NCube/papyrus huggingface dataset:
Estimation du modèle GARCH à changement de régimes et son utilité pour quantifier le risque de modèle dans les applications financières en actuariat

The Markov-switching GARCH model is the foundation of this thesis. This model offers rich dynamics to model financial data by allowing for a GARCH structure with time-varying parameters. This flexibility is unfortunately undermined by a path dependence problem which has prevented maximum likelihood estimation of this model since its introduction, almost 20 years ago. The first half of this thesis provides a solution to this problem by developing two original estimation approaches allowing us to calculate the maximum likelihood estimator of the Markov-switching GARCH model. The first method is based on both the Monte Carlo expectation-maximization algorithm and importance sampling, while the second consists of a generalization of previously proposed approximations of the model, known as collapsing procedures. This generalization establishes a novel relationship in the econometric literature between particle filtering and collapsing procedures. The discovery of this relationship is important because it provides the missing link needed to justify the validity of the collapsing approach for estimating the Markov-switching GARCH model. The second half of this thesis is motivated by the events of the financial crisis of the late 2000s during which numerous institutional failures occurred because risk exposures were inappropriately measured. Using 78 different econometric models, including many generalizations of the Markov-switching GARCH model, it is shown that model risk plays an important role in the measurement and management of long-term investment risk in the context of variable annuities. Although the finance literature has devoted a lot of research into the development of advanced models for improving pricing and hedging performance, the approaches for measuring dynamic hedging effectiveness have evolved little. This thesis offers a methodological contribution in this area by proposing a statistical framework, based on regression analysis, for measuring the effectiveness of dynamic hedges for long-term investment guarantees.

Keyphrases: GARCH, Financial econometrics, Regime-switching, GARCH, Maximum likelihood, Particle filtering, EM algorithm, Model risk, Dynamic hedging, Hedging effectiveness, Variable annuities
Tactical Vehicle Routing Planning with Application to Milk Collection and Distribution

Many practical problems arising in real-world applications in the field of logistics can be modeled as vehicle routing problems (VRP). In broad terms, VRPs deal with designing optimal routes for delivering goods or services to a number of geographically scattered customers in a context in which, routing costs are minimized. Depending on the type of problem, one or several depots may be present. Routing problems are among the most difficult combinatorial optimization problems.  In this dissertation we study a special combinatorial optimization problem, belonging to the class of the vehicle routing problem that is strongly linked to the context of the transportation networks. We introduce a new problem setting, which is mainly inspired by the activities of collecting milk from production farms and distributing the collected product to processing plants in Quebec. Two different variants of this problem setting are considered. The first variant seeks a tactical routing plan for the milk collection-distribution problem over a given planning horizon assuming that the production level over the considered horizon is fixed. The second variant aims to provide a more accurate plan by taking into account potential variations in terms of production level, which may occur during the course of a horizon. This thesis is cast into three main parts, as follows:  In the first part, we describe an exact algorithm for the first variant of the problem, which is characterized by the presence of time windows, multiple depots, and a heterogeneous fleet of vehicles, where the objective is to minimize the routing cost.  To this end, the problem is modeled as a multi-attribute vehicle routing problem. The exact algorithm proposed is based on the column generation approach, coupled with an elementary shortest path algorithm with resource constraints.  In the second part, we design an exact framework to address the second variant of the problem. To this end, the problem is modeled as a multi-period vehicle routing problem, which explicitly takes into account potential production level variations over a horizon. New strategies are proposed to tackle the particular structure of the multi-period elementary shortest path algorithm with resource constraints.  To solve realistic instances of the second variant of the problem in reasonable computation times, a heuristic approach is required. In the third part of this thesis, we propose an adaptive large neighborhood search, where various new exploration and exploitation strategies are proposed to improve the performance of the algorithm in terms of solution quality and computational efficiency.

Keyphrases: Vehicle routing problem, Multi-period vehicle routing problem, Column generation, Elementary shortest path with resource constraints, Adaptive large neighborhood search, Exact algorithm, Heuristic algorithm
Dynamique de recombinaison radiative dans les nanofils InGaN/GaN : étude détaillée de la photoluminescence

We have performed time-integrated and time-resolved photoluminescence measurements on four different configurations of InGaN/GaN dot-in-a-wire heterostructures in order to further our understanding of the localization and radiative recombination mechanism involved in the process of emission.  Time correlated single photon counting (TCSPC) measurements from 100 ns to 26000 ns have allowed us to observe a strong non-exponential decay which follows a power law on long time scale. The characteristic exponent of this power law is strongly correlated with the emission energy, causing the life-time of the emission to fall rapidly with increasing of its energies.  The observation that the excitation power has an effect on the life-time shows that other factors such as the growth conditions must be involved in the coupling between life-time and energy.  Using a low power density of a few tens of watts per cm squared, we have shown, in a non perturbative regime, that the shape of the time-integrated spectra and the dynamics of the time-resolved decay curves were consistent with a radiative recombination process centered on In-rich nanocluster. These nanoclusters naturally occur in the embedded InGaN inclusions during the growth by plasma-assisted MBE.     This conclusion is supported by the absence of Quantum confined Stark effect. The success of a charge separation model is perfectly consistent with the emission centered on In-rich nanocluster and the observation of a quasiperfect isotropic emission.

Keyphrases: Photoluminescence, TCSPC, Power law, Charge separation, Anisotropy
Méthode numérique d'estimation du mouvement des masses molles

Biomechanical analysis of human movement using optoelectronic system and skin markers considers body segments as rigid bodies. However the soft tissue motion relative to the bone, including muscles, fat mass, results in relative displacement of markers. This displacement is the results of two components, an own component which corresponds to a random motion of each marker and an in-unison component corresponding to the common movement of skin markers resulting from the movement of the underlying wobbling mass. While most studies aim to minimize these displacements, computer simulation models have shown that the movement of the soft tissue motion relative to the bones reduces the joint kinetics. This observation is only available using computer simulations because there are no methods able to distinguish the kinematics of wobbling mass of the bones kinematics. The main objective of this thesis is to develop a numerical method able to distinguish this different kinematics. The first aim of this thesis was to assess a local optimisation method for estimating the soft tissue motion using intra-cortical pins screwed into the humerus in three subjects. The results show that local optimisation underestimates of 50% the marker displacements. Also it leads to a different marker ranking in terms of displacement. The limit of local optimisation comes from the fact that it does not consider all the components of the soft tissue motion, especially the in-unison component. The second aim of this thesis was to develop a numerical method that accounts for all the component of the soft tissue motion. More specifically, this method should provide similar kinematics and estimate large marker displacement and distinguish the two components to conventional approaches. The lower limb is modeled using a 10 degree of freedom chain model reconstructed using global optimisation and the markers placed only on the pelvis and the medial face of the shank. The original estimate of joint kinematics without considering the markers placed on the thigh and on the calf avoids the influences of these markers displacement on the kinematic model reconstruction. This method was tested on 13 subjects who performed hopping trials and obtained up to 2.1 times of marker displacement depending the method considered ensuring similar joint-kinematics. A vector approach shown that marker displacements is more induce by the in-unison component. A matrix approach combining the local optimisation and the kinematic model shown that the wobbling mass moves around the longitudinal axis and along the antero-posterior axis of the bone. The originality of this thesis is to numerically distinguish the bone kinematics from the wobbling mass kinematics and the two components of the soft tissue motion. The methods developed in this thesis increases the knowledge on soft tissue motion and allow future studies to consider their movement in joint kinetics calculation.

Keyphrases: wobbling mass, inverse kinematics, assessment, least squares algorithm, jump
Destinée des S-RNases dans les tubes polliniques lors des croisements compatibles et incompatibles

Self-incompatibility (SI) is a widespread genetic device used by flowering plants to reject their own pollen, and thus to avoid inbreeding. This cell-cell recognition mechanism is mediated by molecular interactions between gene products expressed in the pollen and those expressed in specialized cells of the pistil. The genetic determinants of the system are produced from a highly complex multigenic S-locus with multiple S-haplotypes, although other genes outside the S-locus also contribute to the phenomenon in a non-allele specific manner. SI discriminates between self and non-self pollen, as the former will be rejected (incompatible cross), whereas the latter will be allowed to accomplish fertilization (compatible cross). In the Solanaceae (to which Solanum chacoense belongs) the pistillar determinant to SI is an extremely polymorphic stylar extracellular S-RNase, whereas the pollen determinant involves the collaborative action of several members of the F-box family (SLF or S-locus F-box). This has led to the hypothesis that during compatible crosses, ubiquitin-mediated degradation of non-self S-RNases takes place (degradation model). However, it has also been found that non-self S-RNases appear to be sequestered in the vacuole during compatible crosses (sequestration model). The objective of our study was to discriminate between these two models by using immunolocalization techniques and transmission electron microscopy. We have found that the concentration of S-RNases is significantly higher in incompatible pollen tubes than in compatible ones.

Keyphrases: Solanum chacoense, S-RNase, gametophytic self-incompatibility, Solanum chacoense, S-RNase, S-locus F-box, Pollen tube, Immunolocalization, Ubiquitin-mediated degradation, S-RNase accumulation
La contribution de la stéréoscopie à la constance de forme

This study was conducted to evaluate the contribution of stereopsis to the shape constancy phenomenon. Four groups of eight participants each were asked to perform a visual exploration task. The first group was exposed to a stereoscopic stimulation, the second group was exposed to a reversed stereoscopic stimulation, the third group was exposed to a monocular stimulation with textures and shadow and the fourth group was exposed to a monocular stimulation with shadow only. Response times and error rates were used to measure participant's performance. Results show an interaction between rotation effects (familiar viewpoints vs. non-familiar viewpoints) and available depth cues (stereopsis, reversed stereopsis, textures and shadow, shadow only). The rotation cost was smaller in the group exposed to a reversed stereoscopic stimulation. These results are congruent with the use of tridimensional representations underlying visual processing.

Keyphrases: Conjunction, Linear non-separability, Orientation invariance, Depth cues
Physiologie des émotions : l’effet des stimuli relationnels et de la qualité affective des schémas relationnels sur les réactions physiologiques associées à des émotions de valence positive et négative

The literature on the electrophysiology of emotions does not seem to find consensus on people’s responsiveness to emotion inducing stimuli.  While some studies show that people are more responsive to stimuli of positive valence, others concluded the contrary. The main objective of this paper is to verify the effects of relational variable on the physiological responses of subjects taken from the student population. That is, are the physiological reactions only influenced by the emotional valence of different emotions or are they also influenced by the relational context of the stimuli? The second objective of the research is to check if there is an interaction between the emotional quality of the relationship patterns of participants and the relational or non relational quality of the stimulus. To do this, the heart rate has been measured in 16 subjects divided into two groups, based on their results in the TAT, analyzed on the scale of the emotional tone of the SCORS. Finally, a third objective was to compare the subjective experience of participants and the physiological measurements obtained. The results show that people are more responsive to non-relational stimuli than to relational scenarios. In addition, the large effect size of the two groups (high and low emotional tone) suggests the importance of taking into account this variable in future research. Finally, other studies, particularly with larger samples, will be needed to show the importance of the quality of relationships in the emotional experience.

Keyphrases: Manikin, Electrophysiology, Heart rate, Emotions, Emotional tone, Quality of relationships, Emotional valence
Être et image : une approche de la notion de sujet chez Maître Eckhart

The following dissertation attemps to establish the presence of certain conceptual motives pertaining to the modern conception of subjectivity (as exemplified by the cartesian understanding of the self), in the middle-high german works of Master Eckhart of Hochheim, philosopher, theologian and predicator who was born in 1260 and died in 1328. In order to do so, it develops a three-fold argument taking place over three chapters, each of which presents a different approach - a different perspective - on Eckhart’s thought. The first chapter presents an ontological argument designed to explicitate the meaning of the key eckhartian notions of being, nothingness, intellect and image, whereas the second chapter exploits the existential consequences of Eckhart’s outlook on those notions – consequences which in ethical terms translate into the necessity for the human individual to practice a systematic annihilation of oneself in order to achieve an absolutely pure union with God. The third and last chapter of this dissertation attemps to explicitate de notion of “I” (ich), used by Eckhart to designate the identity that the detached human soul and God share, a type of identity in which we find similarities with the modern conception of the self – conception which Heidegger thought of as being entirely absent from precartesian philosophy.

Keyphrases: Meister Eckhart, Christian mysticism, Subjectivity, Detachment, History of philosophy, Medieval philosophy, Metaphysics, Medieval neoplatonism, German dominican school, Union with God
Anéantir l’Autre monstrueux : entreprise narrative et corporelle de disparition dans Moi, l’interdite d’Ananda Devi

The novel Moi, l’interdite, stands as an exception in Ananda Devi’s works due to the fact that it does not, directly or inherently, address the topic of feminine dissidence usually displayed in the majority of the works from the Mauritian author. The story, on the contrary, tries to set up a singular process: a disappearance affecting the narrator and main protagonist, forever condemned to be the Other because of her monstrous physical appearance. This study aims at exposing the inner machinery of the narrative, thematic, corporal and relational aspects of the destruction of this Other mainly through a narratological approach. Firstly the initiative of the disappearance can be observed through several narrative methods: chronological complexity, interlocking of several levels of discourses, abundance of narratees. Secondly the theme of disappearance is questioned in the alienating relationships developed by the main narrator, for whom her deformed body is mainly what is at stake.  This will of destruction leads to the crazily sick narrator’s (re)birth and death, as the incurable after-effects will prevent her from fulfilling her dream to belong to a fantasised Same.

Keyphrases: Ananda Devi, destruction, violence, otherness, monstrous, female body, Mauritian literature, francophone literature
À la mémoire d'Émile... suivi de Entre silence et décadence : l'œuvre d'André Béland

Memorial romance, family romance, bildungsroman, autofiction… These are the concepts that inspired me in this creative research project. The starting point was a quest for identity, linked to a quest of the origins, symbolized by my unknown grandfather, a figure that I tried to demystify. Younger, I heard he had written a novel, Orage sur mon corps, which stirred in me various impressions and thwarted imaginations. I thought for example that my grandfather, Emile, had shared the ideas and mindset that circulated during the 1940s, while French Canada lived its first wave of cultural modernization. This version of the story, unfortunately, was not quite accurate. As a result of my dissatisfaction, my research progressed through an essay focusing on the work of André Béland, an author who corresponds better to the mythical figure of my grandfather. This essay is not intended to judge or to lionize the character, but to shed some light on his neglected work.

Keyphrases: André Béland, Autofiction, Biofiction, French Canadian literature, Memorial romance, Family romance, Autofiction, Biofiction, André Béland
Le braconnage dans le Parc national de l'île de La Réunion

Wildlife and flora of Reunion Island is characterized by a high level of endemism. The surface covered by forests accounts for almost one-third of the island. Theses exceptional conditions explain the creation of the “Parc national de La Réunion”. In protected areas of the national park, poaching is becoming a major concern for local and regional actors. As a matter of fact, many poached species are threatened and the damages caused by the poachers are visible throughout the Reunion landscape. The purpose of this research is to answer a major question: How does poaching take place (motivations, frequency, techniques, and places) in the “Parc national” and what are the reactions of the various actors? The methodology chosen in this study combines an exploratory approach and a case study analysis. A field research was carried out and data were collected by a literature search, interviews (exploratory, semi-structured, individual not structured) as well as by a literary analysis. The results of this study show that poaching is a firmly rooted tradition in the Reunion culture and a consequence of the economic context. Our analysis has identified two major categories of poachers: occasional poachers and professional poachers. Occasional poaching is widespread in the population because this activity is bound to traditions. Professional poaching, which refers to a systematic withdrawal of natural resources for money considerations, is the business of a small number of poachers. The damages caused by professional poachers are however more important than those linked to occasional poaching. In this analysis, we have enumerated and examined the methods used by the different actors associated with poaching. Punching vanilla plants and marking tangues are methods which have proven their efficiency. Other methods such as denouncement and educational visits will have to be further explored. However, re-educational meetings for the poachers as well as the sale of hunting licenses are currently not considered effective.                                               During this research, we also have collected recommendations in order to improve the dynamics between the different actors involved in the poaching issue.

Keyphrases: Parc national de La Réunion, Reunion Island, Poaching, Parc national de La Réunion
La torsion des métatarses : étude de sa plasticité chez l'humain

It has been shown that the metatarsals head torsion can be influenced by the mode of locomotion in primates and can be used to determine the presence or absence of a longitudinal arch in hominin ancestors. In modern humans, the longitudinal arch results in a foot more inverted than in apes, causing a slight tilting of the dorsoplantary axis of the metatarsals proximal joints. Thus, the metatarsal heads undergo torsion relative to the axis of the shaft so their plantar surface lie parallel to the ground. Since women have a higher longitudinal arch than men and since wearing hard sole shoes causes morphological changes in the foot, making the longitudinal arch higher and the hallux less abducted, it is expected that torsion will be different according to sex and type of shoes worn. By comparing different human populations, this paper examines whether metatarsal torsion is a plastic trait that can be influenced by the loading environment. The sample available for this study, consists of 166 individuals from 18 different archaeological sites including 57 men, 35 women and 74 of indetermined sex that were divided into four groups: Amerinds, Inuits, Military and Euro-canadian. There is no significant difference in torsion between men and women, suggesting that the slight difference in longitudinal arch height between men and women is not sufficient to be perceived in metatarsal variation torsion. The topography of the land does not seem to cause significant changes in the foot such as torsion. However, the surface of the ground, flat or irregular, could be a factor modifying torsion. Finally, wearing constrictive shoes with hard soles compared to flexible shoes, such as moccasins, increased variation in torsion angles. Individuals known to wear moccasins present more eversion of the first metatarsal and less eversion of the third, fourth and fifth metatarsals compared to individuals who used to wear constrictive footwear. These results support the hypothesis that metatarsal torsion is a relatively plastic feature.

Keyphrases: Torsion, Anthropology, Metatarsal, Torsion, Longitudinal arch, Bone plasticity