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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
441

Essais en Microstructure des Marchés Financiers / Essays in Financial Market Microstructure

Dugast, Jérôme 19 July 2013 (has links)
Cette thèse est composée de trois chapitres distincts.Dans le premier chapitre, je montre que les mesures de liquidités traditionnelles, telles que la profondeur du marché, ne sont pas toujours pertinentes pour mesurer le bien-être des investisseurs. Je construis un modèle de marché conduit par les ordres et montre qu'une offre de liquidité élevée peut correspondre à de mauvaises conditions d'éxécution pour les fournisseurs de liquidité et à un bien-être relativement faible.Dans le deuxième chapitre, je modélise la vitesse des ajustements de prix à l'arrivée de nouvelles dans les marchés conduits pas les ordres, lorsque les investisseurs ont une capacité d'attention limitée.En raison de leur attention limitée, les investisseurs suivent imparfaitement l'arrivée de nouvelles. Ainsi, les prix s'ajustent aux nouvelles après un certain délai. Ce délai diminue lorsque le niveau d'attention des investisseurs augmente.Le délai d'ajustement des prix diminue également lorsque la fréquence à laquelle les nouvelles arrivent, augmente. Le troisième chapitre présente un travail écrit en collaboration avec Thierry Foucault. Nous construisons un modèle pour expliquer en quoi le trading à haute fréquence peut générer des "mini flash crashes" (un brusque changement de prix suivi d'un retour très rapide au niveau antérieur). Notre théorie est basée sur l'idée qu'il existe une tension entre la vitesse à laquelle l'information peut être acquise et la précision de cette information. Lorsque les traders à haute fréquence mettent en oeuvre des stratégies impliquant des réactions rapides à des événements de marché, ils augmentent leur risque à réagir à du bruit et génèrent ainsi des "mini flash crashes". Néanmoins, ils augmentent l'efficience informationnelle du marché. / This dissertation is made of three distinct chapters. In the first chapter, I show that traditional liquidity measures, such as market depth, are not always relevant to measure investors' welfare. I build a limit order market model and show that a high level of liquidity supply can correspond to poor execution conditions for liquidity providers and to a relatively low welfare.In the second chapter, I model the speed of price adjustments to news arrival in limit order markets when investors have limited attention.Because of limited attention, investors imperfectly monitor news arrival. Consequently prices reflect news with delay. This delay shrinks when investors' attention capacity increases. The price adjustment delay also decreases when the frequency of new arrival increases. The third chapter presents a joint work with Thierry Foucault. We build a model to explain why high frequency trading can generate mini-flash crashes (a sudden sharp change in the price of a stock followed by a very quick rversal). Our theory is based on the idea that there is a trade-off between speed and precision in the acquisition of information. When high frequency traders implement strategies involving fast reaction to market events, they increase their risk to trade on noise and thus generate mini flash crashes. Nonetheless they increase market efficiency.
442

"Nam-Shub versus the Big Other: Revising the Language that Binds Us in Philip K. Dick, Neal Stephenson, Samuel R. Delany, and Chuck Palahniuk"

Embry, Jason Michael 21 April 2009 (has links)
Within the science fiction genre, utopian as well as dystopian experiments have found equal representation. This balanced treatment of two diametrically opposed social constructs results from a focus on the future for which this particular genre is well known. Philip K. Dick’s VALIS, Neal Stephenson’s Snow Crash, Samuel R. Delany’s Babel-17, and Chuck Palahniuk’s Lullaby, more aptly characterized as speculative fiction because of its use of magic against scientific social subjugation, each tackle dystopian qualities of contemporary society by analyzing the power that language possesses in the formation of the self and propagation of ideology. The utopian goals of these texts advocate for a return to the modernist metanarrative and a revision of postmodern cynicism because the authors look to the future for hopeful solutions to the social and ideological problems of today. Using Slavoj Žižek’s readings of Jacques Lacan and Theodor Adorno’s readings of Karl Marx for critical insight, I argue these four novels imagine language as the key to personal empowerment and social change. While not all of the novels achieve their utopian goals, they each evince a belief that the attempt belies a return to the modernist metanarrative and a rejection of postmodern helplessness. Thus, each novel imagines the revision of Žižek’s big Other through the remainders of Adorno’s inevitably failed revolutions, injecting hope in a literary period that had long since lost it.
443

Development Of Efficient Modeling Methodologies Of Adhesively Bonded Joints For Crash Simulations

Sureshrao, Malvade Indrajit 07 1900 (has links)
In this thesis, a new modeling methodology applicable to adhesively bonded joints for crash simulations is presented. Using this approach, adhesive joints can be modeled without using minute solid elements thus reducing the size of the model. Moreover, coarse mesh can be used for substrates in the overlap region of a joint. Both of these improvements together yield significant reduction in simulation run times in crash analysis when compared to solid element representation of adhesive. The modeling can also capture effects of strain rate for a given ambient temperature. In order to develop the efficient modeling procedure mentioned above, experimental, analytical and numerical studies have been carried out. Mechanical behaviors of adhesively bonded joints are studied with the help of double lap shear (DLS) coupon tests conducted at different extension rates and temperatures. The joint specimens are made from dual-phase (DP) steel coupons bonded with epoxy resin. Tests are also carried out to ascertain the behaviors of these component materials at different extension rates and temperatures. A new semi-analytical solution procedure is developed considering material nonlinearity to predict mechanical behaviors of adhesively bonded DLS joints. The joint behaviors using the semi-analytical approach are predicted separately using the Von Mises and exponent Drucker-Prager yield criteria. The predicted force versus extension curves using semi-analytical solution are compared with test results. It is also hypothesized here that, the semi-analytical solution procedure can be used as a base to develop efficient modeling procedures of adhesively bonded joints in FEA. In finite element analysis, both adhesive and substrates are modeled as elastic-plastic materials. It is shown that the shell-solid model of the DLS joint, in which substrates are modeled using shell elements and adhesive is modeled using solid elements, can accurately predict the mechanical behavior of the joint. Both exponent Drucker-Prager and Von Mises material models in ABAQUS are used to calculate force versus extension curves. Numerical and experimental forces versus extension curves are compared. A new methodology for efficient modeling of adhesively bonded joints in LS-DYNA using equivalent material properties in the joint overlap region is proposed. Various models using this methodology are assessed by comparing their results with shell-solid model and test results. Finally, it is also shown that strain rate effects can be included in the efficient modeling approach.
444

Contingency Management and Brief Motivational Interviewing Interventions for Impaired Driving Offenders

Averill, Farah 11 1900 (has links)
No description available.
445

Simulovaná dopravní nehoda cisterny v Ústí nad Labem spojená s únikem chlóru / A simulated road accident of a tank truck in Ústí nad Labem resulting in chlorine leakage

LANGOVÁ, Regina January 2007 (has links)
The main theme of the diploma thesis is simulated accident of a truck transporting pressure barrels with chlorine.The study is focused on evaluating the effects of the accident on the lives and health of the local population and assessing the risks (and the level of hazards) with the use of selected methods.In this study, the truck accident is described in detail and the risks are evaluated through using the IAEA-TECDOC-727 method, which is based on quantitative risk assessment of sources according to the level of hazard to lives.
446

Modélisation d’essais de choc sur dispositifs de retenue de véhicules : Application aux dispositifs mixtes acier-bois / Vehicle restraint system crash test modelling : Application to steel-wood structures

Goubel, Clément 13 December 2012 (has links)
En France, un tiers des personnes tuées sur la route le sont lors d’un accident sur un obstaclefixe. Dans 90% des cas, ces accidents surviennent après une perte de contrôle du véhicule.Les dispositifs de retenue de véhicule ont pour but de maintenir les véhicules en perdition surla chaussée en limitant la sévérité de l’impact.Ces dispositifs doivent subir des essais de chocs normatifs afin de pouvoir être installés sur lebord des routes européennes et d’évaluer leurs performances en termes de sévérité et dedéflexion.Les tolérances existantes sur les paramètres d’essai (véhicule, masse du véhicule, vitesse,angle et point d’impact …) et les incertitudes sur les caractéristiques mécaniques desmatériaux constituant le dispositif ont un effet sur les performances de ce dispositifs etdoivent être prises en compte lors des calculsLes dispositifs mixtes (acier-bois) présentent une difficulté supplémentaire en raison del’hétérogénéité du matériau et de sa sensibilité aux variables d’environnement telles que latempérature et l’humidité.Afin de prendre en compte cette variabilité et d’évaluer son impact sur les performances d’undispositif, des essais dynamiques sur des échantillons de structure ont été réalisés et modélisésnumériquement.Enfin, un modèle complet d’un dispositif de retenue de véhicule a été effectué et corrélé surun essai de choc réel à l’aide d’une méthode prenant en compte la variation de paramètresphysiques liés à l’apparition des modes de ruine de la structure. Une fois corrélé, le modèle aété utilisé afin d’évaluer l’incidence de la modification des caractéristiques mécaniques dubois liée aux variations des conditions environnementales. / In France, one third of the people dying on the roads are killed after impacting against ahazard. In 90% of the reported cases, these accidents result from loss of control. VehicleRestraint Systems (VRS) are specially designed to restrain an errant vehicle and to limitimpact severity.Before being installed on the roadsides, these devices have to be crash-tested according tostandards in order to evaluate their safety and deflexion performances.Tolerances exist on impact parameters (vehicle, vehicle mass, impact speed, impact angle,impact point …) and material’s mechanical characteristic uncertainties have an effect towardsdevice performances and have to be taken into account during numerical simulations.Steel-wood structures present an additional numerical challenge due to wood heterogeneityand its sensibility to environment variables such as temperature and moisture content.In order to assess the effect of this variability toward safety performances, three point bendingdynamic experiments on structural samples are performed and modelled.Finally, a complete model of a vehicle restraint system is built and validated according to realcrash test results thanks to a parametric method. This method takes into account the variabilityof the parameters associated to the failure modes of the structure. Once validated the model isused to assess the effect of wood mechanical properties modifications due to environmentvariable variations.
447

Um serviço de transações atômicas para Web services / An Atomic Transaction Service for Web Services

Ivan Bittencourt de Araujo e Silva Neto 21 September 2007 (has links)
Sistemas computacionais são constituídos por componentes de hardware e software que podem eventualmente falhar. Por esse motivo, o mecanismo de transação sempre foi imprescindível para a construção de sistemas robustos. O suporte transacional para a tecnologia Web services foi definido em agosto de 2005, num conjunto de três especificações denominadas WS-Coordination, WS-AtomicTransaction e WS-BusinessActivity. Juntas, essas especificações definem um alicerce sobre o qual aplicações robustas baseadas em Web services podem ser construídas. Nesta dissertação realizamos um estudo sobre transações atômicas em ambientes Web services. Em particular, estendemos o gerenciador de transações presente no servidor de aplicações JBoss, de modo que ele passasse a comportar transações distribuídas envolvendo Web services. Além disso, avaliamos o desempenho desse gerenciador de transações quando ele emprega cada um dos seguintes mecanismos de chamada remota: Web services/SOAP, CORBA/IIOP e JBoss Remoting. Finalmente, realizamos experimentos de escalabilidade e interoperabilidade. / Computing systems consist of a multitude of hardware and software components that may fail. For this reason, the transaction mechanism has always been essential for the development of robust systems. Transactional support for the Web services technology was defined in August 2005, in a set of three specifications, namely WS-Coordination, WS-AtomicTransaction, and WS-BusinessActivity. Together, such specifications enable the development of robust Web services applications. In this dissertation we studied atomic transactions in the Web services realm. Particularly, we added Web services atomic transaction support to the existing JBoss application server transaction manager. Furthermore, we evaluated the performance of this transaction manager when it employs each of the following remote method invocation mechanisms: Web services/SOAP, CORBA/IIOP and JBoss Remoting. Finally, we performed scalability and interoperability experiments.
448

DEVELOPMENT AND CALIBRATION OF A GLOBAL GEOMETRIC DESIGN CONSISTENCY MODEL FOR TWO-LANE RURAL HIGHWAYS, BASED ON THE USE OF CONTINUOUS OPERATING SPEED PROFILES

Camacho Torregrosa, Francisco Javier 31 March 2015 (has links)
Road safety is one of the most important problems in our society. It causes hundreds of fatalities every year worldwide. A road accident may be caused by several concurrent factors. The most common are human and infrastructure. Their interaction is important too, which has been studied in-depth for years. Therefore, there is a better knowledge about the driving task. In several cases, these advances are still not included in road guidelines. Some of these advances are centered on explaining the underlying cognitive processes of the driving task. Some others are related to the analysis of drivers’ response or a better estimation of road crashes. The concept of design consistency is related to all of them. Road design consistency is the way how road alignment fits drivers’ expectancies. Hence, drivers are surprised at inconsistent roads, presenting a higher crash risk potential. This PhD presents a new, operating speed-based global consistency model. It is based on the analysis of more than 150 two-lane rural homogeneous road segments of the Valencian Region (Spain). The final consistency parameter was selected as the combination of operational parameters that best estimated the number of crashes. Several innovative auxiliary tools were developed for this process. One example is a new tool for recreating the horizontal alignment of two-lane rural roads by means of an analytic-heuristic process. A new procedure for determining road homogeneous segments was also developed, as well as some expressions to accurately determine the most adequate design speed. The consistency model can be integrated into safety performance functions in order to estimate the amount of road crashes. Finally, all innovations are combined into a new road design methodology. This methodology aims to complement the existing guidelines, providing to road safety a continuum approach and giving the engineers tools to estimate how safe are their road designs. / Camacho Torregrosa, FJ. (2015). DEVELOPMENT AND CALIBRATION OF A GLOBAL GEOMETRIC DESIGN CONSISTENCY MODEL FOR TWO-LANE RURAL HIGHWAYS, BASED ON THE USE OF CONTINUOUS OPERATING SPEED PROFILES [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/48543 / TESIS
449

Crash recovery with partial amnesia failure model issues

De Juan Marín, Rubén 30 September 2008 (has links)
Replicated systems are a kind of distributed systems whose main goal is to ensure that computer systems are highly available, fault tolerant and provide high performance. One of the last trends in replication techniques managed by replication protocols, make use of Group Communication Sys- tem, and more specifically of the communication primitive atomic broadcast for developing more eficient replication protocols. An important aspect in these systems consists in how they manage the disconnection of nodes {which degrades their service{ and the connec- tion/reconnection of nodes for maintaining their original support. This task is delegated in replicated systems to recovery protocols. How it works de- pends specially on the failure model adopted. A model commonly used for systems managing large state is the crash-recovery with partial amnesia be- cause it implies short recovery periods. But, assuming it implies arising several problems. Most of them have been already solved in the literature: view management, abort of local transactions started in crashed nodes { when referring to transactional environments{ or for example the reinclu- sion of new nodes to the replicated system. Anyway, there is one problem related to the assumption of this second failure model that has not been completely considered: the amnesia phenomenon. Phenomenon that can lead to inconsistencies if it is not correctly managed. This work presents this inconsistency problem due to the amnesia and formalizes it, de ning the properties that must be ful lled for avoiding it and de ning possible solutions. Besides, it also presents and formalizes an inconsistency problem {due to the amnesia{ which appears under a speci c sequence of events allowed by the majority partition progress condition that will imply to stop the system, proposing the properties for overcoming it and proposing di erent solutions. As a consequence it proposes a new majority partition progress condition. In the sequel there is de / De Juan Marín, R. (2008). Crash recovery with partial amnesia failure model issues [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/3302 / Palancia
450

Vliv rychlosti rázového zatěžování na napjatost, deformaci a spolehlivost komponenty palivového systému automobilu / Effect of Velocity of Impact Loading to Stress, Deformation and Durability of Component of Fuel Car System

Dobeš, Martin January 2018 (has links)
Passive safety is a well-known term. This term can be further categorized into different topics of the car passive safety, restraint systems, safety assistants (ABS, ESP, ASR, etc.). One of these topics is passive safety of the fuel system. Safety and tightness of the fuel system must be guaranteed even under non-standard conditions, for example a collision against a fixed obstacle. This issue is not often mentioned in the field of car safety. It is considered a standard. Passive safety of the fuel system is often ensured using various interesting technical solutions and devices, usually patented ones. The development of these solutions is supported by numerical simulations in different stages of development process. The doctoral thesis deals with impact loading of the plastic components of the fuel system, in particular Fuel Supply Module (FSM), which is mounted inside the fuel tank. The flange is the most important part of the fuel supply module from the car safety point of view. The flange closes FSM on the external side of the fuel tank. The thesis focuses on the finite element analysis of the complete or partial FSM, and the flange itself during impact loading. The main objective of this thesis are numerical material models, taking into account important aspects of the mechanical behavior of polymer materials during impact loading. There are a lot of ad hoc invented or standardized experiments described in this thesis. These experiments are used for estimation of the material parameters or comparison of numerical analysis vs real conditions, or tests. The solver LS-DYNA was mainly used for numerical simulations. The final results of this thesis brings new quantified knowledge about behavior of the Typical Semi-Crystal Polymer (TSCP), not only for impact loading. The practical part of this thesis defines new methodology for the numerical simulation approach of impact loading for FSM. This methodology is directly usable for new product development. A lot of numerical material models were developed and tested. The best results were achieved using numerical material model *MAT_24 with combination of *MAT_ADD_EROSION card. The limits and parameters for this numerical material model was estimated empirically during conducting experiments. The numerical material model SAMP-1 was partly solved in this doctoral thesis, but more detail study will be given in future works.

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