SVR-GARCH com misturas de kernels gaussianos

Dissertação (mestrado)—Universidade de Brasília, Departamento de Administração, Programa de Pós-graduação em Administração, 2016.

An enforced cooperation : understanding scientific assessments in adversarial polities through Quebec shale gas policymaking, 2010-2014

Les biotechnologies, le réchauffement climatique, les ressources naturelles et la gestion des écosystèmes sont tous représentatifs de la “nouvelle politique de la nature” (Hajer 2003), un terme englobant les enjeux marqués par une grande incertitude scientifique et un encadrement réglementaire inadapté aux nouvelles réalités, suscitant de fait un conflit politique hors du commun. Dans l'espoir de diminuer ces tensions et de générer un savoir consensuel, de nombreux gouvernements se tournent vers des institutions scientifiques ad hoc pour documenter l'élaboration des politiques et répondre aux préoccupations des partie-prenantes. Mais ces évaluations scientifiques permettent-elles réellement de créer une compréhension commune partagée par ces acteurs politiques polarisés? Alors que l'on pourrait croire que celles-ci génèrent un climat d'apprentissage collectif rassembleur, un environnement politique conflictuel rend l'apprentissage entre opposant extrêmement improbable. Ainsi, cette recherche documente le potentiel conciliateur des évaluation scientifique en utilisant le cas des gaz de schiste québécois (2010-2014). Ce faisant, elle mobilise la littérature sur les dimensions politiques du savoir et de la science afin de conceptualiser le rôle des évaluations scientifiques au sein d'une théorie de la médiation scientifique (scientific brokerage). Une analyse de réseau (SNA) des 5751 références contenues dans les documents déposés par 268 organisations participant aux consultations publiques de 2010 et 2014 constitue le corps de la démonstration empirique. Précisément, il y est démontré comment un médiateur scientifique peut rediriger le flux d'information afin de contrer l'incompatibilité entre apprentissage collectif et conflit politique. L'argument mobilise les mécanismes cognitifs traditionnellement présents dans la théorie des médiateurs de politique (policy broker), mais introduit aussi les jeux de pouvoir fondamentaux à la circulation de la connaissance entre acteurs politiques.

An enforced cooperation : understanding scientific assessments in adversarial polities through Quebec shale gas policymaking, 2010-2014

Les biotechnologies, le réchauffement climatique, les ressources naturelles et la gestion des écosystèmes sont tous représentatifs de la “nouvelle politique de la nature” (Hajer 2003), un terme englobant les enjeux marqués par une grande incertitude scientifique et un encadrement réglementaire inadapté aux nouvelles réalités, suscitant de fait un conflit politique hors du commun. Dans l'espoir de diminuer ces tensions et de générer un savoir consensuel, de nombreux gouvernements se tournent vers des institutions scientifiques ad hoc pour documenter l'élaboration des politiques et répondre aux préoccupations des partie-prenantes. Mais ces évaluations scientifiques permettent-elles réellement de créer une compréhension commune partagée par ces acteurs politiques polarisés? Alors que l'on pourrait croire que celles-ci génèrent un climat d'apprentissage collectif rassembleur, un environnement politique conflictuel rend l'apprentissage entre opposant extrêmement improbable. Ainsi, cette recherche documente le potentiel conciliateur des évaluation scientifique en utilisant le cas des gaz de schiste québécois (2010-2014). Ce faisant, elle mobilise la littérature sur les dimensions politiques du savoir et de la science afin de conceptualiser le rôle des évaluations scientifiques au sein d'une théorie de la médiation scientifique (scientific brokerage). Une analyse de réseau (SNA) des 5751 références contenues dans les documents déposés par 268 organisations participant aux consultations publiques de 2010 et 2014 constitue le corps de la démonstration empirique. Précisément, il y est démontré comment un médiateur scientifique peut rediriger le flux d'information afin de contrer l'incompatibilité entre apprentissage collectif et conflit politique. L'argument mobilise les mécanismes cognitifs traditionnellement présents dans la théorie des médiateurs de politique (policy broker), mais introduit aussi les jeux de pouvoir fondamentaux à la circulation de la connaissance entre acteurs politiques.

A staggered approach for the coupling of Cahn–Hilliard type diffusion and finite strain elasticity

We develop an algorithm and computational implementation for simulation of problems that combine Cahn–Hilliard type diffusion with finite strain elasticity. We have in mind applications such as the electro-chemo- mechanics of lithium ion (Li-ion) batteries. We concentrate on basic computational aspects. A staggered algorithm is pro- posed for the coupled multi-field model. For the diffusion problem, the fourth order differential equation is replaced by a system of second order equations to deal with the issue of the regularity required for the approximation spaces. Low order finite elements are used for discretization in space of the involved fields (displacement, concentration, nonlocal concentration). Three (both 2D and 3D) extensively worked numerical examples show the capabilities of our approach for the representation of (i) phase separation, (ii) the effect of concentration in deformation and stress, (iii) the effect of Electronic supplementary material The online version of this article (doi:10.1007/s00466-015-1235-1) contains supplementary material, which is available to authorized users. B P. Areias pmaa@uevora.pt 1 Department of Physics, University of Évora, Colégio Luís António Verney, Rua Romão Ramalho, 59, 7002-554 Évora, Portugal 2 ICIST, Lisbon, Portugal 3 School of Engineering, Universidad de Cuenca, Av. 12 de Abril s/n. 01-01-168, Cuenca, Ecuador 4 Institute of Structural Mechanics, Bauhaus-University Weimar, Marienstraße 15, 99423 Weimar, Germany strain in concentration, and (iv) lithiation. We analyze con- vergence with respect to spatial and time discretization and found that very good results are achievable using both a stag- gered scheme and approximated strain interpolation.

Essays in Applied Insurance Economics

The papers included in this thesis deal with a few aspects of insurance economics that have seldom been dealt with in the applied literature. In the first paper I apply for the first time the tools of the economics of crime to study the determinants of frauds, using data on Italian provinces. The contributions to the literature are manifold: -The price of insuring has a positive correlation with the propensity to defraud -Social norms constraint fraudulent behavior, but their strength is curtailed in economic downturns -I apply a simple extension of the Random Coefficient model, which allows for the presence of time invariant covariates and asymmetries in the impact of the regressors. The second paper assesses how the evolution of macro prudential regulation of insurance companies has been reflected in their equity price. I employ a standard event study methodology, deriving the definition of the “control” and “treatment” groups from what is implied by the regulatory framework. The main results are: -Markets care about the evolution of the legislation. Their perception has shifted from a first positive assessment of a possible implicit “too big to fail” subsidy to a more negative one related to its cost in terms of stricter capital requirement -The size of this phenomenon is positively related to leverage, size and on the geographical location of the insurance companies The third paper introduces a novel methodology to forecast non-life insurance premiums and profitability as function of macroeconomic variables, using the simultaneous equation framework traditionally employed macroeconometric models and a simple theoretical model of insurance pricing to derive a long term relationship between premiums, claims expenses and short term rates. The model is shown to provide a better forecast of premiums and profitability compared with the single equation specifications commonly used in applied analysis.

Analysis of earthquakes predictability

Earthquake prediction is a complex task for scientists due to the rare occurrence of high-intensity earthquakes and their inaccessible depths. Despite this challenge, it is a priority to protect infrastructure, and populations living in areas of high seismic risk. Reliable forecasting requires comprehensive knowledge of seismic phenomena. In this thesis, the development, application, and comparison of both deterministic and probabilistic forecasting methods is shown. Regarding the deterministic approach, the implementation of an alarm-based method using the occurrence of strong (fore)shocks, widely felt by the population, as a precursor signal is described. This model is then applied for retrospective prediction of Italian earthquakes of magnitude M≥5.0,5.5,6.0, occurred in Italy from 1960 to 2020. Retrospective performance testing is carried out using tests and statistics specific to deterministic alarm-based models. Regarding probabilistic models, this thesis focuses mainly on the EEPAS and ETAS models. Although the EEPAS model has been previously applied and tested in some regions of the world, it has never been used for forecasting Italian earthquakes. In the thesis, the EEPAS model is used to retrospectively forecast Italian shallow earthquakes with a magnitude of M≥5.0 using new MATLAB software. The forecasting performance of the probabilistic models was compared to other models using CSEP binary tests. The EEPAS and ETAS models showed different characteristics for forecasting Italian earthquakes, with EEPAS performing better in the long-term and ETAS performing better in the short-term. The FORE model based on strong precursor quakes is compared to EEPAS and ETAS using an alarm-based deterministic approach. All models perform better than a random forecasting model, with ETAS and FORE models showing better performance. However, to fully evaluate forecasting performance, prospective tests should be conducted. The lack of objective tests for evaluating deterministic models and comparing them with probabilistic ones was a challenge faced during the study.

Long-term survivor mixture model with random effects: application to a multi-centre clinical trial of carcinoma

A mixture model incorporating long-term survivors has been adopted in the field of biostatistics where some individuals may never experience the failure event under study. The surviving fractions may be considered as cured. In most applications, the survival times are assumed to be independent. However, when the survival data are obtained from a multi-centre clinical trial, it is conceived that the environ mental conditions and facilities shared within clinic affects the proportion cured as well as the failure risk for the uncured individuals. It necessitates a long-term survivor mixture model with random effects. In this paper, the long-term survivor mixture model is extended for the analysis of multivariate failure time data using the generalized linear mixed model (GLMM) approach. The proposed model is applied to analyse a numerical data set from a multi-centre clinical trial of carcinoma as an illustration. Some simulation experiments are performed to assess the applicability of the model based on the average biases of the estimates formed. Copyright (C) 2001 John Wiley & Sons, Ltd.

Avalanches in a fluctuationless first-order phase transition in a random-bond Ising model

We study the behavior of the random-bond Ising model at zero temperature by numerical simulations for a variable amount of disorder. The model is an example of systems exhibiting a fluctuationless first-order phase transition similar to some field-induced phase transitions in ferromagnetic systems and the martensitic phase transition appearing in a number of metallic alloys. We focus on the study of the hysteresis cycles appearing when the external field is swept from positive to negative values. By using a finite-size scaling hypothesis, we analyze the disorder-induced phase transition between the phase exhibiting a discontinuity in the hysteresis cycle and the phase with the continuous hysteresis cycle. Critical exponents characterizing the transition are obtained. We also analyze the size and duration distributions of the magnetization jumps (avalanches).

Coarsening of solid-liquid mixtures in a random acceleration field

The effects of flow induced by a random acceleration field (g-jitter) are considered in two related situations that are of interest for microgravity fluid experiments: the random motion of isolated buoyant particles, and diffusion driven coarsening of a solid-liquid mixture. We start by analyzing in detail actual accelerometer data gathered during a recent microgravity mission, and obtain the values of the parameters defining a previously introduced stochastic model of this acceleration field. The diffusive motion of a single solid particle suspended in an incompressible fluid that is subjected to such random accelerations is considered, and mean squared velocities and effective diffusion coefficients are explicitly given. We next study the flow induced by an ensemble of such particles, and show the existence of a hydrodynamically induced attraction between pairs of particles at distances large compared with their radii, and repulsion at short distances. Finally, a mean field analysis is used to estimate the effect of g-jitter on diffusion controlled coarsening of a solid-liquid mixture. Corrections to classical coarsening rates due to the induced fluid motion are calculated, and estimates are given for coarsening of Sn-rich particles in a Sn-Pb eutectic fluid, an experiment to be conducted in microgravity in the near future.

Monte Carlo study of a kinetic lattice model with random diffusion of disorder

We report Monte Carlo results for a nonequilibrium Ising-like model in two and three dimensions. Nearest-neighbor interactions J change sign randomly with time due to competing kinetics. There follows a fast and random, i.e., spin-configuration-independent diffusion of Js, of the kind that takes place in dilute metallic alloys when magnetic ions diffuse. The system exhibits steady states of the ferromagnetic (antiferromagnetic) type when the probability p that J>0 is large (small) enough. No counterpart to the freezing phenomena found in quenched spin glasses occurs. We compare our results with existing mean-field and exact ones, and obtain information about critical behavior.

Analog Model for Quantum Gravity Effects: Phonons in Random Fluids

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Mean-Field critical behavior and ergodicity break in a nonequilibrium one-dimensional RSOS growth model

We investigate the nonequilibrium roughening transition of a one-dimensional restricted solid-on-solid model by directly sampling the stationary probability density of a suitable order parameter as the surface adsorption rate varies. The shapes of the probability density histograms suggest a typical Ginzburg-Landau scenario for the phase transition of the model, and estimates of the "magnetic" exponent seem to confirm its mean-field critical behavior. We also found that the flipping times between the metastable phases of the model scale exponentially with the system size, signaling the breaking of ergodicity in the thermodynamic limit. Incidentally, we discovered that a closely related model not considered before also displays a phase transition with the same critical behavior as the original model. Our results support the usefulness of off-critical histogram techniques in the investigation of nonequilibrium phase transitions. We also briefly discuss in the appendix a good and simple pseudo-random number generator used in our simulations.

Critical properties of the four-state commutative random permutation glassy Potts model in three and four dimensions

We investigate the critical properties of the four-state commutative random permutation glassy Potts model in three and four dimensions by means of Monte Carlo simulations and a finite-size scaling analysis. By using a field programmable gate array, we have been able to thermalize a large number of samples of systems with large volume. This has allowed us to observe a spin-glass ordered phase in d=4 and to study the critical properties of the transition. In d=3, our results are consistent with the presence of a Kosterlitz-Thouless transition, but also with different scenarios: transient effects due to a value of the lower critical dimension slightly below 3 could be very important.

The development and analysis of a field project model curriculum and its impact on achievement and attitude toward science and the environment with at-risk eleventh and twelfth grade students

This study was an evaluation of a Field Project Model Curriculum and its impact on achievement, attitude toward science, attitude toward the environment, self-concept, and academic self-concept with at-risk eleventh and twelfth grade students. One hundred eight students were pretested and posttested on the Piers-Harris Children's Self-Concept Scale, PHCSC (1985); the Self-Concept as a Learner Scale, SCAL (1978); the Marine Science Test, MST (1987); the Science Attitude Inventory, SAI (1970); and the Environmental Attitude Scale, EAS (1972). Using a stratified random design, three groups of students were randomly assigned according to sex and stanine level, to three treatment groups. Group one received the field project method, group two received the field study method, and group three received the field trip method. All three groups followed the marine biology course content as specified by Florida Student Performance Objectives and Frameworks. The intervention occurred for ten months with each group participating in outside-of-classroom activities on a trimonthly basis. Analysis of covariance procedures were used to determine treatment effects. F-ratios, p-levels and t-tests at p $<$.0062 (.05/8) indicated that a significant difference existed among the three treatment groups. Findings indicated that groups one and two were significantly different from group three with group one displaying significantly higher results than group two. There were no significant differences between males and females in performance on the five dependent variables. The tenets underlying environmental education are congruent with the recommendations toward the reform of science education. These include a value analysis approach, inquiry methods, and critical thinking strategies that are applied to environmental issues. ^

Random Access over Multi-Packet Reception Channels: A Mean-Field Approach

Thesis (Ph.D.)--University of Washington, 2016-06