We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black–Scholes–Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.

Ferroelectrets are internally charged polymer foams or cavity-containing polymer-_lm systems that combine large piezoelectricity with mechanical flexibility and elastic compliance. The term “ferroelectret” was coined based on the fact that it is a space-charge electret that also shows ferroic behavior. In this thesis, comprehensive work on ferroelectrets, and in particular on their preparation, their charging, their piezoelectricity and their applications is reported. For industrial applications, ferroelectrets with well-controlled distributions or even uniform values of cavity size and cavity shape and with good thermal stability of the piezoelectricity are very desirable. Several types of such ferroelectrets are developed using techniques such as straightforward thermal lamination, sandwiching sticky templates with electret films, and screen printing. In particular, uoroethylenepropylene (FEP) _lm systems with tubular-channel openings, prepared by means of the thermal lamination technique, show piezoelectric d33 coefficients of up to 160 pC/N after charging through dielectric barrier discharges (DBDs) . For samples charged at suitable elevated temperatures, the piezoelectricity is stable at temperatures of at least 130°C. These preparation methods are easy to implement at laboratory or industrial scales, and are quite flexible in terms of material selection and cavity geometry design. Due to the uniform and well-controlled cavity structures, samples are also very suitable for fundamental studies on ferroelectrets. Charging of ferroelectrets is achieved via a series of dielectric barrier discharges (DBDs) inside the cavities. In the present work, the DBD charging process is comprehensively studied by means of optical, electrical and electro-acoustic methods. The spectrum of the transient light from the DBDs in cellular polypropylene (PP) ferroelectrets directly confirms the ionization of molecular nitrogen, and allows the determination of the electric field in the discharge. Detection of the light emission reveals not only DBDs under high applied voltage but also back discharges when the applied voltage is reduced to sufficiently low values. Back discharges are triggered by the internally deposited charges, as the breakdown inside the cavities is controlled by the sum of the applied electric field and the electric field of the deposited charges. The remanent effective polarization is determined by the breakdown strength of the gas-filled cavities. These findings form the basis of more efficient charging techniques for ferroelectrets such as charging with high-pressure air, thermal poling and charging assisted by gas exchange. With the proposed charging strategies, the charging efficiency of ferroelectrets can be enhanced significantly. After charging, the cavities can be considered as man-made macroscopic dipoles whose direction can be reversed by switching the polarity of the applied voltage. Polarization-versus-electric-field (P(E)) hysteresis loops in ferroelectrets are observed by means of an electro-acoustic method combined with dielectric resonance spectroscopy. P(E) hysteresis loops in ferrroelectrets are also obtained by more direct measurements using a modified Sawyer-Tower circuit. Hysteresis loops prove the ferroic behavior of ferroelectrets. However, repeated switching of the macroscopic dipoles involves complex physico-chemical processes. The DBD charging process generates a cold plasma with numerous active species and thus modifies the inner polymer surfaces of the cavities. Such treatments strongly affect the chargeability of the cavities. At least for cellular PP ferroelectrets, repeated DBDs in atmospheric conditions lead to considerable fatigue of the effective polarization and of the resulting piezoelectricity. The macroscopic dipoles in ferroelectrets are highly compressible, and hence the piezoelectricity is essentially the primary effect. It is found that the piezoelectric d33 coefficient is proportional to the polarization and the elastic compliance of the sample, providing hints for developing materials with higher piezoelectric sensitivity in the future. Due to their outstanding electromechanical properties, there has been constant interest in the application of ferroelectrets. The antiresonance frequencies (fp) of ferroelectrets are sensitive to the boundary conditions during measurement. A tubular-channel FEP ferroelectret is conformably attached to a self-organized minimum-energy dielectric elastomer actuator (DEA). It turns out that the antiresonance frequency (fp) of the ferroelectret film changes noticeably with the bending angle of the DEA. Therefore, the actuation of DEAs can be used to modulate the fp value of ferroelectrets, but fp can also be exploited for in-situ diagnosis and for precise control of the actuation of the DEA. Combination of DEAs and ferroelectrets opens up various new possibilities for application.

Dark matter, DM, has not yet been directly observed, but it has a very solid theoretical basis. There are observations that provide indirect evidence, like galactic rotation curves that show that the galaxies are rotating too fast to keep their constituent parts, and galaxy clusters that bends the light coming from behind-lying galaxies more than expected with respect to the mass that can be calculated from what can be visibly seen. These observations, among many others, can be explained with theories that include DM. The missing piece is to detect something that can exclusively be explained by DM. Direct observation in a particle accelerator is one way and indirect detection using telescopes is another. This thesis is focused on the latter method. The Very Energetic Radiation Imaging Telescope Array System, V ERITAS, is a telescope array that detects Cherenkov radiation. Theory predicts that DM particles annihilate into, e.g., a γγ pair and create a distinctive energy spectrum when detected by such telescopes, e.i., a monoenergetic line at the same energy as the particle mass. This so called ”smoking-gun” signature is sought with a sliding window line search within the sub-range ∼ 0.3 − 10 TeV of the VERITAS energy range, ∼ 0.01 − 30 TeV. Standard analysis within the VERITAS collaboration uses Hillas analysis and look-up tables, acquired by analysing particle simulations, to calculate the energy of the particle causing the Cherenkov shower. In this thesis, an improved analysis method has been used. Modelling each shower as a 3Dgaussian should increase the energy recreation quality. Five dwarf spheroidal galaxies were chosen as targets with a total of ∼ 224 hours of data. The targets were analysed individually and stacked. Particle simulations were based on two simulation packages, CARE and GrISU. Improvements have been made to the energy resolution and bias correction, up to a few percent each, in comparison to standard analysis. Nevertheless, no line with a relevant significance has been detected. The most promising line is at an energy of ∼ 422 GeV with an upper limit cross section of 8.10 · 10^−24 cm^3 s^−1 and a significance of ∼ 2.73 σ, before trials correction and ∼ 1.56 σ after. Upper limit cross sections have also been calculated for the γγ annihilation process and four other outcomes. The limits are in line with current limits using other methods, from ∼ 8.56 · 10^−26 − 6.61 · 10^−23 cm^3s^−1. Future larger telescope arrays, like the upcoming Cherenkov Telescope Array, CTA, will provide better results with the help of this analysis method.

Water scarcity, adaption on climate change, and risk assessment of droughts and floods are critical topics for science and society these days. Monitoring and modeling of the hydrological cycle are a prerequisite to understand and predict the consequences for weather and agriculture. As soil water storage plays a key role for partitioning of water fluxes between the atmosphere, biosphere, and lithosphere, measurement techniques are required to estimate soil moisture states from small to large scales. The method of cosmic-ray neutron sensing (CRNS) promises to close the gap between point-scale and remote-sensing observations, as its footprint was reported to be 30 ha. However, the methodology is rather young and requires highly interdisciplinary research to understand and interpret the response of neutrons to soil moisture. In this work, the signal of nine detectors has been systematically compared, and correction approaches have been revised to account for meteorological and geomagnetic variations. Neutron transport simulations have been consulted to precisely characterize the sensitive footprint area, which turned out to be 6--18 ha, highly local, and temporally dynamic. These results have been experimentally confirmed by the significant influence of water bodies and dry roads. Furthermore, mobile measurements on agricultural fields and across different land use types were able to accurately capture the various soil moisture states. It has been further demonstrated that the corresponding spatial and temporal neutron data can be beneficial for mesoscale hydrological modeling. Finally, first tests with a gyrocopter have proven the concept of airborne neutron sensing, where increased footprints are able to overcome local effects. This dissertation not only bridges the gap between scales of soil moisture measurements. It also establishes a close connection between the two worlds of observers and modelers, and further aims to combine the disciplines of particle physics, geophysics, and soil hydrology to thoroughly explore the potential and limits of the CRNS method.