886 resultados para CONSTRUCTIONS
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Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.
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This paper has three sections. In the first one, I expose and discuss Davidson's semantic account of adverbial sentences: the basic idea is that these sentences involve quantification over events, and I defend that view from opposing perspectives like the theory of adverbs as predicate modifiers. In the second section I defend the claim that in english constructions following the scheme: ¿X did V by T-ings¿, we are referring to the same action of X; what is sometimes called ¿The Anscombe Thesis¿. Again I discuss competing theories only to conclude that the Anscombe Thesis is true. In the third section, however, it is shown that to assume as premisses these two theses -Davidson's account and the Anscombe Thesis- leads to a serious conflict. Alternative solutions are worked out and rejected. It is also argued that the only tenable solution depends on certain metaphysical assumptions. Finally, however, I will cast doubt on this solution.
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The work of the Department of Natural Resources impacts the lives of all Iowans. Iowans deserve a clean environment and quality natural areas for public use and enjoyment. This report reflects the progress made during fiscal year 2013 (FY13) toward our goals and provides information regarding the condition of our state’s natural resources and the effectiveness of our programs. In FY13, we continued to improve collaboration with other executive branch agencies. The DNR and DOT work very closely on the issuance of permits needed for road and bridge constructions, but recently we have also been working together to meet the administrative needs of the agencies. The DNR is working closely with the DOT to adopt an Electronic Records Management System used by the DOT. This system will improve accessibility to public documents and reduce the amount of paper files retained in storage. The DNR also continues to improve collaboration with other agencies, such as the Iowa Economic Development Authority as we work closely with them on business development in the state. The DNR strives to continually improve our customer service and how we can meet Iowan’s needs. As an example, the online reservation system for campground reservations has grown over the past eight years so that now 88% of the camping reservations are made online. The DNR continues to improve our online presence and accessibility. In FY13 the Iowa Legislature approved paying off the State’s bond debt used to construct Honey Creek Resort State Park. By removing this debt, the DNR will be able to focus more on the future of the Resort, rather than the past debt. Finally, in August of 2012, the DNR was faced with a tragic accident, where a seasonal parks employee died after rolling a mower into a lake. This incident has caused us to establish a Safety Program at the DNR and to review all of our departmental safety trainings, programs, and equipment. By focusing on our employee’s safety and well being, it is another way that we can demonstrate that at the DNR, our employees are our greatest asset.
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Introduction : Depuis plusieurs années, la pratique a développé une nouvelle forme d'utilisation de la propriété immobilière : le time-sharing, que l'on appelle aussi couramment propriété en temps partagé ou multipropriété. Son objectif est de permettre à plusieurs personnes de bénéficier du même logement de vacances en prévoyant une répartition temporelle de leur usage. Actuellement, il n'existe dans le système juridique suisse aucune disposition légale qui traite expressément du time-sharing, mais ce concept peut être valablement établi sur la base du droit en vigueur en ayant recours à différentes constructions. En effet, le droit contractuel, le droit des sociétés et les droits réels sont autant de moyens utilisés par la pratique pour atteindre le but fixé. Le choix entre ces diverses alternatives n'est toutefois pas anodin, car il détermine de manière directe la position juridique du time-sharer vis-à-vis des tiers et des personnes qui font partie de la même structure que lui. Le système du time-sharing a suscité un véritable engouement auprès des consommateurs, mais il a également donné lieu à de nombreux abus dont la presse s'est faite l'écho. Pour ces raisons, le législateur envisage aujourd'hui d'introduire des dispositions légales protectrices permettant de délimiter précisément les droits et obligations dont le time-sharer acquiert la titularité. Cette intervention législative ne consiste toutefois pas en une réglementation du time-sharing, mais uniquement en l'élaboration de normes générales qui doivent s'appliquer lors de la conclusion du contrat d'acquisition et qui se veulent compatibles avec les différentes constructions juridiques possibles. Nous avons choisi, pour la présente étude, d'examiner les possibilités qu'offrent les droits réels pour établir le partage de la jouissance d'un appartement et d'analyser la construction qui assure au consommateur la position la plus stable : celle de copropriétaire d'une part de propriété par étages. Les caractéristiques propres au time-sharing qui nous intéresse sont ainsi les suivantes : 1) Le time-sharer est un véritable propriétaire immobilier. Le droit de propriété assure une position forte à son titulaire qui bénéficie alors de tous les attributs et toutes les garanties de ce droit absolu. Mais le fait que plusieurs personnes acquièrent le même objet, nous met en présence du concept de propriété collective qu'il faut analyser afin d'expliquer la construction juridique du time-sharing en droits réels. 2) L'appartement reste toujours le même. L'objectif principal du consommateur est d'acquérir un droit de propriété sur un logement qu'il a lui-même choisi. Nous excluons ainsi les sociétés qui mettent à disposition de leurs membres un choix d'appartements que ce soit contre le versement d'une somme d'argent, par le biais d'un système d'acquisition de points-vacances, ou proportionnellement à l'investissement dans le capital social et le parc immobilier de la société. En outre, bien qu'il soit loisible à tout propriétaire d'entrer en relation avec une société d'échange afin de bénéficier d'un autre appartement, nous n'examinerons pas les rapports juridiques ainsi créés, car ils relèvent du droit contractuel et du droit des sociétés et non des droits réels. 3) L'immeuble est situé en Suisse et il est organisé en propriété par étages avant que les différents appartements qui le constituent ne soient vendus. Malgré le succès connu par le time-sharing hors de nos frontières, nous avons décidé de nous intéresser uniquement au statut réel du time-sharing en droit suisse et non aux divers problèmes qui peuvent surgir en droit international privé face aux contrats passés sous l'empire d'un droit étranger. En outre, comme nous le verrons, la structure de la propriété par étages se révèle être parfaitement adaptée au time-sharing en offrant une organisation élaborée et une communauté bénéficiant de la quasi-personnalité juridique. 4) Il n'y a aucun lien préexistant entre les différents acquéreurs et il n'est, par conséquent, pas nécessaire que l'acquisition de l'appartement se fasse simultanément et de manière collective. Dans la plupart des cas, les acquisitions seront échelonnées dans le temps et les personnes entreront en contact uniquement par le biais de leur logement commun. Le système permet donc une grande indépendance entre les différents membres du time-sharing, autant lors de l'achat que de la revente du droit de jouissance. 5) L'appartement étant vendu à de nombreuses personnes, il est nécessaire de fixer des périodes cycliques de jouissance. Celles-ci sont l'élément essentiel du time-sharing et déterminent le prix de vente par leur durée et par leur situation annuelle en haute saison ou en concordance avec les vacances scolaires. Toutefois, bien d'autres éléments nécessitent d'être règlés au niveau de l'organisation interne pour établir avec précision les droits et obligations de chacun. Le plan de notre étude comporte quatre parties principales qui portent respectivement sur la théorie de la propriété collective, sur les différentes constructions envisageables dans le domaine des droits réels, sur l'organisation de la copropriété fondant le time-sharing et sur l'examen des projets de révisions législatives à la lumière de la copropriété.
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Résumé La réalisation d'une seconde ligne de métro (M2) dès 2004, passant dans le centre ville de Lausanne, a été l'opportunité de développer une méthodologie concernant des campagnes microgravimétriques dans un environnement urbain perturbé. Les corrections topographiques prennent une dimension particulière dans un tel milieu, car de nombreux objets non géologiques d'origine anthropogénique comme toutes sortes de sous-sols vides viennent perturber les mesures gravimétriques. Les études de génie civil d'avant projet de ce métro nous ont fournis une quantité importante d'informations cadastrales, notamment sur les contours des bâtiments, sur la position prévue du tube du M2, sur des profondeurs de sous-sol au voisinage du tube, mais aussi sur la géologie rencontré le long du corridor du M2 (issue des données lithologiques de forages géotechniques). La planimétrie des sous-sols a été traitée à l'aide des contours des bâtiments dans un SIG (Système d'Information Géographique), alors qu'une enquête de voisinage fut nécessaire pour mesurer la hauteur des sous-sols. Il a été alors possible, à partir d'un MNT (Modèle Numérique de Terrain) existant sur une grille au mètre, de mettre à jour celui ci avec les vides que représentent ces sous-sols. Les cycles de mesures gravimétriques ont été traités dans des bases de données Ac¬cess, pour permettre un plus grand contrôle des données, une plus grande rapidité de traitement, et une correction de relief rétroactive plus facile, notamment lorsque des mises à jour de la topographie ont lieu durant les travaux. Le quartier Caroline (entre le pont Bessières et la place de l'Ours) a été choisi comme zone d'étude. Le choix s'est porté sur ce quartier du fait que, durant ce travail de thèse, nous avions chronologiquement les phases pré et post creusement du tunnel du M2. Cela nous a permis d'effectuer deux campagnes gravimétriques (avant le creu¬sement durant l'été 2005 et après le creusement durant l'été 2007). Ces réitérations nous ont permis de tester notre modélisation du tunnel. En effet, en comparant les mesures des deux campagnes et la réponse gravifique du modèle du tube discrétisé en prismes rectangulaires, nous avons pu valider notre méthode de modélisation. La modélisation que nous avons développée nous permet de construire avec détail la forme de l'objet considéré avec la possibilité de recouper plusieurs fois des interfaces de terrains géologiques et la surface topographique. Ce type de modélisation peut s'appliquer à toutes constructions anthropogéniques de formes linéaires. Abstract The realization of a second underground (M2) in 2004, in downtown Lausanne, was the opportunity to develop a methodology of microgravity in urban environment. Terrain corrections take on special meaning in such environment. Many non-geologic anthropogenic objects like basements act as perturbation of gravity measurements. Civil engineering provided a large amount of cadastral informations, including out¬lines of buildings, M2 tube position, depths of some basements in the vicinity of the M2 corridor, and also on the geology encountered along the M2 corridor (from the lithological data from boreholes). Geometry of basements was deduced from building outlines in a GIS (Geographic Information System). Field investigation was carried out to measure or estimate heights of basements. A DEM (Digital Elevation Model) of the city of Lausanne is updated from voids of basements. Gravity cycles have been processed in Access database, to enable greater control of data, enhance speed processing, and retroactive terrain correction easier, when update of topographic surface are available. Caroline area (between the bridge Saint-Martin and Place de l'Ours) was chosen as the study area. This area was in particular interest because it was before and after digging in this thesis. This allowed us to conduct two gravity surveys (before excavation during summer 2005 and after excavation during summer 2007). These re-occupations enable us to test our modélisation of the tube. Actually, by comparing the difference of measurements between the both surveys and the gravity response of our model (by rectangular prisms), we were able to validate our modeling. The modeling method we developed allows us to construct detailed shape of an object with possibility to cross land geological interfaces and surface topography. This type of modélisation can be applied to all anthropogenic structures.
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It is estimated that around 230 people die each year due to radon (222Rn) exposure in Switzerland. 222Rn occurs mainly in closed environments like buildings and originates primarily from the subjacent ground. Therefore it depends strongly on geology and shows substantial regional variations. Correct identification of these regional variations would lead to substantial reduction of 222Rn exposure of the population based on appropriate construction of new and mitigation of already existing buildings. Prediction of indoor 222Rn concentrations (IRC) and identification of 222Rn prone areas is however difficult since IRC depend on a variety of different variables like building characteristics, meteorology, geology and anthropogenic factors. The present work aims at the development of predictive models and the understanding of IRC in Switzerland, taking into account a maximum of information in order to minimize the prediction uncertainty. The predictive maps will be used as a decision-support tool for 222Rn risk management. The construction of these models is based on different data-driven statistical methods, in combination with geographical information systems (GIS). In a first phase we performed univariate analysis of IRC for different variables, namely the detector type, building category, foundation, year of construction, the average outdoor temperature during measurement, altitude and lithology. All variables showed significant associations to IRC. Buildings constructed after 1900 showed significantly lower IRC compared to earlier constructions. We observed a further drop of IRC after 1970. In addition to that, we found an association of IRC with altitude. With regard to lithology, we observed the lowest IRC in sedimentary rocks (excluding carbonates) and sediments and the highest IRC in the Jura carbonates and igneous rock. The IRC data was systematically analyzed for potential bias due to spatially unbalanced sampling of measurements. In order to facilitate the modeling and the interpretation of the influence of geology on IRC, we developed an algorithm based on k-medoids clustering which permits to define coherent geological classes in terms of IRC. We performed a soil gas 222Rn concentration (SRC) measurement campaign in order to determine the predictive power of SRC with respect to IRC. We found that the use of SRC is limited for IRC prediction. The second part of the project was dedicated to predictive mapping of IRC using models which take into account the multidimensionality of the process of 222Rn entry into buildings. We used kernel regression and ensemble regression tree for this purpose. We could explain up to 33% of the variance of the log transformed IRC all over Switzerland. This is a good performance compared to former attempts of IRC modeling in Switzerland. As predictor variables we considered geographical coordinates, altitude, outdoor temperature, building type, foundation, year of construction and detector type. Ensemble regression trees like random forests allow to determine the role of each IRC predictor in a multidimensional setting. We found spatial information like geology, altitude and coordinates to have stronger influences on IRC than building related variables like foundation type, building type and year of construction. Based on kernel estimation we developed an approach to determine the local probability of IRC to exceed 300 Bq/m3. In addition to that we developed a confidence index in order to provide an estimate of uncertainty of the map. All methods allow an easy creation of tailor-made maps for different building characteristics. Our work is an essential step towards a 222Rn risk assessment which accounts at the same time for different architectural situations as well as geological and geographical conditions. For the communication of 222Rn hazard to the population we recommend to make use of the probability map based on kernel estimation. The communication of 222Rn hazard could for example be implemented via a web interface where the users specify the characteristics and coordinates of their home in order to obtain the probability to be above a given IRC with a corresponding index of confidence. Taking into account the health effects of 222Rn, our results have the potential to substantially improve the estimation of the effective dose from 222Rn delivered to the Swiss population.
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Through scientific discourse and reproductive technologies, the reproductive body and the maternal body continue to be constructed as ‘natural’. At the same time,these technologies have begun to blur the boundaries between what is consideredan acceptable reproductive body, and consequently an acceptable maternal body,and an unnatural or a socially undesireable one. As science purports to offerwomen greater control over how and when they choose to procreate, through methods which range between delaying or eliminating the possibility of contraception to those which extend the possibility of conception to postmenopausal or infertile women, these same procedures raise questions about thenature and ‘naturalness’ of reproduction. Added to these concerns are thesuitablility of the reproductive body as a maternal body. Consequently, and moreand more frequently, bodies which defy ideals about maternity and motherhoodemerge, and questions about what it means to mother are raised. Bodies whichcontest the construction of motherhood as natural are frequently represented asmonstrous or freakish, and the debate between science and nature is heightened.Hiromi Goto’s short story ‘Hopeful Monsters’ resists the construction of the‘natural’ maternal body by highlighting the way in which women’s bodies areshaped by scientific discourse. In turn, images of ‘monstrous’ mothers emerge andare challenged, suggesting the need to reimagine what it means to mother and whatit means to be a mother. Through reading a selection of the stories this paper willinterrogate possible alternatives to constructions of the ‘natural’ maternal body and motherhood, suggesting that the Goto’s ‘monsters’ are perhaps only monstrous as a result of scientific discourse which constructs them as such.
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Este trabajo analiza cómo interpretan la atenuación 25 estudiantes universitarios venezolanos de Odontología, de nuevo ingreso, al responder a dos cuestionarios luego de leer un artículo de revisión. En el primero, con preguntas abiertas, debían interpretar algunas expresiones atenuadas preseleccionadas; en el segundo, debían elegir entre varias interpretaciones cerradas de los mismos fragmentos. Clasificamos sus respuestas en las siguientes categorías: reconocimiento, supresión y aumento de la atenuación, en el primer cuestionario; identificación de aproximadores, escudos, deícticos y construcciones impersonales, en el segundo. En los resultados predomina la identificación de atenuadores asociados a la dimensión semántica: el 30% reconoció la atenuación tal como fue usada en el original, el 30% aumentó su valor y el 40% no la logró identificar. Los estudiantes identificaron con mayor frecuencia los aproximadores, a diferencia de los escudos, las construcciones impersonales y los deícticos temporales. Estos resultados sugieren que es necesario formar a losestudiantes en el uso especializado de las dimensiones pragmática y sociocognitiva de la atenuación, en cursos de lectura y escritura académica. Solo este conocimiento específico permitirá que los estudiantes dominen el discurso científico prototípico de la Odontología.
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A plant regeneration method with cell suspension cultures of banana, and the effect of biobalistic on regeneration potential are described in this report. Somatic embryos of banana were obtained from indirect embryogenesis of male inflorescence of banana cultivar Maçã (AAB group). Part of the calluses formed (40%) showed embryogenic characteristics (nonfriable, compact and yellow color). The cell suspension, originated from embryogenic calluses, contained clusters of small tightly packed cells with dense cytoplasms, relatively large nuclei and very dense nucleoli. After four months of culture, somatic embryos started to regenerate. The maximum number of regenerated plants was observed between 45 and 60 days after embryo formation.In the first experiment, 401 plants were regenerated from approximately 10 mL of packed cells. In the second experiment, 399 plants were regenerated from a cell suspension six months older than that of the first experiment. Cell transformation using particle bombardment with three different plasmid constructions, containing the uid-A gene, resulted in a strong GUS expression five days after bombardment; however, plant regeneration from bombarded cells was much lower than nonbombarded ones.
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En aquest treball presentem l’estat de la recerca de la metrologia ibèrica aplicada a l’arquitectura. S’analitza un conjunt ample d’assentaments, amb una cronologia que abasta des de l’ibèric ple fins a la romanització, i un àmbit geogràfic que comprèn tot el nord-est de la península Ibèrica. L’anàlisi metrològica de l’urbanisme i els sistemes defensius ibèrics ens han permès identificar dos possibles sistemes de mesures propis de les comunitats ibèriques. La definició de les proporcions geomètriques emprades a les construccions, així com les propostes de restitució d’aquestes, ens permet identificar una repetició de mòduls que mostren el probable ús d’eines de mesura. Conjuntament, hem comprovat que tant l’aplicació d’unitats constructives mediterrànies com dels principals sistemes de proporcions indiquen que el món ibèric català es troba immers dintre dels principals corrents característics de la koiné mediterrània entre els segles V i II aC
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This work is conceived to provide a general approach to the study of the different structures of Roman architecture - and of its representations – that combine the arched system with the architrave and that are traditionally grouped under terms like “arcuated trabeation” and “Syrian pediment” or other similar (“Syrian arch”, “arcuated lintel”, “arcuated architrave”, “arcuated gable”, “arcuated pediment”). This paper will address all-round issues of form and terminology, of origin and spread (with particular attention to the problem presented by the site of Sî῾ Syria), of use in constructions and iconography and of possible symbolic value. The study focuses on key concepts and basic bibliography as well as on some technical, functional and symbolic aspects able to broaden what has been outlined so far.
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El propósito de este estudio fue identificar y analizar algunos rasgos retóricos discursivos de casos clínicos (CC) odontológicos. Se seleccionó, al azar, un corpus de 40 CC de cuatro revistas odontológicas hispanas (1999-2005). Se encontró que predomina el formato 'introducción, descripción del caso , discusión', siendo la 'descripción del caso' la sección distintiva. Prevalecen las secuencias narrativas y descriptivas en todas las secciones retóricas. Además,hay muy pocas citas, aparecen esencialmente en la 'introcucción' y en la 'discusión' . Se registró el uso de atenuantes en las distintas secciones retóricas del CC: predominó el uso de impersonales, empleados para ocultar el agente de la acción, y aproximadores, para expresar impresión, variabilidad y honestidad. En cuanto al posicionamiento, predominaron el impersonal y plural mayestático. Se concluye que pese a la variabilidad retórica discursiva, el corpus analizado podría definirse como un género discursivo, descriptivo, narrativo e impersonal. El CC es un género importante para las distintas sub-especialidades odontológicas; por lo tanto, los resultados tienen aplicaciones didácticas para la enseñanza del discurso odontológico. Incorporar el CC al currículum de odontología permitiría al estudiante desarrollar las competencias para producir, comprender y publicar este género