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De, Beer Leon Tielman. "Job demands-resources theory, health and well-being in South Africa / Leon Tielman de Beer." Thesis, North-West University, 2012. http://hdl.handle.net/10394/8663.
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Work stress has a substantial impact on employees, organisations and economies; especially in the fragile economic environment since the ‘Great Recession’ of 2008; which has seen employment levels drop and employees willing to endure more stress at work to avoid retrenchment. These impacts include serious health and financial consequences. Attempts should therefore be made to effectively manage and address work stress to lessen these dire consequences. Many models have been developed and theorised to assist in explaining work stress, the pinnacle of these being the job demands-resources (JD-R) model. In JD-R theory, the dual process explains that work-related well-being follows the following processes: An energetic, also called the health impairment process, in which job demands leads to ill health outcomes through burnout; and then a motivational process which presents that job resources leads to positive organisational outcomes, e.g. organisational commitment, through engagement.
The main objectives of this research were 1) to investigate a JD-R model in a large South African sample with a categorical estimator; 2) to investigate the reversed causal hypotheses of burnout and engagement in job demands-resources theory over time; 3) to investigate the likelihood of reporting treatment for health conditions based on burnout and engagement, and 4) to investigate the link between burnout and objective financial outcomes, i.e. by medical aid provider expenditure.
To achieve the first objective a cross-sectional design was used (n = 15 633) covering numerous sectors in South Africa. A dual process model was specified with job demands (work overload) leading to ill health through burnout, and job resources (colleague and supervisor support,
communication, growth opportunities and role clarity) leading to organisational commitment through engagement. Results of structural equation modelling indicated that the proposed JD-R model was a good fit to the sample. Furthermore, burnout was found to mediate the relationship between job demands and ill health with a medium effect. Engagement was found to mediate the relationship between job resources and organisational commitment with a large effect.
The second objective, concerning reversed causality, was achieved with a longitudinal design (n = 593). The hypothesized model included burnout and engagement at time one, and at time two work overload as indicator of job demands, and colleague and supervisor support, communication, growth opportunities and role clarity as indicators of job resources. Results indicated that burnout had a significant negative reversed causal effect to supervisor support and colleague support. Engagement showed only one significant result, i.e. a small negative reversed causal relationship with supervisor support.
To achieve the third objective, a cross-sectional design was used (n = 7 895). Results for logistic regression analyses showed that an increase in burnout was associated with a significant increase in the estimated odds for reporting an affirmative answer for receiving treatment for any of the health conditions, i.e. cardiovascular conditions, cholesterol, depression, diabetes, hypertension and irritable bowel syndrome. In contrast, an increase in engagement was associated with a decrease in affirmative reporting for cardiovascular conditions, cholesterol and depression; but not for diabetes, hypertension or irritable bowel syndrome.
Addressing the link between burnout and financial outcomes was the fourth objective; and met with a cross-sectional design (n = 3 182). Participants were divided into a high and low burnout group based on the comorbidity of exhaustion and cynicism Analysis of covariance (ANCOVA) was implemented, controlling for age and gender, to investigate the difference in medical aid provider expenditure of the two groups. Results revealed that expenditure in the high burnout group was consistently more in all cases, compared to the low burnout group.
By way of conclusion, the implications of the research were discussed and recommendations for managers and for future research were made.Thesis (PhD (Industrial Psychology))--North-West University, Potchefstroom Campus, 2013
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Roudná, Veronika. "Modelování finančních zdrojů spojených s pořízením vybrané investice při respektování času." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2015. http://www.nusl.cz/ntk/nusl-233200.
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Investing finances into housing is for most people in their life one of the volume largest investment and therefore it is important to rethink these individual financial steps properly, to ensure the continued ability to repay obligations and without unwanted load additional charges. With the rising market values of real estate is also rising popularity of invest in housing. Some problemes are reducing real wages, although the average wage increase in annual comparison, and so it is for most people the biggest problem ever to get a mortgage loan. More of young people haven't confident their job, they are temporary employment or their wages are to low a this people represent a high risk for banks to become insolvent and it is really hard to get a mortgage loan for young people. This master´s thesis is modelling some finances very usefully, effective and reaching the proceeds from the purchase of real estate.
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Zhang, Kefan 1957. "Factors affecting financial resources management behaviors." Thesis, The University of Arizona, 1989. http://hdl.handle.net/10150/277107.
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This study was carried out with the purpose of discovering what factors are predictive of money management behavior; Plan, Implement, and Evaluative Feedback. The data used in this study was subset data collected during 1988, under the NC-167 project entitled "Family Resource Utilization as a Factor in Determining Economic Well Being of Rural Families". Three hundred and seven financial managers in families from Arizona completed and returned the questionnaire used in this study. It was found that (1) the power money attitude, the inadequacy money attitude, and gender were predictor variables of plan behavior; (2) the inadequacy money attitude and age were predictor variables of evaluative feedback.
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Bliatsios, George. "Financial Modeling Under Incomplete Information." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-253281.
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Tříska, Aleš. "Principy a možnosti fungování BI v malých a středních podnicích." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-85255.
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Business intelligence is an effort to better understanding of company processes and business consequences in which company occur. The main goal of this thesis is to characterize the principles and possibilities of implementation and application Business intelligence in small or medium enterprise. This goal should be achieved by description of general needs which small or medium enterprise, looking forward to use business intelligence, has. This includes evaluation and universal description of information technologies in small and medium enterprises, as well as what data are used for managerial decisions and how are they made. In order to implement BI into the small or medium enterprise, it is necessary to imply how the Business intelligence work and on what principles. The application part of this thesis describes real procedures in preparation of BI implementation, impact on company and evaluation of the meaningfulness of this solution.
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Ellis, Rose R. "Managing with reduced financial resources---a case study." Thesis, Capella University, 2013. http://pqdtopen.proquest.com/#viewpdf?dispub=3590524.
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This dissertation was a case study of a New England public community college, specifically a public two-year college, in the State of Connecticut. The purpose of the study was to gain an understanding of how the college decision-makers dealt with balancing the budget with state imposed budget reductions and cutbacks as well as undertaking several mid-year rescissions. Additionally, this dissertation examined the decision-making processes that informed the actions of the college administrators to help guide the institution through a fiscal uncertainty. Both archival documents and interviews revealed no clear path or strategy to decision-making was used. The budget documents supported the interview participants' answers and the college's complete financial health. This study may help or provide guidance and recommendations for other institutions of higher education.
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Chan, Chi-ping Eliza. "Hong Kong competitiveness : human resources in financial industry /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B1883100X.
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Tibbetts, Racquel Heath. "Examining how health and financial resources relates to stress." Diss., Kansas State University, 2015. http://hdl.handle.net/2097/20580.
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Doctor of PhilosophyPersonal Financial Planning
Sonya Britt
Health and financial resources may be two of the most important resources when individuals experience stress. As one of the most commonly cited theories in the organizational behavior literature over the last 25 years (Halbeslegen, Paustian-Underdahl & Westman, 2014), the conservation of resources (COR) theory will be used in this dissertation to view how health and financial resources relate to general life and financial stress. The data were collected from a convenience sample. Participants consisted of men and women between the ages of 19 and 65, and were primarily White, female, and averaged less than two dependents. Annual household income averaged between $50,000 and $100,000. Variables for this study were operationalized using established measurements where available, with sound psychometric properties. In order to assess resources, a measure for resources was developed using a principal axis factor analysis from the conservation of resources evaluation (COR-E), which is a list of 74 items identified as valuable resources by the COR theory’s author (Hobfoll, 2001). The relationships among these resources along with demographic characteristics on general life stress and financial stress were examined through ordinary least squares regression analyses. Results indicate that health resources, along with being white, as compared to non-whites, make significant contributions to the variance in general life stress. Financial resources, success resources, being white, as compared to non-whites, and level of household income make significant contributions to the variance in financial stress. This study’s results should help individuals better assess the priority and protection they give to their resources. Employers will likely see savings by designing and implementing properly targeted employer sponsored programs that address resource growth and conservation to help to reduce stress, which should result in reductions to health care costs, fewer lost work days, and increase productivity. Financial planners, and therapists will find the results useful in improving their efforts toward working with individuals on understanding, prioritizing, and growing their resources as a way to reduce stress. Researchers and educators will use the results of this study to gain a deeper understanding of the use of the COR theory.
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Buahin, Caleb A. "Advancing the Cyberinfrastructure for Integrated Water Resources Modeling." DigitalCommons@USU, 2017. https://digitalcommons.usu.edu/etd/6901.
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Like other scientists, hydrologists encode mathematical formulations that simulate various hydrologic processes as computer programs so that problems with water resource management that would otherwise be manually intractable can be solved efficiently. These computer models are typically developed to answer specific questions within a specific study domain. For example, one computer model may be developed to solve for magnitudes of water flow and water levels in an aquifer while another may be developed to solve for magnitudes of water flow through a water distribution network of pipes and reservoirs. Interactions between different processes are often ignored or are approximated using overly simplistic assumptions. The increasing complexity of the water resources challenges society faces, including stresses from variable climate and land use change, means that some of these models need to be stitched together so that these challenges are not evaluated myopically from the perspective of a single research discipline or study domain. The research in this dissertation presents an investigation of the various approaches and technologies that can be used to support model integration. The research delves into some of the computational challenges associated with model integration and suggests approaches for dealing with these challenges. Finally, it advances new software that provides data structures that water resources modelers are more accustomed to and allows them to take advantage of advanced computing resources for efficient simulations.
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Campos, Marta Sofia Branquinho de. "Health care needs and resources distribution: how to allocate financial resources in primary care trust?" Master's thesis, NSBE - UNL, 2011. http://hdl.handle.net/10362/10059.
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and EconomicsMaking a good allocation of the resources available is crucial to ensure a good operation of the system. In Portugal the allocation of resources in Primary Care Trust was made, mainly by historical values. In the last year, the Central Administration of the Health System proposed a new way of allocating the financial resources in Primary Care Trust. The goal of this study is to find different possibilities for allocating the financial resources in Primary Care in Portugal. We use data from the Central Administration of the Health System. The Proposal uses linear and quantile regressions, having the per capita costs as a dependent variable. Finally, it was decided on what rule would be better, looking at an economical and statistical criterion.
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Kawai, Reiichiro. "Contributions to Infinite Divisibility for Financial Modeling." Diss., Georgia Institute of Technology, 2004. http://hdl.handle.net/1853/4888.
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Infinitely divisible distributions and processes have been the object of extensive research not only from the theoretical point of view but also for practical use, for example, in queueing theory
or mathematical finance. In this thesis, we will study some of their subclasses with a view towards financial modeling. As generalizations of stable distributions, we study the tempered stable distributions and introduce the new classes of layered stable distributions as well as the mixed stable distributions, along with the corresponding Levy processes. As a further generalization of infinitely divisible processes, fractional tempered stable motions are defined. These theoretical studies will be complemented by some more practical
ones, such as the simulation of sample paths, parameter estimations, financial portfolio hedging, and solving stochastic differential equations.
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Rogers, Lauren. "Modeling Organizational Culture in a Financial Institution." TopSCHOLAR®, 2002. http://digitalcommons.wku.edu/theses/633.
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Ideal versus current organizational culture perceptions, differences in perceptions of culture between hierarchal levels and departments, and the strength of organizational culture were investigated in the current study. Organizational culture was measured by Cooke and Lafferty's (1987) Organizational Culture Inventory. There were differences in culture perceptions between ideal versus the current culture, hierarchal levels, and departments. The organizational culture was perceived to be weak in comparison to the four desirable styles indicated by the OCI profile.
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Yoldas, Emre. "Essays on multivariate modeling in financial econometrics." Diss., [Riverside, Calif.] : University of California, Riverside, 2008. http://proquest.umi.com/pqdweb?index=0&did=1663051691&SrchMode=2&sid=2&Fmt=6&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1265225972&clientId=48051.
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Thesis (Ph. D.)--University of California, Riverside, 2008. Thesis (Ph. D.)--University of California, Riverside, 2009.Includes abstract. Title from first page of PDF file (viewed February 3, 2009). Available via ProQuest Digital Dissertations. Includes bibliographical references (p. 135-137). Includes bibliographical references (leaves ). Also issued in print.
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Balasubramaniam, Anitha. "Financial modeling of new product development economics." Thesis, Massachusetts Institute of Technology, 2014. http://hdl.handle.net/1721.1/90707.
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Thesis: S.M. in Engineering and Management, Massachusetts Institute of Technology, Engineering Systems Division, System Design and Management Program, 2014.Cataloged from PDF version of thesis.
Includes bibliographical references (pages 85-86).
Product design and development is a complex process that involves extensive engineering considerations as well as management decisions based on the overall vision for the product. Traditionally, most decision making in product development is experienced based and intuitive. With increased scrutiny on cost and a need for greater speed to market, product development processes have been continuously streamlined to become more efficient. Therefore, firms are now required to carefully plan and allocate their resources to effectively respond to market needs. In this thesis, illustrated using a case study of a Nespresso coffee product line, a framework is presented to capture and analyze the financial factors relating to the profitability of a product development project. The methodology can assist product managers better understand the financial aspects of product development and help make more effective and objective project decisions. It can also help companies manage their product portfolio decision making process and prepare for new opportunities.
by Anitha Balasubramaniam.
S.M. in Engineering and Management
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Rodriguez, Martins Alejandro. "Artificial intelligence techniques for modeling financial analysis." reponame:Repositório Institucional da UFSC, 1996. http://repositorio.ufsc.br/xmlui/handle/123456789/76408.
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Tese (doutorado) - Universidade Federal de Santa Catarina, Centro Tecnologico, Programa de Pós-Graduação em Engenharia de Produção, Florianópolis, 1996Made available in DSpace on 2012-10-16T10:03:15Z (GMT). No. of bitstreams: 1 107020.pdf: 389379 bytes, checksum: 7b2da8d59549841e6063ee41f2b27349 (MD5)
Although monitoring financial health of small firms is decisive to their success, these firms commonly present difficulty when analysing their operational financial condition. In order to overcome this fact, the present thesis proposes a financial knowledge representation that is capable of proposing alternative actions whenever a deviation is detected. The knowledge representation developed recognizes the existence of different phases of analysis: one that looks for some clues about possible financial problems and another one that focuses on with more detail the potential problems detected by the prior phase.The vagueness present in many semantic rules was implemented by using the Theory of Fuzzy Sets. The uncertainty about the future behavior of some key financial variables is incorporated by means of managers perceptions about trends and events. A practical formulation of this proposal is done considering the retail bus sector.
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Jarjour, Riad. "Clustering financial time series for volatility modeling." Diss., University of Iowa, 2018. https://ir.uiowa.edu/etd/6439.
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The dynamic conditional correlation (DCC) model and its variants have been widely used in modeling the volatility of multivariate time series, with applications in portfolio construction and risk management. While popular for its simplicity, the DCC uses only two parameters to model the correlation dynamics, regardless of the number of assets. The flexible dynamic conditional correlation (FDCC) model attempts to remedy this by grouping the stocks into various clusters, each with its own set of parameters. However, it assumes the grouping is known apriori.
In this thesis we develop a systematic method to determine the number of groups to use as well as how to allocate the assets to groups. We show through simulation that the method does well in identifying the groups, and apply the method to real data, showing its performance. We also develop and apply a Bayesian approach to this same problem.
Furthermore, we propose an instantaneous measure of correlation that can be used in many volatility models, and in fact show that it outperforms the popular sample Pearson's correlation coefficient for small sample sizes, thus opening the door to applications in fields other than finance.
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Onuoha, Luke. "Systematic financial resources allocation processes : a model for critical resources mobilization and deployment for Nigerian universities." Thesis, Aston University, 2015. http://publications.aston.ac.uk/25324/.
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Purpose – The purpose of this research is to study the perceived impact of some factors on the resources allocation processes of the Nigerian universities and to suggest a framework that will help practitioners and academics to understand and improve such processes. Design/methodology/approach – The study adopted the interpretive qualitative approach aimed at an ‘in-depth’ understanding of the resource allocation experiences of key university personnel and their perceived impact of the contextual factors affecting such processes. The analysis of individual narratives from each university established the conditions and factors impacting the resources allocation processes within each institution. Findings – The resources allocation process issues in the Nigerian universities may be categorised into people (core and peripheral units’ challenge, and politics and power); process (resources allocation processes); and resources (critical financial shortage and resources dependence response). The study also provides insight that resourcing efficiency in Nigerian universities appears strongly constrained by the rivalry among the resource managers. The efficient resources allocation process (ERAP) model is proposed to resolve the identified resourcing deficiencies. Research limitations/implications – The research is not focused to provide generalizable observations but ‘in-depth’ perceived factors and their impact on the resources allocation processes in Nigerian universities. The study is limited to the internal resources allocation issues within the universities and excludes the external funding factors. The resource managers’ responses to the identified factors may affect their internal resourcing efficiency. Further research using more empirical samples is required to obtain more widespread results and the implications for all universities. Originality/value – This study contributes a fresh literature framework to resources allocation processes focusing at ‘people’, ‘process’ and ‘resources’. Also a middle range theory triangulation is developed in relation to better understanding of resourcing process management. The study will be of interest to university managers and policy makers.
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Seck, Alioune. "United Nations human and financial resources for peacekeeping in Africa." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1994. http://handle.dtic.mil/100.2/ADA284140.
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Thesis (M.S. in International Resource Planning and Management) Naval Postgraduate School, June 1994.Thesis advisor(s): Roger Evered, Dana Eyre. "June 1994. Bibliography: p. 89-90. Also available online.
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Kentel, Elçin. "Uncertainty Modeling Health Risk Assessment and Groundwater Resources Management." Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/11584.
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Real-world problems especially the ones that involve natural systems are complex and they are composed of many non-deterministic components. Uncertainties associated with these non-deterministic components may originate from randomness or from imprecision due to lack of information. Until recently, uncertainty, regardless of its nature or source has been treated by probability concepts. However, uncertainties associated with real-world systems are not limited to randomness. Imprecise, vague or incomplete information may better be represented by other mathematical tools, such as fuzzy set theory, possibility theory, belief functions, etc. New approaches which allow utilization of probability theory in combination with these new mathematical tools found applications in various engineering fields. Uncertainty modeling in human health risk assessment and groundwater resources management areas are investigated in this thesis.
In the first part of this thesis two new approaches which utilize both probability theory and fuzzy set theory concepts to treat parameter uncertainties in carcinogenic risk assessment are proposed. As a result of these approaches fuzzy health risks are generated. For the fuzzy risk to be useful for practical purposes its acceptability with respect to compliance guideline has to be evaluated. A new fuzzy measure, the risk tolerance measure, is proposed for this purpose. The risk tolerance measure is a weighed average of the possibility and the necessity measures which are currently used for decision making purposes. In the second part of this thesis two decision making frameworks are proposed to determine the best groundwater resources management strategy in the Savannah region, Georgia. Groundwater resources management problems, especially ones in the coastal areas are complex and require treatment of various uncertain inputs. The first decision making framework proposed in this study is composed of a coupled simulation-optimization model followed by a fuzzy multi-objective decision making approach while the second framework includes a groundwater flow model in which the parameters of the flow equation are characterized by fuzzy numbers and a decision making approach which utilizes the risk tolerance measure proposed in the first part of this thesis.
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Aboelata, Maged. "Object-oriented modeling framework for water resources policy analysis." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape17/PQDD_0010/MQ32042.pdf.
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Mthombeni, Lestinah. "Mathematical modeling in the sustainable use of natural resources." University of the Western Cape, 2015. http://hdl.handle.net/11394/4346.
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>Magister Scientiae - MScThe sustainable use of natural resources is of utmost importance for every community. In particular, it is important for every given generation to plan in such a way that proper provision is made for future generations. The scientific understanding of resources use and appreciation for its life-supporting capacity is therefore essential. Mathematical modeling has proved useful to inform the planning and management of strategies for sustainable use of natural resources. Some specific topics in resource management has been studied intensively through many decades. In particular, mining, fisheries, forestry and water resources are among these. Instead of presenting a study of the latter topics, this dissertation presents a variety of cases of mathematical modeling in resource management. The aim is to improve the general understanding of the relevant problems. We expand on existing literature, papers of other authors, and add to such studies by focusing on specific items in the work, illuminating it with further explanations and graphs, or by modifying the models through the introduction of stochastic perturbations. In particular this dissertation makes contributions by giving more explanation, on the so-called environmental Fisher information or EFI for brevity (Section 2.4 and Chapter 6), and by introducing stochasticity into a pest control model (Chapter 4) and into a savanna vegetation model (Chapter 5). In Chapter 3 we present a model from the literature pertaining to the problem of shifting cultivation, i.e, the use of forest land when used for subsistence level agricultural purposes, until the land is so degraded that the occupants abandon it and move on to a new stand. The model used to study the shifting period is similar to the forest rotation problem. A model, already in the literature, for biological control of a pest is studied in Chapter 4. Onto the deterministic model we impose a stochastic perturii bation, so that we obtain a stochastic differential equation model. We prove stochastic stability of the disease-free state, when the basic reproduction number of the pest is below unity. We have performed simulations of solutions of the stochastic system. In Chapter 5 we review an existing ordinary differential equation model for the competition between trees and grass in savanna environment. The competition between them is for soil water, fed by annual rainfall. On the other hand, trees and grass are perturbed by fire, and some other environmental forcings such as herbivores. For this ODE model, we introduce stochastic perturbations. The stochastic perturbations are in the form of three mutually independent Brownian motions. Simulations to illustrate the effect of the stochasticity are shown. We present a three-tiered predator-prey model and consider its stability in terms of Fisher information. This appears as Chapter 6. The Fisher information is defined on the basis of the so-called sustainable measures hypotheses. The model is already in the literature and in the dissertation we present several computations to show the influence of carrying capacity of prey and of mortality rate on EFI. Another problem that we consider, in Chapter 7, is that of lake eutrophication caused by excessive phosphorus inflow. The computation illustrates the management of the runoff nutrients into or out of the lake. Necessary and the sufficient conditions for an optimal utility management are obtained using standard optimal control theory. The results of this dissertation demonstrate the modeling techniques in the sustainable use of natural resources. Sustainability is the quest for equal opportunities over all generations. The manner in which this sustainability is quantified in models is being debated and improved all the time. The discourse on sustainability is especially important in view of a growing world population, and with forcings such as climate change. The most important original contribution in this dissertation is the stochastic analysis on the pest control model and the savanna model.
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Magalhães, Deborah Maria Vieira. "Workload modeling and prediction for resources provisioning in cloud." reponame:Repositório Institucional da UFC, 2017. http://www.repositorio.ufc.br/handle/riufc/22987.
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MAGALHÃES, Deborah Maria Vieira. Workload modeling and prediction for resources provisioning in cloud. 2017. 100 f. Tese (Doutorado em Engenharia de Teleinformática)–Centro de Tecnologia, Universidade Federal do Ceará, Fortaleza, 2017.Submitted by Hohana Sanders (hohanasanders@hotmail.com) on 2017-06-02T16:11:24Z No. of bitstreams: 1 2017_tese_dmvmagalhães.pdf: 5119492 bytes, checksum: 581c09b1ba042cf8c653ca69d0aa0d57 (MD5)
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The evaluation of resource management policies in cloud environments is challenging since clouds are subject to varying demand coming from users with different profiles and Quality de Service (QoS) requirements. Factors as the virtualization layer overhead, insufficient trace logs available for analysis, and mixed workloads composed of a wide variety of applications in a heterogeneous environment frustrate the modeling and characterization of applications hosted in the cloud. In this context, workload modeling and characterization is a fundamental step on systematizing the analysis and simulation of the performance of computational resources management policies and a particularly useful strategy for the physical implementation of the clouds. In this doctoral thesis, we propose a methodology for workload modeling and characterization to create resource utilization profiles in Cloud. The workload behavior patterns are identified and modeled in the form of statistical distributions which are used by a predictive controller to establish the complex relationship between resource utilization and response time metric. To this end, the controller makes adjustments in the resource utilization to maintain the response time experienced by the user within an acceptable threshold. Hence, our proposal directly supports QoS-aware resource provisioning policies. The proposed methodology was validated through two different applications with distinct characteristics: a scientific application to pulmonary diseases diagnosis, and a web application that emulates an auction site. The performance models were compared with monitoring data through graphical and analytical methods to evaluate their accuracy, and all the models presented a percentage error of less than 10 %. The predictive controller was able to dynamically maintain the response time close to the expected trajectory without Service Level Agreement (SLA) violation with an Mean Absolute Percentage Error (MAPE) = 4.36%.
A avaliação de políticas de gerenciamento de recursos em nuvens computacionais é uma tarefa desafiadora, uma vez que tais ambientes estão sujeitos a demandas variáveis de usuários com diferentes perfis de comportamento e expectativas de Qualidade de Serviço (QoS). Fatores como overhead da camada de virtualização, indisponibilidade de dados e complexidade de cargas de trabalho altamente heterogêneas dificultam a modelagem e caracterização de aplicações hospedadas em nuvens. Neste contexto, caracterizar e modelar a carga de trabalho (ou simples- mente carga) é um passo importante na sistematização da análise e simulação do desempenho de políticas de gerenciamento dos recursos computacionais e uma estratégia particularmente útil antes da implantação física das nuvens. Nesta tese de doutorado, é proposta uma metodologia para modelagem e caracterização de carga visando criar perfis de utilização de recursos em Nuvem. Os padrões de comportamento das cargas são identificados e modelados sob a forma de distribuições estatísticas as quais são utilizadas por um controlador preditivo a fim de estabelecer a complexa relação entre a utilização dos recursos e a métrica de tempo de resposta. Desse modo, o controlador realiza ajustes no percentual de utilização do recursos a fim de manter o tempo de resposta observado pelo o usuário dentro de um limiar aceitável. Assim, nossa proposta apoia diretamente políticas de provisionamento de recursos cientes da Qualidade de Serviço (QoS). A metodologia proposta foi validada através de aplicações com características distintas: uma aplicação científica para o auxílio do diagnóstico de doenças pulmonares e uma aplicação Web que emula um site de leilões. Os modelos de desempenho computacional gerados foram confrontados com os dados reais através de métodos estatísticos gráficos e analíticos a fim de avaliar sua acurácia e todos os modelos apresentaram um percentual de erro inferior a 10%. A modelagem proposta para o controlador preditivo mostrou-se efetiva pois foi capaz de dinamicamente manter o tempo de resposta próximo ao valor esperado, com erro percentual absoluto médio (MAPE ) = 4.36% sem violação de SLA.
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Hemantha, Maddumage Don Prasad. "FINANCIAL MARKET MODELING WITH MINORITY AND MAJORITY RULES." Bowling Green State University / OhioLINK, 2006. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1150229182.
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Xue, Qifeng. "Grey diffenrential equation modeling on stock prices." Master's thesis, University of Cape Town, 2005. http://hdl.handle.net/11427/4947.
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Osborn, H. B., C. L. Unkrich, and L. Frykman. "Problems of Simplification in Hydrologic Modeling." Arizona-Nevada Academy of Science, 1985. http://hdl.handle.net/10150/296361.
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From the Proceedings of the 1985 Meetings of the Arizona Section - American Water Resources Association and the Hydrology Section - Arizona-Nevada Academy of Science - April 27, 1985, Las Vegas, Nevada
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Pastore, Thomas Earl. "Financial Resources and Technology to Transition to 450mm Semiconductor Wafer Foundries." ScholarWorks, 2014. https://scholarworks.waldenu.edu/dissertations/93.
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Future 450mm semiconductor wafer foundries are expected to produce billions of low cost, leading-edge processors, memories, and wireless sensors for Internet of Everything applications in smart cities, smart grids, and smart infrastructures. The problem has been a lack of wise investment decision making using traditional semiconductor industry models. The purpose of this study was to design decision-making models to conserve financial resources from conception to commercialization using real options to optimize production capacity, to defer an investment, and to abandon the project. The study consisted of 4 research questions that compared net present value from real option closed-form equations and binomial lattice models using the Black-Scholes option pricing theory. Three had focused on sensitivity parameters. Moore's second law was applied to find the total foundry cost. Data were collected using snowball sampling and face-to-face surveys. Original survey data from 46 Americans in the U.S.A. were compared to 46 Europeans in Germany. Data were analyzed with a paired-difference test and the Box-Behnken design was employed to create prediction models to support each hypothesis. Data from the real option models and survey findings indicate American 450mm foundries will likely capture greater value and will choose the differentiation strategy to produce premium chips, whereas higher capacity, cost leadership European foundries will produce commodity chips. Positive social change and global quality of life improvements are expected to occur by 2020 when semiconductors will be needed for the $14 trillion Internet of Everything market to create safe self-driving vehicles, autonomous robots, smart homes, novel medical electronics, wearable computers with streaming augmented reality information, and digital wallets for cashless societies.
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Awasume, Ngalle Joseph. "Financial Strategies and Resources for Sustaining Small Business in Kumba, Cameroon." ScholarWorks, 2016. https://scholarworks.waldenu.edu/dissertations/3137.
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In 2014, there were 75% new small businesses failed within the first 3 years of operation in Cameroon. Small businesses contribute to generate jobs and drive innovation that is vital to the Cameroon economy. The purpose of this multiple exploratory case study was to explore the financial strategies and resources that small lodging business owners use to help their businesses survive beyond 3 years. Fiedler's strategic contingency theory was the conceptual framework. There were 5 owners from 5 separate successful small lodging businesses in Kumba, Cameroon, who participated in the face-to-face interviews. The results from computer-aided qualitative data analysis, methodological triangulation of the interview data and company document analysis, following Yin's 5 step analysis led to the emergence of 3 major themes: passion and dedication of the owner, preparing for the seasonality of the business, and hiring the right employees. These findings could be of interest to small business owners interested in improving financial strategies to avert future failures. This study promotes positive social change as improved business success may lead to a decrease of unemployment and improve living conditions in Cameroon and other local communities.
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Taft, Rebecca (Rebecca Yale). "Predictive modeling for management of database resources in the cloud." Thesis, Massachusetts Institute of Technology, 2015. http://hdl.handle.net/1721.1/99840.
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Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2015.Cataloged from PDF version of thesis.
Includes bibliographical references (pages [68]-[70]).
Public cloud providers who support a Database-as-a-Service offering must efficiently allocate computing resources to each of their customers in order to reduce the total number of servers needed without incurring SLA violations. For example, Microsoft serves more than one million database customers on its Azure SQL Database platform. In order to avoid unnecessary expense and stay competitive in the cloud market, Microsoft must pack database tenants onto servers as efficiently as possible. This thesis examines a dataset which contains anonymized customer resource usage statistics from Microsoft's Azure SQL Database service over a three-month period in late 2014. Using this data, this thesis contributes several new algorithms to efficiently pack database tenants onto servers by collocating tenants with compatible usage patterns. An experimental evaluation shows that the placement algorithms, specifically the Scalar Static algorithm and the Dynamic algorithm, are able to pack databases onto half of the machines used in production while incurring fewer SLA violations. The evaluation also shows that with two different cost models these algorithms can save 80% of operational costs compared to the algorithms used in production in late 2014.
by Rebecca Taft.
S.M.
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Eriksson, Kristofer. "Risk Measures and Dependence Modeling in Financial Risk Management." Thesis, Umeå universitet, Institutionen för fysik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185.
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In financial risk management it is essential to be able to model dependence in markets and portfolios in an accurate and efficient way. A high positive dependence between assets in a portfolio can be devastating, especially in times of crises, since losses will most likely occur at the same time in all assets for such a portfolio. The dependence is therefore directly linked to the risk of the portfolio. The risk can be estimated by several different risk measures, for example Value-at-Risk and Expected shortfall. This paper studies some different ways to measure risk and model dependence, both in a theoretical and empirical way. The main focus is on copulas, which is a way to model and construct complex dependencies. Copulas are a useful tool since it allows the user to separately specify the marginal distributions and then link them together with the copula. However, copulas can be quite complex to understand and it is not trivial to know which copula to use. An implemented copula model might give the user a "black-box" feeling and a severe model risk if the user trusts the model too much and is unaware of what is going. Another model would be to use the linear correlation which is also a way to measure dependence. This is an easier model and as such it is believed to be easier for all users to understand. However, linear correlation is only easy to understand in the case of elliptical distributions, and when we move away from this assumption (which is usually the case in financial data), some clear drawbacks and pitfalls become present. A third model, called historical simulation, uses the historical returns of the portfolio and estimate the risk on this data without making any parametric assumptions about the dependence. The dependence is assumed to be incorporated in the historical evolvement of the portfolio. This model is very easy and very popular, but it is more limited than the previous two models to the assumption that history will repeat itself and needs much more historical observations to yield good results. Here we face the risk that the market dynamics has changed when looking too far back in history. In this paper some different copula models are implemented and compared to the historical simulation approach by estimating risk with Value-at-Risk and Expected shortfall. The parameters of the copulas are also investigated under calm and stressed market periods. This information about the parameters is useful when performing stress tests. The empirical study indicates that it is difficult to distinguish the parameters between the stressed and calm market period. The overall conclusion is; which model to use depends on our beliefs about the future distribution. If we believe that the distribution is elliptical then a correlation model is good, if it is believed to have a complex dependence then the user should turn to a copula model, and if we can assume that history will repeat itself then historical simulation is advantageous.
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Orasch, Markus R. "Multiple change-points with an application to financial modeling." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape10/PQDD_0002/NQ42804.pdf.
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Dan, Gorton. "Aspects of Modeling Fraud Prevention of Online Financial Services." Doctoral thesis, KTH, Transportvetenskap, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-176298.
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Banking and online financial services are part of our critical infrastructure. As such, they comprise an Achilles heel in society and need to be protected accordingly. The last ten years have seen a steady shift from traditional show-off hacking towards cybercrime with great economic consequences for society. The different threats against online services are getting worse, and risk management with respect to denial-of-service attacks, phishing, and banking Trojans is now part of the agenda of most financial institutions. This trend is overseen by responsible authorities who step up their minimum requirements for risk management of financial services and, among other things, require regular risk assessment of current and emerging threats.For the financial institution, this situation creates a need to understand all parts of the incident response process of the online services, including the technology, sub-processes, and the resources working with online fraud prevention. The effectiveness of each countermeasure has traditionally been measured for one technology at a time, for example, leaving the fraud prevention manager with separate values for the effectiveness of authentication, intrusion detection, and fraud prevention. In this thesis, we address two problems with this situation. Firstly, there is a need for a tool which is able to model current countermeasures in light of emerging threats. Secondly, the development process of fraud detection is hampered by the lack of accessible data.In the main part of this thesis, we highlight the importance of looking at the “big risk picture” of the incident response process, and not just focusing on one technology at a time. In the first article, we present a tool which makes it possible to measure the effectiveness of the incident response process. We call this an incident response tree (IRT). In the second article, we present additional scenarios relevant for risk management of online financial services using IRTs. Furthermore, we introduce a complementary model which is inspired by existing models used for measuring credit risks. This enables us to compare different online services, using two measures, which we call Expected Fraud and Conditional Fraud Value at Risk. Finally, in the third article, we create a simulation tool which enables us to use scenario-specific results together with models like return of security investment, to support decisions about future security investments.In the second part of the thesis, we develop a method for producing realistic-looking data for testing fraud detection. In the fourth article, we introduce multi-agent based simulations together with social network analysis to create data which can be used to fine-tune fraud prevention, and in the fifth article, we continue this effort by adding a platform for testing fraud detection.Finansiella nättjänster är en del av vår kritiska infrastruktur. På så vis utgör de en akilleshäl i samhället och måste skyddas på erforderligt sätt. Under de senaste tio åren har det skett en förskjutning från traditionella dataintrång för att visa upp att man kan till en it-brottslighet med stora ekonomiska konsekvenser för samhället. De olika hoten mot nättjänster har blivit värre och riskhantering med avseende på överbelastningsattacker, nätfiske och banktrojaner är nu en del av dagordningen för finansiella institutioner. Denna trend övervakas av ansvariga myndigheter som efterhand ökar sina minimikrav för riskhantering och bland annat kräver regelbunden riskbedömning av befintliga och nya hot.För den finansiella institutionen skapar denna situation ett behov av att förstå alla delar av incidenthanteringsprocessen, inklusive dess teknik, delprocesser och de resurser som kan arbeta med bedrägeribekämpning. Traditionellt har varje motåtgärds effektivitet mätts, om möjligt, för en teknik i taget, vilket leder till att ansvariga för bedrägeribekämpning får separata värden för autentisering, intrångsdetektering och bedrägeridetektering.I denna avhandling har vi fokuserat på två problem med denna situation. För det första finns det ett behov av ett verktyg som kan modellera effektiviteten för institutionens samlade motåtgärder mot bakgrund av befintliga och nya hot. För det andra saknas det tillgång till data för forskning rörande bedrägeridetektering, vilket hämmar utvecklingen inom området.I huvuddelen av avhandlingen ligger tonvikten på att studera ”hela” incidenthanteringsprocessen istället för att fokusera på en teknik i taget. I den första artikeln presenterar vi ett verktyg som gör det möjligt att mäta effektiviteten i incidenthanteringsprocessen. Vi kallar detta verktyg för ”incident response tree” (IRT) eller ”incidenthanteringsträd”. I den andra artikeln presenterar vi ett flertal scenarier som är relevanta för riskhantering av finansiella nättjänster med hjälp av IRT. Vi utvecklar också en kompletterande modell som är inspirerad av befintliga modeller för att mäta kreditrisk. Med hjälp av scenarioberoende mått för ”förväntat bedrägeri” och ”value at risk”, har vi möjlighet att jämföra risker mellan olika nättjänster. Slutligen, i den tredje artikeln, skapar vi ett agentbaserat simuleringsverktyg som gör det möjligt att använda scenariospecifika resultat tillsammans med modeller som ”avkastning på säkerhetsinvesteringar” för att stödja beslut om framtida investeringar i motåtgärder.I den andra delen av avhandlingen utvecklar vi en metod för att generera syntetiskt data för test av bedrägeridetektering. I den fjärde artikeln presenterar vi ett agentbaserat simuleringsverktyg som med hjälp av bland annat ”sociala nätverksanalyser” kan användas för att generera syntetiskt data med realistiskt utseende. I den femte artikeln fortsätter vi detta arbete genom att lägga till en plattform för testning av bedrägeridetektering.
QC 20151103
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Orasch, Markus R. (Markus Roland) Carleton University Dissertation Mathematics and Statistics. "Multiple change-points with an application to financial modeling." Ottawa, 1999.
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Xu, Yafei. "High Dimensional Financial Engineering: Dependence Modeling and Sequential Surveillance." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/18790.
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Diese Dissertation konzentriert sich auf das hochdimensionale Financial Engineering, insbesondere in der Dependenzmodellierung und der sequentiellen Überwachung.
Im Bereich der Dependenzmodellierung wird eine Einführung hochdimensionaler Kopula vorgestellt, die sich auf den Stand der Forschung in Kopula konzentriert.
Eine komplexere Anwendung im Financial Engineering, bei der eine hochdimensionale Kopula verwendet wird, konzentriert sich auf die Bepreisung von Portfolio-ähnlichen Kreditderivaten, d. h. CDX-Tranchen (Credit Default Swap Index). In diesem Teil wird die konvexe Kombination von Kopulas in der CDX-Tranche mit Komponenten aus der elliptischen Kopula-Familie (Gaussian und Student-t), archimedischer Kopula-Familie (Frank, Gumbel, Clayton und Joe) und hierarchischer archimedischer Kopula-Familie vorgeschlagen.
Im Abschnitt über finanzielle Überwachung konzentriert sich das Kapitel auf die Überwachung von hochdimensionalen Portfolios (in den Dimensionen 5, 29 und 90) durch die Entwicklung eines nichtparametrischen multivariaten statistischen Prozesssteuerungsdiagramms, d.h. eines Energietest-basierten Kontrolldiagramms (ETCC).
Um die weitere Forschung und Praxis der nichtparametrischen multivariaten statistischen Prozesskontrolle zu unterstützen, die in dieser Dissertation entwickelt wurde, wird ein R-Paket "EnergyOnlineCPM" entwickelt. Dieses Paket wurde im Moment akzeptiert und veröffentlicht im Comprehensive R Archive Network (CRAN), welches das erste Paket ist, das die Verschiebung von Mittelwert und Kovarianz online überwachen kann.This dissertation focuses on the high dimensional financial engineering, especially in dependence modeling and sequential surveillance. In aspect of dependence modeling, an introduction of high dimensional copula concentrating on state-of-the-art research in copula is presented. A more complex application in financial engineering using high dimensional copula is concentrated on the pricing of the portfolio-like credit derivative, i.e. credit default swap index (CDX) tranches. In this part, the convex combination of copulas is proposed in CDX tranche pricing with components stemming from elliptical copula family (Gaussian and Student-t), Archimedean copula family (Frank, Gumbel, Clayton and Joe) and hierarchical Archimedean copula family used in some publications. In financial surveillance part, the chapter focuses on the monitoring of high dimensional portfolios (in 5, 29 and 90 dimensions) by development of a nonparametric multivariate statistical process control chart, i.e. energy test based control chart (ETCC). In order to support the further research and practice of nonparametric multivariate statistical process control chart devised in this dissertation, an R package "EnergyOnlineCPM" is developed. At moment, this package has been accepted and published in the Comprehensive R Archive Network (CRAN), which is the first package that can online monitor the shift in mean and covariance jointly.
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Hopkins, Christopher Warren. "Value stream financial modeling for improved production decision making." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/66074.
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Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management; and, (S.M.)--Massachusetts Institute of Technology, Engineering Systems Division; in conjunction with the Leaders for Global Operations Program at MIT, 2011.Cataloged from PDF version of thesis.
Includes bibliographical references (p. 78-79).
Understanding the overall impact of a decision in a manufacturing system can be challenging given the complex production and financial structures in today's companies. While knowing the direct result of a local change may be easy, anticipating the real impact to the rest of the business can be difficult. Nonetheless, managers are faced with this dilemma on a regular basis as they try to support the larger organization, taking appropriate actions as best they can. Based on a project at Novartis Vaccines and Diagnostics for an influenza vaccine, this thesis helps address some of the key questions managers face. It discusses a technique for more accurately determining the implications of these common manufacturing decisions: * How much should be spent to improve a particular component? * What are the impacts of expanding into new markets? " Which parameters in the factory most deserve managerial attention? * What are the appropriate tradeoffs to make when deciding on materials purchasing? Using concepts from throughput accounting, a model is developed from a detailed cost structure analysis, linking the financial and production aspects of the system. Whenever a parameter is changed, the model simulates how the rest of the system would perform through a linear program that replicates the production scheduling process. Thus, a manager is able to experiment with the tool in order to observe the overall impact of the change being considered and levy a decision based on the anticipated costs and benefits projected by the model. As a result, managers can distribute resources in a more efficient manner and align decision making throughout the organization. This thesis discusses the modeling approach, historical validation and initial insights for the current system. It also covers techniques for future applications and identifies the underlying organizational challenges that must be addressed to achieve a global optimum.
by Christopher Warren Hopkins.
S.M.
M.B.A.
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Blackwell, Keith. "Entropy Constrained Behavior in Financial Markets A Quantal Response Statistical Equilibrium Approach to Financial Modeling." Thesis, The New School, 2018. http://pqdtopen.proquest.com/#viewpdf?dispub=10823347.
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Quantal Response Statistical Equilibrium (QRSE) models the joint probability distribution of asset returns and entropy constrained buy/sell decisions of investors and in doing so offers a behavioral foundation for many of the stylized facts we commonly observe in the distributions of asset returns and economic data such as fat-tails, excess peakedness, and skew. In a QRSE market model, investors condition the distribution of probabilistic buy/sell decisions on the extent to which investments offer above or below average returns. By modeling both returns and actions as probabilistic, QRSE is able to explain the marginal distributions of asset returns as the result of two opposing forces: 1) informational shocks that act as an underlying “natural” source of dispersion; 2) the tendency of investors to buy low/sell high that causes a mean-reversion dynamic, which decreases the entropy of the returns distribution we actually observe.
In this thesis, I introduce three new QRSE distributions each derived using the Maximum Entropy Principle. The first is a simple three parameter symmetric QRSE distribution that can fit and, therefore, provide a behavioral foundation for many commonly observed distributions including the Laplace, Gaussian, Logistic, and Student's T distributions. I then introduce a generalized maxent QRSE framework for expanding the assumptions of the basic model. I use this framework to derive two additional QRSE models that allow for skew: one that assumes skew is an implicit characteristic of the underlying data generating process and one that assumes that skew is due to asymmetric buy/sell preferences of investors. I also include two empirical applications. First, I apply QRSE to cross-sectional US equity returns. Second, I apply QRSE to 10 year US Treasury yields in a multiple equilibrium setting using a QRSE hidden Markov model.
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Isaac, Dominic Ugochukwu. "Human Resources Management Professionals' Experience with Online Degree Holders in Recruitment." ScholarWorks, 2019. https://scholarworks.waldenu.edu/dissertations/7231.
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Online degree holders in Nigeria have poor acceptability during recruitment and promotion decisions because of reliability and legality perceptions of online degrees. There is little knowledge about how human resource (HR) managers identify employability skills in online degree holders. Guided by Bills's screening conceptual framework, the purpose of this case study was to explore how Nigerian recruiters identify employability skills in online degree holders. The participants for this study consisted of 2 participants from each of 10 sectors covering the government and nongovernmental organizations; participants had at least 5 years' experience in working with online degree holders. Data were collected through semistructured interviews with 20 participants. Yin's 5-step data analysis process was used with triangulation and member checking to analyze the findings. The findings of this research indicate that, contrary to earlier suggestions of low rating and poor acceptability of online degrees, HR experts in Nigeria have a high regard for the employability skills in online degree holders. The study produced 4 major findings: the possession of relevant skills by online degree holders, degree type does not form the determinant factor in recruitment, discovery strategies, and going beyond mere perception. The findings of this study may bring about positive social change toward policy changes in Nigeria regarding the adoption of online education. The results of the study can lead to positive recommendations for online degree holders, seekers of online degrees, online higher institutions, employers, and public policy makers.
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Hambusch, Gerhard. "Essays on financial dynamic optimization under uncertainty." Laramie, Wyo. : University of Wyoming, 2008. http://proquest.umi.com/pqdweb?did=1663051721&sid=1&Fmt=2&clientId=18949&RQT=309&VName=PQD.
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Wu, Wei. "Fintech and financial inclusion in Guangdong, China : resources, embeddedness, fraud and routine." Thesis, University of Birmingham, 2017. http://etheses.bham.ac.uk//id/eprint/7484/.
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The emergence of FinTech has important implications for regulation and risk management both for FinTech providers and regulators. FinTech denotes the development of innovative financial services or products that are delivered via information communication technologies (ICT) and technological/computerised platforms. In recent years, the emergence of FinTech services and firms have reshaped the financial services and developed new processes and routines in a range of financial services, such as payment, banking, insurance and deposit, by using latest information communication technologies. Particularly in Guangdong province of China, FinTech firms have become an alternative funding source to the mainstream financial service providers. The demand of local SMEs drove the FinTech sector growing, not only nationwide but globally, and overtook developed regions such as the California or London. In order to understand the reason, mechanism, process and evolution of FinTech firms in Guangdong, this thesis was carried out and developed a conceptual framework from analysing 98 grounded interview data. This thesis aims to explore access and use of external sources of loan finance by small and medium-sized enterprises (SMEs) with a focus on understanding alternative forms of debt and loan finance provision by FinTech lenders using new business models and related routines. The focus on debt and loan finance is designed to generate understanding of the exclusion of many Chinese SMEs from mainstream finance but inclusion into FinTech platforms. This thesis will identify and analyse the different business routines, processes, products and embeddedness that have been developed by FinTech firms in Guangdong.
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Anderson, Matthew S. "An Exploration of the Relationship between Institutional Financial Resources and Global Ranking." Scholar Commons, 2018. https://scholarcommons.usf.edu/etd/7602.
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Global rankings are a popular way for governments, HEI’s, faculty, staff, and students to compare institutions worldwide, therefore it is important to rank well. However, in order to have top-quality research and education programs, HEI’s need to have significant financial resources. The purpose of this study was to explore the relationship between an institution’s financial resources and its global ranking. The results of this study provide additional insight and a better understanding of global rankings and the nature of the relationship between various financial resources and global rankings.
This was a quantitative study that used ranking data from the Academic Ranking of World Universities (ARWU) and Times Higher Education (THE) World University Rankings, as well as financial data from IPEDS. Descriptive statistics were presented to develop an awareness of the data set characteristics. Linear regression and the Pearson Product-Moment Correlation Coefficient (PPMCC) were reported to gauge the strength of the relationship between the financial resource independent variables and the global ranking dependent variables.
This study indicated there was a strong relationship between an institution’s financial resources and its global ranking as there was a strong positive correlation between total revenue and an institution’s global ranking. In addition, the study showed that institutions should continue to self-generate financial resources, such as tuition revenue and research funding. This is especially true for research funding as it had the strongest relationship with ranking, which means institutions would be wise to continue focusing on investing in their research programs. This study also showed that some financial variables such as endowment size and state appropriation only had weak to moderate relationships with the global rankings.
Based on this study, one could conclude then that global rankings are influenced by money, which supports the claims of critics that university rankings are biased. Thus, institutions will continue to be challenged to find some balance between investing in what global rankings measure while also maintaining other initiatives that address their core missions but are not counted in the rankings.
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Hadori, Yunus Richard J. "External financial reporting in Indonesia and its implications for accounting development." Thesis, University of Hull, 1992. http://hydra.hull.ac.uk/resources/hull:5347.
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The objective of this research is to explore the area of financial accounting, international accounting, and accounting technology transfer, with emphasis on accounting for developing countries, specifically Indonesia. Confining itself to external financial reporting, the study explores the influence of environmental aspects on accounting standards and practices, institutionally and technically. Analysis of the role and needs of preparers, users, auditors and government agencies, and of the interaction between institutional and technical aspects, conducted to ascertain their implications for accounting development in Indonesia. The empirical research was conducted using hypotheses as catalysts, to test the characteristics, general opinions and attitudes of the interested parties toward accounting standards and practices, accounting education and development of the accounting profession. The findings of the research suggest that accounting technology cannot be successfully transferred from a developed to a developing country without considering the influence of environment, particularly the role of government. Indonesia, heavily influenced by the US accounting, needs to improve its accounting system in order to make it appropriate for its own environment. Many deficiencies were found in the areas of accounting theory, accounting standards and practice, accounting rules and regulations, accounting education, professional accounting and the role of government. In order to improve the existing conditions, it must be recognised that those aspects are closely related, and that the only way to develop the role of accounting is to adopt an integrated approach. The study provides a series of recommendations, based upon the findings of the empirical research, which should provide a useful starting point towards such an approach.
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Fuller, Duncan. "Financial exclusion and inclusion : credit union development in Kingston upon Hull." Thesis, University of Hull, 2000. http://hydra.hull.ac.uk/resources/hull:7026.
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Within the flourishing area of new economic geography, increased attention is currently being paid to a variety of 'alternative' sources of credit and finance. As one of these forms, British credit unions are currently particularly 'sexy'. One reason for this status relates to increasing interest (both within the academy and outside) in the role(s) credit unions can play in relieving the effects of financial exclusion and poverty throughout Britain. In the context of the growing concerns of 'New Labour' about these issues, credit unions are progressively being posited as one route to a more inclusive society, both in social and economic terms. However, through an analysis that positions credit unions as 'civil', embodied, institutions in the specific context of their development in Kingston upon Hull, this thesis proposes that the achievement of such a goal is not a straightforward issue. This work questions the extent to which British credit unions have historically contributed towards financial inclusion, finding that such evidence remains partial and somewhat underlain by a 'faith' in the merits of the credit union model. As a consequence, it emphasises that in taking the route to a more financially included society through increased usage of credit unions, a number of barriers to their development and growth will have to be surmounted. These barriers are highlighted within this work through an exploration of a prevailing credit union discourse, which draws attention to the linkages between the structural features of the British credit union environment, and the manifestations of these features within localities such as Hull. In so doing, it concludes by outlining a number of challenges and changes facing the British movement that are reflective of a growing awareness of these barriers and their effects. It is argued that these features will broadly affect (and effect) the contribution made by credit unions within a more (financially) inclusive society in the years to come.
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Jelic, Ranko. "The financial performance of privatised firms : evidence from three transition economies." Thesis, University of Hull, 1999. http://hydra.hull.ac.uk/resources/hull:5860.
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There is a gap between the theoretical literature which almost unanimously advocates privatisation of banks and enterprises as a part of the solution for the commitment problem in economies in transition, and empirical evidence on how best to design a privatisation programme in order to secure an efficient use of resources. This thesis contributes to this debate by focusing on privatisation programmes and the financial performance of privatised enterprises in Poland, Hungary, and the Czech Republic. This is the first comprehensive comparative study on the short and long run financial performance of privatisation share issues in these countries. The thesis builds on privatisation theories formulated in Perotti (1995) and Perotti and Biais (1997), and the empirical evidence on performance of privatisation share issues presented in Perotti and Guney (1993), Dewenter and Malatesta (1997), and Megginson et al. (1998a). Alternative privatisation schemes are assessed not only on the grounds of speed and effect on the state budget, but also with regard to the benefits they bring to domestic and foreign shareholders in privatised companies. The results provide support for the underlying political and economic theories on privatisation and reveal the importance of a choice of privatisation methods to enhance the financial performance of newly privatised enterprises in transition economies.
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Muba, Seif R. "Stock markets, financial development and economic growth in sub-Saharan Africa." Thesis, University of Hull, 2016. http://hydra.hull.ac.uk/resources/hull:15412.
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In general, this study examines the Stock Market, Financial Development and Economic Growth in selected sub-Sahara African countries. Empirically, Chapter Two of the study used Generalised Method of Moment (GMM) dynamic instrumental variable approach to investigate financial development and economic growth nexus in the East African countries. Also, the study applied both Fixed Effect Estimation (FEM) techniques and Panel vector autoregressive (PVAR) to analyse the causal effects of equity market development on economic growth in eleven sub-Sahara African countries, in Chapter Three of this study. On the other hand, Chapter Four of this study measures the conditional variance (volatility) of the stock returns of Tanzanian stock market (Dar-es-Salaam Stock Exchange). For modelling stock market return volatility, we use both standard and asymmetric GARCH models to capture the volatility clustering and asymmetric features in the financial data of the companies selected. To attain the objectives of all three empirical chapters highlighted above, this study had to consider various important and necessary tests; such as tests for unit root, to check if the expected variables were stationary, and tests for cointegration to check whether there was a long-run equilibrium relationship between variables under study in Chapter Two and Chapter Three. However, in Chapter Four (modelling volatility) we tested for an additional ARCH effects apart from stationarity (unit root) tests we have had. Specifically, this study found that there is causal relationship between financial development (when presented by indicator domestic credit to private sector) and economic growth in the East African countries (EAC). Also, we found that the domestic credit to private sector as an indicator for financial development has a role to play in economic growth of EAC. Moreover, we find that there is unidirectional Granger causality, which flows from equity market development (using indicator market capitalization rate-MCR) to economic growth of the panel of 11 sub-Sahara African countries. We also declare that stock market development via MCR play a positive role in SSA economic growth. In addition, the study reveals that there is existence of leverage effects in Tanzanian stock market, therefore, the bad news (negative shocks) reflect an increase in the conditional variance (volatility) of DSE stock returns for the next period than the good news. However, we find that the volatility clustering exists in Tanzanian stock market returns.
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Shakya, Bibhakar S. "Biomass resources for energy in Ohio the OH-MARKAL modeling framework /." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1180118764.
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Wei, Lan. "GIS modeling of urbanization impacts on natural resources, Dakota County, Minnesota." [Ames, Iowa : Iowa State University], 2007.
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Sun, Yu. "Reliability modeling and assessment for microgrids with distributed energy resources (DER)." Thesis, University of Strathclyde, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.501899.
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New generation technology, small scale generation and storage, advances in power electronics, communication and computer technologies create different possibilities and opportunities for radical changes in the power system architecture. The increasing utilization of distributed generation and islanding operation practice becomes a hot topic around the world. Power system reliability is one of the most important factors in power system planning and operation. Distributed generation and microgrid have many issues, which directly and indirectly affect distribution system reliability. The basic objective of the research described in this thesis is to investigate the reliability benefits of utilizing distributed energy resources (DERs) and microgrid operation, and give some recommendations for planning and designing microgrids.
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Musa, Mohamed. "The impact of corporate governance mechanism : audit committee financial experts on firm value from the perspective of the financial reporting process : evidence from US, UK and Germany." Thesis, University of Hull, 2016. http://hydra.hull.ac.uk/resources/hull:15202.
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This PhD thesis contains four main essays on financial health and firm value, with a focus on the term board structure – unitary and dual. With the exception of Chapter 1 and Chapter 6, which set out the general introduction and conclusion, each of the chapters can be considered as a standalone piece of work. In Chapter 2, we model and predict, using FTSE100 and Nasdaq100 sample data, the impact of audit committee financial experts on firm value. Model dimensions and parameters were conducted over a period of five years and allowed to change to four years, so as to ascertain lag effects. The proposed financial expert decision - making model (Throughput Model) allows us to estimate these influences. Hence, we find mixed results. Chapter 3 investigates ethical consideration influences on the role of United States, United Kingdom and German audit committees. Simultaneously, we empirically test whether financial experts may influence firm value in German Dax100 firms using the preference –based pathway. Our empirical results suggest that accounting experts exerts significant influence on firm value. Chapter 4 examines the impact of regulations on the performance of Nasdaq100 firms in the US. Our result suggest that the Sarbanes – Oxley Act has indeed changed the dynamics of business structure and improved monitoring. We find evidence of a positive significant influence of supervisory financial expert on financial health but accounting experts, negative.
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McAda, Douglas P., and Peter F. Ffolliott. "Predicting Solar Radiation from Cloud Cover for Snowmelt Modeling." Arizona-Nevada Academy of Science, 1987. http://hdl.handle.net/10150/296396.
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From the Proceedings of the 1987 Meetings of the Arizona Section - American Water Resources Association, Hydrology Section - Arizona-Nevada Academy of Science and the Arizona Hydrological Society - April 18, 1987, Northern Arizona University, Flagstaff, Arizona
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Ye, Kang. "Knowledge level modeling for systemic risk management in financial institutions /." access full-text access abstract and table of contents, 2009. http://libweb.cityu.edu.hk/cgi-bin/ezdb/thesis.pl?phd-is-b30082274f.pdf.
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Thesis (Ph.D.)--City University of Hong Kong, 2009.""Submitted to College of Business in partial fulfillment of the requirements for the degree of Doctor of Philosophy." Includes bibliographical references (leaves 106-117)
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Sekgoka, Chaka Patrick. "Modeling cross-border financial flows using a network theoretic approach." Thesis, University of Pretoria, 2021. http://hdl.handle.net/2263/78773.
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Criminal networks exploit vulnerabilities in the global financial system, using it as a conduit to launder criminal proceeds. Law enforcement agencies, financial institutions, and regulatory organizations often scrutinize voluminous financial records for suspicious activities and criminal conduct as part of anti-money laundering investigations. However, such studies are narrowly focused on incidents and triggered by tip-offs rather than data mining insights.
This research models cross-border financial flows using a network theoretic approach and proposes a symmetric-key encryption algorithm to preserve information privacy in multi-dimensional data sets. The newly developed tools will enable regulatory organizations, financial institutions, and law enforcement agencies to identify suspicious activity and criminal conduct in cross-border financial transactions.
Anti-money laundering, which comprises laws, regulations, and procedures to combat money laundering, requires financial institutions to verify and identify their customers in various circumstances and monitor suspicious activity transactions. Instituting anti-money laundering laws and regulations in a country carries the benefit of creating a data-rich environment, thereby facilitating non-classical analytical strategies and tools.
Graph theory offers an elegant way of representing cross-border payments/receipts between resident and non-resident parties (nodes), with links representing the parties' transactions. The network representations provide potent data mining tools, facilitating a better understanding of transactional patterns that may constitute suspicious transactions and criminal conduct.
Using network science to analyze large and complex data sets to detect anomalies in the data set is fast becoming more important and exciting than merely learning about its structure. This research leverages advanced technology to construct and visualize the cross-border financial flows' network structure, using a directed and dual-weighted bipartite graph.
Furthermore, the develops a centrality measure for the proposed cross-border financial flows network using a method based on matrix multiplication to answer the question, "Which resident/non-resident nodes are the most important in the cross-border financial flows network?" The answer to this question provides data mining insights about the network structure.
The proposed network structure, centrality measure, and characterization using degree distributions can enable financial institutions and regulatory organizations to identify dominant nodes in complex multi-dimensional data sets. Most importantly, the results showed that the research provides transaction monitoring capabilities that allow the setting of customer segmentation criteria, complementing the built-in transaction-specific triggers methods for detecting suspicious activity transactions.Thesis (PhD)--University of Pretoria, 2021.
Banking Sector Education and Training Authority (BANKSETA)
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Industrial and Systems Engineering
PhD
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