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Dissertations / Theses on the topic 'Rate cure'

Author: Grafiati

Published: 4 June 2021

Last updated: 13 February 2022

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1

Rocha, Ricardo Ferreira da. "Defective models for cure rate modeling." Universidade Federal de São Carlos, 2016. https://repositorio.ufscar.br/handle/ufscar/7751.

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Scott, Brian Cameron. "Evaluation of Phenol Formaldehyde Resin Cure Rate." Thesis, Virginia Tech, 2005. http://hdl.handle.net/10919/33222.

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Cure time is often the bottleneck of composite manufacturing processes, therefore it is important to understand the cure of todayâ s thermosetting adhesives. This research attempts to characterize the cure rate of two commercial phenol-formaldehyde adhesives. Two methods are used, parallel-plate rheometry and dielectric spectroscopy. Viscosity data from a parallel-plate rheometer may be used to track the advance of polymerization as a function of temperature. This data can then be used to optimize press conditions and reduce production times and costs. <p> The research will further examine re

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3

Wang, Lu. "Cure Rate Model with Spline Estimated Components." Diss., Virginia Tech, 2010. http://hdl.handle.net/10919/28359.

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In some survival analysis of medical studies, there are often long term survivors who can be considered as permanently cured. The goals in these studies are to estimate the cure probability of the whole population and the hazard rate of the noncured subpopulation. The existing methods for cure rate models have been limited to parametric and semiparametric models. More specifically, the hazard function part is estimated by parametric or semiparametric model where the effect of covariate takes a parametric form. And the cure rate part is often estimated by a parametric logistic regression model.

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4

Chen, Tianlei. "Cure Rate Models with Nonparametric Form of Covariate Effects." Diss., Virginia Tech, 2015. http://hdl.handle.net/10919/52894.

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This thesis focuses on development of spline-based hazard estimation models for cure rate data. Such data can be found in survival studies with long term survivors. Consequently, the population consists of the susceptible and non-susceptible sub-populations with the latter termed as "cured". The modeling of both the cure probability and the hazard function of the susceptible sub-population is of practical interest. Here we propose two smoothing-splines based models falling respectively into the popular classes of two component mixture cure rate models and promotion time cure rate models. Unde

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Bao, Yiqi. "Parametric and semi-parametric cure rate models with spatial frailties for interval-censored data." Universidade Federal de São Carlos, 2016. https://repositorio.ufscar.br/handle/ufscar/7506.

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6

Ward, Alexander P. "Modelling Response Patterns for A Large-Scale Mail Survey Study Using Mixture Cure Models." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1555587554123989.

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7

Paes, Angela Tavares. "Uso de modelos com fração de cura na análise de dados de sobrevivência com omissão nas covariáveis." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22072007-134749/.

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Em estudos cujo interesse é avaliar o efeito de fatores prognósticos sobre a sobrevida ou algum outro evento de interesse, é comum o uso de modelos de regressão que relacionam tempos de sobrevivência e covariáveis. Quando covariáveis que apresentam dados omissos são incluídas nos modelos de regressão, os programas estatísticos usuais automaticamente excluem aqueles indivíduos que apresentam omissão em pelo menos uma das covariáveis. Com isso, muitos pesquisadores utilizam apenas as observações completas, descartando grande parte da informação disponível. Está comprovado que a análise baseada a

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8

Silva, Renato de Azevedo. "Modelos de fração de cura com fatores latentes competitivos e fragilidade." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-01072011-081116/.

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Os modelos de riscos proporcionais são muito utilizados na análise do tempo de sobrevivência, porém, assumem implicitamente que, observado um conjunto de variáveis explicativas, a população em estudo seja homogênea e que os indivíduos permaneçam sob risco durante todo o período de observação ou até que apresentem o evento de interesse. Tais suposições não são adequadas quando os indivíduos da população em estudo possuem diferentes pré-disposições ao surgimento de uma doença ou quando estão sujeitos à cura após o período de tratamento. Esta dissertação discute o modelo de sobrevivência com fra

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Olmos, Yolanda Magaly Gómez. "Extensões de distribuições com aplicação à analise de sobrevivência." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-06072017-102747/.

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Nesta tese serão estudadas diferentes generalizações de algumas distribuições bem conhecidas na literatura para os tempos de vida, tais como exponencial, Lindley, Rayleigh e exponencial segmentada, entre outras, e compará-las com outras extensões com suporte positivo. A finalidade dessas generalizações é flexibilizar a função de risco de modo que possam assumir formas mais flexíveis. Além disso, pretende-se estudar propriedades importantes dos modelos propostos, tais como os momentos, coeficientes de curtose e assimetria e função quantílica, entre outras. A estimação dos parâmetros é abordada

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10

Costa, Julio Cezar Brettas da. "Modelos semiparamétricos de fração de cura para dados com censura intervalar." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-01052016-190155/.

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Modelos de fração de cura compõem uma vasta subárea da análise de sobrevivência, apresentando grande aplicabilidade em estudos médicos. O uso deste tipo de modelo é adequado em situações tais que o pesquisador reconhece a existência de uma parcela da população não suscetível ao evento de interesse, consequentemente considerando a probabilidade de que o evento não ocorra. Embora a teoria encontre-se consolidada tratando-se de censuras à direita, a literatura de modelos de fração de cura carece de estudos que contemplem a estrutura de censura intervalar, incentivando os estudos apresentados nest

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11

Galletti, Agda Jéssica de Freitas. "Modelos de fração de cura aplicados aos tempos de sobrevivência de pacientes submetidos à ligadura elástica de varizes no esôfago." Universidade Estadual Paulista (UNESP), 2018. http://hdl.handle.net/11449/153221.

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12

Couchoud, Heyer Cécile Gabriella. "Modélisation de la trajectoire des patients avec une insuffisance rénale chronique terminale." Thesis, Lyon 1, 2014. http://www.theses.fr/2014LYO10054/document.

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Afin de mieux connaitre puis d'optimiser les trajectoires suivies par les patients arrivés au stade terminal de leur insuffisance rénale chronique, il a été nécessaire de mettre au point des outils permettant de modéliser ces trajectoires complexes. Les différentes modalités de traitement n'ont pas été comparées une à une mais une approche globale a été privilégiée tenant compte d'une vision intégrée où les modalités de traitement sont considérées comme complémentaires et non concurrentielles. Ce travail de modélisation a utilisé des modèles à compartiments avec prise en compte de risque concu

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13

Mateluna, Diego Ignacio Gallardo. "Extensões em modelos de sobrevivência com fração de cura e efeitos aleatórios." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-24062014-202301/.

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Neste trabalho são apresentadas algumas extensões de modelos de sobrevivência com fração de cura, assumindo o contexto em que as observações estão agrupadas. Dois efeitos aleatórios são incorporados para cada grupo: um para explicar o efeito no tempo de sobrevida das observações suscetíveis e outro para explicar a probabilidade de cura. Apresenta-se uma abordagem clássica através dos estimadores REML e uma abordagem bayesiana através do uso de processos de Dirichlet. Discute-se alguns estudos de simulação em que avalia-se o desempenho dos estimadores propostos, além de comparar as duas abordag

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14

Lima, Rafael Ribeiro de. "Modelos de sobreviv?ncia com fra??o de cura e erro de medida nas covari?veis." Universidade Federal do Rio Grande do Norte, 2008. http://repositorio.ufrn.br:8080/jspui/handle/123456789/17001.

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Made available in DSpace on 2014-12-17T15:26:36Z (GMT). No. of bitstreams: 1 RafaelRL.pdf: 358856 bytes, checksum: bdbb6f9276930942314a39decee73909 (MD5) Previous issue date: 2008-08-11<br>In this work, we study the survival cure rate model proposed by Yakovlev et al. (1993), based on a competing risks structure concurring to cause the event of interest, and the approach proposed by Chen et al. (1999), where covariates are introduced to model the risk amount. We focus the measurement error covariates topics, considering the use of corrected score method in order to obtain consistent estimato

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15

Carneiro, H?rica Priscila de Ara?jo. "Testes de hip?teses em modelos de sobreviv?ncia com Fra??o de cura." Universidade Federal do Rio Grande do Norte, 2012. http://repositorio.ufrn.br:8080/jspui/handle/123456789/18644.

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Made available in DSpace on 2015-03-03T15:28:33Z (GMT). No. of bitstreams: 1 HericaPAC_DISSERT.pdf: 752483 bytes, checksum: c4526cc225ac72a39965ad5818e0e718 (MD5) Previous issue date: 2012-08-14<br>Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior<br>Survival models deals with the modeling of time to event data. However in some situations part of the population may be no longer subject to the event. Models that take this fact into account are called cure rate models. There are few studies about hypothesis tests in cure rate models. Recently a new test statistic, the gradient

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16

Fonseca, Renata Santana. "Modelos de sobreviv?ncia com fra??o de cura e omiss?o nas covari?veis." Universidade Federal do Rio Grande do Norte, 2009. http://repositorio.ufrn.br:8080/jspui/handle/123456789/17004.

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Made available in DSpace on 2014-12-17T15:26:37Z (GMT). No. of bitstreams: 1 RenataSF.pdf: 443214 bytes, checksum: 93598adf420b7d48eb5b8b2c6e619c38 (MD5) Previous issue date: 2009-03-06<br>Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior<br>In this work we study the survival cure rate model proposed by Yakovlev (1993) that are considered in a competing risk setting. Covariates are introduced for modeling the cure rate and we allow some covariates to have missing values. We consider only the cases by which the missing covariates are categorical and implement the EM algorithm via th

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17

Thomas, Michael Patrick. "Long term extrapolation and hedging of the South African yield curve." Diss., Pretoria : [s.n.], 2009. http://upetd.up.ac.za/thesis/available/etd-06172009-085254.

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18

Ritter, Victor Silva. "Modelagem de dados de longa duração baseada em processos de nascimento e morte latentes." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-09102014-142025/.

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Esse trabalho contribui com o desenvolvimento de um novo modelo para dados de sobrevivência com sobreviventes de longo termo visando uma formulação e interpretação mais realista do que a apresentada pelos modelos com fração de curados usuais. Motivados pelo estudo do tempo de sobrevivência residual para pacientes oncológicos, o modelo usa o processo de nascimento e morte para permitir a variação do número de fatores de risco latentes durante um período precedente ao acompanhamento médico, considerando, então, um cenário de riscos competitivos para obtenção da função da sobrevivência (imprópria

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19

Erich, Roger Alan. "Regression Modeling of Time to Event Data Using the Ornstein-Uhlenbeck Process." The Ohio State University, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=osu1342796812.

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20

Leão, Jeremias da Silva. "Modeling based on a reparameterized Birnbaum-Saunders distribution for analysis of survival data." Universidade Federal de São Carlos, 2017. https://repositorio.ufscar.br/handle/ufscar/8678.

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Lindblad, Hans. "Essays on Unemployment and Real Exchange Rates." Doctoral thesis, Stockholms universitet, Nationalekonomiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-43830.

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In the first essay, Persistence in Swedish Unemployment Rates, we study if there is no or weak tendency in unemployment rates to revert back to previous levels. Persistence is caused by: natural rate shocks, long unemployment cycles, and spill-over from cyclical to permanent unemployment. We find evidence of high persistence. The results suggest that the quick rise of unemployment rates during 1992-1994 was caused by large permanent and cyclical shocks in combination with spill-over effects. In the second essay, The Equilibrium Rate of Unemployment in a Small Open Economy, we challenge the com

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22

Spånberg, Richard, and Billy Wallander. "Swedish Interest Rate Curve Dynamics Using Artificial Neural Networks." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273415.

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This thesis is a comparative study where the question is whether a neural network approach can outperform the principal component analysis (PCA) approach for predicting changes of interest rate curves. Today PCA is the industry standard model for predicting interest rate curves. Specifically the goal is to better understand the correlation structure between Swedish and European swap rates. The disadvantage with the PCA approach is that only the information contained in the covariance matrix can be used and not for example whether or not the curve might behave different depending on the current

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23

McCoy, Tammy Michelle. "Extension of the master sintering curve for constant heating rate modeling." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/22532.

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Thesis (Ph. D.)--Materials Science and Engineering, Georgia Institute of Technology, 2008.<br>Committee Chair: Dr. Joe K. Cochran; Committee Co-Chair: Dr. Thomas H. Sanders; Committee Member: Dr. John Elton; Committee Member: Dr. Meilin Liu; Committee Member: Dr. Robert F. Speyer.

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24

Gafga, Philip Henry. "The information in the yield curve." Thesis, Durham University, 1995. http://etheses.dur.ac.uk/5432/.

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The term structure of interest rates as described by yield curves has the potential to contain information about the course of future nominal and real interest rates, inflation and economic activity. The link between the yield curve and these economic variables is formalised via capital asset pricing models. The information in yield curves is examined in a systematic manner using two new term structure data sets. The first one is an extended version of the McCulloch yield data for the United States for the period 1947-91 and the second one is a new highly detailed data set for the United Kingd

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25

Antas, Vilém. "Yield Curve Constructions." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-264627.

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The goal of this thesis is to analyze the mathematical apparatus of the most widespread methods used for the yield curves construction. It aims to introduce not only the various of construction models but also to describe the whole process of creation, while discussing the advantages and disadvantage of individual methods. The first chapter focus on the general theory and the use of the term structure of interest rates in practice. The second part deals with the construction process itself and describes the most frequently used methods. The last chapter then shows the real application of selec

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Specht, Jonathan. "Municipal Taxes and Revenue in Ohio: An Estimation from the Laffer Curve." Wittenberg University Honors Theses / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=wuhonors1617967738262764.

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Armbrecht, Jamie Lynn. "Hesitation Rate as a Speaker-Specific Cue in Bilingual Individuals." Scholar Commons, 2015. http://scholarcommons.usf.edu/etd/5634.

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Hesitation use is common among all speakers, regardless of whether they are engaged in their dominant or non-dominant language (Fehringer & Fry, 2007; Reed, 2000). The question is whether a bilingual speaker will engage in the same types of hesitations in both languages. If hesitation patterns can be identified consistently across speakers regardless of language, their use as an acoustic cue for speaker identification may be possible. This study examines differences in hesitation use across languages and speaking contexts (reading vs. conversation) in bilingual speakers. Twenty Spanish-English

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Gerhart, Christoph [Verfasser], and Ernst [Akademischer Betreuer] Eberlein. "A multiple-curve Lévy forward rate model in a two-price economy." Freiburg : Universität, 2016. http://d-nb.info/1122647689/34.

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Strömberg, Linda, and Matilda Karlsson. "The Sensitivity of Banks’ Stock Returns to Interest Rate Exposure : How Major Swedish Banks’ Stock Returns Are Affected by Changes in Interest Rates and in the Slope of the Yield Curve." Thesis, Linköpings universitet, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-158652.

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Purpose: The purpose of this study is to examine how changes in long and short interest rates as well as in the slope of the yield curve affect the stock returns of the four major Swedish banks; Svenska Handelsbanken, Nordea Bank, Swedbank, and Skandinaviska Enskilda Banken. Further, the aim of the research is to compare these findings to how the banks perceive that such changes affect their stock returns. The objective is thereof to detect differences and similarities between regressions and interviews, in order to contribute with insights to how the banks can handle their exposure to interes

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Harp, Thomas Wesley. "Effects of Shape, Spin Rate, and Albedo on the light curve of Nereid." Miami University / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=miami1452176887.

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El, Menouni Zakaria. "Pricing Interest Rate Derivatives in the Multi-Curve Framework with a Stochastic Basis." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-163274.

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The financial crisis of 2007/2008 has brought about a lot of changes in the interest rate market in particular, as it has forced to review and modify the former pricing procedures and methodologies. As a consequence, the Multi-Curve framework has been adopted to deal with the inconsistencies of the frameworks used so far, namely the single-curve method. We propose to study this new framework in details by focusing on a set of interest rate derivatives such as deposits, swaps and caplets, then we explore a stochastic approach to model the Libor-OIS basis spread, which has appeared since the beg

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Delgado, José Julio Flores. "Modelos flexíveis para dados de tempos de vida em um cenário de riscos competitivos e mecanismos de ativação latentes." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/55/55134/tde-18092014-163743/.

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Na literatura da área da análise de sobrevivência existem os modelos tradicionais, ou sem fração de cura, e os modelos de longa duração, ou com fração de cura. Recentemente tem sido proposto um modelo mais geral, conhecido como o modelo com fatores de risco latentes com esquemas de ativação. Nesta tese são deduzidas novas propriedades que possuem a função de sobrevivência, a função de taxa de risco e o valor esperado, quando e considerado o modelo com fatores de risco latentes. Estas propriedades são importantes, já que muitos outros modelos que tem aparecido na literatura recentemente podem s

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Pekerten, Uygar. "Yield Curve Modelling Via Two Parameter Processes." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/12605905/index.pdf.

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Random field models have provided a flexible environment in which the properties of the term structure of interest rates are captured almost as observed. In this study we provide an overview of the forward rate random fiield models and propose an extension in which the forward rates fluctuate along with a two parameter process represented by a random field. We then provide a mathematical expression of the yield curve under this model and sketch the prospective utilities and applications of this model for interest rate management.

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Krachey, Elizabeth Catherine. "Variations on the Accelerated Failure Time Model: Mixture Distributions, Cure Rates, and Different Censoring Scenarios." NCSU, 2009. http://www.lib.ncsu.edu/theses/available/etd-08182009-102357/.

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The accelerated failure time (AFT) model is a popular model for time-to-event data. It provides a useful alternative when the proportional hazards assumption is in question and it provides an intuitive linear regression interpretation where the logarithm of the survival time is regressed on the covariates. We have explored several deviations from the standard AFT model. Standard survival analysis assumes that in the case of perfect follow-up, every patient will eventually experience the event of interest. However, in some clinical trials, a number of patients may never experience such an event

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Oz, Emrah. "Can Relative Yield Curves Predict Exchange Rate Movements? Example From Turkish Financial Market." Master's thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/12612505/index.pdf.

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Exchange rate forecasting is hard issue for most of floating exchange rate economies. Studying exchange rate is very attractive matter since almost no model could beat random walk in short run yet. Relative yields and information in relative yield curves are contemporary topics in empirical literature and this study follows Chen and Tsang (2009) who model exchange rate changes with relative factors obtained from Nelson-Siegel (1987) yield curve model and find that relative factor model can forecast exchange rate change up to 2 years and perform better than random walk in short run. Analysis fo

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Teixeira, Klaus Nery. "Estratégias de investimento utilizando cointegração na curva de juros brasileira." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2016. http://hdl.handle.net/10183/149519.

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Diversos são os benefícios e objetivos de um profundo entendimento técnico do comportamento das taxas de juros, tanto de uma economia madura como de uma emergente. Do planejamento à execução de política monetária e da criação de cenários econômicos para tomada de decisão à alocação de recursos baseada somente nesses cenários, esses agentes podem fazer uso do arcabouço teórico que embasa as diferentes hipóteses de mercados eficientes e expectativas racionais, bem como do prêmio de risco, entre outras. Diante desse contexto, faz-se necessário estar em constante contato com o que a comunidade aca

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Patel, Mihirkumar S. "EVALUATION OF MASS TRANSFER RATE IN COLUMN OF SMALL LiLSX PARTICLES." Cleveland State University / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=csu1494602230267353.

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Vránová, Veronika. "The impacts of fiscal developments on the yield curve." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-165610.

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The thesis analyzed the impacts of fiscal developments on the yield curve using quarterly data on the Czech economy over the period 2000:1 -- 2012:4. This thesis thoroughly reviewed the previous theoretical and empirical literature in order to sort out the rather inconclusive results of previous studies according to their main findings and implemented methodology. The empirical part consists of the estimation of the effects of budget deficits and government debt on the spread between the three-month and five-year interest rates, which closely reflects the effects of fiscal policy on the yield

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Finklea, Kristin Michelle. "Investigating inappropriate cue utilization in the own-race bias." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2008. http://wwwlib.umi.com/cr/ucsd/fullcit?p3307561.

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Thesis (Ph. D.)--University of California, San Diego, 2008.<br>Title from first page of PDF file (viewed July 24, 2008). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 123-127).

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Bayazit, Dervis. "Yield Curve Estimation And Prediction With Vasicek Model." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/12605126/index.pdf.

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The scope of this study is to estimate the zero-coupon yield curve of tomorrow by using Vasicek yield curve model with the zero-coupon bond yield data of today. The raw data of this study is the yearly simple spot rates of the Turkish zero-coupon bonds with different maturities of each day from July 1, 1999 to March 17, 2004. We completed the missing data by using Nelson-Siegel yield curve model and we estimated tomorrow yield cuve with the discretized Vasicek yield curve model.

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Kladívko, Kamil. "Interest Rate Modeling." Doctoral thesis, Vysoká škola ekonomická v Praze, 2005. http://www.nusl.cz/ntk/nusl-96400.

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I study, develop and implement selected interest rate models. I begin with a simple categorization of interest rate models and with an explanation why interest rate models are useful. I explain and discuss the notion of arbitrage. I use Oldrich Vasicek's seminal model (Vasicek; 1977) to develop the idea of no-arbitrage term structure modeling. I introduce both the partial di erential equation and the risk-neutral approach to zero-coupon bond pricing. I briefly comment on affine term structure models, a general equilibrium term structure model, and HJM framework. I present the Czech Treasury yi

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Ichiue, Hibiki. "Essays on the yield curve, its predictive power and monetary policy /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2005. http://wwwlib.umi.com/cr/ucsd/fullcit?p3191988.

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Dalteg, Tomas. "Bank Rates and the Yield Curve : A Study on the Relationship Between Banks' Deposit and Lending Rates to Treasury Yield Rates." Thesis, Jönköping University, JIBS, Economics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-251.

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<p>The purpose of this thesis is to investigate how well Swedish banks’ follow the interest rate development of Swedish Treasury Bills and Swedish Government Bonds when they are determining the levels for their deposit and lending rates. Individuals’ deposits in a bank serves as one of the banks main assets in the balance sheet, and the spread between the bank’s deposit rate and the short-term market rate is a large source of funding for the bank. If there is a strong relationship of this spread over time, one may assume that this spread is of great importance for financing of the banking firm

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Norman, Sven. "The temperature dependence of ectotherm consumption." Thesis, Umeå universitet, Institutionen för ekologi, miljö och geovetenskap, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-64098.

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The effect of temperature on predator and herbivore consumption is an important factor for predicting the effects of climate warming on ecosystems. The Metabolic Theory of Ecology (MTE) describes the temperature dependence of biological and ecological rates and states that metabolism is the fundamental biological mechanism that governs most observed patterns in ecology. This statement has been criticized empirically for a number of organismal traits and systematic deviations have been found. Here, a meta-analysis is performed on published temperature responses of ectotherm consumption. The mea

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Samuelsson, Niclas. "Empirical study of methods to complete the swaption volatility cube from the caplet volatility surface." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-447827.

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Fixed income markets are vast markets, involving a large number of actors including financial institutions, state actors, asset managers and corporations. An import part of these markets are contracts written on the xIBOR rates. This report is concerned with the trying to provide prices for options written on these rates, in particular for swaptions that are not at-the-money (atm) utilizing prices in the cap market. Different methods have been suggested in the literature for solving this problem. In particular we study the method suggested by Hagan et al where one calibrates a SABR model to th

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Dřímal, Marek. "How Does the New Keynesian Phillips Curve Forecast the Rate of Inflation in the Czech Economy?" Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-198859.

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This analysis studies the phenomenon of the New Keynesian Phillips Curve - its inception from the RBC theory and DSGE modelling via incorporation of nominal rigidities, and its various specifications and empirical issues. The estimates on Czech macroeconomic data using the Generalised Method of Moments show that the hybrid New Keynesian Phillips Curve with the labour income share or the real unit labour cost as driving variables can be considered as an appropriate model describing inflation in the Czech Republic. Compared to other analyses, we show that the inflation process in the Czech Repub

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Němec, Petr. "Maturity mismatching and its impact on the yield curve." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-262343.

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This diploma thesis deals with a new discord in the Austrian economic theory about the effects of maturity mismatching practiced by banks on the shape of the yield curve and defines the not yet established concept of the natural yield curve. The conflicting contributions of Austrian authors are compared for that purpose. Based on this comparison, a coherent theory of the effects of maturity mismatching is presented in a framework of the loanable funds market. A definition of the natural yield curve is then produced by a synthesis of the above-mentioned findings and the Austrian theory of the n

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Ferraro, Fernanda Pereira. "Pasture growth analysis: the relationship between herbage mass and herbage accumulation rate." The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1268145519.

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Fairweather, Annabree, and University of Lethbridge Faculty of Arts and Science. "Nudity as a disinhibiting cue in a date rape analogue." Thesis, Lethbridge, Alta. : University of Lethbridge, Dept. of Psychology, 2010, 2010. http://hdl.handle.net/10133/2529.

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The purpose of this research was to better understand the situational factors involved in date rape. Following the Inhibition Model of Sexual Aggression, I asked Can we observe disinhibition of sexual arousal to nonconsensual cues in heterosexual sexually nonaggressive men by introducing a strong excitatory cue, that is, female nudity? In the first study, young heterosexual men were presented with aural narratives depicting consenting and nonconsenting sexual interactions and nonsexual interactions while their genital sexual arousal was measured. Participants were also presented with pictures

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Andersson, Anette, and Sofia Styf. "How Does a Depreciation in the Exchange Rate Affect Trade Over Time?" Thesis, Jönköping University, JIBS, Economics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-11831.

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<p>The purpose of this thesis is to examine how a depreciation in the exchange rate affects the trade balance in an economy over time. The outcomes of a depreciation are possible to analyze through the J-curve phenomenon that shows the relation between the exchange rate and the trade balance both in the short-run and the long-run. The data used in this thesis cover 39 countries and their quarterly changes in exchange rate between 1982 and 2005. The largest depreciation for each country during these years was detected and is the base for this research. In this thesis, focus is on the trade rati

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