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Ultrafiltration polyethersulfone membranes were modified covalently by chemical reduction of aryl diazonium salts. Functionalizations were performed with four aryl diazonium salts bearing different functional groups (4-benzyltriphenylphosphonium diazonium, 4-nitrophenyl diazonium, 4-benzonitrile diazonium and 4-phenylacetic acid diazonium) so as to demonstrate the versatility of the method. The efficiency of the different functionalizations was checked with various characterization techniques. Attenuated Total Reflectance Fourier Transform Infra Red spectroscopy revealed the presence of 4-nitrophenyl, 4-benzonitrile and 4-phenylacetic acid groups at the surface of the different modified membranes but no characteristic vibration band was detected on the surface of the membrane modified with 4-benzyltriphenylphosphonium diazonium. The presence of 4-benzyltriphenylphosphonium, however, could be demonstrated by both Energy Dispersive X-ray spectroscopy (detection of the Kα ray of phosphorous at 2.015 keV) and streaming current measurements (shift of the membrane isoelectric point). Finally, dead-end filtration of an antibiotic (tylosin) was carried out with the unmodified membrane and the membrane modified by 4-benzyltriphenyl-phosphonium diazonium. Experiments revealed that the transport properties of the grafted membrane were significantly modified, with a significant increase in rejection mainly due to electrostatic repulsions between the surface of the modified membrane and tylosin.
Cette étude explore la réactivité des nitrates à l'interface bitume-béton dans une alvéole de stockage de déchets radioactifs de moyenne activité et à vie longue dans la perspective de déterminer les conditions redox qui s'y développeront. La première partie du travail visait à identifier, en conditions abiotiques (sans bactéries), les interactions entre deux composants du système : le béton (introduit sous forme de pâtes de ciment) et le bitume (simulé par des lixiviats modèles constitués de solutions d'acides organiques et de nitrates). La seconde partie de l'étude a été conduite en conditions biotiques avec deux espèces de bactéries hétérotrophes dénitrifiantes (Pseudomonas stutzeri - Ps et Halomonas desiderata - Hd) et avait pour but d'analyser la réaction de réduction des nitrates (cinétiques, sous-produits, rôle de la matière organique) en conditions de pH neutre à alcalin (caractéristiques de l'environnement chimique imposé par le béton). Les résultats ont montré que des interactions fortes se produisaient entre la matrice cimentaire et les acides organiques, acétique et oxalique, interactions susceptibles de réduire la biodisponibilité de cette matière organique (pour l'oxalate en particulier), et ont confirmé la stabilité des nitrates dans ces conditions. En conditions biotiques, les nitrates ont été réduits par Ps et Hd selon la voie métabolique de dénitrification anaérobie. Les cinétiques de réduction étaient plus élevées avec Ps mais les réactions étaient inhibées pour pH > 9. Hd était en revanche capable de réaliser la dénitrification jusqu'à pH 11 au moins.
Isopropanol represents a widely-used commercial alcohol which is currently produced from petroleum. In nature, isopropanol is excreted by some strains of Clostridium beijerinckii, simultaneously with butanol and ethanol during the isopropanol butanol ethanol (IBE) fermentation. In order to increase isopropanol production, the gene encoding the secondary-alcohol dehydrogenase enzyme from C. beijerinckii NRRL B593 (adh) which catalyzes the reduction of acetone to isopropanol, was cloned into the acetone, butanol and ethanol (ABE)-producing strain C. acetobutylicum ATCC 824. The transformants showed high capacity for conversion of acetone into isopropanol (> 95%). To increase isopropanol production levels in ATCC 824, polycistronic transcription units containing, in addition to the adh gene, homologous genes of the acetoacetate decarboxylase (adc), and/or the acetoacetyl-CoA:acetate/butyrate:CoA transferase subunits A and B (ctfA and ctfB) were constructed and introduced into the wild-type strain. Combined overexpression of the ctfA and ctfB genes resulted in enhanced solvent production. In non-pH-controlled batch cultures, the total solvents excreted by the transformant overexpressing the adh, ctfA, ctfB and adc genes were 24.4 g/L IBE (including 8.8 g/L isopropanol), while the control strain harbouring an empty plasmid produced only 20.2 g/L ABE (including 7.6 g/L acetone). The overexpression of the adc gene had limited effect on IBE production. Interestingly, all transformants with the adh gene converted acetoin (a minor fermentation product) into 2,3-butanediol, highlighting the wide metabolic versatility of solvent-producing Clostridia.
In most animal species, vision is mediated by compound eyes, which offer lower resolution than vertebrate single-lens eyes, but significantly larger fields of view with negligible distortion and spherical aberration, as well as high temporal resolution in a tiny package. Compound eyes are ideally suited for fast panoramic motion perception. Engineering a miniature artificial compound eye is challenging because it requires accurate alignment of photoreceptive and optical components on a curved surface. Here, we describe a unique design method for biomimetic compound eyes featuring a panoramic, undistorted field of view in a very thin package. The design consists of three planar layers of separately produced arrays, namely, a microlens array, a neuromorphic photodetector array, and a flexible printed circuit board that are stacked, cut, and curved to produce a mechanically flexible imager. Following this method, we have prototyped and characterized an artificial compound eye bearing a hemispherical field of view with embedded and programmable low-power signal processing, high temporal resolution, and local adaptation to illumination. The prototyped artificial compound eye possesses several characteristics similar to the eye of the fruit fly Drosophila and other arthropod species. This design method opens up additional vistas for a broad range of applications in which wide field motion detection is at a premium, such as collision-free navigation of terrestrial and aerospace vehicles, and for the experimental testing of insect vision theories.
On étudiera les compléments de l'adjectif dans un traité technique, les RES RVSTICAE de Varron. On se demandera si, sur le modèle tesniérien de la valence verbale, on peut concevoir aussi une valence de l'adjectif latin. Cette analyse dépendancielle sera confrontée à une analyse interdépendancielle et rectionnelle.
There is a new Bayesian, or probabilistic, paradigm in the psychology of reasoning, with new psychological accounts of the indicative conditional of natural language. In psychological experiments in this new paradigm, people judge that the probability of the indicative conditional, P(if A then C), is the conditional probability of C given A, P(C | A). In other experiments, participants respond with what has been called the 'de- fective' truth table: they judge that if A then C is true when A holds and C holds, is false when A holds and C does not, and is neither true nor false when A does not hold. We argue that these responses are not 'defective' in any negative sense, as many psychologists have implied. We point out that a number of normative researchers, including de Finetti, have proposed such a table for various coherent interpretations of the third value. We review the relevant general tables in the normative literature, in which there is a third value for A and C and the logically compound forms of the natural language conditional, negation, conjunction, disjunction, and the material conditional. We describe the results of an experiment on which of these tables best describes ordinary people's judgements when the third value is interpreted as indicating uncertainty.
Real-world problems generally involve several antagonistic objectives, like quality and cost for design problems, or makespan and cost for planning problems. The only approaches to multiobjective AI Planning rely on metrics, that can incorporate several objectives in some linear combinations, and metric sensitive planners, that are able to give different plans for different metrics, and hence to eventually approximate the Pareto front of the multiobjective problem, i.e. the set of optimal trade-offs between the antagonistic objectives. Divide-and-Evolve (DaE) is an evolutionary planner that embeds a classical planner and feeds it with a sequence of subproblems of the problem at hand. Like all Evolutionary Algorithms, DaE can be turned into a Pareto-based multiobjective solver, even though using an embedded planner that is not metric sensitive. The Pareto-based multiobjective planner MO-DaE thus avoids the drawbacks of the aggregation method. Furthermore, using YAHSP as the embedded planner, it outperforms in many cases the metric-based approach using LPG metric sensitive planner, as witnessed by experimental results on original multiobjective benchmarks built upon IPC-2011 domains.
We propose new axioms relative to combinatorial topology. These axioms are settled in the framework of completions which are inductive properties expressed in a declarative way, and that may be combined. We introduce several completions for describing dyads. A dyad is a pair of complexes which are, in a certain sense, linked by a "relative topology". We first give some basic properties of dyads, then we introduce a second set of axioms for relative dendrites. This allows us to establish a theorem which provides a link between dyads and dendrites, a dendrite is an acyclic complex which may be also described by completions. Thanks to a previous result, this result makes clear the relation between dyads, relative dendrites, and complexes which are acyclic in the sense of homology.
When purchasing home broadband access from Internet service providers (ISPs), users must decide which service plans are most appropriate for their needs. Today, ISPs advertise their available service plans using only generic upload and download speeds. Unfortunately, these metrics do not always accurately reflect the varying performance that home users will experience for a wide range of applications. In this paper, we propose that each ISP service plan carry a "nutrition label" that conveys more comprehensive information about network metrics along many dimensions, including various aspects of throughput, latency, loss rate, and jitter. We first justify why these metrics should form the basis of a network nutrition label. Then, we demonstrate that current plans that are superficially similar with respect to advertised download rates may have different performance according to the label metrics. We close with a discussion of the challenges involved in presenting a nutrition label to users in a way that is both accurate and easy to understand.
Product Health Monitoring (PHM) is the process of monitoring usage conditions of the product. Like Structural Health Monitoring systems, they are traditionally deployed during the Middle-Of-Life (MOL) phase of the product's life-cycle. The aim of this paper is to describe the concept of PHM throughout its life-cycle. Advances in Nanotechnology and wireless nano sensors networks allow envisaging their integration into many products and systems. From this observation, we propose to describe a system to monitor dimensional features of a product. The monitoring system uses self-organizing communication network principles. Thereby the product can perform its continuous health monitoring, regardless its physical transformations. Self-measurement system requires no specific sensors and is based on two techniques: neighborhood discovering and distance-ranging.
A mixing layer is generally considered as a prototype of free shear flows whichoccur in a very broad spectrum of applications from natural phenomena to the engineeringscience. The increasing development of the aeroacoustics, more particularly thanks to theprogress in numerical simulations, has allowed to identify the coherent structures which evolvein the flow as the main sound sources. Furthermore, the emergence of the instability wavestaking the form of the coherent structures can be characterized by the stability analysis. In thiscontext, we propose through this work to perform a global stability analysis, in order tounderstand the emergence of fundamental frequencies, as well as a modal decompositionwithin both a linear and nonlinear framework, to characterize the coherent structures primarilyresponsible for the sound generation. In particular, we propose to develop the methods of theglobal stability with respect to the compressible flows as well as a technique of calculation ofcoherent structures applied to the nonlinear regimes based on the DMD method. Such analysistools are validated and illustrated on an academic configuration of a co-flowing mixing layer, atypical noise amplifier, from a simple case where a single source is implicated in the acousticradiation to a more complex case where two sources are present. Both the temporal and spatialDMD are shown capable of describing the characteristics of the coherent structures in the nearfield and the behaviour of the acoustic waves in the far field. Finally, the methods of the modaldecomposition have proven themselves as a relevant model reduction aiming at designing anefficient control strategy.
Endomicroscopy allows in vivo and in situ imaging with cellular resolution. One limitation of endomicroscopy is the small field of view which can however be extended using mosaicing techniques. In this paper, we describe a methodological framework aiming to reconstruct a mosaic of endomicroscopic images acquired following a noisy robotized spiral trajectory. First, we infer the topology of the frames, that is the map of neighbors for every frame in the spiral. For this, we use a Viterbi algorithm considering every new acquired frame in the current branch of the spiral as an observation and the index of the best neighboring frame from the previous branch as the underlying state. Second, the estimated transformation between each spatial pair previously found is assessed. Mosaicing is performed based only on the pairs of frames for which the registration is considered successful. We tested our method on 3 spiral video sequences of endomicroscopic images each including more than 200 frames: a printed grid, an ex vivo tissue sample and an in vivo animal trial. Reconstruction results were statistically significantly improved compared to reconstruction where only registration between successive frames was used.
Série du Dogger au Néocomien, molasse miocène et dépôts quaternaires. Zone plissée et chevauchante, affectée par des abaissements d'axe. Convergence du drainage karstique vers la zone structuralement la plus basse, transversale par rapport aux plis. Étude d'une retenue collinaire
Série du Dogger au Néocomien, molasse miocène et dépôts quaternaires. Zone plissée et chevauchante, affectée par des abaissements d'axe. Convergence du drainage karstique vers la zone structuralement la plus basse, transversale par rapport aux plis. Étude d'une retenue collinaire
The theory of traits (life-history, ecological and biological traits) states that a species' characteristics might enable its persistence and development in given environmental conditions. If environment is the major factor controlling functional assemblage structure, species with similar attributes are expected to inhabit a similar environment. This study uses trait states in 849 European riverine fish assemblages to analyze the influence of environment, phylogeny and biogeography on the functional structure of these assemblages. European fish assemblages were highly structured and two main syndromes (a suite of coevolved traits) were observed: (1) assemblages dominated by stenothermal intolerant individuals and (2) assemblages dominated by eurythermal, eurytopic and tolerant individuals. Temperature and stream physical structure were the two main environmental factors explaining the diversity of fish assemblage functional structures, while the influence of biogeographic factors was weak, once environment was taken into account. This suggests that, whatever the regional species pool, similar assemblage functional structures will be found in similar environmental conditions. The phylogenetic relatedness between species might also explain to some extent the associations between the species traits observed among European fish assemblages.
Since the Brundtland report in 1987, at the start of the series of United Nations Conferences on the Environment and Development, the world population has grown by more than it was in the time of Adam Smith. Oil consumption has increased by 40% and the trend is similar for other exhaustible resources, such as metal and fish. The loss of biodiversity continues to reduce flora and fauna at an almost constant rate. Deforestation approximately equivalent to the area of England occurs every year. Despite all the warnings from scientists, the rate of degradation is not decreasing. But economic activity - consumption and saving - has grown faster than the global population. Why does the world not adapt to the boundary conditions of the planet? Why is nature being devoured? This work responds to this question in a very professional way: the economy is badly run, and not for the reasons stated by Marxists. Over the past 25 years, finance has held the wheel of the global supertanker. By globalization, by the increase of savings, and by the technical innovations of the financial markets, its power over the economy has become dominant. Finance is in charge. But the price-signal that it produces is surrounded by fog. The author explains why this is, and analyses the consequences for the near future.
Ce document est une première tentative de en perspective les flux de transport de marchandises avec le fonctionnement de la ville et la morphologie urbaine, à travers les différentes étapes franchies au cours de ces vingt dernières années en termes de méthode et d'outils de connaissance et selon les avancées technologiques et organisationnelles. Premièrement, l'état des lieux après vingt ans de projets et de recherches dans le domaine est présenté, en mettant l'accent sur les projets français et la contribution du programme PREDIT aux avancées de la recherche en logistique urbaine. Deuxièmement, les liens entre transport de marchandises en ville et morphologie de la ville sont adressés. Finalement, des pistes en termes de décision publique pour les aménageurs
[http://flaubert.univ-rouen.fr/revue/article.php?id=92]
The paper proposes an observability analysis and estimation schemes for specific growth rates and biomass concentrations of the anaerobic digestion process. A 3-stage model of 5 dynamic states is assumed, describing the hydrolysis, acidogenesis and methanogenesis of two different populations of microorganisms (acidogenic and methanogenic). The main result is that the specific growth rates of the two populations of bacteria can be stability estimated only from easily measured quantities -- the dilution rate and the flow rates of methane and carbon dioxide in the biogas. The estimation schemes thus obtained have quite interesting features one of which is their freeness of most yield coefficients often hard to identify. The analysis rests on the differential algebraic approach of observation problems. The results are currently being confronted to experimental data from a 100m3 pilot bioreactor fed with cattle dung. Realistic simulations are presented in this paper as illustrations of the estimator performance.
Les fièvres hémorragiques à virus Lassa (LASV) et Ebola (EBOV) représentent un important problème de santé publique en Afrique. Les réponses immunes et la pathogenèse associées à ces maladies sont peu connues. Les cellules NK ont un rôle important dans la réponse immune innée par leurs propriétés cytotoxiques, mais également dans l'induction des réponses adaptatives par leur production de cytokines et leurs interactions avec les cellules dendritiques (DC) et les macrophages. Ce projet s'attache à comprendre le rôle des cellules NK dans le contrôle de la réplication virale et dans l'induction des réponses immunitaires au cours de ces infections. Un modèle in vitro de coculture de cellules NK humaines avec des DC et macrophages autologues a été développé. L'activation des cellules NK et leurs fonctions ont été analysées après l'infection par LASV et EBOV. Par ailleurs, les réponses des cellules NK en réponse à LASV ont été comparées avec celles induites lors de l'infection par le virus Mopeia (MOPV), très proche de LASV mais non pathogène pour l'homme. Les macrophages, mais pas les DC, infectés par LASV ou MOPV induisent l'activation et l'augmentation des capacités cytotoxiques des cellules NK. Toutefois, les cellules NK ne sont pas capables de lyser les cellules infectées et ne produisent pas d'IFN-γ. Les cellules NK s'activent et sont capables de lyser les cellules infectées en présence de macrophages mais également de DC infectés par des LASV mutants. Cependant, les IFN de type I sécrétés en grande quantité en réponse à ces virus ne sont pas impliqués dans l'activation des cellules NK. L'infection par EBOV n'induit qu'une très faible activation des cellules NK en présence de DC ou macrophages et ne conduit pas à la sécrétion de cytokines, ni à la modification du potentiel cytotoxique.Ces résultats permettent d'améliorer la compréhension des réponses immunes et des mécanismes de pathogenèse mis en place lors des fièvres hémorragiques Lassa et Ebola.
In most animal species, vision is mediated by compound eyes, which offer lower resolution than vertebrate single-lens eyes, but significantly larger fields of view with negligible distortion and spherical aberration, as well as high temporal resolution in a tiny package. Compound eyes are ideally suited for fast panoramic motion perception. Engineering a miniature artificial compound eye is challenging because it requires accurate alignment of photoreceptive and optical components on a curved surface. Here, we describe a unique design method for biomimetic compound eyes featuring a panoramic, undistorted field of view in a very thin package. The design consists of three planar layers of separately produced arrays, namely, a microlens array, a neuromorphic photodetector array, and a flexible printed circuit board that are stacked, cut, and curved to produce a mechanically flexible imager. Following this method, we have prototyped and characterized an artificial compound eye bearing a hemispherical field of view with embedded and programmable low-power signal processing, high temporal resolution, and local adaptation to illumination. The prototyped artificial compound eye possesses several characteristics similar to the eye of the fruit fly Drosophila and other arthropod species. This design method opens up additional vistas for a broad range of applications in which wide field motion detection is at a premium, such as collision-free navigation of terrestrial and aerospace vehicles, and for the experimental testing of insect vision theories.
We derive some new results on the k-th barycentric Olson constants of abelian groups (mainly cyclic). This quantity, for a finite abelian (additive) group (G,+), is defined as the smallest integer l such that each subset A of G with at least l elements contains a subset with k elements {g_1, ... , g_k} satisfying g_1 + ... + g_k = k g_j for some 1 <= j <= k.
Let H be a Krull monoid with finite class group G such that every class contains a prime divisor. Then the global tame degree t (H) equals zero if and only if H is factorial (equivalently, |G|=1). If |G| > 1, then D (G) <= t (H) <= 1 + D (G) ( D (G) -1 ) / 2, where D (G) is the Davenport constant of G. We analyze the case when t (H) equals the lower bound, and we show that t (H) grows asymptotically as the upper bound, when both terms are considered as functions of the rank of G. We provide more precise results if G is either cyclic or an elementary 2-group.
We consider the problem of obtaining a prognostic on the survival time adjusted on covariates in a high-dimensional setting. Towards this end, we construct an estimator of the conditional intensity function that does not rely on an underlying model. We estimate it by the best Cox proportional hazards model given two dictionaries of functions. The first dictionary is used to construct an approximation of the logarithm of the baseline hazard function and the second to approximate the relative risk. As we are in high-dimension, we consider the Lasso procedure to estimate the unknown parameters of the best Cox model approximating the conditional hazard rate function. We provide non-asymptotic oracle inequalities for the Lasso estimator of the conditional hazard risk function. Our results rely on an empirical Bernstein's inequality for martingales with jumps.
We report an experimental study of a dilute ''gas'' of magnetic particles subjected to a vertical alternating magnetic field in a 3D container. Due to the torque exerted by the field on the magnetic moment of each particle, a spatially homogeneous and random forcing is reached where only rotational motions are driven. This forcing differs significantly from boundary-driven systems used in most previous experimental studies on non equilibrium dissipative granular gases. Here, no cluster formation occurs, and the equation of state displays strong analogy with the usual gas one apart from a geometric factor. Collision statistics is also measured, and shows an exponential tail for the particle velocity distribution. Most of these observations are well explained by a simple model, and enable to better understand out-of-equilibrium systems uniformly ''heated''.
In this paper, we propose an adaptive observer-based synchronization approach for a class of chaotic Lur'e systems with slope restricted nonlinearities and delayed outputs. The delay is assumed bounded and time varying and the information to be transmitted is assumed piece-wise constant. Based on the Lyapunov-Krasovskii approach, we show that for sufficiently small values of the time-delay upper bound, both synchronization and information reconstruction objectives are ensured under a condition of persistent excitation and after solving a convex optimization problem. The result is illustrated via a numerical example of a chaotic communication system subject to a transmission delay.
We propose a robust adaptive chaotic synchronization method based on unknown-input observers for master-slave syn- chronization of chaotic systems, with application to secured com- munication. The slave system is modelled by an unknown input observer in which, the unknown input is the transmitted informa- tion. As in the general observer-based synchronization paradigm, the information is recovered if the master and slave systems ro- bustly synchronize. In the context of unknown-input observers, this is tantamount to estimating the master's states and the unknown inputs. The set-up also considers the presence of perturbations in the chaotic transmitter dynamics and in the output equations (the transmitted signal). That is, the estimator (slave system) must syn- chronize albeit noisy measurements and reject the effect of pertur- bations on the transmitter dynamics. We provide necessary and sufficient conditions for synchronization to take place. To highlight our contribution, we also present some simulation results with the purpose of comparing the proposed method to classical adaptive observer-based synchronization (without disturbance rejection). It is shown that additive noise is perfectly canceled and the encoded message is well recovered despite the perturbations.
We report an experimental study of a dilute ''gas'' of magnetic particles subjected to a vertical alternating magnetic field in a 3D container. Due to the torque exerted by the field on the magnetic moment of each particle, a spatially homogeneous and random forcing is reached where only rotational motions are driven. This forcing differs significantly from boundary-driven systems used in most previous experimental studies on non equilibrium dissipative granular gases. Here, no cluster formation occurs, and the equation of state displays strong analogy with the usual gas one apart from a geometric factor. Collision statistics is also measured, and shows an exponential tail for the particle velocity distribution. Most of these observations are well explained by a simple model, and enable to better understand out-of-equilibrium systems uniformly ''heated''.
We calculate the quantum Cramér--Rao bound for the sensitivity with which one or several parameters, encoded in a general single-mode Gaussian state, can be estimated. This includes in particular the interesting case of mixed Gaussian states. We apply the formula to the problems of estimating phase, purity, loss, amplitude, and squeezing. In the case of the simultaneous measurement of several parameters, we provide the full quantum Fisher information matrix. Our results unify previously known partial results, and constitute a complete solution to the problem of knowing the best possible sensitivity of measurements based on a single-mode Gaussian state.
PICARD SOL is the ground component of the PICARD mission and is operational since March 2011. A set of instruments including the replica of the space instrument and several atmospheric monitors was set up at Calern observatory in order to compare solar radius measured in space and on ground and to better understand and calibrate atmospheric effects on ground based measurements. SODISMII provides full disk images of the chromosphere and photosphere of the Sun in five narrow pass bands ranging from the near ultraviolet to the near infrared. Our preliminary results show a very good instrumental stability. After plate scale calibration using star doublet observations and corrections for atmospheric refraction, first estimates of the mean solar radius at the five wavelengths (393.37, 535.7, 607.1, 782.2, and 1025.0nm) are deduced from measurements recorded between May 2011 and December 2012.
In this paper we build a method to optimize Multi-Year Prospective Budgets. First we present a systemic model of Local Community Finances. Then, from two acceptable Multi-Year Prospective Budgets the method implements a Genetic Algorithm to generate a collection of admissible Multi-Year Prospective Budgets among which Decision-Makers can choose. The method is tested on simplified cases and on in operational situation and gives satisfactory results.
Cette these propose un cadre mathematique pour la modelisation du risque endogene dans les marches financiers. Le risque endogene designe le risque genere, et amplifie, au sein du systeme financier lui-meme, par les differents acteurs economiques et leurs interactions, par opposition au risque exogene, genere par des chocs exterieurs au systeme financier. Notre etude est motivee par l'observation des differentes crises financieres passees, qui montre le role central du risque endogene dans les marches financiers. Ainsi, les periodes de crises sont souvent associees a des phenomenes de liquidation/ventes 'eclair ('fire sales'), qui g'en'erent, de mani'ere endog'ene, une importante volatilit'e pour les actifs financiers et des pics inattendus de corr'elations entre les rendements de ces actifs, entraˆınant de fortes pertes pour les investisseurs. Alors que la structure de d'ependance entre les rendements d'actifs financiers est traditionnellement mod'elis'ee de mani'ere exog'ene, les faits d'ecrits pr'ec'edemment sugg'erent qu'une telle mod'elisation exog'ene ne peut rendre compte du risque endog'ene observ'e dans les march'es financiers. L'id'ee principale de cette th'ese est de distinguer entre deux origines pour la corr'elation entre actifs. La premi'ere est exog'ene et refl'ete une corr'elation fondamentale. La seconde est endog'ene et trouve son origine dans l'offre et la demande syst'ematiques g'en'er'ees par les grandes institutions financi'eres. Nous mod'elisons la dynamique en temps discret des prix d'actifs financiers d'un march'e multi-actifs par une chaˆıne de Markov dans lequel le rendement de chaque actif, 'a chaque p'eriode k, se d'ecompose en un terme al'eatoire - qui repr'esente les fondamentaux de l'actif et est independant du passe - et un terme d'offre/demande syst'ematique, genere de maniere endogene. Dans chaque chapitre, nous caracterisons mathematiquement cette offre endog'ene et son impact sur les prix d'actifs financiers. Nous exhibons des conditions sous lesquelles la chaıne de Markov converge faiblement, lorsque le pas de temps du modele discret tend vers zero, vers la solution d'une equation differentielle stochastique dont nous donnons le drift et la volatilite multi-dimensionnels. L''etude du processus de covariation quadratique de la limite diffusive nous permet de quantifier l'impact de l'offre et demande endogenes systematiques sur la structure de dependance entre actifs. Enfin, nous developpons des outils statistiques et econometriques visant a resoudre le probleme inverse d'identification et d'estimation des parametres de notre modele a partir de donnees de prix d'actifs financiers. Le Chapitre 1 'etudie le risque endogene genere par un fonds sujet a des ventes forcees en raison d'investisseurs qui sortent de leurs positions lorsque le fonds sous-performe et que sa valeur passe en-dessous d'un seuil. Nous modelisons l'offre et la demande provenant de telles ventes forcees en introduisant une 'fonction de liquidation' f qui mesure la vitesse 'a laquelle les investisseurs sortent de leurs positions dans le fonds. Nous supposons que l'offre en exces due au fonds sur chaque actif impacte le rendement de l'actif de maniere lineaire et nous explicitons les conditions pour que la dynamique de prix en temps discret soit une chaˆıne de Markov dans (R∗ )n, ou' n est le nombre d'actifs dans le marche. Nous exhibons des conditions sous lesquelles le modele discret converge faiblement vers une diffusion en temps continu et calculons les drifts et volatilites multi- 7 dimensionnels de la dynamique de prix en temps continu. L'etude de la covariation quadratique de la limite diffusive permet d'expliciter l'impact des ventes forcees dans le fonds sur la structure de d'ependance entre les actifs financiers. En particulier, nous montrons que la matrice de covariance realisee s''ecrit comme la somme d'une matrice de covariance fondamentale et une matrice de covariance en exces, qui depend des positions du fonds, de la liquidite des actifs et de la trajectoire passee des prix et qui est nulle lorsqu'il n'y a pas de ventes forcees. Nous prouvons alors que cet impact endogene augmente la volatilite du fonds en question, exactement dans les scenarios ou' le fonds subit des pertes. Nous calculons 'egalement son impact sur la volatilit'e d'autres fonds investissant dans les memes actifs et prouvons l'existence d'une relation d'orthogonalite entre les positions du fonds de reference et d'un autre fonds telle que, si cette relation d'orthogonalite est verifiee, des ventes forcees dans le fonds de reference n'affectent pas la volatilit'e de l'autre fonds. Le Chapitre 2 etend les resultats du Chapitre 1 au cas de plusieurs fonds et d'un impact quelconque (pas necessairement lineaire) de l'offre aggregee en exces provenant de ventes forcees dans ces fonds, sur les rendements de prix d'actifs. Nous exhibons des conditions sous lesquelles le mod'ele discret converge faiblement vers une diffusion en temps continu. La fonction de volatilite de la limite diffusive ne depend de la fonction de d'impact qu''a travers sa derivee premiere en zero, montrant qu'un modele de d'impact lineaire capture completement l'impact des effets de retroaction dus aux ventes forcees dans les differents fonds sur la structure de dependance entre actifs. Nous calculons la matrice de covariance realisee, en fonction des positions liquid'ees, en particulier dans un cas simple ou' les liquidations ont lieu 'a vitesse constante, dans un intervalle de temps fix'e et nous donnons des conditions assurant que cette relation peut etre inversee et les volumes de liquidations identifi'es. Nous construisons alors un estimateur du volume de liquidation dans chaque actif, dont nous prouvons la consistance, et pour lequel nous d'erivons un th'eor'eme central limite, qui nous permet de construire un test statistique testant si, pendant une periode donnee, des liquidations ont eu lieu. Nous illustrons notre procedure d'estimation avec deux exemples empiriques: le 'quant event' d'aouˆt 2007 et les liquidations suivant la faillite de Lehman Brothers en Automne 2008. Le Chapitre 3 etudie l'impact d'un investisseur institutionnel investissant une portion constante de sa richesse dans chaque actif (strategie fixed-mix). Pour un vecteur d'allocations donne, nous prouvons l'existence d'une unique strategie fixed-mix autofinancante. A chaque p'eriode, le prix des n actifs et la valeur du fonds fixed-mix sont obtenus comme la solution d'un probl'eme de point fixe. Nous montrons que, sous certaines conditions que nous explicitons, le modele discret converge vers une limite diffusive, pour laquelle nous calculons la covariance et la correlation realisee 'a l'ordre un en liquidit'e. Nos r'esultats montrent que la presence d'investisseurs institutionnels peut modifier les correlations de facon significative. Nous calculons les vecteurs propres et valeurs propres de la matrice de correlation realisee (a' l'ordre un en liquidite). L''etude des drifts de la limite continue nous permet de calculer les rendements esperes des actifs et montre qu'en raison de la presence de l'investisseur institutionnel, les rendements esp'er'es des actifs avec grand (resp. faible) drift fondamental, compares au rendement fondamental du fonds, diminuent (resp. augmentent). Nous calculons, dans un exemple simple, la strategie efficiente pour un critere moyenne-variance et montrons qu'elle est differente de la strategie optimale fondamentale (sans le fonds). L''etude de la frontiere optimale dans cet exemple montre qu'un investisseur prenant en compte l'impact de l'investisseur institutionnel peut ameliorer son rendement pour un niveau de risque donne.
We formalize the randomization procedure undertaken to discriminate players in real option games with Stackelberg leadership advantage. This is done by introducing a random arbitrator with specific parameterizations, and allows to propose a unified treatment of both Cournot and Stackelberg competition in real option games. We extend the study to a partial arbitrator, which leads to competitive advantages in various asymmetrical situations. We fully characterize strategic interactions. We then apply the procedure to risk-neutral and risk-averse firms in a stochastic preemptive real option game in complete market under regulation. The risk-averse case gives us the opportunity to study a new phenomenon we call aversion for confrontation, and its impact on the asymmetrical game.
PICARD SOL is the ground component of the PICARD mission and is operational since March 2011. A set of instruments including the replica of the space instrument and several atmospheric monitors was set up at Calern observatory in order to compare solar radius measured in space and on ground and to better understand and calibrate atmospheric effects on ground based measurements. SODISMII provides full disk images of the chromosphere and photosphere of the Sun in five narrow pass bands ranging from the near ultraviolet to the near infrared. Our preliminary results show a very good instrumental stability. After plate scale calibration using star doublet observations and corrections for atmospheric refraction, first estimates of the mean solar radius at the five wavelengths (393.37, 535.7, 607.1, 782.2, and 1025.0nm) are deduced from measurements recorded between May 2011 and December 2012.
Série du Dogger au Néocomien, molasse miocène et dépôts quaternaires. Zone plissée et chevauchante, affectée par des abaissements d'axe. Convergence du drainage karstique vers la zone structuralement la plus basse, transversale par rapport aux plis. Étude d'une retenue collinaire
Série du Dogger au Néocomien, molasse miocène et dépôts quaternaires. Zone plissée et chevauchante, affectée par des abaissements d'axe. Convergence du drainage karstique vers la zone structuralement la plus basse, transversale par rapport aux plis. Étude d'une retenue collinaire
We consider the problem of obtaining a prognostic on the survival time adjusted on covariates in a high-dimensional setting. Towards this end, we construct an estimator of the conditional intensity function that does not rely on an underlying model. We estimate it by the best Cox proportional hazards model given two dictionaries of functions. The first dictionary is used to construct an approximation of the logarithm of the baseline hazard function and the second to approximate the relative risk. As we are in high-dimension, we consider the Lasso procedure to estimate the unknown parameters of the best Cox model approximating the conditional hazard rate function. We provide non-asymptotic oracle inequalities for the Lasso estimator of the conditional hazard risk function. Our results rely on an empirical Bernstein's inequality for martingales with jumps.
In this work, we develop a method of adaptive nonparametric estimation, based on "warped" kernels. The aim is to estimate a real-valued function $s$ from a sample of random couples $(X,Y)$. We deal with transformed data $(\Phi(X),Y)$, with $\Phi$ a one-to-one function, to build a collection of kernel estimators. The data-driven selection of the best bandwidth is done with a method inspired by Goldenshluger and Lepski~(2011). The method permits to handle various problems such as additive and multiplicative regression, conditional density estimation, hazard rate estimation based on randomly right censored data, and cumulative distribution function estimation from current-status data. The interest is threefold. First, the squared-bias/variance trade-off is automatically realized. Next, non-asymptotic risk bounds are derived. Last, the estimator is easily computed thanks to its simple expression: a short simulation study is presented.
The estimation of the concentration of an infectious agent in the environment is a key step to trigger an alert when there is a bio- logical threat. This concentration can be obtained trough a quantitative polymerase chain reaction (qPCR). Nevertheless, standard real-time pro- cedure do not address detection delay which is a main concern in alert triggering. Therefore, we propose a method based on Lasso regression and CUSUM change detection to accurately estimate the concentration while minimizing the detection delay. The trade-off between accuracy and delay can be managed through a parameter. We compare our results with those found by a standard method (threshold method) and promising results are obtained.
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