NCube/papyrus huggingface dataset:
Mesure et Prévision de la Volatilité pour les Actifs Liquides

The high frequency observed price series is contaminated with market microstructure frictions or noise. We explore the measurement and forecasting of the fundamental volatility through novel approaches to the frictions’ problem. In the first paper, while maintaining the standard framework of a noise-frictionless price additive model, we use the trading volume, quoted depths, trade direction indicator and bid-ask spread to get rid of the noise. The econometric model is a price impact linear regression. We show that incorporating the cited liquidity costs variables delivers more precise volatility estimators. If the noise is only partially absorbed, the remaining noise is closer to a white noise than the original one, which lessens misspecification of the noise characteristics. Our approach is also robust to a specific form of endogeneity under which the common robust to noise measures are inconsistent. In the second paper, we model the variance of the market microstructure noise that contaminates the frictionless price as an affine function of the fundamental volatility. Under our model, the noise is time-varying intradaily. Using the eigenfunction representation of the general stochastic volatility class of models, we quantify the forecasting performance of several volatility measures under our model assumptions. In the third paper, instead of assuming the standard additive model for the observed price series, we specify the conditional distribution of the frictionless price given the available information which includes quotes and volumes. We come up with new volatility measures by characterizing the conditional mean of the integrated variance.

Keyphrases: Financial Econometrics, Realized Volatility, Market Microstructure Noise, High Frequency Data
Libéralisation commerciale, développement financier et inégalités de revenu

We lead an empirical analysis based on a model by Foellmi and Oeschlin (2010), in which trade liberalization increases income inequalities in developing countries where the credit market is imperfect. We build a panel of developing and emerging countries with annual observations and we regress synthetic indexes of inequality on trade, in interaction with a measure of financial development. The coefficients of interest are always consistent with Foellmi and Oeschlin's analysis, even if we add several control variables and if we perform the estimations on 5 yearsaverage observations. But the parameters lose significance after adding some control variables, because the estimations suffer of a lack of precision.

Keyphrases: Commerce international, Liberalization, International trade, Credit market, Inequality, Panel data
Estimation of State Space Models and Stochastic Volatility

My thesis consists of three chapters related to the estimation of state space models and stochastic volatility models.  In the first chapter we develop a computationally efficient procedure for state smoothing in Gaussian linear state space models. We show how to exploit the special structure of state-space models to draw latent states efficiently. We analyze the computational efficiency of Kalman-filter-based methods, the Cholesky Factor Algorithm, and our new method using counts of operations and computational experiments. We show that for many important cases, our method is most efficient. Gains are particularly large for cases where the dimension of observed variables is large or where one makes repeated draws of states for the same parameter values. We apply our method to a multivariate Poisson model with time-varying intensities, which we use to analyze financial market transaction count data.  In the second chapter, we propose a new technique for the analysis of multivariate stochastic volatility models, based on efficient draws of volatility from its conditional posterior distribution. It applies to models with several kinds of cross-sectional dependence. Full VAR coefficient and covariance matrices give cross-sectional volatility dependence. Mean factor structure allows conditional correlations, given states, to vary in time. The conditional return distribution features Student's t  marginals, with asset-specific degrees of freedom, and copulas describing cross-sectional dependence. We draw volatility as a block in the time dimension and one-at-a-time in the cross-section. Following McCausland(2012), we use close approximations of the conditional posterior distributions of volatility blocks as Metropolis-Hastings proposal distributions. We illustrate using daily return data for ten currencies. We report results for univariate stochastic volatility models and two multivariate models.  In the third chapter, we evaluate the information contributed by (variations of) realized volatility to the estimation and forecasting of volatility when prices are measured with and without error using a stochastic volatility model. We consider the viewpoint of an investor for whom volatility is an unknown latent variable and realized volatility is a sample quantity which contains information about it. We use Bayesian Markov Chain Monte Carlo (MCMC) methods to estimate the models, which allow the formulation of the posterior densities of in-sample volatilities, and the predictive densities of future volatilities. We then compare the volatility forecasts and hit rates from predictions that use and do not use the information contained in realized volatility. This approach is in contrast with most of the empirical realized volatility literature which most often documents the ability of realized volatility to forecast itself. Our empirical applications use daily index returns and foreign exchange during the 2008-2009 financial crisis.

Keyphrases: State-space models, Markov chain Monte Carlo, Importance sampling, Stochastic volatility, Realized Volatility, Count data, High frequency financial data
Études génétiques moléculaires du gène de la polarité planaire SCRIBBLE1 chez les anomalies du tube neural

Neural tube defects (NTDs), including anencephaly and spina bifida, represent a group of very common birth defects in humans. These anomalies are caused by a partial or complete failure of neural tube closure during embryogenesis. NTDs have a multifactorial etiology involving environmental and genetic factors. The non-canonical signaling pathway Frizzled (Fz) / Dishevelled (Dvl) controls the planar cell polarity (PCP) and the morphogenetic process called convergent extension (CE) which is essential for gastrulation and neural tube closure. Importantly, mutations in genes of this pathway were strongly associated with NTDs in mice and humans. Scribble is a PCP gene that causes a severe NTD mouse Circletail. Scribble binds to another PCP protein, Stbm / Vang, and they cooperate together for the stability of the PCP pathway. Our study aims at investigating the role of SCRIBBLE1 in human NTDs by sequence analyses of its open reading frame and exon-intron junctions. The cohort included in this study consisted of 396 patients recruited at the Spina Bifida Centre of Gaslini Hospital in Genoa, Italy, and 83 patients recruited at the Spina Bifida Center of the Sainte Justine Hospital, Montreal, Canada. Patients were affected by several forms of NTDs. We identified nine non-synonymous and rare mutations in 10 patients: p.Asp93Ala (c. 435G>A), p.Gly145Arg (c. 278A>C), p.Gly263Ser (c. 786C>A), p.Gly469Ser (c. 1405G>A), p.Pro649His (c. 1946C>A), p.Gln808His (c. 2424G>T), p.Val1066Met (c. 3196G>A), p.Arg1150Gln (c. 3480G>A) and p.Thr1422Met (c. 4266C>T). Five of those mutations, p.Gly263Ser, p.Pro649His, p.Gln808His, p.Arg1150Gln, p.Thr1422Met, were absent in all controls analyzed and were predicted to be pathogenic using bioinformatics. Our study demonstrates that rare mutations in SCRIB1 could predispose to NTDs in a fraction of patients. The identification of genes that predispose to ATN will help us better understand the pathogenic mechanisms involved in these diseases.

Keyphrases: SCRIBBLE1, Neural tube defects, Planar cell polarity, Convergent Extension
Impact des polymorphismes 5-HTTLPR et rs4675690 sur les corrélats neuronaux de la tristesse chez les enfants

Recent technological advances allow us to study the impact of genes on the specific cerebral correlates of psychopathologies. In accordance with this new specific area of research, the present thesis describes the impact of the 5-HTTLPR and the rs4675690 - two polymorphisms who seem to play a role in major depressive disorder - on the neural correlates of the subjective experience of sadness in children.   Following a review of the literature (Chapter 1), the two studies included in this thesis will be described (Chapter 2 and 3). These functional magnetic resonance imaging studies aimed to compare the activation pattern – during a transient state of sadness - in children of 8 years old carriers of different alleles. Sadness was induced by the passive viewing of sad film extracts. The results suggest that both polymorphisms have an impact on the cerebral activation associated with sadness. Specifically, children who were carriers of the allele associated with greater risk to develop major depressive disorder - carriers of the short allele of the 5-HTTLPR and homozygote for the T allele of the rs4675690) - showed altered cerebral activations in regions known to be implicated in normal and pathological sadness. Chapter 4 present an integration of the result to the current literature.

Keyphrases: Depression, Genetic, Functional magnetic resonance imaging, children, 5-HT, 5-HT, CREB, CREB
Les casual games : définition à l’aide du savoir professionnel des designers de jeux

Casual games are one of the main phenomena in the video game industry, but remain under-explored and are not highly regarded. Scientific definitions are scarce, inconsistent, and often disconnected from actual games. Further, theoretical models for game design, centered on gameplay, often fall short in defining casual games. The objective of this study is to use Donald Schön's model of the reflective practitioner to shed a new light on casual games through the collection of professional knowledge of game designers. This study follows a qualitative approach with phenomenological inspiration. Eight one-on-one semi-structured interviews were conducted with casual game designers who were asked to provide a narrative of their professional practice. Results show that traditional game design concepts remain relevant for understanding and defining casual games, but need to be reworked in the light of new experiences and contexts in gaming. Namely, challenge is no longer synonymous with obstacle, but should be considered as an opportunity of a player’s action. Progression should be based on the variation of challenges instead of increasing difficulty. In addition, participants rejected some concepts that were previously considered appropriate for defining casual games, like positive fiction. Finally, this study provides insight into the role of casual game designers and the context of their work, which can help explain the often negative perception of casual games.

Keyphrases: Game design, Casual game, Game designer, Reflective practitioner, Professional knowledge, Challenge, Donald Schön
Musique populaire au cinéma, pastiches et genres : essai poïétique d'un historien-compositeur-bricoleur

This research has two parts : a portfolio of songs and musics composed for a corpus of films, and a written reflection of some fifty pages on the issue of popular music in film. The use of existing successful popular music or the composition of such pieces are often only considered for their commercial qualities, in a quite pejorative way. But there are particular aesthetic features, now better documented, justifying the practice. We can see that in the way non-professional and student filmmakers use these kinds of soundtracks. In the written section, we will study the historical and practical reasons that explain the dominance of contemporary popular music soundtracks, with a special concern on the practice of covers, pastiches and adherence to specific music genres in those contexts. We will consider the cases of scores and songs pastiches, but also the songs and scores which, by their addition to the film, allow it to fulfill its mission as, for example, a pastiche, an homage or a parody. The portfolio brings music to share specific examples of these applications, presenting filmmakers’s orders of folk, country and even punk rock songs.

Keyphrases: Pastiche, Genre, Cinema, Music, Popular, Pastiche, Genre
L’outillage sur plaquette en quartzite du site ElFs-010. Étude d’une technologie distinctive en Jamésie, Québec (1900-400 A.A.)

This research project seeks to better understand the phenomenon of tabular quartzite tools from the archeological site Elfs-010. No detailed work had yet been carried out on this type of tool, leaving a void to fill. To respond as adequately as possible to this problem, we focused our work on three main objectives. First, determine if tabular pieces of quartzite were the product of a particular lithic technology or of a natural geological process. Second, evaluate whether we are dealing with a unique phenomenon that is specific to site Elfs-010. Third, and finally, define if a specific time period corresponds to this industry.  The results of our research show that tabular pieces of quartzite from site Elfs-010 occur naturally on the talus slope of the Colline Blanche. Their low average thickness and their steep sides were probably the factors that most influenced their selection. Based on these two characteristics, we suggest they could be used interchangeably as blades or burins. We identified 33 Jamesian sites that had at least one fragment of tabular quartzite. Despite some archaeological evidence, it is still too early to say that this industry is diagnostic of a Jamesian cultural group.  Our chronological data suggest that this industry flourished around 1300 years BP. In addition, it appears that the geographic areas that we have attributed to the sites correspond to culturally well-defined sequences. Finally, our proposed hypotheses for future research concern the events that took place around 1300 years BP and which, like the tabular pieces of quartzite, are indicative of changes in the lifestyle of prehistoric groups of the James Bay region.   Keywords: Archaeology, James Bay, ElFs-010, Colline Blanche, tabular pieces, quartzite, lithic technology.

Keyphrases: Archaeology, James Bay, ElFs-010, Colline Blanche, Colline Blanche, Tabular pieces, Quartzite, Lithic technology
Sur un système de deux oscillateurs FitzHugh-Nagumo couplés

We study the dynamical behaviour of a pair of identical, coupled FitzHugh-Nagumo oscillators. We determine the parameter values leading to the existence of up to five equilibrium solutions, and analyze the asymptotic stability of each one. A combination of analytical and numerical techniques is used to analyze the numerous bifurcations (saddle-node, Hopf, period-doubling, heteroclinic) occurring as parameters, most notably the coupling strength, are varied, attention being paid to the rôle played by symmetries in the system.

Keyphrases: FitzHugh-Nagumo, bifurcation, coupling, nonlinear, period doubling, neuron, neurone
De la transgression comme pratique
esthétique dans les romans de Sami Tchak

This thesis aims to examine the novels of the Togolese writer Sami Tchak (whose real name is Sadamba Tcha Koura). Among the so-called New Generation of francophone African writers, he is noted for his fiction that lies within a transgressive and transcultural dynamics. Through a systematic use of sexuality, Sami Tchak creates a poetics that, on the other side of his transgressive boldness and his deliberately shocking and provocative aspect, seeks to examine human existence, to highlight human misery and weaknesses. In addition, this poetics conveys social meaning: sexuality serves as a pretext for the author to depict the lives of those he calls “lives without horizon” or “lives without depth”, and also to deconstruct the doxa. Sami Tchak wants to be heard as an individual voice. He wants to distinguish himself by diverging from the dogma of “Africanity”. Thus, he marks his own literary territory through transcultural features: literary memory assumes a central place in his fiction, which is also characterized by a polysemic configuration of space.   The theoretical framework used in this study concerns intertextuality, sociocriticism and transculturality. For instance, the thesis will show that contrary to the literary criticism which suspects him of turning his back on Africa, the fiction of Sami Tchak proceeds from an African and universal consciousness: even in the novels that take place in the Latin American countries, we notice that the author has a talent for talking about Africa, especially through allusive discourse.

Keyphrases: transgression, transculturation, Sami Tchak, transgression, transculturality, Sami Tchak, sexuality, intertextuality, sociocriticism
Pourparlers d'aide informelle : la négociation des services entre les acteurs formels et informels du soutien à domicile d’un aîné atteint de la maladie d’Alzheimer

Studies show that 80% of elderly remain at home with the help of a family member or relative (Ducharme, Lebel and Bergman, 2001; Colinet, Clepkens and Meire, 2003; Laporthe, 2005). In many cases, the elderly person’s condition requires specific care from the home care services. In situations where both professional and family caregiving is needed, formal and informal carers are engaged in a relationship where working together is a must. In this qualitative study, four semi-structured interviews were conducted with informal carers of an elderly person suffering from Alzheimer’s. Results reveal that negotiation is generally present. Analysis of interviews suggests that negotiation emerged through reception of formal services. In addition, it appears that informal carers learn how to negotiate services throughout this process. Significantly, as informal caregivers gain experience in dealing with the formal carers and services, they are most likely to negotiate several service’s dimensions by means of different techniques.

Keyphrases: Services, Alzheimer, Caregivers, Relational dynamic, Negociation
La stéréoperception chez les enfants microstrabiques

Stereopsis is often present, although decreased, in subjects with microstrabismus. However, their threshold would differ depending on whether the test contains (local stereopsis) or not (global stereopsis) defined contours. Few studies have evaluated empirically the performance difference depending on the type of tests used.  The first article is a retrospective study of 26 microstrabismic children. Majority of the children (73 %) had a normal local stereopsis threshold or slightly lower than normal. An absence of local stereopsis was observed in the 7 other children (27 %). No global stereopsis was measured on 25 of the 26 children. Local stereopsis is present, although reduced, among microstrabismic children, but they generally show a lack of global stereoperception.  The objective of the second study was to examine the potential role of the suppression in the stereoscopic perception. Three psychophysical tasks of local and global stereopsis were performed on 9 microstrabismic children and 9 matched controls children using two size of stimulus (4° and 12°). No performance improvement has been noted in microstrabismic subjects for the local stereopsis task, but their global stereopsis thresholds were lower with the target of 12°.  The suppression scotoma seems to play a role in global stereopsis deficits noted in subjects with microstrabismus.  The area of suppression might be partly responsible for the stereoscopic deficits present in microstrabismic subjects since even with the increase of the angular size of the stereoscopic stimuli, the stereoperception of microstrabimic subjects remain lower than in normal subjects.

Keyphrases: Amblyopie, Microstrabismus, Microtropia, stereopsis, Random dot stereogram, local stereopsis, global stereopsis, strabismus, amblyopia
Les États-Unis d'Amérique face a la reconnaissance d'État : les cas des États balkaniques, du Kosovo et du Québec

This master’s thesis focuses on the U.S. behaviour in matter of State recognition. It attempts to determine what are the determining factors that the United States would take into account in an eventual process of recognition of a sovereign Quebec. The political events over the last thirty years in Quebec have not only attracted great interest in Washington, they also led the U.S. government to define a policy towards Quebec. Used since the late 1970’s, this specific approach and line of conduct still prevails even today at the White House. Despite the two referendums on sovereignty held in Quebec in 1980 and 1995 the issue of Quebec sovereignty is still relevant. However, if it were ever to achieve sovereignty, it's safe to say that the U.S. decision to recognize Quebec would be modulated on security interests as well as political or economical interests. In most cases since the collapse of Yugoslavia in 1991 such as been the position of the United States. The analysis of U.S. behaviour towards Kosovo in 2008 supports these facts and demonstrates that Washington has been applying the same approach in matters relating to the recognition of new States for the past 20 years.

Keyphrases: State recognition, Sovereignty, U.S. Foreign Policy, Quebec’s independence, Kosovo’s independence, U. S Foreign Relations 1990-1999, U.S Foreign Relations 2000-2009, Quebec referendums 1980 and 1995
Etude qualitative sur les causes du premier retard et leur impact sur la morbidité des urgences obstétricales. Le cas des échappées belles du District de Diema (Mali)

Childbirth and its consequences remain a leading cause of disability and death for women in developing countries and the late use of emergency obstetric care during obstetric complications is a challenge in public health. This qualitative study describes the experience of difficult childbirth in Mali, in rural areas. In a context of multiple systems of care, the purpose of this study is first to determine the reasons for the late arrival of women in the health center, to grasp their understanding of the use of health care services, and finally to reconstruct the decision making process to use modern health care. This study is part of an ethnographic approach. Semi-structured interviews and observation of interactions between women and health professionals were conducted. Numerous factors come into play to understand the problem of late use of emergency obstetric care. Exogenous constraints related to the distance and immediacy of the obstetric emergency that is to say the mobilization of resources and means of transport, influence the choice of women to use modern obstetric cares. In the same way, endogenous constraints such as the subordination of women in the family consent, perception of quality of care and skill of caregivers, systematically influence the choice to use modern health care. Collective management of obstetric complications we have observed, occur in a context where the opinion of women is completely minimized.

Keyphrases: Premier retard, Mali, Maternal death, First delay, Mali, Near miss