Risque de prix et décisions de production et d'exportation : le cas de l'agriculture au Québec

Cette thèse porte sur l’effet du risque de prix sur la décision des agriculteurs et les transformateurs québécois. Elle se divise en trois chapitres. Le premier chapitre revient sur la littérature. Le deuxième chapitre examine l’effet du risque de prix sur la production de trois produits, à savoir le maïs grain, la viande de porc et la viande d’agneau dans la province Québec. Le dernier chapitre est centré sur l’analyse de changement des préférences du transformateur québécois de porc pour ce qui est du choix de marché. Le premier chapitre vise à montrer l’importance de l’effet du risque du prix sur la quantité produite par les agriculteurs, tel que mis en évidence par la littérature. En effet, la littérature révèle l’importance du risque de prix à l’exportation sur le commerce international. Le deuxième chapitre est consacré à l’étude des facteurs du risque (les anticipations des prix et la volatilité des prix) dans la fonction de l’offre. Un modèle d’hétéroscédasticité conditionnelle autorégressive généralisée (GARCH) est utilisé afin de modéliser ces facteurs du risque. Les paramètres du modèle sont estimés par la méthode de l’Information Complète Maximum Vraisemblance (FIML). Les résultats empiriques montrent l’effet négatif de la volatilité du prix sur la production alors que la prévisibilité des prix a un effet positif sur la quantité produite. Comme attendu, nous constatons que l’application du programme d’assurance-stabilisation des revenus agricoles (ASRA) au Québec induit une plus importante sensibilité de l’offre par rapport au prix effectif (le prix incluant la compensation de l’ASRA) que par rapport au prix du marché. Par ailleurs, l’offre est moins sensible au prix des intrants qu’au prix de l’output. La diminution de l’aversion au risque de producteur est une autre conséquence de l’application de ce programme. En outre, l’estimation de la prime marginale relative au risque révèle que le producteur du maïs est le producteur le moins averse au risque (comparativement à celui de porc ou d’agneau). Le troisième chapitre consiste en l’analyse du changement de préférence du transformateur québécois du porc pour ce qui est du choix de marché. Nous supposons que le transformateur a la possibilité de fournir les produits sur deux marchés : étranger et local. Le modèle théorique explique l’offre relative comme étant une fonction à la fois d’anticipation relative et de volatilité relative des prix. Ainsi, ce modèle révèle que la sensibilité de l’offre relative par rapport à la volatilité relative de prix dépend de deux facteurs : d’une part, la part de l’exportation dans la production totale et d’autre part, l’élasticité de substitution entre les deux marchés. Un modèle à correction d’erreurs est utilisé lors d’estimation des paramètres du modèle. Les résultats montrent l’effet positif et significatif de l’anticipation relative du prix sur l’offre relative à court terme. Ces résultats montrent donc qu’une hausse de la volatilité du prix sur le marché étranger par rapport à celle sur le marché local entraine une baisse de l’offre relative sur le marché étranger à long terme. De plus, selon les résultats, les marchés étranger et local sont plus substituables à long terme qu’à court terme.

Desempenho internacional de empresas exportadoras: um modelo estrutural baseado em capacidades organizacionais e ambiente

The internationalization as an organizational phenomenon fundamentally strategic had as theoretical contributions some Schools that throughout the decades 60, 70, and 80 developed behavioral and economic approaches in order to explain the process. The behavioral approach deals with the perception of phenomenon as a gradual process from the perspective of the executives behavior (JOHANSON and VAHLNE, 1977; HALLÉN and WIEDERSHEIM - PAUL, 1979; CZINKOTA, 1985). This phenomenon in permanent theoretical and managerial evolution made an opportunity to build this investigation, whose goal is to analyse the impact comes from organizational capabilities and the external environment on the international performance of exporting firms. For both, were used as theoretical basis two types of analysis for the comprehension of international performance: Strategic Management - Industrial Organization and Resource-Based View and International Businesses - Current Economic and Behavioral. It was made a cross-sectional survey-based explanatory research, including 150 exporting companies with operations in the Northeast of Brazil. A conceptual model was made with eight constructs and eight research hypotheses, representative of the effects of external factors on international performance. The data were processed using the Exploratory Factor Analysis and Structural Equation Modeling. The structural equations model was reespecified and estimated through the use of the maximum-likelihood method up to achieve adequated values of indexes of adjustment. As the main theoretical contribution, were identified organizational and physical resources which shows the importance of the management skills development, of the learning capability and capability to establish strategic alliances abroad. That because the knowledge, as the operational point of view as in its strategic application, offers to organization conditions of market positioning which can create opportunities sustainable competitive advantages and which impact the performance of international companies

Desempenho internacional de empresas exportadoras: um modelo estrutural baseado em capacidades organizacionais e ambiente

The internationalization as an organizational phenomenon fundamentally strategic had as theoretical contributions some Schools that throughout the decades 60, 70, and 80 developed behavioral and economic approaches in order to explain the process. The behavioral approach deals with the perception of phenomenon as a gradual process from the perspective of the executives behavior (JOHANSON and VAHLNE, 1977; HALLÉN and WIEDERSHEIM - PAUL, 1979; CZINKOTA, 1985). This phenomenon in permanent theoretical and managerial evolution made an opportunity to build this investigation, whose goal is to analyse the impact comes from organizational capabilities and the external environment on the international performance of exporting firms. For both, were used as theoretical basis two types of analysis for the comprehension of international performance: Strategic Management - Industrial Organization and Resource-Based View and International Businesses - Current Economic and Behavioral. It was made a cross-sectional survey-based explanatory research, including 150 exporting companies with operations in the Northeast of Brazil. A conceptual model was made with eight constructs and eight research hypotheses, representative of the effects of external factors on international performance. The data were processed using the Exploratory Factor Analysis and Structural Equation Modeling. The structural equations model was reespecified and estimated through the use of the maximum-likelihood method up to achieve adequated values of indexes of adjustment. As the main theoretical contribution, were identified organizational and physical resources which shows the importance of the management skills development, of the learning capability and capability to establish strategic alliances abroad. That because the knowledge, as the operational point of view as in its strategic application, offers to organization conditions of market positioning which can create opportunities sustainable competitive advantages and which impact the performance of international companies

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Site Specifc Growth of Metal Catalyzed Silica Nanowires for Biological and Chemical Sensing

In this research the integration of nanostructures and micro-scale devices was investigated using silica nanowires to develop a simple yet robust nanomanufacturing technique for improving the detection parameters of chemical and biological sensors. This has been achieved with the use of a dielectric barrier layer, to restrict nanowire growth to site-specific locations which has removed the need for post growth processing, by making it possible to place nanostructures on pre-pattern substrates. Nanowires were synthesized using the Vapor-Liquid-Solid growth method. Process parameters (temperature and time) and manufacturing aspects (structural integrity and biocompatibility) were investigated. Silica nanowires were observed experimentally to determine how their physical and chemical properties could be tuned for integration into existing sensing structures. Growth kinetic experiments performed using gold and palladium catalysts at 1050 ˚C for 60 minutes in an open-tube furnace yielded dense and consistent silica nanowire growth. This consistent growth led to the development of growth model fitting, through use of the Maximum Likelihood Estimation (MLE) and Bayesian hierarchical modeling. Transmission electron microscopy studies revealed the nanowires to be amorphous and X-ray diffraction confirmed the composition to be SiO2 . Silica nanowires were monitored in epithelial breast cancer media using Impedance spectroscopy, to test biocompatibility, due to potential in vivo use as a diagnostic aid. It was found that palladium catalyzed silica nanowires were toxic to breast cancer cells, however, nanowires were inert at 1µg/mL concentrations. Additionally a method for direct nanowire integration was developed that allowed for silica nanowires to be grown directly into interdigitated sensing structures. This technique eliminates the need for physical nanowire transfer thus preserving nanowire structure and performance integrity and further reduces fabrication cost. Successful nanowire integration was physically verified using Scanning electron microscopy and confirmed electrically using Electrochemical Impedance Spectroscopy of immobilized Prostate Specific Antigens (PSA). The experiments performed above serve as a guideline to addressing the metallurgic challenges in nanoscale integration of materials with varying composition and to understanding the effects of nanomaterials on biological structures that come in contact with the human body.

Seemingly unrelated linear regression for contaminated data based on Gaussian mixtures

In this thesis, new classes of models for multivariate linear regression defined by finite mixtures of seemingly unrelated contaminated normal regression models and seemingly unrelated contaminated normal cluster-weighted models are illustrated. The main difference between such families is that the covariates are treated as fixed in the former class of models and as random in the latter. Thus, in cluster-weighted models the assignment of the data points to the unknown groups of observations depends also by the covariates. These classes provide an extension to mixture-based regression analysis for modelling multivariate and correlated responses in the presence of mild outliers that allows to specify a different vector of regressors for the prediction of each response. Expectation-conditional maximisation algorithms for the calculation of the maximum likelihood estimate of the model parameters have been derived. As the number of free parameters incresases quadratically with the number of responses and the covariates, analyses based on the proposed models can become unfeasible in practical applications. These problems have been overcome by introducing constraints on the elements of the covariance matrices according to an approach based on the eigen-decomposition of the covariance matrices. The performances of the new models have been studied by simulations and using real datasets in comparison with other models. In order to gain additional flexibility, mixtures of seemingly unrelated contaminated normal regressions models have also been specified so as to allow mixing proportions to be expressed as functions of concomitant covariates. An illustration of the new models with concomitant variables and a study on housing tension in the municipalities of the Emilia-Romagna region based on different types of multivariate linear regression models have been performed.

Non-line-of-sight localization with frequency-selective metasurfaces

An emerging technology, that Smart Radio Environments rely on to improve wireless link quality, are Reconfigurable Intelligent Surfaces (RISs). A RIS, in general, can be understood as a thin layer of EM composite material, typically mounted on the walls or ceilings of buildings, which can be reconfigured even after its deployment in the network. RISs made by composing artificial materials in an engineered way, in order to obtain unconventional characteristics, are called metasurfaces. Through the programming of the RIS, it is possible to control and/or modify the radio waves that affect it, thus shaping the radio environment. To overcome the limitations of RISs, the metaprism represents an alternative: it is a passive and non-reconfigurable frequency-selective metasurface that acts as a metamirror to improve the efficiency of the wireless link. In particular, using an OFDM (Orthogonal Frequency-Division Multiplexing) signaling it is possible to control the reflection of the signal, suitably selecting the sub-carrier assigned to each user, without having to interact with the metaprism or having to estimate the CSI. This thesis investigates how OFDM signaling and metaprism can be used for localization purposes, especially to extend the coverage area at low cost, in a scenario where the user is in NLoS (Non-line-of-sight) conditions with respect to the base station, both single antenna. In particular, the paper concerns the design of the analytical model and the corresponding Matlab implementation of a Maximum Likelihood (ML) estimator able to estimate the unknown position, behind an obstacle, from which a generic user transmits to a base station, exploiting the metaprism.

Mapeamento de semeaduras de soja (Glycine max (L.)Merr.) mediante dados MODIS/Terra E TM/Landsat 5: um comparativo

The objective of this work was to compare the soybean crop mapping in the western of Parana State by MODIS/Terra and TM/Landsat 5 images. Firstly, it was generated a soybean crop mask using six TM images covering the crop season, which was used as a reference. The images were submitted to Parallelepiped and Maximum Likelihood digital classification algorithms, followed by visual inspection. Four MODIS images, covering the vegetative peak, were classified using the Parallelepiped method. The quality assessment of MODIS and TM classification was carried out through an Error Matrix, considering 100 sample points between soybean or not soybean, randomly allocated in each of the eight municipalities within the study area. The results showed that both the Overall Classification (OC) and the Kappa Index (KI) have produced values ranging from 0.55 to 0.80, considered good to very good performances, either in TM or MODIS images. When OC and KI, from both sensors were compared, it wasn't found no statistical difference between them. The soybean mapping, using MODIS, has produced 70% of reliance in terms of users. The main conclusion is that the mapping of soybean by MODIS is feasible, with the advantage to have better temporal resolution than Landsat, and to be available on the internet, free of charge.

Inclusão da epistasia em modelo de avaliação genética de bovinos de corte compostos

Dados de bovinos compostos foram analisados para avaliar o efeito da epistasia nos modelos de avaliação genética. As características analisadas foram os pesos aos 205 (P205) e 390 dias (P390) e perímetro escrotal aos 390 dias (PE390). As análises foram realizadas pela metodologia de máxima verossimilhança considerando-se dois modelos: o modelo 1 incluiu como covariáveis os efeitos aditivos diretos e maternos, e os não aditivos das heterozigoses para os efeitos diretos e para o materno total, e o modelo 2 considerou também o efeito direto de epistasia. Para comparação dos modelos, foram utilizados o critério de informação de Akaike (AIC) e o critério de informação Bayesiano de Schwartz (BIC), e o teste de razão de verossimilhança. A inclusão da epistasia no modelo de avaliação genética pouco alterou as estimativas de componentes de (co)variâncias genéticas aditivas e, consequentemente, as herdabilidades. O teste de verossimilhança e o critério de Akaike sugeriram que o modelo 2, que inclui a epistasia, apresentou maior aderência aos dados para todas as características analisadas. O critério BIC indicou este modelo como o melhor apenas para P205. Para análise genética dessa população, o modelo que considerou o efeito de epistasia foi o mais adequado.

Thaptomys Thomas 1915 (Rodentia, Sigmodontinae, Akodontini) with karyotypes 2n = 50, FN = 48, and 2n = 52, FN = 52: two monophyletic lineages recovered by molecular phylogeny

A novel karyotype with 2n = 50, FN = 48, was described for specimens of Thaptomys collected at Una, State of Bahia, Brazil, which are morphologically indistinguishable from Thaptomys nigrita, 2n = 52, FN = 52, found in other localities. It was hence proposed that the 2n = 50 karyotype could belong to a distinct species, cryptic of Thaptomys nigrita, once chromosomal rearrangements observed, along with the geographic distance, might represent a reproductive barrier between both forms. Phylogenetic analyses using maximum parsimony and maximum likelihood based on partial cytochrome b sequences with 1077 bp were performed, attempting to establish the relationships among the individuals with distinct karyotypes along the geographic distribution of the genus; the sample comprised 18 karyotyped specimens of Thaptomys, encompassing 15 haplotypes, from eight different localities of the Atlantic Rainforest. The intra-generic relationships corroborated the distinct diploid numbers, once both phylogenetic reconstructions recovered two monophyletic lineages, a northeastern clade grouping the 2n = 50 and a southeastern clade with three subclades, grouping the 2n = 52 karyotype. The sequence divergence observed between their individuals ranged from 1.9% to 3.5%.

PENCALC: a program for penetrance estimation in autosomal dominant diseases

We present a computer program developed for estimating penetrance rates in autosomal dominant diseases by means of family kinship and phenotype information contained within the pedigrees. The program also determines the exact 95% credibility interval for the penetrance estimate. Both executable (PenCalc for Windows) and web versions (PenCalcWeb) of the software are available. The web version enables further calculations, such as heterozygosity probabilities and assessment of offspring risks for all individuals in the pedigrees. Both programs can be accessed and down-loaded freely at the home-page address http://www.ib.usp.br/~otto/software.htm.

Técnicas de diagnóstico de influência local na análise espacial da produtividade da soja

A modelagem da estrutura de dependência espacial pela abordagem da geoestatística é fundamental para a definição de parâmetros que definem esta estrutura, e que são utilizados na interpolação de valores em locais não amostrados pela técnica de krigagem. Entretanto, a estimação de parâmetros pode ser muito afetada pela presença de observações atípicas nos dados amostrados. O desenvolvimento deste trabalho teve por objetivo utilizar técnicas de diagnóstico de influência local em modelos espaciais lineares gaussianos, utilizados em geoestatística, para avaliar a sensibilidade dos estimadores de máxima verossimilhança e máxima verossimilhança restrita na presença de dados discrepantes. Estudos com dados experimentais mostraram que tanto a presença de valores atípicos como de valores considerados influentes, pela análise de diagnóstico, pode exercer forte influência nos mapas temáticos, alterando, assim, a estrutura de dependência espacial. As aplicações de técnicas de diagnóstico de influência local devem fazer parte de toda análise geoestatística a fim de garantir que as informações contidas nos mapas temáticos tenham maior qualidade e possam ser utilizadas com maior segurança pelo agricultor.

Genetic trend estimates of meat quality traits in a male broiler line

The present research was conducted to estimate the genetic trends for meat quality traits in a male broiler line. The traits analyzed were initial pH, pH at 6 h after slaughter, final pH, initial range of falling pH, final range of falling pH, lightness, redness, yellowness, weep loss, drip loss, shrink loss, and shear force. The number of observations varied between 618 and 2125 for each trait. Genetic values were obtained by restricted maximum likelihood, and the numerator relationship matrix had 107,154 animals. The genetic trends were estimated by regression of the broiler average genetic values with respect to unit of time (generations), and the average genetic trend was estimated by regression coefficients. Generally, for the traits analyzed, small genetic trends were obtained, except for drip loss and shear force, which were higher. The small magnitude of the trends found could be a consequence of the absence of selection for meat quality traits in the line analyzed. The estimates of genetic trends obtained were an indication of an improvement in the meat quality traits in the line analyzed, except for drip loss.

Genomic islands in the pathogenic filamentous fungus Aspergillus fumigatus

We present the genome sequences of a new clinical isolate of the important human pathogen, Aspergillus fumigatus, A1163, and two closely related but rarely pathogenic species, Neosartorya fischeri NRRL181 and Aspergillus clavatus NRRL1. Comparative genomic analysis of A1163 with the recently sequenced A. fumigatus isolate Af293 has identified core, variable and up to 2% unique genes in each genome. While the core genes are 99.8% identical at the nucleotide level, identity for variable genes can be as low 40%. The most divergent loci appear to contain heterokaryon incompatibility ( het) genes associated with fungal programmed cell death such as developmental regulator rosA. Cross-species comparison has revealed that 8.5%, 13.5% and 12.6%, respectively, of A. fumigatus, N. fischeri and A. clavatus genes are species-specific. These genes are significantly smaller in size than core genes, contain fewer exons and exhibit a subtelomeric bias. Most of them cluster together in 13 chromosomal islands, which are enriched for pseudogenes, transposons and other repetitive elements. At least 20% of A. fumigatus-specific genes appear to be functional and involved in carbohydrate and chitin catabolism, transport, detoxification, secondary metabolism and other functions that may facilitate the adaptation to heterogeneous environments such as soil or a mammalian host. Contrary to what was suggested previously, their origin cannot be attributed to horizontal gene transfer ( HGT), but instead is likely to involve duplication, diversification and differential gene loss (DDL). The role of duplication in the origin of lineage-specific genes is further underlined by the discovery of genomic islands that seem to function as designated ""gene dumps'' and, perhaps, simultaneously, as "" gene factories''.

Phylogenetic relationships within the speciose family Characidae (Teleostei: Ostariophysi: Characiformes) based on multilocus analysis and extensive ingroup sampling

Background: With nearly 1,100 species, the fish family Characidae represents more than half of the species of Characiformes, and is a key component of Neotropical freshwater ecosystems. The composition, phylogeny, and classification of Characidae is currently uncertain, despite significant efforts based on analysis of morphological and molecular data. No consensus about the monophyly of this group or its position within the order Characiformes has been reached, challenged by the fact that many key studies to date have non-overlapping taxonomic representation and focus only on subsets of this diversity. Results: In the present study we propose a new definition of the family Characidae and a hypothesis of relationships for the Characiformes based on phylogenetic analysis of DNA sequences of two mitochondrial and three nuclear genes (4,680 base pairs). The sequences were obtained from 211 samples representing 166 genera distributed among all 18 recognized families in the order Characiformes, all 14 recognized subfamilies in the Characidae, plus 56 of the genera so far considered incertae sedis in the Characidae. The phylogeny obtained is robust, with most lineages significantly supported by posterior probabilities in Bayesian analysis, and high bootstrap values from maximum likelihood and parsimony analyses. Conclusion: A monophyletic assemblage strongly supported in all our phylogenetic analysis is herein defined as the Characidae and includes the characiform species lacking a supraorbital bone and with a derived position of the emergence of the hyoid artery from the anterior ceratohyal. To recognize this and several other monophyletic groups within characiforms we propose changes in the limits of several families to facilitate future studies in the Characiformes and particularly the Characidae. This work presents a new phylogenetic framework for a speciose and morphologically diverse group of freshwater fishes of significant ecological and evolutionary importance across the Neotropics and portions of Africa.