Relevant bibliographies by topics / Business mathematics / Dissertations / Theses
To see the other types of publications on this topic, follow the link: Business mathematics.

Dissertations / Theses on the topic 'Business mathematics'

Author: Grafiati
Published: 4 June 2021
Last updated: 29 July 2024

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Business mathematics.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Ekström, Erik. "Selected problems in financial mathematics /." Uppsala : Matematiska institutionen, Univ. [distributör], 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-4574.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Hedén, Gustav. "Statistical evaluation model for future business opportunities of SAAB AB." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-223242.

Full text
Abstract:
This thesis conducts a statistical analysis of the won and lost sell data for SAAB AB. The method of choice is logistic regression analysis against believed and confirmed statistically significant dependable data. The sell data is split by different products so that each product gets an individual evaluation. The outcome of the regression analysis is then implemented on non-ventured markets for a specific product. This provide an implied probability of a successful sale of a product to different countries. These implied probabilities form a ranking of different countries for a specific product. The ranking tables are then supposed to be used as a statistical input for SAAB employees to use when evaluating potential future market gains.
Den här uppsatsen genomför en statistisk analys av SAAB ABs vunna och förlorade affärer från dess försäljningsdata. Metoden som valdes är logistisk regressionsanalys och den är implementerad mot statistiskt signifikant och beroende data. Försäljningsdatan är uppdelad på olika produktområden så att varje produkt får sin egen analys. Resultatet av regressionsanalysen är sedan implementerad på olika länder som SAAB inte har försökt att sälja den undersökta produkten till. Detta ger sannolikheten för att genomföra en lyckad försäljning av en viss produkt till ett land. Dessa sannolikheter bildar sedan en ranking för de olika länderna för en specifik produkt. Rankingtabellerna är tänkta att användas som statistiskt underlag för SAABs anställda när de utvärderar potentiella framtida affärer.
APA, Harvard, Vancouver, ISO, and other styles
3

Williams, Elizabeth. "Strategies for Hiring Managers in Science, Technology, Engineering, and Mathematics Fields." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/5147.

Full text
Abstract:
One-third of science, technology, engineering, and mathematics (STEM) jobs are unfilled, resulting in less revenue for companies. The purpose of this qualitative single case study, grounded in the human capital theory, was to explore strategies that 2 hiring managers used to recruit STEM professionals in an organization in central Virginia. Data were collected from semistructured interviews, member checking, and company documents on STEM recruitment. The 4 themes that emerged from the data, analyzed using Yin's 5-step process, were as follows: partnerships with state government and local colleges, leadership and employee development programs used as recruitment incentives, competitive compensation package and work-life balance to entice new hires, and meticulous investigation, evaluation, and trial periods. The findings of this study could provide hiring managers with strategies to improve recruitment of skilled STEM professionals. The implications for positive social change could include a reduction in employee turnover, a decrease in employee recruiting costs, an increase in employee retention, more motivated and engaged employees, and an increase in employee production, all of which could increase profits and positively influence the company and the health of the community.
APA, Harvard, Vancouver, ISO, and other styles
4

Olivier, Patricia Joan. "Gender equity in mathematics education : the Namibian situation." Thesis, Stellenbosch : Stellenbosch University, 2000. http://hdl.handle.net/10019.1/51772.

Full text
Abstract:
Thesis (MBA)--Stellenbosch University, 2000.
ENGLISH ABSTRACT: Gender inequity in mathematics performance is a global phenomenon. In both the developed and the developing world, females perform more poorly in mathematics than males at senior secondary school level. In Namibia, the situation is no exception. Examination results for the past few years have shown that males outperform females in mathematics at senior secondary school level. This has resulted in more males taking mathematics as a major subject at tertiary level, with the consequence that they subsequently find better jobs than females. For the purpose of this study, a literature research was done to investigate the factors that might influence the mathematics performance of females and males. The search did not show any significant biological differences between males and females that could explain the differences in performance. Several other factors were, however, identified to playa role in how females perform in mathematics. The factors identified were: interest in mathematics, a person's self-concept, mathematics anxiety, attitude towards mathematics, gender stereotyping, and the roles of the family and teachers. These factors were tested in the Namibian situation by means of a questionnaire that was given to Grade 12 students who do mathematics and it was found that: 1. males and females' attitudes towards mathematics differ significantly. Males seem to have a much more positive attitude towards mathematics; 2. Females experience mathematics anxiety at a higher level than males; 3. Gender stereotyping influences the mathematics performance of females more negatively than males' performance; Family members' influence contributes significantly to the poorer performance of females; 5. Interest in mathematics seems to be higher in males than in females; 6. Teacher influence does not seem to play a significant role in the mathematics performance of males and females. (This is in contrast with the results of the literature review.); and 7. There is no difference in the self-concept of Namibian males and females. To help make mathematics more appealing to girls, the first step is to recognise the disparities. Each person in a girl's circle of family, teachers, community and friends can begin, even before she reaches primary school, to hold high expectations of her and praise her performance. Sophisticated technology is increasingly significant to our nation's economic, political and social health. Almost every element of society - in fields as diverse as music, sports and agriculture - is being touched by technology. To prepare them for.these jobs, we must present science, engineering and mathematics as non-intimidating subjects to every student, so that they will feel encouraged to gain the skills and knowledge necessary for technical careers. As we increasingly become part of the global economy, we must engage the intellectual potential of all our young people.
AFRIKAANSE OPSOMMING: Geslagsongelykheid in wiskunde prestasies is a globale verskynsel. Daar is bevind dat meisies swakker doen as seuns in wiskunde in die senior sekondere skoolfase in beide die ontwikkelende sowel as die ontwikkelde lande. Namibia is geen uitsondering nie. Eksamenuitslae van die afgelope paar jare het gewys dat seuns baie beter vaar as meisies in wiskunde, spesifiek in die senior sekondere skoolfase. Dit het tot gevolg gehad dat meer seuns wiskunde neem as hoofvak na skool en dat hulle gevolglik beter werksgeleenthede as meisies kry. Vir die doel van hierdie studie is 'n Literatuurstudie gedoen om uit te vind watter faktore beinvloed die wiskunde prestasies van studente. Die literatuurstudie het geen noemenswaardige biologiese verskille tussen seuns en meisies uitgewys wat moontlik die verskil in prestasies kan verklaar nie. Verskeie ander faktore is egter geidentifiseer wat beslis 'n rol speel in wiskunde prestasies van meisies. Die faktore wat geidentifiseer was, is: belangstelling in wiskunde, 'n persoon se selfbeeld, wiskunde angs, 'n persoon se houding teenoor wiskunde, geslags stereotipes, die rol van die familie en onderwysers. Bogenoemde faktore is getoets in die Namibiese situasie by wyse van 'n vraelys wat uitgegee is vir graad 12 leerlinge wat wiskunde doen. Die resultate wat verkry is, is as volg: 1. Daar is 'n groot verskil tussen seuns en meisies se houding teenoor wiskunde. Dit wil voorkom as seuns se houding meer positief is as die van meisies; 2. Meisies ondervind wiskunde angs in 'n groter mate as seuns; 3. Geslagstereotipes het 'n negatiewe invloed op die wiskunde prestasies van meisies; 4. Familielede se invloed speel 'n groot rol in die swakker prestasies van meisies; 5. Seuns stel meer belang in wiskunde as meisies; 6. Dit blyk asof die invloed van onderwysers nie 'n noemenswaardige rol speel in die wiskunde prestasies van studente nie; Dit is teenstrydig met die bevindinge in die literatuurstudie. 7. Daar is geen verskil in die selfbeeld van meisies en seuns nie. Die eerste stap om wiskunde meer aantreklik vir meisies te maak, is om die dispariteit tussen seuns en meisies te erken. Elke persoon wat op enige manier met meisies in aanraking kom, hetsy familie, onderwysers, gemeenskap of vriende kan, selfs voorskool al, begin om hoë verwagtinge van hulle te koester en hulle te prys vir goeie prestasies. Gesofistikeerde tegnologie raak al hoe meer belangrik vir ons nasie se ekonomiese, politiese en sosiale welslae. Bykans elke sektor in ons gemeenskap, so divers soos musiek, sport en landbou, word geraak deur tegnologie. Die wetenskappe, ingenieurswese en wiskunde moet dus, sonder intimidasie, aan elke student aangebied word, om hulle sodoende aan te moedig om die nodige vaardighede te ontwikkel vir tegnies beroepe. Ons moet al ons jongmense se intellektuele potensiaal ten volle benut om in lyn te kom met die wereld ekonomie.
APA, Harvard, Vancouver, ISO, and other styles
5

Queen, Catriona M. "Bayesian graphical forecasting models for business time series." Thesis, University of Warwick, 1991. http://wrap.warwick.ac.uk/4321/.

Full text
Abstract:
This thesis develops three new classes of Bayesian graphical models to forecast multivariate time series. Although these models were originally motivated by the need for flexible and tractable forecasting models appropriate for modelling competitive business markets, they are of theoretical interest in their own right. Multiregression dynamic models are defined to preserve certain conditional independence structures over time. Although these models are typically very non-Gaussian, it is proved that they are simple to update, amenable to practical implementation and promise more efficient identification of causal structures in a time series than has been possible in the past. Dynamic graphical models are defined for multivariate time series for which there is believed to be symmetry between certain subsets of variables and a causal driving mechanism between these subsets. They are a specific type of graphical chain model (Wermuth & Lauritzen, 1990) which are once again typically non- Gaussian. Dynamic graphical models are a combination of multiregression dynamic models and multivariate regression models (Quintana, 1985,87, Quintana & West, 1987,88) and as such, they inherit the simplicity of both these models. Partial segmentation models extend the work of Dickey et al. (1987) to the study of models with latent conditional independence structures. Conjugate Bayesian anaylses are developed for processes whose probability parameters are hypothesised to be dependent, using the fact that a certain likelihood separates given a matrix of likelihood ratios. It is shown how these processes can be represented by undirected graphs and how these help in its reparameterisation into conjugate form.
APA, Harvard, Vancouver, ISO, and other styles
6

Nooriafshar, Mehryar. "Balancing the Use of Technology and Traditional Approaches in Teaching Mathematics within Business Courses." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2012. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-80771.

Full text
Abstract:
Technologies associated with modern computing are being commonly used in education. Over the past few years, the usage has increased considerably. This increase is also attributed to the availability of more improved technology products and services at much lower costs. As a result, many successful educational multimedia products have been developed which have made significant contributions to learning and teaching mathematics at various levels. However, it is not always clear what exactly the position of technology in education is. In other words, to what extent does the technology-aided means of learning enhance learning and add value to the conventional materials? How are they supposed to supersede or excel the learning effectiveness of traditional methods of teaching? This paper explores the possibilities of utilizing the latest technologies such as Virtual Reality (VR) environments and Tablet PCs in conjunction with the traditional approaches and concepts in creating a balanced and more effective learning and teaching conditions. It also demonstrates how the creation of a situation where ‘one cannot see the wood for the trees’ can be avoided by striking the right balance.
APA, Harvard, Vancouver, ISO, and other styles
7

Engman, Kristofer, and Betty Ålander. "Exploring the Factors of the Credit Default Swap Spread in Different Business Sectors." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-210161.

Full text
Abstract:
In this study, we investigate the effect of market factors on credit default swap spreads aggregated by specific business sectors. The market factors include commodity spot prices, foreign exchange spot prices, equity index prices and interest swap rates. Using linear regression modelling, we find that many of the factors are correlated to the credit default swap spreads. To examine the collective effect of the factors on the credit default swap spread, we produce linear models using best subsets regression. The empirical results suggest that many of the factors are significant in explaining the credit default swap. Our models show significance of regression on a 99% level, and most variables have correlations that are consistent with previous research. Notably, we find that the factors show different levels of significance for each of the sectors. Based on this investigation we conclude that there in fact exist relationships between the market factors and the credit default swap spread changes, and that these relationships are business sector specific.
I denna studie undersöker vi marknadsfaktorers inverkan på spreaden för kreditswappar aggregerade med avseende på utvalda affärsområden. Marknadsfaktorerna som inkluderas i studien är avistapriser för råvaror, avistapriser för utländska valutakurser, aktieindex priser och ränteswapkurser. Genom modellering med linjärregression finner vi att många av faktorerna påvisar korrelation med spreaden för kreditswappar. För att unders öka den gemensamma effekten som faktorerna har på spreaden för kreditswappar skapar vi linjära modeller genom att testa alla möjliga permutationer av variablerna. De empiriska resultaten antyder att många av faktorerna uppvisar signifikans i sin förklarande förmåga av spreaden för kreditswappar. Regressionsmodellerna påvisar signifikans på en 99%-nivå och majoriteten av variablerna visar på korrelationer som återspeglar tidigare forskning inom området. I synnerhet ser vi att faktorerna visar olika signifikansnivåer för de olika affärsområdena. Därav dras slutsatsen att det finns ett samband mellan marknadsfaktorerna och spreaden för kreditswappar, samt att dessa är affärsområdesspecifika.
APA, Harvard, Vancouver, ISO, and other styles
8

Bi, Henry Haidong. "Graphical and logical formalisms for business process modeling and verification." Diss., The University of Arizona, 2004. http://hdl.handle.net/10150/280540.

Full text
Abstract:
Process models are an essential component of business process management and are found in various information systems such as workflow management systems, enterprise resource planning systems, and supply chain management systems. Process modeling and analysis are key steps in business process management. However, most existing activity-based process modeling paradigms found in process management tools lack a mathematical formalism, have limited expressive power, or have little analytical capability. Consequently, process modeling and analysis in the industry remain an art rather than a science. In this dissertation, we first propose a logic-based workflow verification approach by applying propositional logic with constraints to verifying the correctness of both acyclic and cyclic workflow models. We demonstrate that this approach is capable of detecting process anomalies in workflow models. We then propose process graphs as a graphical and mathematical tool for business process modeling and analysis. We formally define the syntax and semantics of process graphs and their constructs. We show that process graphs can not only model all types of execution order of activities, but also support multi-level abstraction, modular modeling, and analysis of the correctness of process models. We apply process graphs to defining and classifying process anomalies, and demonstrate that the proper use of process graphs can prevent certain process anomalies. We also propose process logic as a logical formalism and mathematical method to represent process models for the purpose of process verification. We formally define the syntax and semantics of process logic to reflect the characteristics of process structures in a more precise way. We establish a formal relationship between process logic and graphical representations of process models, and transform the problem of verifying the correctness of process models into the problem of determining the validity of process argument forms in process logic. We demonstrate that process logic can be used to verify completely the correctness of activity-based process models. Process graphs and process logic provide a theoretical foundation for the modeling, analysis, and verification of activity-based process models that are most widely used in the applications of business process management.
APA, Harvard, Vancouver, ISO, and other styles
9

Bogacz, Margaret M. Sennott Linn I. "An intuitive approach to understanding calculus concepts in business applications using probability theory." Normal, Ill. Illinois State University, 1985. http://wwwlib.umi.com/cr/ilstu/fullcit?p8514766.

Full text
Abstract:
Thesis (D.A.)--Illinois State University, 1985.
Title from title page screen, viewed June 6, 2005. Dissertation Committee: Linn Sennott (chair), Kenneth Berk, John Dossey, Lawrence Spence, Charles Streeter. Includes bibliographical references (leaves 273-274) and abstract. Also available in print.
APA, Harvard, Vancouver, ISO, and other styles
10

Thomas, Bradley S. Shilgalis Thomas Walter. "A computer assisted instruction approach to supplement the classroom instruction addressing mathematics of finance." Normal, Ill. Illinois State University, 2002. http://wwwlib.umi.com/cr/ilstu/fullcit?p3088034.

Full text
Abstract:
Thesis (D.A.)--Illinois State University, 2002.
Title from title page screen, viewed November 29, 2005. Dissertation Committee: Thomas Shilgalis (chair), Kenneth Berk, Patricia Klass, Beverly Rich, Charles Vanden Eynden. Includes bibliographical references (leaves 60-61) and abstract. Also available in print.
APA, Harvard, Vancouver, ISO, and other styles
11

Fastlund, Niklas. "To learn and evaluate a system for recommending business intentions based on customer behaviour." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-355719.

Full text
APA, Harvard, Vancouver, ISO, and other styles
12

Gabris, Patsy Lynette. "Spreadsheet instruction and their use for teaching mathematics in the business computer applications course in Virginia." Thesis, Virginia Tech, 1991. http://hdl.handle.net/10919/42150.

Full text
Abstract:

This study describes the use of spreadsheets in business computer applications (BCA) courses and identifies and evaluates the use of spreadsheets for emphasizing and teaching mathematics in BCA courses.

Survey instruments in the form of questionnaires were sent to all of the Virginia high schools with the BCA course to attain the BCA teachers' perceptions of spreadsheet use. Responses were received from 257 teachers, or 70% of the total assumed population.

Findings reveal that 95% of the Virginia BCA teachers include spreadsheet instruction in their BCA courses. The mean number of class periods used for spreadsheet instruction is 27; however, the standard deviation is relatively high. The basic mathematics operations received extensive emphasis. The more complex operations only some emphasis. Accounting and Payroll computation receive the most amount of spreadsheet instructional time.

Over half of the BCA teachers who teach spreadsheets include increasing their students' mathematics skills as one of the course objectives. At the same time, however, only 22% of the respondents evaluate their students' mathematics skills independently from spreadsheet application evaluation. Although this independent mathematics evaluation seldom occurs, 72% of the respondents believe that teaching spreadsheets enhances students' mathematics skills to some extent, and 42% believe that teaching spreadsheets enhances students' mathematics skills extensively.

Considering the amount of material to be taught in spreadsheet instruction, not enough of the BCA class time is devoted to spreadsheet instruction. Much spreadsheet instruction precedes emphasis on mathematics as part of the instruction. Also, considering that students emphasize in their learning what they are evaluated on, the importance the BCA teachers placed on mathematics appears to be minimal.


Master of Science
APA, Harvard, Vancouver, ISO, and other styles
13

Hart, Rose Kleski. "Attitudes and achievement within a cooperative learning context in a large-section mathematics course for future business majors /." The Ohio State University, 1999. http://rave.ohiolink.edu/etdc/view?acc_num=osu1488192960166694.

Full text
APA, Harvard, Vancouver, ISO, and other styles
14

Akpinar, Yavuz. "Computer based interactive environments for learning school mathematics : the implementation and validation of design principles." Thesis, University of Leeds, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.343445.

Full text
APA, Harvard, Vancouver, ISO, and other styles
15

Walton, Marguerite. "Mathematical requirements for first-year BCOM students at NMMU." Thesis, Nelson Mandela Metropolitan University, 2009. http://hdl.handle.net/10948/886.

Full text
Abstract:
These studies have focused on identifying the mathematical requirements of first-year BCom students at Nelson Mandela Metropolitan University. The research methodology used in this quantitative study was to make use of interviewing, questionnaire investigation, and document analysis in the form of textbook, test and examination analysis. These methods provided data that fitted into a grounded theory approach. The study concluded by identifying the list of mathematical topics required for the first year of the core subjects in the BCom degree programme. In addition, the study found that learners who study Mathematics in the National Senior Certificate should be able to cope with the mathematical content included in their BCom degree programme, while learners studying Mathematical Literacy would probably need support in some of the areas of mathematics, especially algebra, in order to cope with the mathematical content included in their BCom degree programme. It makes a valuable contribution towards elucidating the mathematical requirements needed to improve the chances of successful BCom degree programme studies at South African universities. It also draws the contours for starting to design an efficient support course for future “at-risk” students who enter higher education studies.
APA, Harvard, Vancouver, ISO, and other styles
16

Gregory-Allen, Russell B. (Russell Brian). "A Test of Catastrophe Theory Applied to Corporate Failure." Thesis, North Texas State University, 1987. https://digital.library.unt.edu/ark:/67531/metadc330705/.

Full text
Abstract:
Catastrophe theory (CT) is a relatively new mathematical theory that comprehensively describes a system exhibiting discontinuous behavior when subjected to continuous stimuli. This study tests the theory using capital-market data. The data is a time series of stock returns on firms that filed for Chapter 11 reorganization during 1980-1985. The CT model used is based on a corporate failure model suggested by Francis, Hastings and Fabozzi (1983). The model predicts 1) as the filing date approaches, there will be a structural shift in the underlying stock-return generating process of the filing firm, and 2) firms with lower operating risk will have a smaller jump than firms with higher operating risk, corresponding to their relative positions within the bifurcation set of the catastrophe cusp.
APA, Harvard, Vancouver, ISO, and other styles
17

Bonaventura, Moreno. "Shortest paths to success : network indicators of performance in innovation ecosystems." Thesis, Queen Mary, University of London, 2017. http://qmro.qmul.ac.uk/xmlui/handle/123456789/24555.

Full text
Abstract:
In this thesis I show how various theories and methodologies borrowed from complexity science, organisation science, and network science can be suitably integrated to provide a comprehensive and interdisciplinary approach to the study of innovation processes. I study the network foundations of success in innovation ecosystems and I conduct several empirical investigations to identify those network characteristics that are expected to correlate with positive outcomes and success. I assess the extent to which the diversity and the strength in the networks of relationships boost the performance and success of scientists and early-stage firms. To this end I analyse two large-scale data sets about scientific publishing and start-up firms by making use of already existing topological network measures and by proposing novel measures to characterise the degree of interdisciplinarity and access to diverse pools of knowledge in scientific collaborations. Results provide empirical support to the idea that collaboration sustains innovation and performance by facilitating knowledge diffusion, acquisition and creation. First, results indicate that the networks of interaction between start-ups have a strong impact on the firms' longterm success. Second I find that, while abandoning specialisation in favour of moderate degrees of interdisciplinarity deteriorates scientific performance, very interdisciplinary scientists tend to outperform specialised ones. Additionally, I address the computational challenges related to the size of the data sets used and their time-varying nature. In particular I focus on the scalability challenges of incremental graph algorithms. The thesis contributes in this direction by proposing new efficient algorithms and data structures to handle and to analyse large graphs whose nodes and edges change rapidly over time. These efforts have been collected and made available to the public in the form of a web platform (http://lab.startup-network.org/) and an open-source python package, NetworkL (https://networkl.github.io/).
APA, Harvard, Vancouver, ISO, and other styles
18

Le, Roux Gawie. "Applications of change of numéraire for option pricing /." Link to the Internet, 2007. http://hdl.handle.net/10019/667.

Full text
APA, Harvard, Vancouver, ISO, and other styles
19

Marinan, Brent Joseph, and Brent Joseph Marinan. "Understanding the Impact of Students' Psychological Dispositions and Behavior on Student Exam Performance in an Undergraduate Business Statistics Course." Thesis, The University of Arizona, 2016. http://hdl.handle.net/10150/622851.

Full text
Abstract:
Research on K-12 and college students has shown that both cognitive and non-cognitive factors affect students' academic achievement and success. This study investigates the impact of several non-cognitive factors (i.e., anxiety, beliefs, habits, motivation, context, and grit) on undergraduate students’ exam performance in a public research university. Participants were 646 undergraduate students taking a statistics course designed for business students. To obtain measures of students’ psychological dispositions and behaviors, students completed a survey that was developed for this study three times during the course of the semester, each time before students took one of the three course’s exams. Results from the three surveys indicated that although the impact of different non-cognitive factors on exam performance decreased over the course of the semester, anxiety, beliefs and intrinsic motivation statistically significantly predicted student exam scores and the cumulative exam score. In addition, results from latent class analysis of the first wave of survey responses allowed for the determination of several diagnostic classifications of students whose academic performance, as measured by their cumulative exam scores, may benefit from early intervention.
APA, Harvard, Vancouver, ISO, and other styles
20

Straight, Kevin Andrew. "An Analogy Based Method for Freight Forwarding Cost Estimation." Thesis, University of California, Riverside, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=1562168.

Full text
Abstract:

The author explored estimation by analogy (EBA) as a means of estimating the cost of international freight consignment. A version of the k-Nearest Neighbors algorithm (k-NN) was tested by predicting job costs from a database of over 5000 actual jobs booked by an Irish freight forwarding firm over a seven year period. The effect of a computer intensive training process on overall accuracy of the method was found to be insignificant when the method was implemented with four or fewer neighbors. Overall, the accuracy of the analogy based method, while still significantly less accurate than manually working up estimates, might be worthwhile to implement in practice, depending labor costs in an adopting firm. A simulation model was used to compare manual versus analytical estimation methods. The point of indifference occurs when it takes a firm more than 1.5 worker hours to prepare a manual estimate (at current Irish labor costs). Suggestions are given for future experiments to improve the sampling policy of the method to improve accuracy and to improve overall scalability.

APA, Harvard, Vancouver, ISO, and other styles
21

Starr, Alexis V. "Predicting Substantiation of Office of Inspector General Investigations Using Multinomial Naïve Bayes and Natural Language Processing." Thesis, The George Washington University, 2021. http://pqdtopen.proquest.com/#viewpdf?dispub=28256297.

Full text
Abstract:
Low substantiation rates are pervasive across the federal Office of Inspector General (OIG) community due to high levels of uncertainty and limited data availability at the time of case selection. OIG management often selects cases based on intuition and past experience. Intuitive project selection has proven unsuccessful because the methods are often subjective, prone to bias, and lead to error. The high uncertainty surrounding case selection and the current selection method employed by OIG management teams results in a significant loss of investigative resources spent on unsubstantiated cases. This research presents a novel approach to predict OIG investigative case substantiation using natural language processing techniques and multinomial naïve Bayes to retrieve information from complaint intakes. It aims to improve OIG substantiation rates and reduce the cost associated with unsubstantiated cases. The model developed in this study significantly outperformed OIG management and was 20% more accurate in the prediction of substantiated and unsubstantiated cases. This model will augment investigative case selection and improve investigative targeting, increase impact of investigative work, and improve OIG investigative resource allocation. Its application will result in a significant savings by reducing the resources dedicated to cases with a low probability of substantiation.
APA, Harvard, Vancouver, ISO, and other styles
22

Hilten, Onno van. "Optimal firm behaviour in the context of technological progress and a business cycle an exploration of the interplay of economics and mathematics /." Proefschrift, [Maastricht : Maastricht : Rijksuniversiteit Limburg] ; University Library, Maastricht University [Host], 1990. http://arno.unimaas.nl/show.cgi?fid=5570.

Full text
APA, Harvard, Vancouver, ISO, and other styles
23

Montsho, Obakeng Johannes. "Real options valuation for South African nuclear waste management using a fuzzy mathematical approach." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1003051.

Full text
Abstract:
The feasibility of capital projects in an uncertain world can be determined in several ways. One of these methods is real options valuation which arose from financial option valuation theory. On the other hand fuzzy set theory was developed as a mathematical framework to capture uncertainty in project management. The valuation of real options using fuzzy numbers represents an important refinement to determining capital projects' feasibility using the real options approach. The aim of this study is to determine whether the deferral of the decommissioning time (by a decade) of an electricity-generating nuclear plant in South Africa increases decommissioning costs. Using the fuzzy binomial approach, decommissioning costs increase when decommissioning is postponed by a decade whereas use of the fuzzy Black-Scholes approach yields the opposite result. A python code was developed to assist in the computation of fuzzy binomial trees required in our study and the results of the program are incorporated in this thesis.
KMBT_363
Adobe Acrobat 9.54 Paper Capture Plug-in
APA, Harvard, Vancouver, ISO, and other styles
24

Tai, Chih-Che, Ryan Andrew Nivens, Laura Robertson, Karin Keith, Anant P. Godbole, and J. Rhoton. "Harnessing the Business Community and Other Entities to Support the Vision of the NGSS." Digital Commons @ East Tennessee State University, 2018. https://dc.etsu.edu/etsu-works/1307.

Full text
Abstract:
Book Summary: Its not enough for teachers to read through the Next Generation Science Standards (NGSS) and correlate their content to the established curriculum. Teachers must prepare to make the vision of the NGSS come alive in their classrooms. Editor Jack Rhoton maintains that the preparation will be most effective if it begins in undergraduate coursework and is sustained by ongoing professional development designed to bring about real change. The goal of Preparing Teachers for Three-Dimensional Instruction is to contribute to that preparation and that change. It showcases the many shifts that higher education science faculty, teacher education faculty, and others are already making to bring the standards to life.Preparing Teachers was written specifically for preservice science teachers, but science education faculty and practicing K 12 teachers can also benefit from it. The authors of the 18 chapters are outstanding classroom practitioners and science educators at all levels. Section I provides examples of teaching models that fulfill the intent of the NGSS. Section II describes approaches to professional development that can improve practice. Sections III and IV consider what can be done in both teacher preparation courses and undergraduate science courses for preservice science teachers. Section V explores ways to enlist the business community and other partners in support of the changes the standards can bring about. Rhoton calls the book a motivating resource for the science education community. Use it to achieve the ultimate goal of the NGSS: to move science education away from the formulaic classroom methods many students are now experiencing and instead support them in becoming true practitioners of science.
APA, Harvard, Vancouver, ISO, and other styles
25

Houseworth, Lessie McNabb. "Extended Instruction in Business Courses to Enhance Student Achievement in Math." ScholarWorks, 2015. https://scholarworks.waldenu.edu/dissertations/412.

Full text
Abstract:
Poor achievement on standardized math tests negatively impacts high school graduation rates. The purpose of this quantitative study was to investigate if math instruction in business classes could improve student achievement in math. As supported by constructivist theory, the students in this study were encouraged to use prior knowledge and experiences to make new connections between math concepts and business applications. The key research question examined if there was a significant increase in the standardized mathematics test scores of students enrolled in business classes with extended mathematics instruction compared to the standardized test scores of students not enrolled in business classes with extended mathematics instruction. The 2-sample t-test was used to compare the scores of 42 students in the treatment group to the scores of 47 students in the control group. Based on the findings, there was not a significant difference in the scores of the treatment and control groups. Recommendations for future research included redesigning the treatment to involve additional areas of mathematics instruction as well as extending the number of weeks for the treatment. This study may effect social change by informing teachers and administrators at the local site of the need to examine the effects of incorporating math into other content areas and recommending continued research in this area. The additional exposure, practice, and learning opportunities in math may help high school students achieve in mathematics and ultimately improve graduation rates.
APA, Harvard, Vancouver, ISO, and other styles
26

Le, Roux Gawie. "Applications of change of numéraire for option pricing." Thesis, Stellenbosch : University of Stellenbosch, 2007. http://hdl.handle.net/10019.1/1820.

Full text
Abstract:
Thesis (MComm (Mathematics))--University of Stellenbosch, 2007.
The word numéraire refers to the unit of measurement used to value a portfolio of assets. The change of numéraire technique involves converting from one measurement to another. The foreign exchange markets are natural settings for interpreting this technique (but are by no means the only examples). This dissertation includes elementary facts about the change of numeraire technique. It also discusses the mathematical soundness of the technique in the abstract setting of Delbaen and Schachermayer’s Mathematics of Arbitrage. The technique is then applied to financial pricing problems. The right choice of numéraire could be an elegant approach to solving a pricing problem or could simplify computation and modelling.
APA, Harvard, Vancouver, ISO, and other styles
27

Quinn, Mary A. "Measuring Tutoring Effectiveness by Program Delivery Model: Small Group Tutoring Compared to Tutoring in Labs in Mathematics, Physics, and Accounting." Digital Commons @ East Tennessee State University, 1996. https://dc.etsu.edu/etd/2963.

Full text
Abstract:
This study examines the effectiveness of two common tutoring program delivery models by analyzing tutored and nontutored students' grades and semester grade point averages in three subject areas. The effects of gender, age (if 25 years or older), course, duration of tutoring, tutoring contacts, and contacts per week are also measured. The approach to the ex post facto study is quantitative and utilizes data from the Student Information System at Appalachian State University and from tutoring contact sheets. Areas of data presentation include analysis of covariance results for experimental group, gender, age (if 25 years or older), and course; and correlational results for duration of tutoring, tutoring contacts, and contacts per week. Statistical results from this research rejected 10 of the 72 null hypotheses at the $p < .05$ level, and four of the rejected hypotheses were directly linked to the effect of experimental group. Findings showed that students who received tutoring in labs in mathematics and accounting had the highest semester grade point averages, and females earned higher course grades in mathematics and accounting, regardless of whether they were tutored or not. Results also showed that students 25 years or older who were enrolled in a physics course earned higher semester grade point averages as compared to younger students, regardless of whether they were tutored or not. Conclusions of this study emphasize the need for additional research with more students in the subject area of physics and for qualitative approaches to answer the questions of why specific variables were significant. Results and conclusions have applicability for tutoring program administrators in other settings.
APA, Harvard, Vancouver, ISO, and other styles
28

Göeggel, Mathias Christian. "Closed-form solutions to discrete-time portfolio optimization problems." Diss., Rolla, Mo. : Missouri University of Science and Technology, 2010. http://scholarsmine.mst.edu/thesis/pdf/Goeggel_09007dcc807a9b0b.pdf.

Full text
Abstract:
Thesis (M.S.)--Missouri University of Science and Technology, 2010.
Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed June 7, 2010) Includes bibliographical references (p. 75).
APA, Harvard, Vancouver, ISO, and other styles
29

Schopf, Christiane, Andrea Raso, and Michael Kahr. "How to give effective explanations: Guidelines for business education, discussion of their scope and their application to teaching operations research." Gesellschaft für Fachdidaktik e. V, 2019. http://epub.wu.ac.at/6969/1/RISTAL_Schopf_Raso_Kahr_END.pdf.

Full text
Abstract:
Giving effective instructional explanations is one of the most important teacher competences. Recent di dactic literature provides, however, little insight on teacher explanations. In our previous work we devel- oped guidelines for designing comprehensible explanations in the field of business (teacher) education, which are along general lines transferable to other subject areas and target audiences. In this article, we first compare our guidelines to the state of research in general and mathematics didactics. We then in vestigate their applicability to teaching operations research at university level, based on interviews with professors of the international operations research community.
APA, Harvard, Vancouver, ISO, and other styles
30

Hobohm, Albert, and Peter Abrahamsson. "FACTORS DRIVING OFFICE RENTAL PRICE DIFFERENCES BETWEEN STOCKHOLM AND GOTHENBURG BUSINESS DISTRICTS." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275671.

Full text
Abstract:
This report investigates what the main price drivers are for commercial real estate rentals in Stockholm and Gothenburg. The mathematical method applied in this thesis is multiple linear regression and statistical analysis. The models are built from data provided by Datscha, a commercial market information provider. The data sets contains 922 observations across 9 different metrics from 2019. The response variable used to explain the price drivers is taxated monthly rental. The most significant driving variables common to all three final models where market value, location, and taxated value. These results align with current macroeconomic theory; revenue streams stand in direct proportion to underlying asset, i.e market value. Furthermore, location stands out as significant due to its attractiveness to all interacting entities. The models constructed had satisfying predictabilty, with R2-values ranging from 0.725 − 0.896.
Denna rapport undersöker de signifikanta faktorer som driver prisnivå vid uthyrning av kommersiella fastigheter i Stockholm och Göteborg. De matematiska metoder som tillämpas är multipel regressionsanalys samt statistisk analys. Modeller bygger på data från Datscha, en kommersiell leverantör av fastighetsrelaterad marknadsinformation. Slutgiltigt dataset har 922 observationer över 9 variabler, alla från år 2019. Den responsvariabel som används för att förklara prisdrivarna är taxerad månatlig hyra. De mest signifikanta drivande variablerna som är gemensamma för samtliga tre slutmodeller är marknadsvärde, plats samt taxerat värde. Rapportens resultat ligger i linje med kontemporär makroekonomisk teori; intäktsflöden står i direkt proportion till den underliggande tillgången, dvs. här fastighetens marknadsvärde. Vidare är variabeln plats signifikant givet fördel med närhet för samtliga inblandade entiteter. De konstruerade modellerna innehar satisfierande prediktabilitet, med R2-värden mellan 0.725 − 0.896.
APA, Harvard, Vancouver, ISO, and other styles
31

Tsujimoto, Tsunehiro. "Calibration of the chaotic interest rate model." Thesis, University of St Andrews, 2010. http://hdl.handle.net/10023/2568.

Full text
Abstract:
In this thesis we establish a relationship between the Potential Approach to interest rates and the Market Models. This relationship allows us to derive the dynamics of forward LIBOR rates and forward swap rates by modelling the state price density. It means that we are able to secure the arbitrage-free condition and positive interest rate feature when we model the volatility drifts of those dynamics. On the other hand, we develop the Potential Approach, particularly the Hughston-Rafailidis Chaotic Interest Rate Model. The early argument enables us to infer that the Chaos Models belong to the Stochastic Volatility Market Models. In particular, we propose One-variable Chaos Models with the application of exponential polynomials. This maintains the generality of the Chaos Models and performs well for yield curves comparing with the Nelson-Siegel Form and the Svensson Form. Moreover, we calibrate the One-variable Chaos Model to European Caplets and European Swaptions. We show that the One-variable Chaos Models can reproduce the humped shape of the term structure of caplet volatility and also the volatility smile/skew curve. The calibration errors are small compared with the Lognormal Forward LIBOR Model, the SABR Model, traditional Short Rate Models, and other models under the Potential Approach. After the calibration, we introduce some new interest rate models under the Potential Approach. In particular, we suggest a new framework where the volatility drifts can be indirectly modelled from the short rate via the state price density.
APA, Harvard, Vancouver, ISO, and other styles
32

Ortmann, Frank Gerald. "Modelling the South African fresh fruit export supply chain." Thesis, Stellenbosch : University of Stellenbosch, 2005. http://hdl.handle.net/10019.1/2745.

Full text
Abstract:
Thesis (MSc (Applied Mathematics))--University of Stellenbosch, 2005.
The process of modelling the fruit export infrastructure capacity of South Africa formed part of a larger project called the \Fruit Logistics Infrastructure Capacity Optimisation Study," which was coordinated by the Transportek division of the CSIR in Stellenbosch during the period August 2002 to March 2004. The aim of this project was to create efficiencies for, and enhance the competitiveness of, the South African fruit industry by improved usage of, and investment in, shared logistics infrastructure. After putting the size of the fruit industry into perspective, numerous aspects of the export process are considered in this thesis so as to be able to perform a comprehensive cost analysis of the export of fruit, including the cost of handling, cooling and transportation. The capacities of packhouses, cold stores and terminals are found and presented. This information, combined with fruit export volumes of 2003, then allow an estimation of the current utilisation of the South African ports with respect to fruit export.
APA, Harvard, Vancouver, ISO, and other styles
33

Bertran, i. Roura Xavier. "Nous aspectes de la teoria dels subconjunts borrosos i estudi d'algunes aplicacions a models econòmics." Doctoral thesis, Universitat de Girona, 2000. http://hdl.handle.net/10803/31918.

Full text
Abstract:
Fonaments de la Matemàtica per al tractament de la Incertesa. Noves aportacions a l’estudi de les Equacions Borroses i de les Equacions Diferencials Borroses. Aplicacions de la Matemàtica de la Incertesa al comportament de models de la teoria econòmica.
APA, Harvard, Vancouver, ISO, and other styles
34

Loisel, Stéphane. "Contribution à la gestion quantitative des risques en assurance." Habilitation à diriger des recherches, Université Claude Bernard - Lyon I, 2010. http://tel.archives-ouvertes.fr/tel-00540617.

Full text
Abstract:
Ce document pr\ésente une synthèse de mes travaux sur des problématiques de mathématiques appliquées à l'actuariat. La théorie du risque, également appelée théorie de la ruine, concerne d'une manière générale l'évaluation de probabilités de réalisations d'événements défavorables pour des compagnies d'assurances. Au-delà de ces calculs de probabilités dans un modèle fixé, des branches de cette théorie s'intéressent aussi à différents problèmes d'optimisation: d'allocation de réserve, de stratégie de versement de dividendes ou d'imposition (au sens de la fiscalité), d'investissement dans des actifs risqués, de programme de réassurance...
APA, Harvard, Vancouver, ISO, and other styles
35

Liu, Wenxian. "Interpreting and forecasting the semiconductor industry cycle." free to MU campus, to others for purchase, 2002. http://wwwlib.umi.com/cr/mo/fullcit?p3060119.

Full text
APA, Harvard, Vancouver, ISO, and other styles
36

Souza, Ricardo Antonio de. "Educação financeira: uma abordagem centrada na modelagem matemática." Pontifícia Universidade Católica de São Paulo, 2018. https://tede2.pucsp.br/handle/handle/21707.

Full text
Abstract:
Submitted by Filipe dos Santos (fsantos@pucsp.br) on 2018-12-11T11:58:42Z No. of bitstreams: 1 Ricardo Antonio de Souza.pdf: 1542597 bytes, checksum: f061f50caaad575d2edaa18c72092440 (MD5)
Made available in DSpace on 2018-12-11T11:58:42Z (GMT). No. of bitstreams: 1 Ricardo Antonio de Souza.pdf: 1542597 bytes, checksum: f061f50caaad575d2edaa18c72092440 (MD5) Previous issue date: 2018-09-28
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
In recent years, we have noticed a large increase in the number of families in Brazil, thinking about how to contribute to the improvement of this situation, we decided to develop this research, which seeks to verify if financial mathematics, when developed by mathematical modeling as a teaching and learning strategy, can contribute to the development of students' financial behavior in a higher technology course in logistics and computer science. In the present research, we hypothesize that when financial mathematics is developed using this strategy, there is a positive influence on the understanding of the content worked and, consequently, influences the financial behavior of the subject. In order to validate our hypothesis, we use the modeling processes, which brings the student closer to the real scientific activity, that is, the student becomes a researcher, testing conjectures, formulating hypotheses, proving, constructing models, concepts, theories and socializing the results. According to this strategy, it is up to the teacher to provide favorable situations, so that the student in this effective action on knowledge, transform it into knowledge in this process of scientific search. Recent research shows that students who have already completed the discipline of financial mathematics in an undergraduate course usually do not use or associate the studied content with their financial life, so we try to answer the following research question: The use of mathematical modeling as a strategy for teaching and learning Financial Mathematics, could contribute to the development of Financial Education ?. As well as the following specific questions: What evidence of financial literacy can be identified after a training on Financial Mathematics centered on the modeling approach? What contributions of mathematical modeling can be identified for the construction of financial literacy? To answer them, we created a questionnaire to be applied to students of two technology courses of a public institution of higher education, located in the great ABC - SP. Being the first, technology in logistics and the second in computing. The students of the first course answered the questionnaire after attending a financial mathematics workshop, structured by mathematical modeling. In order to have a comparative parameter of answers, we apply the same questionnaire to students of the second course, but these without participating in the workshop of financial mathematics. With the answers given to the questionnaire, we performed a cohesive analysis with the help of the CHIC software, and identified traits of development of financial education by our target audience
Nos últimos anos, notamos um grande aumento do individamento das famílias brasileiras, pensando em como contrubuir para a melhora desse quadro, decidimos desenvolver esta pesquisa, que busca verificar se a matemática financeira, quando desenvolvida por modelagem matemática como estratégia de ensino e aprendizagem, pode contribuir para o desenvolvimento do comportamento financeiro dos alunos de um curso superior de tecnologia em logística e informática. Na presente pesquisa, temos por hipótese que, quando a matemática financeira é desenvolvida utilizando esta estratégia, existe influência positiva na compreensão dos conteúdos trabalhados e, por consequência, influencia o comportamento financeiro do sujeito. Buscando validar nossa hipótese, utilizamos os processos de modelagem, a qual aproxima o aluno da atividade científica verdadeira, ou seja, o aluno se torna um pesquisador, testando conjecturas, formulando hipóteses, provando, construindo modelos, conceitos, teorias e socializando os resultados. Segundo essa estratégia, cabe ao professor, providenciar situações favoráveis, de modo que o aluno nessa ação efetiva sobre o saber, o transforme em conhecimento nesse processo de busca científica. Pesquisas recentes nos mostram que alunos que já cursaram a disciplina de matemática financeira em um curso de graduação, normalmente não utilizam ou associam o conteúdo estudado com a sua vida financeira, assim, procuramos responder a seguinte questão de pesquisa: A utilização da modelagem matemática como estratégia de ensino e aprendizagem de Matemática Financeira, poderá contribuir para o desenvolvimento da Educação Financeira?. Bem como as seguintes questões específicas: Que indícios de letramento financeiro podem ser identificados após uma formação sobre Matemática Financeira centrada na abordagem pela modelagem? Que contribuições da modelagem matemática podem ser identificadas para a construção do letramento financeiro? Para respondê-las, montamos um questionário a ser aplicado para alunos de dois cursos de tecnologia de uma instituição pública de ensino superior, localizada no grande ABC – SP. Sendo o primeiro, tecnologia em logística e o segundo em informática. Os alunos do primeiro curso responderam o questionário após participarem de uma oficina de matemática financeira, estruturada pela modelagem matemática. Para termos um parâmentro comparativo de respostas, aplicamos o mesmo questionário para alunos do segundo curso, mas estes sem participarem da oficina de matemática financeira. Com as respostas dadas ao questionário, realizamos uma análise coesitiva com o auxílio do software CHIC, e identificamos traços de desenvolvimento de educação financeira por parte do nosso público alvo
APA, Harvard, Vancouver, ISO, and other styles
37

Rea, Brianna G. "Too Cool for School: The Role of Academic Beliefs in STEM Persistence." Ohio University Honors Tutorial College / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1398882379.

Full text
APA, Harvard, Vancouver, ISO, and other styles
38

Diallo, Ibrahima. "Some topics in mathematical finance: Asian basket option pricing, Optimal investment strategies." Doctoral thesis, Universite Libre de Bruxelles, 2010. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210165.

Full text
Abstract:
This thesis presents the main results of my research in the field of computational finance and portfolios optimization. We focus on pricing Asian basket options and portfolio problems in the presence of inflation with stochastic interest rates.

In Chapter 2, we concentrate upon the derivation of bounds for European-style discrete arithmetic Asian basket options in a Black and Scholes framework.We start from methods used for basket options and Asian options. First, we use the general approach for deriving upper and lower bounds for stop-loss premia of sums of non-independent random variables as in Kaas et al. [Upper and lower bounds for sums of random variables, Insurance Math. Econom. 27 (2000) 151–168] or Dhaene et al. [The concept of comonotonicity in actuarial science and finance: theory, Insurance Math. Econom. 31(1) (2002) 3–33]. We generalize the methods in Deelstra et al. [Pricing of arithmetic basket options by conditioning, Insurance Math. Econom. 34 (2004) 55–57] and Vanmaele et al. [Bounds for the price of discrete sampled arithmetic Asian options, J. Comput. Appl. Math. 185(1) (2006) 51–90]. Afterwards we show how to derive an analytical closed-form expression for a lower bound in the non-comonotonic case. Finally, we derive upper bounds for Asian basket options by applying techniques as in Thompson [Fast narrow bounds on the value of Asian options, Working Paper, University of Cambridge, 1999] and Lord [Partially exact and bounded approximations for arithmetic Asian options, J. Comput. Finance 10 (2) (2006) 1–52]. Numerical results are included and on the basis of our numerical tests, we explain which method we recommend depending on moneyness and time-to-maturity

In Chapter 3, we propose some moment matching pricing methods for European-style discrete arithmetic Asian basket options in a Black & Scholes framework. We generalize the approach of Curran M. (1994) [Valuing Asian and portfolio by conditioning on the geometric mean price”, Management science, 40, 1705-1711] and of Deelstra G. Liinev J. and Vanmaele M. (2004) [Pricing of arithmetic basket options by conditioning”, Insurance: Mathematics & Economics] in several ways. We create a framework that allows for a whole class of conditioning random variables which are normally distributed. We moment match not only with a lognormal random variable but also with a log-extended-skew-normal random variable. We also improve the bounds of Deelstra G. Diallo I. and Vanmaele M. (2008). [Bounds for Asian basket options”, Journal of Computational and Applied Mathematics, 218, 215-228]. Numerical results are included and on the basis of our numerical tests, we explain which method we recommend depending on moneyness and

time-to-maturity.

In Chapter 4, we use the stochastic dynamic programming approach in order to extend

Brennan and Xia’s unconstrained optimal portfolio strategies by investigating the case in which interest rates and inflation rates follow affine dynamics which combine the model of Cox et al. (1985) [A Theory of the Term Structure of Interest Rates, Econometrica, 53(2), 385-408] and the model of Vasicek (1977) [An equilibrium characterization of the term structure, Journal of Financial Economics, 5, 177-188]. We first derive the nominal price of a zero coupon bond by using the evolution PDE which can be solved by reducing the problem to the solution of three ordinary differential equations (ODE). To solve the corresponding control problems we apply a verification theorem without the usual Lipschitz assumption given in Korn R. and Kraft H.(2001)[A Stochastic control approach to portfolio problems with stochastic interest rates, SIAM Journal on Control and Optimization, 40(4), 1250-1269] or Kraft(2004)[Optimal Portfolio with Stochastic Interest Rates and Defaultable Assets, Springer, Berlin].


Doctorat en Sciences
info:eu-repo/semantics/nonPublished

APA, Harvard, Vancouver, ISO, and other styles
39

Stapulionytė, Agnė. "Rizikos prognozavimas versle." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2007. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2007~D_20070816_142620-53195.

Full text
Abstract:
Vienas iš darbo tikslų yra apžvelgti rizikos sąvokos aiškinimus, jos rūšis, veiksnius bei vertinimo ir analizės metodus. Šio darbo tyrimo tikslas – vertinti pasirinktos įmonės X riziką pagal finansinių ataskaitų duomenis. Siekiant įvertinti įmonės riziką ateičiai, darbe prognozuosime 2007 -2008 metams statistinius įmonės dydžius: nuosavo kapitalo vertę, grynąjį pelną, įsipareigojimus, turtą ir kt. Pagal realius ir prognozuotus duomenis skaičiuosime finansinius rodiklius. Prognozes atliksime pagal tiesinius ir netiesinius prognozavimo metodus.
Risk is interpreted and explained very various. The risk is necessary in Lithuanian economical system, because the produce are begun to make earlier than demand begin to grow. The purpose of this work is to review interpretation of risk, it’s kinds, factors, methods of analysis and estimation. In this work, risk of the firm estimate by statistical data of financial accounts. We forecast statistical firm’s data: the capital, the net profit, the liabilities, the assets and etc.; for 2007 and 2008 years. We compute financial indexes by real and forecast data. In this work, we forecast number by trends with seasonal decompositions, curve of Regression, Moving Average method, Simple Exponential smoothing method, Autoregressive model and Autoregressive Integrated Moving Average (ARIMA) model. We use the statistical and analytical software package STATISTICA. After forecasting number of assets, liabilities we got that Polynomial trend with seasonal components is the best model for them. Logarithmical trend with seasonal components is the most infallible model for capital’s forecasting number. The best model for interest is Autoregressive model. The best model for net profit is Regression model. Risk of the firm is estimated by calculated financial indexes ROCE, ROA, ROI.
APA, Harvard, Vancouver, ISO, and other styles
40

Myszka, Paulo Sérgio. "Ensino de matemática financeira: um diagnóstico em escolas públicas do Núcleo Regional de Educação de Guarapuava – PR." Universidade Tecnológica Federal do Paraná, 2016. http://repositorio.utfpr.edu.br/jspui/handle/1/1860.

Full text
Abstract:
CAPES
Este trabalho teve como objetivos investigar como é feita a abordagem da Matemática Financeira nos Livros Didáticos e a opinião dos Professores de Matemática do Núcleo Regional de Educação de Guarapuava (NRE) sobre o Ensino de Matemática Financeira e como está sendo realizada a abordagem nas escolas públicas da região. Como objetivo indireto o presente trabalho buscou propiciar um momento de reflexão junto aos Professores do NRE de como está o trabalho com Matemática Financeira em sala de aula. Na pesquisa que se apresenta, fizemos um estudo introdutório sobre o início das relações comerciais e financeiras em nossa humanidade. Analisamos a maneira como os livros didáticos disponibilizados através do Programa Nacional do Livro para o Ensino Médio (PNLEM) 2015 trazem o conteúdo de Matemática Financeira no contexto da Matemática escolar, assim como a opinião dos Professores com relação a esse conteúdo. Para isso, foram analisados os livros didáticos disponibilizados através do PN- LEM 2015 e realizada uma pesquisa quantitativa com Professores de Matemática que atuam na região de abrangência desse Núcleo Regional. Os resultados da pesquisa apontaram que os livros didáticos apresentam algumas deficiências em relação ao conteúdo de Matemática Financeira, mas evoluíram ao longo do tempo e os Professores consideram importante o Ensino de Matemática Financeira, porém poucas aulas ainda são destinadas para o trabalho com o tema.
This study aimed to investigate how is the financial mathematics approach in textbooks and the opinions of Teachers of the Regional Education Center (NRE) about Financial Mathematics Teaching and how it is being carried out the approach in public schools in the region. As an indirect aim of this study searched to provide a moment of reflection at the NRE’s Teachers of how it has been worked with Financial Mathematics in the classroom. In this research it was did an introductory study about the beginning of commercial and financial relations in our humanity. It was analyzed the way the textbooks available through the National Book Program for Secondary Education (PNLEM) 2015 bring the Financial Mathematics content in the context of school mathematics, as well as the teachers’ opinion about this content. For this, they were analyzed six textbooks available through the PNLEM 2015 and conducted a quantitative survey with Mathematics Teachers who work in the coverage area of this Regional Center. The search results showed that the textbooks have some failings regarding the Financial Mathematics content, but that have evolved over time and the teachers consider important the Teaching of Mathematics Financial, but few classes are also designed to work with the theme.
APA, Harvard, Vancouver, ISO, and other styles
41

Ekwegh, Ijeoma W. "Newsvendor Models With Monte Carlo Sampling." Digital Commons @ East Tennessee State University, 2016. https://dc.etsu.edu/etd/3125.

Full text
Abstract:
Newsvendor Models with Monte Carlo Sampling by Ijeoma Winifred Ekwegh The newsvendor model is used in solving inventory problems in which demand is random. In this thesis, we will focus on a method of using Monte Carlo sampling to estimate the order quantity that will either maximizes revenue or minimizes cost given that demand is uncertain. Given data, the Monte Carlo approach will be used in sampling data over scenarios and also estimating the probability density function. A bootstrapping process yields an empirical distribution for the order quantity that will maximize the expected profit. Finally, this method will be used on a newsvendor example to show that it works in maximizing profit.
APA, Harvard, Vancouver, ISO, and other styles
42

Santos, Keila Maria Borges dos. "A matemática do financiamento habitacional." Universidade Tecnológica Federal do Paraná, 2015. http://repositorio.utfpr.edu.br/jspui/handle/1/1363.

Full text
Abstract:
Este trabalho apresenta um estudo matemático detalhado dos sistemas de financiamento habitacional atualmente praticados no Brasil, estando alinhado com a Estratégia Nacional de Educação Financeira (ENEF), política de Estado de caráter permanente, instituída pelo Decreto Federal 7.397/2010, que tem como objetivo contribuir para o fortalecimento da cidadania através de ações que ajudem a população a tomar decisões financeiras mais autônomas e conscientes. A inserção da Educação Financeira no Ensino Fundamental e Médio, como conteúdo obrigatório da disciplina de Matemática, foi objeto de projeto de Lei que tramitou na Câmara e no Senado entre 2009 e 2013, tendo sido, por fim, rejeitado. Não obstante, centenas de escolas em todo o Brasil, públicas e particulares, já vêm ministrando o assunto, de forma obrigatória ou mesmo como tema extracurricular. Neste contexto, posto que a Matemática é uma ferramenta indispensável na compreensão de diversos problemas ligados a Educação Financeira, o presente trabalho também é voltado para o ensino, principalmente como fonte de consulta daqueles profissionais que atuam na divulgação da cultura da Educação Financeira no País. Ao contratar um financiamento habitacional, o cidadão precisa optar entre o Sistema de Amortização Constante (SAC) e o Sistema Francês de Amortização (Tabela Price). Porém, muitas vezes, não dispõe de informações suficientes para realizar a escolha mais adequada ao seu perfil financeiro. Este trabalho objetiva também preencher esta lacuna, apresentando ao cidadão orientações uteis para sua tomada de decisão, podendo ser visto, desta forma, como uma contribuição social. Isto se consegue, por um lado, através da obtenção de uma série de resultados Matemáticos para os dois sistemas de amortização vigentes, e, por outro, fornecendo respostas a d ́ vidas frequentes sobre o contrato de financiamento, tais como amortização do saldo devedor, alteração da data de vencimento e pagamento de prestações em atraso.
This work presents a detailed mathematical study of housing finance systems currently practiced in Brazil and is aligned with the National Strategy for Financial Education, a State policy established by Federal Decree 7.397/2010, which aims to contribute to the strengthening of citizenship through actions that help the population to take more autonomous financial decisions and aware. A law to include financial education in primary and secondary schools as an obligatory subject of mathematic, was analysed in the House of Representatives and Senate, between 2009 and 2013, and was finally rejected. Nevertheless, hundreds of schools throughout Brazil, public and private, are already teaching this subject, as a basic subject or even as an extracurricular subject. In this context, since mathematics is an indispensable tool in understanding various problems related to financial education, this work is also for teaching, mainly as a source of consultation of those professionals who work in spreading the culture of financial education in the country. By hiring a loan to buy a propriety, citizens need to choose between the Constant Amortization System and the French Amortization System (Price Table). However, often there are not sufficient informations to make the best choice to a specific financial profile. This work aims to also fill this gap, presenting to the citizen useful guidance for its decision making, can be seen, therefore, as a social contribution. This is achieved, on the one hand, by obtaining a series of theoretical mathematical results for the two existing amortization systems, and on the other, providing answers to frequently asked questions about the financing agreement, such as amortization of the debt, change the due date and payment of installments in arrears.
APA, Harvard, Vancouver, ISO, and other styles
43

de, Paz Monfort Abel. "Heterogeneous discounting. Time consistency in investment and insurance models." Doctoral thesis, Universitat de Barcelona, 2012. http://hdl.handle.net/10803/127346.

Full text
Abstract:
In Chapter 2 we extend the heterogeneous discounting model introduced in Marín-Solano and Patxot (2012) to a stochastic environment. Our main contribution in this chapter is to derive the DPE providing time-consistent solution for both the discrete and continuous time case. For the continuous time problem we derive the DPE following the two different procedures described above: the formal limiting procedure and the variational approach. However, an important limitation of these approaches is that the DPE obtained is a functional equation with a nonlocal term. As a consequence, it becomes very complicated to find solutions, not only analytically, but also numerically. For this reason, we also derive a set of two coupled partial differential equations which allows us to compute (analytically or numerically) the solutions for different economic problems. In particular, we are interested in analyzing how time-inconsistent preferences with heterogeneous discounting modify the classical consumption and portfolio rules (Merton (1971)). The introduction of stochastic terminal time is also discussed. In Chapter 3, the results of Chapter 2 are extended in several ways. First, we consider that the decision maker is subject to a mortality risk. Within this context, we derive the optimal consumption, investment and life insurance rules for an agent whose concern about both the bequest left to her descendants and her wealth at retirement increases with time. To this end we depart from the model in Pliska and Ye (2007) generalizing the individual time preferences by incorporating heterogeneous discount functions. In addition, following Kraft (2003), we derive the wealth process in terms of the portfolio elasticity with respect to the traded assets. This approach allows us to introduce options in the investment opportunity set as well as to enlarge it by any number of contingent claims while maintaining the analytical tractability of the model. Finally, we analyze how the standard solutions are modified depending on the attitude of the agent towards her changing preferences, showing the differences with some numerical illustrations. In Chapter 4 we extend the heterogeneous discount framework to the study of differential games with heterogeneous agents, i.e., agents who exhibit different instantaneous utility functions and different (but constant) discount rates of time preference. In fact, although the non-standard models have usually focused on individual agents, the framework has proved to be useful in the study of cooperative solutions for some standard discounting differential games. Our main contribution in this chapter is to provide a set of DPE in discrete and continuous time in order to obtain time-consistent cooperative solutions for $N$-person differential games with heterogeneous agents. The results are applied to the study of a cake eating problem describing the management of a common property exhaustible natural resource. The extension to a simple common renewable natural resource in infinite horizon is also discussed. Finally, in Chapter 5, we present a summary of the main results of the thesis.
APA, Harvard, Vancouver, ISO, and other styles
44

Slaton, LaVonne. "STEM ENTREPRENEURS:EDUCATING SCIENCE, TECHNOLOGY, ENGINEERING AND MATHEMATICS (STEM) UNDERREPRESENTED MINORITIES (URM) AND NON-MINORITIES FOR JOB SATISFACTION AND CAREER SUCCESSSTEM Entrepreneurs Educating for Job Satisfaction and Career Success." Case Western Reserve University School of Graduate Studies / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=case1522675787168487.

Full text
APA, Harvard, Vancouver, ISO, and other styles
45

Bai, Xuefeng. "Product Development starts from Crowdsourcing." Thesis, Blekinge Tekniska Högskola, Sektionen för ingenjörsvetenskap, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-6008.

Full text
Abstract:
A practice of applying of Product Service System (PSS)—Xinmade.com is demonstrated by a business plan and this paper discusses about using Crowdsourcing in the traditional New Product Development (NPD). Finally tips of applying Crowdsourcing in PSS are summarized.
APA, Harvard, Vancouver, ISO, and other styles
46

Molin, Felix. "Cluster analysis of European banking data." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-219597.

Full text
Abstract:
Credit institutions constitute a central part of life as it is today and has been doing so for a long time. A fault within the banking system can cause a tremendous amount of damage to individuals as well as countries. A recent and memorable fault is the global financial crisis 2007-2009. It has affected millions of people in different ways ever since it struck. What caused it is a complex issue which cannot be answered easily. But what has been done to prevent something similar to occur once again? How has the business models of the credit institutions changed since the crisis? Cluster analysis is used in this thesis to address these questions. Banking-data were processed with Calinski-Harabasz Criterion and Ward's method and this resulted in two clusters being found. A cluster is a collection of observations that have similar characteristics or business model in this case. The business models that the clusters represents are universal banking with a retail focus and universal banking with a wholesale focus. These business models have been analyzed over time (2007-2016), which revealed that the credit institutions have developed in a healthy direction. Thus, credit institutions were more financially reliable in 2016 compared to 2007. According to trends in the data this development is likely to continue.
Kreditinstituten utgör en central del av livet som det ser ut idag och har gjort det under en lång tid. Ett fel inom banksystemet kan orsaka enorma skador för individer likväl som länder. Ett nutida och minnesvärt fel är den globala finanskrisen 2007-2009. Den har påverkat millioner människor på olika vis ända sedan den slog till. Vad som orsakade den är en komplex fråga som inte kan besvaras med lätthet. Men vad har gjorts för att förebygga att något liknande händer igen? Hur har affärsmodellerna för kreditinstituten ändrats sedan krisen? Klusteranalys används i denna rapport för att adressera dessa frågor. Bankdata processerades med Calinski-Harabasz Kriteriet and Wards metod och detta resulterade i att två kluster hittades. Ett kluster är en samling observationer med liknande karakteristik eller affärsmodell i detta fall. De affärsmodeller som klustrena representerar är universella banker med retail fokus samt universella banker med wholessale fokus. Dessa affärsmodeller har analyserats över tid, vilket har avslöjat att kreditinstituten har utvecklats i en hälsosam riktning. Kreditinstituten var mer finansiellt pålitliga 2016 jämfört med 2007. Enligt trender i datan så är det troligt att denna utveckling forsätter.
APA, Harvard, Vancouver, ISO, and other styles
47

Huang, Ximin, and 黄曦敏. "Mathematical models for coordination in supply chain management." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B46604856.

Full text
APA, Harvard, Vancouver, ISO, and other styles
48

Casagrande, Annette. "Proposition d'une mesure de voisinage entre textes : Application à la veille stratégique." Phd thesis, Université de Grenoble, 2012. http://tel.archives-ouvertes.fr/tel-00773087.

Full text
Abstract:
La veille anticipative stratégique et intelligence collective (VASIC) proposée par Lesca est une méthode aidant les entreprises à se mettre à l'écoute de leur environnement pour anticiper des opportunités ou des risques. Cette méthode nécessite la collecte d'informations. Or, avec le développement des technologies de l'information, les salariés font face à une surabondance d'informations. Afin d'aider à pérenniser le dispositif de veille stratégique, il est nécessaire de mettre en place des outils pour gérer la surinformation. Dans cette thèse, nous proposons une mesure de voisinage pour estimer si deux informations sont proches ; nous avons créé un prototype, nommé Alhena, basé sur cette mesure. Nous démontrons les propriétés de notre mesure ainsi que sa pertinence dans le cadre de la veille stratégique. Nous montrons également que le prototype peut servir dans d'autres domaines tels que la littérature, l'informatique et la psychologie. Ce travail est pluridisciplinaire : il aborde des aspects de veille stratégique (en sciences de gestion), de la recherche d'informations, d'informatique linguistique et de mathématiques. Nous nous sommes attachés à partir d'un problème concret en sciences de gestion à proposer un outil qui opérationnalise des techniques informatiques et mathématiques en vue d'une aide à la décision (gain de temps, aide à la lecture,...).
APA, Harvard, Vancouver, ISO, and other styles
49

Seiler, Christian. "Nonresponse in business tendency surveys." Diss., Ludwig-Maximilians-Universität München, 2013. http://nbn-resolving.de/urn:nbn:de:bvb:19-160719.

Full text
APA, Harvard, Vancouver, ISO, and other styles
50

Sampathkumaran, Partha B. "Computing the cost of business processes." Diss., Ludwig-Maximilians-Universität München, 2013. http://nbn-resolving.de/urn:nbn:de:bvb:19-158291.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the bibliographies on the topic 'Business mathematics' for other source types:
Journal articles Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography