written texts are traditionally divided into two fields: fiction or nonfiction. Nonfiction is deemed to be fact, truth, whereas fiction is the fruit of an author’s imagination. But perhaps the notion of truth versus untruth is too limited, and one should include the words “objectivity” and “subjectivity”. Some texts incorporate both elements, be they newspaper editorials which are mostly opinion, advertisements which are highly subjective, or biographies such as Taraborrelli’s Madonna – An Intimate Biography, which often reads as a novel. This doctoral thesis looks at David Kramer – an unauthorised biography, which is at times “faction”, to illuminate the sections where the text fell somewhere between fiction or nonfiction. In attempting this exercise, intertextuality was useful in two ways. Firstly, to ground the text in a reality the reader could believe, as it brought “real” things to the text, such as song lyrics, photographs, et cetera, all things which brought some credibility to the truth of the text, and secondly to place the events being described in a certain timeframe. The use of English and Afrikaans in the biography was to reflect that Kramer uses both languages in his songs, and furthermore, to give an idea of the South Africa at the time of Kramer’s early success: the divides of English/Afrikaans, white/black, liberal/conservative. / Thesis (PhD)--University of Pretoria, 2011. / Unit for Creative Writing / Unrestricted

Introdukton: Dagens hårda krav på specialanpassade produkter har bidragit till fler och fler företag som tillämpar en kundorderanpassad strategi. Eftersom dessa företag konkurrerar genom att hålla så låga ledtider som möjligt och erbjuder unika produkter med tilltalande priser har det blivit allt mer attraktivt att använda sig av lean-baserade verktyg för att reducera slöseri, skapa en effektivare produktion och således bli mer konkurrenskraftig. Problemet är att lean-verktyg inte är utvecklade för denna typ av organisation. Syfte: Syftet är att utforma en modell för en utvecklad value stream mapping som visar hur företag med en kundorderstyrd strategi som kännetecknas av hög produktvariation i låga volymer kan använda value stream mapping för att effektivisera produktionen.                                                    Metod: Studien är utförd genom en fallstudie vid ett tillverkande företag som producerar specialanpassade produkter efter kundönskemål. För att kartläggningen genom value stream mapping skulle vara genomförbar samlades relevant litteratur in. Därefter genomfördes intervjuer och observationer som underlag för det empiriska materialet. Avslutningsvis har teorin tillsammans med det empiriska materialet utgjort innehållet för analyser och slutsatser inom denna studie.                                                                                                                      Resultat: Fallföretaget kännetecknas av en komplex produktion av unika produkter med korsande material- och informationsflöden vilket försvårar value stream mapping. Fallföretagets tillverkningsprocesser inom produktionen är manuell kapning, manuell plywoodkapning, kedjekapning, inredning och montering. Processer med liknande operationer var utspridda i fabriken och monteringsprocessen identifierades som flaskhals.                                                                                                                                  Slutsats: En modell för hur företag med en kundorderstyrd strategi med hög produktvariation och låga volymer kan använda value stream mapping har sammanställts. Vidare har ytterligare aspekter fastställts som är betydande vid genomförandet av value stream mapping inom denna produktionsform. / Introduction: Today’s high demand on customer specific products has led to an upstream of organizations that are adapting an make-to-order production strategy. Seeing that these organizations compete by obtaining low lead-times and the ability to present unique and affordable products, a need has been created to use lean-based methods in attempt to reduce waste, create an efficient production, thus to gain competitive advantage. The issue is that lean-methods are not developed for these types of organizations.  Purpose: The purpose of this study is to compile a model that describes how an organization that is characterized by make-to-order strategy and with a high variety in products manufactured in low volumes can implement value stream mapping to create an efficient production and thus gain competitive advantage. Methodology: The study is carried out through a case-study on a company that manufacture based on the specification of customer-orders. To perform a value stream mapping, relevant literature was collected and studied. Consequently, interviews and observations were conducted and constitute the empirical data. Subsequently the literature review along with the empirical data constitutes the conclusions and findings.    Results: The case company is characterized by a complex manufacturing of unique products with crossing information- and material flows which complicates value stream mapping. The processes consist of manual cutting, semi-manual cutting, plywood cutting, component manufacturing, and assembling. Processes with similar operations were spread throughout the manufacturing plant and the assembly points were identified as bottle-necks.   Conclusion: A model that describes how an organization that is characterized by make-to-order strategy and with a high variety in products manufactured in low volumes can implement value stream mapping has been compiled. Furthermore, additional aspects have been identified that are significant in the implementation of value stream mapping within this form of production.

Cette thèse a pour objectif la compréhension de plusieurs aspects du caractère rugueux de la volatilité observé de manière universelle sur les actifs financiers. Ceci est fait en six étapes. Dans une première partie, on explique cette propriété à partir des comportements typiques des agents sur le marché. Plus précisément, on construit un modèle de prix microscopique basé sur les processus de Hawkes reproduisant les faits stylisés importants de la microstructure des marchés. En étudiant le comportement du prix à long terme, on montre l’émergence d’une version rugueuse du modèle de Heston (appelé modèle rough Heston) avec effet de levier. En utilisant ce lien original entre les processus de Hawkes et les modèles de Heston, on calcule dans la deuxième partie de cette thèse la fonction caractéristique du log-prix du modèle rough Heston. Cette fonction caractéristique est donnée en terme d’une solution d’une équation de Riccati dans le cas du modèle de Heston classique. On montre la validité d’une formule similaire dans le cas du modèle rough Heston, où l’équation de Riccati est remplacée par sa version fractionnaire. Cette formule nous permet de surmonter les difficultés techniques dues au caractère non markovien du modèle afin de valoriser des produits dérivés. Dans la troisième partie, on aborde la question de la gestion des risques des produits dérivés dans le modèle rough Heston. On présente des stratégies de couverture utilisant comme instruments l’actif sous-jacent et la courbe variance forward. Ceci est fait en spécifiant la structure markovienne infini-dimensionnelle du modèle. Étant capable de valoriser et couvrir les produits dérivés dans le modèle rough Heston, nous confrontons ce modèle à la réalité des marchés financiers dans la quatrième partie. Plus précisément, on montre qu’il reproduit le comportement de la volatilité implicite et historique. On montre également qu’il génère l’effet Zumbach qui est une asymétrie par inversion du temps observée empiriquement sur les données financières. On étudie dans la cinquième partie le comportement limite de la volatilité implicite à la monnaie à faible maturité dans le cadre d’un modèle à volatilité stochastique général (incluant le modèle rough Bergomi), en appliquant un développement de la densité du prix de l’actif. Alors que l’approximation basée sur les processus de Hawkes a permis de traiter plusieurs questions relatives au modèle rough Heston, nous examinons dans la sixième partie une approximation markovienne s’appliquant sur une classe plus générale de modèles à volatilité rugueuse. En utilisant cette approximation dans le cas particulier du modèle rough Heston, on obtient une méthode numérique pour résoudre les équations de Riccati fractionnaires. Enfin, nous terminons cette thèse en étudiant un problème non lié à la littérature sur la volatilité rugueuse. Nous considérons le cas d’une plateforme cherchant le meilleur système de make-take fees pour attirer de la liquidité. En utilisant le cadre principal-agent, on décrit le meilleur contrat à proposer au market maker ainsi que les cotations optimales affichées par ce dernier. Nous montrons également que cette politique conduit à une meilleure liquidité et à une baisse des coûts de transaction pour les investisseurs. / The aim of this thesis is to study various aspects of the rough behavior of the volatility observed universally on financial assets. This is done in six steps. In the first part, we investigate how rough volatility can naturally emerge from typical behav- iors of market participants. To do so, we build a microscopic price model based on Hawkes processes in which we encode the main features of the market microstructure. By studying the asymptotic behavior of the price on the long run, we obtain a rough version of the Heston model exhibiting rough volatility and leverage effect. Using this original link between Hawkes processes and the Heston framework, we compute in the second part of the thesis the characteristic function of the log-price in the rough Heston model. In the classical Heston model, the characteristic function is expressed in terms of a solution of a Riccati equation. We show that rough Heston models enjoy a similar formula, the Riccati equation being replaced by its fractional version. This formula enables us to overcome the non-Markovian nature of the model in order to deal with derivatives pricing. In the third part, we tackle the issue of managing derivatives risks under the rough Heston model. We establish explicit hedging strategies using as instruments the underlying asset and the forward variance curve. This is done by specifying the infinite-dimensional Markovian structure of the rough Heston model. Being able to price and hedge derivatives in the rough Heston model, we challenge the model to practice in the fourth part. More precisely, we show the excellent fit of the model to historical and implied volatilities. We also show that the model reproduces the Zumbach’s effect, that is a time reversal asymmetry which is observed empirically on financial data. While the Hawkes approximation enabled us to solve the pricing and hedging issues under the rough Heston model, this approach cannot be extended to an arbitrary rough volatility model. We study in the fifth part the behavior of the at-the-money implied volatility for small maturity under general stochastic volatility models. In the same spirit as the Hawkes approximation, we look in the sixth part of this thesis for a tractable Markovian approximation that holds for a general class of rough volatility models. By applying this approximation on the specific case of the rough Heston model, we derive a numerical scheme for solving fractional Riccati equations. Finally, we end this thesis by studying a problem unrelated to rough volatility. We consider an exchange looking for the best make-take fees system to attract liquidity in its platform. Using a principal-agent framework, we describe the best contract that the exchange should propose to the market maker and provide the optimal quotes displayed by the latter. We also argue that this policy leads to higher quality of liquidity and lower trading costs for investors.

This diploma thesis is focused on the study of the influence of the of size cosmetics pigments on the properties of the final product. This effect was studied on samples of make-up given by industry partner. Make-up samples were measured by the rheology method and the yield stress of all samples was determined. Scanning electron microscopy was used to determine the size and shape of the pigment particles. Particle size was also measured by dynamic light scattering, but the results were influenced by forming aggregates. To easier determination of the types of pigments in the sample was determined elemental composition of the pigments (Ti, Fe, O, Al) by EDS detector. Due to the unknown composition of make-up, the information was supplemented by X-ray powder diffraction (XRD) analysis, and it was possible to determine the compounds TiO2 (anatase and rutile), FeOOH and Fe2O3. The results obtained by these methods showed what pigments can be found in make-up samples, what their sizes and shapes are. It has been shown that the smaller the pigments are, the higher the viscosity and yield stress of the final product. The higher these quantities, the harder it is to handle the product.

The main focus areas of this master thesis include the writing of a literature review, which contains an overview and segregation of pigments which are used in the preparation of cosmetic products. The thesis is focused on the properties and characterization of pigments for use in cosmetology. The following focus is on legislation, more specifically on pigments that the cosmetic industry allows, limits and does not allow. The main part of this thesis is an overview of methods for the characterization of pigments. The practical part deals with the characterization of particles of selected cosmetic pigments by applying methods for determination of color, elemental and phase composition, particle size and morphology. The thesis is concluded by evaluation of the achieved results.