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Dissertations / Theses on the topic 'Vector prices'

Author: Grafiati

Published: 1 June 2024

Last updated: 31 July 2025

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1

Sjödin, Wågberg Anton. "Prices on electricity and the prices on stocks : -A Vector autoregressive approach." Thesis, Umeå universitet, Nationalekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-153448.

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This study will investigate if a relationship exists between the price of electricity and the Swedish stock market. This study will also try to investigate what consequences an increase in the price of electricity will have on the return of the Swedish stock market. Economic theory and earlier literature will then be used to try to explain the results obtained in this study. The results from the tests performed in this study imply that a one-way Granger-causality exists between the prices on electricity and the price on the OMX 30. The impulse response functions performed shows that a positive

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2

Bethapudi, Daniel Naveen. "Dynamic interactions between electricity prices and the regional economy." Texas A&M University, 2003. http://hdl.handle.net/1969.1/2275.

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In this thesis we study characterize the dynamic relationships among two electricity price variables (residential and commercial) and six regional economic variables in order to examine each individual variable??s role in regional economic activity. We also answer the question ??Do electricity prices have impact on regional economic variables??? We use two statistical techniques as engines of analysis. First, we use directed acyclic graphs to discover how surprises (innovations) in prices from each variable are communicated to other variables in contemporaneous time. Second, we use time series

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3

Dongo, Kouadio Kouman. "Forecasting the Chinese Futures Markets Prices of Soy Bean and Green Bean Commodities." Digital Archive @ GSU, 2007. http://digitalarchive.gsu.edu/math_theses/23.

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Using both single and vector processes, we fitted the Box-Jenkin’s ARIMA model and the Vector Autoregressive model following the Johansen approach, to forecast soy bean and green bean prices on the Chinese futures markets. The results are encouraging and provide empirical evidence that the vector processes perform better than the single series. The co-integration test indicated that the null hypothesis of no co-integration among the relevant variables could be rejected. This is one of the most important findings in this paper. The purposes for analyzing and modeling the series jointly are to u

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4

Ångman, Josefin. "What is driving house prices in Stockholm?" Thesis, Stockholms universitet, Nationalekonomiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-130692.

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An increased mortgage cap was introduced in 2010, and as of May 1st 2016 an amortization requirement was introduced in an attempt to slow down house price development in Sweden. Fluctuations in the house prices can significantly influence macroeconomic stability, and with house prices in Stockholm rising even more rapidly than Sweden as a whole makes the understanding of Stockholm’s dynamics very important, especially for policy implications. Stockholm house prices between the first quarter of 1996 and the fourth quarter of 2015 is therefore investigated using a Vector Error Correction framewo

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Wong, Kin-man, and 黃健文. "A vector autoregression (VAR) model of housing starts and housing price in Hong Kong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hdl.handle.net/10722/194603.

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It is observed that there are many different models about housing price. Yet, this is relatively smaller number of studies about housing starts. This thesis is an empirical study to work out the relationship between housing starts, housing price and other economic and policy instrumental factors. To achieve this objective, a Vector Autoregression (VAR) model is built since there is inter-relationship between housing starts and housing price. By applying previous models filled with the research gaps, a new VAR model about the housing starts and housing price in Hong Kong is built. Four hypot

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6

Persson, Rickard. "The short and long-term interdependencies between stock prices and dividends: A panel vector error correction approach." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-255666.

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This paper examines the short and long-term interdependencies between stock prices and dividends. I utilize firm level data from FTSE ALL SHARE from 1990-2014 and apply panel vector error correction model estimated with Engle & Grangers (1987) two-step procedure. The results show that there is a bi-directional long-term relationship between stock prices and dividends, i.e. an adjustment process is at work when a disequilibrium occurs. I also find a bi-directional short-term relationship. This paper also shows that Lintners model and the present value model are relevant frameworks in stock

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7

Fischer, Manfred M., Florian Huber, Michael Pfarrhofer, and Petra Staufer-Steinnocher. "The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6065/1/2018%2D02%2D16_housing_favar_final.pdf.

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In this study interest centers on regional differences in the response of housing prices to monetary policy shocks in the US. We address this issue by analyzing monthly home price data for metropolitan regions using a factor-augmented vector autoregression (FAVAR) model. Bayesian model estimation is based on Gibbs sampling with Normal-Gamma shrinkage priors for the autoregressive coefficients and factor loadings, while monetary policy shocks are identified using high-frequency surprises around policy announcements as external instruments. The empirical results indicate that monetary poli

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8

Borén, Christofer, and Felix Ewert. "Assessing the Effect of the Riksbank Repo Rate on National Output and Price Level in Sweden : Focusing on Employment and Housing Prices." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228969.

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There is no single commonly adapted model that explains the influence that various monetary policy instruments carry for the economy. During 2011-2017, the Swedish inflation rate has remained below the 2 percent target which has led the Riksbank to take measures aimed at stimulating the inflation. As of May 2018, the repo rate has experienced a number of decreases and is now at 􀀀0:50% which represents an unprecedentedly low level. With the inflation rate remaining below the target whilst the housing market has experienced substantial growth and recent decline, the question arises regarding wha

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9

Rostami, Jako, and Fredrik Hansson. "Time Series Forecasting of House Prices: An evaluation of a Support Vector Machine and a Recurrent Neural Network with LSTM cells." Thesis, Uppsala universitet, Statistiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385823.

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In this thesis, we examine the performance of different forecasting methods. We use dataof monthly house prices from the larger Stockholm area and the municipality of Uppsalabetween 2005 and early 2019 as the time series to be forecast. Firstly, we compare theperformance of two machine learning methods, the Long Short-Term Memory, and theSupport Vector Machine methods. The two methods forecasts are compared, and themodel with the lowest forecasting error measured by three metrics is chosen to be comparedwith a classic seasonal ARIMA model. We find that the Long Short-Term Memorymethod is the b

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10

Tao, Juan. "A re-examination of the relationship between FTSE100 index and futures prices." Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8071.

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This thesis examines the validity of the cost of carry model for pricing FTSE100 futures contracts and the relationship between FTSE100 spot and futures markets during two sub-periods characterised by different market trading systems employed by the LSE and LIFFE. The empirical work is carried out using three approaches to econometric modeling: a basic VECM for spot and futures prices, a VECM extended with a DCCTGARCH framework to account for the conditional variance-covariance structure for spot and futures prices and a threshold VECM to capture regime-dependent spot-futures price dynamics. O

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11

Fischer, Manfred M., Florian Huber, Michael Pfarrhofer, and Petra Staufer-Steinnocher. "The dynamic impact of monetary policy on regional housing prices in the United States." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6658/1/2018%2D11%2D16_housing_favar_(002).pdf.

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This paper uses a factor-augmented vector autoregressive model to examine the impact of monetary policy shocks on housing prices across metropolitan and micropolitan regions. To simultaneously estimate the model parameters and unobserved factors we rely on Bayesian estimation and inference. Policy shocks are identified using high-frequency suprises around policy announcements as an external instrument. Impulse reponse functions reveal differences in regional housing price responses, which in some cases are substantial. The heterogeneity in policy responses is found to be significantly re

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12

Alsaedi, Yasir H. "An Investigation of the Effects of Solar and Wind Prices on the Australia Electricity Spot and Options Markets: A Time Series Analysis." Thesis, Griffith University, 2021. http://hdl.handle.net/10072/410472.

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Electricity pricing is recognised as being among the most important contemporary policy issues in Australia, and it also represents a critical component of current discussions concerning energy and climate-change policies. Attempts to move forward with energy and climate-change policies have been mostly stymied by concerns regarding potential increases in electricity prices. In relation to such policy discussions, renewable electricity generation is currently considered to be a fundamental factor influencing electricity prices. Due to the increasing penetration of both wind and solar power gen

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13

Yu, Tun-Hsiang. "Essays on the Upper Mississippi River and Illinois Waterway and U.S. grain market." Texas A&M University, 2003. http://hdl.handle.net/1969.1/2278.

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This dissertation examines several issues regarding the congestion on the Upper Mississippi River and Illinois Waterway. Chapter II identifies and measures the impact of lock congestion on grain barge rates on these waterways. Results indicate grain barge rates on both rivers are not affected by lagged lock congestion. In present time, however, lock congestion in the lower reaches of the upper Mississippi and Illinois Rivers are found to increase barge rates that link the north central United States to the lower Mississippi Gulf port area. The findings suggest the impact of lock congestion on

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14

Hörnell, Fredrik, and Melina Hafelt. "Responsiveness of Swedish housing prices to the 2018 amortization requirement : An investigation using a structural Vector autoregressive model to estimate the impact of macro prudential regulation on the Swedish housing market." Thesis, Södertörns högskola, Nationalekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-35533.

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This thesis analyzed and estimated the impact of the March 1, 2018 loan to income amortization requirement on residential real estate prices in Sweden. A four variables vector autoregressive model (VAR) was used to study the relationships between residential real estate prices, GDP, real mortgage rate and consumer price index over a time period from 2005 to 2017. First, a structural vector autoregressive (SVAR) model was used to test how a structural innovation in the error term for real mortgage rate affected residential real estate prices. Secondly, an unconditional forecast from our reduced

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15

Dupré, la Tour Marie-Alix. "Towards a Decarbonized Energy System in Europe in 2050 : Impact of Vector Coupling and Renewable Deployment Limits." Electronic Thesis or Diss., Paris, EHESS, 2023. http://www.theses.fr/2023EHES0014.

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Pour lutter contre le changement climatique, l'Europe s'est engagée à ce que son système énergétique soit décarboné d'ici 2050.Le système électrique présente un important potentiel de décarbonation. Il peut ainsi contribuer à la décarbonation d'autres vecteurs (hydrogène par exemple), qui auront donc tendance à s'électrifier davantage. Cette thèse s'est donc concentrée d’une part sur la décarbonation du système électrique, et d’autre part sur l'interaction entre les différents vecteurs énergétiques. La décarbonation du vecteur électrique reposera sur l'utilisation des énergies renouvelables. O

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16

Friberg, Kent. "Essays on Wage and Price Formation in Sweden." Doctoral thesis, Stockholm : Department of Economics, Stockholm University, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-304.

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17

Ekman, Sara. "Price Vector Recalculation Optimization." Thesis, Umeå universitet, Institutionen för fysik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136534.

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18

DAVO', Federica. "Optimization and Forecasting Models for Electricity Market and Renewable Energies." Doctoral thesis, Università degli studi di Bergamo, 2017. http://hdl.handle.net/10446/77349.

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This thesis presents different optimization and forecasting models, with the focus on energy markets and renewable energy sources. The analysis approach is related to models for wind and solar power forecasts and those for electricity prices forecasts. The first study explores a Principal Component Analysis in combination with two post-processing techniques for the prediction of wind power and of solar irradiance produced over two large areas. The Principal Component Analysis is applied to reduce the datasets dimension. A Neural Network and an Analog Ensemble post-processing are then applied o

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19

Brockwell, Erik. "State and industrial actions to influence consumer behavior." Doctoral thesis, Umeå universitet, Nationalekonomi, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-93334.

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This thesis consists of an introductory part and three papers. Paper [I] examines how taxes affect consumption of commodities that are detrimental to health and the environment. Specifically, this paper examines if a tax increase leads to a significantly larger change in consumption than a producer price change, which is referred to as the signaling effect from taxation. The analysis uses aggregated cross-sectional time series data and information on major legislation introductions in Sweden, Denmark and the United Kingdom from 1970 to 2009. We find the main result to be that the signaling eff

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20

Mendes, Giovanna Miranda. "Efeitos dos ganhos de produtividade total dos fatores da agropecuária sobre os preços agrícolas no Brasil: 1970-2006." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-17112015-084759/.

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A agropecuária brasileira tem crescido nas últimas décadas e os ganhos de produtividade tem sido importante neste bom desempenho do setor. O presente trabalho tem dois objetivos principais. O primeiro deles foi mensurar o crescimento desta produtividade total dos fatores na agropecuária brasileira estadual, decompondo o crescimento da PTF em progresso tecnológico e eficiência técnica. O segundo objetivo foi analisar o efeito do crescimento da PTF da agropecuária brasileira sobre os preços agrícolas, no Brasil, de 1970 a 2006. O crescimento desta produtividade foi mensurado a partir dos insumos

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21

Day, Robert Warren. "Expressing preferences with price-vector agents in combinatorial auctions." College Park, Md. : University of Maryland, 2004. http://hdl.handle.net/1903/1849.

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Thesis (Ph. D.) -- University of Maryland, College Park, 2004.<br>Thesis research directed by: Applied Mathematics and Scientific Computation Program. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

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22

Molin, Simon. "House Price Dynamics in Sweden : Vector error-correction model." Thesis, Umeå universitet, Nationalekonomi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-172367.

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Movements in house prices can have effects on individuals, financial markets, and the whole economy. After the rapid increase in house prices worldwide since the mid-1990s and after the financial crisis in 2008, many studies have investigated house price dynamics. Furthermore, real house prices in Sweden have increased by more than 200 % since the mid-1990s up until today. This study takes a closer look at the fundamental determinants of house prices to investigate both the long- and short-run dynamics of Swedish house prices. The method of use includes a vector error-correction model, which e

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23

Villarinho, Alvaro Teixeira. "Previsibilidade de retorno das ações no mercado brasileiro, através da aplicação de modelo de valor presente com retornos esperados constantes num contexto de expectativas racionais." reponame:Repositório Institucional do FGV, 2005. http://hdl.handle.net/10438/290.

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Made available in DSpace on 2008-05-13T13:47:40Z (GMT). No. of bitstreams: 1 1850.pdf: 600111 bytes, checksum: 512f00eac39c4e25d72fa4b37ecc7e97 (MD5) Previous issue date: 2005-04-12<br>Using Brazilian financial data for some shares traded in the Brazilian Stock Market (BOVESPA) we test the expectation hypothesis of present value models discounted by a constant factor. This model relates the price of a stock to its expected dividends. To perform econometric testing we use mainly the jointly restriction through Wald Test in a Vector Autoregression framework, as well as alternative testing pr

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24

Taramasco, Ollivier. "Modélisation non paramétrique du comportement des cours boursiers." Grenoble 1, 1993. http://www.theses.fr/1993GRE10038.

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Ce travail a pour objet d'eclairer le comportement des cours d'actions et indices de valeurs. Le processus des rentabilites boursieres est d'abord examine a l'aide des outils statistiques classiques puis des techniques empruntees a la theorie du chaos. L'etude se focalise ensuite sur la nature de la dependance entre les rentabilites consecutives. Celle-ci est decrite par l'analyse factorielle des correspondances et par l'analyse canonique entre deux vecteurs aleatoires. Les resultats montrent qu'il existe, outre la correlation lineaire, une dependance d'allure parabolique, que ces deux formes

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25

Jeon, Kyung-Seong. "An examination of stock market properties : vector autoregression approach /." free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9841304.

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26

Petrov, Krassimir M. "Forecasting the dairy price complex : an application of Bayesian Vector autoregression modelling /." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1488193272066522.

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27

Wang, Jiayue. "Essays on oil price shocks and financial markets." Thesis, University of Edinburgh, 2012. http://hdl.handle.net/1842/6412.

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This thesis is composed of three chapters, which can be read independently. The first chapter investigates how oil price volatility affects the investment decisions for a panel of Japanese firms. The model is estimated using a system generalized method of moments technique for panel data. The results are presented to show that there is a U-shaped relationship between oil price volatility and Japanese firm investment. The results from subsamples of these data indicate that this U-shaped relationship is more significant for oil-intensive firms and small firms. The second chapter aims to examine

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28

Westerich, Filho Valdemir Angelo. "Transmissão de preços no mercado de milho brasileiro : um estudo das regiões sul e centro-oeste." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2014. http://hdl.handle.net/10183/98166.

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O mercado do milho no Brasil tem demonstrado algumas mudanças nos últimos anos aumentando sua importância no agronegócio. Por esse motivo, tem sido maior a necessidade de estudo de suas características. O objetivo da presente dissertação consiste em verificar como se dá a transmissão de preços entre os mercados regionais dessa commodity no Brasil a nível de produtor, com foco nos estados da região Sul e Centro-Oeste, devido à sua importância para a produção nacional. Além disso, também foi buscado analisar como os preços dos estados analisados reagem ao preço cotado na bolsa de valores para sa

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Perez, Tomas Rene. "Oil Price and the Stock Market: A Structural VAR Model Identified with an External Instrument." Miami University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=miami1595877677072786.

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30

Hansen, Patrik, and Sandi Vojcic. "Stock Market Forecasting Using SVM With Price and News Analysis." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-293854.

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Many machine learning approaches have been usedfor financial forecasting to estimate stock trends in the future. Thefocus of this project is to implement a Support Vector Machinewith price and news analysis for companies within the technologysector as inputs to predict if the price of the stock is going torise or fall in the coming days and to observe the impact on theprediction accuracy by adding news to the technical analysis.The price analysis is compiled of 9 different financial indicatorsused to indicate changes in price, and the news analysis uses thebag-of-words method to rate headlines

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31

Antonakakis, Nikolaos, Ioannis Chatziantoniou, and George Filis. "Dynamic Spillovers of Oil Price Shocks and Economic Policy Uncertainty." WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4082/1/wp166.pdf.

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This study examines the dynamic relationship between changes in oil prices and the economic policy uncertainty index for a sample of both net oil-exporting and net oil-importing countries over the period 1997:01-2013:06. To achieve that, we extend the Diebold and Yilmaz (2009, 2012) dynamic spillover index using structural decomposition. The results reveal that economic policy uncertainty (oil price shocks) responds negatively to aggregate demand oil price shocks (economic policy uncertainty shocks). Furthermore, during the Great Recession of 2007-2009, total spillovers increase considerably

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Wang, Ruolin. "Essays on the information flow between equity and credit markets: Before, during and after the financial crisis." Thesis, Queensland University of Technology, 2020. https://eprints.qut.edu.au/200152/1/Ruolin_Wang_Thesis.pdf.

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This thesis examines the information flow between equity, credit default swap (CDS) and bond markets between 2003 and 2017 using firm-level data for developed and emerging countries. The findings suggest that the information flow between financial markets is dependent on the market condition. The research demonstrates that the relationship between equity and credit markets has been restructured since the global financial crisis with more rapid adjustment of CDS market to equity market returns. The strength of interaction between equity and credit markets is found to be related to the creditwor

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Fox, David. "Dynamic demand modelling and pricing decision support systems for petroleum." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/dynamic-demand-modelling-and-pricing-decision-support-systems-for-petroleum(2ce6efed-a7eb-4d10-b325-4d4590ba57ad).html.

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Pricing decision support systems have been developed in order to help retail companies optimise the prices they set when selling their goods and services. This research aims to enhance the essential forecasting and optimisation techniques that underlie these systems. This is first done by applying the method of Dynamic Linear Models in order to provide sales forecasts of a higher accuracy compared with current methods. Secondly, the method of Support Vector Regression is used to forecast future competitor prices. This new technique aims to produce forecasts of greater accuracy compared with th

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Akra, Abraham. "Modelling the Four-Party Billing Payment Scheme: The Case of BPAY." Thesis, The University of Sydney, 2013. http://hdl.handle.net/2123/9515.

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My thesis involves developing a detailed understanding of the dynamics of a two-sided four-party Bill Payment market utilising proprietary data obtained from BPAY. The first chapter of my thesis analyses the market from a macroeconomic perspective, whilst the second and third chapter takes a microeconomic approach. The first chapter models the demand for merchant acceptance and consumer usage of a four - party payment scheme in the Bill Payment market. Within a cointegrating framework, demand equations are estimated using vector error correction models using proprietary data between March 20

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Akram, Muhammad. "Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis." Thesis, Högskolan Dalarna, Nationalekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:du-10723.

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This paper analyzes empirically the effect of crude oil price change on the economic growth of Indian-Subcontinent (India, Pakistan and Bangladesh). We use a multivariate Vector Autoregressive analysis followed by Wald Granger causality test and Impulse Response Function (IRF). Wald Granger causality test results show that only India’s economic growth is significantly affected when crude oil price decreases. Impact of crude oil price increase is insignificantly negative for all three countries during first year. In second year, impact is negative but smaller than first year for India, negative

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Hu, Linlin. "A novel hybrid technique for short-term electricity price forecasting in deregulated electricity markets." Thesis, Brunel University, 2010. http://bura.brunel.ac.uk/handle/2438/4498.

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Short-term electricity price forecasting is now crucial practice in deregulated electricity markets, as it forms the basis for maximizing the profits of the market participants. In this thesis, short-term electricity prices are forecast using three different predictor schemes, Artificial Neural Networks (ANNs), Support Vector Machine (SVM) and a hybrid scheme, respectively. ANNs are the very popular and successful tools for practical forecasting. In this thesis, a hidden-layered feed-forward neural network with back-propagation has been adopted for detailed comparison with other forecasting mo

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Mvita, Mpinda Freddy. "The impact of dividend policy on shareholders' wealth : evidence from the Vector Error Correction Model." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/31010.

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Dividend policy is widely researched in financial management, but determining whether it affects the market price per share is difficult. There has been much published on the subject, which presented theories such as the Modigliani, Miller, Gordon, Lintner, Walter and Richardson propositions and the relevance and irrelevance theories. However, little research has been done on the impact of dividend policy on shareholders’ wealth while considering the short- and long-run effects. The Vector Error Correction Model (VECM) was used to describe the short-run and long-run dynamics or the adjustment

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Voronin, Yegor A. "Investigation of initiation of reverse transcription in retroviruses using vectors with two primer-binding sites." Morgantown, W. Va. : [West Virginia University Libraries], 2003. http://etd.wvu.edu/templates/showETD.cfm?recnum=3136.

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MICHELE, ANELLI. "The price discovery process of the sovereign and bank credit risk in a high-volatility framework." Doctoral thesis, Università di Siena, 2020. http://hdl.handle.net/11365/1095780.

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This research study presents three distinct and separate (but logically linked) essays focused on the price discovery process of credit risk. The aim of the first essay (working paper n. 1) is to analyse the long lasting dynamic relationship between the credit default swap (CDS) premia and the government bond spreads (GBS), by focusing particularly on the sovereign credit risk, in order to evaluate the lead-lag markets in the price discovery process against the backdrop of a deep crisis. The focus of this study concerns the case of Italy, one of the major countries subject to internation

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40

Lloyd, Amanda Lian. "Cloning, characterisation and sequencing of promoters of Helicobacter pylori 4187E." University of Western Australia. Microbiology Discipline Group, 2005. http://theses.library.uwa.edu.au/adt-WU2005.0112.

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Published information on the structure and regulation of H. pylori promoters is limited. The work presented in this thesis describes the cloning and characterisation of promoter regions from a clinical isolate of H. pylori, and the development of an alternative, non-radioactive method for verifying the location of transcriptional start sites of bacterial promoters. H. pylori 4187E promoters were randomly cloned into the promoter-trap vector pKK232-8 in Escherichia coli DH5α using two sets of restriction enzymes. Vector pKK232-8 contains a promoterless chloramphenicol acetyltransferase (CAT) ge

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Li, Qi. "Application of Improved Feature Selection Algorithm in SVM Based Market Trend Prediction Model." Thesis, Portland State University, 2019. http://pqdtopen.proquest.com/#viewpdf?dispub=10979352.

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<p> In this study, a <b>Prediction Accuracy Based Hill Climbing Feature Selection Algorithm</b> <b>(AHCFS)</b> is created and compared with an <b>Error Rate Based Sequential Feature Selection Algorithm</b> <b> (ERFS)</b> which is an existing Matlab algorithm. The goal of the study is to create a new piece of an algorithm that has potential to outperform the existing Matlab sequential feature selection algorithm in predicting the movement of S&P 500 (</p><p>GSPC) prices under certain circumstances. The twoalgorithms are tested based on historical data of </p><p>GSPC, and <b>SupportVector Ma

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Bentivoglio, Deborah. "Analisi della Sostenibilità Socio-economica ed Ambientale dei Biocarburanti nel Contesto Europeo e Brasiliano." Doctoral thesis, Università Politecnica delle Marche, 2015. http://hdl.handle.net/11566/243058.

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Negli ultimi anni la produzione e il consumo dei biocarburanti sono aumentati a livello globale. Tale incremento è stato incentivato soprattutto grazie al supporto e agli incentivi adottati dai vari Paesi promotori finalizzati alla riduzione delle emissioni di gas serra e alla sicurezza energetica. Ad oggi il mercato globale è dominato dall’etanolo (79%) e dal biodiesel (21%). In particolare, l'Unione Europea domina il mercato del biodiesel mentre il Brasile è il più grande produttore ed esportatore mondiale di zucchero, nonché il più grande produttore al mondo e consumatore di etanolo da can

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Caley, Jeffrey Allan. "A Survey of Systems for Predicting Stock Market Movements, Combining Market Indicators and Machine Learning Classifiers." PDXScholar, 2013. https://pdxscholar.library.pdx.edu/open_access_etds/2001.

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In this work, we propose and investigate a series of methods to predict stock market movements. These methods use stock market technical and macroeconomic indicators as inputs into different machine learning classifiers. The objective is to survey existing domain knowledge, and combine multiple techniques into one method to predict daily market movements for stocks. Approaches using nearest neighbor classification, support vector machine classification, K-means classification, principal component analysis and genetic algorithms for feature reduction and redefining the classification rule were

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Raksong, Saranya. "The stability of money demand and monetary transmission mechanism in Thailand." Thesis, Curtin University, 2010. http://hdl.handle.net/20.500.11937/612.

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The major objective of this thesis is to investigate whether there exists a stable long run and short run equilibrium relationship between real money balances (M1 or M2) and their determinants in Thailand. A cointegration analysis and the Vector Error Correction Model (VECM) are conducted on quarterly data over two data set periods, 1980Q1 to 2007Q1 and 1993Q1 to 2007Q1. The results indicate that there exists a long run equilibrium relationship between real money demand (both M1 and M2) and its determinants: real income, price level, exchange rates, and external interest rates.The thesis also

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Ouyang, Quinglin. "Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks." Thesis, KTH, Fastigheter och byggande, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-277084.

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Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four.The main results are that: (1)in the long run, direct residential invest

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Figueiredo, Marta Isabel Fragoso Peralta de. "Análise da modelação dos preços do mercado de habitação na área de Lisboa entre 1972 e 2011." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10453.

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Mestrado em Gestão e Avaliação Imobiliária<br>O propósito deste estudo é investigarmos empiricamente os determinantes que influenciaram a formação do preço da habitação em Portugal. A evolução dos preços da habitação em Portugal reveste-se de grande importância para os profissionais do sector. Conhecer, estudar e analisar a evolução deste mercado ao longo dos últimos anos permite aos profissionais tomar decisões fundamentadas em análises profundas e cuidadas sobre quais foram os determinantes que influenciaram a procura e a oferta que por sua vez determinaram os preços. Pretendemos conhecer o

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Wei, Honghong. "Essays in energy, environmental and health economics." Thesis, Queensland University of Technology, 2020. https://eprints.qut.edu.au/202081/1/Honghong_Wei_Thesis.pdf.

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This thesis comprises of three essays that explore issues related to energy economics, environmental economics and health economics. The first essay discusses the monetary policy response to commodity price shocks in the U.S., Canada and Mexico in the presence of NAFTA. The second essay investigates the relationship between carbon emissions and urbanization in different sectors across economies. The third essay studies the theoretical and empirical relationship between inequality aversion and public health expenditures. The common thread running through these essays is the use of cross-country

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"The estimation of vector multiplicative error model on contaminated data and its applications in forecasting volatilities." 2013. http://library.cuhk.edu.hk/record=b5549844.

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这篇论文研究了当假设的数据分布与实际不符时估计多维乘积误差模型参数的方法，和该模型在预测领域的应用。论文的第一部分讨论了两种在以前的文献中被用来估计该模型的估计方法：最大似然估计法和广义矩估计法。并在对数据做了不同的干扰后比较了这两种方法。比较结果显示这两种方法都易受偏离值的影响。因此论文的第二部分提出了一种新的估计方法：权重经验似然估计法。在模拟实验和使用包含了当前经济危机间断数据的标准普尔指数的实际实验中，对比最大似然估计法和广义矩估计法，权重经验似然函数显示出了对偏离值有更好的抗性。论文的第三部分进一步研究了多维乘积误差模型在预测中的应用。并且这一部分还提出了实波动性的一种新的分解方式。分解得到的两个新的变量可以被多维乘积误差模型所模拟。通过比较标准普尔指数和纳斯达克指数的预测结果，比起以前用来估计实波动性的三种模型，多维乘积向量模型和新的分解方式显示出了更强的预测能力。<br>This thesis studies the estimations of vector Multiplicative Error Model (MEM) under different kinds of model mismatches and its application in forecasting. In the first part of the thesis, two estimati

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Wei-Tsung, Wang, and 王偉聰. "An Analysis of the Fresh Tuna Sashimi Auction Prices in Taiwan and the Import Prices in Japan-An Application of Vector ARMA Model." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/19122010481780803600.

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Hung-Ming, Chen, and 陳宏銘. "An Analysis of U.S.A. Seafood Market Wholesale Prices -- An Application of the Vector ARMA Model." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/69628220356499003158.

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碩士<br>國立海洋大學<br>應用經濟研究所<br>91<br>After Taiwan joined the World Trade Organization in January 2002, a significant tariff reduction had lowered the import cost of the fishery products and had increased the import demand significantly. Salmon, cod, shrimp and lobster are top four major import seafood groups in Taiwan and their demand will be more sensitive to the international seafood prices after trade liberalization. In this study, we try to collect the international seafood prices in order to measure the competitiveness of the domestic seafood supply in Taiwan. Since U.S.A. is the second la

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