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Approximation du calcul de la taille échantillonnale pour les tests à hypothèses multiples lorsque r parmis m hypothèses doivent être significativesDelorme, Philippe 12 1900 (has links)
Généralement, dans les situations d’hypothèses multiples on cherche à rejeter
toutes les hypothèses ou bien une seule d’entre d’elles. Depuis quelques temps on
voit apparaître le besoin de répondre à la question : « Peut-on rejeter au moins
r hypothèses ? ». Toutefois, les outils statisques pour répondre à cette question
sont rares dans la littérature. Nous avons donc entrepris de développer les formules
générales de puissance pour les procédures les plus utilisées, soit celles de
Bonferroni, de Hochberg et de Holm. Nous avons développé un package R pour le
calcul de la taille échantilonnalle pour les tests à hypothèses multiples (multiple
endpoints), où l’on désire qu’au moins r des m hypothèses soient significatives.
Nous nous limitons au cas où toutes les variables sont continues et nous présentons
quatre situations différentes qui dépendent de la structure de la matrice de
variance-covariance des données. / Generally, in multiple endpoints situations we want to reject all hypotheses or
at least only one of them. For some time now, we see emerge the need to answer
the question : "Can we reject at least r hypotheses ?" However, the statistical tools
to answer this new problem are rare in the litterature. We decide to develop general
power formulas for the principals procedures : Bonferroni’s, Hochberg’s and
Holm’s procedures. We also develop an R package for the sample size calculation
for multiple endpoints, when we want to reject at least r hypotheses. We limit
ourselves in the case where all the variables are continuous and we present four
different situations depending on the structure of the data’s variance-covariance
matrix.
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Le climat social des écoles secondaires, les problèmes de comportement en classe et les comportements antisociauxLeBlanc, Line January 2004 (has links)
Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.
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L’effet de distinctivité dans les tâches implicites et explicites de mémoire : une explication en termes d’intégration multimodale / Distinctiveness effect in implicit and explicit memory tasks : An explication in terms of multimodal integrationOker, Ali Mehmet 29 June 2009 (has links)
Le travail de recherche présenté dans cette thèse considère la mémoire humaine comme un système unique et non abstractif qui reflète l’ensemble de nos expériences sous forme de traces épisodiques multimodales. Les objectifs de cette thèse sont multiples, mais le principal est de montrer qu’un effet robuste de la mémoire, l’effet de distinctivité, peut émerger aussi bien dans les tâches implicites que dans les tâches explicites et que cet effet s’expliquerait en termes de mécanismes spécifiques (activation et intégration multimodales) et non pas en termes de systèmes mnésiques sous-jacents.Trois séries d’expériences ont été élaborées. Dans une première série, nous avons manipulé l’information contextuelle extrinsèque associée à ces concepts. Une tâche de catégorisation nous a permis de démontrer que l’effet de distinctivité pouvait se manifester avec une tâche implicite de mémoire.Dans une deuxième série d’expériences, nous avons manipulé la distance entre des images à catégoriser dans une phase d’encodage. Ainsi, les images apparaissaient soit plus éloignées les unes des autres, soit plus proches. Suite à une récupération implicite, nous avons mis en évidence que notre hypothèse de distinctivité spatiale était validée, c’est-à-dire que les items spatialement plus distinct lors de l’encodage sont associés à des performances supérieures en phase test.Dans la troisième série d’expériences, nous avons mis en évidence que lesperformances liées à l’effet de distinctivité dans les tâches implicites et explicites de mémoire variaient selon différents niveaux d’intégration des dimensions sensorielles. Cette idée a été testée en rappel libre, en décision lexicale et en reconnaissance.Au final, nos résultats expérimentaux suggèrent que les performances issuesdes tâches implicites et explicites peuvent être expliquées au sein du même système mnésique unique. Ainsi, les processus d’intégration seraient à l’origine de ce phénomène. / The series of research presented in this thesis considers human memory as a single and non-abstractive system which reflects all of our experiments in an episodical multimodal traces form. Objectives of this thesis are multiple, but the main issue is to show that the distinctiveness effect, a well known phenomenon of memory, can emerge in implicit memory tasks as well as in explicit memory tasks and this effect can be explained in specific terms of mechanisms (activation and multimodal integration) and not in terms of subjacent memory systems.Three series of experiments were elaborated. In the first series, we used an extrinsic contextual information associated to concepts. A categorization task permitted us to show that distinctiveness effect can appear within an implicit memory task.In the second series of experiments, we manipulated the distance between images to be categorized in an encoding phase. Thus, images presented were either more distant to each other, or more closer. Following an implicit retrieval, we highlighted that spatial distinctiveness hypothesis was validated. This means that spatially more distinct items during the encoding phase are associated to higher retrieval performances in the test phase.In the third series of experiments, we showed that performances related to distinctiveness effect in implicit and explicit memory tasks varied according to various levels of sensory dimension integration. This postulate was tested with free recall, lexical decision and recognition tasks.Finally, our experimental results suggest that performances from implicit and explicit memory tasks can be explained within the same single memory system. Thus, the integration process would be at the origin of this phenomenon.
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[en] INITIAL PUBLIC OFFERING IN THE BRAZILIAN MARKET: A VALUATION OF THE OPERATIONS IN THE PERIOD BETWEEN 2004 AND 2008, USING RELATIVE VALUATION AND COST OF EQUITY / [pt] OFERTA PUBLICA INICIAL NO MERCADO BRASILEIRO: UMA AVALIAÇÃO DAS OPERAÇÕES NO PERÍODO ENTRE 2004 E 2008, ATRAVÉS DA AVALIAÇÃO RELATIVA E DO CUSTO DE CAPITAL PRÓPRIOMARCELO GAZINEU CEZAR DE ANDRADE 07 December 2012 (has links)
[pt] A Oferta Publica Inicial de Ações (IPO) tem sido objeto de estudo em
diversos países, em função da importância destas operações, principalmente em
mercados desenvolvidos. Especialmente no Brasil, este ainda é um assunto
relativamente novo, com crescimento no volume de operações nos últimos anos.
Este trabalho busca avaliar as operações através da metodologia de Múltiplos,
verificando se as empresas foram superavaliadas, ou tiveram seu valor
subestimado. Em seguida, foi estimado o custo de capital próprio das empresas,
com base nas informações disponíveis no momento da operação e comparado ao
retorno observado após o lançamento. Da mesma forma, foi estimado o beta, com
base na média de cada setor e comparado ao realizado nos meses seguintes,
buscando testar a assertividade das estimativas utilizadas para o cálculo do Custo
de Capital. O presente trabalho teve como ponto de partida o estudo realizado por
Felipe Casotti (2007), analisando as operações entre 2004 e 2006, tendo agora
uma amostra maior e um histórico mais longo de dados, possibilitando análises
mais robustas e resultados mais conclusivos. É possível constatar que as
precificações das emissões não foram superestimadas, pois apesar das altas
valorizações no curto prazo, os retornos de longo prazo ficaram abaixo do médio
do mercado e em linha com o Custo de Capital estimado. / [en] Initial Public Offerings (IPO) have been the subject of studies in many
countries due to its importance, mainly in developed markets. Especially in Brazil,
it is still a new topic, as the number of operations has grown over the last years.
This research intends to evaluate these operations, using the Relative Valuation
Methodology, to verify if the companies were overpriced or underpriced.
Following that, the Cost of Equity for these companies was estimated, based on
the information available at the time of the offer and then compared to the return
observed after the shares issue. Besides that, the beta was estimated based on the
average for each industry, and then compared to the actual observed on the
following months, aiming at testing the accuracy of the estimate used in the Cost
of Capital calculation. This research was based on a previous study, undertaken by
Felipe Casotti (2007), which analyzed the operations between 2004 and 2006,
with the added benefit of now having a larger sample and a longer record of actual
data, enabling more robust analyses and more conclusive results. It is possible to
observe that the price of IPOs were not overestimated, as despite the high upsides
in the short term, the returns in the long run performed below market average and
were very close to the estimated Cost of Capital.
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The Gladiators of the OMXSPI : What are the key drivers trailing the durable performance?Cullhed, Jakob, Olsson, Fredrik January 2019 (has links)
Background and problem: The impact on the stock market of macroeconomic factors have been analyzed in several earlier studies. These are forces constantly changing and thereby they contribute to changing the supply and demand of stocks. The fact that macroeconomic variables have affected the top performing stocks of the OMXSPI during 2004 – 2018, in terms of performance, plays an important part of the study. Different authors have recognized different factors to affect the stock price development and there has not yet been established an explanation of the determinants of stock prices. Purpose: The purpose of the study was to identify the stocks that continuously have had a development superior to the OMXSPI, and therefore have contributed the most to the development of the OMXSPI during 2004 – 2018. Moreover, the study analyzes the drivers that have contributed to the performance of these stocks. Furthermore, the study clarifies which factors that have contributed to the development of the P/E and the EV/EBITDA of the top performers. Methodology: The study followed a quantitative and deductive approach. The Swedish stock market was analyzed with a focus on the OMXSPI were the top performing stocks of this index were identified through a screening process. Moreover, the top performers were put against the OMXSPI in different time periods to compare the performance. Furthermore, multiples of these top performers and the sectors which they trade in were calculated in order to compare the multiples to each other, with the purpose of analyzing them relative to each other in different time periods. Conclusion: From the findings it could be established very similar patterns between the top performers and the OMXSPI. The difference mainly being that the top performers in every sequence experienced a superior development than the OMXSPI, but also greater declines during short sequences. Moreover, the tables displayed remarkable returns of the top performers and the aggregated top performers traded at premium levels in all analyzed time periods.
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[en] INITIAL PUBLIC OFFERING IN BRAZIL (2004-2006): A VALUATION APPROACH USING MULTIPLES AND COST OF EQUITY / [pt] OFERTA PÚBLICA INICIAL NO BRASIL (2004-2006): UMA ABORDAGEM DA AVALIAÇÃO ATRAVÉS DE MÚLTIPLOS E DO CUSTO DE CAPITAL PRÓPRIOFELIPE PRETTI CASOTTI 30 May 2008 (has links)
[pt] A precificação das ações emitidas em ofertas públicas
iniciais tem sido alvo
de estudos em diversos países. Abordando o conceito de
avaliação por múltiplos,
este trabalho busca verificar se as ações das empresas
estavam sub-avaliadas ou
super-avaliadas no momento das suas Ofertas Públicas
Iniciais (Initial Public
Offerings). Posteriormente, são determinados os custos de
capital próprio
adotados na emissão, verificando-se a diferença entre
betas
utilizados no modelo
CAPM, no momento da IPO, e os betas dos 12 meses após a
oferta inicial. Para
tal, foi utilizada uma amostra composta por empresas que
abriram capital entre
2004 e 2006. Observou-se que as ações não foram sub-
avaliadas, mesmo após
serem observados elevados retornos iniciais. No entanto,
não há evidências
estatísticas de que foram super-avaliadas. Por fim,
verificou-se que os betas de 12
meses são significativamente maiores do que os betas
utilizados no momento da
precificação. Como esperado, o modelo CAPM determinou
retornos abaixo dos
retornos ocorridos após a emissão. / [en] The pricing of assets issued in initial public offerings
has been the subject
of many studies in several countries. Using the concept of
relative valuation,
this study intends to verify if the shares of selected
companies were undervalued
or not at the time of their IPOs (Initial Public Offering).
Later, the cost
of equity is determined and betas used in the CAPM model,
at the time of the
IPO, and the betas verified 12 months after the initial
issue are compared. The
sample is composed of companies with IPOs during the period
2004-2006. The
results show that the shares were undervalued, although
high initial returns
were observed. However, there is no statistical evidence
that they are overvalued.
Finally, it was found that the betas after 12 months are
significantly higher
than the ones used at the time of the pricing. As expected,
the CAPM model
determined returns below the returns that occurred.
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Tecnologia de fabricação de alvos de aluminetos de urânio para produção de Mo-99 / Fabrication technology of uranium aluminide targets for Mo-99 productionConturbia, Giovanni de Lima Cabral Romeiro 22 December 2017 (has links)
Neste trabalho os parâmetros de fabricação de alvos de dispersão UAlx-Al foram definidos aplicando-se a tecnologia de montagem e laminação de um conjunto núcleo-moldura-revestimentos tradicionalmente adotada na fabricação de placas combustíveis usadas em reatores de pesquisa. O uso das técnicas de dilatometria e difração de raios-x com refinamento de Rietveld contribuíram para desenvolver um processamento termomecânico para controle das fases presentes no núcleo do alvo. Um método inovador que permitiu o aumento da produtividade desse tipo de alvo também foi desenvolvido com base na laminação de múltiplos núcleos. O processo de fabricação mostrou-se adequado para produção de alvos com a especificação para produção de Mo-99 no Reator Multipropósito Brasileiro (RMB). / At this work, the manufacturing parameters of uranium aluminide dispersion targets (UAlx-Al) were defined applying the picture-frame technique, traditionally adopted to manufacture fuel plates used in research reactors. The use of dilatometric and X-ray analysis supported the development of a thermomechanical processing to control the phases present in the target meat. It was also developed a method to quantify uranium aluminides phases. An innovative method that allowed to increase the productivity of this type of target was also developed based on multicore rolling. The manufacturing process proved to be suitable for the production of targets fulfilling the specification to produce Mo-99 in the Brazilian Multipurpose Reactor.
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Síndromes genéticas e ambientais em distúrbios da audição / Genetic and environmental syndromes in hearing loss disturbanceNakata, Nancy Mizue Kokitsu 18 October 2006 (has links)
Objetivos: estabelecer o diagnóstico de uma amostra de indivíduos com deficiência auditiva (DA) e comprometimento de outras estruturas anatômicas e/ou sistemas fisiológicos, cadastrados no CEDALVI/HRAC-USP-Bauru; verificar possíveis fatores etiológicos envolvidos e investigar possível correlação do tipo de DA com as diferentes síndromes encontradas. Local: Serviço de Genética Clínica do CEDALVI/HRAC-USP, Bauru-SP. Participantes: 93 indivíduos com DA e comprometimento de outras estruturas anatômicas e/ou sistemas fisiológicos. Intervenções: Avaliação genética-clínica; estudo citogenético; avaliações radiológica, oftalmológica, otorrinolaringológica, audiológica e outras. Resultados: Dos 93 indivíduos, 51 eram do sexo masculino e 42, do feminino. Recorrência familial foi observada em 31 casos e, consangüinidade parental em 8. Na amostra, 25 síndromes gênicas conhecidas, 5 síndromes cromossômicas, 5 quadros de etiologia ambiental e 2 quadros de etiologia heterogênea foram estabelecidos em 87 indivíduos. Em 1 caso, não foi possível definir entre 2 condições gênicas e em 5, não foi possível se chegar a um diagnóstico. Conclusões: a casuística se compôs de síndromes etiologicamente heterogêneas, com maior freqüência de etiologia genética; o tipo de DA nas síndromes gênicas foi condizente com o quadro diagnosticado; 3 indivíduos apresentaram síndromes ambientais clássicas, com diferentes tipos de DA; 2 indivíduos apresentaram quadro clínico, possivelmente decorrente de efeito teratogênico; implicação direta de fatores de risco para DA, na etiologia dessa, nos indivíduos com síndromes gênicas conhecidas sem DA; 1 caso, possivelmente, representa uma síndrome nova de padrão único, de etiologia desconhecida; o aconselhamento genético está na dependência da fase em que se encontra o processo de delineamento das diferentes condições estabelecidas. / Objectives: The purposes of this study were to establish the diagnostic of the individuals with hearing loss and presenting other additional anatomic structures and/or physiologic systems involvement, recorded in the CEDALVI/HRAC-USP-Bauru; to verify possible etiologic factors involved and to investigate a possible correlation of the hearing loss type with the different diagnosis syndromes. Setting: Clinical genetic service of the CEDALVI/HRAC-USP, Bauru- P. Participants: The sample was comprised of 93 individuals with hearing loss and involvement of other anatomic structures and/or physiologic systems. Interventions: Clinical genetic evaluation; cytogenetic study; radiological, ophtalmological, othorinolaryngological, audiologycal evaluation, etc. Results: From the total of the sample, 51 were male and 42 were female. Familial recurrence was observed in 31 cases and parental consanguinity in 8. In the present sample, 25 known genic syndromes, 5 chromosomal syndromes, 5 environmental conditions, and 2 heterogeneous conditions were established in 87 individuals. The diagnosis was not established in 5 individuals and in 1 case it was not possible to define between 2 genic conditions. Conclusions: The casuistic was composed of etiologically heterogeneous syndromes with greater frequency of genetic etiology; the type of hearing loss in the genic syndromes was concordant with the diagnosed condition; 3 individuals presented classic environmental syndromes with different types of hearing loss; 2 individuals presented clinical picture, possibly due to teratogenic effect; hearing impairment related to risk factors of the hearing loss in the individuals with known genic syndromes without hearing loss; probable a new unique-pattern syndrome, of unknown etiology in 1 case; the genetic counseling will depend on the step of delineation process of the different diagnosed condition.
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La prolifération des versions multiples dans le cinéma en Espagne de 1955 à 1967 / The proliferation of multiple versions in cinema in Spain from 1955 to 1967Fournier, Caroline 13 February 2014 (has links)
La prolifération des versions multiples dans le cinéma en Espagne de 1955 à 1967 résulted’une situation complexe, qui trouve son origine dans les conditions de production et dedistribution, dans une législation qui ne cesse d’évoluer pour mieux contrôler le domaine, et aussidans l’émergence de voix discordantes au sein de la création.Le premier facteur déterminant est la mise en place de structures administratives decontrôle, dont la censure se révèle l’instrument le plus direct, mais qui ne doit pas faire oublier laportée des autres mécanismes d’autorisation et de protection économique : il s’agit d’imposer aucinéma les cadres de l’idéologie du régime franquiste et de l’Église. Il ne faut cependant pas sousestimerl’importance de l’industrie dans cette pratique systématique : les formes de production,de distribution, de diffusion, l’émergence de nouveaux courants et les difficultés techniques jouentelles aussi un rôle essentiel.Après une analyse générale de ces facteurs étroitement liés entre eux, un éventail de neufétudes de cas dresse un portrait de la pluralité filmique dans une Espagne qui traverse unepériode d’espoir et de velléités d’ouverture. À travers l’approfondissement de la genèsecompliquée de films représentatifs des principaux genres et courants ainsi que des différentesétapes qui jalonnent l’histoire du cinéma espagnol de 1955 à 1967, il apparaît quel’interdépendance de l’État et de l’industrie constitue le terrain propice à l’existence systématiquede variantes voulues ou imposées. / The proliferation of multiple versions in cinema in Spain from 1955 to 1967 is due to a complexsituation originating from the conditions of production and distribution, a legislation that constantlyevolved in order to control the sector more efficiently and the emergence of dissenting voices amongcreators themselves.The first decisive factor is the setting up of administrative organs of control, among whichcensorship proves to be the most straightforward instrument, although other significant mechanismssuch as licensing or protectionism are equally important: their aim is to impose upon cinema theideology of the Franco regime and Catholic Church. However, the role of the industry in this systematicpractice should not be underestimated: a significant part is played by the forms of production,distribution and diffusion, the emergence of new trends and also technical difficulties.After a general analysis of these closely interconnected factors, a sample of nine case studiesprovides a portrait of film plurality in Spain as it is undergoing a period of hope and timid opening.Through an in‐depth study of the complicated creation of films representative of the main genres andcurrents as well as the different stages in the history of Spanish cinema from 1955 to 1967, it appearsthat the interdependency of the State and the industry is the breeding ground for a systematic use ofmultiple versions, whether deliberate or imposed.
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Dialectique et mathématique dans le Parménide de Platon / Dialectics and Mathematics in Plato’s ParmenidesMinesi, Gianmarco 29 November 2018 (has links)
Cette thèse de doctorat, intitulée “Dialectique et mathématique dans le Parménide de Platon” est une nouvelle lecture du Parménide de Platon, dont l’originalité réside essentiellement dans la tentative d’encadrer d’un point de vue mathématique la question de la « participation », qui est la question dialectique par excellence. Le but de la thèse n’est pas seulement de donner une interprétation cohérente et détaillée de toutes les parties du dialogue mais aussi d’aborder d’une façon atypique, via le Parménide, la problématique concernant la relation que la dialectique platonicienne entretient avec la mathématique. La thèse comprend huit chapitres et une introduction. L’introduction contient un état de la question et une panoramique générale des sujets affrontés. Le premier chapitre est un commentaire de la première partie de l’œuvre, le second est un commentaire de la partie intermédiaire, qui traite des indications méthodologiques de l’« exercice » effectué dans la deuxième partie. Le deuxième, le troisième, le quatrième et cinquième chapitre portent sur les trois premières « skepsis » (chacun sur une skepsis différent), et le sixième porte à la fois sur les deux dernières skepseis de la première hypothèse (si l’un est). Le septième chapitre, en revanche, traite des quatre skepseis de la deuxième hypothèse (si l’un n’est pas), alors que le huitième est une conclusion générale qui entend explorer d’une façon plus détaillée, à la lumière des résultats obtenus, la question des rapports entre Dialectique et Mathématique dans le Parménide, et introduire à la question du lien entre le Parménide et les témoignages indirects concernant les « άγραφα δόγματα ». / This Ph.d. Thesis, entitled « Dialectics and Mathematics in Plato’s Parmenides », is a new interpretation of Plato’s Parmenides, whose originality lies in the attempt to focus on the problem of participation, namely the ultimate dialectical problem, from a mathematical perspective. The aim of this thesis is not only to ensure a detailed and coherent interpretation of all parts of the dialogue, but also to approach the problem of the relation between Plato’s dialectics and mathematics via the Parmenides, therefore in an atypical way. The Thesis contains an introduction and eight chapters: the introduction deals mainly with the current state of the research and provides an overview of the subjects that will be treated in the chapters. The first chapter is a commentary on the first part of the dialogue, the second is a commentary of the middle part, concerning with the methodological pattern of the “exercise” performed in the second part of the dialogue. The third, fourth and fifth chapters shall examine the first three “skepseis” (one skepsis for each chapter) of the first “hypothesis” (if the one is), while the sixth deals with the last two skepseis. The seventh chapter comment on the four skepseis of the second hypothesis (if the one is not) and, finally, the eighth is a general conclusion whose aim is to explore more extensively, according to the obtained results, the relation between Dialectics and Mathematics in Plato’s Parmenides, taking also into account some connections between the Parmenides and the so-called άγραφα δόγματα.
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