Made available in DSpace on 2016-04-25T16:44:25Z (GMT). No. of bitstreams: 1 Roberto Max Hermann Filho.pdf: 1985582 bytes, checksum: 8ec2531d52ed0c21750dd838bb876b1a (MD5) Previous issue date: 2011-10-24 / Since the failure of Barings Bank in 1995, the corporate world has experienced a series of financial scandals, which losses have gone up exponentially and reached almost five billion Euros in the Société Générale case. Those losses are generated by the dealing desks, where traders take advantage of, amongst other things, a broken control framework to take non authorized positions that resulted in severe losses due to unfavorable market moves (rogue trader type of fraud). The objective of this work is to conduct a case study approach comparing the key deficiencies amongst five important losses: Baring Bank, Allied Irish Bank, Enron, National Australian Bank and Société Générale. The key finding, which can be very helpful to prevent occurrence of new similar cases, brings up the common causes in all cases: internal environment lenient with internal controls and ethical standards; inadequate measurement and understanding of risks; ineffective systems and controls carried out with scarce and unqualified human resources; failures related to information sharing, communication and monitoring / Desde a quebra do banco Barings em 1995, o mundo corporativo enfrenta uma série de escândalos financeiros, cujos valores sobem de forma exponencial, chegando a quase cinco bilhões de euro em 2008 (perda enfrentada pelo banco francês Société Générale). Essas perdas estão diretamente relacionadas com mesas de tesouraria, onde traders se aproveitaram, dentre outras coisas, de falhas de controle para assumirem posições de mercado, muito além do autorizado pelas instituições, sofrendo, assim, com oscilações negativas, que resultaram em perdas enormes (este tipo de fraude é conhecido no meio financeiro como Rogue Trader type of fraud). A justificativa deste trabalho é fazer uma análise detalhada das falhas de controle que resultaram nesse tipo de situação, utilizando como base cinco importantes casos: Barings, Allied Irish Bank, Enron, National Australian Bank e Société Générale. Os resultados obtidos, por meio deste estudo, que devem ser utilizados, como ponto de atenção, na prevenção a novos incidentes similares, mostram que as causas comuns, em todos os casos, são um ambiente interno leniente com controles e valores éticos; inadequada avaliação e entendimento dos riscos assumidos; atividades de controles ineficazes, com poucos recursos humanos, problemas de sistemas e baixa qualificação profissional; falhas nas atividades de informações, comunicações e monitoramento

We investigate the propagation of light in different conditions that lead to exotic propagation of photons and use near-resonant light-matter interactions to enhance these effects. First, we study the propagation of light in a moving highly dispersive medium, namely rubidium atoms. Based on the special relativity the speed of light changes with the speed of the medium. However, this drag effect in a non-dispersive medium is very small and thus difficult to measure. We show that the drag effect is enhanced significantly when the moving medium is highly dispersive. Thus, with this enhancement even a slow motion can be detected. Next, we employ the large nonlinear response of rubidium atoms to accentuate the formation of optical caustics. Caustics are important as nature uses caustics to concentrate the energy of waves. Moreover, caustics can be formed in many physical systems such as water waves in oceans to amplify tsunamis or generate rogue waves. The connection of our study to these giant water waves is discussed. Finally, we explore light-matter interactions in plasmonic systems. We show that photons experience a significant phase jump as they couple into and out of a plasmonic structure. This coupling phase, also known as the scattering phase shift, is generic to all scattering events. We measure this coupling phase with a triple-slit plasmonic structure. Moreover, we use the near-field enhancement of the plasmonic structure to enhance the coupling between the slits. Consequently, the photons can take non-trivial trajectories that pass through all three slits. We measure such exotic trajectories for the first time that are seemingly in violation of the superposition principle. The application of the superposition principle and the validity of Born’s rule is discussed.

This article is the first of a series exploring domination culture through the ways narrative has been indoctrinated as reality and weaponized as a holding cell for captives. Within this exploration, the narrative of domination is placed in relation to higher dimensional realms of the unknown; this being the before and after of domination culture. This positioning will allow for the reality of a simultaneous existence within the labyrinth of domination and a higher dimensional unknown to be framed. Within this series of articles, I question the roll of the rogue characters shamanistic agents of resisting domination, the fear of dark matter as a sub-narrative of domination, the power of submitting to the limits of human perception and the way perceived darkness can help unveil the structure of the narrative of domination. This article will begin to define this narrative and introduce the poetic freedom, of what lies beyond human perception.

Ce mémoire présente des travaux portant sur les ondes aux statistiques extrêmes qui représentent un sujet extrêmement attractif en optique depuis qu’une comparaison avec les vagues scélérates océaniques a été proposée fin 2007. Nous décrivons donc les mécanismes de formations de ces structures extrêmes dans le cadre de la propagation guidée de la lumière dans les fibres optiques. Dans une première partie, nous commençons par explorer les ondes scélérates optiques dans les supercontinuums générés par instabilité modulationnelle d’ordre 4 et proposons une méthode de stabilisation basée sur l’utilisation de deux germes continus. Puis, nous continuons avec une étude approfondie sur les amplificateurs Raman à fibre où des conditions d’apparitions des structures géantes sont déterminées. En effet, en présence d’une pompe partiellement incohérente comme le laser Raman fibré, un gain quasi-instantané et un faible walk-off mènent à des statistiques extrêmes. Cela a pu être vérifié que le signal soit continu ou impulsionnel et dans le cadre d’un amplificateur paramétrique basé sur l’instabilité modulationnelle d’ordre 2 incohérente. Dans la dernière partie, un système turbulent est étudié en fonction de l’incohérence ce qui nous a permis d’identifier trois régimes avec, en particulier, le second où il existe des quasi-solitons intermittents. Enfin, nous nous intéressons à des structures non-linéaires appelées Breathers d’Akhmediev, qui présentent des cycles de compression-décompression, et portons notre attention sur leur limite asymptotique : le soliton de Peregrine. Ce dernier est vu comme un prototype très intéressant des vagues scélérates. Nos études expérimentales, menées aux longueurs d’ondes des communications optiques et utilisant différentes méthodes de caractérisations spectro-temporelles, sont complétées par des études numériques et analytiques. / This thesis deals with extremes statistics which has become an attractive subject in optics since a comparison with oceanic rogue waves has been proposed at the end of 2007. We report some potential mechanisms stimulating the rogue wave formation in the context of guided propagation of light in optical fibers. In a first part, we explore optical rogue waves in supercontinuums generated by fourth-order modulation instability and we propose a stabilization method based on the use of two continuous seeds. Then, we present a detailed study on Raman fiber amplifiers where we determine the conditions of emergence of giant structures : in presence of a partially incoherent pumping wave, a quasi-instantaneous gain combined with a low walk-off lead to extremes statistics. We have validated these conditions for a continuous wave as well as a pulse train. Conclusions have also been successfully extended to a parametric amplifier based on incoherent second-order modulation instability. In the last part, a turbulent system is studied as a function of incoherence and we identify three regimes. In one of these regimes, we highlight the existence of intermittent quasi-solitons. Finally, we are interested in nonlinear structures called Akhmediev Breathers which present compression-decompression cycles and we focus our attention on its asymptotic limit: the Peregrine soliton. It corresponds to a very interesting prototype of rogue waves. Our experimental work, performed at optical communication wavelength and using several methods of spectro-temporal characterization, is complemented by numerical and analytical studies.

Dans les systèmes parcourus par un flux d’énergie ou de matière, des phénomènes d’auto-organisation sont possibles. Le système quitte son état d’équilibre thermodynamique, ses composants s’organisent en « structures dissipatives », aussi appelées des « patterns ». En optique, on observe de tels « patterns » dans les dimensions transverses des faisceaux laser lors de leur propagation dans certains matériaux nonlinéaires.Nous étudions ici les patterns observés dans un système photoréfractif à simple rétroaction optique. Le faisceau incident et le faisceau réfléchi par le miroir interfèrent dans le cristal photoréfractif et modifient ses propriétés électro-optiques. Cette modification influence en retour la propagation des faisceaux. Si le faisceau incident est suffisamment intense, le système dépasse le seuil dit d’ « instabilité de modulation » : l’observation du faisceau retour montre que l’intensité lumineuse s’est auto-organisée en structures géométriques remarquables, en patterns.Deux axes de recherche sont approfondis. Premièrement, nous étudions l’influence d’un moment angulaire orbital du faisceau incident (appelé alors un faisceau « vortex ») sur le pattern. Cette propriété du faisceau influe sur le phénomène d’auto-organisation et sur la dynamique des structures transverses obtenues. Un modèle numérique du mélange d’onde donne des résultats cohérents avec l’expérience. Deuxièmement, nous étudions le régime très fortement non linéaire, c’est-à-dire dans le cas d’un pompage gaussien classique mais très intense. Nous montrons par une analyse statistique que l’état turbulent observé loin du seuil est parcouru par des événements intenses, des ondes scélérates. / In systems through which flows of energy or matter propagate, it is possible to observe self-organization phenomena. The system can leave its thermodynamical equilibrium state. Its components self-organize themselves in « dissipative structures », also called « patterns ». In optics, we observe such patterns in the transverse dimensions of laser beams during their propagation in certain nonlinear materials.This thesis aims to study the patterns observed in a photorefractive single feedback system. The forward beam and the beam reflected by the mirror interfere in the photorefractive crystal and modify its electro-optical properties. This modification influences in return the propagation of the beams. If the incident beam is sufficiently powerful, the system reaches the « modulation instability » threshold : the observation of the backward beam reveals that the intensity has self-organized in patterns.Particularly, we deal in depth with two axes of research. Firstly, we study the influence of an orbital angular momentum of the input beam (therefore called a « vortex » beam) on the pattern formation process. This property influences the self-organization phenomenon and the dynamics of the transverse structures. Moreover the results provided by a numerical model of the wave mixing process are in a good accordance with the experimental observations. Secondly, we study the highly nonlinear regime obtained with a classical gaussian pump but very powerful. We show by a statistical analysis that the turbulent state far from the instability threshold contains some extreme events, also called « rogue waves ».

This thesis deals with an optimization of Triple play services and security in optical access networks. The first chapter provides theory basics which are necessary for results evaluation. The second chapter describes optical access networks with their parameters such as transmission speed, split ratio, line code, bit error rate etc. defined by ITU. Next chapter summaries the current state in optical networks construction field according to the European Union developing plan. The practical part of this thesis is divided into several subchapters. The significant part of the thesis is dedicated to the security of passive optical networks and design of proper security model for current networks. For this purpose, the unique parameter time propagation Tprop, with the novel security model was developed. Next part of the thesis provides an analysis of control traffic and data traffic in the gigabit passive optical networks. For a novel algorithm in activation process in gigabit passive optical networks the measurement results were used. The novel algorithm decreases the total time needed for this process. The last but one subchapter deals with an ILP model for Triple Play services. The last subchapter contains the own implementation of the transmission converge layer in VPIphotonics simulation tool.

Les événements extrêmes sont des phénomènes, souvent considérés catastrophiques, qui se produisent dans la queue d'une distribution généralement en s'écartant d'une décroissance attendue exponentielle. En optique, ces événements ont été étudié dans le contexte des fibres, où ils ont été amplement analysés, comme des vagues scélérates, par analogie bien connue entre l'optique et l'hydrodynamique à travers l'équation de Schroedinger non linéaire. Avec le développement et l'élargissement du domaine, l'étude des événements extrêmes a été étendue à des systèmes dissipatifs avec ou sans degrés spatiaux de liberté.Dans cette thèse on se concentre sur l'étude des événements extrêmes dans trois différents types de systèmes optiques actifs et dissipatifs, présentant chacun un ou deux degrés spatiales de liberté, soit dans le plan transversal (perpendiculaire à la direction de propagation de la lumière) soit dans la direction de propagation. Des structures localisées de nature différente constituent une solution possible importante dans chacun des systèmes étudiés ; leurs interactions autant que leurs rôles dans la formation des événements extrêmes ont donc été analysés en détails. Dans le premier système, un laser à semiconducteur monolithique (VCSEL) à large surface avec un absorbant saturable, on présente la formation d'événements extrêmes dans le plan transversal à deux dimensions de l'intensité du champ électrique. En particulier, on met en évidence la liaison entre ces objets et les solitons de cavité, soit stationnaires soit oscillatoires, aussi présents dans le système. Dans le deuxième système, un laser multimodal spatialement étendu dans la direction de propagation avec injection optique, on analyse l'interaction et la fusion des solitons de phase, des structures localisées qui se propagent dans la cavité en transportant une rotation de phase de 2π. Les événements extrêmes ont été étudié dans deux configurations : une première où ils émergent de la collision des solitons de phase avec des autres structures transitoires transportant une charge chirale négative, et une deuxième où des événements d'intensité élevée émergent d'un régime instable de motif en rouleau où les solitons de cavité ne sont pas des solutions stables. Dans les deux systèmes, on examine le rôle de la chiralité dans la formation des événements extrêmes. Dans le troisième système, un laser à semi-conducteur avec injection optique, on étudie dans les détails l'interaction des solitons de cavité dans le plan transversal, décrits comme deux particules soumises à un potentiel d'interaction décroissant exponentiellement avec la distance entre les deux objets : une analogie possible avec les matériaux hydrophobes a été proposée. Des résultats préliminaires présentant des événements extrêmes spatiotemporels dans ce système sont aussi donnés. / Extreme events are phenomena, often considered as catastrophic, that occur in the tail of a distribution usually deviating from an expected, exponential decay. In optics, these events were first studied in the context of fibers, where they have been extensively analyzed, as optical rogue waves, in light of the well known analogy between optics and hydrodynamics, through the nonlinear Schroedinger equation. With the development and the broadening of the field, extreme events have been also studied in dissipative optical systems with or without spatial degrees of freedom. In this Thesis we focused on the study of extreme events in three different active and dissipative optical systems, each presenting one or two spatial degrees of freedom, either in the transverse plane, perpendicular to the direction of propagation of light, or in the propagation direction. Localized structures of different nature represent an important possible solution in each one of the systems here studied, hence their interaction and the role played in the formation of extreme events have been also investigated into details. In the first system, a monolithic broad-area semiconductor laser (VCSEL) with an intracavity saturable absorber, we report on the occurrence of extreme events in the 2D transverse plane of the electric field intensity. In particular we highlight the connection between these objects and cavity solitons, both stationary and oscillatory, also present in the system. In the second system, a highly multimode laser with optical injection spatially extended along the propagation direction, we analyze the interaction and merging of phase solitons, localized structures propagating along the cavity carrying a 2π phase rotation. Extreme events have been investigated in two configurations: a first one where they emerge from the collision of phase solitons with other transient structures carrying a negative chiral charge, and a second one where high-peak events emerge from an unstable roll regime where phase solitons are not a stable solution. In both these systems we investigate the role of chirality in the extreme event formation. In the third system, a broad-area semiconductor laser (VCSEL) with optical injection, we study into details the interaction of cavity solitons in the transverse plane, described as two particles subjected to an interaction potential exponentially decreasing with the distance between the two objects: a possible analogy with hydrophobic materials is here suggested. Some preliminary results showing spatiotemporal extreme events in this system are also given.

Master thesis deals with the concept of "rogue states" and strategies of the United States that are used towards rogue states. Concretely, attention is focused on two such labeled countries - Iran and the Democratic People's Republic of Korea. Strategies used by the United States are further observed during the presidencies of George W. Bush and Barack Obama and with regard to two typical characteristics of rogue states - effort to acquire weapons of mass destruction and the support of terrorism. Despite expectations, it appears that strategies used by the United States differ significantly and they are often influenced by historical experiences and strategic interests. Bush's and Obama's foreign policies were significantly different on the rhetorical level. However, as shown in the thesis there can be found certain continuities between the strategies towards rogue states.

No description available.

Rogue drones have become a significant concern in recent years due to their potential to cause harm to people and property and disrupt critical infrastructure and public safety. As a result, there has been a growing need for effective methods to detect and mitigate the risks posed by these drones. The proposed study aims to address the task by using a Radio Frequency (RF) based approach. Also, ensemble Machine Learning (ML) methods, as well as Deep Learning (DL) techniques were utilized as classification algorithms. Three levels of classification were defined for the task which includes drone detection, identification, and characterization based on operation mode. For the three levels, Deep-Complex Convolutional Neural Network performed the best and achieved an average accuracy of 99.82%, 94.20%, and 90.25%, respectively.