Analyse de la structure logique des inférences légales et modélisation du discours juridique

Thèse par articles.

Non-monotone averaging aggregation

We advance the theory of aggregation operators and introduce non-monotone aggregation methods based on minimization of a penalty for inputs disagreements. The application in mind is processing data sets which may contain noisy values. Our aim is to filter out noise while at the same time preserve signs of unusual values. We review various methods of robust estimators of location, and then introduce a new estimator based on penalty minimisation.

Non-monotone insurance contracts and their empirical consequences

The goal of this paper is to show the possibility of a non-monotone relation between coverage ans risk which has been considered in the literature of insurance models since the work of Rothschild and Stiglitz (1976). We present an insurance model where the insured agents have heterogeneity in risk aversion and in lenience (a prevention cost parameter). Risk aversion is described by a continuous parameter which is correlated with lenience and for the sake of simplicity, we assume perfect correlation. In the case of positive correlation, the more risk averse agent has higher cosr of prevention leading to a higher demand for coverage. Equivalently, the single crossing property (SCP) is valid and iplies a positive correlation between overage and risk in equilibrium. On the other hand, if the correlation between risk aversion and lenience is negative, not only may the SCP be broken, but also the monotonocity of contracts, i.e., the prediction that high (low) risk averse types choose full (partial) insurance. In both cases riskiness is monotonic in risk aversion, but in the last case there are some coverage levels associated with two different risks (low and high), which implies that the ex-ante (with respect to the risk aversion distribution) correlation between coverage and riskiness may have every sign (even though the ex-post correlation is always positive). Moreover, using another instrument (a proxy for riskiness), we give a testable implication to desentangle single crossing ans non single croosing under an ex-post zero correlation result: the monotonicity of coverage as a function os riskiness. Since by controlling for risk aversion (no asymmetric information), coverage is monotone function of riskiness, this also fives a test for asymmetric information. Finally, we relate this theoretical results to empirical tests in the recent literature, specially the Dionne, Gouruéroux and Vanasse (2001) work. In particular, they found an empirical evidence that seems to be compatible with asymmetric information and non single crossing in our framework. More generally, we build a hidden information model showing how omitted variables (asymmetric information) can bias the sign of the correlation of equilibrium variables conditioning on all observable variables. We show that this may be the case when the omitted variables have a non-monotonic relation with the observable ones. Moreover, because this non-dimensional does not capture this deature. Hence, our main results is to point out the importance of the SPC in testing predictions of the hidden information models.

Non-monotone insurence contracts and their empirical consequences

The goal of t.his paper is to show the possibility of a non-monot.one relation between coverage and risk which has been considered in the literature of insurance models since the work of Rothschild and Stiglitz (1976). We present an insurance model where the insured agents have heterogeneity in risk aversion and in lenience (a prevention cost parameter). Risk aversion is described by a continuou.'l parameter which is correlated with lenience and, for the sake of simplicity, we assume perfect correlation. In the case of positive correlation, the more risk averse agent has higher cost of prevention leading to a higher demand for coverage. Equivalently, the single crossing property (SCP) is valid and implies a positive correlation between coverage and risk in equilibrium. On the other hand, if the correlation between risk aversion and lenience is negative, not only may the sep be broken, but also the monotonicity of contracts, i.e., the prediction that high (Iow) risk averse types choose full (partial) insurance. In both cases riskiness is monotonic in risk aversion, but in the last case t,here are some coverage leveIs associated with two different risks (low and high), which implies that the ex-ante (with respect to the risk aversion distribution) correlation bet,ween coverage and riskiness may have every sign (even though the ex-post correlation is always positive). Moreover, using another instrument (a proxy for riskiness), we give a testable implication to disentangle single crossing and non single crossing under an ex-post zero correlation result: the monotonicity of coverage as a function of riskiness. Since by controlling for risk aversion (no asymmetric informat, ion), coverage is a monotone function of riskiness, this also gives a test for asymmetric information. Finally, we relate this theoretical results to empirica! tests in the recent literature, specially the Dionne, Gouriéroux and Vanasse (2001) work. In particular, they found an empirical evidence that seems to be compatible with asymmetric information and non single crossing in our framework. More generally, we build a hidden information model showing how omitted variabIes (asymmetric information) can bias the sign of the correlation of equilibrium variabIes conditioning on ali observabIe variabIes. We show that this may be t,he case when the omitted variabIes have a non-monotonic reIation with t,he observable ones. Moreover, because this non-monotonic reIat,ion is deepIy reIated with the failure of the SCP in one-dimensional screening problems, the existing lit.erature on asymmetric information does not capture t,his feature. Hence, our main result is to point Out the importance of t,he SCP in testing predictions of the hidden information models.

Structures quantiques de certaines sous-variétés lagrangiennes non-monotones

Soit (M,ω) un variété symplectique fermée et connexe.On considère des sous-variétés lagrangiennes α : L → (M,ω). Si α est monotone, c.- à-d. s’il existe η > 0 tel que ημ = ω, Paul Biran et Octav Conea ont défini une version relative de l’homologie quantique. Dans ce contexte ils ont déformé l’opérateur de bord du complexe de Morse ainsi que le produit d’intersection à l’aide de disques pseudo-holomorphes. On note (QH(L), ∗), l’homologie quantique de L munie du produit quantique. Le principal objectif de cette dissertation est de généraliser leur construction à un classe plus large d’espaces. Plus précisément on considère soit des sous-variétés presque monotone, c.-à-d. α est C1-proche d’un plongement lagrangian monotone ; soit les fibres toriques de variétés toriques Fano. Dans ces cas non nécessairement monotones, QH(L) va dépendre de certains choix, mais cela sera irrelevant pour les applications présentées ici. Dans le cas presque monotone, on s’intéresse principalement à des questions de déplaçabilité, d’uniréglage et d’estimation d’énergie de difféomorphismes hamiltoniens. Enfin nous terminons par une application combinant les deux approches, concernant la dynamique d’un hamiltonien déplaçant toutes les fibres toriques non-monotones dans CPn.

Insertion socioprofessionnelle des sortants de la formation agricole non formelle sur le marché de l’emploi au Burkina Faso et importance accordée à la production céréalière : cas des sortants du centre de promotion rurale de Goundi

L'étude combine les méthodes qualitative et qualitative à travers l’utilisation du questionnaire et du canevas d’entrevue. Elle s’appuie sur un cadre conceptuel élaboré à partir de revue de littérature et de concepts clefs tels que : le capital social, le capital humain, l’identité personnelle, l’identité professionnelle et la socialisation, Les résultats déterminent le profil d’un céréalier indiquant son attachement aux valeurs professionnelles liées au transfert de ses connaissances, à la modernisation de l’exploitation, à la recherche de l’amélioration du rendement et à l’utilisation d’outils modernes.

A new framework with similarity reasoning and monotone fuzzy rule relabeling for fuzzy inference systems

A complete and monotonically-ordered fuzzy rule base is necessary to maintain the monotonicity property of a Fuzzy Inference System (FIS). In this paper, a new monotone fuzzy rule relabeling technique to relabel a non-monotone fuzzy rule base provided by domain experts is proposed. Even though the Genetic Algorithm (GA)-based monotone fuzzy rule relabeling technique has been investigated in our previous work [7], the optimality of the approach could not be guaranteed. The new fuzzy rule relabeling technique adopts a simple brute force search, and it can produce an optimal result. We also formulate a new two-stage framework that encompasses a GA-based rule selection scheme, the optimization based-Similarity Reasoning (SR) scheme, and the proposed monotone fuzzy rule relabeling technique for preserving the monotonicity property of the FIS model. Applicability of the two-stage framework to a real world problem, i.e., failure mode and effect analysis, is further demonstrated. The results clearly demonstrate the usefulness of the proposed framework.

Weakly monotone averaging functions

Averaging behaviour of aggregation functions depends on the fundamental property of monotonicity with respect to all arguments. Unfortunately this is a limiting property that ensures that many important averaging functions are excluded from the theoretical framework. We propose a definition for weakly monotone averaging functions to encompass the averaging aggregation functions in a framework with many commonly used non-monotonic means. Weakly monotonic averages are robust to outliers and noise, making them extremely important in practical applications. We show that several robust estimators of location are actually weakly monotone and we provide sufficient conditions for weak monotonicity of the Lehmer and Gini means and some mixture functions. In particular we show that mixture functions with Gaussian kernels, which arise frequently in image and signal processing applications, are actually weakly monotonic averages. Our concept of weak monotonicity provides a sound theoretical and practical basis for understanding both monotone and non-monotone averaging functions within the same framework. This allows us to effectively relate these previously disparate areas of research and gain a deeper understanding of averaging aggregation methods. © Springer International Publishing Switzerland 2014.

A new interval-based method for handling non-monotonic information

The focus of this paper is on handling non-monotone information in the modelling process of a single-input target monotone system. On one hand, the monotonicity property is a piece of useful prior (or additional) information which can be exploited for modelling of a monotone target system. On the other hand, it is difficult to model a monotone system if the available information is not monotonically-ordered. In this paper, an interval-based method for analysing non-monotonically ordered information is proposed. The applicability of the proposed method to handling a non-monotone function, a non-monotone data set, and an incomplete and/or non-monotone fuzzy rule base is presented. The upper and lower bounds of the interval are firstly defined. The region governed by the interval is explained as a coverage measure. The coverage size represents uncertainty pertaining to the available information. The proposed approach constitutes a new method to transform non-monotonic information to interval-valued monotone system. The proposed interval-based method to handle an incomplete and/or non-monotone fuzzy rule base constitutes a new fuzzy reasoning approach.

Efficient and secure attribute-based signature for monotone predicates

Attribute-based signature (ABS) is a novel cryptographic primitive, which can make the signing party sign a message with fine-grained control over identifying information. ABS only reveals the fact that the verified message must be signed by a user with a set of attributes satisfying a predicate. Thus, ABS can hide any identifying information and make fine-grained control on signing. Presently, many attribute-based signature schemes have been proposed, but most of them are not very efficient. Maji et al. recently presented a complete definition and construction about ABS for monotone predicates and showed three instantiations under their framework for ABS. Although the most practical one of their instantiations is efficient, the instantiation is constructed in the generic group model and has been proved to be insecure. Then, Okamoto et al. proposed an attribute-based signature scheme in the standard model, which can support generalized non-monotone predicates over access structure. However, their scheme is not efficient in practice. In this paper, we present a framework for ABS and show a detailed security model for ABS. Under our framework, we present an attribute-based signature scheme for monotone predicates in the standard model, where we choose the Waters’ signature scheme as the prototype of our attribute-based signature scheme. Compared with the Maji’s scheme in the generic group model, the proposed scheme is constructed in the standard model. Furthermore, compared with the Okamoto’s scheme, the proposed scheme is more efficient by decreasing the computation cost.

The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model.

We examine the relationship between the risk premium on the S&P 500 index return and its conditional variance. We use the SMEGARCH - Semiparametric-Mean EGARCH - model in which the conditional variance process is EGARCH while the conditional mean is an arbitrary function of the conditional variance. For monthly S&P 500 excess returns, the relationship between the two moments that we uncover is nonlinear and nonmonotonic. Moreover, we find considerable persistence in the conditional variance as well as a leverage effect, as documented by others. Moreover, the shape of these relationships seems to be relatively stable over time.

Essais en économie avec frictions financières

Les trois essais dans cette thèse étudient les implications des frictions financières, telles que les contraintes de collatérale ou de crédit, pour les décisions économiques des agents et leur impact sur les variables macro-économiques agrégées. Dans le premier chapitre "Financial Contracts and the Political Economy of Investor Protection" nous proposons une théorie du niveau de protection des investisseurs. Une faible protection des investisseurs implique un coût de financement externe plus élevé à cause des problèmes d'agence plus aigus entre les investisseurs et les entrepreneurs. À l'équilibre, ceci exclut les agents plus dépendants sur le financement externe de l'entrepreneuriat, ce qui augmente les profits des entrepreneurs qui restent actifs. Quand le niveau de la protection des investisseurs est choisi par un vote majoritaire, la théorie génère (i) une protection des investisseurs plus faible dans les économies avec plus grande inégalité dans les besoins de financement externe parmi les entrepreneurs, (ii) une dynamique non-monotone de l'output, (iii) améliorations (détériorations) de la protection des investisseurs suite à des ralentissements (accélérations) de l'output agrégé. L'évidence empirique donne un support à ces prédictions de la théorie. Dans le deuxième chapitre "Financial Frictions, Internal Capital Markets, and the Organization of Production", nous examinons comment la présence des frictions financières peut mener à la formation des conglomérats et des "business groups" diversifiées. Particulièrement, nous construisons un modèle d'équilibre général d'entrepreneuriat dans lequel les conglomérats émergent de façon endogène et substituent partiellement le marché du crédit imparfait. Nous montrons que ce modèle est capable d'expliquer quantitativement plusieurs faits stylisés concernant l'organisation de la production, les différences de productivité entre les firmes et les différences en présence des conglomérats entre les pays. Le troisième chapitre "Size and Productivity of Single-segment and Diversified Firms: Evidence from Canadian Manufacturing" étudie empiriquement la relation entre la taille, la productivité, et la structure organisationnelle d'une firme. Utilisant les micro-données sur les établissements manufacturiers canadiens, nous documentons plusieurs faits stylisés concernant la taille et la productivité totale des facteurs des établissements dans les conglomérats et dans les firmes non-diversifiées. Nous trouvons que les établissements dans les conglomérats sont en moyenne plus larges que leurs contreparties dans les firmes non-diversifiées, les petits établissements dans les conglomérats sont moins productifs que les établissements de taille similaire dans les firmes non-diversifiées, mais les larges établissements dans les conglomérats sont plus productifs que ceux de taille similaire dans les firmes non-diversifiées. Cette évidence est consistante avec réallocation interne efficiente des ressources au sein des conglomérats.

Quelques propriétés des sous-variétés lagrangiennes monotones : Rayon de Gromov et morphisme de Seidel

Cette thèse présente quelques propriétés des sous-variétés lagrangiennes monotones. On résoud d'abord une conjecture de Barraud et Cornea dans le cadre monotone en montrant que le rayon de Gromov relatif à deux lagrangiennes dans la même classe d'isotopie hamiltonienne donne une borne inférieure à la distance de Hofer entre ces deux mêmes lagrangiennes. Le cas non-monotone de cette conjecture reste ouvert encore. On définit toutes les structures nécessaires à l'énoncé et à la preuve de cette conjecture. Deuxièmement, on définit une nouvelle version d'un morphisme de Seidel relatif à l'aide des cobordismes lagrangiens de Biran et Cornea. On montre que cette version est chaîne-homotope aux différentes autres versions apparaissant dans la littérature. Que toutes ces définitions sont équivalentes fait partie du folklore mais n'apparaît pas dans la littérature. On conclut par une conjecture qui identifie un triangle exact obtenu par chirurgie lagrangienne et un autre dû à Seidel et faisant intervenir le twist de Dehn symplectique.

Méthode de simulation avec les variables antithétiques

Les fichiers qui accompagnent mon document ont été réalisés avec le logiciel Latex et les simulations ont été réalisés par Splus(R).

CD-Systems of Restarting Automata Governed by Explicit Enable and Disable Conditions

We introduce a new mode of operation for CD-systems of restarting automata by providing explicit enable and disable conditions in the form of regular constraints. We show that, for each CD-system M of restarting automata and each mode m of operation considered by Messerschmidt and Otto, there exists a CD-system M' of restarting automata of the same type as M that, working in the new mode ed, accepts the language that M accepts in mode m. Further, we prove that in mode ed, a locally deterministic CD-system of restarting automata of type RR(W)(W) can be simulated by a locally deterministic CD-system of restarting automata of the more restricted type R(W)(W). This is the first time that a non-monotone type of R-automaton without auxiliary symbols is shown to be as expressive as the corresponding type of RR-automaton.