Les invariants de la chaleur en dimensions 1 et 2, et application à la hiérarchie de Korteweg-De Vries

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Efficient Prices at Any Cost: Does Algorithmic Trading Deter Information Acquisition?

I demonstrate a powerful tension between acquiring information and incorporating it into asset prices, the two core elements of price discovery. As a salient case, I focus on the transformative rise of algorithmic trading (AT) typically associated with improved price efficiency. Using a measure of the relative information content of prices and a comprehensive panel of 37,325 stock-quarters of SEC market data, I establish instead that algorithmic trading strongly decreases the net amount of information in prices. The increase in price distortions associated with the AT “information gap” is roughly $42.6 billion/year for U.S. common stocks around earnings announcement events alone. Information losses are concentrated among stocks with high shares of algorithmic liquidity takers relative to algorithmic liquidity makers, suggesting that aggressive AT powerfully deters fundamental information acquisition despite its importance for translating available information into prices.

Measuring Tail Risks at High Frequency

I develop a new methodology for measuring tail risks using the cross section of bid-ask spreads. Market makers embed tail risk information into spreads because (1) they lose to arbitrageurs when changes to asset values exceed the cost of liquidity and (2) underlying price movements and potential costs are linear in factor loadings. Using this insight, simple cross-sectional regressions relating spreads and trading volume to factor betas can recover tail risks in real time for priced or non-priced return factors. The methodology disentangles financial and aggregate market risks during the 2007-2008 Financial Crisis; anticipates jump risks associated with Federal Open Market Committee announcements; and quantifies a sharp, temporary increase in market tail risk before and throughout the 2010 Flash Crash. The recovered time series of implied market risks also aligns closely with both realized market jumps and the VIX.

Utilisation de la tomodensitométrie à deux énergies pour le calcul de dose en curiethérapie à bas débit

Dans la pratique actuelle de la curiethérapie à bas débit, l'évaluation de la dose dans la prostate est régie par le protocole défini dans le groupe de travail 43 (TG-43) de l'American Association of Physicists in Medicine. Ce groupe de travail suppose un patient homogène à base d'eau de même densité et néglige les changements dans l'atténuation des photons par les sources de curiethérapie. En considérant ces simplifications, les calculs de dose se font facilement à l'aide d'une équation, indiquée dans le protocole. Bien que ce groupe de travail ait contribué à l'uniformisation des traitements en curiethérapie entre les hôpitaux, il ne décrit pas adéquatement la distribution réelle de la dose dans le patient. La publication actuelle du TG-186 donne des recommandations pour étudier des distributions de dose plus réalistes. Le but de ce mémoire est d'appliquer ces recommandations à partir du TG-186 pour obtenir une description plus réaliste de la dose dans la prostate. Pour ce faire, deux ensembles d'images du patient sont acquis simultanément avec un tomodensitomètre à double énergie (DECT). Les artéfacts métalliques présents dans ces images, causés par les sources d’iode, sont corrigés à l'aide d’un algorithme de réduction d'artefacts métalliques pour DECT qui a été développé dans ce travail. Ensuite, une étude Monte Carlo peut être effectuée correctement lorsque l'image est segmentée selon les différents tissus humains. Cette segmentation est effectuée en évaluant le numéro atomique effectif et la densité électronique de chaque voxel, par étalonnage stoechiométrique propre au DECT, et en y associant le tissu ayant des paramètres physiques similaires. Les résultats montrent des différences dans la distribution de la dose lorsqu'on compare la dose du protocole TG-43 avec celle retrouvée avec les recommandations du TG-186.

Discrétisation des équations différentielles ordinaires avec préservation de leurs symétries

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Équations différentielles à retard et leur application en hématopoïèse, avec étude du cas de la neutropénie cyclique

Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.

Analyse des bifurcations dans un modèle du flutter auriculaire

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Les invariants de la chaleur en dimensions 1 et 2, et application à la hiérarchie de Korteweg-De Vries

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Advanced Placement and American Education: A Foucauldian Analysis of the Advanced Placement Program of the College Board

Advanced Placement is a series of courses and tests designed to determine mastery over introductory college material. It has become part of the American educational system. The changing conception of AP was examined using critical theory to determine what led to a view of continual success. The study utilized David Armstrong’s variation of Michel Foucault’s critical theory to construct an analytical framework. Black and Ubbes’ data gathering techniques and Braun and Clark’s data analysis were utilized as the analytical framework. Data included 1135 documents: 641 journal articles, 421 newspaper articles and 82 government documents. The study revealed three historical ruptures correlated to three themes containing subthemes. The first rupture was the Sputnik launch in 1958. Its correlated theme was AP leading to school reform with subthemes of AP as reform for able students and AP’s gaining of acceptance from secondary schools and higher education. The second rupture was the Nation at Risk report published in 1983. Its correlated theme was AP’s shift in emphasis from the exam to the course with the subthemes of AP as a course, a shift in AP’s target population, using AP courses to promote equity, and AP courses modifying curricula. The passage of the No Child Left Behind Act of 2001 was the third rupture. Its correlated theme was AP as a means to narrow the achievement gap with the subthemes of AP as a college preparatory program and the shifting of AP to an open access program. The themes revealed a perception that progressively integrated the program into American education. The AP program changed emphasis from tests to curriculum, and is seen as the nation’s premier academic program to promote reform and prepare students for college. It has become a major source of income for the College Board. In effect, AP has become an agent of privatization, spurring other private entities into competition for government funding. The change and growth of the program over the past 57 years resulted in a deep integration into American education. As such the program remains an intrinsic part of the system and continues to evolve within American education.

Continuously measured 222Rn activity concentrations (daily means) in near surface air at Neumayer Station in the period 1995 through 2011

We report on continuously measured 222Rn activity concentrations in near-surface air at Neumayer Station in the period 1995-2011. This 17-year record showed no long-term trend and has overall mean ± standard deviation of (0.019 ± 0.012) Bq/m**3. A distinct and persistent seasonality could be distinguished with maximum values of (0.028 ± 0.013) Bq/m**3 from January to March and minimum values of (0.015 ± 0.009) Bq/m**3 from May to October. Elevated 222Rn activity concentrations were typically associated with air mass transport from the Antarctic Plateau. Our results do not support a relation between enhanced 222Rn activity concentrations at Neumayer and cyclonic activity or long-range transport from South America. The impact of oceanic 222Rn emissions could not be properly assessed but we tentatively identified regional sea ice extent (SIE) variability as a significant driver of the annual 222Rn cycle.

Year-round chemical aerosol records at Kohnen, Antarctica obtained by automatic samplings

Aimed at year-round recording of the chemical aerosol composition in central Antarctica, an unattended operating aerosol sampler was successfully deployed at the EPICA deep drilling site in Dronning Maud Land (Kohnen Station). Analyses of teflon/nylon filter packs consecutively collected over bi-weekly intervals during the February 2003 to December 2005 period allowed to evaluate seasonal concentration variations of methane sulphonate (MS), Cl-, NO3-, non-sea salt (nss-)SO4**2- and Na+, while NH4+ and mineral dust related ion results remained below detection limits. For MS and nss-SO4**2 distinct late summer maxima around 44 and 200 ng/m**3, respectively, were found, while (total) NO3- showed a broad November maximum of about 52 ng m**-3. In contrast, the highest concentrations of Na+ with peak values of up to 160 ng/m**3 were observed during the winter half year. The seasonality of these species broadly coincided with long-term observations at the coastal Neumayer Station, including surprisingly comparable NO3- levels. However, the biogenic sulphur and sea salt concentrations were lower at Kohnen by typically a factor of 2-3 and 10, respectively. The arrival of sea ice derived sea salt particles at Kohnen could not clearly detected, since even during mid-winter the nss-SO4**2- to Na+ ratio was generally too high to unambiguously identify a sulphur depleted sea salt SO4**2- fraction.

Temporary contracts and non-protected employment in Argentina, Chile and Perú: incidence and determinants

The diverse kinds of legal temporary contracts and the employment forms that do not comply with legal requirements both facilitate employment adjustment to firms´ requirements and entail labour cost reductions. Their employment incidence depends not only on the economic and labour market evolutions but also on other factors, in particular the historical trajectories followed by labour legislation, state enforcement, and the degree of compliance. To contribute to the understanding of the determinants of the degree of utilization of different employment practices, the study reported in this article explores the use made of the various legal temporary contracts and of precarious employment relationships by private enterprises in three Latin American countries (Argentina, Chile and Peru) during 2003-2012, a period of economic growth, and the explanatory role of diverse factors.

Incertidumbre y actitudes pro-redistributivas: mercados de trabajo y modelos de bienestar en Europa

La articulación entre las políticas de empleo y las políticas sociales condicionan la percepción subjetiva de incertidumbre los individuos. El modelo de mercado laboral tiene un peso determinante en la percepción de incertidumbre. El empleo en sí mismo ya no es suficiente garantía de ingresos seguros. El empleo a tiempo parcial y los contratos temporales generan una creciente demanda de políticas de redistribución de los ingresos en los países del Sur y Este de Europa. En los países escandinavos los mismos tipos de contratos laborales generan menos desigualdad porque el empleo público contribuye a generar un “círculo virtuoso” que favorece las políticas de igualdad y la conciliación entre la vida laboral y familiar. A nivel individual las actitudes pro-redistributivas las impulsan las mujeres, aquellas personas con incertidumbre en sus ingresos económicos y con bajo nivel de estudios. Por el contrario, quienes más confían en el éxito individual y el mérito son los jóvenes con estudios universitarios y aquellos que perciben ingresos económicos altos.

Adesp. fr. 700 K.-Sn. y "Andrómeda" de Eurípides

adesp. fr. 700 Kn.-Sn. podría proceder de Andrómeda de Eurípides y no de una Níobe. Los siguientes elementos de los frs. (a) y (b) pueden responder a lo que se conoce de la tragedia de Eurípides: (a) la semejanza con una estatua; (b) la novia de Hades; (c) el silencio del personaje; (d) la colaboración con las Moiras; (e) el contraste entre la fortuna regia y la desgracia y el sufrimiento de los padres. No es, por tanto, necesario modificar el texto recibido para eliminar μάγους πάγας y la referencia a las trampas mágicas en el v. 5, que cuadra bien con Medusa y Perseo.

Quintus Curtius before his sources: the episode of Alexander and the Scythians on the Tanais

Quintus Curtius found in his sources a speech where a Scythian censured Alexander, followed by the King’s reply. Curtius drastically abridged this second discourse in order to highlight the criticism of the Macedonian. The Scythian’s words have a striking rhetorical language and some allusions taken from Greek literature, in addition to possible indirect references to Caligula. Curtius declares that he follows his source word-for-word aiming to justify these inconsistencies, but also trying to hide the manipulations he has done to achieve his own narrative purposes.