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1
Bendandi, Andrea <1988>. « Brainstorming : an empirical analysis ». Master's Degree Thesis, Università Ca' Foscari Venezia, 2016. http://hdl.handle.net/10579/8660.
Texte intégralRésumé :
Al giorno d’oggi l’abilità di saper lavorare in gruppo è un must-have tra le sof skills nel curriculum di chiunque, quante volte prima di iniziare un lavoro di gruppo abbiamo sentito la frase: “Ok ragazzi, cominciamo con un brainstorming”? È probabile sentire questo genere di frase in diverse situazioni: all’università prima di cominciare un lavoro di gruppo, ad un meeting di lavoro, discutendo con gli amici per scegliere la destinazione delle vacanze e via discorrendo.
Molte importanti società sono diventate famose per i loro uso del brainstorming, l’esempio più famoso è Google, dove condividere idee è un leitmotiv, ci sono anche altre importanti aziende come IBM e il suo brainstorming elettronico oppure IDEO, la compagnia che sviluppò il design del primo Apple mouse, ma non dobbiamo andare così lontano per trovare qualcuno che usa il brainstorming, H-FARM a Treviso è diventata famosa per il suo utilizzo massivo di attività di gruppo.
Facciamo brainstorming perché crediamo che condividendo le idee e discutendole con altre persone si possa innescare la produttività, alzando alle stelle il numero di idee prodotte. Quest’ultimo è un pregiudizio comune che viene solitamente definito illusion of group productivity, crediamo che la performance di gruppo sia superiore di quella individuale, inoltre percepiamo la nostra personale performance in maniera più efficiente quando lavoriamo in gruppo perché non siamo in grado di distinguere le nostre idee da quelle degli altri (Paulus, Dzindolet, Poletes, & Camacho, 1993).
L’idea del brainstorming fu sviluppata alla fine degli anni ’50, da allora molti ricercatori hanno speso il loro tempo cercando di studiare se la comune assunzione dell’efficienza dei gruppi sia vera e se il brainstorming porta effettivamente ad un output superiore in termini di qualità e quantità. Ci sono diverse prove le quali supportano l’idea che condividere idee non sia sempre così efficiente come crediamo, il risultato del group thinking è strettamente legato al modo in cui creiamo i gruppi e quali regole poniamo.
Dopo un’introduzione sul brainstorming, discuteremo il concetto supportando le nostre idee con dati empirici i quali derivano da due esperimenti condotti presso l’università Ca’ Foscari di Venezia. Presenteremo dati in parte coerenti con la letteratura e scopriremo che non si può prendere sempre per scontata l’efficienza dei gruppi.
2
Hamill, Margaret L. « Empirical analysis of software reliability ». Morgantown, W. Va. : [West Virginia University Libraries], 2006. https://eidr.wvu.edu/etd/documentdata.eTD?documentid=4562.
Texte intégralRésumé :
Thesis (M.S.)--West Virginia University, 2006.Title from document title page. Document formatted into pages; contains vi, 62 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 58-60).
3
Sharma, Deven. « Manufacturing strategy : an empirical analysis ». Connect to resource, 1987. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1262881437.
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4
Menini, Davide L. G. « An empirical analysis of specialness ». Thesis, London Business School (University of London), 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.392187.
Texte intégral
5
Chovítek, Šimon. « Ekonomie terorismu : Empirická analýza chování teroristických skupin ». Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-199729.
Texte intégralRésumé :
The aim of this thesis is to empirically analyze the behavior of terrorist groups. In this work we tested the assumption of the model of rational choice in terms of terrorism. The empirical section combines theoretical predictions with observed facts and shows the terrorists as rational actors acting under uncertainty. The data used in the analysis orginate from databases GTD and RDWTI. Mean-variance analysis of portfolios of real attack of terrorist organizations suggests their ability to effectively optimize their activity and to reduce the risks to which they are exposed. Terrorists thus appears as rational agents able to react quickly to external influences. This largely affects the resulting impact of counter-terrorism measures taken when selectively targeted measures may lead to a mere transfer of terrorist activity to another destination.
6
Gupta, Ashish. « Empirical analysis of wireless sensor networks ». Phd thesis, Institut National des Télécommunications, 2010. http://tel.archives-ouvertes.fr/tel-00589606.
Texte intégralRésumé :
Wireless sensor networks are the collection of wireless nodes that are deployed to monitor certain phenomena of interest. Once the node takes measurements it transmits to a base station over a wireless channel. The base station collects data from all the nodes and do further analysis. To save energy, it is often useful to build clusters, and the head of each cluster communicates with the base station. Initially, we do the simulation analysis of the Zigbee networks where few nodes are more powerful than the other nodes. The results show that in the mobile heterogeneous sensor networks, due to phenomenon orphaning and high cost of route discovery and maintenance, the performance of the network degrades with respect to the homogeneous network. The core of this thesis is to empirically analyze the sensor network. Due to its resource constraints, low power wireless sensor networks face several technical challenges. Many protocols work well on simulators but do not act as we expect in the actual deployments. For example, sensors physically placed at the top of the heap experience Free Space propagation model, while the sensors which are at the bottom of the heap have sharp fading channel characteristics. In this thesis, we show that impact of asymmetric links in the wireless sensor network topology and that link quality between sensors varies consistently. We propose two ways to improve the performance of Link Quality Indicator (LQI) based algorithms in the real asymmetric link sensor networks. In the first way, network has no choice but to have some sensors which can transmit over the larger distance and become cluster heads. The number of cluster heads can be given by Matérn Hard-Core process. In the second solution, we propose HybridLQI which improves the performance of LQI based algorithm without adding any overhead on the network. Later, we apply theoretical clustering approaches in sensor network to real world. We deploy Matérn Hard Core Process and Max-Min cluster Formation heuristic on real Tmote nodes in sparse as well as highly dense networks. Empirical results show clustering process based on Matérn Hard Core Process outperforms Max-Min Cluster formation in terms of the memory requirement, ease of implementation and number of messages needed for clustering. Finally, using Absorbing Markov chain and measurements we study the performance of load balancing techniques in real sensor networks.
7
Rossi, Claudio Alexander. « Empirical Analysis of Implied Equity Correlation ». St. Gallen, 2009. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01653419003/$FILE/01653419003.pdf.
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8
Li, Ya. « An empirical analysis of factor seasonalities ». HKBU Institutional Repository, 2017. https://repository.hkbu.edu.hk/etd_oa/421.
Texte intégralRésumé :
I establish the existence of seasonality in 42 popular risk factors in the asset pricing literature. I document extensive empirical evidence for the Keloharju et al. (2016) hypothesis that seasonalities in individual asset returns stem from their exposures to risk factors. It is the seasonal patterns in risk factors that lead to the seasonalities in individual asset portfolios. The empirical findings show that seasonalities are widely present among individual asset portfolios. However, both the all-factor model and the Fama-French (2014) five-factor model demonstrate that these patterns greatly disappear after I eliminate their exposures to the corresponding risk factors. Overall, 76.17% of the returns on 235 test equal-weighted portfolios I examine contain seasonality. My key finding is that 48.68% of equal-weighted portfolio returns with seasonalities no longer contain seasonality after I control for their exposures to all risk factors. Only 52.08% of the equal-weighted portfolio Fama-French five-factor model residual obtain substantial seasonal patterns in the Wald test. Regarding to seasonalities in risk factors, specific seasonal patterns include the January effect, higher returns during February, March, and July, and autocorrelations at irregular lags. The Wald test, a stable seasonality test, the Kruskal-Wallis chi-square test, a combined seasonality test, Fisher's Kappa test, and Bartlett's Kolmogorov-Smirnov test are used to identify the seasonal patterns in individual risk factors. Fama-French SMB (the size factor) and HML (the value factor) in the three-factor model, Fama-French RMW (the operating profitability factor) in the five-factor model, earnings/price, cash flow/price, momentum, short-term reversal, long-term reversal, daily variance, daily residual variance, growth rate of industrial production (value-weighted), term premium (equal-weighted and value-weighted), and profitability display robust seasonalities. Therefore, the first part of the research confirms that risk factors possess substantial seasonal patterns.
9
Kao, Tzu-Hui. « University student satisfaction : an empirical analysis ». Lincoln University, 2007. http://hdl.handle.net/10182/1833.
Texte intégralRésumé :
New Zealand's tertiary education sector has experienced political reform, social changes, economic changes and globalisation in the last two decades, and the sector has become more internationally competitive. DeShields, Kara, and Kaynak (2005) recommended that management of higher education should apply a market-oriented approach to sustain a competitive advantage. Therefore, understanding and managing students' satisfaction and their perceptions of service quality is important for university management if they are to design and implement a market-oriented approach. The purpose of this research is to gain an empirical understanding of students' overall satisfaction in a university in New Zealand's higher education sector. A hierarchal model is used as a framework for the analysis. Fifteen hypotheses are formulated and tested to identify the dimensions of service quality as perceived by university students, to examine the relationship between students' overall satisfaction with influential factors such as tuition fees (price) and the university's image, and to determine the impact of students' overall satisfaction on favourable future behavioural intentions. In addition, students' perceptions of these constructs are compared using demographic factors such as gender, age, and ethnicity. The findings of the study are based on the analysis of a sample of 223 students studying at Lincoln University. Support is found for the use of a hierarchical model and the primary dimensions; Interaction Quality, Physical Environment Quality, and Outcome Quality, as broad dimensions of service quality. Ten sub-dimensions of service quality, as perceived by students, are identified. These are: Academic Staff, Administration Staff, Academic Staff Availability, Course Content, Library, Physically Appealing, Social Factors, Personal Development, Academic Development, and Career Opportunities. The results indicate that each of the primary dimensions vary in terms of their importance to overall perceived service quality, as do the sub-dimensions to the primary dimensions. In addition, the statistical results support a relationship between service quality and price; service quality, image, and satisfaction; and satisfaction and favourable future behavioural intentions. However, there is no statistical support for a relationship between price and satisfaction. The results also suggest that students' perceptions of the constructs are primarily influenced by their ethnicity and year of study. The results of the analysis contribute to the service marketing theory by providing an empirically based insight into the satisfaction and service quality constructs in the New Zealand higher education sector. The study also provides an analytical framework for understanding the effects of the three primary dimensions on service quality and the effects of service quality on constructs including price, image, satisfaction, and favourable future behavioural intentions. This study will assist management of higher education to develop and implement a market-oriented service strategy in order to achieve a high quality of service, enhance students' level of satisfaction and create favourable future behavioural intentions.
10
Cauthen, Timothy A., et Kristine M. Davis. « Network management practices : an empirical analysis ». Thesis, Monterey, California. Naval Postgraduate School, 1997. http://hdl.handle.net/10945/8732.
Texte intégralRésumé :
Approved for public release; distribution is unlimitedAs organizations continue migrating mission critical applications and business processing to distributed computing environments, network utilization and the number of bandwidth-intensive applications with continue increasing. Costly network infrastructure upgrades are forcing organizations to explore alternative management methodologies for addressing bandwidth congestion control. In an era of stagnant budgets and increasing IT requirements, DoD is no exception. The enactment of the Information Technology Management Reform Act of 1996 mandates investigating cost-effective ways of managing 21st century network resources. This study reviews traditional computing resource management and how resource management has changed with the addition of bandwidth as a decision variable. It then investigates current network management practices determined from a sample of business-sector organizations, academic institutions, and military installations, focusing on prioritization and chargeback as bandwidth controls. It then examines the future of prioritization and chargeback technologies and their potential impact on future DoD network operations.
11
Al-Rasby, Ahmed Nasser. « Strategic manufacturing effectiveness : an empirical analysis ». Thesis, University of Nottingham, 1996. http://eprints.nottingham.ac.uk/12606/.
Texte intégralRésumé :
The difficulties that faced many manufacturing firms were attributed by Skinner (1969) to the inadequate attention given by top managers to the manufacturing function. He proposed a holistic framework of manufacturing strategy development that link manufacturing with corporate strategy. This work of Skinner is the first of three stages in the progression of thinking with respect to the strategic role of manufacturing as pointed out by Hum and Leow (1993). The other two stages being the demand of manufacturing to support and be consistent with corporate strategy (Wheelwright, 1978), and the present thinking that manufacturing can lead other functional areas in its contribution to the development of corporate strategy. This research is concerned with the current understanding of the strategic role of manufacturing which was provided by Wheelwright and Hayes (1985). They suggested that even though strategic manufacturing effectiveness is developed along a continuum, there are four identifiable stages that can indicate a firm's position. Furthermore, they suggested that strategic manufacturing effectiveness can be operationalised through the emphasis that firms place on manufacturing choices and decisions; there are factors that affect strategic manufacturing effectiveness; and the higher the level of strategic manufacturing effectiveness, the better the firm's performance. With respect to the factors affecting manufacturing effectiveness, Wheelwright and Hayes (1985) perceived five such dimensions. They are the attitude of top managers towards manufacturing, the involvement of manufacturing managers in setting the strategic direction of the firm, the emphasis on formulating manufacturing strategy, manufacturing proactiveness, and the co-ordination between manufacturing and other functions. The framework of Wheelwright and Hayes (1985) is a diagnostic tool that is used to appraise manufacturing's role within a firm. However, the relationships among its constituents have not been examined in detail before. This research develops a model that clearly identifies such dimensions and how they influence manufacturing effectiveness. Also, the notion that there are four identifiable stages is investigated. Moreover, mediating effects of the types of industry, the sizes of firms, and the types of production process on manufacturing effectiveness are also examined. The results from hypotheses testing indicated the significance of the attitude of top managers towards manufacturing and the involvement of manufacturing managers in setting the strategic direction of the firm as being the key factors that influence the process of acquiring strategic manufacturing effectiveness.
12
Phung, Thomas Khong Fock. « Foreign currency options : an empirical analysis ». Thesis, City University London, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.264754.
Texte intégral
13
Shih, Mei-Chiang. « U.S. economic competitiveness : an empirical analysis / ». Full-text version available from OU Domain via ProQuest Digital Dissertations, 1991.
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14
Kohli, Jasraj. « An Empirical Analysis of Resampled Efficiency ». Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-042605-143547/.
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15
Seol, Youn Ni Shawn. « Empirical analysis of household consumption behavior ». Diss., Columbia, Mo. : University of Missouri--Columbia, 2008. http://hdl.handle.net/10355/7187.
Texte intégralRésumé :
Title from PDF of title page (University of Missouri--Columbia, viewed on March 3, 2010). The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Professor Shawn Ni, Dissertation Supervisor. Vita. Includes bibliographical references.
16
Ardian, Faddy. « Empirical analysis of Italian electricity market ». Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLX018/document.
Texte intégralRésumé :
Dérégulation du marché de l'électricité a affiché de nombreux changements dans l'économie et a influencé les chercheurs à initier des études dans ce domaine. Italie fournit une étude de cas intéressante pour explorer le marché de l'électricité en raison de ses spécifications. Notre projet se compose de trois études quantitatives indépendant pour voir le marché de l'électricité Italien en trois angles différents. La première étude permet de répondre la question de la prévision causée par la volatilité du marché de l'électricité. Le résultat suggère une méthode de prévision alternative pour la modélisation de prix de l'électricité sur l'Italie. La deuxième recherche examine l'impact des énergies renouvelables sur l'apparition de la congestion et ses coûts. Nous analysons les propriétés quantitatives de l'estimation économétrique afin de comprendre le mécanisme économique et d'en tirer la suggestion de la politique. Enfin, la recherche finale analyse l'interdépendance des prix dans six macro-zones du marché italien de l'électricitéDeregulation of electricity market has displayed many changes in the economy and has influenced researchers to initiate studies in this field. The issue of the deregulated arises as the volatility of the wholesale price increases because of the new mechanism in price determination. Italy provides an interesting case study for exploring the electricity market because of its specifications. Our project consists of three independent quantitative research to view the Italian electricity market in three different angles. The first study is aimed to address the forecasting issue caused by the volatility of electricity market. The result suggests alternative forecasting method for modelling electricity price on Italy and comparisons between univariate and panel framework. The second research examines the impact of renewable energy on the congestion occurrence and cost. We analyse quantitative properties of the econometric estimation in order to gain insight into the economic mechanism and to draw policy suggestion. Finally, the final research attempts to address the interdependence of prices in six macro-zones of the Italian electricity market
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KALOSHI, ARMANDA. « Empirical analysis of the oil market ». Doctoral thesis, Università Politecnica delle Marche, 2021. http://hdl.handle.net/11566/291113.
Texte intégralRésumé :
Lo scopo di questo studio è la modellazione del mercato petrolifero, l'identificazione di diversi shock del prezzo del petrolio e l'individuazione del loro effetto sull'economia russa.
Eseguiamo un'analisi empirica delle determinanti del prezzo del petrolio. Attraverso la stima di un modello SVAR, identifichiamo tre shock del prezzo del petrolio, dal lato della domanda e dal lato dell'offerta.
Inoltre, modelliamo il mercato petrolifero utilizzando diverse misure per l'attività economica globale. Attraverso alcune analisi previsionali, troviamo che l'OECD IP è il miglior indicatore per modellare il mercato petrolifero.
Successivamente, conduciamo un'analisi empirica degli effetti degli shock dei prezzi del petrolio su un paese in via di sviluppo ed esportatore di petrolio: la Russia.
La relazione tra gli shock del prezzo del petrolio e l'economia russa non è stata studiata tanto quanto la relazione stessa, ma per altri paesi (ad esempio gli Stati Uniti). Ci aspettiamo che gli effetti di questi shock siano diversi nei paesi esportatori di petrolio.
Utilizziamo due diversi modelli per rilevare l'effetto degli shock del prezzo del petrolio sulla crescita del PIL russo e sull'inflazione: il modello Autoregressive Distributed Lag (ARDL) e il modello MIDAS.
Studiamo l'effetto di due diversi tipi di shock sull'economia russa: shock temporanei e shock accumulati.
Analizzando l'IRF troviamo che i due shock della domanda hanno un effetto positivo e significativo sulla crescita del PIL russo, mentre l'effetto dello shock dell'offerta di petrolio è più contenuto e quasi inesistente. Inoltre, lo shock della domanda aggregata e lo shock dell'offerta di petrolio hanno un effetto non significativo sull'inflazione russa, mentre lo shock della domanda specifico del petrolio ha un effetto negativo sull'inflazione russa.
Usiamo i modelli ARDL e MIDAS per prevedere la crescita del PIL russo e l'inflazione. Basato sul potere predittivo, il modello migliore per prevedere le principali variabili macroeconomiche russe è il modello ARDL.
Diversi shock petroliferi hanno un effetto diverso sulla crescita economica e sull'inflazione della Russia come esportatore di petrolio. Di conseguenza, non districare gli shock del prezzo del petrolio in base alla loro fonte sottostante potrebbe causare difficoltà nella stima dell'effetto reale delle variazioni del prezzo del petrolio nei principali aggregati macroeconomici per la Russia.The aim of this study, is the modeling of the oil market, the identification of several oil price shocks, and the detection of their effect on the Russian economy. We perform an empirical analysis of the determinants of the oil price. Through the estimation of a SVAR model, we identify three oil price shocks, from the demand and the supply side. Moreover, we model the oil market using different measures for global economic activity. Through some forecasting analysis, we find that the OECD IP is the best indicator for modeling the oil market. Afterward, we conduct an empirical analysis of the effects of oil price shocks on a developing and oil-exporter country: Russia. The relationship between oil price shocks and the Russian economy has not been studied as much as the relationship itself, but for other countries (for example United States). We expect the effects of these shocks to be different in oil-exporting countries. We use two different models to detect the effect of the oil price shocks on the Russian GDP Growth and Inflation: the Autoregressive Distributed Lag (ARDL) model and the MIDAS model. We study the effect of two different types of shocks on the Russian economy: temporary shocks and accumulated shocks. Analyzing the IRF we find that the two demand shocks have a positive and significant effect on Russian GDP growth, while the effect of the oil supply shock is more muted and almost non-existent. Moreover, the aggregate demand shock and the oil supply shock have a non-significant effect on Russian inflation, while the oil-specific demand shock has a negative effect on Russian inflation. We use the ARDL and MIDAS models to forecast the Russian GDP growth and inflation. Based on predictive power, the best model to forecast the Russian main macroeconomic variables is the ARDL model. Different oil shocks have a different effect on Russia's economic growth and inflation as an oil exporter. As a result, not disentangling oil price shocks based on their underlying source could cause difficulties in estimating the real effect of oil price changes in the main macroeconomic aggregates for Russia.
18
Gupta, Ashish. « Empirical analysis of wireless sensor networks ». Electronic Thesis or Diss., Evry, Institut national des télécommunications, 2010. http://www.theses.fr/2010TELE0016.
Texte intégralRésumé :
Les réseaux de capteurs sans fil sont une collection de nœuds non connectés qui sont installés pour la détection de certains phénomènes intéressants. Après avoir pris des mesures un capteur sans fil retransmet ces mesures à la station de base. La station de base collecte les données de tous les capteurs et les analyse. Pour économiser l’énergie il est souvent utilise de grouper les capteurs en clusters, chaque cluster ayant une tête de cluster qui communique avec la station de base. Au début, on commence par analyser la simulation des réseaux Zigbee où il y a quelques nœuds qui transmettent avec différentes puissances. Les résultats montrent que dans les réseaux de capteurs mobiles et hétérogènes et à cause du phénomène d’isolation des nœuds et du coût très élevé du routage et la maintenance, les performances sont moins bonnes que celles des réseaux homogènes. Le but principal de cette thèse est de faire une analyse empirique des réseaux de capteurs. A cause de leurs ressources limitées les réseaux de capteurs doivent faire face à plusieurs défis techniques. Beaucoup de protocoles fonctionnent très bien dans les simulateurs mais pas aussi bien en implémentation réelle. Par exemple, les capteurs déposés sur un objet élevé subissent moins d’atténuation que les autres capteurs placés sur le sol. Dans cette thèse, on montre qu’il y a un impact des liens asymétriques sur la topologie des réseaux de capteurs sans fil et que la qualité des liens (LQI) varie en permanence. On propose deux méthodes pour améliorer les performances des algorithmes basés sur la qualité des liens des réseaux de capteurs avec des liens asymétriques. Dans la première méthode, le réseau n’a pas d’autre choix que d’avoir des nœuds qui transmettent à des grandes distances et deviennent des clusters Head. Le nombre de clusters Head peut être donné par Matérn Hard-core process. Dans la seconde méthode, on propose HybridLQI qui améliore les algorithmes basés sur LQI sans ajouter des entêtes au réseau. Ensuite, on applique les approches de clustérisassions théoriques sur le réseau de capteurs réel. On applique Matérn Hard Core process et Max-Min heuristique de formation des clusters sur des nœuds «Tmote » dans des réseaux denses et des réseaux de faible densité. Les résultats empiriques ont montré la supériorité de Matérn sur Max-Min dans les besoins d’espace mémoire, la simplicité de l’implémentation et le nombre de messages de signalisation. Enfin, en utilisant les chaînes de Markov absorbantes et des mesures, on étudie les performances des techniques de la distribution de charge dans des réseaux de capteurs réelsWireless sensor networks are the collection of wireless nodes that are deployed to monitor certain phenomena of interest. Once the node takes measurements it transmits to a base station over a wireless channel. The base station collects data from all the nodes and do further analysis. To save energy, it is often useful to build clusters, and the head of each cluster communicates with the base station. Initially, we do the simulation analysis of the Zigbee networks where few nodes are more powerful than the other nodes. The results show that in the mobile heterogeneous sensor networks, due to phenomenon orphaning and high cost of route discovery and maintenance, the performance of the network degrades with respect to the homogeneous network. The core of this thesis is to empirically analyze the sensor network. Due to its resource constraints, low power wireless sensor networks face several technical challenges. Many protocols work well on simulators but do not act as we expect in the actual deployments. For example, sensors physically placed at the top of the heap experience Free Space propagation model, while the sensors which are at the bottom of the heap have sharp fading channel characteristics. In this thesis, we show that impact of asymmetric links in the wireless sensor network topology and that link quality between sensors varies consistently. We propose two ways to improve the performance of Link Quality Indicator (LQI) based algorithms in the real asymmetric link sensor networks. In the first way, network has no choice but to have some sensors which can transmit over the larger distance and become cluster heads. The number of cluster heads can be given by Matérn Hard-Core process. In the second solution, we propose HybridLQI which improves the performance of LQI based algorithm without adding any overhead on the network. Later, we apply theoretical clustering approaches in sensor network to real world. We deploy Matérn Hard Core Process and Max-Min cluster Formation heuristic on real Tmote nodes in sparse as well as highly dense networks. Empirical results show clustering process based on Matérn Hard Core Process outperforms Max-Min Cluster formation in terms of the memory requirement, ease of implementation and number of messages needed for clustering. Finally, using Absorbing Markov chain and measurements we study the performance of load balancing techniques in real sensor networks
19
Gao, Qiang, et Qiang Gao. « Empirical Studies of Online Crowdfunding ». Diss., The University of Arizona, 2016. http://hdl.handle.net/10150/620871.
Texte intégralRésumé :
Online crowdfunding, an emerging business model, has been thriving for the last decade. It enables small firms and individuals to conduct financial transactions that would previously been impossible. Along with unprecedented opportunities, two fundamental issues still hinder crowdfunding ability to fulfill its potentials: the information asymmetry and the understanding of the impact of crowdfunding. Both are actually exacerbated by the "virtual" nature of these marketplaces. The success of this new market therefore critically depends on both improving existing mechanisms or designing new ones to mitigate the issue of unobservable fundraiser quality, which can lead to adverse selection and market collapse; and better understanding the impact of crowdfunding, and particularly its offline impact, which will allow the effective allocation of scarce resources. My dissertation includes three essays around these topics, using data from debt-, reward- and donation-based crowdfunding contexts, respectively. My first two essays focus on two popular but understudied components in crowdfunding campaigns, texts and videos, and aim at predicting fundraiser quality by quantifying texts and videos. In particular, the first essay focuses on developing scalable approaches to extracting linguistic features from texts provided by borrowers when they request funds; and on using those features to explain and predict the repayment probability of the problematic loans. The second essay focuses on videos in reward crowdfunding, and preliminary results show excellent predictive performance and strong associations between multi-dimensional video information and crowdfunding campaign success and quality. The last essay investigates the impact of educational crowdfunding on school performance, using data from a crowdfunding platform for educational purposes. The results show that educational crowdfunding plays a role far beyond simply a financial source. Overall, my dissertation identifies the non-financial impact of crowdfunding as well as potential opportunities for efficiency improvement in the crowdfunding market, which have thus far not been documented in the literature.
20
Šperlich, Marek. « Analýza efektivity tréninkového programu v bance HSBC ». Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-9350.
Texte intégralRésumé :
The thesis theme is research and analysis of training program in HSBC Bank which took place during September 2007. The thesis is divided in to five chapters. The first chapter is devoted to theory of andragogics, corporate training and efficiency analysis. The second chapter is devoted to empirical research also problem and its solution is introduced there. The third chapter introduces HSBC Bank and HSBC Bank training program. This training program was created for newly hired employees. The fourth chapter consist of three surveys of participators of this training. The first -questionary- is focused on trainees. The second survey is evaluated by trainers of the company, this survey was executed via internet. The last survey was realized through series of interview with trainees. Based on the results of the investigation the fourth chapter is concluded with SWOT analysis of training, evaluation of efficiency of Kirkpatrick`s schneme. The last chapter contains proposals to streamline the training process. This proposals will be submitted to the management of the company for possible use in further training.
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Wang, Chun. « Empirical Analysis of User Passwords across Online Services ». Thesis, Virginia Tech, 2018. http://hdl.handle.net/10919/83471.
Texte intégralRésumé :
Leaked passwords from data breaches can pose a serious threat if users reuse or slightly
modify the passwords for other services. With more and more online services getting breached
today, there is still a lack of large-scale quantitative understanding of the risks of password
reuse and modification. In this project, we perform the first large-scale empirical analysis
of password reuse and modification patterns using a ground-truth dataset of 28.8 million
users and their 61.5 million passwords in 107 services over 8 years. We find that password
reuse and modification is a very common behavior (observed on 52% of the users). More
surprisingly, sensitive online services such as shopping websites and email services received
the most reused and modified passwords. We also observe that users would still reuse the
already-leaked passwords for other online services for years after the initial data breach.
Finally, to quantify the security risks, we develop a new training-based guessing algorithm.
Extensive evaluations show that more than 16 million password pairs (30% of the modified
passwords and all the reused passwords) can be cracked within just 10 guesses. We argue that
more proactive mechanisms are needed to protect user accounts after major data breaches.Master of Science
22
Gemino, Andrew C. « Empirical comparisons of system analysis modeling techniques ». Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape7/PQDD_0015/NQ46346.pdf.
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Marchetti, Ambra <1994>. « The Management Discussion and Analysis in China. An empirical analysis ». Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/14115.
Texte intégralRésumé :
Management Discussion and Analysis is a fundamental part of the annual report of a company. It is the narrative disclosure of the items presented in the financial statement and it introduces also forward-looking information about the future trends and developments of the company, giving to investors the instruments necessary to judge whether a company is valuable or not and to make investment decisions. MD&A was firstly introduced in the “Guides for Preparation and Filing of Registration Statements” issued in 1968 by the US Security and Exchange Commission and, since then, the regulations and guidelines for the preparation of the discussion and analysis have never stopped being developed on a worldwide scale.
This thesis provides an overview on the MD&A situation in China, starting with an analysis about the evolution of the regulations and guidelines regarding the argument. The China Securities and Regulatory Commission introduced the Management Discussion and Analysis system in China in 2001 and, from that moment on, it has been improved constantly, in order to come into line with international standards. Nowadays, the system seems to have reached its maturity, but, as a matter of fact, it still presents some shortcomings, which, obviously, affect the quality of the disclosure. This aspect is one of the main themes of the researches conducted on the MD&A, which are reviewed in the second part of this work, with a special interest for those published by Chinese authors and related to the Chinese situation. The sources are divided in theoretical and empirical ones; the latter constitute the main inspiration for the analysis conducted by the author in the last chapter. The empirical analysis is executed on the annual reports of 30 Chinese listed companies, using two frameworks, which are built on the basis of the MD&A content requirements issued in the regulations of 2012 and 2015. The 2012 framework is applied to the annual reports of 2011 and 2012 and the 2015 framework is applied to the reports of 2014 and 2015, in order to study the level of information disclosure compared to the requirements issued by the regulations and to understand if an implementation of the requirements implies an higher MD&A disclosure level.
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Simon, i. Villar Alexandra. « An empirical analysis of integrated management systems ». Doctoral thesis, Universitat de Girona, 2012. http://hdl.handle.net/10803/84065.
Texte intégralRésumé :
The main objective of the present dissertation is to empirically study the integration of management systems (MSs). Specifically, we aim to investigate how organizations carry out the integration process, which benefits and challenges they encounter during this process and whether and how they integrate their audits. Data for this study were obtained through a survey and a case study analysis of companies in Catalonia. The survey was carried out in organizations, registered to ISO 14001and ISO 9001 standards for quality and environmental management. Additionally, some detailed case studies are illustrated, revealing the process of integration as well as the benefits and challenges encountered by the organizations. Results are analysed and show responses on the levels of integration and the use of different integration strategies and methodologies regarding the integration of MSs. Some results regarding the benefits and difficulties of integration and about how companies integrated their audits are also presented.L'objectiu principal d'aquesta tesi doctoral és estudiar empíricament la integració dels sistemes de gestió. En concret, l’ objectiu és investigar com les organitzacions duen a terme el procés d'integració, els beneficis i els reptes que troben en aquest procés, així com analitzar com s'integren les seves auditories. Les dades per aquest estudi van ser obtingudes a través d'una enquesta i un estudi de casos d'empreses a Catalunya. L'enquesta es va dur a terme en empreses registrades, com a mínim, amb les normes ISO 14001: 2004 i ISO 9001: 2008 de qualitat i gestió ambiental. En l’estudi de casos es revela el procés d'integració, així com els beneficis i els reptes afrontats per les organitzacions estudiades. Els resultats mostren els nivells d'integració i l'ús de diferents estratègies i metodologies d'integració. També es presenten resultats respecte als beneficis i dificultats d'integració i sobre com les companyies van integrar les seves auditories.
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Brandel, John. « Empirical Bayes methods for missing data analysis ». Thesis, Uppsala University, Department of Mathematics, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121408.
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Ng, Cheng Man. « Electroencephalogram analysis based on empirical mode decomposition ». Thesis, University of Macau, 2011. http://umaclib3.umac.mo/record=b2493507.
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Park, Jong-Hun. « Strategic airline alliance : modelling and empirical analysis ». Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq25132.pdf.
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Franklin, Jonathon Shaughn Patrick. « Patient satisfaction in Alberta, an empirical analysis ». Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/MQ60373.pdf.
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Elsaid, Eahab M. K. « CEO compensation and succession : an empirical analysis / ». Available to subscribers only, 2006. http://proquest.umi.com/pqdweb?did=1147183131&sid=10&Fmt=2&clientId=1509&RQT=309&VName=PQD.
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Harp, Keith. « An empirical analysis of visible surface algorithms ». Thesis, Georgia Institute of Technology, 1987. http://hdl.handle.net/1853/8537.
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Masuyama, Kazuyuki. « Sovereign Debt Crisis : Conceptual and Empirical Analysis ». Thesis, University of Canterbury. Department of Economics and Finance, 2014. http://hdl.handle.net/10092/9202.
Texte intégralRésumé :
This paper investigates the determinants of sovereign debt crises by using cross-country data from 1977 to 2010. In particular, I focus on the structure of sovereign debt by analysing the debt composition (domestic versus external), maturity structure (short-term versus long-term), composition type (bank loans versus bond) and currency denomination (domestic currency versus foreign currency) of debts. I also assess whether the previous history of banking and currency crises affect the likelihood of a sovereign debt crisis. The results suggest that both the structures of debt and the past history of other financial crises are important determinants of debt crises. The results are robust when using alternative measures to understand the risks of sovereign debt. I also investigate the impacts of debt structure and past financial crises history on the levels and changes of foreign and local currency long-term debt credit ratings.
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Schuster, Josef Anton. « An empirical analysis of European IPO markets ». Thesis, London School of Economics and Political Science (University of London), 2003. http://etheses.lse.ac.uk/1725/.
Texte intégralRésumé :
This analysis provides evidence regarding the performance of Initial Public Offerings (IPOs) in Europe during a time of dramatic change. For the sample of 973 IPOs taken from the six major Continental European markets and Sweden during 1988-98, there is significant underpricing and autocorrelation in IPO underpricing and activity. Privatization programs account for most of the "money left on the table". For the sample as a whole, we do not find long-run underperformance. Over shorter measurement horizons, IPOs outperform the market. The favourable performance is driven by New Economy IPOs, which account for 28 percent of the sample. The pervasiveness of these results across various methodological choices is puzzling and shows one of the forces behind the dramatic shift in industry composition of IPOs in favour of New Economy IPOs during the "Internet Bubble" of 1999 and 2000. Underpricing extends across all countries studied, with IPO activity being partially influenced by changes in tax regimes or in the regulatory framework. There is also a strong link between IPO performance and the national exchanges' ability to attract New Economy IPOs. This fundamentally explains why stock exchanges have attempted to establish "New Market" segments during the 1990s. Tests for performance differences between countries confirm the homogeneity of the European IPO market. In order to shed more light on the results, we study the relationship between management behaviour towards earnings management and the subsequent market response for the German IPO market. When applying two forms of earnings management, issuers that overperform in the long-run tend to manage earnings less aggressively. Over shorter measurement horizons, however, the performance is sensitive to the starting date of the measurement period. The market takes a considerable amount of time to respond to the fundamental message conveyed by management behaviour towards earnings management. Within the first four months, IPO returns are essentially driven by factors other than fundamentals. Apart from casting doubt on the efficiency of the IPO aftermarket, this can explain the observed negative relationship between short- and long-run IPO returns and the rationale behind investing in IPOs.
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Häggström, Andreas. « An Empirical Analysis of Soft Drink Addiction ». Thesis, Umeå universitet, Nationalekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-107608.
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SOUZA, FABIANO DOS SANTOS. « EMPIRICAL ANALYSIS OF THE QUANTILE AUTOREGRESSION MODELS ». PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2007. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10539@1.
Texte intégralRésumé :
COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIORModelos auto-regressivos (AR(p)) de séries temporais supõem que a dinâmica da série contém uma dependência linear nas observações passadas até uma defasagem p, e um erro aleatório independente e identicamente distribuído (i.i.d). Modelos de auto-regressão quantílica (QAR(p)) são uma generalização dos AR(p) em que os coeficientes auto- regressivos variam com o quantil da distribuição condicional, não sendo necessária, portanto, uma componente explícita de erro aleatório. Esta dissertação estuda a inferência estatística proposta para modelos QAR(p) por Koenker e Xiao (2004), com o auxílio de simulações de Monte Carlo. Enquanto a estimação mostra-se bem precisa, os resultados do teste de hipóteses, onde a hipótese nula supõe um modelo auto-regressivo (AR), não apresentam bons resultados, variando estes com o modelo gerador de dados.
Autoregressive models (AR(p)) for time series assume that the series dynamics has a linear dependence on past observations up to a lag p, plus an independent and identically distributed (i.i.d.) random error. Quantile autoregressive models (QAR(p)) generalize the AR(p) by allowing different autoregressive coefficients for different quantiles of the conditional distribution and so there is no need for an explicit random error component. This dissertation studies the statistical inference proposed by Koenker e Xiao (2004) for QAR(p) models, by means of Monte Carlo simulations. While the estimation tools show themselves very accurate, the hypothesis test which considers an AR model as the null hypothesis yields poor results, and these vary with the data generating process
35
Aiuchi, Masaharu. « An empirical analysis of quantitative trading strategies ». Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/44439.
Texte intégralRésumé :
Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2008.Includes bibliographical references (p. 277-280).
Along with the increasing computing power, growing availability of various data streams, introduction of the electronic exchanges, decreasing trading costs and heating-up competition in financial investment industry, quantitative trading strategies or quantitative trading rules have been evolving rapidly in a few decades. They challenge the Efficient Market Hypothesis by trying to forecast future price movements of risky assets from the historical market information in algorithmic ways or in statistical ways. They try to find some patters or trends from the historical data and use them to beat the market benchmark. In this research, I introduce several quantitative trading strategies and investigate their performances empirically i.e. by executing back-tests assuming that the S&P 500 stock index is a risky asset to trade. The strategies utilize the historical data of the stock index itself, trading volume movement, risk-free rate movement and implied volatility movement in order to generate buy or sell trading signals. Then I attempt to articulate and decompose the source for successes of some strategies in the back-tests into several factors such as trend patterns or relationships between market information variables in intuitive way. Some strategies recorded higher performances than the benchmark in the back-tests, however it is still a problem how we can distinguish these winner strategies beforehand from the losers at the beginning of our investment horizon. Human discretion such as macro view on the future market trend is considered to still play an important role for quantitative trading to be successful in the long-run.
by Masaharu Aiuchi.
M.B.A.
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McCunn, Ayowande Adebiyi. « Contingent capital : a theoretical and empirical analysis ». Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:c5540cb1-4be2-4c4d-be81-afff3f5b48fe.
Texte intégralRésumé :
This thesis is about the design of contingent capital (CoCos) to induce monitoring and to therefore reduce the expected size of taxpayer funded bailouts. CoCos are debt instruments that either convert into debt or are written down when a bank approaches distress - based on a reduction in the bank's capital. The thesis begins with a moral hazard model that provides a stylised illustration of the circumstances where either shareholders or CoCo investors can be induced to monitor. It predicts that shareholders will monitor if conversion reduces their claim to zero and CoCo investors will monitor if conversion reduces the value of their claim below what they paid when the CoCo was issued. It then assess different elements of the model - including the social cost that gives rise to the need for bailouts, the usual mechanisms to reduce the need for bailouts, and the bank specific insolvency regime adopted in the European Union. The focus then turns to monitoring incentives induced by CoCos. It discusses triggers and advocates higher minimum trigger levels. It then defines monitoring in the context of CoCos, assesses the extent to which monitoring is undertaken in CoCo markets, and makes recommendations about how incentives to monitor might be strengthened.
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Canelas, José Pedro Lourenço Prates. « Determinants of exchange rates : an empirical analysis ». Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11689.
Texte intégralRésumé :
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThis research focuses on the possible lag relationship among exchange rates. The period considered (2000-2013) comprises the Financial Crisis and therefore it was divided into two distinct periods: before and during the crisis. Before the crisis, the returns of Sweden and the Euro Zone seem to have impact on the British, Korean and Australian ones. During the crisis, there is evidence of the Euro and Sterling Pound influence on the Australian and New Zealand Dollar. Interestingly, the Swedish Krona is significant, in both periods, for the Korean Won, leading to deepen their common “technological profile” or the significance of major companies of both countries on Sweden’s returns. Carry trade is also presented as a possible justification for the Australian Dollar’s importance.
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Tran, Andrew T. « An Empirical Study of Alias Analysis Techniques ». DigitalCommons@CalPoly, 2018. https://digitalcommons.calpoly.edu/theses/1859.
Texte intégralRésumé :
As software projects become larger and more complex, software optimization at that scale is only feasible through automated means. One such component of software optimization is alias analysis, which attempts to determine which variables in a program refer to the same area in memory, and is used to relocate instructions to improve performance without interfering with program execution. Several alias analyses have been proposed over the past few decades, with varying degrees of precision and time and space complexity, but few studies have been conducted to compare these techniques with one another, nor to measure with program data to confirm their accuracy. Normally, this is out of the scope of alias analyses because these processes are static, and can only rely upon the input source code. We address these limitations by instrumenting several benchmarks and combining their data with commonly used alias analyses to objectively measure the accuracy of those analyses. Additionally, we also gather additional program statistics to further determine which programs are the most suitable for evaluating subsequent alias analysis techniques.
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Kalidaikurichi, Lakshmanan Sai Saradha. « Communities of Learning Machines : An Empirical Analysis ». Case Western Reserve University School of Graduate Studies / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=case1550775951553577.
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Tukiainen, Janne. « Empirical analysis of competition in procurement auctions / ». [Helsinki] : University of Helsinki, Department of Economics, 2008. https://oa.doria.fi/bitstream/handle/10024/42529/empirica.pdf?sequence=1.
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Begtasevic, Miriam. « Empirical analysis of European term structure dynamics / ». Berlin : Dissertation.de, 2008. http://d-nb.info/992368863/04.
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Hüttel, Silke. « Structural change in agriculture an empirical analysis ». Aachen Shaker, 2009. http://d-nb.info/999465678/04.
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Brough, Tyler Jon. « An empirical analysis of institutional liquidity trading ». Diss., The University of Arizona, 2010. http://hdl.handle.net/10150/195279.
Texte intégralRésumé :
I investigate the trading decisions of a large institutional liquidity trader by using a detailed data set from a transition management firm. The data set contains records for all trades of transitions completed between January 2008 and September 2008. Effective execution involves a trade off between trading patiently over time to minimize price impact costs and trading quickly to avoid opportunity costs due to price volatility. I estimate a model of transition duration that accounts for volatility, an order's percentage of average daily volume, and the bid--ask spread to uncover the firm's strategy of how quicklyto trade. To understand the firm's intermediate trading decisions, I estimate a vector autoregression that summarizes the dynamic relationship of volatility, trading volume, the bid--ask spread, and order type and order duration. My analysis suggests that the firm behaves strategically to minimize the total costs of trading.
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Ahmed, Jaleel. « Empirical Analysis of a Cybersecurity Scoring System ». Scholar Commons, 2019. https://scholarcommons.usf.edu/etd/7722.
Texte intégralRésumé :
In the field of cybersecurity, the top-level management make use of metrics to decide if the organization is doing well to protect itself from cyber attacks or is in tatters leaving itself susceptible against the vast threats looming around. Not only that but metrics are even used to measure the performance of the security team. The aim of this thesis is to show how economics is closely related to cybersecurity and how metrics play an important role in policy making of an organization. Furthermore, I scrutinize one of the leading security score providers for the way they detect botnet infection. Botnet infection is a part of compromised system group in their score card categories that amounts to 55\% of the total security score. So, it becomes essential for the security score providers to have the right method of grading a company since it will have an impact on how they use their resources to protect itself from outside threat and the insurance premium they pay to cover any successful cyber attacks. I have found out that the data on which the botnet infection vector is graded has false positives. I shed light on security analyst and security team on a whole in their role in making decisions according to the security score. It is even the duty of the security team to work ethically, that is, the aim should not be to improve the security score rather the aim should be to protect the organization from outside attacks and if it happens to increase the security rating then be it so.
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Cancelli, Lorenzo <1995>. « ESG and Firms' Creditworthiness : An Empirical Analysis ». Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/19846.
Texte intégralRésumé :
Individual and institutional investors have considerably increased their interest in environmental, social and governance (ESG). In the last decade, the amount of assets under management in socially responsible investment products has grown. Given the ever-growing importance that Millennial and Z generations have posed and are posing on the theme, this trend is intended to accelerate. Nevertheless, a clear understanding of the economic benefits of investing in ESG product is still missing. Several types of research have documented copious positive economic effects related to ESG: lower cost of capital, cost reduction, productivity uplift and profitability are just a few examples. Being factors influencing corporate creditworthiness, these ones could considerably impact companies credit risk indicators. The aim of this thesis is to identify empirical evidence of a relationship between ESG parameters and credit default swap spread with reference to corporate fixed income.
In the first chapter, a general overview of ESG world and its principal aspects will be discussed. Different distinctions of sustainability investments will be analysed, by concentrating on the aim they pursuit. Subsequently, an analysis of the work undertaken by SRI and UN PRI will be taken into consideration. At the end of the chapter, the attention will be focused on the reasons why investors should use ESG in their investment decision-making and the myths around the process of environmental, sustainable and governance factors integration.
The second chapter will focus on the relation between ESG and creditworthiness. Initially, it will be centred around the concept of corporate social responsibility and the influencing factors of corporate creditworthiness. Instead, in the second part, a more detailed analysis of ESG and creditworthiness factors will be put under the lens. Lastly, an examination of different models, such as Merton model and Fama & MacBeth regression model together with the economic transmission channel, will be viewed.
The last chapter will be composed of an ordered regression model between ESG parameters and corporate default swap (CDS) spreads. The use of CDS swap is justified by the fact that it represents a good market proxy for credit risk. Therefore, the aim is to understand whether exists a relationship with parameters or just with some of them.
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Wang, Xue. « Empirical Bayes block shrinkage for wavelet regression ». Thesis, University of Nottingham, 2006. http://eprints.nottingham.ac.uk/13516/.
Texte intégralRésumé :
There has been great interest in recent years in the development of wavelet methods for estimating an unknown function observed in the presence of noise, following the pioneering work of Donoho and Johnstone (1994, 1995) and Donoho et al. (1995). In this thesis, a novel empirical Bayes block (EBB) shrinkage procedure is proposed and the performance of this approach with both independent identically distributed (IID) noise and correlated noise is thoroughly explored. The first part of this thesis develops a Bayesian methodology involving the non-central X[superscript]2 distribution to simultaneously shrink wavelet coefficients in a block, based on the block sum of squares. A useful (and to the best of our knowledge, new) identity satisfied by the non-central X[superscript]2 density is exploited. This identity leads to tractable posterior calculations for suitable families of prior distributions. Also, the families of prior distribution we work with are sufficiently flexible to represent various forms of prior knowledge. Furthermore, an efficient method for finding the hyperparameters is implemented and simulations show that this method has a high degree of computational advantage. The second part relaxes the assumption of IID noise considered in the first part of this thesis. A semi-parametric model including a parametric component and a nonparametric component is presented to deal with correlated noise situations. In the parametric component, attention is paid to the covariance structure of the noise. Two distinct parametric methods (maximum likelihood estimation and time series model identification techniques) for estimating the parameters in the covariance matrix are investigated. Both methods have been successfully implemented and are believed to be new additions to smoothing methods.
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Cleghorn, Christopher Wesley. « Particle swarm optimization : empirical and theoretical stability analysis ». Thesis, University of Pretoria, 2017. http://hdl.handle.net/2263/61265.
Texte intégralRésumé :
Particle swarm optimization (PSO) is a well-known stochastic population-based search algorithm,
originally developed by Kennedy and Eberhart in 1995. Given PSO's success at solving numerous real world problems, a large number of PSO variants have been proposed. However, unlike the original PSO, most variants currently have little to no existing theoretical results. This lack of a theoretical underpinning makes it difficult, if not impossible, for practitioners to make informed decisions about the algorithmic setup. This thesis focuses on the criteria needed for particle stability, or as it is often refereed to as, particle convergence.
While new PSO variants are proposed at a rapid rate, the theoretical analysis often takes substantially longer to emerge, if at all. In some situation the theoretical analysis is not performed as the mathematical models needed to actually represent the PSO variants become too complex or contain intractable subproblems. It is for this reason that a rapid means of determining approximate stability criteria that does not require complex mathematical modeling is needed. This thesis presents an empirical approach for determining the stability criteria for PSO variants. This approach is designed to provide a real world depiction of particle stability by imposing absolutely no simplifying assumption on the underlying PSO variant being investigated. This approach is utilized to identify a number of previously unknown stability criteria.
This thesis also contains novel theoretical derivations of the stability criteria for both the fully informed PSO and the unified PSO. The theoretical models are then empirically validated utilizing the aforementioned empirical approach in an assumption free context.
The thesis closes with a substantial theoretical extension of current PSO stability research. It is common practice within the existing theoretical PSO research to assume that, in the simplest case, the personal and neighborhood best positions are stagnant. However, in this thesis, stability criteria are derived under a mathematical model where by the personal best and neighborhood best positions are treated as convergent sequences of random variables. It is also proved that, in order to derive stability criteria, no weaker assumption on the behavior of the personal and neighborhood best positions can be made. The theoretical extension presented caters for a large range of PSO variants.Thesis (PhD)--University of Pretoria, 2017.
Computer Science
PhD
Unrestricted
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Williams, Jane Hannah. « An empirical ethics analysis of cervical screening organisation ». Thesis, The University of Sydney, 2016. http://hdl.handle.net/2123/15710.
Texte intégralRésumé :
Background Cervical screening aims to detect and remove abnormalities on the cervix in order to prevent cervical cancer from developing. In many countries around the world it takes the form of an organised public health program, and international bodies recommended that cervical screening tests are used only in the context of an organised program. Despite considerable enthusiasm for organised cervical screening there is little clarity in the literature about what makes a program organised and what aspects of organisation are important in supporting a population screening program. Methods This is an empirical ethics study using grounded theory methodology. My main data sources were in-depth interviews with Australian and international experts who have experience of organising cervical screening. Interviews were supplemented by grey literature and media sources. Analysis was developed through transcript coding and memo writing, using constant comparison to develop insight and connections between concepts. The overall aim of the study was to report normatively relevant empirical findings, and to interpret them in light of ethical theory. Findings A review of the literature found that there is significant variation in how organised cervical screening programs are implemented and that the contribution of opportunistic screening to cancer outcomes is unclear. The grounded theory study found that the process of organising cervical screening in Australia was characterised by conflict and differing priorities over how to conceptualise the purpose of screening. Differences were often consistent with professional experience and manifested in struggles over implementation. Expert views about how to carry out cervical screening were usually confined to matters of testing: who should be tested; how often; what test to use. This was a result of the requirement of organised screening to be evidence-based and of experts to prioritise epidemiological and scientific evidence. Components of the program other than the test itself (informing, quality assurance, and so on) were not widely acknowledged as being important. An exception to this was equity. Many experts considered that organised programs could or should improve the disparities in cervical screening uptake and cancer outcomes that see disadvantaged women carrying a higher cervical cancer burden. For the most part they envisaged that this would happen by identifying barriers to access and removing them. Conclusions Organised cervical screening is a social and political enterprise; whether or how it is implemented depends on context and social norms. Taking a step back from how cervical screening is traditionally, neutrally, framed and acknowledging its context allows for different ways of conceptualizing what goods screening can reasonably provide, or what matters. Once it has been ascertained what (or who) matters, benefits and harms may be measured in a way that provides different kinds of evidence for screening. If these changes were to occur, then cervical screening could be organised in a way that incorporates and reflects ethically sound practice.
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Handley, Sean M. « The Evaluation, Analysis, and Management of the Business Outsourcing Process ». The Ohio State University, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=osu1217602296.
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Zoller, Boris. « The Valuation of Volatility Derivatives An Empirical Analysis / ». St. Gallen, 2006. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01280700001/$FILE/01280700001.pdf.
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