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O impacto da exigência de margem sobre os preços dos ativos / The impact of margin requirements on assets pricesLuiz Fernando Castelli 11 July 2014 (has links)
O trabalho busca responder: i) se a exigência de margem é capaz de afetar os preços dos ativos em períodos de iliquidez; ii) como as margens são fixadas. A primeira pergunta está relacionada ao modelo Margem CAPM de Gârleanu & Pedersen (2011), que indicam a existência da relação entre a exigência de margem associada a problemas de funding do mercado com os preços dos ativos. A segunda pergunta está relacionada ao trabalho de Brunnermeier & Pedersen (2009) que descrevem o fenômeno Espiral de Liquidez relacionado ao comportamento pró-cíclico das margens, que seriam função da volatilidade dos preços dos ativos. Utilizaram-se dados do mercado acionário brasileiro e exigências de margem divulgadas pela BM&F Bovespa para o período de jan/2008 até dez/2012 para responder tais perguntas. A evidência empírica encontrada no trabalho aponta que a exigência de margem afeta os preços dos ativos em momentos ilíquidos, como descrito pelo modelo Margem CAPM. Porém, tal fenômeno é restrito apenas a ações de empresas pequenas. De acordo com o exercício realizado, o portfólio Long Short de empresas pequenas, onde a estratégia é long em ativos de empresas com alta exigência de margem e short em ativos de baixa exigência de margem, apresentou um retorno médio ajustado ao risco de 1.33% ao mês. Enquanto para empresas médias e grandes o retorno ajustado ao risco da estratégia Long Short é estatisticamente igual a zero. Além disso, encontrou-se em um exercício em painel que o aumento de 1 p.p. da exigência de margem gera uma queda aproximada de 0.13 p.p. sobre o excesso de retorno dos ativos de empresas pequenas quando o mercado está ilíquido. Por outro lado, o efeito é positivo da ordem de 0.10 p.p. quando o mercado está líquido. Novamente, os efeitos são nulos para empresas médias e grandes. Quanto à fixação das margens, o trabalho apresenta evidência que estas são explicadas pelo comportamento da volatilidade e da assimetria da distribuição dos retornos dos ativos. Em um exercício em painel, observou-se que: o aumento de 1 p.p. na volatilidade dos ativos gera um aumento aproximado de 0.017 p.p. na variação da exigência de margem; e uma queda de 0.1 unidade no coeficiente de assimetria dos retornos dos ativos causa um aumento de 0.015 p.p. na variação das margens. Destaca-se que tais resultados são inéditos na literatura de precificação de ativos. / The work seeks to answer: i) if the margin requirement is able to affect asset prices in periods of illiquidity, ii) how the margins are fixed. The first question is related to the Margin CAPM model of Gârleanu & Pedersen (2011), which indicate the existence of the relationship between the margin requirements associate to funding problems with the asset prices. The second question is related to the work of Brunnermeier & Pedersen (2009) that describe the Spiral Liquidity phenomenon related to a pro-cyclical behavior of margins, which would be a function of the volatility of asset prices. We used data from Brazilian stock markets and margin requirements disclosure by BM&F Bovespa for the period that goes on jan/2008 to dec/2012 to answer these questions. The empirical evidence found in the work indicates that the margin requirement affects the assets prices in illiquid times, as described by the Margin CAPM. However, this phenomenon is restricted to small caps stocks. According to the exercise performed, the Long Short portfolio of small caps, where the strategy is long in high margin requirement assets and short in low margin requirement assets, presented an average risk-adjusted return of 1.33% per month. While for medium and large companies the risk-adjusted return of Long Short strategy is statistically equal to zero. Furthermore, it was found in an exercise in panel that an increase of 1 p.p. in the margin requirement generates an approximate 0.13 p.p. fall on the excess return of assets of small caps when the market is illiquid. On the other hand, the positive effect is 0.10 p.p. when the market is liquid. Again, the effects are null for medium and large companies. Regarding the margins, the paper presents evidence that these are related to the volatility and skewness of the distribution of the assets returns. In an exercise in panel, it was observed that: an increase of 1 p.p. in asset volatility generates an approximate 0.017 p.p. increase in variation of margin requirements; and a decrease of 0.1 unit in the skewness of asset returns causes an increase in margins variations of 0.015 p.p. It is noteworthy that these results are unprecedented in the asset pricing literature.
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Relação entre o sinal isotópico de oxigênio e carbono e o tamanho de testa de foraminíferos em amostras de topo de dois testemunhos da Margem Continental Brasileira / Relationship betweem oxygem and carbon isotopic signature and foraminiferal tests size from two brazilian continental margin core top samplesPaula Franco Fraguas Iribar 28 August 2009 (has links)
Os isótopos de oxigênio (18O) e carbono (13C), registrados nas testas dos foraminíferos são descritores mensuráveis (proxies) da paleotemperatura e paleoprodutividade, respectivamente, amplamente utilizados em estudos paleoceanográficos. Em amostras de sedimento marinho, o tamanho de testa dos foraminíferos é uma importante fonte de variabilidade isotópica que não limita o uso destes proxies, desde que a mesma seja conhecida e entendida. No presente estudo, analisou-se o sinal de 18O e de 13C em testas da espécie bentônica, Cibicidoides wuellerstorfi, e das espécies planctônicas, Globigerinoides ruber (branca) e Globorotalia truncatulinoides (dextral) retidas em quatro frações de tamanho de malha de peneiras (150-250, 250-300, 300-355 e >355µm). Foram utilizadas amostras de topo de dois testemunhos localizados na Margem Continental Brasileira (em torno de 2000 metros de lâmina d´água). Foi comparado o sinal isotópico das amostras com o sinal isotópico da água do mar atual da região de estudo. Foi observado que C. wuellerstorfi calcifica em equilíbrio de 18O e com um desequilíbrio positivo (0,2-0,3) de 13C com respeito á água do mar de fundo. Os valores isotópicos desta espécie não variaram (13C) ou variaram levemente (18O) com o aumento no tamanho. Os valores de 18O registrados em G. ruber (branca) não apresentaram tendência com o tamanho de testa e refletiram uma profundidade aparente de calcificação na superfície do oceano (entre 0-100 metros). Os valores de 18O registrados em G. truncatulinoides (dextral) apresentaram aumento com o tamanho de testa (até 1,22) e refletiram uma profundidade aparente de calcificação em águas da termoclina (entre 200-400 metros). O sinal de 13C aumentou com o tamanho de testa tanto em G. ruber (branca) (até 1,85), como em G. truncatulinoides (dextral) (até 1,26). Os valores de 13C referentes aos maiores tamanhos de testas estão mais próximos dos valores de 13C da água do mar da profundidade aparente de calcificação estimada para cada espécie. Este trabalho corrobora a importância da seleção do tamanho de testa dos foraminíferos em estudos paleoceanográficos para a região de estudo, especialmente no sinal de 13C em foraminíferos planctônicos. / Stable oxygen (18O) and carbon (13C) isotope composition registered in foraminifera test are widely used in paleoceanography studies as paleotemperature and paleoprodutivity proxies. On the sea floor, samples size test is an important source of stable isotope variability related to the ecology and physiology of foraminifera. This variability does not restrict the use of these proxies when the relation between size and stable isotopes is known and understood. 18O and 13C values were analyzed in four size sieves fractions (150-250, 250-300, 300-355 e >355µm) in foraminiferal tests of Cibicidoides wuellerstorfi (benthic specie), Globigerinoides ruber (white) and Globorotalia truncatulinoides (right) (planktonic species), in two core topes located on the Brazilian continental margin (around 2,000 meters). Modern seawater stable isotope composition was used for data interpretation. In general, the relation between stable isotope and size for each species was consistent in all samples. C. wuellerstorfi calcifies in equilibrium with 18O, while it is enriched (0.2-0.3) in 13C values with respect to deep sea isotopic values. No clear isotopic size-related changes were observed for this species. 18O values do not change with test size in G. ruber (white) and reflect an apparent calcification depth in superficial waters (0-100 meters). 18O enrichment with size was observed for G. truncatulinoides (right) (up to 1.22) and reflects an apparent calcification depth in thermocline waters (between 200-400 meters). 13C values were clearly enriched with size in both G. ruber (white) (up to 1.85) and G. truncatulinoides (right) (up to 1.26). 13C values of the largest size sieve fraction reflects most accurately 13C values of the estimated calcification depth for each specie. This work highlights the importance of selecting foraminifera test size for paleoceanographic studies, especially in what concerns about carbon isotopes in planktonic foraminifera.
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Fontes nitrogenadas e teor de proteína bruta em dietas com cana de açúcar para vacas em lactação: balanço de nitrogênio e análise econômica / Nitrogen sources and level of crude protein in diets with sugarcane for lactating dairy cows: nitrogen balance and economical evaluationCamila Silano 14 February 2014 (has links)
O estudo consistiu de dois experimentos com o objetivo de avaliar o efeito metabólico, custos e viabilidade econômica de dietas com diferentes fontes nitrogenadas e teores proteicos. No primeiro experimento avaliou-se o efeito de dois teores de proteína bruta (PB) (130 e 148g/kg de MS) e duas fontes nitrogenadas (farelo de algodão 38 e grão de soja cru integral) na dieta de vacas leiteiras com cana de açúcar como volumoso, sobre as frações nitrogenadas do leite, balanço de nitrogênio e perfil metabólico. Foram utilizadas 12 vacas da raça Holandesa com 155 (±65) dias em lactação, agrupadas em três quadrados latinos 4x4 contemporâneos, com período experimental de 21 dias, sendo 14 dias para adaptação às dietas e os sete últimos para a realização das coletas. As vacas foram alojadas em baias individuais e alimentadas ad libitum. As amostras de leite para análise do balanço nitrogenado e frações nitrogenadas foram coletadas no 15° dia de cada período. O consumo e balanço de nitrogênio foram maiores para vacas alimentadas com dietas com 148 g PB/kg de MS. Por outro lado, vacas alimentadas com dietas contendo farelo de algodão apresentaram maior excreção de nitrogênio no leite do que vacas alimentadas com grão de soja cru integral. A relação entre caseína e proteína verdadeira no leite foi maior em vacas alimentadas com grão de soja cru integral. Houve interação entre fonte nitrogenada e teor de PB da dieta sobre as concentrações de nitrogênio ureico no leite (NUL) e nitrogênio não proteico (NNP). A concentração de NUL foi maior em vacas alimentadas com farelo de algodão e com maior teor de PB, em contrapartida houve menor excreção de NUL em vacas alimentadas com grão de soja com maior teor proteico. Não houve efeito das dietas sobre os teores de proteína do leite, nitrogênio não caseinoso (NNC), caseína e proteína do soro. Conclui-se que o uso de dietas com 130g de PB/Kg na MS não altera o balanço de nitrogênio e de composição do leite de vacas leiteiras em comparação com teores de 148g/Kg de PB na MS, e resultam em menor excreção de nitrogênio no ambiente. No segundo experimento foram calculados os custos e margens totais de dietas com cinco fontes nitrogenadas principais (ureia, farelo de soja, farelo de algodão, grão de soja cru integral e farelo de glúten de milho) e cinco teores proteicos (130, 145, 148, 157 e 160 g/kg de MS) com cana de açúcar como volumoso para vacas em lactação. Os dados foram provenientes de três estudos conduzidos com a finalidade de coleta de dados produtivos e respostas metabólicas. A análise econômica foi realizada com base nos preços históricos deflacionados (corrigidos do efeito da inflação) praticados durante o período 2002 a 2012, e no cálculo dos custos de alimentação, em função do consumo de alimento, da produção de leite e do teor de proteína bruta no leite. Dietas com cana de açúcar com teor proteico de 14,5% com ureia como fonte nitrogenada principal apresentaram a maior margem bruta (diferença entre a receita da venda do leite e do custo da dieta) com valor médio anual de R$1,85.vaca-1.dia-1. A dieta com 14,8% de PB com grão de soja cru integral apresentou a menor margem bruta de R$ 2,16.vaca-1.dia-1. / The study consisted of two experiments to evaluate the N balance and economical analysis of diets with different nitrogen sources and crude protein levels. On the first experiment it was evaluated the effect of two crude protein (CP) levels (130 e 148 g/kg DM) and two nitrogen sources (cottonseed meal 38% and whole raw soybean) in diets of dairy cows using sugar cane as forage on nitrogen in milk, nitrogen balance and metabolic parameters. Twelve Holstein cows with 155 (±65) days in lactation were distributed into three contemporary 4x4 Latin squares, with experimental period of 21 days, 14 days for diet adaptation and the remaining seven days for sampling. The cows were housed in individual pens and fed ad libitum. Milk samples for nitrogen balance and milk nitrogen fractions analysis were collected on the 15th day of each experimental period. Nitrogen intake and nitrogen balance were higher for the cows fed diets with 148 g CP/kg DM. However cows fed diets with cottonseed meal had higher nitrogen excretion in milk than cows fed diets with whole raw soybean. The casein: true milk protein ratio was higher in cows fed diets with whole raw soybean. There was interaction between the nitrogen source and the diet CP content on the milk urea nitrogen and non-protein nitrogen. Milk urea nitrogen was higher in cows fed diets with cottonseed meal and higher CP concentrations, however lower milk urea nitrogen was observed in cows fed diets with whole raw soybean and higher CP concentration. The concentration of crude protein, noncasein protein, casein and whey protein in milk did not differ between diets. In conclusion the use of low concentrations of protein (130g/Kg in MS) does not affect the performance of dairy cows and provides lower excretion of nitrogen in the environment. On the second experiment, the costs and the gross margin were calculated for diets formulated with five nitrogen sources (urea, soybean meal, cottonseed meal, whole raw soybean and corn gluten meal) and five protein levels (130, 145, 148, 157 e 160 g/kg DM) using sugar cane as forage. Performance data were obtained from three experiments conducted previously. Economical analysis were performed based on historical prices adjusted for the effect of inflation during the period between 2002 and 2012 and based on the feed costs, cow intake, milk prodution and milk protein levels. The higher gross margin (difference between the income from milk sale and diet costs) were obtained for 145 g/kg of CP in DM diets and urea as main nitrogen source, with mean of R$1,85.vaca-1.dia-1. The lower gross margin were observed in the 148 g/kg of CP in DM diet and whole raw soybean as nitrogen source, with mean of R$ 2,16.vaca-1.dia-1.
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La Zone et les zoniers de Paris, approches spatiales d'une marge urbaine (1912-1946) / Paris Zone and Zoniers, Spatial Analysis of an Urban Margin (1912-1946)Granier, Anne 07 December 2017 (has links)
La zone de Paris est une zone de servitude militaire de 250 m courant sur environ 35 km, grevée par une servitude non aedificandi qui, dès 1850, n’est pas respectée. En 1912, deux conventions sont signées entre l'Etat et Paris. La loi du 19 avril 1919 prononce le déclassement de l'enceinte, sa cession à Paris et le maintien d'une servitude non aedificandi dite d'hygiène sur la zone. Paris doit alors se lancer dans l'expropriation de la zone. La thèse étudie cette appropriation parisienne grâce à des sources variées (plans, dénombrements, photographies aériennes etc.), le plus souvent rentrées dans un système d'information géographique (SIG). Elle revient sur l'argumentaire du déclassement et l'histoire de la construction et étudie les textes et procédures d'expropriation. Loin du fantasme d'espace neutre qui parcourait l'administration parisienne, l'expropriation discrimine entre morceaux de zone. La zone ne présente pas un visage uniforme et les usages qui l'affectent (habitation en dur ou précaire, industrie, zones de stockage, jardins potagers) sont variés. La thèse cherche à déterminer des logiques d'organisation, en lien avec la banlieue, et souligne aussi, à une échelle plus fine, les critères qui orientent vers une destinée parcellaire. L'attractivité de la zone pour ses habitants est particulièrement étudiée : elle permettait, pour un moindre coût, d'avoir accès à la propriété des constructions et à une forme d'espace en plus. Zone et zoniers sont construits pour être en marge, le processus même de l'expropriation entraîne une précarisation des statuts et une dégradation accélérée du bâti et des conditions de vie, notamment dans les mois qui précèdent l'évacuation. Si cette disqualification à la ville est originelle du fait de la servitude et de l'obligation de précarité, tant matérielle que temporelle, elle s'accentue pendant l'entre-deux-guerres. En effet, la population zonière change. Les « nouveaux » venus ne motivent pas les mêmes discours de protection que les « petits zoniers » du début du siècle. Par ailleurs, la construction d'une urbanité normale et normée, celle des HBM des fortifications, permet, par contraste, la disqualification des zoniers et de leur mode de vie, jugé non-urbain ou mal-urbain. Ainsi, presque toute politique de relogement des habitants, une problématique centrale dans la résorption des taudis urbains, est abandonnée du fait de cette prétendue inadéquation à la ville et à ses valeurs, mais aussi d'un coût jugé excessif. / The Paris Zone was a 250m wide piece of land surrounding the capital where no one could live. Almost since 1850, this interdiction was not respected. In 1912, two agreements between Paris and the French State were signed. A law followed on the 19 april 1919 which proclaimed the reclassification of the zone, its transfer to Paris and the maintenance of an interdiction to build (« servitude non aedificandi ») because of health. Paris had to expropriate the zone. This thesis studies the history of the parisian ownership of the zone with the help of various materials (maps, census, aerial photographs etc.), most often studied in a geographical information system (GIS). The reclassification argument and the history of the zone construction are studied first, then the expropriation texts and procedures are considered. Far from the dream of a neutral space which ran through the Parisian administration, the expropriation process discriminated between people and places. The zone was not monotonous and its uses were varied (though or precarious building, industries, storage zones, vegetable gardens etc.). If the thesis aims to find some great logics of organization, often linked with the « banlieue » urbanization, other criterions can explain the destiny of a piece of land. The attractivity of the zone for its inhabitants is especially studied since the zone enabled very modest people to become owner of their house and to gain access to a form of spaciousness. Zone and Zoniers were necessarily on the margins, the very expropriation process leading to great insecurity and an accelerated decay of the constructions, especially during the few months before the evacuation. If this disqualification was original because of the interdiction to build and implied a forced precariousness, both material and temporal, it grew during the interwar. Indeed, the population changed. « Newcomers » did not motivate the same discourses of protection than the « petits zoniers », at the beginning of the century. Besides, the development nearby, in the HBM of the fortification, of a planned and controled urbanity, contrasted deeply with the zoniers' way of life, judged non-urban or mis-urban. Thus, almost every rehousing policy, an essential problematic in the slums resorption, was abandonned because of the so-called inadequation of the zoniers to the city and to urban values, but also because of the financial cost.
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Étude des anomalies magnétiques dans les domaines de manteau exhumé : apport sur les processus de l’océanisation / Exhumed mantle at ultra-slow spreading ridges and magma-poor rifted margins : what can we learn from marine magnetic anomalies ?Bronner, Adrien 19 June 2013 (has links)
L’objectif de cette thèse est de comprendre (1) si l’exhumation des roches mantelliques aux dorsales océaniques est compatible avec l’enregistrement des inversions de polarité du champ magnétique terrestre, (2) quels sont les processus associés aux anomalies magnétiques observées à l’aplomb des transitions océan-continent et (3) quelles sont les conséquences de ces processus sur les mécanismes de l’océanisation. Afin de travailler avec des données de résolution maximum, une méthode de calibration et d’interprétation des données magnétiques acquises proches du fond est développée dans le premier chapitre. Dans le deuxième chapitre, cette méthode est appliquée aux données magnétiques acquises à l’aplomb des domaines de manteau exhumé de la dorsale Sud-Ouest Indienne (SWIR). Il est ensuite montré que l’exhumation des roches mantelliques est associée à un signal magnétique de faible amplitude et de faible continuité spatiale rendant impossible l’identification des anomalies magnétiques d’accrétion océanique. De fait, il est proposé que contrairement aux basaltes, les roches mantelliques exhumées de la SWIR ne portent pas une aimantation rémanente suffisamment stable pour fossiliser la direction du champ magnétique terrestre. Dans le dernier chapitre, il est démontré que l’anomalie « J », antérieurement interprétée comme la première isochrone associée à la partie distale des marges Ibérie/Terre-Neuve, est en fait identifiée à l’aplomb d’une structure crustale particulière caractérisée par un haut topographique et un épaississement crustal. Par conséquent, il est proposé qu’un évènement magmatique majeur est à l’origine de la création de cette structure crustale et que cet événement est le déclencheur de la mise en place de la première dorsale océanique. / The aim of this work is to constrain (1) whether exhumation of mantle rocks at mid oceanic ridges is compatible with the record of polarity reversals of the Earth magnetic field, (2) what is the origin and the processes responsible for the magnetic anomalies observed at magma-poor rifted margins and (3) what are the consequences of these processes on continental breakup. In a first part, in order to work with high-resolution data, we develop a method for calibration and interpretation of deep-tow three component magnetic data. In a second part, we apply these methods to the data acquired above the large exhumed mantle domains of the ultraslow-spreading Southwest Indian Ridge. We show that, in these areas, neither the magnetic properties of the dredge samples nor the deep-tow magnetic data are consistent with the seafloor-spreading magnetic pattern commonly observed at mid oceanic ridges. We further suggest that in contrast to mid oceanic ridges basalts the exhumed serpentinized mantle rocks do not carry a sufficiently stable remanant magnetization to produce marine magnetic anomalies. In the last part, we show that the “J” anomaly, previously interpreted as the first seafloor-spreading anomaly of the Iberia and Newfoundland passive margins, is associated with locally high topography and thickened crust. We propose that this peculiar crustal structure results from voluminous magma both erupted at the surface and added beneath the exhumed mantle domain. We therefore propose that the J anomaly did not form during seafloor spreading but instead represents a pulse of magmatism that have triggered continental breakup.
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Typologie, architecture et évolution des systèmes silicoclastiques des marges abruptes. Analyse comparée de la marge Ligure au Plio-Quaternaire et de la marge San-Pedro au Crétacé supérieur / Typology, architecture and evolution of siliciclastic systems on abrupt margins. Compared analysis of the Pio-Quaternary Ligurian margin and of the Upper Cretaceous Ivorian marginSoulet, Quentin 13 December 2016 (has links)
Les systèmes sédimentaires turbiditiques présentent un double intérêt académique et industriel puisqu’ils constituent à la fois des archives des conditions environnementales et des réservoirs pétroliers potentiels. Parmi les nombreux paramètres contrôlant l’organisation sédimentaire de ces systèmes l’inclinaison de la pente continentale apparait être un paramètre majeur. L’analyse de l’influence de l’inclinaison de la pente et de ces variations sur l’hydrodynamique des écoulements sédimentaires et ainsi sur l’architecture des systèmes turbiditiques revêt un caractère crucial tant du point de vue académique que pétrolier. Ce travail s’appuie sur l’analyse haute résolution de données acoustiques (bathymétrie, imagerie multifaisceaux, sismique THR, sonar latéral) acquises sur la marge abrupte du Golfe de Gênes (Malisar, Fables, Prisme, Gelo) et de l’analyse d’un bloc de sismique 3D sur la marge abrupte Ivoirienne. Les accumulations turbiditiques des deux sites témoignent de processus de ségrégation des particules avec le piégeage des particules les plus grossières dans des structures en plunge pools, cyclic steps ou slope break deposits. L’étude fine de ces corps liés au ressaut hydraulique apporte ici un éclairage inédit sur la continuité des corps sableux à la transition canyon/lobe et permet ainsi de proposer un nouveau scénario de modèle réservoir. De plus l’analyse de ces deux zones d’études met en évidence l’impact direct de l’activité tectonique sur l’architecture des accumulations turbiditiques par la mise en place et le maintien d’une zone de rupture de pente où le phénomène de ressaut hydraulique peut perdurer au cours du temps. / Turbidite systems present both academic and industrial interests since they are archives of environmental conditions and potential oil reservoirs. Among many parameters controlling the sedimentary organization, the continental slope inclination appears to be a major parameter. The analysis of slope inclination’s and these variations on the hydrodynamic of sedimentary flows and thus on turbidite systems architecture is a crucial character for both academic and industrial interests. The Pliocene-Quaternary turbidite systems of the Gulf of Genoa and upper margin of the Ivorian Cretaceous develop on margins with steep slope profiles controlled by tectonic processes and are suitable and complementary items for the Study of turbidite sedimentation in context of abrupt margin. This work is based on the high-resolution analysis of acoustic data (bathymetry, multibeam imaging, seismic THR, sidescan sonar) acquired on the steep margin of the Gulf of Genova (Malisar, Fables, Prism, Gelo) and the analysis of a 3D seismic block on the Ivorian steep margin. Turbidite accumulations of two sites demonstrate particle segregation processes with trapping coarser particles into specific structures such as plunge pools and cyclic steps. The detailed study of these bodies related to hydraulic jump sheds a new light on the continuity of sand bodies in the transition canyon / lobe and allows the designing of a new reservoir model scenario. Further analysis of these two areas of study shows the direct impact of tectonic activity on the architecture of turbidite accumulations by establishing and maintaining a nick area where the phenomenon of hydraulic jump can be maintained over time.
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Využití Poissonova rozdělení pro předpovědi výsledků sportovních utkání / Use of Poisson distribution for prediction of sports matches resultsSvoboda, Ondřej January 2017 (has links)
The aim of this master thesis is to verify possibility to use Poisson distribution for predicting soccer matches. At first for analysis is applied the original model from English statisticians Mark J. Dixon and Stuart G. Coles from 1997. Thereafter the model is extended in the thesis. All models are based on the maximum likelihood method. Chosen league for deducing conclusions is the first English league - Premier League. The matches are played in the period from season 2004/2005 to half of season 2015/2016. For identification of models performance are used the most market odds from American bookmaker Pinnacle. In the theoretical part are described models and statistical methods that are used in the practical part. In the practical part are realized calculations. Counted performance of models is based on profit from market odds. In the period ex-post are calculated optimum model parameters that are used in the ex-ante period, where is calculated performance of the model. The thesis answers question: Are these models gaining from public database effective in modern age?
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De la friche urbaine à la biodiversité : Ethnologie d’une reconquête : (La petite ceinture de Paris) / From urban wasteland to biodiversity : Ethnology of a recapture : (The petite ceinture of Paris)Scapino, Julie 19 September 2016 (has links)
L’attention pour la biodiversité se porte aujourd’hui sur les villes : il faut désormais prendre soin des espèces et des écosystèmes jusqu’au cœur des milieux les plus artificiels. Or, accueillir une nature sauvage bouleverse les critères d’ordre et de propreté des espaces urbains, et modifie les cultures professionnelles de leurs concepteurs et gestionnaires. Fin 2011, la Ville de Paris s’est dotée d’un Plan biodiversité. Fondé sur les savoirs de l’écologie scientifique, il doit permettre de renforcer la présence du vivant dans la capitale et affiche la volonté de changer le regard sur le sauvage en ville. Cette politique est confrontée à l’ethnographie d’une vaste friche urbaine, enjeu territorial pour la biodiversité parisienne : la petite ceinture. Construite au XIXe siècle autour de Paris, cette voie ferrée, en grande partie inutilisée, a été colonisée par la flore et la faune. Officiellement interdite au public, elle est pourtant intensément fréquentée par de nombreux habitants. Les rapports au lieu et à la nature qu’il abrite ont été étudiés chez les usagers informels des rails. L’absence de fonction officielle et une surveillance lâche permettent l’existence d’une vie sociale diversifiée, transgressive et inventive. Si la nature n’est pas centrale dans les relations à la friche, elle est une composante de l’identité du lieu. Le développement libre du végétal est valorisé pour sa rareté dans un monde urbain ultra-contrôlé, alors que son intérêt écologique est peu évoqué. En parallèle, la petite ceinture s’institutionnalise au titre de la nature. D’une part, une gestion différenciée est appliquée depuis 2006 par des équipes dont l’action participe d’une mise en ordre de l’espace. D’autre part, la Mairie de Paris aménage certains points du linéaire en jardins associatifs ou publics. L’étude du cas d’une promenade dans le XVe arrondissement révèle une véritable attention portée à la biodiversité. Mais la reconquête du délaissé va aussi de pair avec des modalités nouvelles de maîtrise du vivant et une normalisation du lieu et de sa pratique sociale. Herbes folles et pratiques informelles émergent là où le contrôle se desserre. Si les mauvaises herbes ont été réhabilitées, peut-être est-il possible de changer notre regard sur la fertilité sociale de la friche. / The attention for biodiversity has drawn to cities: it is now necessary to take care of species and ecosystems even in the most artificialized environments. Yet, hosting a wild nature disturbs the order and cleanliness criteria ruling urban spaces, and changes the professional cultures of their designers and managers. By the end of 2011, Paris adopted a Biodiversity Plan. Based on ecological science knowledge, its aim is to reinforce the presence of flora and fauna in the capital and to change city-dwellers’ perceptions on wild nature in cities. This policy is confronted to the ethnography of a vast urban wasteland, which is a territorial issue for Parisian biodiversity: the petite ceinture. Built during the XIXth century around Paris, this railway line, unused on a large portion, has been colonized by fauna and flora. Although public access is not permitted, this area is nevertheless intensely frequented by many inhabitants. The study among informal users focused on their relations to the place and the nature within it. The lack of official function and the loosy surveillance allow a diverse, transgressive and inventive social life. If nature is not central in the relations to the wasteland, it is a component of the place’s identity. The free development of plants is recognized for its rarity in an ultra-controlled urban world, while their ecological interest is not much mentioned. At the same time, the petite ceinture is being institutionalized. On one side, a differentiated management is implemented since 2006 by a staff whose action participates in ordering the space. On the other side, Paris City Hall converts some spots of the linear into community and public gardens. The case study of a promenade in the XVth arrondissement reveals a true attention towards biodiversity. But the recapture of the railway goes together with new modalities of controlling life, and the normalization of the place and its social practice. Wild grass and informal practices emerge where control comes loose. If bad weeds have been rehabilitated, maybe it is possible to change our perspective on the social fertility of the wasteland.
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Enregistrements stratigraphiques des cycles glacio-eustatiques et de la déformation durant le Pléistocène le long de la marge centrale d’Équateur : exploitation des données de la campagne ATACAMES / Stratigraphic record of the glacio-eustatic cycles and the deformation during the Pleistocene along the central Ecuadorian margin : using the ATACAMES data campaignMartillo Bustamante, Carlos 11 May 2016 (has links)
L’objectif de cette étude est de contraindre les déformations au cours du Pléistocène d'une marge active à partir de l’analyse sismo-stratigraphique des sédiments conservés sur la plate-forme et la pente supérieure, le long de la marge centrale d’Equateur. A partir les données de sismique haute résolution et de carottage collectées pendant l'expédition Atacames (2012), plusieurs bassins ont été identifiés. La répartition latérale et de la succession des séquences T-R dans ces bassins montrent une distribution complexe des sédiments dans le temps et l'espace. Ce travail montre que, le long des marges actives, l’analyse sismo-stratigraphique de l’enregistrement des séquences liées aux cycles eustatiques du Pléistocène est un outil très puissant. A l'échelle locale, la subduction de seamounts perturbe et renforce l'effet de déformation régionale de la ride de Carnegie. / The aim of this study is to constrain recent deformation and stratigraphic evolution of an active margin, using sismo-stratigraphic analysis of Pleistocene sediment preserved on the margin shelf and upper slope along of the Central Ecuadorian margin. From the extensive geophysical and sedimentological investigations carried out during the ATACAMES expedition (2012), we are identified serveral basins in the Ecuadorian margin. A detailed analysis of the thickness, the lateral distribution and stacking patterns in these basins show a complex distribution of sediments in time and space. The seismic-sequence stratigraphy analysis related to eustatic cycles of the Pleistocene shows a regional regional unconformity at the base (1782-Ka as minimum age), which can correspond to the signature of the beginning of the Carnegie ridge collision.
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The genesis of ‘giant’ copper-zinc-gold-silver volcanogenic massive sulphide deposits at Tambogrande, Perú : age, tectonic setting, paleomorphology, lithogeochemistry, and radiogenic isotopesWinter, Lawrence Stephen 11 1900 (has links)
The ‘giant’ Tambogrande volcanogenic massive sulphide (VMS) deposits within the Cretaceous Lancones basin of northwestern Perú are some of the largest Cu-Zn-Au-Ag-bearing massive sulphide deposits known. Limited research has been done on these deposits, hence the ore forming setting in which they developed and the key criteria that permitted such anomalous accumulation of base-metal sulphides are not understood.
Based on field relationships in the host volcanic rocks and U-Pb geochronology, the deposits formed during the early stages of arc development in the latest Early Cretaceous and were related to an extensional and arc-rift phase (~105-100 Ma, phase 1). During this time, bimodal, primitive basalt-dominant volcanic rocks were erupted in a relatively deep marginal basin. Phase 1 rhyolite is tholeiitic, M-type, and considered to have formed from relatively high temperature, small batch magmas. The high heat flow and extensional setting extant during the initial stages of arc development were essential components for forming a VMS hydrothermal system. The subsequent phase 2 (~99-91 Ma) volcanic sequence comprises more evolved mafic rocks and similar, but more depleted, felsic rocks erupted in a relatively shallow marine setting. Phase 2 is interpreted to represent late-stage arc volcanism during a waning extensional regime and marked the transition to contractional tectonism.
The Tambogrande deposits are particularly unusual amongst the ‘giant’ class of VMS deposits in that deposition largely occurred as seafloor mound-type and not by replacement of existing strata. Paleomorphology of the local depositional setting was defined by seafloor depressions controlled by syn-volcanic faults and rhyolitic volcanism. The depressions were the main controls on distribution and geometry of the deposits and, due to inherently confined hydrothermal venting, enhanced the efficiency of sulphide deposition.
Geochemical and radiogenic isotope data indicate that the rhyolites in the VMS deposits were high temperature partial melts of the juvenile arc crust that had inherited the isotopic signatures of continental crust. Moreover, Pb isotope data suggest the metal budget was sourced almost wholly from mafic volcanic strata. Therefore, unlike the implications of many conventional models, the felsic volcanic rocks at Tambogrande are interpreted to have only played a passive role in VMS formation. / Science, Faculty of / Earth, Ocean and Atmospheric Sciences, Department of / Graduate
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