Results of a Finite-Element Sea-Ice Ocean Model (FESOM) set-up to study the interannual to decadal variability in the deep-water formation rates

The characteristics of a global set-up of the Finite-Element Sea-Ice Ocean Model under forcing of the period 1958-2004 are presented. The model set-up is designed to study the variability in the deep-water mass formation areas and was therefore regionally better resolved in the deep-water formation areas in the Labrador Sea, Greenland Sea, Weddell Sea and Ross Sea. The sea-ice model reproduces realistic sea-ice distributions and variabilities in the sea-ice extent of both hemispheres as well as sea-ice transport that compares well with observational data. Based on a comparison between model and ocean weather ship data in the North Atlantic, we observe that the vertical structure is well captured in areas with a high resolution. In our model set-up, we are able to simulate decadal ocean variability including several salinity anomaly events and corresponding fingerprint in the vertical hydrography. The ocean state of the model set-up features pronounced variability in the Atlantic Meridional Overturning Circulation as well as the associated mixed layer depth pattern in the North Atlantic deep-water formation areas.

Projeção de inflação no Brasil utilizando dados agregados e desagregados : um teste de poder preditivo por horizonte de tempo

O trabalho tem como objetivo comparar a eficácia das diferentes metodologias de projeção de inflação aplicadas ao Brasil. Serão comparados modelos de projeção que utilizam os dados agregados e desagregados do IPCA em um horizonte de até doze meses à frente. Foi utilizado o IPCA na base mensal, com início em janeiro de 1996 e fim em março de 2012. A análise fora da amostra foi feita para o período entre janeiro de 2008 e março de 2012. Os modelos desagregados serão estimados por SARIMA, pelo software X-12 ARIMA disponibilizado pelo US Census Bureau, e terão as aberturas do IPCA de grupos (9) e itens (52), assim como aberturas com sentido mais econômico utilizadas pelo Banco Central do Brasil como: serviços, administrados, alimentos e industrializados; duráveis, não duráveis, semiduráveis, serviços e administrados. Os modelos agregados serão estimados por técnicas como SARIMA, modelos estruturais em espaço-estado (Filtro de Kalman) e Markov-switching. Os modelos serão comparados pela técnica de seleção de modelo Model Confidence Set, introduzida por Hansen, Lunde e Nason (2010), e Dielbod e Mariano (1995), no qual encontramos evidências de ganhos de desempenho nas projeções dos modelos mais desagregados em relação aos modelos agregados.

Previsão da inadimplência bancária no Brasil através dos métodos FAVAR e FAVECM

O objetivo do presente trabalho é utilizar modelos econométricos de séries de tempo para previsão do comportamento da inadimplência agregada utilizando um conjunto amplo de informação, através dos métodos FAVAR (Factor-Augmented Vector Autoregressive) de Bernanke, Boivin e Eliasz (2005) e FAVECM (Factor-augmented Error Correction Models) de Baneerjee e Marcellino (2008). A partir disso, foram construídas previsões fora da amostra de modo a comparar a eficácia de projeção dos modelos contra modelos univariados mais simples - ARIMA - modelo auto-regressivo integrado de média móvel e SARIMA - modelo sazonal auto-regressivo integrado de média móvel. Para avaliação da eficácia preditiva foi utilizada a metodologia MCS (Model Confidence Set) de Hansen, Lunde e James (2011) Essa metodologia permite comparar a superioridade de modelos temporais vis-à-vis a outros modelos.

Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon

This work aims to compare the forecast efficiency of different types of methodologies applied to Brazilian Consumer inflation (IPCA). We will compare forecasting models using disaggregated and aggregated data over twelve months ahead. The disaggregated models were estimated by SARIMA and will have different levels of disaggregation. Aggregated models will be estimated by time series techniques such as SARIMA, state-space structural models and Markov-switching. The forecasting accuracy comparison will be made by the selection model procedure known as Model Confidence Set and by Diebold-Mariano procedure. We were able to find evidence of forecast accuracy gains in models using more disaggregated data

Desagregação e pesos estocásticos em projeções de agregados econômicos : uma análise para o PIB brasileiro

O presente estudo tem como objetivo comparar e combinar diferentes técnicas de projeção para o PIB trimestral brasileiro de 1991 ao segundo trimestre de 2014, utilizando dados agregados, e dados desagregados com pesos fixos e estocásticos. Os modelos desagregados univariados e multivariados, assim como os pesos estocásticos, foram estimados pelo algoritmo Autometrics criado por Doornik (2009), através dos níveis de desagregação disponibilizados pelo IBGE no Sistema de Contas Nacionais. Os modelos agregados foram estimados pelo Autometrics, por Markov-Switching e por modelos estruturais de espaço-estado. A metodologia de comparação de projeções utilizada foi o Model Confidence Set, desenvolvida por Hanse, Lunde e Nason (2011). Foram realizadas duas simulações, sendo a primeira com a análise fora da amostra a partir de 2008, e a segunda a partir de 2000, com horizonte de projeção de até 6 passos à frente. Os resultados sugerem que os modelos desagregados com pesos fixos desempenham melhor nos dois primeiros passos, enquanto nos períodos restantes os modelos da série agregada geram melhores previsões.

Descobrindo modelos de previsão para a inflação brasileira : uma análise a partir do algoritmo autometrics

O presente trabalho tem como objetivo avaliar a capacidade preditiva de modelos econométricos de séries de tempo baseados em indicadores macroeconômicos na previsão da inflação brasileira (IPCA). Os modelos serão ajustados utilizando dados dentro da amostra e suas projeções ex-post serão acumuladas de um a doze meses à frente. As previsões serão comparadas a de modelos univariados como autoregressivo de primeira ordem - AR(1) - que nesse estudo será o benchmark escolhido. O período da amostra vai de janeiro de 2000 até agosto de 2015 para ajuste dos modelos e posterior avaliação. Ao todo foram avaliadas 1170 diferentes variáveis econômicas a cada período a ser projetado, procurando o melhor conjunto preditores para cada ponto no tempo. Utilizou-se o algoritmo Autometrics para a seleção de modelos. A comparação dos modelos foi feita através do Model Confidence Set desenvolvido por Hansen, Lunde e Nason (2010). Os resultados obtidos nesse ensaio apontam evidências de ganhos de desempenho dos modelos multivariados para períodos posteriores a 1 passo à frente.

Comparação de previsões para a produção industrial brasileira considerando efeitos calendário e modelos agregados e desagregados

O trabalho tem como objetivo verificar a existência e a relevância dos Efeitos Calendário em indicadores industriais. São explorados modelos univariados lineares para o indicador mensal da produção industrial brasileira e alguns de seus componentes. Inicialmente é realizada uma análise dentro da amostra valendo-se de modelos estruturais de espaço-estado e do algoritmo de seleção Autometrics, a qual aponta efeito significante da maioria das variáveis relacionadas ao calendário. Em seguida, através do procedimento de Diebold-Mariano (1995) e do Model Confidence Set, proposto por Hansen, Lunde e Nason (2011), são realizadas comparações de previsões de modelos derivados do Autometrics com um dispositivo simples de Dupla Diferença para um horizonte de até 24 meses à frente. Em geral, os modelos Autometrics que consideram as variáveis de calendário se mostram superiores nas projeções de 1 a 2 meses adiante e superam o modelo simples em todos os horizontes. Quando se agrega os componentes de categoria de uso para formar o índice industrial total, há evidências de ganhos nas projeções de prazo mais curto.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy

We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type statistic. The second approach assumes that a confidence set (sampling or Bayesian) is available for the free parameters, from which confidence sets are derived by a projection technique. The latter has two advantages: first, confidence set validity is not affected by model nonlinearities; second, we can easily build simultaneous confidence intervals for an unlimited number of variables. We study conditions under which these confidence sets take the form of intervals and show they can be implemented using standard methods for solving CGE models. We present an application to a CGE model of the Moroccan economy to study the effects of policy-induced increases of transfers from Moroccan expatriates.

Confidence sets for asset correlations in portfolio credit risk

Asset correlations are of critical importance in quantifying portfolio credit risk and economic capitalin financial institutions. Estimation of asset correlation with rating transition data has focusedon the point estimation of the correlation without giving any consideration to the uncertaintyaround these point estimates. In this article we use Bayesian methods to estimate a dynamicfactor model for default risk using rating data (McNeil et al., 2005; McNeil and Wendin, 2007).Bayesian methods allow us to formally incorporate human judgement in the estimation of assetcorrelation, through the prior distribution and fully characterize a confidence set for the correlations.Results indicate: i) a two factor model rather than the one factor model, as proposed bythe Basel II framework, better represents the historical default data. ii) importance of unobservedfactors in this type of models is reinforced and point out that the levels of the implied asset correlationscritically depend on the latent state variable used to capture the dynamics of default,as well as other assumptions on the statistical model. iii) the posterior distributions of the assetcorrelations show that the Basel recommended bounds, for this parameter, undermine the levelof systemic risk.

Model based procedure for scale-up of wet overflow ball mills Part 1: Outline of the methodology

Bond's method for ball mill scale-up only gives the mill power draw for a given duty. This method is incompatible with computer modelling and simulation techniques. It might not be applicable for the design of fine grinding ball mills and ball mills preceded by autogenous and semi-autogenous grinding mills. Model-based ball mill scale-up methods have not been validated using a wide range of full-scale circuit data. Their accuracy is therefore questionable. Some of these methods also need expensive pilot testing. A new ball mill scale-up procedure is developed which does not have these limitations. This procedure uses data from two laboratory tests to determine the parameters of a ball mill model. A set of scale-up criteria then scales-up these parameters. The procedure uses the scaled-up parameters to simulate the steady state performance of full-scale mill circuits. At the end of the simulation, the scale-up procedure gives the size distribution, the volumetric flowrate and the mass flowrate of all the streams in the circuit, and the mill power draw.

Model-based procedure for scale-up of wet, overflow ball mills - Part II: Worked example

A new ball mill scale-up procedure is developed which uses laboratory data to predict the performance of MI-scale ball mill circuits. This procedure contains two laboratory tests. These laboratory tests give the data for the determination of the parameters of a ball mill model. A set of scale-up criteria then scales-up these parameters. The procedure uses the scaled-up parameters to simulate the steady state performance of the full-scale mill circuit. At the end of the simulation, the scale-up procedure gives the size distribution, the volumetric flowrate and the mass flowrate of all the streams in the circuit, and the mill power draw. A worked example shows how the new ball mill scale-up procedure is executed. This worked example uses laboratory data to predict the performance of a full-scale re-grind mill circuit. This circuit consists of a ball mill in closed circuit with hydrocyclones. The MI-scale ball mill has a diameter (inside liners) of 1.85m. The scale-up procedure shows that the full-scale circuit produces a product (hydrocyclone overflow) that has an 80% passing size of 80 mum. The circuit has a recirculating load of 173%. The calculated power draw of the full-scale mill is 92kW (C) 2001 Elsevier Science Ltd. All rights reserved.

Relationship between estrogen receptor alpha location and gene induction reveals the importance of downstream sites and cofactors.

BACKGROUND: To understand cancer-related modifications to transcriptional programs requires detailed knowledge about the activation of signal-transduction pathways and gene expression programs. To investigate the mechanisms of target gene regulation by human estrogen receptor alpha (hERalpha), we combine extensive location and expression datasets with genomic sequence analysis. In particular, we study the influence of patterns of DNA occupancy by hERalpha on expression phenotypes. RESULTS: We find that strong ChIP-chip sites co-localize with strong hERalpha consensus sites and detect nucleotide bias near hERalpha sites. The localization of ChIP-chip sites relative to annotated genes shows that weak sites are enriched near transcription start sites, while stronger sites show no positional bias. Assessing the relationship between binding configurations and expression phenotypes, we find binding sites downstream of the transcription start site (TSS) to be equally good or better predictors of hERalpha-mediated expression as upstream sites. The study of FOX and SP1 cofactor sites near hERalpha ChIP sites shows that induced genes frequently have FOX or SP1 sites. Finally we integrate these multiple datasets to define a high confidence set of primary hERalpha target genes. CONCLUSION: Our results support the model of long-range interactions of hERalpha with the promoter-bound cofactor SP1 residing at the promoter of hERalpha target genes. FOX motifs co-occur with hERalpha motifs along responsive genes. Importantly we show that the spatial arrangement of sites near the start sites and within the full transcript is important in determining response to estrogen signaling.

An assurance-based model to holistically assess the information security posture

EXECUTIVE SUMMARY : Evaluating Information Security Posture within an organization is becoming a very complex task. Currently, the evaluation and assessment of Information Security are commonly performed using frameworks, methodologies and standards which often consider the various aspects of security independently. Unfortunately this is ineffective because it does not take into consideration the necessity of having a global and systemic multidimensional approach to Information Security evaluation. At the same time the overall security level is globally considered to be only as strong as its weakest link. This thesis proposes a model aiming to holistically assess all dimensions of security in order to minimize the likelihood that a given threat will exploit the weakest link. A formalized structure taking into account all security elements is presented; this is based on a methodological evaluation framework in which Information Security is evaluated from a global perspective. This dissertation is divided into three parts. Part One: Information Security Evaluation issues consists of four chapters. Chapter 1 is an introduction to the purpose of this research purpose and the Model that will be proposed. In this chapter we raise some questions with respect to "traditional evaluation methods" as well as identifying the principal elements to be addressed in this direction. Then we introduce the baseline attributes of our model and set out the expected result of evaluations according to our model. Chapter 2 is focused on the definition of Information Security to be used as a reference point for our evaluation model. The inherent concepts of the contents of a holistic and baseline Information Security Program are defined. Based on this, the most common roots-of-trust in Information Security are identified. Chapter 3 focuses on an analysis of the difference and the relationship between the concepts of Information Risk and Security Management. Comparing these two concepts allows us to identify the most relevant elements to be included within our evaluation model, while clearing situating these two notions within a defined framework is of the utmost importance for the results that will be obtained from the evaluation process. Chapter 4 sets out our evaluation model and the way it addresses issues relating to the evaluation of Information Security. Within this Chapter the underlying concepts of assurance and trust are discussed. Based on these two concepts, the structure of the model is developed in order to provide an assurance related platform as well as three evaluation attributes: "assurance structure", "quality issues", and "requirements achievement". Issues relating to each of these evaluation attributes are analysed with reference to sources such as methodologies, standards and published research papers. Then the operation of the model is discussed. Assurance levels, quality levels and maturity levels are defined in order to perform the evaluation according to the model. Part Two: Implementation of the Information Security Assurance Assessment Model (ISAAM) according to the Information Security Domains consists of four chapters. This is the section where our evaluation model is put into a welldefined context with respect to the four pre-defined Information Security dimensions: the Organizational dimension, Functional dimension, Human dimension, and Legal dimension. Each Information Security dimension is discussed in a separate chapter. For each dimension, the following two-phase evaluation path is followed. The first phase concerns the identification of the elements which will constitute the basis of the evaluation: ? Identification of the key elements within the dimension; ? Identification of the Focus Areas for each dimension, consisting of the security issues identified for each dimension; ? Identification of the Specific Factors for each dimension, consisting of the security measures or control addressing the security issues identified for each dimension. The second phase concerns the evaluation of each Information Security dimension by: ? The implementation of the evaluation model, based on the elements identified for each dimension within the first phase, by identifying the security tasks, processes, procedures, and actions that should have been performed by the organization to reach the desired level of protection; ? The maturity model for each dimension as a basis for reliance on security. For each dimension we propose a generic maturity model that could be used by every organization in order to define its own security requirements. Part three of this dissertation contains the Final Remarks, Supporting Resources and Annexes. With reference to the objectives of our thesis, the Final Remarks briefly analyse whether these objectives were achieved and suggest directions for future related research. Supporting resources comprise the bibliographic resources that were used to elaborate and justify our approach. Annexes include all the relevant topics identified within the literature to illustrate certain aspects of our approach. Our Information Security evaluation model is based on and integrates different Information Security best practices, standards, methodologies and research expertise which can be combined in order to define an reliable categorization of Information Security. After the definition of terms and requirements, an evaluation process should be performed in order to obtain evidence that the Information Security within the organization in question is adequately managed. We have specifically integrated into our model the most useful elements of these sources of information in order to provide a generic model able to be implemented in all kinds of organizations. The value added by our evaluation model is that it is easy to implement and operate and answers concrete needs in terms of reliance upon an efficient and dynamic evaluation tool through a coherent evaluation system. On that basis, our model could be implemented internally within organizations, allowing them to govern better their Information Security. RÉSUMÉ : Contexte général de la thèse L'évaluation de la sécurité en général, et plus particulièrement, celle de la sécurité de l'information, est devenue pour les organisations non seulement une mission cruciale à réaliser, mais aussi de plus en plus complexe. A l'heure actuelle, cette évaluation se base principalement sur des méthodologies, des bonnes pratiques, des normes ou des standards qui appréhendent séparément les différents aspects qui composent la sécurité de l'information. Nous pensons que cette manière d'évaluer la sécurité est inefficiente, car elle ne tient pas compte de l'interaction des différentes dimensions et composantes de la sécurité entre elles, bien qu'il soit admis depuis longtemps que le niveau de sécurité globale d'une organisation est toujours celui du maillon le plus faible de la chaîne sécuritaire. Nous avons identifié le besoin d'une approche globale, intégrée, systémique et multidimensionnelle de l'évaluation de la sécurité de l'information. En effet, et c'est le point de départ de notre thèse, nous démontrons que seule une prise en compte globale de la sécurité permettra de répondre aux exigences de sécurité optimale ainsi qu'aux besoins de protection spécifiques d'une organisation. Ainsi, notre thèse propose un nouveau paradigme d'évaluation de la sécurité afin de satisfaire aux besoins d'efficacité et d'efficience d'une organisation donnée. Nous proposons alors un modèle qui vise à évaluer d'une manière holistique toutes les dimensions de la sécurité, afin de minimiser la probabilité qu'une menace potentielle puisse exploiter des vulnérabilités et engendrer des dommages directs ou indirects. Ce modèle se base sur une structure formalisée qui prend en compte tous les éléments d'un système ou programme de sécurité. Ainsi, nous proposons un cadre méthodologique d'évaluation qui considère la sécurité de l'information à partir d'une perspective globale. Structure de la thèse et thèmes abordés Notre document est structuré en trois parties. La première intitulée : « La problématique de l'évaluation de la sécurité de l'information » est composée de quatre chapitres. Le chapitre 1 introduit l'objet de la recherche ainsi que les concepts de base du modèle d'évaluation proposé. La maniéré traditionnelle de l'évaluation de la sécurité fait l'objet d'une analyse critique pour identifier les éléments principaux et invariants à prendre en compte dans notre approche holistique. Les éléments de base de notre modèle d'évaluation ainsi que son fonctionnement attendu sont ensuite présentés pour pouvoir tracer les résultats attendus de ce modèle. Le chapitre 2 se focalise sur la définition de la notion de Sécurité de l'Information. Il ne s'agit pas d'une redéfinition de la notion de la sécurité, mais d'une mise en perspectives des dimensions, critères, indicateurs à utiliser comme base de référence, afin de déterminer l'objet de l'évaluation qui sera utilisé tout au long de notre travail. Les concepts inhérents de ce qui constitue le caractère holistique de la sécurité ainsi que les éléments constitutifs d'un niveau de référence de sécurité sont définis en conséquence. Ceci permet d'identifier ceux que nous avons dénommés « les racines de confiance ». Le chapitre 3 présente et analyse la différence et les relations qui existent entre les processus de la Gestion des Risques et de la Gestion de la Sécurité, afin d'identifier les éléments constitutifs du cadre de protection à inclure dans notre modèle d'évaluation. Le chapitre 4 est consacré à la présentation de notre modèle d'évaluation Information Security Assurance Assessment Model (ISAAM) et la manière dont il répond aux exigences de l'évaluation telle que nous les avons préalablement présentées. Dans ce chapitre les concepts sous-jacents relatifs aux notions d'assurance et de confiance sont analysés. En se basant sur ces deux concepts, la structure du modèle d'évaluation est développée pour obtenir une plateforme qui offre un certain niveau de garantie en s'appuyant sur trois attributs d'évaluation, à savoir : « la structure de confiance », « la qualité du processus », et « la réalisation des exigences et des objectifs ». Les problématiques liées à chacun de ces attributs d'évaluation sont analysées en se basant sur l'état de l'art de la recherche et de la littérature, sur les différentes méthodes existantes ainsi que sur les normes et les standards les plus courants dans le domaine de la sécurité. Sur cette base, trois différents niveaux d'évaluation sont construits, à savoir : le niveau d'assurance, le niveau de qualité et le niveau de maturité qui constituent la base de l'évaluation de l'état global de la sécurité d'une organisation. La deuxième partie: « L'application du Modèle d'évaluation de l'assurance de la sécurité de l'information par domaine de sécurité » est elle aussi composée de quatre chapitres. Le modèle d'évaluation déjà construit et analysé est, dans cette partie, mis dans un contexte spécifique selon les quatre dimensions prédéfinies de sécurité qui sont: la dimension Organisationnelle, la dimension Fonctionnelle, la dimension Humaine, et la dimension Légale. Chacune de ces dimensions et son évaluation spécifique fait l'objet d'un chapitre distinct. Pour chacune des dimensions, une évaluation en deux phases est construite comme suit. La première phase concerne l'identification des éléments qui constituent la base de l'évaluation: ? Identification des éléments clés de l'évaluation ; ? Identification des « Focus Area » pour chaque dimension qui représentent les problématiques se trouvant dans la dimension ; ? Identification des « Specific Factors » pour chaque Focus Area qui représentent les mesures de sécurité et de contrôle qui contribuent à résoudre ou à diminuer les impacts des risques. La deuxième phase concerne l'évaluation de chaque dimension précédemment présentées. Elle est constituée d'une part, de l'implémentation du modèle général d'évaluation à la dimension concernée en : ? Se basant sur les éléments spécifiés lors de la première phase ; ? Identifiant les taches sécuritaires spécifiques, les processus, les procédures qui auraient dû être effectués pour atteindre le niveau de protection souhaité. D'autre part, l'évaluation de chaque dimension est complétée par la proposition d'un modèle de maturité spécifique à chaque dimension, qui est à considérer comme une base de référence pour le niveau global de sécurité. Pour chaque dimension nous proposons un modèle de maturité générique qui peut être utilisé par chaque organisation, afin de spécifier ses propres exigences en matière de sécurité. Cela constitue une innovation dans le domaine de l'évaluation, que nous justifions pour chaque dimension et dont nous mettons systématiquement en avant la plus value apportée. La troisième partie de notre document est relative à la validation globale de notre proposition et contient en guise de conclusion, une mise en perspective critique de notre travail et des remarques finales. Cette dernière partie est complétée par une bibliographie et des annexes. Notre modèle d'évaluation de la sécurité intègre et se base sur de nombreuses sources d'expertise, telles que les bonnes pratiques, les normes, les standards, les méthodes et l'expertise de la recherche scientifique du domaine. Notre proposition constructive répond à un véritable problème non encore résolu, auquel doivent faire face toutes les organisations, indépendamment de la taille et du profil. Cela permettrait à ces dernières de spécifier leurs exigences particulières en matière du niveau de sécurité à satisfaire, d'instancier un processus d'évaluation spécifique à leurs besoins afin qu'elles puissent s'assurer que leur sécurité de l'information soit gérée d'une manière appropriée, offrant ainsi un certain niveau de confiance dans le degré de protection fourni. Nous avons intégré dans notre modèle le meilleur du savoir faire, de l'expérience et de l'expertise disponible actuellement au niveau international, dans le but de fournir un modèle d'évaluation simple, générique et applicable à un grand nombre d'organisations publiques ou privées. La valeur ajoutée de notre modèle d'évaluation réside précisément dans le fait qu'il est suffisamment générique et facile à implémenter tout en apportant des réponses sur les besoins concrets des organisations. Ainsi notre proposition constitue un outil d'évaluation fiable, efficient et dynamique découlant d'une approche d'évaluation cohérente. De ce fait, notre système d'évaluation peut être implémenté à l'interne par l'entreprise elle-même, sans recourir à des ressources supplémentaires et lui donne également ainsi la possibilité de mieux gouverner sa sécurité de l'information.

Reflexive Space. A Constructionist Model of the Russian Reflexive Marker

This study examines the structure of the Russian Reflexive Marker ( ся/-сь) and offers a usage-based model building on Construction Grammar and a probabilistic view of linguistic structure. Traditionally, reflexive verbs are accounted for relative to non-reflexive verbs. These accounts assume that linguistic structures emerge as pairs. Furthermore, these accounts assume directionality where the semantics and structure of a reflexive verb can be derived from the non-reflexive verb. However, this directionality does not necessarily hold diachronically. Additionally, the semantics and the patterns associated with a particular reflexive verb are not always shared with the non-reflexive verb. Thus, a model is proposed that can accommodate the traditional pairs as well as for the possible deviations without postulating different systems. A random sample of 2000 instances marked with the Reflexive Marker was extracted from the Russian National Corpus and the sample used in this study contains 819 unique reflexive verbs. This study moves away from the traditional pair account and introduces the concept of Neighbor Verb. A neighbor verb exists for a reflexive verb if they share the same phonological form excluding the Reflexive Marker. It is claimed here that the Reflexive Marker constitutes a system in Russian and the relation between the reflexive and neighbor verbs constitutes a cross-paradigmatic relation. Furthermore, the relation between the reflexive and the neighbor verb is argued to be of symbolic connectivity rather than directionality. Effectively, the relation holding between particular instantiations can vary. The theoretical basis of the present study builds on this assumption. Several new variables are examined in order to systematically model variability of this symbolic connectivity, specifically the degree and strength of connectivity between items. In usage-based models, the lexicon does not constitute an unstructured list of items. Instead, items are assumed to be interconnected in a network. This interconnectedness is defined as Neighborhood in this study. Additionally, each verb carves its own niche within the Neighborhood and this interconnectedness is modeled through rhyme verbs constituting the degree of connectivity of a particular verb in the lexicon. The second component of the degree of connectivity concerns the status of a particular verb relative to its rhyme verbs. The connectivity within the neighborhood of a particular verb varies and this variability is quantified by using the Levenshtein distance. The second property of the lexical network is the strength of connectivity between items. Frequency of use has been one of the primary variables in functional linguistics used to probe this. In addition, a new variable called Constructional Entropy is introduced in this study building on information theory. It is a quantification of the amount of information carried by a particular reflexive verb in one or more argument constructions. The results of the lexical connectivity indicate that the reflexive verbs have statistically greater neighborhood distances than the neighbor verbs. This distributional property can be used to motivate the traditional observation that the reflexive verbs tend to have idiosyncratic properties. A set of argument constructions, generalizations over usage patterns, are proposed for the reflexive verbs in this study. In addition to the variables associated with the lexical connectivity, a number of variables proposed in the literature are explored and used as predictors in the model. The second part of this study introduces the use of a machine learning algorithm called Random Forests. The performance of the model indicates that it is capable, up to a degree, of disambiguating the proposed argument construction types of the Russian Reflexive Marker. Additionally, a global ranking of the predictors used in the model is offered. Finally, most construction grammars assume that argument construction form a network structure. A new method is proposed that establishes generalization over the argument constructions referred to as Linking Construction. In sum, this study explores the structural properties of the Russian Reflexive Marker and a new model is set forth that can accommodate both the traditional pairs and potential deviations from it in a principled manner.