Thèse (de maîtrise)--Université Laval, 1997. / Bibliogr.: f. [122]-125. Publié aussi en version électronique.

>Magister Scientiae - MSc / Purpose:This research investigates the existence of long-term equilibrium relationships among the stock market indices of Brazil, Russia, India, China and South Africa (BRICS). It further investigates cointegrated stock pairs for possible implementation of statistical arbitrage trading techniques.Design:We utilize standard multivariate time series analysis procedures to inspect unit roots to assess stationarity of the series. Thereafter, cointegration is tested by the Johansen and Juselius (1990) procedure and the variables are interpreted by a Vector Error Correction Model (VECM). Statistical arbitrage is investigated through the pairs trading technique.Findings:The five stock indices are found to be cointegrated. Analysis shows that the cointegration rank among the variables is significantly influenced by structural breaks. Two pairs of stock variables are also found to be cointegrated. This guaranteed the mean reversion property necessary for the successful execution of the pairs trading technique. Determining the optimal spread threshold also proved to be highly significant with respect to the success of this trading technique.Value:This research seeks to expand on the literature covering long-run co-movements of the volatile emerging market indices. Based on the cointegration relation shared by the BRICS, the research also seeks to encourage risk taking when investing. We achieve this by showing the potential rewards that can be realized through employing appropriate statistical arbitrage trading techniques in these markets.

In this thesis we have shown that a seemingly complicated mathematical structure can exhibit 'tame behaviour'. The structure we have dealt with is a field (a space in which there are addition and multiplication which satisfy natural properties) together with a dense subset (a subset which has spread in all parts of the this set, as Q does in R) and a discrete subset (a subset comprised of single points which keep certain distances from one another). This tameness is essentially with regards to not being trapped with the 'Godel phenomeonon' as the Peano arithmetic does.

Let E/ℚ be an elliptic curve. Silverman and Stange define primes p and q to be an elliptic, amicable pair if #E(Fp) = q and #E(Fq) = p. More generally, they define the notion of aliquot cycles for elliptic curves. Here, we study the same notion in the case that the elliptic curve is defined over a number field K. We focus on proving the existence of an elliptic curve E/K with aliquot cycle (p1,⋯, pn) where the pi are primes of K satisfying mild conditions.

Cette thèse étudie la confluence des systèmes de récriture en l'absence de propriété de terminaison, pour des applications aux langages fonctionnels de premier ordre comme MAUDE, ou aux langages d'ordre supérieur comportant des types dépendants, comme Dedukti. Dans le premier cas, les calculs opérant sur des structures de données infinies ne terminent pas. Dans le second, les calculs non typés ne terminent pas à cause de la beta-réduction. Dans le cas où les calculs terminent, la confluence se réduit à celle des pics critiques, divergences minimales du calcul, obtenues à partir d'un terme médian appellé superposition qui se récrit de deux manière différentes en une paire de termes appellée critique. Dans le cas où les calculs ne terminent pas, le résultat majeur est que les calculs définis par des règles linéaires à gauche et sans paires critiques confluent. Il s'agit donc d'étendre ce résultat aux systèmes dont les règles peuvent être non-linéaires à gauche et avoir des paires critiques.L'étude la confluence est faite à partir de la méthode des diagrammes décroissants, qui généralise les techniques utilisées antérieurement aussi bien pour des calculs qui terminent que pour des calculs qui ne terminent pas. Cette technique est abstraite, en ce sens qu'elle s'applique à des relations arbitraires opérant sur un ensemble abstrait. Elle consiste à équipper chaque étape de calcul d'un label pris dans un ensemble bien fondé. Un pic de calcul, composé d'un terme se récrivant de deux manières différentes, possède un diagramme décroissant lorsque ses extémités peuvent se récrire en un terme commun avec des étapes de calcul satisfaisant des conditions de comparaison avec les labels du pic. La force de cette technique est sa complétude, c-a-d que toute relation confluente peut-être équippée d'un système de labels (par des entiers) pour lequel tous ses pics possèdent des diagrammes décroissants. Ce résultat est basé sur un théorème assez ancien de Klop, qui définit pour les systèmes non-terminant, uneespèce de forme normale sous la forme d'une suite infinie de récritures élémentaires, appellée "dérivation cofinale".Dans une première partie, nous révisitons les résultats de van Oostrom, et en proposons une preuve différente dans le but de les généraliser au cas des calculs dits "modulo", c-a-d dans des quotients, qui mèlent des règles et deséquations. Cette généralisation inclue la complétude, en faisant intervenir une généralisation de lanotion de dérivation cofinale dans le cas des calculs cohérents au sens de Jouannaud et Kirchner.La second partie de la thèse applique le théorème de van Oostrom et sa généralisation à des système (concrets) de récriture de termes, ainsi qu'à plusieurs priblèmes ouverts du domaine. L'application récente à des problèmes d'ordre supérieur tirés de la théorie des types dépendants ne fait pas partie de la thèse. / This thesis is devoted to the confluence of rewrite systems in the absence of termination, for applications in first-order functional languages like MAUDE or higher-order languages with dependent types, as Dedukti. In the first case, the computations on infinite data structures do not terminate, while in the second case, untyped computations do not terminate because of beta-reduction. In the case where the computations terminate, confluence is reduced to that of critical peaks, the "minimal diverging computations", made of a minimal middle term called "overlap" which computes in two different ways, resulting in a so-called "critical pair". In the case of non-terminating computations, a main result is that left-linear rewrite rules that have no critical pairs are always confluent. This suggests that the notion of critical pairs plays a key role there too, but a general understanding of the confluence of non-terminating computations in terms of critical pairs is still missing.Our investigation of confluence is based on the decreasing diagrams method due to van Oostrom, which generalizes the techniques used previously for both terminating and non-terminating computations. The method is abstract in the sense that it applies to arbitrary relations on an abstract set. It equips each step of computations with a label taken from a well-founded set. A diverging computation, called peak, has a decreasing diagram if its extremities can be joined by steps whose direction and labels satisfy some constraints with respect to the peak's rewrites and labels. The strength of this technique is its completeness, that is, any confluent relation can be equipped with a well-founded set of labels such that all peaks have decreasing diagrams. The proof of completeness is based on Klop's notion of cofinal derivations, which is an infinite derivation playing the role of a normal form when computations do not terminate.In the first part, we revise the results of van Oostrom, and propose an alternative proof that extends the method to the "modulo" case, in which computations mix rewrite steps and equational steps. The completeness result is extended as well, via a generalization of cofinal derivations and the notion of strong coherence due to Jouannaud and Kirchner.The second part of the thesis applies the decreasing diagrams method and its generalization to concrete systems rewriting terms, as well as to several open problems. The recent application to the problems of higher-order computations in dependent type theory is not part of the thesis.

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第20753号 / 理博第4329号 / 新制||理||1622(附属図書館) / 京都大学大学院理学研究科数学・数理解析専攻 / (主査)教授 森脇 淳, 教授 雪江 明彦, 教授 並河 良典 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

Commercial success had been achieved with electroluminescent phosphor powders, particularly zinc sulfide activated with copper. The applications of AC Powder EL (ACPEL) are mainly limited to backlighting and lamp applications that require low brightness. This includes low illumination environments, such as nightlights and backlighting for LCDs and keypads in portable electronics and home electronics. By using nanowires as nanoelectrodes, a novel and self-supported nanostructured powder EL device has been developed in this thesis. The novel structure contains a single layer of ZnS:Cu powder phosphor which is embedded in a polymer matrix with one surface exposed. A dilute layer of conductive nanowires directly contacts the phosphor layer and works as rear electrodes. A highly intensified electric field can be induced in the phosphor region by the metal nanowires if a specific voltage is applied to the device. Simulations of the electric field by using commercial software show that the localized electric field can be at least one order of magnitude higher than the average field depending on the dimensions of the nanowires. As a result, electrons can be injected into the phosphor lattice by high-field-assisted tunneling, hence inducing electron avalanching. The electrons finally are trapped at the donors. When the external field is reversed, the electrons recombine with the holes that are previously injected by the same process and trapped at the acceptors. Therefore, visible light is produced by the recombination of the electron-hole pairs through the donor-acceptor pairs. The indium nanowires, with diameters of 300 nm and lengths of several microns, have been fabricated by using anodic aluminum oxide (AAO) templates which are known as self-organized porous structures formed by anodization of aluminum in an appropriate acid solution. A hydraulic pressure injection method has been applied to inject molten indium metal into the nanopores of the AAO template and form nanowires. By dissolution of the template, a large number of free indium nanowires is obtained. The nanowires are transferred onto a ZnS-embedded substrate by a wet-coating method. Finally, the entire device is completed by deposition of Au rectangular electrodes on the top of the indium nanowires. The indium nanowires have been characterized by using SEM and XRD. The tests of the dependence of luminance on voltage at various frequencies for a nanowire contact EL device sample are performed. A peak luminance of 25 cd/m2 has been achieved for the device driven at frequency of 8.2 kHz and a voltage of 425 V. The EL performance of the nanowire contact EL device is not as good as traditional powder EL devices so far, however, the novel structures have the potential for a lower operating voltage with simultaneous long lifetime and high luminance to overcome limitations of traditional powder EL. / Thesis / Doctor of Philosophy (PhD)

Microbial, mammalian and plant cells produce and contain secondary metabolites, which typically are soluble in water to prevent cell damage by crystallization. The formation of ion pairs, e.g. with carboxylic acids or mineral acids, is a natural blueprint to keep basic metabolites in solution. It was aimed at showing whether the mostly large carboxylates form soluble protic ionic liquids (PILs) with basic natural products resulting in enhanced aqueous solubility. Furthermore, their supramolecular pattern in aqueous solution was studied. Thereby, naturally occurring carboxylic acids were identified being appropriate counterions for natural basic compounds and facilitate the formation of PILs with their beneficial characteristics, like improved dissolution rate and enhanced apparent solubility. / Mikrobielle, Säugetier- und Pflanzenzellen produzieren und enthalten Sekundärmetaboliten, welche in Wasser gelöst vorliegen, um Zellschäden (z.B. durch Kristallisation) zu vermeiden. Die Bildung von Ionenpaaren, beispielsweise mit Carbonsäuren oder Mineralsäuren, ist eine natürliche Strategie, um basische Metaboliten in Lösung zu halten. Es sollte gezeigt werden, dass die vergleichsweise großen Carboxylate lösliche protische ionische Flüssigkeiten (PILs) mit basischen Naturstoffen bilden, was zu einer verbesserten Wasserlöslichkeit führt. Weiterhin wurde das supramolekulare Verhalten der PILs in wässriger Lösung untersucht. Dabei wurden natürlich vorkommende Carbonsäuren als geeignete Gegenionen für natürliche basische Verbindungen identifiziert. Die resultierenden PILs zeigten eine verbesserte Auflösungsrate und verbesserte scheinbare Löslichkeit.

<p> 1,1-Diarylindenes rearrange when heated or irradiated to give 1,2- and 2,3-diarylindenes. Three 1,1-diarylindenes were synthesized and used in an attempt to probe the transition states for phenyl migration in both the ground and excited state. The three indenes synthesized were: 1-(p-bromophenyl)-1-phenylindene, 1-(p-cyanophenyl)-1-phenylindene and 1-(p-methoxyphenyl)-1-phenylindene.</p> <p> On direct irradiation, the migratory aptitudes were -C6H4CN-p, 98%; -C6H4OCH3-p, 95%; and -C6H4Br-p, 86%. On heating (258°C) the following aptitudes were found: -C6H4CN-p, 82%; -C6H4OCH3-p, 48%; and -C6H4Br-p, 53%. The products were synthesized independently, and the product ratios obtained upon reaction were measured from the n.m.r. of mixtures, and by v.p.c. A charge transfer mechanism was put forward to explain the preference for migration of the substituted group in the excited state. Such charge transfer contributions are known to increase the rates of quenching in donor-acceptor pairs. A radical-type transition state was postulated as being present in the ground state migration. The rate constant for excited state rearrangement was calculated to be 4.9 x 10^9 sec^-1 .</p> / Thesis / Doctor of Philosophy (PhD)

This thesis describes the development and evaluation of a manual black-box testing method inspired by Zweben's test adequacy criteria, which apply white-box analogues of all-DU-pairs and all-nodes to a flow graph generated from the black-box specification. The approach described herein generates tests from a matrix representation of a class interface based on the flow graph concept. In this process, separate matrices for all-DU-pairs and all-nodes guide the generation of the required tests. The primary goal of the research is not to optimize the number of tests generated but to describe the process in a user-friendly manner so that practitioners can utilize it directly, quickly, and efficiently for real-world testing purposes. The approach has been evaluated to assess its effectiveness at detecting bugs. Both strategies - all-DU-pairs and all-nodes - were compared against three other testing methods: the commercial white-box testing tool Jtest, Orthogonal Array Testing Strategy (OATS), and test cases generated at random. The five approaches were applied across a sample of eleven java classes selected from java.util.*. Experimental results indicate that the two versions resulting from this research performed on par with or better than their respective equivalent approaches. The all-DU-pairs method performed better than all other approaches except for the random approach, with which it compared equally. Experimental evaluation results thus indicate that an automated approach based on the manual method is worth exploring. / Master of Science