This thesis investigates the long-run stability of Cointegrated pairs in the Swedish Equity Market. Stability is evaluated by estimating pairs in an in-sample period then rolling the win- dow forward. A Pairs Trading strategy is then applied to the estimated pairs and traded out-of-sample. The relationships are found to diminish over time and most break o. Negative compound annual growth rates are obtained for the period. However there are enough lasting cointegrating relationships for the strategy to be applicable but the returns are highly dependent on the complexity of the trading rules.

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The work presented here is an experimental investigation of the effect of cylindrical geometry on electrical conductivity, in which single-crystal samples of cadmium at the temperature of liquid helium are used, with the diameter on the order of the electron mean free path.

Fechamento de loops é um dos principais processos das estratégias de SLAM baseadas em grafos, usadas para estimar o erro de deslocamento acumulado à ser minimizado pela técnica. Neste sentido, boas correspondências de cenas permitem criar uma conexão entre dois nós do grafo que está sendo construído para representar o ambiente. Contudo, falsas correspondências podem levar essas estratégias a um estado irreversível de falsa representação do ambiente. Neste trabalho, um método robusto baseado em features que usa sequências de imagens para reconhecer áreas revisitadas é apresentado. Este método usa a abordagem de Bag-of-Words para reduzir efeitos de iluminação e uma ponderação TF-IDF para ressaltar as principais features que descrevem cada cena. Além disso, um algoritmo baseado na técnica de Mean Shift é usado sobre uma matriz de similaridade para identificar a possível trajetória seguida pelo robô e melhorar a detecção de fechamento de loop. O método apresentado foi testado em um ambiente aberto usando sequências de imagens coletadas com usando uma câmera de mão e um drone modelo Parrot ArDrone 2.0. / Loop closure recognition is one of the main processes of graph-based SLAM strategies, used to estimate the accumulated motion error to be minimized by the technique. Good scene correspondences allow to create constraints between two nodes in the graph that is currently being built to represent the environment that the robot is immersed. However, false correspondences can lead these strategies to an irreversible wrong environment representation. In this work, we present a robust feature-based loop closure approach that uses image sequence matching to recognize revisited areas. This approach uses Bag-of- Words to reduce the effects of lightning changes and a TF-IDF weighting to enhance the main features that describe each scene. Besides, an algorithm based on Mean Shift is used over a similarity matrix to identify the possible trajectory followed by the robot and improve the loop closure detection. Our method is tested in a GPS-denied outdoor environment using image sequences collected using a handheld camera and a Parrot ArDrone 2.0.

A variety of new mean value theorems are presented along with interesting proofs and generalizations of the standard theorems. Three proofs are given for the ordinary Mean Value Theorem for derivatives, the third of which is interesting in that it is independent of of Rolle's Theorem. The Second Mean Value Theorem for derivatives is generalized, with the use of determinants, to three functions and also generalized in terms of nth order derivatives. Observing that under certain conditions the tangent line to the curve of a differentiable function passes through the initial point, we find a new type of mean value theorem for derivatives. This theorem is extended to two functions and later in the paper an integral analog is given together with integral mean value theorems. Many new mean value theorems are presented in their respective settings including theorems for the total variation of a function, the arc length of the graph of a function, and for vector-valued functions. A mean value theorem in the complex plane is given in which the difference quotient is equal to a linear combination of the values of the derivative. Using a regular derivative, the ordinary Mean Value Theorem for derivatives is extended into Rn, n>1.

The goal of this thesis is to determine the relationship between the macroscopic stress and the macroscopic strain for a variety of complex multiphase materials exhibiting rate-independent non-linear response at the micro-scale, based on experimental data obtained both at the local and macroscopic scales. A micro-macro secant mean field model (SMF model) based on the result of Eshelby and the approach of Mori and Tanaka is developed to model the behaviour of three particular systems which we have worked out by ourselves: 1) a ferrite-martensite steel produced by rolling in which we quantify the plastic anisotropy due to the morphological texture in terms of the Lankford's coefficient and pseudo yield surface; 2) a composite made of two continuous and interpenetrating phases: an aluminium matrix reinforced by a preform of sintered Inconel601 fibres. We quantify the coupled effects of temperature and phases co-continuity on the phases and overall stresses; 3) a TRIP-aided multiphase steel, in which the dispersed metastable austenite phase transforms to martensite. We derive the relationship between the overall uniaxial elastoplastic response and the progress of phase transformation, itself influenced by the thermodynamical, microstructural and mechanical properties. The stress-state dependence of the martensitic transformation is enlightened and explained. We demonstrate the existence of thermomechanical treatments leading to optima of ductility and strength-ductility balance. Finally, we show that the formability of TRIP-aided multiphase steels depends on the stability criterion.

In this thesis, we propose some innovative developments for the implementation of mean-field homogenization schemes adapted to the prediction of the behavior of elasto-plastic and elasto-viscoplastic composites. For elasto-plastic materials, the local constitutive laws written in a rate form are linearized incrementally over several time-steps so that homogenization schemes developed in the context of linear elasticity can apply over each time interval. Since the original implementation gave too stiff predictions, we propose different stiffness reductions for the matrix tangent operator and study theoretically and numerically the influence on the final macroscopic prediction. Definition of the per phase reference state in also studied and linked to the fields heterogeneity effect. Predictions thus obtained are confronted with those of a secant (or total) formulation of the constitutive laws. For elasto-viscoplastic composites, we use the affine formulation which reduces the constitutive laws to fictitious linear thermo-elastic relations in the Laplace domain where the homogenization can apply. Our main contribution is a full treatment of internal variables in the linearization procedure. This enables to deal with realistic constitutive behaviors and general loading histories. We illustrate the influence of viscous effects under various loading conditions and study the accuracy of the method with respect to the loading rate. For both classes of composites, numerous predictions obtained by mean-field homogenization schemes are confronted against those of three-dimensional finite element simulations and experimental results. For a wide range of materials and loading conditions, a good agreement at the macroscopic level between our predictions and the reference results is observed.