In the last decade, a considerable growth has been added to the volume of the credit risk derivatives market. This growth has been followed by the current financial market turbulence. These two periods have outlined how significant and important are the credit derivatives market and its products. Modelling-wise, this growth has parallelised by more complicated and assembled credit derivatives products such as mth to default Credit Default Swaps (CDS), m out of n (CDS) and collateralised debt obligation (CDO). In this thesis, the Lévy process has been proposed to generalise and overcome the Credit Risk derivatives standard pricing model's limitations, i.e. Gaussian Factor Copula Model. One of the most important drawbacks is that it has a lack of tail dependence or, in other words, it needs more skewed correlation. However, by the Lévy Factor Copula Model, the microscopic approach of exploring this factor copula models has been developed and standardised to incorporate an endless number of distribution alternatives those admits the Lévy process. Since the Lévy process could include a variety of processes structural assumptions from pure jumps to continuous stochastic, then those distributions who admit this process could represent asymmetry and fat tails as they could characterise symmetry and normal tails. As a consequence they could capture both high and low events' probabilities. Subsequently, other techniques those could enhance the skewness of its correlation and be incorporated within the Lévy Factor Copula Model has been proposed, i.e. the 'Stochastic Correlated Lévy Factor Copula Model' and 'Lévy Random Factor Loading Copula Model'. Then the Lévy process has been applied through a number of proposed Pricing Basket CDS&CDO by Lévy Factor Copula and its skewed versions and evaluated by V-FFT limiting and mixture cases of the Lévy Skew Alpha-Stable distribution and Generalized Hyperbolic distribution. Numerically, the characteristic functions of the mth to default CDS's and (n/m) th to default CDS's number of defaults, the CDO's cumulative loss, and loss given default are evaluated by semi-explicit techniques, i.e. via the DFT's Fast form (FFT) and the proposed Very Fast form (VFFT). This technique through its fast and very fast forms reduce the computational complexity from O(N2) to, respectively, O(N log2 N ) and O(N ).

依據之前的文獻研究，市場上主要是在LHP (Large Homogeneous Portfolio) 假設下利用單因子常態關聯結構模式(One factor double Gaussian copula model) 評價擔保債權憑證 (Collateralized debt obligation, CDO)。但這會造成擔保債權憑證的評價與市場報價的差距過大，且會造成base correlation偏斜的情況。Kalemanova et al. (2007) 提出用Normal inverse Gaussian (NIG) 取代常態分配評價擔保債權憑證，此模型不但計算快速而且可以準確估計權益分券 (equity tranche) 的價格，但是它也過於高估了其它的分券的價格。 在本文中使用多變量封閉常態分配(Closed skew normal, 簡稱CSN) 分配取代NIG分配作擔保債權憑證分券的評價，CSN分配具有常態分配的性質，其線性組合仍具有封閉性的特質，且具有較多的參數以控制分配的偏態與峰態。但是與單因子常態關聯結構模式相同，多變量封閉常態分配的單因子關聯結構模式仍然無法估計的很準確，僅有在最高等級分券(senior tranche)的評價上有明顯的改進。 因此在本文中我們使用NIG與CSN複合分配之單因子關聯結構模式評價擔保債權憑證分券，在實例分析時得到極佳的評價結果，並且比單因子常態關聯結構模型具有更多的的參數以使模型更符合實際的需求。 / This article extends the Large Homogeneous Portfolio (LHP) and one factor double Gaussian copula approach for pricing CDOs. In the literature, the one factor double Gaussian copula model under LHP assumption fails to fit the prices of CDO tranches, moreover, it leads to the implied base correlation skew. Some researchers proposed using one factor double NIG copula model to price CDO tranches. It not only economizes on time but also fits the equity tranches exactly, but NIG models do not price other tranches well simultaneously. On the other hand, we substitute the NIG distribution with the Closed Skew normal (CSN) distribution. This family also has properties similar to the normal distribution, which is closure under convolution, and has extra parameters to control the shape. By using this model we get a better fit in the senior tranches, but it seriously overprices subordinate tranches. Thus we consider a mixture distribution of NIG and CSN distributions. The employments of this mixture distribution are comparatively well, and furthermore it brings more flexibility to the dependence structure.

Brigo與Mercurio提出了三種新的資產價格過程，分別是位移CEV過程、位移對數常態過程與混合對數常態過程。在這三種過程中，資產價格的波動度不再是一個固定的常數，而是時間與資產價格的明確函數。而由這三種過程所推導出來的歐式選擇權評價公式，將會導致隱含波動度曲線呈現傾斜曲線或是微笑曲線，且提供了參數讓我們能夠配適市場的波動度結構。本文利用台指買權來實證Brigo與Mercurio所提出的三種歐式選擇權評價公式，我們發現校準結果以混合對數常態過程優於位移CEV過程，而位移CEV過程則稍優於位移對數常態過程。因此，在實務校準時，我們建議以混合對數常態過程為台指買權的評價模型，以達到較佳的校準結果。 / Brigo and Mercurio proposed three types of asset-price dynamics which are shifted-CEV process, shifted-lognormal process and mixture-of-lognormals process respectively. In these three processes, the volatility of the asset price is no more a constant but a deterministic function of time and asset price. The European option pricing formulas derived from these three processes lead respectively to skew and smile in the term structure of implied volatilities. Also, the pricing formula provides several parameters for fitting the market volatility term structure. The thesis applies Taiwan’s call option to verifying these three pricing formulas proposed by Brigo and Mercurio. We find that the calibration result of mixture-of-lognormals process is better than the result of shifted-CEV process and the calibration result of shifted-CEV process is a little better than the result of shifted-lognormal process. Therefore, we recommend applying the pricing formula derived from mixture-of-lognormals process to getting a better calibration.

The dissertation consists of four self-contained essays on consumption. Essays 1 and 2 consider different measures of aggregate consumption, and Essays 3 and 4 consider how the distributions of income and wealth affect consumption from a macro and micro perspective, respectively. Essay 1 considers the empirical practice of seemingly interchangeable use of two measures of consumption; total consumption expenditure and consumption expenditure on nondurable goods and services. Using data from Sweden and the US in an error correction model, it is shown that consumption functions based on the two measures exhibit significant differences in several aspects of econometric modelling. Essay 2, coauthored with Thomas Holgersson, considers derivation of a univariate and a multivariate version of a test for asymmetry, based on the third central moment. The logic behind the test is that the dependent variable should correspond to the specification of the econometric model; symmetric with linear models and asymmetric with non-linear models. The main result in the empirical application of the test is that orthodox theory seems to be supported for consumption of both nondurable and durable consumption. The consumption of durables shows little deviation from symmetry in the four-country sample, while the consumption of nondurables is shown to be asymmetric in two out of four cases, the UK and the US. Essay 3 departs from the observation that introducing income uncertainty makes the consumption function concave, implying that the distributions of wealth and income are omitted variables in aggregate Euler equations. This implication is tested through estimation of the distributions over time and augmentation of consumption functions, using Swedish data for 1963-2000. The results show that only the dispersion of wealth is significant, the explanation of which is found in the marked changes of the group of households with negative wealth; a group that according to a concave consumption function has the highest marginal propensity to consume. Essay 4 attempts to empirically specify the nature of the alleged concavity of the consumption function. Using grouped household level Swedish data for 1999-2001, it is shown that the marginal propensity to consume out of current resources, i.e. current income and net wealth, is strictly decreasing in current resources and net wealth, but approximately constant in income. Also, an empirical reciprocal to the stylized theoretical consumption function is estimated, and shown to bear a close resemblance to the theoretical version.

Τα κατανεμημένα δίκτυα κλίμακας Ίντερνετ και κυρίως τα δίκτυα ομοτίμων εταίρων, γνωστά και ως peer-to-peer (p2p), που αποτελούν το πιο αντιπροσωπευτικό παράδειγμά τους, προσελκύουν τα τελευταία χρόνια μεγάλο ενδιαφέρον από τους ερευνητές και τις επιχειρήσεις λόγω των ιδιόμορφων χαρακτηριστικών τους, όπως ο πλήρης αποκεντρωτικός χαρακτήρας, η αυτονομία των κόμβων, η ικανότητα κλιμάκωσης, κ.λπ. Αρχικά σχεδιασμένα να υποστηρίζουν εφαρμογές διαμοιρασμού αρχείων με βασική υπηρεσία την επεξεργασία απλών ερωτημάτων, σύντομα εξελίχτηκαν σε ένα καινούργιο μοντέλο κατανεμημένων συστημάτων, με μεγάλες και αυξανόμενες δυνατότητες για διαδικτυακές εφαρμογές, υποστηρίζοντας πολύπλοκες εφαρμογές διαμοιρασμού δομημένων και σημασιολογικά προσδιορισμένων δεδομένων. Η προσέγγισή μας στην περιοχή αυτή γίνεται προς δύο βασικές κατευθύνσεις: (α) την επεξεργασία πολύπλοκων ερωτημάτων και (β) την εκτίμηση των ανομοιομορφιών των διαφόρων κατανομών που συναντάμε στα δίκτυα αυτά (π.χ. φορτίου, προσφοράς ή κατανάλωσης ενός πόρου, τιμών των δεδομένων των κόμβων, κ.λπ.), που εκτός των άλλων αποτελεί ένα σημαντικό εργαλείο στην υποστήριξη πολύπλοκων ερωτημάτων. Συγκεκριμένα, ασχολούμαστε και επιλύουμε τρία βασικά ανοικτά προβλήματα. Το πρώτο ανοικτό πρόβλημα είναι η επεξεργασία ερωτημάτων εύρους τιμών σε ομότιμα συστήματα κατανεμημένου πίνακα κατακερματισμού, με ταυτόχρονη εξασφάλιση της εξισορρόπησης του φορτίου των κόμβων και της ανοχής σε σφάλματα. Προτείνουμε μια αρχιτεκτονική επικάλυψης, που ονομάζουμε Saturn, που εφαρμόζεται πάνω από ένα δίκτυο κατανεμημένου πίνακα κατακερματισμού. Η αρχιτεκτονική Saturn χρησιμοποιεί: (α) μια πρωτότυπη συνάρτηση κατακερματισμού που τοποθετεί διαδοχικές τιμές δεδομένων σε γειτονικούς κόμβους, για την αποδοτική επεξεργασία των ερωτημάτων εύρους τιμών και (β) την αντιγραφή, για την εξασφάλιση της εξισορρόπησης του φορτίου προσπελάσεων (κάθετη, καθοδηγούμενη από το φορτίο αντιγραφή) και της ανοχής σε σφάλματα (οριζόντια αντιγραφή). Μέσα από μια εκτεταμένη πειραματική αξιολόγηση του Saturn και σύγκριση με δύο βασικά δίκτυα κατανεμημένου πίνακα κατακερματισμού (Chord και OP-Chord) πιστοποιούμε την ανωτερότητα του Saturn να αντιμετωπίζει και τα τρία ζητήματα που θέσαμε, αλλά και την ικανότητά του να συντονίζει το βαθμό αντιγραφής ώστε να ανταλλάζει ανάμεσα στο κόστος αντιγραφής και στο βαθμό εξισορρόπησης του φορτίου. Το δεύτερο ανοικτό πρόβλημα που αντιμετωπίζουμε αφορά την έλλειψη κατάλληλων μετρικών που να εκφράζουν τις ανομοιομορφίες των διαφόρων κατανομών (όπως, για παράδειγμα, το βαθμό δικαιοσύνης μιας κατανομής φορτίου) σε κατανεμημένα δίκτυα κλίμακας Ίντερνετ και την μη αποτελεσματική ή δυναμική εκμετάλλευση μετρικών ανομοιομορφίας σε συνδυασμό με αλγορίθμους διόρθωσης (όπως ο αλγόριθμος εξισορρόπησης φορτίου). Το πρόβλημα είναι σημαντικό γιατί η εκτίμηση των κατανομών συντελεί στην ικανότητα κλιμάκωσης και στην επίδοση αυτών των δικτύων. Αρχικά, προτείνουμε τρεις μετρικές ανομοιομορφίας (το συντελεστή του Gini, τον δείκτη δικαιοσύνης και το συντελεστή διασποράς) μετά από μια αναλυτική αξιολόγηση μεταξύ γνωστών μετρικών εκτίμησης ανομοιομορφίας και στη συνέχεια, αναπτύσσουμε τεχνικές δειγματοληψίας (τρεις γνωστές τεχνικές και τρεις προτεινόμενες) για τη δυναμική εκτίμηση αυτών των μετρικών. Με εκτεταμένα πειράματα αξιολογούμε συγκριτικά τους προτεινόμενους αλγορίθμους εκτίμησης και τις τρεις μετρικές και επιδεικνύουμε πώς αυτές οι μετρικές και ειδικά, ο συντελεστής του Gini, μπορούν να χρησιμοποιηθούν εύκολα και δυναμικά από υψηλότερου επιπέδου αλγορίθμους, οι οποίοι μπορούν τώρα να ξέρουν πότε να επέμβουν για να διορθώσουν τις άδικες κατανομές. Το τρίτο και τελευταίο ανοικτό πρόβλημα αφορά την εκτίμηση του μεγέθους αυτοσύνδεσης μιας σχέσης όπου οι πλειάδες της είναι κατανεμημένες σε κόμβους δεδομένων που αποτελούν ένα ομότιμο δίκτυο επικάλυψης. Το μέγεθος αυτοσύνδεσης έχει χρησιμοποιηθεί εκτεταμένα σε συγκεντρωτικές βάσεις δεδομένων για τη βελτιστοποίηση ερωτημάτων και υποστηρίζουμε ότι μπορεί να χρησιμοποιηθεί και σε ένα πλήθος άλλων εφαρμογών, ειδικά στα ομότιμα δίκτυα (π.χ. συσταδοποίηση του Ιστού, αναζήτηση στον Ιστό, κ.λπ.). Η συνεισφορά μας περιλαμβάνει, αρχικά, τις προσαρμογές πέντε γνωστών συγκεντρωτικών τεχνικών εκτίμησης του μεγέθους αυτοσύνδεσης (συγκεκριμένα, σειριακή, ετεροδειγματοληπτική, προσαρμοστική και διεστιακή δειγματοληψία και δειγματοληψία με μέτρηση δείγματος) στο περιβάλλον ομοτίμων εταίρων και η ανάπτυξη μια πρωτότυπης τεχνικής εκτίμησης του μεγέθους αυτοσύνδεσης, βασισμένη στο συντελεστή του Gini. Με μαθηματική ανάλυση δείχνουμε ότι οι εκτιμήσεις του συντελεστή του Gini μπορούν να οδηγήσουν σε εκτιμήσεις των υποκείμενων κατανομών δεδομένων, όταν αυτά ακολουθούν το νόμο της δύναμης ή το νόμο του Zipf και αυτές, με τη σειρά τους, σε εκτιμήσεις του μεγέθους αυτοσύνδεσης των σχέσεων των δεδομένων. Μετά από αναλυτική πειραματική μελέτη και σύγκριση όλων των παραπάνω τεχνικών αποδεικνύουμε ότι η καινούργια τεχνική που προτείνουμε είναι πολύ αποτελεσματική ως προς την ακρίβεια, την πιστότητα και την απόδοση έναντι των άλλων πέντε μεθόδων. / The distributed, Internet-scale networks, and mainly, the peer-to-peer networks (p2p), that constitute their most representative example, recently attract a great interest from the researchers and the industry, due to their outstanding properties, such as full decentralization, autonomy of nodes, scalability, etc. Initially designed to support file sharing applications with simple lookup operations, they soon developed in a new model of distributed systems, with many and increasing possibilities for Internet applications, supporting complex applications of structured and semantically rich data. Our research to the area has two basic points of view: (a) complex query processing and (b) estimation of skewness in various distributions existing in these networks (e.g. load distribution, distribution of offer, or consumption of resources, data value distributions, etc), which, among others, it is an important tool to complex query processing support. Specifically, we deal with and solve three basic open problems. The first open problem is range query processing in p2p systems based on distributed hash tables (DHT), with simultaneous guarantees of access load balancing and fault tolerance. We propose an overlay DHT architecture, coined Saturn. Saturn uses a novel order-preserving hash function that places consecutive data values in successive nodes to provide efficient range query processing, and replication to guarantee access load balancing (vertical, load-driven replication) and fault tolerance (horizontal replication). With extensive experimentation, we evaluate and compare Saturn with two basic DHT networks (Chord and OP - Chord), and certify its superiority to cope with the three above requirements, but also its ability to tune the degree of replication to trade off replication costs for access load balancing. The second open problem that we face concerns the lack of appropriate metrics to express the degree of skewness of various distributions (for example, the fairness degree of load balancing) in p2p networks, and the inefficient and offline-only exploitation of metrics of skewness, which does not enable any cooperation with corrective algorithms (for example, load balancing algorithms). The problem is important because estimation of distribution fairness contributes to system scalability and efficiency. First, after a comprehensive study and evaluation of popular metrics of skewness, we propose three of them (the coefficient of Gini, the fairness index, and the coefficient of variation), and, then, we develop sampling techniques (three already known techniques, and three novel ones) to dynamically estimate these metrics. With extensive experimentation, which comparatively evaluates both the various proposed estimation algorithms and the three metrics we propose, we show how these three metrics, and especially, the coefficient of Gini, can be easily utilized online by higher-level algorithms, which can now know when to best intervene to correct unfairness. The third and last open problem concerns self-join size estimation of a relation whose tuples are distributed over data nodes which comprise an overlay network. Self-join size has been extensively used in centralized databases for query optimization purposes, and we support that it can also be used in various other applications, specifically in p2p networks (e.g. web clustering, web searching, etc). Our contribution first includes the adaptations of five well-known self-join size estimation, centralized techniques (specifically, sequential sampling, cross-sampling, adaptive and bifocal sampling, and sample-count) to the p2p environment and a novel estimation technique which is based on the Gini coefficient. With mathematical analysis we show that, the estimates of the Gini coefficient can lead to estimates of the degree of skewness of the underlying data distribution, when these follow the power, or Zipf’s law, and these estimates can lead to self-join size estimates of those data relations. With extensive experimental study and comparison of all above techniques, we prove that the proposed technique is very efficient in terms of accuracy, precision, and cost of estimation against the other five methods.

In or around 2010, a nationwide reevaluation of the allowable properties for southern pine dimension lumber was initiated. This led to a 2013 reduction in the design values of visually graded southern pine dimension lumber and a resulting decrease in its commercial and utility value. This change compelled researchers and industry professionals to ponder what could be done to shore up the value of solid-sawn southern pine products going forward and potentially increase design values if appropriate. In pursuit of this question, this dissertation looks closely at three areas: 1) the possibility this reduction in mechanical performance is not merely limited to southern pine structural lumber but can also be observed in other solid-sawn softwood products and species, 2) flaws that might exist in commonly utilized statistical models for estimating allowable properties in lumber, and 3) the feasibility of using existing technologies to begin to compensate for the economic and/or utility losses attributed to the recent reduction in design values. This work is comprised of an introduction, a conclusion, and three independent content chapters utilizing a variety of statistical techniques to investigate whether strength and stiffness reduction might also be occurring in southern pine (and Douglasir) utility crossarms, evaluate the propriety of using a Weibull distribution model for estimating allowable properties in dimension lumber, and gauge the suitability of nondestructive testing methods for potentially identifying high-value premium grades in solid-sawn softwood products.

[pt] Na primeira parte da tese, consideramos difeomorfismos com ciclos heterodimensionais associados a um par de selas P e Q de co-índice dois. Provamos que difeomorfismos com ciclos que possuem no mínimo um par de autovalores centrais do ciclo não real geram ciclos heterodimensionais robustos. Além disso, quando os autovalores centrais são não-reais, os ciclos robustos estão associados as continuações das selas iniciais (ou seja, os ciclos podem ser estabilizados). Na segunda parte deste trabalho estudamos mapas produto cruzado sobre aplicações deslocamento (do tipo Bernoulli) com fibras contrativas e dependência Holder nos pontos da base. Provamos que sistemas que satisfazem a propriedade de cobertura exibem blender simbólicos. Estes blenders são generalizações do blender usual cuja principal característica é que suas direções centrais podem ter qualquer dimensão d maior ou igual que 1. / [en] In the first part of the thesis, we consider diffeomorphisms having heterodimensional cycles associated with a pair of saddles P and Q of co-index two. We prove that diffeomorphisms with cycles, which have at least one pair of non-real central eigenvalues, generate robust heterodimensional cycles. Moreover, when both central eigenvalues are non-real, the robust cycles are associated with the continuation of the initial saddles (i.e. the cycle can be stabilized). In the second part of this work we study skew product maps over Bernoulli shifts with contracting fibers and Holder dependence on the base points. We prove that systems satisfying the covering property exhibit symbolic blenders. These blenders are generalizations of the usual blenders whose main property is that their central direction may have any dimension d greater than or equal to 1.

As traditional TV-broadcasters utilize the Internet to transport video streams, they often employ third party distribution networks to ensure that the Quality of Service of the packet stream remain high. In the last step of such a distribution network, a playout scheduler will schedule the packets so that their intervals are as close as possible to the intervals with which they were initially sent by the source. This is done with the aim to minimize the amount of packet delay variation experienced by the final destination. Due to the source and distribution network not always being synchronized to the same reference clock, reconstructing the packet intervals back into the initial values is subject to the issue of clock skew; the clocks run at different frequencies. In the presence of clock skew, each packet interval will be reconstructed with a slight error, which will accumulate throughout the packet stream. This thesis evaluates how clock frequency ratio estimators can be implemented as part of the playout scheduler, allowing it to better reconstruct the packet intervals in the face of clock skew. Two clock frequency ratio estimators presented in the literature are implemented as a part of playout schedulers, and their use in the context of a video distribution network is evaluated and compared to other playout schedulers. All in all, four of the considered playout schedulers employ clock frequency ratio estimation, and four do not. The playout schedulers are tested on a test bed consisting of two unsynchronized computers, physically separated into a source and a destination connected via Ethernet, to ensure the presence of clock skew. The source generates a video stream, which is sent to the destination. The destination is responsible for packet interval reconstruction and data collection, that allows for comparison of the eight playout schedulers. Each playout scheduler is evaluated under three different network scenarios, each network scenario with increasing amounts of packet delay variation added to the packet stream. The results show that the Cumulative Ratio Scaling with Warm-up scheduler, which employs a clock frequency ratio estimator based on accumulating inter-packet times, performs well under all three network scenarios. The behaviour of the playout scheduler is predictable and the frequency ratio estimate seems to converge towards the true clock frequency ratio as more packets arrive at the playout scheduler. While this playout scheduler is not perfect, its behaviour shows promise in being extended. / När traditionella TV-bolag sänder från avlägsna platser skickas ofta videoströmmen till huvudanläggningen via Internet. För att säkerställa att paketströmmen levereras till huvudanläggningen med hög kvalitet används ofta distributionsnätverk som tillhandahålls av en tredje part. Det sista steget i ett sådant distributionsnätverk utgörs av en utspelningsschemaläggare som schemalägger paketen så att de skickas ut med intervall så lika som möjligt de intervall paketen ursprungligen skickades med, en så kallad återkonstruktion av paketintervallen. Detta görs för att minimera mängden fördröjningsvariation som upplevs av den slutgiltiga destinationen. På grund av att källan och distributionsnätverket inte alltid är synkroniserade till samma referensklocka kommer återkonstruktionen av paketintervallen påverkas av klockskevning; klockorna i källan och det sista steget i distributionsnätverket går i olika takt. Klockskevningen innebär att varje paketintervall återskapas med ett litet fel – ett fel som ackumuleras över tid. Denna uppsats utvärderar hur klockfrekvensratiouppskattare kan användas i en utspelningsschemaläggare, och huruvida uppskattaren kan bidra till att bättre återkonstruera paketintervallen. Två uppskattare som presenterats i tidigare forskning implementeras i utspelningsschemaläggare, och dess användbarhet utvärderas och jämförs inom kontexten för videodistributionsnätverk. Fyra av de utvärderade utspelningsschemaläggarna använder sig av uppskattare och fyra gör det inte. Utspelningsschemaläggarna testas på en testbädd bestående av två osynkroniserade datorer, sammankopplade via Ethernet, för att säkerställa förekomsten av klockskevning. Källan skickar en videoström till destinationen, som i sig ansvarar för återkonstruktion av paketintervallen samt insamling av den data som möjliggör jämförelser mellan de åtta utspelningsschemaläggarna. Varje utspelningsschemaläggare testas under tre olika nätverksscenarion, där varje nätverksscenario utsätter paketströmmen för olika grader av fördröjningsvariation. Resultaten visar att en av utspelningsschemaläggarna, som använder en uppskattare där paketintervall ackumuleras över tid, presterar bra under alla tre nätverksscenarion. Schemaläggaren beter sig förutsägbart, och uppskattningen av klockfrekvensration verkar konvergera till den sanna klockfrekvensration i takt med att allt fler paket inkluderas i beräkningen. Utspelningsschemaläggaren är inte perfekt, men uppvisar lovande beteende för framtida förbättringar.

Noise generation from underwater activities propagates into the marine environment.For marine vessels the propulsion system generates the most noise during itsoperations. Naval vessels that want to operate without being detected want to controlthe sound generating properties of the vessel. To control the sound generatingproperties this project has been looking into the existing propeller of the submergedcraft Carrier Seal that is produced by James Fisher Defense. Then a new and bespokenpropeller has been developed with theories applied to minimize its noise generatingproperties. The properties of the propeller that have been altered is the number ofblades, blade area ratio, pitch and skew angle. These properties have been alteredwith aid of the open-source software for Matlab named Openprop. From the finalpropeller design a prototype was later produced, tested and compared to the existingpropeller of the Seal Carrier. To test and compare these two propellers a test procedurewith inspiration from NATO and the Swedish Defense and Research Agency (FOI) wasdeveloped. The results from the comparison show that the sound pressure level fromthe propeller spectrum could be lowered with 3 dB re 1 μP a for the vessels design speedand several blade tones could be eliminated entirely. Simultaneously the efficiency ofthe vessel is increased throughout its speed range.In conclusions the recommendation to JFD is to change their existing propeller tothis bespoken propeller as it has proven itself to better in every way during thesetrials. / Ljud som genererats under vatten sprider sig långt från källan där de uppstått. Frånmarina fartyg är det framdrivningssystemet som står för majoriteten av det genereradeljudet. För militära fartyg som inte vill upptäckas är det av yttersta vikt att minimeraljuden som genereras ombord. För att kontrollera detta har det här projektet riktatin sig på fartyget Carrier Seal som tillverkas utav James Fisher Defense (JFD) ochdess propeller. Den existerande propellern har analyserats och därefter har en nyoch förbättrad propeller utvecklats. Utvecklingen har gjorts genom att tillämpatillgängliga teorier som gått ut på att minska propellerns ljudskapande egenskaper.Propelleregenskaperna som har undersökts är antalet blad som propellern har, dessbladtäckningsgrad, stigning och skevningsvinkel. Dessa egenskaper har varierats medhjälp av mjukvaran Openprop som körs i Matlab för att hitta en kombination somgenererar mindre ljud än sin föregångare. Därefter har en prototyp tillverkats ochtestats för att sedan jämföras med den existerande propellern. Testproceduren somgenomförts har tagits fram med inspiration från liknande procedurer som genomförtsav NATO och FOI. Resultatet från jämförelsen visar att ljudtrycksnivån från propellernhar kunnat minskats med 3 dB re 1 μP a för hela propellerspektrumet vid farkostensmarschfart och flertalet bladtoner kunde elimineras helt och hållet. Samtidigt someffektiviten kunnat förbättras över hela fartområdet.Slutsatsen som kan dras av arbetet är att JFD rekommenderas att byta deras nuvarandepropeller till den förbättrade propellern eftersom den har visat sig avsevärt mycketbättre under dessa tester.

Studies of mating systems and social organisation have been central to understanding of the evolution of social behaviour. The European badger Meles meles is a good species in which to study these processes, as its complex social system provides an opportunity to investigate how both natural and kin selection shape the evolution of mating systems and social structure. In this thesis, I use behavioural and genetic data to describe the mating system and social organisation of a high-density badger population and examine the occurrence of cooperative breeding. I genotyped 915 (85%) badgers trapped in Wytham Woods (1987–2005), 630 of which were cubs, and assigned both parents to 331 cubs with 95% confidence. This revealed a polygynandrous mating system, with up to five mothers and five fathers per social group. Mounting behaviour was also polygynandrous and I show the strongest evidence to date for multiple-paternity litters. I demonstrate, for the first time, that groups consisted of close and distant kin: approximately one third of group members were first-order kin, and overall group members had slightly lower relatedness levels than half-siblings. Within groups, adult and yearling females had higher pairwise relatedness than males, and neighbouring groups contained relatives. These findings result from the high level (42%) of extra-group paternities, 86% of which were assigned to neighbouring males. For the first time I show that females avoided inbreeding by mating with extra-group males; however, incestuous matings did occur. Promiscuous and repeated mountings were observed, which may reduce male–male aggression and infanticide, but may also promote sperm competition, genetic diversity, and / or genetic compatibility. Just under a third of adult males and females were assigned parentage each year and I quantify, for the first time, reproductive skew within badger groups. Correlations between relatedness, group productivity, and reproductive skew were not consistent with the predictions of incomplete-control models; rather, resource availability may play a role. Older and younger badgers displayed reduced annual breeding success, with male success increasing initially with experience. The Restraint, Constraint, and Selection Hypotheses did not explain the age-related breeding pattern in females. Variance in lifetime breeding success (LBS) was greater for males. Males that only bred within or only outside of their groups had half the LBS of males that did both. Females that were assigned maternity probably bred cooperatively and allonursed non-offspring, which has not been demonstrated previously. No benefit was established, however, in terms of litter size, probability of offspring breeding, or offspring lifetime breeding success, with more mothers in a group. In conclusion, badger social groups are fostered through kinship ties. Polygynandry and repeated mounting may have evolved originally to reduce male–male aggression and infanticide by males, through paternity masking. Although plural breeding occurs, group living appears to be costly. Motivation to disperse may be reduced through high-levels of extra-group paternities, which may also reduce inbreeding. Cooperative breeding among mothers may represent a low-cost behaviour with indirect benefits due to high levels of relatedness between female group-members. Badger sociality therefore represents an early stage in the evolution of social behaviour.