Viabilist and Tychastic Approaches to Guaranteed ALM Problem.

This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying (underlying).Asset and Liability Management; Viability theory;

Analyse de la microstructure du manteau neigeux pour la modélisation de l'émission micro-onde de la neige saisonnière sub-arctique

La neige joue un rôle important dans l’hydrologie canadienne et change rapidement dans le contexte des changements climatiques. L’utilisation de la télédétection dans le domaine des micro-ondes passives (MOP) est l’une des approches communément employées pour le suivi de l’état du manteau neigeux saisonnier sur une échelle synoptique. La modélisation de la température de brillance (TB) dans les micro-ondes (de 1 à 100 GHz) émise par le manteau neigeux est possible par l’utilisation de modèles physiques tel que le modèle Dense Media Radiative Transfert Model - MultiLayer (DMRT-ML) qui prend compte des propriétés microstructurales de la neige. Une paramétrisation adéquate de cette microstructure, à l’aide de profils verticaux de densité, de taille de grain de neige et d’un paramètre de cohésion (stickiness) reste difficile sur le terrain et doit être optimisée de façon à minimiser les erreurs de modélisation. Les expériences effectuées dans le cadre de cette maîtrise ont pour but d’optimiser le modèle DMRTML dans les conditions de neiges subarctiques canadiennes, et d’améliorer la paramétrisation de la microstructure sur le terrain. Pour arriver à ces fins, le mémoire est divisé en deux parties. La première vise à évaluer le potentiel d’utilisation d’un micro-pénétromètre, le Snow Micro-Penetrometer (SMP), pour la détermination de la microstructure de la neige dans le modèle DMRT-ML. Il est démontré que les données issues de cet instrument permettent de simuler l’émission micro-onde de la neige (TB) avec une précision comparable, voir meilleure, que l’approche traditionnelle (par stratigraphie de la neige), en comparaison aux mesures radiométriques de la neige faites simultanément. À 37 GHz, l'amélioration est plus significative (-5K, -25%) qu'à 10 et 19 GHz. Nos résultats confirment aussi que le modèle DMRT-ML doit être calé par un facteur Phi sur le rayon optique des grains dérivé de la SSA pour minimiser l’erreur sur les simulations de Tb. Ce facteur est de 3.8 si l’on prend les mesures in-situ de SSA et densité et de 2.2 si l’on dérive la SSA et la densité du SMP. Ces résultats montrent le potentiel de l'utilisation du SMP pour mesurer les caractéristiques de la microstructure pour les modèles de transfert radiatif. Ces mesures sont également plus rapides et pratiques à effectuer sur le terrain. La seconde partie présente les résultats d’une expérience de caractérisation des propriétés radiométriques de couches homogènes en densité et taille des grains (définie par leur surface spécifique) extraites du manteau neigeux. Ces couches de neige, isolées dans une boîte, sont posées successivement sur un substrat absorbant puis réfléchissant pour leur caractérisation à l’aide de radiomètres polarisés opérant aux fréquences de 10, 19, 37 et 89 GHz. Cette manipulation nous permet de dériver les coefficients de diffusion et d’absorption effectifs de chaque couche de neige, et de les comparer aux propriétés microstructurales spécifiques à chaque échantillon. Ainsi, la relation entre la longueur de corrélation des grains de neige et le coefficient de diffusion des micro-ondes est obtenue pour chaque fréquence, ce qui nous permet également de comparer la dépendance fréquentielle à des valeurs provenant de la littérature. Nos résultats ont montré que la longueur de corrélation radiométrique ou effective doit être pondérée par un facteur de l’ordre de 1.2 – 1.3 par rapport à la relation théorique de Debye. Ce résultat est discuté par rapport aux relations établies à partir de mesures de structure de la neige réalisées par micro-tomographie donnant un facteur plus faible de 0.75. Nos résultats sur l’inversion des coefficients de diffusion et d’absorption de la neige en utilisant un modèle simplifié à 6-flux ont été comparés à la théorie de diffusion de Rayleigh montrant des coefficients beaucoup plus faibles que ceux attendus (dépendance fréquentielle de 2 au lieu de 4 par exemple, mais en accord avec des études précédentes). La relation entre le coefficient de diffusion inversé et la longueur de corrélation (en mode log-log) montre une pente plus faible que la pente théorique de 3 attendue selon la diffusion de Rayleigh et aussi plus faible que celles observées par précédentes études similaires, soit entre 0.74 et 1.23 pour cette étude au lieu de 0.84 à 0.96 (Touré et al., 2009) ou 2.91 et 3.13 (Weismann et al. 1998).Abstract: Monitoring the snowpack is critical for understanding Canadian hydrology in the context of climate change. Passive microwave (PMW) remote sensing has proved to be the most practical approach in characterizing the seasonal snowpack of remote northern regions at the synoptic scale. Modeling emitted microwave brightness temperature (1 to 100 GHz) is made possible by the use of physical radiative transfer model such as the Dense Media Radiative Transfer Model - MultiLayer (DMRT-ML), that takes into account microstructural and stratigraphic structure of the snowpack. However, a reliable evaluation of this microstructure, including the vertical profile of density, grain size and stickiness parameters, remains difficult on the field and must be optimized in order to eliminate modeling errors and biases. The experiments undertaken in the framework of this master's degree aim at optimizing the model DMRT-ML in Canadian subarctic snow conditions, and at improving the parametrization of the microstructure in the field. The thesis is divided into two parts : The first focuses on the evaluation of the use of a swiss instrument, the Snow Micro-Penetrometer (SMP), to measure snow microstructure as an input for DMRT-ML. We demonstrate, using surface-based radiometers as reference, that this method provides the necessary parameters to model snowpack microwave emission with DMRT-ML with high reliability, compared to traditional method (stratigraphy in a snowpit). The errors of the model were significantly improved at 37 GHz (-5 K, -25%) but did not change significantly at 10 and 19 GHz. Our results show that DMRT-ML needs a scaling factor $\Phi$ on the optical radius of snow grains derived from SSA in order to minimize the error on Tb simulations. This factor was evaluated at 3.8 for in-situ SSA and density and 2.2 if we derive the SSA and density from the SMP. These results indicate a good potential to use the SMP device to measure the characteristics of snow microstructure for microwave transfer models. This measurement is also much faster and practical to use on the field. The second part presents the results of the characterization of microwave properties of homogeneous layers of snow. Measurements of density and grain size (as defined by the specific surface area) were realized within each sample extracted as strata from the snow cover. These homogeneous snow samples were selected in a transparent box and successively placed on an absorbing and reflective substrate. Radiometers operating at 10, 19, 37 and 89 GHz were used to measure the brightness temperature Tb and polarisation of these samples. This process allows to determine scattering and absorption coefficients of each sample and compare results to microstructural properties of each sample. Scattering coefficient was related to correlation lenght of snow grains via regressions for each frequency, allowing comparison of frequency dependance to litterature values. The effect of snow grain classification on radiometric properties was also highlighted by the analysis. The results confirm the necessity of ajusting the snow grain size by a correction coefficient in order to minimize the error in simulation of snow microwave emission. Our results indicate that the effective correlation length needs to be ajusted by a factor of 1.2 – 1.3 to correspond to the theoritical Debye relation. This result is compared to values obtained from microtomography scans of snow grains for which the optimal factor was 0.75. Scattering and absorption coefficients were inverted using a simplified 6-flux radiative transfer model. Resulting coefficients were much smaller than expected when compared to the Rayleigh diffusion theory. The exponent in the frequential dependance of our results was on the order of 2 instead of 4, which is approximately in agreement with some previous studies. The comparison between inverted scattering coefficients and the correlation length in log-log representation gives a slope much smaller than the value of 3 expected by the Rayleigh diffusion, but also smaller than the values observed in similar studies. Our results go from 0.74 to 1.23 as compared to values of 0.84 to 0.96 (Touré et al., 2009) or 2.91 to 3.13 (Weismann et al. 1998)

Análisis de situación, propuesta e implementación de mejoras en la gestión de un almacén de material de no producción de la planta de Almussafes de Ford España S.L

[ES] El presente Trabajo de fin de Máster pretende agilizar la gestión de un almacén de material de no producción de la planta de Almussafes de Ford S.L. mediante unas implementaciones de mejora. Para entender las necesidades actuales del departamento de la empresa, se describirá el entorno de este ultimo y se analizará su situación actual. Tras realizar este análisis, se estudiarán las incidencias, sus causas y las potenciales medidas que se podrían tomar para resolverlas. A continuación, después de realizar un análisis de datos, se crearán unas reglas de organización física del almacén. Luego, se propondrá un cambio del sistema de identificación del material en el almacén para asegurar el buen seguimiento del material a mejor precio. En fin, se desarrollará por una parte la lógica de funcionamiento de una aplicación de gestión de almacén, y por otra parte su ergonomía para asegurar un uso sencillo.[EN] The objective of this Master Thesis is improving the management of a non-production material warehouse at Ford España S.L. through the implementation of several measures. To reach this objective, the environment of the problem will be explained. The department and its current situation will be analyzed to identify the causes and potential solutions to the problem. Through a study of data, some rules will be proposed to physically reorder the warehouse. In addition to that, the identification system of the material will be changed to reduce its cost and improve its efficiency. Finally, an application will be designed to help the labor force in their daily operations in stock management. On the one hand, its logic will be developed in order to ensure the respect of all the requirements, and on the other hand, its design will be drawn to ensure an easy use of such an application.[CA] El present Treball de fi de Màster pretén agilitzar la gestió d’un magatzem de materials de producció de la planta d’Almussafes de Ford S.L. mitjançant unes implementacions de millora. Per a entendre les necessitats actuals del departament de l’empresa, es descriurà l’entorn d’aquest últim y s’analitzarà la seua situació actual. Després de realitzar aquest anàlisis, s'estudiaran les incidències, les seues causes i les potencials mesures que es podrien prendre per a resoldre-les. A continuació, després de realitzar una anàlisi de dades, es crearan unes regles d'organització física del magatzem. Després, es proposarà un canvi del sistema d'identificació del material en el magatzem per a assegurar el bon seguiment del material a millor preu. En fi, es desenvoluparà d'una banda la lògica de funcionament d'una aplicació de gestió de magatzem, i d'altra banda la seva ergonomia per a assegurar un ús senzill.Saint-Marc, OJB. (2019). Análisis de situación, propuesta e implementación de mejoras en la gestión de un almacén de material de no producción de la planta de Almussafes de Ford España S.L. http://hdl.handle.net/10251/125633TFG

The individualized service plan as a clinical integration tool: qualitative analysis in the Quebec PRISMA experiment

Introduction: One aspect of clinical integration involves case managers' tools and particularly the individualized service plan. Methods: We examined individualized service plan content and use in the PRISMA experiment. We analyzed 50 charts, and conducted and recorded interviews regarding individualized service plan use with all the case managers concerned (n=13). Results: Delays between starting case management and writing the individualized service plan were long and varied (0–596 days, mean: 117 days). During the interviews, the individualized service plan was described as the ‘last step’ once the active planning phase was over. The reasons for formulating plans were mainly administrative. From a clinical viewpoint, individualized service plans were used as memoranda and not to describe services (842 interventions not mentioned in the plans) or needs (694 active problems not mentioned). Case managers felt uncomfortable with the individualized planning task and expected a tool more adapted to their needs. Conclusion: Although a majority of the case managers' charts contained an individualized service plan, implementation of this tool seems tenuous. Because of the discrepancy between the potential usefulness expected by case managers and their actual use, a working committee was created to develop proposals for modifying the instrument

The path dependency theory: analytical framework to study institutional integration. The case of France

<p align="left"><strong>Background</strong>: The literature on integration indicates the need for an enhanced theorization of institutional integration. This article proposes path dependence as an analytical framework to study the systems in which integration takes place.</p><p align="justify"><strong>Purpose</strong>: PRISMA proposes a model for integrating health and social care services for older adults. This model was initially tested in Quebec. The PRISMA France study gave us an opportunity to analyze institutional integration in France.</p><p align="justify"><strong>Methods</strong>: A qualitative approach was used. Analyses were based on semi-structured interviews with actors of all levels of decision-making, observations of advisory board meetings, and administrative documents.</p><p align="justify"><strong>Results</strong>: Our analyses revealed the complexity and fragmentation of institutional integration. The path dependency theory, which analyzes the change capacity of institutions by taking into account their historic structures, allows analysis of this situation. The path dependency to the Bismarckian system and the incomplete reforms of gerontological policies generate the coexistence and juxtaposition of institutional systems. In such a context, no institution has sufficient ability to determine gerontology policy and build institutional integration by itself.</p><p><strong>Conclusion</strong>: Using path dependence as an analytical framework helps to understand the reasons why institutional integration is critical to organizational and clinical integration, and the complex construction of institutional integration in France.</p

Is the PRISMA-France glass half-full or half-empty? The emergence and management of polarized views regarding an integrative change process

Aim: The PRISMA-France pilot project is aimed at implementing an innovative case management type integration model in the 20th district of Paris. This paper apprehends the emergence of two polarized views regarding the progression of the model's spread in order to analyze the change management enacted during the process and its effects. <br><br> Method: A qualitative analysis was conducted based on an institutional change model. <br><br> Results: Our results suggest that, according to one view, the path followed to reach the study's current level of progress was efficient and necessary to lay the foundation of a new health and social services system while according to the other, change management shortcomings were responsible for the lack of progress. <br><br> Discussion: While neither of these two views appears entirely justified, analyzing the factors underlying their differences pinpoints some of the challenges involved in managing the spread of an integrated service delivery network. Meticulous preparation for the change management role and communication of the time and effort required for a wholesale institutional change process may be significant factors for a successful integrative endeavor