The most important factor that affects the decision making process in finance is the risk which is usually measured by variance (total risk) or systematic risk (beta). Since investors' sentiment (whether she is an optimist or pessimist) plays a very important role in the choice of beta measure, any decision made for the same asset within the same time horizon will be different for different individuals. In other words, there will neither be homogeneity of beliefs nor the rational expectation prevalent in the market due to behavioral traits. This dissertation consists of three essays. In the first essay, Investor Sentiment and Intrinsic Stock Prices, a new technical trading strategy is developed using a firm specific individual sentiment measure. This behavioral based trading strategy forecasts a range within which a stock price moves in a particular period and can be used for stock trading. Results show that sample firms trade within a range and show signals as to when to buy or sell. The second essay, Managerial Sentiment and the Value of the Firm, examines the effect of managerial sentiment on the project selection process using net present value criterion and also effect of managerial sentiment on the value of firm. Findings show that high sentiment and low sentiment managers obtain different values for the same firm before and after the acceptance of a project. The last essay, Investor Sentiment and Optimal Portfolio Selection, analyzes how the investor sentiment affects the nature and composition of the optimal portfolio as well as the performance measures. Results suggest that the choice of the investor sentiment completely changes the portfolio composition, i.e., the high sentiment investor will have a completely different choice of assets in the portfolio in comparison with the low sentiment investor. The results indicate the practical application of behavioral model based technical indicators for stock trading. Additional insights developed include the valuation of firms with a behavioral component and the importance of distinguishing portfolio performance based on sentiment factors.

L'objectif de cette thèse est la conception, l'analyse et l'implémentation d'une méthode de décomposition de domaine efficiente pour des problèmes de la mécanique des solides et des fluides. Pour cela les méthodes de Schwarz optimisée (OSM) sont considérées et révisées. Les méthodes de décomposition de domaine de Schwarz optimisées ont été introduites par P.L. Lions, elles apportent une amélioration aux méthodes de Schwarz classiques en substituant les conditions d'interface de Dirichlet par des conditions de type Robin et cela pour les méthodes avec ou sans recouvrement. Les conditions de Robin offrent un très bon levier qui nous permet d'aller vers l'optimalité des méthodes de Schwarz ainsi que la conception d'une méthode de décomposition de domaine robuste pour des problèmes de mécanique complexes comportant une nature presque incompressible. Dans cette thèse un nouveau cadre mathématique est introduit qui consiste à munir les méthodes de Schwarz optimisées (e.g. L'algorithme de Lions ) d'une théorie semblable à celle déjà existante pour des méthodes de Schwarz additives, on définit un espace grossier pour lequel le taux de convergence de la méthode à deux niveaux peut être prescrit, indépendamment des éventuelles hétérogénéités du problème traité. Une formulation sous forme de preconditioneur de la méthode à deux niveaux est proposée qui permettra la simulation parallèle d'un large spectre de problèmes mécanique, tel que le problème d'élasticité presque incompressible, le problème de Stokes incompressible ainsi que le problème instationnaire de Navier-Stokes. Des résultats numériques issues de simulations parallèles à grande échelle sur plusieurs milliers de processeurs sont présentés afin de montrer la robustesse de l'approche proposée. / The objective of this thesis is to design an efficient domain decomposition method to solve solid and fluid mechanical problems, for this, Optimized Schwarz methods (OSM) are considered and revisited. The optimized Schwarz methods were introduced by P.L. Lions. They consist in improving the classical Schwarz method by replacing the Dirichlet interface conditions by a Robin interface conditions and can be applied to both overlapping and non overlapping subdomains. Robin conditions provide us an another way to optimize these methods for better convergence and more robustness when dealing with mechanical problem with almost incompressibility nature. In this thesis, a new theoretical framework is introduced which consists in providing an Additive Schwarz method type theory for optimized Schwarz methods, e.g. Lions' algorithm. We define an adaptive coarse space for which the convergence rate is guaranteed regardless of the regularity of the coefficients of the problem. Then we give a formulation of a two-level preconditioner for the proposed method. A broad spectrum of applications will be covered, such as incompressible linear elasticity, incompressible Stokes problems and unstationary Navier-Stokes problem. Numerical results on a large-scale parallel experiments with thousands of processes are provided. They clearly show the effectiveness and the robustness of the proposed approach.

In this thesis we describe techniques for code generation and global optimization for a PRAM-NUMA multicore architecture. We specifically focus on the REPLICA architecture which is a family massively multithreaded very long instruction word (VLIW) chip multiprocessors with chained functional units that has a reconfigurable emulated shared on-chip memory. The on-ship memory system supports two execution modes, PRAM and NUMA, which can be switched between at run-time.PRAM mode is considered the standard execution mode and targets mainly applications with very high thread level parallelism (TLP). In contrast, NUMA mode is optimized for sequential legacy applications and applications with low amount of TLP. Different versions of the REPLICA architecture have different number of cores, hardware threads and functional units. In order to utilize the REPLICA architecture efficiently we have made several contributionsto the development of a compiler for REPLICA target code generation. It supports both code generation for PRAM mode and NUMA mode and can generate code for different versions of the processor pipeline (i.e. for different numbers of functional units). It includes optimization phases to increase the utilization of the available functional units. We have also contributed to quantitative the evaluation of PRAM and NUMA mode. The results show that PRAM mode often suits programs with irregular memory access patterns and control flow best while NUMA mode suites regular programs better. However, for a particular program it is not always obvious which mode, PRAM or NUMA, will show best performance. To tackle this we contributed a case study for generic stencil computations, using machine learning derived cost models in order to automatically select at runtime which mode to execute in. We extended this to also include a sequence of kernels.

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Debugging is an essential part of programming. No debugger is good at debugging optimized Rust code, which is a problem because unoptimized Rust code is slow compared to optimized. The ability to debug optimized code is important for embedded systems because of the close relation to hardware. Therefore, a tool like a debugger is handy because it enables the developer to see what is happening in the hardware when debugging embedded systems.This thesis presents a debugger named ERDB and a debugging library named rust-debug. The goal of the library is to make it easier to create debugging tools by simplifying the process of retrieving debug information from the DWARF format. The goal of ERDB is to improve debugging for optimized Rust code.This thesis will explain the design and implementation of ERDB and rust-debug, and it will also explain how the debug information format DWARF works.ERDB will be compared to other debuggers to see if it has achieved its goal. The result highlight that the problem is in the compiler not generating the needed debug information.

Cascade testing and flow analysis of three high-turning supercritical compressor blades were conducted. The blades were designed at an inlet Mach number (M1) of 0.87 and inlet flow angle of 48.4 deg, with high camber angles of about 55 deg. The baseline blade was a conventional Controlled Diffusion Airfoil (CDA) design and the other two were optimized blades. The blades were tested for an inlet Mach number range from 0.61 to 0.95 and an inlet flow angle range from 44.4 deg to 50.4 deg, at high Reynolds numbers (1.2-1.9x10^6 based on the blade chord). The test results have shown lower losses and better incidence robustness for the optimized blades at higher supercritical flow conditions (M1>0.83). At the design condition, 30% loss reduction was achieved. The blade-to-blade flow was computed by solving the two-dimensional steady Navier-Stokes equations. Experimental results, in conjunction with the CFD flowfield characterization, revealed the loss reduction mechanism: severe boundary layer separation occurred on the suction surface of the baseline blade while no separation occurred for the optimized blades. Furthermore, whether the boundary layer was separated or not was found due to different shock patterns, different shock-boundary layer interactions and different pressure distributions on the blades. For the baseline blade, the strong passage shock coincided with the adverse pressure gradient due to the high blade front camber at 20% chord, leading to the flow separation. For the optimized blades, the high blade camber shifted to more downstream (30-40% chord), resulting in stronger flow leading edge acceleration, less strength of the passage shock near the blade surface, favorable pressure gradient right after the passage shock, thus no flow separation occurred. The flow understanding obtained by the current research can be used to guide the design of high-turning compressor blades at higher supercritical flow conditions. / Ph. D.

This thesis investigates the computer vision application of live fish recognition, which is needed in application scenarios where manual annotation is too expensive, when there are too many underwater videos. This system can assist ecological surveillance research, e.g. computing fish population statistics in the open sea. Some pre-processing procedures are employed to improve the recognition accuracy, and then 69 types of features are extracted. These features are a combination of colour, shape and texture properties in different parts of the fish such as tail/head/top/bottom, as well as the whole fish. Then, we present a novel Balance-Guaranteed Optimized Tree with Reject option (BGOTR) for live fish recognition. It improves the normal hierarchical method by arranging more accurate classifications at a higher level and keeping the hierarchical tree balanced. BGOTR is automatically constructed based on inter-class similarities. We apply a Gaussian Mixture Model (GMM) and Bayes rule as a reject option after the hierarchical classification to evaluate the posterior probability of being a certain species to filter less confident decisions. This novel classification-rejection method cleans up decisions and rejects unknown classes. After constructing the tree architecture, a novel trajectory voting method is used to eliminate accumulated errors during hierarchical classification and, therefore, achieves better performance. The proposed BGOTR-based hierarchical classification method is applied to recognize the 15 major species of 24150 manually labelled fish images and to detect new species in an unrestricted natural environment recorded by underwater cameras in south Taiwan sea. It achieves significant improvements compared to the state-of-the-art techniques. Furthermore, the sequence of feature selection and constructing a multi-class SVM is investigated. We propose that an Individual Feature Selection (IFS) procedure can be directly exploited to the binary One-versus-One SVMs before assembling the full multiclass SVM. The IFS method selects different subsets of features for each Oneversus- One SVM inside the multiclass classifier so that each vote is optimized to discriminate the two specific classes. The proposed IFS method is tested on four different datasets comparing the performance and time cost. Experimental results demonstrate significant improvements compared to the normal Multiclass Feature Selection (MFS) method on all datasets.

Os problemas de escassez hídrica enfrentados pela região Nordeste do Brasil ocorrem, principalmente, devido às condições climáticas, caracterizadas pela má distribuição das chuvas tanto temporalmente - a maior parte da precipitação anual se concentra em poucos meses - quanto espacialmente. A alta taxa de evaporação da região e a estrutura geológica do solo, predominantemente cristalino, são fatores que contribuem para agravar o problema. Fica evidenciada, portanto, a necessidade de a operação dos sistemas de recursos hídricos ser otimizada, propiciando assim, o seu melhor aproveitamento, com o menor custo para a sociedade. O presente trabalho estuda a operação otimizada dos reservatórios que abastecem a região metropolitana de Fortaleza, no Estado do Ceará, considerando a evaporação. O problema foi tratado através de um procedimento híbrido, proposto recentemente, de algoritmo genético e programação linear. O método permitiu que regras operacionais fossem extraídas sem a necessidade de fixá-las a priori, considerando diferentes condições de importe hídrico e possibilidades hidrológicas para evidenciar a robustez do método. / The problems of water shortage in the Northeast area of Brazil, are mainly due to the weather conditions, characterized by scattered rainfall depending upon the time of the year - the highest annual precipitation is concentrated in a few months - as well as the location. Very high evaporation rates in the region and the geological structure of the soil, mainly of crystalline origin, are factors that worsen shortage of water. Thus, there need for optimal operation of water resources systems, so as to obtain highest benefit at low costs for the society. The present study performs optimized operation of the Fortaleza (Ceará) metropolitan area water supply reservoirs with special attention to water losses by evaporation. The problem has been handled through a recently proposed hybrid procedure, genetic algorithm and linear programming. The method permitted extraction of operational rules without having to hypothesize their structure \"a priori\". Further, it was applied to Fortaleza water supply under different hydrologic conditions and those of inter-basin water transfers to verify the strength of the method employed.

Made available in DSpace on 2016-04-27T18:12:24Z (GMT). No. of bitstreams: 1 Kelly Cristina de Souza Fernandes.pdf: 272473 bytes, checksum: fd1b99ff0dcaf5e12bdb0ad1b9c2912e (MD5) Previous issue date: 2007-10-09 / INTRODUCTION: Many situations may difficult the obtaining of thresholds for each ear, separately, in pure tone audiometry, demanding the use of masking. The plateau method, developed by Hood (1960) has being the most utilized for more than four decades. Nevertheless, Turner (2004) has suggested a masking protocol with a different method, called optimized, which could replace the previous one with efficacy in specific cases. PURPOSE: To verify if there is a difference among air and bone conduction hearing thresholds, using the two clinical masking methods: plateau and optimized. METHOD: Forty individuals aged from 15 to 65 years old, with either unilateral or bilateral hearing losses, considering unilateral, bilateral, symmetrical and just bone, proposed by Turner s classification, have participated of this study. They underwent air and bone conduction pure tone audiometry for both ears, without and with the use of the two masking methods. RESULTS: There was a 6.1% difference between the results for the air conduction threshold retest and a 15.1 % for the bone conduction threshold retest, taking into consideration the symmetrical model and a 12.8% for the bone conduction retest, considering the just bone model. There was no statistically significant difference between the air and bone conduction hearing thresholds with the two masking methods, considering unilateral and bilateral models. CONCLUSION: The plateau method can be utilized for all models and the optimized one is the most efficient for unilateral and bilateral models, having no indication for the symmetrical model. Therefore, both masking methods have presented advantages and disadvantages, implying that the audiologist must have knowledge of them in order to choose correctly the masking method to be used / INTRODUÇÃO: Na realização da audiometria tonal, determinadas situações dificultam a obtenção dos limiares para cada orelha separadamente, havendo a necessidade de utilização do mascaramento. O Método Platô, desenvolvido por Hood (1960), vem sendo o mais utilizado há mais de quatro décadas. Contudo, em 2004, Turner sugeriu um protocolo de mascaramento no qual um diferente método, denominado Método Otimizado, poderia substituí-lo de forma eficaz em casos específicos. OBJETIVO: Verificar se há diferença entre os limiares auditivos obtidos, por via aérea e via óssea, utilizando-se dois métodos de mascaramento clínico: o Método Platô e o Otimizado. MÉTODO: Participaram deste estudo 40 indivíduos, com idades entre 15 e 65 anos, que apresentavam perda auditiva unilateral ou bilateral, considerando os modelos unilateral, bilateral, simétrico e somente-ósseo, propostos pela classificação de Turner (2004). Foram realizados os procedimentos de audiometria tonal liminar por via aérea e óssea, para ambas as orelhas, sem e com a utilização dos dois métodos de mascaramento. RESULTADOS: Não houve diferença estatisticamente significante entre os limiares auditivos obtidos com os dois métodos de mascaramento por via aérea e via óssea considerando-se os modelos, unilateral e bilateral. No entanto, houve diferença de 6,1% dos resultados para o re-teste dos limiares por via aérea e de 15,1% para o re-teste por via óssea, considerando o modelo simétrico e de 12,8% para o re-teste de via óssea, considerando o modelo somente-ósseo. CONCLUSÃO: O Método Platô pode ser utilizado para todos os modelos e o Otimizado é mais eficaz para os modelos unilateral e bilateral, não sendo indicado para o modelo simétrico. Diante disso, ambos os métodos de mascaramento apresentaram vantagens e desvantagens, sugerindo que o audiologista tenha conhecimento destas para que proceda a seleção do método de forma consciente