Dissertations / Theses: 'Ordered Probit Model'

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Keller, Joanne Marie. "ANALYSIS OF TYPE AND SEVERITY OF TRAFFIC CRASHES AT SIGNALIZED INTERSECTIONS USING TREE-BASED REGRESSION AND ORDERED PROBIT MODELS." Master's thesis, University of Central Florida, 2004. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/4382.

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Many studies have shown that intersections are among the most dangerous locations of a roadway network. Therefore, there is a need to understand the factors that contribute to traffic crashes at such locations. One approach is to model crash occurrences based on configuration, geometric characteristics and traffic. Instead of combining all variables and crash types to create a single statistical model, this analysis created several models that address the different factors that affect crashes, by type of collision as well as injury level, at signalized intersections. The first objective was to determine if there is a difference between important variables for models based on individual crash types or severity levels and aggregated models. The second objective of this research was to investigate the quality and completeness of the crash data and the effect that incomplete data has on the final results. A detailed and thorough data collection effort was necessary for this research to ensure the quality and completeness of this data. Multiple agencies were contacted and databases were crosschecked (i.e. state and local jurisdictions/agencies). Information (including geometry, configuration and traffic characteristics) was collected for a total of 832 intersections and over 33,500 crashes from Brevard, Hillsborough and Seminole Counties and the City of Orlando. Due to the abundance of data collected, a portion was used as a validation set for the tree-based regression. Hierarchical tree-based regression (HTBR) and ordered probit models were used in the analyses. HTBR was used to create models for the expected number of crashes for collision type as well as injury level. Ordered probit models were only used to predict crash severity levels due to the ordinal nature of this dependent variable. Finally, both types of models were used to predict the expected number of crashes. More specifically, tree-based regression was used to consider the difference in the relative importance of each variable between the different types of collisions. First, regressions were only based on crashes available from state agencies to make the results more comparable to other studies. The main finding was that the models created for angle and left turn crashes change the most compared to the model created from the total number of crashes reported on long forms (restricted data usually available at state agencies). This result shows that aggregating the different crash types by only estimating models based on the total number of crashes will not predict the number of expected crashes as accurately as models based on each type of crash separately. Then, complete datasets (full dataset based on crash reports collected from multiple sources) were used to calibrate the models. There was consistently a difference between models based on the restricted and complete datasets. The results in this section show that it is important to include minor crashes (usually reported on short forms and ignored) in the dataset when modeling the number of angle or head-on crashes and less important to include minor crashes when modeling rear-end, right turn or sideswipe crashes. This research presents in detail the significant geometric and traffic characteristics that affect each type of collision. Ordered probit models were used to estimate crash injury severity levels for three different types of models; the first one based on collision type, the second one based on intersection characteristics and the last one based on a significant combination of factors in both models. Both the restricted and complete datasets were used to create the first two model types and the output was compared. It was determined that the models based on the complete dataset were more accurate. However, when compared to the tree-based regression results, the ordered probit model did not predict as well for the restricted dataset based on intersection characteristics. The final ordered probit model showed that crashes involving a pedestrian/bicyclist have the highest probability of a severe injury. For motor vehicle crashes, left turn, angle, head-on and rear-end crashes cause higher injury severity levels. Division (a median) on the minor road, as well as a higher speed limit on the minor road, was found to lower the expected injury level. This research has shed light on several important topics in crash modeling. First of all, this research demonstrated that variables found to be significant in aggregated crash models may not be the same as the significant variables found in models based on specific crash types. Furthermore, variables found to be significant in crash type models typically changed when minor crashes were added to complete the dataset. Thirdly, ordered probit models based on significant crash-type and intersection characteristic variables have greater crash severity prediction power, especially when based on the complete dataset. Lastly, upon comparison between tree-based regression and ordered probit models, it was found that the tree-based regression models better predicted the crash severity levels.
M.S.
Department of Civil and Environmental Engineering
Engineering and Computer Science
Civil and Environmental Engineering

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Pörn, Sebastian, and Arvid Rönnblom. "Assesing counterparty risk classification using transition matrices : Comparing models' predictive ability." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136667.

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An important part when managing credit risk is to assess the probability of default of different counterparties. Increases and decreases in such probabil- ities are central components in the assessment, and this is where transition matrices become useful. These matrices are commonly used tools when as- sessing counterparty credit risk, and contain the probability of default, as well as the probability to migrate between different predefined rating classifica- tions. These rating classifications are used to reflect the risk taken towards different counterparties. Therefore, it is important for financial institutions to develop accurate transition matrix models to manage predicted changes in credit risk exposure. This is because counterparty creditworthiness and prob- ability of default indirectly affect expected loss and the capital requirement of held capital. This thesis will analyze how two specific models perform when used for generating transition matrices. These models will be tested to investigate their performance when predicting rating transitions, including probability of default.
En viktig del vid hanteringen av kreditrisk är att bedöma sannolikheten för fallissemang för olika motparter. Ökningar och minskningar i dessa sanno- likheter är centrala komponenter i bedömningen, och det är här migrations- matriser blir användbara. Dessa matriser är vanligt förekommande verktyg vid bedömning av kreditrisk mot olika motparter och innehåller sannolikheten för fallissemang samt sannolikheten att migrera mellan olika fördefinierade be- tygsklassificeringar. Dessa betygsklassificeringar används för att återspegla den risk som tas mot olika motparter. Det är därför viktigt för finansinstitut att utveckla träffsäkra migrationsmatris modeller för att hantera förväntade förändringar i kreditriskexponering. Detta beror på att kreditvärdigheten hos motparter samt sannolikheten för fallissemang indirekt påverkar expected loss och kapitalkrav. Detta examensarbete kommer att analysera hur två specifika modeller presterar när de används för att generera migrationsmatriser. Dessa mod- eller kommer att testas för att undersöka hur de presterar när de används för att förutsäga övergångar inom betygsklassificering, inklusive sannolikheten för fallissemang.

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Carrion, Yaguana Vanessa Del Rocio. "Adoption Analysis and Impact Evaluation of Potato IPM in Ecuador." Thesis, Virginia Tech, 2013. http://hdl.handle.net/10919/23286.

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There are several well-known negative side effects associated with pesticide use such as health problems and environmental pollution. Integrated Pest Management (IPM) seeks to minimize pesticide use while reducing pest infestation to economically tolerable levels. The introduction of IPM CRSP activities in Ecuador to institutionalize IPM methods focused on priority crops in the country. This study analyzes adoption and the economic impacts of IPM technologies on potato production in the province of Carchi. A model is estimated in which IPM adoption is discrete and ordered and pesticides expenditures are estimated as a function of education, farming experience, wealth, plot size and farmer being sick due to pesticide use for each level of IPM adoption. Results indicate that farmers who were exposed to certain IPM information sources increased adoption of IPM practices on potatoes, but farmers\' education and experience were not important factors in explaining IPM adoption. The calculated economic benefits in terms of aggregate cost savings per production cycle were $823,000.
Master of Science

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Gonzalez-Velez, Enrique. "Safety Evaluation of Roadway Lighting Illuminance Levels and its Relationship with Nighttime Crash Injury Severity for West Central Florida Region." Scholar Commons, 2011. http://scholarcommons.usf.edu/etd/3122.

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The main role of roadway lighting is to produce quick, accurate and comfortable visibility during nighttime conditions. It is commonly known that good lighting levels enable motorists, pedestrians and bicyclists to obtain necessary visual information in an effective and efficient manner. Many previous studies also proved that roadway lighting minimizes the likelihood of crashes by providing better visibility for roadway users. Appropriate and adequate roadway lighting illuminance levels for each roadway classification and pedestrian areas are essential to provide safe and comfortable usage. These levels are usually provided by national, or local standards and guidelines. The Florida Department of Transportation (FDOT) Plan Preparation Manual recommends a roadway lighting illuminance level average standard of 1.0 horizontal foot candle (fc) for all the roadway segments used in this research. The FDOT Plan Preparation Manual also states that this value should be considered standard, but should be increased if necessary to maintain an acceptable uniformity illuminance ratio. This study aimed to find the relationship between nighttime crash injury severity and roadway lighting illuminance. To accomplish this, the research team analyzed crash data and roadway lighting illuminance measured in roadway segments within the West Central Florida Region. An Ordered Probit Model was developed to understand the relationship between roadway lighting illuminance levels and crash injury severity. Additionally, a Negative Binomial Model was used to determine which roadway lighting illuminance levels can be more beneficial in reducing the counts of crashes resulting in injuries. A comprehensive literature review was conducted using longitudinal studies with and without roadway lighting. Results showed that on the same roadways there was a significant decrease in the number of nighttime crashes with the presence of roadway lighting. In this research, roadway lighting illuminance was measured every 40 feet using an Advanced Lighting Measurement System (ALMS) on a total of 245 centerline miles of roadway segments within the West Central Florida Region. The data were mapped and then analyzed using the existing mile post. During the process of crash data analysis, it was observed that rear-end collisions were the most common first harmful event observed in all crashes, regardless of the lighting conditions. Meanwhile, the average injury severity for all crashes, was found to be possible injury regardless of the lighting conditions (day, dark, dusk, and dawn). Finally, this research presented an Ordered Probit Model, developed to understand the existing relationship between roadway lighting illuminance levels and injury severity within the West Central Florida Region. It was observed that having a roadway lighting average moving illuminance range between 0.4 to 0.6 foot candles (fc) was more likely to have a positive effect in reducing the probability of injury severity during a nighttime crash. A Negative Binomial Model was conducted to determine if the roadway lighting average moving illuminance level, found on the Ordered Probit Model was beneficial in reducing crash injury severity during nighttime, would also be beneficial in reducing the counts of crashes resulting in injuries. It was observed that a roadway lighting average moving illuminance, range between 0.4 to 0.6 fc, was more likely to reduce the count of crashes resulting in injuries during nighttime conditions, thus increasing roadway safety. It was also observed that other factors such as pavement condition, site location (intersection or no intersection), number of lanes, and traffic volume can affect the severity and counts of nighttime crashes. The results of this study suggest that simply adding more roadway lighting does not make the roadway safer. The fact is that a reduction in the amount of roadway lighting illuminance can produce savings in energy consumption and help the environment by reducing light pollution. Moreover, these results show that designing roadway lighting systems go beyond the initial design process, it also requires continuous maintenance. Furthermore, regulations for new developments and the introduction of additional lighting sources near roadway facilities (that are not created with the intent of being used for roadway users) need to be created.

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Siddiqui, Naved Alam. "Crossing locations, light conditions, and pedestrian injury severity." Scholar Commons, 2006. http://scholarcommons.usf.edu/etd/2701.

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This study assesses the role of crossing locations and light conditions in pedestrian injury severity through a multivariate regression analysis to control for many other factors that also may influence pedestrian injury severity. Crossing locations include midblock and intersections, and light conditions include daylight, dark with street lighting, and dark without street lighting. The study formulates a theoretical framework on the determinants of pedestrian injury severity, and specifies an empirical model accordingly. An ordered probit model is then applied to the KABCO severity scale of pedestrian injuries which occurred while attempting street crossing in the years 1986 to 2003 in Florida. In terms of crossing locations, the probability of a pedestrian dying when struck by a vehicle, is higher at midblock locations than at intersections for any light condition. In fact, the odds of sustaining a fatal injury is 49 percent lower at intersections than at midblock locations under daylight conditions, 24 percent lower under dark with street lighting conditions, and 5 percent lower under dark without street lighting conditions. Relative to dark conditions without street lighting, daylight reduces the odds of a fatal injury by 75 percent at midblock locations and by 83 percent at intersections, while street lighting reduces the odds by 42 percent at midblock locations and by 54 percent at intersections.

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Basu, Nandita. "Pedestrian route choice behaviour: Influences of built environment on route preference, safety and security." Thesis, Queensland University of Technology, 2022. https://eprints.qut.edu.au/236797/1/Thesis_Nandita%2BBasu_24112022.pdf.

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Built environment factors influence pedestrian route choice behaviour, but their impact is not well known. This thesis investigates the influences of the built environment factors on walking route preference and safety. By using the ‘Physical Activity through Sustainable Transport Approaches’ framework, this research studied the perceptions and preferences of pedestrian route choice in a typical suburban environment in Australia through a stated preference survey. This thesis has established the interrelationship between safety, security, and built environment factors across men and women pedestrians. The findings highlight increasing land-use diversity and providing adequate trees may improve perceived safety and security among pedestrians.

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Prakash, Puneet. "Absolute or Relative? Which Standards do Credit Rating Agencies Follow?" restricted, 2005. http://etd.gsu.edu/theses/available/etd-08042005-152025/.

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Thesis (Ph. D.)--Georgia State University, 2005.
Title from title screen. Richard D Phillips, committee chair; Neil A Doherty, Sanjay Srivastava, Jayant R Kale, Ajai Subramanian, committee members. Electronic text (133 p. : ill. (some col.)) : digital, PDF file. Description based on contents viewed June 26, 2007. Includes bibliographical references (p. 69-74).

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Ndunda, E. N. (Ezekiel Nthee). "Wastewater reuse in urban and peri-urban irrigation : an economic assessment of improved wastewater treatment, low-risk adaptations and risk awareness in Nairobi, Kenya." Thesis, University of Pretoria, 2013. http://hdl.handle.net/2263/40235.

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The overall goal of this study was to analyse the welfare effect of improved wastewater treatment with the view of making policy recommendations for sustainable urban and peri-urban irrigation agriculture in Kenya. This goal was achieved by investigating three specific objectives. The first objective was to assess the farmers’ awareness of health risks in urban and peri-urban wastewater irrigation. Second objective was to analyse the factors that affect the choice of low-risk adaptations in reuse of untreated wastewater for irrigation. The third objective was to estimate the value that urban and peri-urban farmers who practice wastewater irrigation impute to improvements in specific characteristics of the wastewater input in agriculture. In order to achieve the first objective, an ordered probit model was used to identify the factors that influence farmers’ awareness of health risks in untreated wastewater irrigation. The model was fitted to data collected from a cross-sectional survey of 317 urban farm households in the Kibera informal settlement of Kenya. Results of this study show that gender of household head, household size, education level of household head, farm size, ownership of the farm, membership to farmers’ group, and market access for the fresh produce significantly affect awareness of farmers about health risks in wastewater irrigation. Therefore, there is need for awareness programs to promote public education through regular training and local workshops on wastewater reuse in order to improve the human capital of the urban and peri-urban farmers. To achieve the second objective, the study used a multinomial logit model to analyse the farmers’ choice of low-risk adaptations in untreated wastewater irrigation. A survey of 317 urban and peri-urban farmers was conducted and measures for risk-reduction in wastewater reuse were analysed. The urban and peri-urban farmers were found to have adopted low-risk wastewater irrigation techniques such as cessation of irrigation before harvesting, crop restriction and safer application methods. Results of the study show that adoption of risk-reduction measures is significantly influenced by the following factors: household size, age of the household head, education of household head, access to extension, access to media, access to credit, farmers’ group membership, and risk awareness. Also, marginal analysis of the coefficients confirmed the socio-economic characteristics are key determinants in adoption of low-risk measures in wastewater reuse. The study recommends that policies in support of low-risk urban and peri-urban irrigation agriculture should disaggregate farmers according to their socio-economic and institutional characteristics in order to achieve their intended objectives. To achieve the third objective, the study employed the discrete choice experiment approach to estimate the benefits farmers impute to improvements in attributes of the wastewater irrigation input, whose aim is to reduce the health risks associated with untreated wastewater irrigation. Urban and peri-urban farmers who practice wastewater irrigation drawn from Motoine-Ngong River in Nairobi were randomly selected for the study. A total of 241 farmers completed the presented choice cards for the choice model estimation. A random parameter logit model was used to estimate the individual level willingness to pay for wastewater treatment. The results show that urban and peri-urban farmers are willing to pay significant monthly municipality taxes for treatment of wastewater. Conclusion of this study was that, quality of treated wastewater, quantity of treated wastewater and the riverine ecosystem restoration are significant factors of preference over policy alternative designs in wastewater treatment and reuse.
Thesis (PhD)--University of Pretoria, 2013.
gm2014
Agricultural Economics, Extension and Rural Development
unrestricted

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VENNERI, ANNA VALERIA. "Le banche e il processo di valutazione del merito di credito degli Enti Locali italiani: dal rating esterno ad un modello di analisi interno." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2010. http://hdl.handle.net/2108/1264.

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In seguito al recepimento della nuova disciplina di vigilanza prudenziale, le banche possono optare per due metodi alternativi per il calcolo dei requisiti patrimoniali minimi a fronte del rischio di credito: il metodo standardizzato, che prevede il ricorso ai rating esterni forniti da Agenzie specializzate, ed il metodo dei rating interni, basato su modelli testati internamente dalle banche. Mentre da tempo sono state implementate metodologie interne per il calcolo del rating del segmento imprese (peraltro, ancora non del tutto affidabili), sono poche le banche che hanno sviluppato una valutazione interna delle amministrazioni statali e locali e non si trova, inoltre, adeguato supporto teorico da parte della letteratura scientifica. Partendo da tale premessa, il presente lavoro di ricerca si propone di analizzare le metodologie di valutazione adottate dalle Agenzie di rating per individuare quali fattori economico-finanziari incidono in maggior misura sui sub-sovereign credit rating assegnati agli Enti Locali italiani, anche allo scopo di poter mutuare tali metodologie nei processi di valutazione del merito di credito delle banche. A tal fine, è stato applicato un modello probit ordinato multinomiale ad oltre 310 rating assegnati da Moody’s, Standard & Poor’s e Fitch Ratings ad un campione di Province e Comuni capoluogo italiani tra il 2004 e il 2008. I risultati dell’analisi aggregata consentono di confermare in parte le attese teoriche, evidenziando altresì le divergenze di valutazione tra Agenzie riscontrate in letteratura. In particolare, solo l’indicatore macro-economico rappresentativo del PIL locale pro-capite appare statisticamente significativo e di segno atteso, mentre le variabili di natura strutturale e comportamentale degli Enti sono significative solo per due Agenzie, ma non sempre rispettano il segno atteso. Contrariamente alle attese teoriche e alle evidenze empiriche emergenti in letteratura, il livello di indebitamento locale pro-capite nonché l’indicatore del fabbisogno finanziario non risultano essere statisticamente significativi. Alla luce di tali evidenze, lo studio contribuisce ad arricchire lo stato dell’arte sulla c.d. public finance con spunti di ricerca che offrono importanti implicazioni anche di carattere operativo.
Following the adoption of the new capital adequacy and requirements rules, banks currently have two options in order to calculate the minimum capital requirements for credit risk: the standardised approach, supported by external credit assessments, and the internal ratings-based (IRB) approach, relied on banks’ own internal estimates. While banks have been implementing (not quite reliable yet) internal methodologies to estimate corporate ratings long ago, there are not many banks which currently assess state and local governments, and also literature investigates this theme not much. So the research aims analyzing Agencies’ methodologies to identify which are the economic and financial determinants of Italian local government ratings, so as to transfer Agencies’ experience inside banks. Consequently, this analysis applies a multinomial ordered probit model to more than 310 Italian sub-sovereign ratings, as overall assigned by Moody’s, Standard & Poor’s and Fitch Ratings in the period 2004-2008. The results of pooled analysis allow to partially confirm theoretical expectations, and highlight differences of valuation among Agencies as shown in literature. So, only the local GDP per capita is statistically significant and has the expected sign, while other structural and behavioural variables are significant just for two Agencies, but sometimes have the unexpected sign. Instead, contrary to theoretical expectations and empirical evidences from literature, both local debt per capita and borrowing needs are never statistically significant. So this study contributes to improve the literature on public finance pointing out relevant managerial and operational implications too.

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Lucena, Igor Macedo de. "What characteristics influence the future performance of the investment funds of shares in Brazil?" Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12523.

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nÃo hÃ
Segundo Jensen (1968), a indÃstria de fundos mÃtuos de investimento, cuja expansÃo estÃ prevista teoricamente pelo Teorema da SeparaÃÃo enunciado em Sharpe (1964), teria limitaÃÃes no sentido de bater o mercado em termos de performance risco-retorno mensurada pelo alfa de Jensen. Nesta ampla discussÃo, esta dissertaÃÃo se posiciona em sugerir um exercÃcio empÃrico aplicado a um cross-section contendo 243 fundos de investimentos em aÃÃes, categoria Ibovespa Ativo, o qual visa identificar que variÃveis financeiras, contÃbeis e administrativas se mostram capazes de prever no ano seguinte o sinal e a significÃncia do alfa de Jensen. Foram extraÃdos retornos diÃrios para todos os fundos nos anos de 2011 e 2012, e calculadas mÃtricas clÃssicas de retorno, risco e performance, bem como os 24 balancetes mensais e informaÃÃes administrativas do perÃodo em questÃo. Metodologicamente, as variÃveis explicativas consistem em estatÃsticas descritivas obtidas a partir de dados financeiros diÃrios e contÃbeis mensais, enquanto as performances a serem modeladas sÃo estimadas por meio do Capital Asset Pricing Model (CAPM). Dessa maneira, foi possÃvel ordenar os fundos em trÃs grupos, composto por Loosers, Draw e Winners, de acordo com suas performances em relaÃÃo ao Ãndice Ibovespa. Sendo assim, foi identificado que apenas 71 dos fundos foram capazes de performar melhor que o Ãndice Ibovespa durante o ano de 2012. Os resultados obtidos com a estimaÃÃo do arcabouÃo de Probit ordenado sugerem que fundos com maiores performances mensuradas pelos alfa de Jensen e Ãndices de Calmar e Sortino, associados a menores taxas de administraÃÃo, tendem a bater o mercado no ano seguinte. Entretanto, mÃtricas clÃssicas como desvio-padrÃo, taxa de performance e Ãndice de Sharpe (1964) nÃo se mostraram significantes. O modelo sugere, tambÃm, que a variÃvel Drawdown seja apresentada como mÃtrica eficiente de mensuraÃÃo de risco.
According to Jensen (1968), the mutual funds industry expansion is theoretically predicted by the Separation Theorem stated by Sharpe (1964), however with limitations in order to exceed the market in terms of risk-return performance measured by Jensen's alpha. In this broad discussion, this dissertation suggest an empirical exercise applied to a cross-section containing 243 stock funds, within the Ibovespa Active category, which aims to identify which financial, accounting and administrative variables are capable to predict the next year's value and the significance of the Jensen's alpha. Daily returns were extracted for all funds in 2011 and 2012, and were calculated classic metrics such as return, risk and performance. There were also extracted 24 monthly accounting balances and administrative informations for the period in question. Methodologically, the explanatory variables consist of descriptive statistics obtained from daily financial data and monthly accounting data, while the performances to be modeled are estimated using the Capital Asset Pricing Model (CAPM). Using this technic it was possible divide the funds into three groups, consisting of Loosers, Draw and Winners, according to their performances in relation to the Ibovespa index. Thus, it was discovered that only 71 funds were able to perform better than the Ibovespa Index during the year 2012. The estimation results of the ordered probit framework suggests that funds with higher performances measured by the Jensen's Alpha and with higher Sortino and Calmar ratios, associated with lower management fees tend to surpass the market in the next year. However, classical metrics like standard deviation, performance fees and Sharpe ratio (1964) were not significant. The model also suggests that the drawdown variable should be used as an efficient risk metric.

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Dias, Ishani Madurangi. "Work zone crash analysis and modeling to identify factors associated with crash severity and frequency." Diss., Kansas State University, 2015. http://hdl.handle.net/2097/20517.

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Doctor of Philosophy
Civil Engineering
Sunanda Dissanayake
Safe and efficient flow of traffic through work zones must be established by improving work zone conditions. Therefore, identifying the factors associated with the severity and the frequency of work zone crashes is important. According to current statistics from the Federal Highway Administration, 2,372 fatalities were associated with motor vehicle traffic crashes in work zones in the United States during the four years from 2010 to 2013. From 2002 to 2014, an average of 1,612 work zone crashes occurred in Kansas each year, making it a serious concern in Kansas. Objectives of this study were to analyze work zone crash characteristics, identify the factors associated with crash severity and frequency, and to identify recommendations to improve work zone safety. Work zone crashes in Kansas from 2010 to 2013 were used to develop crash severity models. Ordered probit regression was used to model the crash severities for daytime, nighttime, multi-vehicle and single-vehicle work zone crashes and for work zones crashes in general. Based on severity models, drivers from 26 to 65 years of age were associated with high crash severities during daytime work zone crashes and driver age was not found significant in nighttime work zone crashes. Use of safety equipment was related to reduced crash severities regardless of the time of the crash. Negative binomial regression was used to model the work zone crash frequency using work zones functioned in Kansas in 2013 and 2014. According to results, increased average daily traffic (AADT) was related to higher number of work zone crashes and work zones in operation at nighttime were related to reduced number of work zone crashes. Findings of this study were used to provide general countermeasure ideas for improving safety of work zones.

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Sales, Bruno Flora. "Desenvolvimento de metodologia de rating baseada no modelo ordered probit." reponame:Repositório Institucional do FGV, 2006. http://hdl.handle.net/10438/280.

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Made available in DSpace on 2008-05-13T13:47:30Z (GMT). No. of bitstreams: 1 2143.pdf: 283765 bytes, checksum: 3c4408063ecba0b49c9ef155bcf46164 (MD5) Previous issue date: 2006-06-16
In the last few years there has been an increase in the Brazilian credit market in terms of volume and modality of credit operations. Besides, Banks, which are the main economics financial mediator, have increased their role on this area. Therefore, in a developing marked, it becomes increasingly important the correct evaluation and administration of the financial risk involved in credit operations: credit risk. In this context, rating classification emerge as a reference to investors. However, as the Brazilian financial market is only slightly developed, rating agencies operating in this country classify only the biggest and more important institutions. The purpose of this study is to develop a rating methodology -based on the ordered probit modelcapable of replicating the rating level of a certain agency. This way, it would be possible to estimate the rating level to those Banks that are not classified by any rating agency.
Nos últimos anos o mercado de crédito brasileiro apresentou grande crescimento em termos de volume e modalidade de operações de crédito. Além disso, observou-se também o aumento da participação dos bancos nesse setor, principais intermediários financeiros da economia. Com isso, em um mercado em desenvolvimento, torna-se cada vez mais importante a correta avaliação e administração do risco financeiro envolvido nas operações: o risco de crédito. Nesse contexto, a classificação de rating surge como referência para investidores. No entanto, como o mercado bancário brasileiro ainda é pouco desenvolvido, apenas instituições de grande porte são classificados pelas agências de rating em funcionamento no país. Este trabalho tem como objetivo o desenvolvimento de uma metodologia de rating baseada no modelo ordered probit, que seja capaz de replicar o nível de rating de uma determinada agência, e assim conseguir estimar o nível de rating para aqueles bancos que não têm a referida classificação de rating

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Cacho, Beatriz Ferreira. "Satisfação do colaborador nos setores da saúde e tecnológico." Master's thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/20879.

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Mestrado em Métodos Quantitativos para a Decisão Económica e Empresarial
Utilizando os modelos ordenados probit e logit estimou-se a probabilidade de três níveis de satisfação laboral com base em dados relativos a duas empresas (um hospital e uma empresa tecnológica). Deste modo, foram estimados três modelos. Um primeiro que incorpora as duas empresas e os outros dois para o hospital e para a empresa tecnológica. Embora o ponto de partida da análise empírica fosse o modelo global concluiu-se que, estatisticamente, seria pertinente avançar com regressões separadas por empresa. Nos três tipos de modelos os fatores que sumariam as questões de satisfação sobre assuntos em particular, revelaram-se estatisticamente significativos. No modelo global, apenas duas variáveis de escolaridade se revelaram significativas, manifestando impactos positivos no nível de satisfação mais elevado e negativos nos dois níveis de satisfação mais baixos. Da análise do modelo parcial do hospital concluiu-se que as idades mais jovens são estatisticamente significativas e apresentam impactos negativos no nível de satisfação mais elevado. Ao nível das funções, as variáveis Médicos e Técnicos de Saúde são estatisticamente significativas e o impacto de pertencer a uma destas funções em níveis de satisfação mais elevados é positivo. No que se refere às direções apenas a Direção Clínica é estatisticamente significativa e o impacto desta em níveis de satisfação mais elevados é negativo. Da análise do modelo parcial da empresa tecnológica é percetível que apenas as idades entre os 36 e os 45 anos e os 46 e os 55 anos são estatisticamente significativas apresentando impactos positivos no nível de satisfação mais elevado.
Using ordered probit and logit models, the probability of three levels of job satisfaction was estimated based on data from two companies (a hospital and a tech company). In this way, three models were estimated. One that incorporates the two companies and the other two for the hospital and the technology company. Although the starting point of the empirical analysis was the global model it was concluded that, statistically, it would be pertinent to proceed with regressions separated by company. In the three models, the factors that summarize the satisfaction issues on specific subjects, proved to be statistically significant. In the global model, only two schooling variables proved to be significant, with positive impacts on the highest level of satisfaction and negative impacts on the two lowest levels of satisfaction. From the analysis of the partial model of the hospital, it was concluded that younger ages are statistically significant and have negative impacts on the highest level of satisfaction. In terms of functions, the variables Doctors and Health Technicians are statistically significant and the impact of belonging to one of these functions in higher levels of satisfaction is positive. As for the directions, only the Clinical Direction is statistically significant and its impact on higher levels of satisfaction is negative. From the analysis of the partial model of the tech company, it is noticeable that only the ages between 36 and 45 years and 46 and 55 years are statistically significant, with positive impacts on the highest level of satisfaction.
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Hirk, Rainer, Kurt Hornik, and Laura Vana. "Multivariate Ordinal Regression Models: An Analysis of Corporate Credit Ratings." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5389/1/Report132_lvana.pdf.

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Correlated ordinal data typically arise from multiple measurements on a collection of subjects. Motivated by an application in credit risk, where multiple credit rating agencies assess the creditworthiness of a firm on an ordinal scale, we consider multivariate ordinal models with a latent variable specification and correlated error terms. Two different link functions are employed, by assuming a multivariate normal and a multivariate logistic distribution for the latent variables underlying the ordinal outcomes. Composite likelihood methods, more specifically the pairwise and tripletwise likelihood approach, are applied for estimating the model parameters. We investigate how sensitive the pairwise likelihood estimates are to the number of subjects and to the presence of observations missing completely at random, and find that these estimates are robust for both link functions and reasonable sample size. The empirical application consists of an analysis of corporate credit ratings from the big three credit rating agencies (Standard & Poor's, Moody's and Fitch). Firm-level and stock price data for publicly traded US companies as well as an incomplete panel of issuer credit ratings are collected and analyzed to illustrate the proposed framework.
Series: Research Report Series / Department of Statistics and Mathematics

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Hirk, Rainer, Kurt Hornik, and Laura Vana. "Multivariate ordinal regression models: an analysis of corporate credit ratings." Springer Berlin Heidelberg, 2018. http://dx.doi.org/10.1007/s10260-018-00437-7.

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Correlated ordinal data typically arises from multiple measurements on a collection of subjects. Motivated by an application in credit risk, where multiple credit rating agencies assess the creditworthiness of a firm on an ordinal scale, we consider multivariate ordinal regression models with a latent variable specification and correlated error terms. Two different link functions are employed, by assuming a multivariate normal and a multivariate logistic distribution for the latent variables underlying the ordinal outcomes. Composite likelihood methods, more specifically the pairwise and tripletwise likelihood approach, are applied for estimating the model parameters. Using simulated data sets with varying number of subjects, we investigate the performance of the pairwise likelihood estimates and find them to be robust for both link functions and reasonable sample size. The empirical application consists of an analysis of corporate credit ratings from the big three credit rating agencies (Standard & Poor's, Moody's and Fitch). Firm-level and stock price data for publicly traded US firms as well as an unbalanced panel of issuer credit ratings are collected and analyzed to illustrate the proposed framework.

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Ivaschenko, Iryna. "Essays on corporate risk, U.S. business cycles, international spillovers of stock returns, and dual listing." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (EFI), 2003. http://www.hhs.se/efi/summary/625.htm.

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Heersema, Nicole Amanda. "A Low Order Aerodynamic Model of Embedded Total Temperature Probes." Thesis, Virginia Tech, 2014. http://hdl.handle.net/10919/50937.

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Measurement of the total conditions downstream of fans is of primary importance to aeroengine development. Historically, these measurements have been acquired with the use of traditional total condition probes mounted to the guidevanes or engine cowling; however, such a setup can have significant impact on the flow. Difficulties in obtaining direct measurements with traditional total conditions probes have led to the development of an embedded shielded probe. In order to support this development, a model was desired to be developed that accurately modelled the recovery using a low-order analysis that could be implemented quickly. The creation and validation of such a model is the primary focus of the present research. Of secondary interest is to prove the hypothesis that aerodynamics will dominate the recovery of such a sensor. Based around the calculations for recovery used by Moffat, the model uses a linear vortex panel method to calculate the aerodynamics of the sensor. Higher order corrections were also suggested to improve the accuracy of the model. Several of these corrections, which take into account compressibility and variance of individual recovery factors, were included in the final model. Other corrections, such as improved paneling for the panel method and the inclusion of pitch angle have not been incorporated at this time but are part of an ongoing effort to improve and expand the capabilities of the model. Model validation was performed in three steps, starting with comparing the calculations for the recovery without aerodynamics to values present in literature for traditional Shielded probes. The aerodynamics and the panel method used to generate them were validated separately using the widely available program Xfoil. Validation of the combined model could only be accomplished via experimental testing. Several sensors, based on the predictions of the model, were 3D printed for use in experimental testing. Three key geometric parameters were identified and varied within the limits of interest to create the set of sensors tested. The purpose of this was two-fold. One: validate the model or identify key missing aerodynamic effects for inclusion. Two: prove the secondary hypothesis that aerodynamics will dominate the recovery. Testing was performed at a range of Mach numbers, yaw angles, and pitch angles commonly present in aeroengines. The data collected for model validation were simultaneously used to prove the hypothesis that aerodynamic effects dominated the recovery. This hypothesis was concluded to be true for the range of parameters tested. The model was determined to be valid for the range of parameters tested, although with the caveat that not all aerodynamic effects are fully accounted for and physical testing or CFD analysis is advised to verify results once design parameters have been narrowed down sufficiently. Further refinement of the experimental data and investigation of the aerodynamic effects are the subject of further study.
Master of Science

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Domingos, Vânia Marisa Almeida. "Modelos de rating : construção e aplicação de probit ordenado para atribuição de notações financeiras." Master's thesis, Instituto Superior de Economia e Gestão, 2018. http://hdl.handle.net/10400.5/17655.

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Mestrado em Métodos Quantitativos para a Decisão Económica e Empresarial
Face à necessidade de definir uma ferramenta abrangente de avaliação da situação creditícia do Banco Atlântico Europa (ATLE), dado o incremento de negócio verificado nos últimos anos, e a vontade de melhorar o processo de análise e monitorização de crédito para o segmento ?Empresas?, surgiu a oportunidade de auxiliar no desenvolvimento do Modelo de Rating Interno da Instituição aplicado a Empresas. Esta é uma ferramenta cuja finalidade é de modelar e descrever através do uso de notações financeiras o risco inerente a operações creditícias, quantificando o risco associado e considerando-o na tomada de decisão através da notação de rating. No âmbito do trabalho desenvolvido, a notação de rating desempenha o papel de medida de risco, relacionada com a probabilidade estimada de incumprimento de uma empresa e é um fator determinante para a construção da notação de rating. O trabalho desenvolvido veio também auxiliar à determinação das variáveis quantitativas mais pertinentes aquando da atribuição do rating, com destaque para os rácio de rendibilidade do ativo, dos capitais próprios e de autonomia financeira através da quantificação dos efeitos parciais médios destas variáveis sobre a variável de interesse. Ressalvando a dinâmica do mercado onde os bancos atuam, importa considerar o espectro limitado de variáveis independes sobre as quais incidiu o estudo e a tipologia das mesmas. A notação financeira de empresas depende também de fatores externos à própria empresa, como fatores macroeconómicos que podem influenciar diretamente a notação atribuída e que não foram tidos em conta nesta análise.
Banco Atlantico Europa (ATLE) has experienced an increase in business volume over the last few years. This, allied with tighter compliance requirements from the main regulatory entities, led to the need of creating a credit analysis instrument. Thus, the Internal Rating Model of the institution was developed, with the goal of modelling and standardizing, via thorough financial analysis, the level of risk inherent to credit operations. This is a tool whose purpose is to model and describe, by financial ratings, the risk inherent in credit operations, quantifying the associated risk and considering it in the decision making through the rating, with the estimated probability default considered the determining factor for the construction of the rating. The credit rating represents a measure of risk, related with the estimated probability of default of a company and it is a determinant factor for the models here developed. The application of this model also helped to determine the most relevant quantitative variables at the time of rating, with emphasis on the asset return, equity and financial autonomy ratio by quantifying the average partial effects of these variables on the variable of interest. Given the dynamics of the market where banks operate, it is important to consider the limited spectrum of independent variables on which the study was based. The financial ratings of companies also depend on external factors to the company itself, such as macroeconomic factors that can directly influence the attribution of the ratings and that were not considered in this analysis.
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Albuquerque, André Massena de. "Sovereign credit rating mismatches." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/12629.

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Mestrado em Economia Monetária e Financeira
Este trabalho analisa que fatores, entre os determinantes de ratings soberanos encontrados na literatura, são responsáveis pelas diferenças entre os ratings de crédito soberanos de diferentes agências de rating, no período 1980-2015. Para tal, utilizaram-se modelos probit ordenados e simples de efeitos aleatórios com o objetivo de avaliar o poder explicativo de um conjunto de variáveis macroeconómicas e governamentais. Os resultados obtidos com os modelos estimados indicam que o saldo estrutural e a existência de um default nos últimos dez anos são as variáveis menos significativas enquanto o nível de dívida líquida, o saldo orçamental, o PIB per capita e a existência de um default nos últimos cinco anos são as variáveis que mais explicam as diferenças entre ratings de agências distintas.
In this work we study the factors, among the determinants of sovereign ratings found in the literature, leading to differences in sovereign credit ratings from different agencies, for the period 1980-2015. We employ random effects ordered and simple probit approaches to assess the explanatory power of different macroeconomic and government variables. Our results point to an average performance of the estimated models. Structural balance and the existence of a default in the last ten years were the least significant variables whereas the level of net debt, budget balance, GDP per capita and the existence of a default in the last five years were found to be the most relevant variables explaining the rating differences across agencies.

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Goodell, Brian Carpenter, and Brian Carpenter Goodell. "Probing Intracavity Plasma Dynamics with Higher-Order Transverse Modes." Thesis, The University of Arizona, 2017. http://hdl.handle.net/10150/625686.

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Extreme ultraviolet (XUV) frequency combs exhibit promise for enabling high-precision spectroscopic measurements of myriad chemical species for the first time. Coherent XUV radiation can be generated through high harmonic generation (HHG) in femtosecond enhancement cavities. HHG efficiency is limited by nonlinear phase shifts induced by residual intracavity plasma. The goal of this work is to gain insight regarding plasma dynamics in order to allay the detrimental effects of plasma interactions. Our approach is to conduct simulations of cavity pump-probe experiments by probing with higher-order transverse modes. We propose methods for estimating spatial plasma profiles, gas jet velocities, and the plasma recombination coefficient based on measurements of plasma-induced phase shifts. Beam distortion due to plasma interaction is analyzed and used as another reference for plasma dynamics.

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Oliveira, Vasco Miguel Silva. "Impact of credit ratings in crisis-hit countries : an application with Markov Chains." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/8984.

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Mestrado em Ciências Actuariais
As notações de crédito têm sido amplamente discutidas em anos recentes, principalmente devido aos possíveis impactos que estes têm na economia. Após a crise financeira de 2008 e sem possibilidade de desenvolverem uma política monetária expansionária, os países mais atingidos pela crise tais como Portugal e Espanha continuam a tentar simultaneamente reduzir a despesa pública e reanimar as suas economias, de modo a ver os seus esforços recompensados com um aumento da notação das suas dívidas soberanas. Nesta dissertação estudamos uma abordagem diferente ao analisar o impacto de alterações nas notações de crédito soberano nos mercados bolsistas. Começamos por estimar um modelo probit ordenado para uma forma segmentada do mercado bolsista. Prosseguimos a análise ao observar a reacção do modelo assumindo diferentes percentis da notação de crédito. Terminamos com algumas sugestões de possíveis aprofundamentos de investigação.
Credit ratings have been fairly discussed in recent years, primarily because of the possible impacts they have in the economy. After the financial crisis of 2008 and with no autonomy to pursue an expansionary monetary policy, crisis-hit countries such as Portugal and Spain are still struggling to control their public debt and reviving the economy simultaneously, while trying to be upgraded in their sovereign credit ratings. In this dissertation we propose a different approach in analysing the impact of changes in sovereign credit ratings on stock markets. We study the evolution of a segmented form of the stock market index for several crisis-hit countries, including both European and Asian markets. Such evolution is initially modelled by a homogeneous Markov chain, where the transition probabilities from one starting level of the index to a new (lower or higher) level in the next period depend on some explanatory variables, which include the country's rating, GDP and interest rate, through an ordered probit model. We then inspect the model's reaction to changes of credit ratings at different percentiles of their distribution. Finally, we suggest some possible extensions of research and applications.

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Benitez, Rogério Martin. "Impactos das preferências ambientais sobre os resultados dos métodos de análise conjunta de valoração ambiental : rating e ranking contingent." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2005. http://hdl.handle.net/10183/10351.

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Uma das grandes dificuldades na mensuração monetária dos bens e serviços naturais, ou ambientais, reside na valoração do não-uso dos mesmos. Enquanto que o valor de uso de um recurso ambiental pode ser obtido através do mercado, que revela as preferências do consumidor, o valor de não-uso somente pode ser apropriado através do uso de mercados hipotéticos. Dentre as técnicas utilizadas, o método de valoração contingente (CVM) é o mais tradicional mas na última década, diversos economistas têm se voltado para novas abordagens evoluídas das áreas de marketing e transportes. Esses métodos, classificados como de análise conjunta (conjoint analysis) que podem ser, ainda, subdivididos em rating contingent e ranking contingent, são o estudo desse trabalho. O objetivo principal foi comparar os resultados, obtidos por um mesmo conjunto de observações, para as principais estatísticas referentes a precisão dos métodos, quando sujeitas a várias formas funcionais de utilidade, distintos graus de preferência ambiental dos consumidores e diferentes métodos de estimação. Além disso, é apresentada uma síntese crítica dos métodos em análise e os procedimentos metodológicos para o desenvolvimento e aplicação dos mesmos. Para a realização dessa análise, primeiramente foram definidos coeficientes para as utilidades dos bens – ambiental, não ambiental e monetário. Posteriormente, fez-se uso da técnica de Monte Carlo para a simulação da situação/problema e, ao final, foram utilizados os modelos de variável dependente discreta (probit ou logit ordenados) para a estimação final dos parâmetros definidos ex-ante. Constatou-se que o uso do modelo logit ordered para a estimação dos verdadeiros parâmetros mostrou-se mais preciso para a estimação dos coeficientes do que o uso do probit ordenado. Dentre as técnicas em análise, o método de valoração denominado rating contingente apresentou melhores resultados do que o ranking. No que tange às formas funcionais da utilidade e preferências dos consumidores, não foi possível constatar uma relação entre a qualidade das estimativas e a forma funcional. Foi possível, ainda, verificar que os métodos rating e ranking contingente estão bem fundamentados na teoria microeconômica, contudo, verifica-se a dificuldade de se encontrar um valor econômico total a todas as situações que envolvem bens ambientais, pois existem dificuldades a serem vencidas, não especificas aos métodos de valoração mas comum à economia ambiental.
The difficulties in giving monetary values on natural services and goods comes from valuing the non-use of them. Although the use value of environmental resources can be appropriated from the market that indicates the consumer preferences, the non-use value can only be appropriated through the hypothetic market. The contingent valuation method (CVM) is the most traditional of the techniques in use, but in the last decade, some economists have directed themselves toward new approaches in the marketing and transport areas. The goal of this work are the methods classified as conjoint analysis, which may be separated into rating contingent and ranking contingent. The main objective is the analysis of the statistics to compare the precision of the methods when submitted to different utility function forms, distinct levels of environmental preferences and diverse estimation methods. It presents, also, a synthesis of the analyzed methods and the methodological procedure to the development and application of the methods. The execution of that work was defined ex-ante the coefficients for the utilities of the goods – being monetary, environmental and non-environmental. Later it was necessary the use of Monte Carlo Method to simulate the situation that was posteriorly solved – being the coefficients estimated - with the use of discrete dependent variable models – ordered probit and ordered logit. Ordered logit model showed to be the most precise in estimating real parameters than ordered probit. The rating contingent get the best results when compared to the ranking contingent. It was not possible to get a good relation between the goods estimates and the functional form of consumer preference. In closing, it was possible to verify that the rating and ranking contingent methods have basis in the microeconomic theory although the difficulties into getting the total economic value of ambiental sources was cleared, as the problems aren´t specified to the methods studied but are general to the environmental economy.

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VENEZIANI, MARIO. "Tre saggi sull'economia dello sviluppo." Doctoral thesis, Università Cattolica del Sacro Cuore, 2010. http://hdl.handle.net/10280/826.

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La presente tesi raggruppa tre contributi che analizzano la partecipazione dei minori ad attività lavorative e scolastiche in Marocco, le variabili correlate con il benessere individuale e le differenze nei livelli salariali in Albania. I tre saggi tentano di fornire analisi empiriche basate sulla letteratura più recente e di contribuire allo sviluppo della metodologia quantitativa più comunemente utilizzata.
The present thesis is a collection of three contributions which investigate children’s schooling and labour participation in Morocco, the correlates of subjective well being and the differences in wage levels in Albania. The papers try to carry out empirical analyses of these issues based on the most recent developments in the relevant literature and to contribute to the empirical methodology commonly used.

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Gauthier, David. "Imagerie nanométrique ultra-rapide par diffraction cohérente de rayonnement extrême-UV produit par génération d'harmoniques d'ordre élevé." Phd thesis, Université Paris Sud - Paris XI, 2012. http://tel.archives-ouvertes.fr/tel-00734344.

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Ce manuscrit présente des expériences d'imagerie par diffraction réalisées en utilisant une source de rayonnement cohérent basée sur la génération d'harmoniques d'ordre élevé d'un laser Ti:Sa. Elles démontrent que cette source extrême-UV de laboratoire produit un nombre suffisant de photons par impulsion pour enregistrer une figure de diffraction d'objets tests en " simple tirs ". Le signal ainsi enregistré permet l'obtention d'une image de l'objet avec une résolution d'une centaine de nanomètres. Deux schémas sont utilisés pour reconstruire l'objet : le premier utilise un algorithme itératif de reconstruction de la phase perdue pendant la détection de la figure de diffraction ; le second utilise une configuration holographique par transformée de Fourier. Les travaux réalisés comportent deux parties. La première concerne l'optimisation de la source harmonique et inclut une étude expérimentale d'un dispositif de filtrage spatial du faisceau laser de génération par propagation dans une fibre creuse. La seconde partie présente les expériences d'imagerie par diffraction, et notamment une démonstration du schéma holographique HERALDO qui est une extension de l'holographie par transformée de Fourier à des références en forme de polygones. L'utilisation de ces références " étendues " a pour avantage d'optimiser l'enregistrement holographique tout en conservant une reconstruction directe et sans ambigüité de l'objet. Une analyse signal-sur-bruit ainsi qu'une comparaison des reconstructions d'hologramme pour différentes formes de références sont effectuées.

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Ge, Xunyou. "Imagerie ultrarapide à l’échelle nanométrique par diffraction XUV cohérente." Thesis, Paris 11, 2012. http://www.theses.fr/2012PA112361/document.

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Imager des objets non-périodiques à une échelle nanométrique et à une échelle femto seconde est un vrai challenge à notre époque. Les techniques d’imagerie « sans lentille » sont des moyens puissants pour répondre à ce besoin. En utilisant des sources ultrarapide (~fs) et cohérente (ex. laser à électron libre ou harmoniques d’ordres élevés), ces techniques nous permettent de reconstruire des objets à partir de leur figure de diffraction, remplaçant les optiques conventionnelles du système d’imagerie par un algorithme informatique. Dans ce travail de thèse, je présent des expériences d’imageries en utilisant un rayonnement extrême-UV (15~40 nm) produit par la génération d’harmoniques d’ordre élevé d’un laser infrarouge puissant. Ce manuscrit est constitué d’une introduction, un chapitre de background théorique, trois chapitres de travail de thèse et une conclusion générale avec perspectives. La première partie du travail de thèse porte sur les développements et caractérisations de la ligne de lumière avec l’objectif de générer maximum de photons harmoniques cohérents avec un front d’onde plat. La deuxième partie est consacrée aux expériences et analyses de trois techniques d’imageries « sans lentille » : Imagerie par diffraction cohérente (CDI), Holographie par la transformée de Fourier (FTH) et Holographie avec références étendues (HERALDO). Ces derniers nous permettent de reconstruire des objets avec une résolution spatiale de 78 nm dans le cas de CDI et de 112 nm dans le cas de HERALDO, tous les deux avec une résolution temporaire de 20 fs. La troisième partie est une première application physique de l’imagerie sur la ligne harmonique. Il s’agit des études statiques et dynamiques de nano-domaines magnétique avec une résolution spatiale sub-100 nm à l’échelle femto seconde. Perspective des techniques d’imagerie 3D et développement potentiel de la ligne d’harmoniques sont présentés à la fin
Ultrafast imaging of isolated objects with nanometric spatial resolution is a great challenge in our time. The lensless imaging techniques have shown great potential to answer this challenge. In lensless imaging, one can reconstruct sample images from their diffraction patterns with computational algorithms, which replace the conventional lens systems. Using ultrafast and coherent light sources, such as free electron laser and high order harmonics, one can investigate dynamic phenomena at the femtosecond time scale. In this thesis work, I present the lenless imaging experiments using XUV radiation provided by a laser driven high order harmonic beamline. The manuscript is composed of an introduction, a chapter of theoretical background, three chapters of main research work and a general conclusion with perspectives. The first part of this work concerns the development of the harmonic beamline to optimize the illumination condition for lensless imaging. The second part concentrates on the imaging techniques: the Coherent Diffraction Imaging (CDI), the Fourier Transform Holography (FTH) and the Holography using extended references (HERALDO). The reconstructions have achieved 78 nm spatial resolution in case of CDI and 112 nm resolution in case of HERALDO, both in single-shot regime corresponding to a temporal resolution of 20 fs. The third part presents the first physical application on the harmonic beamline using the lensless imaging. Samples with magnetic nano-domains have been studied with sub-100 nm spatial resolution, which paves the way for ultrafast magnetic dynamic studies. At the end, single-shot 3D imaging and further beamline development have been discussed

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Achuo, George. "Partner satisfaction and renewal likelihood in consumer supported agriculture (CSA) : a case study of The Equiterre CSA network." Thesis, McGill University, 2003. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=19555.

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"Bayesian analysis in censored rank-ordered probit model with applications." 2013. http://library.cuhk.edu.hk/record=b5549715.

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在日常生活和科学研究中产生大量偏好数据，其反应一组被关注对象受偏好的程度。通常用排序数据或多元选择数据来记录观察结果。有时候关于两个对象的偏好没有明显强弱之分，导致排序产生节点，也就是所谓的删失排序。为了研究带有删失的排序数据，基于Thurstone的随机效用假设理论我们建立了一个对称贝叶斯probit模型。然而，参数识别是probit模型必须解决的问题，即确定一组潜在效用的位置和尺度。通常方法是选择其中一个对象为基，然后用其它对象的效用减去这个基的效用，最后我们关于这些效用差来建模。问题是，在用贝叶斯方法处理多元选择数据时，其预测结果对基的选择有敏感性，即选不同对象为基预测结果是不一样的。本文，我们虚构一个基，即一组对象偏好的平均。依靠这个基，我们为多元选择probit模型给出一个不依赖于对象标号的识别方法，即对称识别法。进一步，我们设计一种贝叶斯算法来估计这个模型。通过仿真研究和真实数据分析，我们发现这个贝叶斯probit模型被完全识别，而且消除通常识别法所存在的敏感性。接下来，我们把这个关于多元选择数据建立的probit模型推广到处理一般删失排序数据，即得到对称贝叶斯删失排序probit 模型。最后，我们用这个模型很好的分析了香港赌马数据。
Vast amount of preference data arise from daily life or scientific research, where observations consist of preferences on a set of available objects. The observations are usually recorded by ranking data or multinomial data. Sometimes, there is not a clear preference between two objects, which will result in ranking data with ties, also called censored rank-ordered data. To study such kind of data, we develop a symmetric Bayesian probit model based on Thurstone's random utility (discriminal process) assumption. However, parameter identification is always an unavoidable problem for probit model, i.e., determining the location and scale of latent utilities. The standard identification method need to specify one of the utilities as a base, and then model the differences of the other utilities subtracted by the base. However, Bayesian predictions have been verified to be sensitive to specification of the base in the case of multinomial data. In this thesis, we set the average of the whole set of utilities as a base which is symmetric to any relabeling of objects. Based on this new base, we propose a symmetric identification approach to fully identify multinomial probit model. Furthermore, we design a Bayesian algorithm to fit that model. By simulation study and real data analysis, we find that this new probit model not only can be identifed well, but also remove sensitivities mentioned above. In what follows, we generalize this probit model to fit general censored rank-ordered data. Correspondingly, we get the symmetric Bayesian censored rank-ordered probit model. At last, we apply this model to analyze Hong Kong horse racing data successfully.
Detailed summary in vernacular field only.
Pan, Maolin.
Thesis (Ph.D.)--Chinese University of Hong Kong, 2013.
Includes bibliographical references (leaves 50-55).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Abstract also in Chinese.
Chapter 1 --- Introduction --- p.1
Chapter 1.1 --- Overview --- p.2
Chapter 1.1.1 --- The Ranking Model --- p.2
Chapter 1.1.2 --- Discrete Choice Model --- p.4
Chapter 1.2 --- Methodology --- p.7
Chapter 1.2.1 --- Data Augmentation --- p.8
Chapter 1.2.2 --- Marginal Data Augmentation --- p.8
Chapter 1.3 --- An Outline --- p.9
Chapter 2 --- Bayesian Multinomial Probit Model Based On Symmetric I-denti cation --- p.11
Chapter 2.1 --- Introduction --- p.11
Chapter 2.2 --- The MNP Model --- p.14
Chapter 2.3 --- Symmetric Identification and Bayesian Analysis --- p.17
Chapter 2.3.1 --- Symmetric Identification --- p.18
Chapter 2.3.2 --- Bayesian Analysis --- p.21
Chapter 2.4 --- Case Studies --- p.25
Chapter 2.4.1 --- Simulation Study --- p.25
Chapter 2.4.2 --- Clothes Detergent Purchases Data --- p.27
Chapter 2.5 --- Summary --- p.29
Chapter 3 --- Symmetric Bayesian Censored Rank-Ordered Probit Model --- p.30
Chapter 3.1 --- Introduction --- p.30
Chapter 3.2 --- Ranking Model --- p.33
Chapter 3.2.1 --- Ranking Data --- p.33
Chapter 3.2.2 --- Censored Rank-Ordered Probit Model --- p.35
Chapter 3.2.3 --- Symmetrically Identified CROP Model --- p.36
Chapter 3.3 --- Bayesian Analysis on Symmetrically Identified CROP Model --- p.37
Chapter 3.3.1 --- Model Estimation --- p.38
Chapter 3.4 --- Application: Hong Kong Horse Racing --- p.41
Chapter 3.5 --- Summary --- p.44
Chapter 4 --- Conclusion and Further Studies --- p.45
Chapter A --- Prior for covariance matrix with trace augmented restriction --- p.47
Chapter B --- Derivation of sampling intervals --- p.49
Bibliography --- p.50

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28

Lee, Sangwon active 2013. "Interaction and marginal effects in nonlinear models : case of ordered logit and probit models." 2013. http://hdl.handle.net/2152/22588.

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Interaction and marginal effects are often an important concern, especially when variables are allowed to interact in a nonlinear model. In a linear model, the interaction term, representing the interaction effect, is the impact of a variable on the marginal effect of another variable. In a nonlinear model, however, the marginal effect of the interaction term is different from the interaction effect. This report provides a general derivation of both effects in a nonlinear model and a linear model to clearly illustrate the difference. These differences are then demonstrated with empirical data. The empirical study shows that the corrected interaction effect in an ordered logit or probit model is substantially different from the incorrect interaction effect produced by the margins command in Stata. Based on the correct formulas, this report verifies that the interaction effect is not the same as the marginal effect of the interaction term. Moreover, we must be careful when interpreting the nonlinear models with interaction terms in Stata or any other statistical software package.
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29

Hung, Yu-Ting, and 洪鈺婷. "Applying Bayesian Ordered Probit Model to Analyze Discrete Marketing Survey Data." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/4t68mj.

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碩士
國立臺北科技大學
經營管理系碩士班
100
In survey research, itemized rating scale, such as Likert scale, is commonly used to determine a degree of agreement or disagreement with each of a series of statements about an object, such as customer satisfaction measurement and purchase intention. Even though itemized rating scale has been widely applied in survey method, researchers may encounter the following problem in data anlysis. First, ignoring the discrete aspect of these data can cause estimation biases in statistical inferences. Second, consumer heterogeneity cannot be studied because data collected from a questionnaire is cross-sectional. Third, researchers often want to study the relationship between two different sets of variables in a questionnaire. To address these issues, a Bayesian ordered probit model is proposed in this research to analyze itemized rating-scale data. The estimation procedure of Markov Chain Monte Carlo is also developed to estimate the proposed model. The proposed model is illustrated by a beer survey data. The empirical result shows that each respondent has different scale usage behavior. The smaller Likert score has the small variance of the scale cut-off value. This finding invalidates the assumption of equal spacing of cut-off values in conventional data analysis method. In addition, it also shows that respondents who talk about things philosophically when they drink with their friends and who tend to buy different brands than their friends have greater tendency to try new or special beer brands.

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30

Teixeira, Marta Ferro. "The policy reaction function of the Ecb: an ordered-probit model." Master's thesis, 2021. http://hdl.handle.net/10362/121943.

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Based on Ordered-Probit models, I estimate the monetary policy reaction function of the European Central Bank between 2001 and 2019. Results show that the ECB does display a forward-looking behaviour. Inflation and output growth projections play a significant role in their monetary policy decisions. Moreover, yield spreads across euro area countries do not seem to be significant on their decision. Therefore, the possibility of a secondary mandate related to financial markets’ stability is not confirmed, according to my results. Lastly, marginal effects on the ordered probit regressions, show that forecasts on output growth have the largest weight on monetary policy decisions.

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31

Liu, Cheng-Chun, and 劉政君. "Predicting Credit Rating Using the Dynamic Ordered Probit Model with Autocorrelation Structure." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/uqqpzx.

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碩士
國立東華大學
應用數學系
96
Ordered probit model for using a single cross-section of companies to predict bond ratings have been proposed by Kaplan and Urwitz, and extend by Blume et al. for using the panel data of companies. This is a dynamic ordered probit model (DOPM). The methodology of Blume et al. assume that the time series of each individual company is zero correlation structure. In this paper, we will use generalized estimating equations (Lipsitz et al., 1994) approach to estimate the parameters of DOPM with autocorrelation structure. Through the literature, the explanatory variables was selected from accounting variables in Poon (2003) and Pettit et al. (2004), market-driven variables in Shumway (2001), and the KMV-Merton default probabilities (Merton, 1974; Bharath and Shumway, 2007). Incorporate industry effects in Chava and Jarrow (2004) and Pettit et al. (2004). We will compare the difference of estimation and prediction between DOPM with autocorrelation and zero correlation structure. The empirical result of the holdout sample demonstrates that, the prediction accuracy rate of the model with autocorrelation structure is more than the model with zero correlation structure.

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32

Huang, Hsiao Tung, and 黃曉彤. "Study on Domestic Tourist Satisfaction─An Application of the Ordered Probit Model." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/8qn636.

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33

Li, Fuh-Iou, and 李阜優. "THE CONSTRUCTION TO BANK LOAN DECISION-MAKING SYSTEM BASED ON ORDERED PROBIT MODEL." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/61104588193745783283.

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碩士
國立中正大學
會計所
95
Generally speaking, 5P Principle is used to examine loan customers’ credit quality. Also, Logit and Probit regression models are used to predict the future sovereignty of borrowers. This research is trying to establish a Bank Loan Decision-making System based on Ordered Probit Model (OPM). The result shows that these three models (OPM, Logit and Probit) all have excellent total prediction ability. Among the three models, OPM is more effective when the dependent variables is ordinal. On other management applications, OPM still has its practicality and necessity. For instance, OPM not only sets up interest rate in accordance with different credit rank, but also brings different bad debt allowance for uncollectible and so on.

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34

Baigaltugs, Tsatsral, and Tsatsral Baigaltugs. "To Compare Customer Satisfaction via Luxury Hotel Cases-An Application of Ordered Probit Model." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/60092960743892361728.

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碩士
亞洲大學
經營管理學系碩士班
100
ABSTRACT The purpose of this study is to analyze and compare customer satisfaction in the luxury hotel cases between Taiwan and Mongolia. Kano model is used to analyze the target population of customers of luxury hotel via questionnaire survey. Total of 156 luxury hotel customers participated in the survey. And it’s also applied ordered probit model to analyze the factors affecting customer satisfaction. Firstly, this study employed Kano questionnaire to categorize hotel service items. Secondly, by using ordered probit regression, to compare and to get the influence of determinant factors on customer satisfaction in luxury hotel were analyzed. The results suggest that hotel owners should pay attention to “must be” or “one-dimensional” quality attributes in order to get higher level of satisfaction for their customers. Ordered probit model was estimated to analyze service factors influencing to customer satisfaction level. Based on empirical findings, Recreation and Room/Suites service heavy-weighted affect to customer satisfaction. And the income and age of customers are positive relationships with luxury hotel service. Keywords: Customer satisfaction, Luxury hotel, Kano model, Ordered Probit model

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35

Liu, Kai-hao, and 劉鎧豪. "Disclosure of Information Transparency of Multinational Corporations In Taiwan: An Application of The Ordered Probit Model." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/ju68bp.

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碩士
國立中正大學
財務金融研究所
103
Modern multinational corporations originated in the nineteenth century. With the increasingly competitive international environment, multinational corporations business becomes complex. Multinational corporation governance have more stringent system to manager. In the OECD Corporate Governance Six principles, the disclosures of information is an important index. This study uses the TWSE information which evaluates the information disclosure and transparence ranking system, and combine the ordered probit model to discuss the disclosure of information between the multinational corporations and non-multinational corporations in Taiwan. The empirical results revealed the following facts. When in the lower quality degree of information disclosures, other conditions are equal, the information disclosures performance of the multinational corporations is better than the non-multinational corporations in Taiwan. When in the higher quality degree of information disclosures, the information disclosures performance of the multinational corporations is worse than the non-multinational corporations in Taiwan. In addition, when in the higher quality degree of information disclosures, the effect of the top ten shareholders to promoting the higher quality degree of information disclosures is worse. When in the lower quality degree of information disclosures, the effect of the top ten shareholders to promoting the lower quality degree of information disclosures is better.

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36

Tsai, Wan-Chieh, and 蔡宛倢. "An Analysis of Income Inequality with the Ordered Probit Model: A Comparison of Countries of the International Organizations." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/4n94jr.

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碩士
中原大學
企業管理研究所
93
Amount of literatures have emerged to detect the relationship between economic growth and income inequality with the path of economic development and globalization. Gini coefficient was adapted to measure inequality and classified into 4 levels. The ordered probit model was applied to conduct the analysis for income inequality, basing on 20 countries for the period from 1993 to 2000. Then the marginal effect was provided to examine the key elements that would influence the GINI rating changes. The empirical results indicated that export incentives (EXC) and poverty countries (POV) would lead to positive impact on the GINI rating. EU and APEC have negative impact on GINI rating comparing to LAIA. Moreover, the marginal effect revealed that export incentives (EXC) would increase inequality for countries with higher inequality and reduce inequality for those with relative even income distribution. APEC an EU are with higher efficiency moving from inequality to equality comparing to those countries in LAIA.

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Huang, Chen Shun, and 黃建順. "Analysis of Intraday''s Discrete Price Changes in Taiwan Stock Market -- The Application of Ordered Probit, Multinomial Logit Model." Thesis, 1994. http://ndltd.ncl.edu.tw/handle/36630135936411377868.

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38

Oliveira, Ana Patrícia Cruz Gameiro da Palma de. "A qualidade do serviço nos hotéis de cinco estrelas em Portugal." Master's thesis, 2008. http://hdl.handle.net/10071/676.

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Classificação do JEL: M31, M30.
Dado o crescente fenómeno competitivo da indústria hospitaleira, o objectivo deste estudo foi aumentar a compreensão das percepções sobre a qualidade do serviço de um hotel, da perspectiva dos seus consumidores. Além disso, este estudo também pretendeu explorar a relação entre a satisfação global e oito factores de qualidade num serviço, sendo eles “higiene e limpeza”, “decoração”, “conforto”, “funcionários”, “alimentação e bebidas”, “serviços de apoio”, “quarto”, e “preço”, no contexto dos hotéis de luxo em Portugal. Esta pesquisa acedeu às percepções da qualidade do serviço nos hotéis de cinco estrelas em Portugal através da aplicação de um questionário. Este estudo incidiu em oito hotéis portugueses de cinco estrelas e abrangeu uma amostra de 155 respondentes (hóspedes desses hotéis que, de livre vontade, responderam, correctamente, ao questionário distribuído nos hotéis). Os dados recolhidos foram analisados em SPSS. Para aceder às variáveis com maior impacto na satisfação global recorreu-se a um modelo de regressão ordinal (Ordered Probit Model). Verificámos os seguintes resultados: são os funcionários (primeiro lugar), o conforto (em segundo) e o preço (em terceiro) que mais influenciam a satisfação global, num hotel de cinco estrelas. É ainda importante salientar o nível de precisão do modelo estimado, o qual classificou correctamente 72.9% dos casos.
Given the increasing competitive phenomenon of the hospitality industry, the aim of this study was to increase the comprehension of perceptions towards hotel service quality from the hotel customers’ perspective. Besides, this study also intended to explore the relationship between the overall satisfaction and the eight service quality factors, namely “cleanness”, “decoration”, “comfort”, “staff”, “food/beverage”, “support services”, “bedroom”, and “price”, in the context of Portuguese’s luxury hotels. This research assessed the perceptions of service quality in Portugal’s five stars hotels by applying a questionnaire. This study focused on eight five-star Portuguese hotels, and comprises a sample of 155 respondents (guests of those hotels that, responded, correctly, the questionnaire distributed in hotels). Data collected was analyzed using SPSS. We examined the variables that most influenced the overall satisfaction by using an ordinal regression model (Ordered Probit Model). The findings indicated the following: staff (at first place), comfort (in second) and price (in the third) are the factors that most influence the overall satisfaction, in a five stars hotel. It is also important to note that the model correctly classified 72.9% of cases.

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39

Antunes, Ana Carolina Gomes. "Fatores determinantes de moralidade fiscal : análise empírica : Portugal e Europa." Master's thesis, 2021. http://hdl.handle.net/10400.14/34928.

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A eficiência das políticas fiscais encontra-se no topo das agendas políticas e académicas de diversos países. Os modelos tradicionais de evasão e cumprimento fiscal não se revelam capazes de explicar a ampla diversidade de comportamentos dos contribuintes perante o pagamento de impostos. Neste contexto, enfatiza-se a necessidade do estudo da moralidade fiscal entendida como a motivação intrínseca subjacente ao cumprimento das obrigações fiscais. A presente dissertação recorre aos dados do European Values Study (5th wave) com o principal objetivo de estimar os níveis de moralidade fiscal e investigar sobre os fatores que influenciam e justificam os níveis apresentados pelos cidadãos portugueses e europeus. Um melhor entendimento dos fatores determinantes de moralidade fiscal pode auxiliar os governos e autoridades fiscais na definição de políticas e ações de combate ao incumprimento fiscal mais eficazes e adequadas às caraterísticas da população, incrementando o cumprimento fiscal voluntário dos cidadãos. Através da aplicação de modelos de regressão probit para dados ordinais, os resultados obtidos indicam que os níveis de moralidade no Norte da Europa são superiores aos do Sul da Europa. Por sua vez, em comparação com os restantes cidadãos europeus, os portugueses tendem a apresentar uma menor motivação para o cumprimento das obrigações fiscais. Os resultados sugerem ainda que a satisfação individual e a confiança no sistema judicial e nas instituições públicas influenciam de forma positiva e significativa o nível de moralidade fiscal da generalidade dos europeus. Contudo, o impacto dos restantes determinantes não se revela uniforme e transversal entre os grupos populacionais referenciados nesta investigação.
The efficiency of fiscal policies has been a subject at the top of policy makers' and academicians' agendas across many countries. Traditional tax evasion and tax compliance models fail to explain the wide variety of taxpayers' behavior toward paying taxes. In this context, the need to study tax moral as the individual intrinsic motivation to comply with the fiscal obligations is emphasized. This thesis used data from the European Values Study (5th wave) to estimate tax moral levels and investigate the determinants that influence and justify those levels presented by the Portuguese and European population. A better understanding of the determinant factors that shape tax moral can help governments and tax authorities to define more efficient and appropriate policies and actions to fight against tax non-compliance and improve taxpayers' voluntary compliance. By applying ordered probit models, the results of this study show higher levels of tax morale in Northern Europe than in Southern Europe. In turn, compared to other European citizens, the Portuguese tend to show a lower willingness to pay taxes. The findings also suggest that individual satisfaction and trust in the judicial system and public institutions positively and significantly affect most Europeans' tax moral. However, the remaining key determinants' impact is not uniform across all the population groups referred to in this investigation.

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40

(6992318), Tariq Usman Saeed. "Road Infrastructure Readiness for Autonomous Vehicles." Thesis, 2019.

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Contemporary research indicates that the era of autonomous vehicles (AVs) is not only inevitable but may be reached sooner than expected; however, not enough research has been done to address road infrastructure readiness for supporting AV operations. Highway agencies at all levels of governments seek to identify the needed infrastructure changes to facilitate the successful integration of AVs into the existing roadway system. Given multiple sources of uncertainty particularly the market penetration of AVs, agencies find it difficult to justify the substantial investments needed to make these infrastructure changes using traditional value engineering approaches. It is needed to account for these uncertainties by doing a phased retrofitting of road infrastructure to keep up with the AV market penetration. This way, the agency can expand, defer, or scale back the investments at a future time. This dissertation develops a real options analysis (ROA) framework to address these issues while capturing the monetary value of investment timing flexibility. Using key stakeholder feedback, an extensive literature review, and discussions with experts, the needed AV-motivated changes in road infrastructure were identified across two stages of AV operations; the transition phase and the fully-autonomous phase. For a project-level case study of a 66-mile stretch of Indiana’s four-six lane Interstate corridor, two potential scenarios of infrastructure retrofitting were established and evaluated using the net present value (NPV) and ROA approaches. The results show that the NPV approach can lead to decisions at the start of the evaluation period but does not address the uncertainty associated with AV market penetration. In contrast, ROA was found to address uncertainty by incorporating investment timing flexibility and capturing its monetary value. Using the dissertation’s framework, agencies can identify and analyze a wide range of possible scenarios of AV-oriented infrastructure retrofitting to enhance readiness, at both the project and network levels.

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41

chen, Ying, and 黃盈蓁. "Factors That Affect Credit Rating：An Application of Ordered Probit Models." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/20454606295145672991.

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42

Pergl, David. "Odhad úvěrového ratingu společnosti pomocí ordered probit modelu aplikovaném na český dluhopisový trh." Master's thesis, 2021. http://www.nusl.cz/ntk/nusl-446955.

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There is a widespread belief among the academics that the bond investors are sufficiently rewarded for taking higher credit risk in their investments. Recent studies confirmed that the well-behaved global markets exhibit adverse relationship of bond credit quality and required bond yield. However, there is no evidence about the Czech market. The purpose of this study is to examine the relationship between credit rating and bond yield or alternatively credit spread on the Czech bond market. As majority of Czech bond issuers are not rated we first had to develop appropriate tool how to measure their credit rating or to build suitable model for credit rating measurement. An ordered probit model is applied, using financial and company-specific data in the pool of US and EU companies structured in the panel of observations in 2008-2019. The study demonstrates that financial and company specific data are sufficient to estimate the credit rating. This model was applied to the Czech market to determine credit scores of Czech bond issuers. These credit scores were employed to examine the relationship between credit risk exposure (credit rating), bond yield and credit spread. The research did not confirm strong linear relationship between credit risk and return and suggests that there are other factors...

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43

Lin, Chang I., and 張鎰麟. "Analysis of Build-to-Order Model for Maximum Profit of PCB Products." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/18077499516714278722.

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碩士
開南管理學院
企業管理學系碩士班
94
In accordance to the market trend, different product has the different demand of manufacturing process, the different resources utilization, the different yield and the profit; even if the printed circuit board industry manufacturers also face the same problems of resources utilization to obtain a best balanced point between cost and profit. This research is to take the limit to production capacity of Theory of Constrains (TOC) as the restriction factor, apply mathematics linear programming, with the coordinate of yield and idle costs to decide the best bill-to-order (BTO) production combination. It attempts to help the printed circuit board company achieve the profit maximization under the in-time delivery situation with the best bill-to-order (BTO) production combination. The research uses the data of the production of the case company to perform the empirical study. To attain the maximum profit, there are three different models explored: with current manufacturing production capacity to decide the best bill-to-order (BTO) production combination, with the yield improvement to decide the best bill-to-order (BTO) production combination, with the expansion of the bottleneck of production to decide the best bill-to-order (BTO) production combination. From the analysis results, the conclusions are as follows: 1. under the consideration of idle costs may truly affect bill-to-order (BTO) production combination, although throughput contribution is not the maximum, the actual profit is really highest; 2. the yield improvement may create a higher profit; 3. properly expanding the bottlenecks of production capacity may achieve the actual profit maximization.

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Yen, Yun-Chun, and 顏韻純. "Development of sales profit optimization model with the consideration of warranty and final order – a case study on notebook computer." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/yxa454.

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碩士
中原大學
工業工程研究所
93
Due to short product life cycle (PLC) in the notebook computer industry, manufacturers or branders need to prepare enough quantity of spare parts for repairs or replacements after the PLC, which is the final order. But very often, the inventory of spare parts is not enough or too much, which causes losses. In these days, longer product warranty length can attract more people to buy the product, but it will cause more burdens to keep more quantities of spare parts for manufacturers or branders. In addition, the sale price is also an important factor to affect the sales volume. Therefore, there is a trade-off phenomenon between warranty and price for sales volume. In this study, we develop a mathematical model that includes two steps; one is to develop a profit optimization model that considers the trade-off phenomenon between warranty and price in order to find the best warranty, price and sales volume in product life cycle; the other is to calculate the final order after PLC based on the sales volume within the PLC and warranty length. Moreover, this study explores the effect of common key components used in different notebook computers in order to find the better final order.

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45

I-ChungChung and 鐘壹忠. "Exploring the effect of order strategies on the profit of manufacture under mixed pricing model using a system dynamics approach: A case of an injection manufacturer." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/mxfy76.

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碩士
國立成功大學
工業與資訊管理學系碩士在職專班
106
Plastic injection manufacturing in Taiwan is constantly facing fierce price competition. In order to avoid higher unit costs, this case company strives for product orders in a comprehensive pricing model to meet the demand for orders. However, due to poor management, it has caused loss in sales revenue. The purpose of this study is to find a better strategy for receiving orders to increase sales revenues for corporations. This study uses semi-structured interviews to collect relevant company operational data. It systematically uses system dynamics to analyze how the variables affect each other in order to construct a feedback structure that includes systematic dynamics and has complex and feedback impacts. With the limited capacity for equipment production, the study adjusts the proportion of orders for different products in order to simulate a profitable order-taking strategy. By simulating a profitable order-taking strategy, more profits of the case company will be enhanced. This study focuses on the relatively high profitable products and analyzes three key factors: production cycle time, product unit weight, and predetermined profit ratio. When the production cycle time is down by 2sec and the unit weight is down from 53.5g to 50.5g, the maximum gross sales profit can be guaranteed. In addition, when the proportion of scheduled profits is up from 0.15 to 0.18, the overall gross profit is up by 22.6%.

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Batista, Ana a. Carolina. "How can a Portuguese not-for-profit organization make a successful transition to the social enterprise model, becoming less dependent on donations and grants in order to fulfill its social mission: the case of RECLUSA." Master's thesis, 2018. http://hdl.handle.net/10362/38768.

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Not-for-profit organizations have become increasingly aware of the need to become selfsufficient in order to guarantee the success of their social mission. The transition to a Social Enterprise approach – self-sustainable not-for-profit organizations providing goods or services directly related to their explicit goal of benefitting the community - can represent a great opportunity for them to achieve a more sustainable future and increase their social impact. This transition was undertook by the Portuguese brand RECLUSA. As part of the Associação Projeto Reklusa, RECLUSA is a social enterprise that aims to support inmates and former inmates, during prison time and subsequent reintegration process in society, through the production and commercialization of bags and accessories. Having shown a great dependence on external financial aid since its creation in 2010, finding a new business strategy that could provide financial sustainability was a crucial factor for its survival. Unfortunately, the business model shift made in the beginning of 2016 has proved insufficient to achieve that goal. In order to understand which factors might be preventing the success of the organization, we undertook a Profit and Loss Account Analysis for the last collection sold, and recommendations were made considering the results obtained.

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Dissertations / Theses on the topic 'Ordered Probit Model'

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