14 resultados para OPERACIONES BANCARIAS DE INVERSION

em Helda - Digital Repository of University of Helsinki


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An efficient and statistically robust solution for the identification of asteroids among numerous sets of astrometry is presented. In particular, numerical methods have been developed for the short-term identification of asteroids at discovery, and for the long-term identification of scarcely observed asteroids over apparitions, a task which has been lacking a robust method until now. The methods are based on the solid foundation of statistical orbital inversion properly taking into account the observational uncertainties, which allows for the detection of practically all correct identifications. Through the use of dimensionality-reduction techniques and efficient data structures, the exact methods have a loglinear, that is, O(nlog(n)), computational complexity, where n is the number of included observation sets. The methods developed are thus suitable for future large-scale surveys which anticipate a substantial increase in the astrometric data rate. Due to the discontinuous nature of asteroid astrometry, separate sets of astrometry must be linked to a common asteroid from the very first discovery detections onwards. The reason for the discontinuity in the observed positions is the rotation of the observer with the Earth as well as the motion of the asteroid and the observer about the Sun. Therefore, the aim of identification is to find a set of orbital elements that reproduce the observed positions with residuals similar to the inevitable observational uncertainty. Unless the astrometric observation sets are linked, the corresponding asteroid is eventually lost as the uncertainty of the predicted positions grows too large to allow successful follow-up. Whereas the presented identification theory and the numerical comparison algorithm are generally applicable, that is, also in fields other than astronomy (e.g., in the identification of space debris), the numerical methods developed for asteroid identification can immediately be applied to all objects on heliocentric orbits with negligible effects due to non-gravitational forces in the time frame of the analysis. The methods developed have been successfully applied to various identification problems. Simulations have shown that the methods developed are able to find virtually all correct linkages despite challenges such as numerous scarce observation sets, astrometric uncertainty, numerous objects confined to a limited region on the celestial sphere, long linking intervals, and substantial parallaxes. Tens of previously unknown main-belt asteroids have been identified with the short-term method in a preliminary study to locate asteroids among numerous unidentified sets of single-night astrometry of moving objects, and scarce astrometry obtained nearly simultaneously with Earth-based and space-based telescopes has been successfully linked despite a substantial parallax. Using the long-term method, thousands of realistic 3-linkages typically spanning several apparitions have so far been found among designated observation sets each spanning less than 48 hours.

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Knowledge of the physical properties of asteroids is crucial in many branches of solar-system research. Knowledge of the spin states and shapes is needed, e.g., for accurate orbit determination and to study the history and evolution of the asteroids. In my thesis, I present new methods for using photometric lightcurves of asteroids in the determination of their spin states and shapes. The convex inversion method makes use of a general polyhedron shape model and provides us at best with an unambiguous spin solution and a convex shape solution that reproduces the main features of the original shape. Deriving information about the non-convex shape features is, in principle, also possible, but usually requires a priori information about the object. Alternatively, a distribution of non-convex solutions, describing the scale of the non-convexities, is also possible to be obtained. Due to insufficient number of absolute observations and inaccurately defined asteroid phase curves, the $c/b$-ratio, i.e., the flatness of the shape model is often somewhat ill-defined. However, especially in the case of elongated objects, the flatness seems to be quite well constrained, even in the case when only relative lightcurves are available. The results prove that it is, contrary to the earlier misbelief, possible to derive shape information from the lightcurve data if a sufficiently wide range of observing geometries is covered by the observations. Along with the more accurate shape models, also the rotational states, i.e., spin vectors and rotation periods, are defined with improved accuracy. The shape solutions obtained so far reveal a population of irregular objects whose most descriptive shape characteristics, however, can be expressed with only a few parameters. Preliminary statistical analyses for the shapes suggests that there are correlations between shape and other physical properties, such as the size, rotation period and taxonomic type of the asteroids. More shape data of, especially, the smallest and largest asteroids, as well as the fast and slow rotators is called for in order to be able to study the statistics more thoroughly.

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Cosmic Clowns: Convention, Invention, and Inversion in the Yaqui Easter Ritual is an ethnographic study of masked clown figures called Chapayekas. They represent Judas and the Roman soldiers in the Passion play that forms the narrative core of the Easter ritual of the Yaquis, an indigenous group in Sonora, Mexico. The study looks at how the Chapayeka is created as a ritual figure, how their performance is constructed, and what the part of the clown is in the dynamics of the ritual. The material was gathered over three periods of anthropological fieldwork in Cócorit, Sonora during Easter in 2004, 2006 and 2007. The Chapayeka masks portray foreigners, animals, mythological figures, and even figures from television and movies. They combine two kinds of performance: they perform set, conventional actions, and improvise and invent new ones. This creates dialectics of invention and convention that allow the figure to mediate between the ritual and its context and different kinds of beings within the Yaqui cosmology. The conventional side of their performance is a cycle of death and rebirth that is an inversion of the cycle of Jesus. Through invention, they separate themselves from the other performers and make themselves powerful. Alternation between the two modes enhances that power and brings it into the conventions of the ritual; ultimately the Chapayekas revitalize the entire ritual. The study finds that the clowns are extremely important to the continuity of both ritual and culture, as the combination of continuity and change, convention and invention, is what makes it possible to recreate the conventions of Yaqui culture as powerful and compelling in various contexts. Another factor is the prevalence of dialectical mediation, which relates concepts by defining them against each other as opposites, and makes it possible to cross a boundary while keeping it intact. Clowns embody and create dialectics to mediate boundaries while guarding against relativization, the disappearance of distinctions. The Chapayekas create and constitute boundaries between the self and other, microcosm and macrocosm, sacred and profane. The study argues that all clown and trickster figures are characterized by constantly alternating between invention and convention; this is what connects them to the collective and moral aspect of culture and, at the same time, makes them unpredictable and powerful. It is possible to do justice to the opposed aspects of these ambiguous and paradoxical figures by taking into account the different foundations and contextual effects of the different modes of symbolization.

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The grotesque in Finnish literature. Four case studies The topic of the dissertation is the grotesque in Finnish literature. The dissertation is twofold. Firstly, it focuses on the genre tradition of the grotesque, especially its other main branch, which has been named, following in Bakhtin s footsteps, subjective ( chamber ) grotesque, to be distinguished from carnivalistic ( public square ) grotesque. Secondly, the dissertation analyses and interprets four fictional literary works within the context of the grotesque genre, constructed on the basis of previous research and literature. These works are the novel Rakastunut rampa (1922) by Joel Lehtonen, the novel Prins Efflam (1953, transl. into Finnish as Kalastajakylän prinssi) by Sally Salminen, the short story Orjien kasvattaja (1965) by Juhani Peltonen, and the novel Veljeni Sebastian (1985) by Annika Idström. What connects these stirring novels, representing early or full modernism, is the supposition that they belong to the tradition of the subjective grotesque, not only due to occasional details, but also in a more comprehensive manner. The premises are that genre is a significant part of the work and that reading a novel in the context of the genre tradition adds something essential to the interpretation of individual texts and reveals meanings that might otherwise go unnoticed. The main characteristic of the grotesque is breaking the norm. This is accomplished through different means: degradation, distortion, inversion, combination, exaggeration and multiplication. The most significant strategy for breaking the norm is incongruence: the grotesque combines conflicting or mutually exclusive categories and elements on different levels. Simultaneously, the grotesque unravels categorisations and questions our way of perceiving the world. The grotesque not only poses a threat to one s identity, but can also pose a threat to the cognitive process. An analysis of the fictional works is presented as case studies of each chosen work as a whole. The analysis is based on the method of close reading, which draws on both classical and postclassical narratology, and the analysis and interpretation are expanded within the genre tradition of the grotesque. The grotesque is also analysed in terms of its relationship to the neighbouring categories and genre traditions, such as the tragic, the sublime, the horror story and the coming-of-age story. This dissertation shows how the grotesque is constructed repeatedly on deviations from the norm as well as on incongruence, also in the works analysed, and how it stratifies in these novels on and between different levels, such as the story, text, narration, composition and the world of the novels. In all the works analysed, the grotesque reduces and subverts. Again and again it reveals different sides of humanity stripped of idealisation and glorification. The dissertation reveals that Finnish literature is not a solitary island, even regarding the grotesque, for it continues and offers variations of the common tradition of grotesque literature, and likewise draws on grotesque visual arts. This dissertation is the first monograph in Finnish literature research focusing on the subjective grotesque.

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A wide range of models used in agriculture, ecology, carbon cycling, climate and other related studies require information on the amount of leaf material present in a given environment to correctly represent radiation, heat, momentum, water, and various gas exchanges with the overlying atmosphere or the underlying soil. Leaf area index (LAI) thus often features as a critical land surface variable in parameterisations of global and regional climate models, e.g., radiation uptake, precipitation interception, energy conversion, gas exchange and momentum, as all areas are substantially determined by the vegetation surface. Optical wavelengths of remote sensing are the common electromagnetic regions used for LAI estimations and generally for vegetation studies. The main purpose of this dissertation was to enhance the determination of LAI using close-range remote sensing (hemispherical photography), airborne remote sensing (high resolution colour and colour infrared imagery), and satellite remote sensing (high resolution SPOT 5 HRG imagery) optical observations. The commonly used light extinction models are applied at all levels of optical observations. For the sake of comparative analysis, LAI was further determined using statistical relationships between spectral vegetation index (SVI) and ground based LAI. The study areas of this dissertation focus on two regions, one located in Taita Hills, South-East Kenya characterised by tropical cloud forest and exotic plantations, and the other in Gatineau Park, Southern Quebec, Canada dominated by temperate hardwood forest. The sampling procedure of sky map of gap fraction and size from hemispherical photographs was proven to be one of the most crucial steps in the accurate determination of LAI. LAI and clumping index estimates were significantly affected by the variation of the size of sky segments for given zenith angle ranges. On sloping ground, gap fraction and size distributions present strong upslope/downslope asymmetry of foliage elements, and thus the correction and the sensitivity analysis for both LAI and clumping index computations were demonstrated. Several SVIs can be used for LAI mapping using empirical regression analysis provided that the sensitivities of SVIs at varying ranges of LAI are large enough. Large scale LAI inversion algorithms were demonstrated and were proven to be a considerably efficient alternative approach for LAI mapping. LAI can be estimated nonparametrically from the information contained solely in the remotely sensed dataset given that the upper-end (saturated SVI) value is accurately determined. However, further study is still required to devise a methodology as well as instrumentation to retrieve on-ground green leaf area index . Subsequently, the large scale LAI inversion algorithms presented in this work can be precisely validated. Finally, based on literature review and this dissertation, potential future research prospects and directions were recommended.

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The problem of recovering information from measurement data has already been studied for a long time. In the beginning, the methods were mostly empirical, but already towards the end of the sixties Backus and Gilbert started the development of mathematical methods for the interpretation of geophysical data. The problem of recovering information about a physical phenomenon from measurement data is an inverse problem. Throughout this work, the statistical inversion method is used to obtain a solution. Assuming that the measurement vector is a realization of fractional Brownian motion, the goal is to retrieve the amplitude and the Hurst parameter. We prove that under some conditions, the solution of the discretized problem coincides with the solution of the corresponding continuous problem as the number of observations tends to infinity. The measurement data is usually noisy, and we assume the data to be the sum of two vectors: the trend and the noise. Both vectors are supposed to be realizations of fractional Brownian motions, and the goal is to retrieve their parameters using the statistical inversion method. We prove a partial uniqueness of the solution. Moreover, with the support of numerical simulations, we show that in certain cases the solution is reliable and the reconstruction of the trend vector is quite accurate.

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Large-scale chromosome rearrangements such as copy number variants (CNVs) and inversions encompass a considerable proportion of the genetic variation between human individuals. In a number of cases, they have been closely linked with various inheritable diseases. Single-nucleotide polymorphisms (SNPs) are another large part of the genetic variance between individuals. They are also typically abundant and their measuring is straightforward and cheap. This thesis presents computational means of using SNPs to detect the presence of inversions and deletions, a particular variety of CNVs. Technically, the inversion-detection algorithm detects the suppressed recombination rate between inverted and non-inverted haplotype populations whereas the deletion-detection algorithm uses the EM-algorithm to estimate the haplotype frequencies of a window with and without a deletion haplotype. As a contribution to population biology, a coalescent simulator for simulating inversion polymorphisms has been developed. Coalescent simulation is a backward-in-time method of modelling population ancestry. Technically, the simulator also models multiple crossovers by using the Counting model as the chiasma interference model. Finally, this thesis includes an experimental section. The aforementioned methods were tested on synthetic data to evaluate their power and specificity. They were also applied to the HapMap Phase II and Phase III data sets, yielding a number of candidates for previously unknown inversions, deletions and also correctly detecting known such rearrangements.

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Pack ice is an aggregate of ice floes drifting on the sea surface. The forces controlling the motion and deformation of pack ice are air and water drag forces, sea surface tilt, Coriolis force and the internal force due to the interaction between ice floes. In this thesis, the mechanical behavior of compacted pack ice is investigated using theoretical and numerical methods, focusing on the three basic material properties: compressive strength, yield curve and flow rule. A high-resolution three-category sea ice model is applied to investigate the sea ice dynamics in two small basins, the whole Gulf Riga and the inside Pärnu Bay, focusing on the calibration of the compressive strength for thin ice. These two basins are on the scales of 100 km and 20 km, respectively, with typical ice thickness of 10-30 cm. The model is found capable of capturing the main characteristics of the ice dynamics. The compressive strength is calibrated to be about 30 kPa, consistent with the values from most large-scale sea ice dynamic studies. In addition, the numerical study in Pärnu Bay suggests that the shear strength drops significantly when the ice-floe size markedly decreases. A characteristic inversion method is developed to probe the yield curve of compacted pack ice. The basis of this method is the relationship between the intersection angle of linear kinematic features (LKFs) in sea ice and the slope of the yield curve. A summary of the observed LKFs shows that they can be basically divided into three groups: intersecting leads, uniaxial opening leads and uniaxial pressure ridges. Based on the available observed angles, the yield curve is determined to be a curved diamond. Comparisons of this yield curve with those from other methods show that it possesses almost all the advantages identified by the other methods. A new constitutive law is proposed, where the yield curve is a diamond and the flow rule is a combination of the normal and co-axial flow rule. The non-normal co-axial flow rule is necessary for the Coulombic yield constraint. This constitutive law not only captures the main features of forming LKFs but also takes the advantage of avoiding overestimating divergence during shear deformation. Moreover, this study provides a method for observing the flow rule for pack ice during deformation.

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The output of a laser is a high frequency propagating electromagnetic field with superior coherence and brightness compared to that emitted by thermal sources. A multitude of different types of lasers exist, which also translates into large differences in the properties of their output. Moreover, the characteristics of the electromagnetic field emitted by a laser can be influenced from the outside, e.g., by injecting an external optical field or by optical feedback. In the case of free-running solitary class-B lasers, such as semiconductor and Nd:YVO4 solid-state lasers, the phase space is two-dimensional, the dynamical variables being the population inversion and the amplitude of the electromagnetic field. The two-dimensional structure of the phase space means that no complex dynamics can be found. If a class-B laser is perturbed from its steady state, then the steady state is restored after a short transient. However, as discussed in part (i) of this Thesis, the static properties of class-B lasers, as well as their artificially or noise induced dynamics around the steady state, can be experimentally studied in order to gain insight on laser behaviour, and to determine model parameters that are not known ab initio. In this Thesis particular attention is given to the linewidth enhancement factor, which describes the coupling between the gain and the refractive index in the active material. A highly desirable attribute of an oscillator is stability, both in frequency and amplitude. Nowadays, however, instabilities in coupled lasers have become an active area of research motivated not only by the interesting complex nonlinear dynamics but also by potential applications. In part (ii) of this Thesis the complex dynamics of unidirectionally coupled, i.e., optically injected, class-B lasers is investigated. An injected optical field increases the dimensionality of the phase space to three by turning the phase of the electromagnetic field into an important variable. This has a radical effect on laser behaviour, since very complex dynamics, including chaos, can be found in a nonlinear system with three degrees of freedom. The output of the injected laser can be controlled in experiments by varying the injection rate and the frequency of the injected light. In this Thesis the dynamics of unidirectionally coupled semiconductor and Nd:YVO4 solid-state lasers is studied numerically and experimentally.

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Several excited states of Ds and Bs mesons have been discovered in the last six years: BaBar, Cleo and Belle discovered the very narrow states D(s0)*(2317)+- and D(s1)(2460)+- in 2003, and CDF and DO Collaborations reported the observation of two narrow Bs resonances, B(s1)(5830)0 and B*(s2)(5840)0 in 2007. To keep up with experiment, meson excited states should be studied from the theoretical aspect as well. The theory that describes the interaction between quarks and gluons is quantum chromodynamics (QCD). In this thesis the properties of the meson states are studied using the discretized version of the theory - lattice QCD. This allows us to perform QCD calculations from first principles, and "measure" not just energies but also the radial distributions of the states on the lattice. This gives valuable theoretical information on the excited states, as we can extract the energy spectrum of a static-light meson up to D wave states (states with orbital angular momentum L=2). We are thus able to predict where some of the excited meson states should lie. We also pay special attention to the order of the states, to detect possible inverted spin multiplets in the meson spectrum, as predicted by H. Schnitzer in 1978. This inversion is connected to the confining potential of the strong interaction. The lattice simulations can also help us understand the strong interaction better, as the lattice data can be treated as "experimental" data and used in testing potential models. In this thesis an attempt is made to explain the energies and radial distributions in terms of a potential model based on a one-body Dirac equation. The aim is to get more information about the nature of the confining potential, as well as to test how well the one-gluon exchange potential explains the short range part of the interaction.

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This thesis contains three subject areas concerning particulate matter in urban area air quality: 1) Analysis of the measured concentrations of particulate matter mass concentrations in the Helsinki Metropolitan Area (HMA) in different locations in relation to traffic sources, and at different times of year and day. 2) The evolution of traffic exhaust originated particulate matter number concentrations and sizes in local street scale are studied by a combination of a dispersion model and an aerosol process model. 3) Some situations of high particulate matter concentrations are analysed with regard to their meteorological origins, especially temperature inversion situations, in the HMA and three other European cities. The prediction of the occurrence of meteorological conditions conducive to elevated particulate matter concentrations in the studied cities is examined. The performance of current numerical weather forecasting models in the case of air pollution episode situations is considered. The study of the ambient measurements revealed clear diurnal variation of the PM10 concentrations in the HMA measurement sites, irrespective of the year and the season of the year. The diurnal variation of local vehicular traffic flows seemed to have no substantial correlation with the PM2.5 concentrations, indicating that the PM10 concentrations were originated mainly from local vehicular traffic (direct emissions and suspension), while the PM2.5 concentrations were mostly of regionally and long-range transported origin. The modelling study of traffic exhaust dispersion and transformation showed that the number concentrations of particles originating from street traffic exhaust undergo a substantial change during the first tens of seconds after being emitted from the vehicle tailpipe. The dilution process was shown to dominate total number concentrations. Minimal effect of both condensation and coagulation was seen in the Aitken mode number concentrations. The included air pollution episodes were chosen on the basis of occurrence in either winter or spring, and having at least partly local origin. In the HMA, air pollution episodes were shown to be linked to predominantly stable atmospheric conditions with high atmospheric pressure and low wind speeds in conjunction with relatively low ambient temperatures. For the other European cities studied, the best meteorological predictors for the elevated concentrations of PM10 were shown to be temporal (hourly) evolutions of temperature inversions, stable atmospheric stability and in some cases, wind speed. Concerning the weather prediction during particulate matter related air pollution episodes, the use of the studied models were found to overpredict pollutant dispersion, leading to underprediction of pollutant concentration levels.

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The objective of this paper is to investigate the pricing accuracy under stochastic volatility where the volatility follows a square root process. The theoretical prices are compared with market price data (the German DAX index options market) by using two different techniques of parameter estimation, the method of moments and implicit estimation by inversion. Standard Black & Scholes pricing is used as a benchmark. The results indicate that the stochastic volatility model with parameters estimated by inversion using the available prices on the preceding day, is the most accurate pricing method of the three in this study and can be considered satisfactory. However, as the same model with parameters estimated using a rolling window (the method of moments) proved to be inferior to the benchmark, the importance of stable and correct estimation of the parameters is evident.