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1
De, Wet Jackie De Wet Johan Andrew. « An exploratory analysis of serial rape ». Pretoria : [s.n.], 2008. http://upetd.up.ac.za/thesis/available/etd-05312009-013437.
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Wright, Lauren E. « The American Serial Rapist : 1940-2010 ». Ohio University / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1397845726.
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Butterworth, D. A. « The behavioural linking and profiling of serial, stranger, rape offences ». Thesis, University of Cambridge, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.597191.
Texte intégralRésumé :
In the last fifteen years, offender profiling has emerged in the United Kingdom to be generally regarded as having an important contribution to make to the investigation of very serious crimes, as well as being a perennial source of interest for the popular media. Despite this, very few critical evaluations of the theoretical and empirical basis for profiling have been carried out. The focus of this thesis is to provide such an evaluation, specifically on the use of offenders' offence behaviour to behaviourally profile and link serial, stranger rape offenders and offences. The research adds to the study of profiling and linking by providing a broader review of the problems in studying rape, such as legal definitions, the dark figure and differential reporting. The question of why profiling and linking make an assumption of behavioural consistency is examined and is suggested to lie in the adoption of a strongly motivation emphasis to the conceptualisation of the offender drawn from the broader aetiology of rape literature. These motivational explanations are contrasted against alternative theories of rape causation. The specific literature on the profiling and linking of rape is then reviewed, the relationship between profiling and linking assessed and then the evidence for the efficacy of profiling and linking examined. All are found wanting. Retheorisations of both the offender and the criminal event are offered with a less direct relationship between the two and the implications for profiling discussed. Finally, an empirical analysis of offender and offence data collected for this research is used to provide empirical support to some of the arguments made in the preceding discussion.
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Kendrick, Kristen Ashley. « Lock your windows : women's responses to serial rape in a college town ». Manhattan, Kan. : Kansas State University, 2007. http://hdl.handle.net/2097/376.
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Kendrick, Kristen Ashley. « Lock your windows : women’s responses to serial rape in a college town ». Thesis, Kansas State University, 2007. http://hdl.handle.net/2097/376.
Texte intégralRésumé :
Master of ArtsDepartment of Sociology, Anthropology, and Social Work
L. Susan Williams
Studies on fear of crime demonstrate that fear of rape controls women’s lives by altering emotions and behavior, though how women construct rape discourse through social networks has not been examined. Further, studies tend to dismiss stranger rape because of its rarity compared to acquaintance rape, but this study argues that research must begin where women are. This study looks to women’s voices to articulate how they talk about fear of rape; specifically, it examines responses to a serial rapist at work in a college town. Framed by feminist methodology, this study establishes the influence of fear on women’s lives and the role of women’s social networks in disseminating information, constructing strategies, and changing behavior as it relates to a local serial rapist. The study utilizes a multi-method approach to quantify levels of fear in the community and to document qualitatively women’s responses to knowledge about the serial rapist. Two surveys, content analysis of local newspapers, and interviews support this research. In particular, group interviews conducted in two environments – campus face-to-face groups and online virtual groups – provide opportunities for young women to voice concerns and report behavioral changes related to the serial rapes. The research demonstrates that women are concerned about insufficient information from formal sources and want more accurate reporting. Women depend heavily on informal networks for information, but it is often incomplete and/or inaccurate and may actually intensify fear. As documented in earlier research, women focus on stranger rape to the neglect of the more common acquaintance rape and tend to strategize in individual terms rather than recognize structural issues. A major finding of this research is that young women actually perceive a change in their own identity as they try to manage fear of rape. However, women’s social networks and, in particular, the increasingly popular online networks, provide a forum from which to try out strategies, build collective discourse, and, in turn, develop greater group consciousness among young women. From the experiences of women in this study, several policy implications are offered for managing fear, including education about the more likely threat of acquaintance rape.
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Fesmire, Clara M. « The Con at Work : A Sociological Profile of the Con-Style Serial Rapist ». Ohio University / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1429538229.
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Schlabach, Kelly A. Schlabach. « Preying on Poverty : How Serial Rapists Exploit the Vulnerability of Socially Disadvantaged People ». Ohio University Honors Tutorial College / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1461242905.
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Fernandez, Ricardo E. « A Case Study of a Six-Time Convicted Serial Rapist : The Search for Explanation ». ScholarWorks@UNO, 2017. http://scholarworks.uno.edu/td/2320.
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This case study discusses rape theories by performing a case study of a convicted serial rapist, hereafter referred to as “Carl Criminal.” This pseudonym has been used throughout this research effort in order to avoid the additional contributing to the celebrity status of the true rapist who has committed these vicious sexual assaults. Locations have also been changed in order to prevent contribution of further clues that may help identify the rapist and avoid embarrassment, humiliation, and further mental anguish for the rape victims.
On January 18, 1999, Carl Criminal, a 38-year-old white male Sheriff’s Deputy with a local sheriff’s office was arrested and initially charged with five counts of aggravated rape. The charges were later amended to include a sixth charge of aggravated rape. At the time of his arrest, Carl Criminal was a veteran law enforcement officer for over nineteen years and had served as a plainclothes sergeant with the Juvenile Division. Carl Criminal’s arrest ended an extensive years-long rape task force investigation into a series of rapes that occurred between 1986 and 1997. Carl Criminal, upon being interviewed at his place of incarceration, admitted that he committed eleven rapes during the period of his criminal activity while serving as a sheriff’s deputy.
This research project explores Carl Criminal’s history and chronicles his career as a law enforcement officer and as a rapist. The project represents a searched for possible explanations, causation, and motivation for his criminal behavior. This study attempts to dissect his aberrant behavior and analyze potential causes related to his nurturing. Furthermore, the study examines his relationships and attempted to discern early patterns of social deviance. Carl Criminal himself stated, “I wish someone could tell me what’s wrong with me.” This research study attempts to furnish answers to his question.
This case study explores Carl Criminal’s current thoughts regarding the trauma he brought to his victims’ lives. Carl Criminal lamented the pain he now realizes his victims experienced. The research identified incidents in Carl Criminal’s youth that may now serve as markers to assist in identifying potential criminal behavior in the lives of other adolescents.
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Corovic, Jelena. « Offender Profiling in Cases of Swedish Stranger Rapes ». Doctoral thesis, Stockholms universitet, Psykologiska institutionen, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-89582.
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Swedish national statistics suggest that the number of reported stranger rapes is steadily increasing. Stranger rape is one of the most difficult types of crime for the police to investigate because there is no natural tie between the victim and offender. As a result, there is a need for more knowledge about how crime scene features could be used to make inferences of likely offender characteristics that could help investigators narrow down the pool of suspects. The aim in Study I was to examine how offender behaviors interact with contextual features, victim behaviors, and the assault outcome. Results suggest that the stranger rapes could be distinguished by five different dynamic rape pattern themes, which mainly differed on two dimensions: level of violence to control the victim, and level of impulsivity/premeditation characterizing the rapes. The results also highlight the importance of including contextual features when studying offender behaviors. The aim in Study II was to examine how single-victim rapists and serial rapists can be differentiated by the actions at their first stranger rape. Results suggest that three behaviors in conjunction: kissed victim, controlled victim, and offender drank alcohol before the offense, could be used to predict whether the offender was a single-victim rapist or serial rapist with a classification accuracy of 80.4 %. The aim in Study III was to examine how stranger rapists could be differentiated from a normative sample on background characteristics, and if stranger rapists’ pre-assault and initial-attack behaviors could be used to predict likely offender characteristics. Results showed that the strongest predictions could be made for previous criminal convictions, offender age, and the distance traveled by the offender to offend. Overall, the present thesis has found some scientific support for the use of crime scene behaviors to make inferences of likely offender characteristics that could be useful for profiling purposes.At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 1: Submitted. Paper 3: Submitted.
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Nguyen, Gennie. « Race, Renters, and Serial Segregation in Portland, Oregon and Beyond ». Thesis, University of Oregon, 2018. http://hdl.handle.net/1794/23821.
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Homeownership may be the American Dream, but renting is the American reality for nearly half of Portland, Oregon’s residents. In Oregon, where I conducted fieldwork from 2014 to 2017, a statewide ban on rent control, the prevalent use of no-cause evictions, and the lack of renters’ protections pushed Portland residents, especially renters, into a Housing State of Emergency. Many renters in this housing crisis are forced to rent and face the threat of being repeatedly displaced as their apartment units change hands from investor-to-investor. These investor landlords used no-cause evictions to remove tenants from their homes and to quickly empty entire apartment buildings, flip the buildings, and increase their rate of return. As gentrification increased the rent in Portland, it also push low-income people and communities of color as they moved to the suburbs in search of scarce low-income rental housing. Employing ethnographic methods of participant observation and in-depth interviewing, this dissertation explores the inequalities built into the rental housing system for different groups of vulnerable tenants in Portland. A qualitative analysis revealed that families of color and low-income residents not only experience serial displacement as renters, but also serial segregation.2020-09-06
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Guin, Ujjwal. « DESIGN FOR BIT ERROR RATE ESTIMATION OF HIGH SPEED SERIAL LINKS ». Master's thesis, Temple University Libraries, 2010. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/105599.
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Electrical EngineeringM.S.E.
High-speed serial links in modern communication systems often require the Bit-Error-Rate (BER) to be at the level of 10 −12 or lower. From the industry perspective, major drawbacks in high volume production test for the serial links with low BER are the excessive test time for comparing each captured bit for error detection and costly instrumentation. In this thesis, we focus on developing a novel BER estimation methodology and its implementation. We propose a novel BER estimation methodology and an effective self-test system, which not only eliminates the usage of expensive measuring instruments, but also significantly reduces the test time. In the proposed BER estimation, we show that the total jitter (TJ) spectral information of a test SerDes is successfully estimated from the known TJ distribution of a golden SerDes. We propose a novel BER estimation formula that incorporates not only the TJ spectral information of the serial data, but also the TJ spectral information of the recovered clock. Our proposed estimation formula enables efficient BER estimation without excessive test time, and its accuracy does not depend on the jitter present in the serial data stream of the SerDes. The experimental results demonstrate that the test time for the proposed BER estimation is in the order of seconds, which translates to the test time savings of more than hundred times compared to the traditional BER measurement for the same accuracy. To implement the proposed BER estimation methodology, we have developed a novel time-to-digital converter (TDC). This design effectively measures the delay between two signals and converts it into the digital format. Performance of the TDC has been evaluated and presented using ModelSim and SPICE simulation.
Temple University--Theses
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Heath, Doug, Marty Polluconi et Flora Samad. « LEVERAGING INTERNET PROTOCOL (IP) NETWORKS TO TRANSPORT MULTI-RATE SERIAL DATA STREAMS ». International Foundation for Telemetering, 2006. http://hdl.handle.net/10150/603937.
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ITC/USA 2006 Conference Proceedings / The Forty-Second Annual International Telemetering Conference and Technical Exhibition / October 23-26, 2006 / Town and Country Resort & Convention Center, San Diego, CaliforniaAs the rates and numbers of serial telemetry data streams increase, the cost of timely, efficient and robust distribution of those streams increases faster. Without alternatives to traditional pointto- point serial distribution, the complexity of the infrastructure will soon overwhelm potential benefits of the increased stream counts and rates. Utilization of multiplexing algorithms in Field- Programmable Gate Arrays (FPGA), coupled with universally available Internet Protocol (IP) switching technology, provides a low-latency, time-data correlated multi-stream distribution solution. This implementation has yielded zero error IP transport and regeneration of multiple serial streams, maintaining stream to stream skew of less than 10 nsec, with end-to-end latency contribution of less than 15 msec. Adoption of this technique as a drop-in solution can greatly reduce the costs and complexities of maintaining pace with the changing serial telemetry community.
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Tan, Ronson K. « Design and analysis of an integrated-optical serial-to-parallel converter for high-data-rate communications ». Diss., Georgia Institute of Technology, 1993. http://hdl.handle.net/1853/13382.
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Weng, Wen-Yen. « Universal serially concatenated trellis coded modulations and rate-compatible high-rate LDPC codes ». Diss., Restricted to subscribing institutions, 2007. http://proquest.umi.com/pqdweb?did=1324381161&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.
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von, Hippel Eric, Nikolaus Franke et Reinhard Wilhelm Prügl. « Pyramiding : Efficient search for rare subjects ». Elsevier, 2009. http://dx.doi.org/10.1016/j.respol.2009.07.005.
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The need to economically identify rare subjects within large, poorly-mapped search spaces is a frequently-encountered problem for social scientists and managers. It is notoriously difficult, for example, to identify "the best new CEO for our company," or the "best three lead users to participate in our product development project." Mass screening of entire populations or samples becomes steadily more expensive as the number of acceptable solutions within the search space becomes rarer.
The search strategy of "pyramiding" is a potential solution to this problem under many conditions. Pyramiding is a search process based upon the idea that people with a strong interest in a topic or field tend to know people more expert than themselves. In this paper we report upon four experiments empirically exploring the efficiency of pyramiding searches relative to mass screening. We find that pyramiding on average identified the most expert individual in a group on a specific topic with only 28.4% of the group interviewed - a great efficiency gain relative to mass screening. Further, pyramiding identified one of the top 3 experts in a population after interviewing only
15.9% of the group on average. We discuss conditions under which the pyramiding search method is likely to be efficient relative to screening.
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Damodaran, Kanagaraj. « SERIALLY CONCATENATED HIGH RATE CONVOLUTIONAL CODES WITH CONTINUOUS PHASE MODULATION ». International Foundation for Telemetering, 2007. http://hdl.handle.net/10150/604494.
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ITC/USA 2007 Conference Proceedings / The Forty-Third Annual International Telemetering Conference and Technical Exhibition / October 22-25, 2007 / Riviera Hotel & Convention Center, Las Vegas, NevadaWe propose serially concatenated convolutional codes with continuous phase modulation for aeronautical telemetry. Such a concatenated code has an outer encoder whose code words are permuted by an interleaver, and a modulation, which is viewed as a code and takes the interleaved words as its input and produces the modulated signal. Since bandwidth expansion is a concern when coding is introduced, we focus on high rate punctured codes of rates 2/3 through 9/10. These are obtained by puncturing the basic rate 1/2 convolutional codes with maximal free distance. At the receiver end we use a reduced complexity iterative decoding algorithm which is essentially a soft input soft output decoding algorithm. These simple highly powerful concatenated codes produce high coding gains with minimum bandwidth expansion.
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Jones, Felicity Anne. « Growth and voluntary feed intake of two diverse genetic lines of pigs ». Thesis, University of Nottingham, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.284424.
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Mannem, Narender Reddy. « Adaptive Data Rate Multicarrier Direct Sequence Spread Spectrum in Rayleigh Fading Channel ». Ohio University / OhioLINK, 2005. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1125782227.
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Taylor, Jessica. « Unholy Coercion : The Complicity of the Serbian Orthodox Church in the Use of Rape as a War Tactic ». Thesis, University of Ottawa (Canada), 2010. http://hdl.handle.net/10393/28724.
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This project investigates the complicity of the Serbian Orthodox Church in the use of sexual violence as a war tactic and means of ethnic cleansing in the Bosnian War. The thesis explores this in three ways: examining religiously imbued incidents of rape by Serbian belligerents, analysing the relationship between Serbian Orthodox authorities to Serbian politics and war criminals, and deconstructing specific Serbian Orthodox theological discourses. A project of this nature relies on two foundational pillars: first, an in-depth exploration of rape (especially in conflict) and second, the interlocking and socially constructed nature of identities, particularly ethnicity, enemies and gender. The analysis relies on United Nations reports, transcripts of the International Criminal Tribunal for the former Yugoslavia, media reports and secondary sources, all of which illustrate the often subtle and discursive relationship between the Serbian Orthodox Church and the systematic rape of Bosniak women.
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Pereira, Robson Rogério Dutra. « Protocolo ISO 11783 : procedimentos para comunicação serial de dados do controlador de tarefa ». Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/18/18145/tde-29042010-092136/.
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O recente crescimento da utilização de tecnologias de automação e eletrônica embarcada em máquinas e implementos agrícolas tem estabelecido uma nova prática na área agrícola. Estas novas práticas relacionadas com a agricultura de precisão (AP) têm demandado a utilização de sensores e redes de comunicação embarcadas para aquisição de dados e controle dos dispositivos em campo. A incompatibilidade entre equipamentos e formatos de dados tornou-se um grande obstáculo. A tendência global é de uso de sistemas padronizados de acordo com a norma ISO 11783 (também conhecida como ISOBUS) nos dispositivos, ou Electronic Control Unit (ECU), utilizados na produção agrícola. No Brasil, essas ferramentas ainda não são largamente aplicadas. O objetivo deste trabalho é sistematizar as informações necessárias dos procedimentos para comunicação de uma ECU do implemento com a ECU de trator de gerenciamento. Focou-se no desenvolvimento dos arquivos padrões necessários e no programa da ECU do implemento, e testes de validação da comunicação dos dispositivos via rede ISO 11873. Estabeleceu-se a relação entre as informações sistematizadas e os dispositivos embarcados em máquinas agrícolas. Os dispositivos embarcados consistem em cinco ECUs interconectadas pela rede ISO 11783. Quatro ECUS estão localizados no tractor: ECU do GPS, Controlador de Tarefas (TC), Terminal Virtual (VT) e ECU do Trator (TECU). A ECU do GPS é responsável pela recepção do sinal do Differencial Global Position System (DGPS) e disponibilização na rede ISO 11783. O TC é responsável pelo gerenciamento da aplicação do mapa de prescrição e pelo controle do implemento. O VT é responsável por monitorar e disponibilizar uma interface gráfica com o operador da máquina. O TECU disponibiliza a velocidade do trator obtida por um sensor de radar. A quinta ECU está localizado no implemento, definido como Working Set Master (WSM), que é responsável por interpretar os comandos das ECUs do trator e integrar o dispositivo mecânico-hidráulico para realização de uma aplicação agrícola. Este trabalho mostrou os requisitos necessários para o desenvolvimento dos arquivos necessários (TaskData.XML e o Device Description Object Pool), as capacidades necessárias para o programa da ECU do Implemento, a validação da comunicação da ECU do Implemento com o TC (ECU do trator de gerenciamento) e comprovou que as informações sistematizadas facilitaram e proporcionaram a implementação de um sistema ISO 11783. Espera-se, que este trabalho possa abrir oportunidades para que a norma ISO 11783 possa ser melhor entendida e ampliar a possibilidade de disponibilizar um número maior de aplicações que envolvem o conceito de AP no Brasil.The recent growth of automation technology and embedded electronic in agricultural machinery has established a new practice in agriculture. These new practices related to precision agriculture (PA) have demanded the use of sensors and communications embedded networks for data acquisition and control devices in the farm field. The incompatibility between hardware, software and data formats has become a major obstacle. The global trend is to use standardized systems in accordance with ISO 11783 (also known as ISOBUS) in the devices, or Electronic Control Units (ECU), used in agricultural production. In Brazil, these tools are not yet implemented. The purpose of this work is to systemize the information necessary of the procedures for communication among the implement ECU with management tractor ECU. This work focuses standardized files format, the program of the implement ECU and the validation tests of the devices communication via ISO 11873 network. It was established the relation among the systematized information and embedded devices on agricultural machinery. The embedded devices consist in five ECUs connected in the ISO 11783 network. Four ECUs are located in the tractor: GPS ECU, Task Controller (TC), Virtual Terminal (VT) and Tractor ECU (TECU). The GPS ECU is responsible to the Differential Global Positioning System (DGPS) positioning. The TC is responsible to manage the prescription map and to control the implement. The VT is responsible monitor the application. The TECU disposes tractor velocity of a radar sensor. The fifth device located in the implement is Working Set Master (WSM), which is responsible to interpret the commands from the tractors ECUs and integrate the mechanical-hidraulical device instruction for agricultural operation. It was presented how to develop the needed standardized files (TaskData.XML and Device Description Object Pool), the capabilities needed of the implement ECU program, the validation of communication between the implement ECU with the TC (management tractor ECU) and was prove that the information systematized has facilitated and provided the communication. It is expect that this work may open opportunities for the ISO 11783 standard can be better understood and enlarge the possibility of providing a great number of applications involving the concept of AP in Brazil.
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Wright, Brian M. « Examining the Absolute Rate of Convergence of Summability Assisted Fourier Series ». Kent State University / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=kent1178311591.
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Farrell, Gregory Noel. « An empirical analysis of South Africa's financial rand exchange rate system, 1985-95 ». Thesis, University of Birmingham, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.343878.
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Zhou, Haigong. « Cross sectional and time series analysis of individual stock volatility : an international study / ». View abstract or full-text, 2004. http://library.ust.hk/cgi/db/thesis.pl?FINA%202004%20ZHOU.
Texte intégralRésumé :
Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2004.Includes bibliographical references (leaves 34-35). Also available in electronic version. Access restricted to campus users.
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Bayar, Mohamed Amine. « Randomized Clinical Trials in Oncology with Rare Diseases or Rare Biomarker-based Subtypes ». Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLS441.
Texte intégralRésumé :
Le design standard des essais randomisés de phase III suppose le recrutement d'un grand nombre de patients pour assurer un risque α de 0.025 unilatéral et une puissance d'au moins 80%. Ceci s'avérer difficile dans les maladies rares, ou encore si le traitement cible une population spécifique définie par un sous-type moléculaire rare. Nous avons évalué par simulation la performance d'une série d'essais randomisés. Au terme de chaque essai, s'il est associé à une amélioration significative, le traitement expérimental devient le contrôle de l'essai suivant. Les designs ont été évalués pour différents taux de recrutement, différentes sévérités de la maladie, et différentes distributions hypothétiques des effets d'un futur traitement. Nous avons montré, que sous des hypothèses raisonnables, une série d'essais de plus petite taille et avec un risque α relâché est associée à un plus grand bénéfice à long terme que deux essais de design standard. Nous avons enrichi cette approche avec des designs plus flexibles incluant des analyses intermédiaires d'efficacité et/ou futilité, et des designs adaptatifs à trois bras avec sélection de traitement. Nous avons montré qu'une analyse intermédiaire avec une règle d'arrêt pour futilité était associé à un gain supplémentaire et à une meilleure maitrise du risque, contrairement aux règles d'arrêt pour efficacité qui ne permettent pas d'améliorer la performance. Les séries d'essais à trois bras sont systématiquement plus performants que les séries d'essais à deux bras. Dans la troisième de la thèse, nous avons étudié les essais randomisés évaluant un algorithme de traitement plutôt que l'efficacité d'un seul traitement. Le traitement expérimental est déterminé selon la mutation. Nous avons comparé deux méthodes basées sur le modèles de Cox à effets aléatoires pour l'estimation de l'effet traitement dans chaque mutation : Maximum Integrated Partial Likellihood (MIPL) en utilisant le package coxme et Maximum H-Likelihood (MHL) en utilisant le package frailtyHL. La performance de la méthode MIPL est légèrement meilleure. En présence d'un effet traitement hétérogène, les deux méthodes sousestime l'effet dans les mutations avec un large effet, et le surestime dans les mutations avec un modeste effetLarge sample sizes are required in randomized trials designed to meet typical one-sided α-level of 0.025 and at least 80% power. This may be unachievable in a reasonable time frame even with international collaborations. It is either because the medical condition is rare, or because the trial focuses on an uncommon subset of patients with a rare molecular subtype where the treatment tested is deemed relevant. We simulated a series of two-arm superiority trials over a long research horizon (15 years). Within the series of trials, the treatment selected after each trial becomes the control treatment of the next one. Different disease severities, accrual rates, and hypotheses of how treatments improve over time were considered. We showed that compared with two larger trials with the typical one-sided α-level of 0.025, performing a series of small trials with relaxed α-levels leads on average to larger survival benefits over a long research horizon, but also to higher risk of selecting a worse treatment at the end of the research period. We then extended this framework with more 'flexible' designs including interim analyses for futility and/or efficacy, and three-arm adaptive designs with treatment selection at interim. We showed that including an interim analysis with a futility rule is associated with an additional survival gain and a better risk control as compared to series with no interim analysis. Including an interim analysis for efficacy yields almost no additional gain. Series based on three-arm trials are associated with a systematic improvement of the survival gain and the risk control as compared to series of two-arm trials. In the third part of the thesis, we examined the issue of randomized trials evaluating a treatment algorithm instead of a single drugs' efficacy. The treatment in the experimental group depends on the mutation, unlike the control group. We evaluated two methods based on the Cox frailty model to estimate the treatment effect in each mutation: Maximum Integrated Partial Likellihood (MIPL) using package coxme and Maximum H-Likelihood (MHL) using package frailtyHL. MIPL method performs slightly better. In presence of a heterogeneous treatment effect, the two methods underestimate the treatment effect in mutations where the treatment effect is large, and overestimates the treatment effect in mutations where the treatment effect is small
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Yongtao, Yu. « Exchange rate forecasting model comparison : A case study in North Europe ». Thesis, Uppsala universitet, Statistiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-154948.
Texte intégralRésumé :
In the past, a lot of studies about the comparison of exchange rate forecasting models have been carried out. Most of these studies have a similar result which is the random walk model has the best forecasting performance. In this thesis, I want to find a model to beat the random walk model in forecasting the exchange rate. In my study, the vector autoregressive model (VAR), restricted vector autoregressive model (RVAR), vector error correction model (VEC), Bayesian vector autoregressive model are employed in the analysis. These multivariable time series models are compared with the random walk model by evaluating the forecasting accuracy of the exchange rate for three North European countries both in short-term and long-term. For short-term, it can be concluded that the random walk model has the best forecasting accuracy. However, for long-term, the random walk model is beaten. The equal accuracy test proves this phenomenon really exists.
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Francsis, Matthew Keegan. « Piezometry and Strain Rate Estimates Along Mid-Crustal Shear Zones ». Thesis, Virginia Tech, 2012. http://hdl.handle.net/10919/32170.
Texte intégralRésumé :
Dynamically recrystallized quartz microstructure and grainsize evolution along mid-crustal shear zones allows for the estimation of tectonic driving stresses and strain rates acting in the mid-crust. Quartz-rich tectonites from three exhumed mid-crustal shear zones, the Main Central Thrust (MCT; Sutlej valley, NW India), South Tibetan Detachment System (STDS; Rongbuk valley, S Tibet), and Moine thrust (NW Scotland), were analyzed. Deformation temperatures estimated from quartz microstructural and petrofabric thermometers indicate steep apparent thermal gradients (80â 420 °C/km) across 0.5â 2.3 km thick sample transects across each shear zone. Quartz recrystallization microstructures evolve from transitional bulging/sub-grain rotation to dominant grain boundary migration at ~ 200 m structural distance as traced away from each shear zone. Optically measured quartz grainsizes increase from ~ 30 μm nearest the shear zones to 120+ μm at the largest structural distances. First-order Zener space analysis across the Moine nappe suggests strong phyllosilicate control on recrystallized quartz grainsize. Recrystallized quartz grainsize piezometry indicates that differential stress levels sharply decrease away from the shear zones from ~ 35 MPa to 10 MPa at ~ 200 m structural distance. Strain rates estimated with quartz dislocation creep flow laws are tectonically reasonable, between 10-12—10-14 s-1. Traced towards each shear zone strain rate estimates first decrease one order of magnitude before rapidly increasing one to two orders of magnitude at structural distances of ~ 200 m. This kinked strain rate profile is likely due to the steep apparent thermal gradients and relatively constant differential stress levels at large structural distances.Master of Science
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Pathirana, Vindya Kumari. « Nearest Neighbor Foreign Exchange Rate Forecasting with Mahalanobis Distance ». Scholar Commons, 2015. http://scholarcommons.usf.edu/etd/5757.
Texte intégralRésumé :
Foreign exchange (FX) rate forecasting has been a challenging area of study in the past. Various linear and nonlinear methods have been used to forecast FX rates. As the currency data are nonlinear and highly correlated, forecasting through nonlinear dynamical systems is becoming more relevant. The nearest neighbor (NN) algorithm is one of the most commonly used nonlinear pattern recognition and forecasting methods that outperforms the available linear forecasting methods for the high frequency foreign exchange data. The basic idea behind the NN is to capture the local behavior of the data by selecting the instances having similar dynamic behavior. The most relevant k number of histories to the present dynamical structure are the only past values used to predict the future. Due to this reason, NN algorithm is also known as the k-nearest neighbor algorithm (k-NN). Here k represents the number of chosen neighbors.
In the k-nearest neighbor forecasting procedure, similar instances are captured through a distance function. Since the forecasts completely depend on the chosen nearest neighbors, the distance plays a key role in the k-NN algorithm. By choosing an appropriate distance, we can improve the performance of the algorithm significantly. The most commonly used distance for k-NN forecasting in the past was the Euclidean distance. Due to possible correlation among vectors at different time frames, distances based on deterministic vectors, such as Euclidean, are not very appropriate when applying for foreign exchange data. Since Mahalanobis distance captures the correlations, we suggest using this distance in the selection of neighbors.
In the present study, we used five different foreign currencies, which are among the most traded currencies, to compare the performances of the k-NN algorithm with traditional Euclidean and Absolute distances to performances with the proposed Mahalanobis distance. The performances were compared in two ways: (i) forecast accuracy and (ii) transforming their forecasts in to a more effective technical trading rule. The results were obtained with real FX trading data, and the results showed that the method introduced in this work outperforms the other popular methods.
Furthermore, we conducted a thorough investigation of optimal parameter choice with different distance measures. We adopted the concept of distance based weighting to the NN and compared the performances with traditional unweighted NN algorithm based forecasting.
Time series forecasting methods, such as Auto regressive integrated moving average process (ARIMA), are widely used in many ares of time series as a forecasting technique. We compared the performances of proposed Mahalanobis distance based k-NN forecasting procedure with the traditional general ARIM- based forecasting algorithm. In this case the forecasts were also transformed into a technical trading strategy to create buy and sell signals. The two methods were evaluated for their forecasting accuracy and trading performances.
Multi-step ahead forecasting is an important aspect of time series forecasting. Even though many researchers claim that the k-Nearest Neighbor forecasting procedure outperforms the linear forecasting methods for financial time series data, and the available work in the literature supports this claim with one step ahead forecasting. One of our goals in this work was to improve FX trading with multi-step ahead forecasting. A popular multi-step ahead forecasting strategy was adopted in our work to obtain more than one day ahead forecasts. We performed a comparative study on the performance of single step ahead trading strategy and multi-step ahead trading strategy by using five foreign currency data with Mahalanobis distance based k-nearest neighbor algorithm.
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Tuker, Utku Goksel. « The Application Of Disaggregation Methods To The Unemployment Rate Of Turkey ». Master's thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/12612444/index.pdf.
Texte intégralRésumé :
Modeling and forecasting of the unemployment rate of a country is very important to be able to take precautions on the governmental policies. The available unemployment rate data of Turkey provided by the Turkish Statistical Institute (TURKSTAT) are not in suitable format to have a time series model. The unemployment rate data between 1988 and 2009 create a problem of building a reliable time series model due to the insufficient number and irregular form of observations. The application of disaggregation methods to some parts of the unemployment rate data enables us to fit an appropriate time series model and to have forecasts as a result of the suggested model.
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Endelman, Jeffrey B. « Optimal Compost Rates for Organic Crop Production Based on a Decay Series ». DigitalCommons@USU, 2009. https://digitalcommons.usu.edu/etd/358.
Texte intégralRésumé :
One of the more challenging aspects of organic farming is the development of an appropriate fertility plan, which may include crop rotation, cover crops, and/or soil amendments. When fertility is maintained by applying manure and/or compost, a pressing question is how much should be used. A framework was developed to address this question based on the idea of a decay series, which is a sequence of numbers quantifying the effects of compost on crop yield over a multi-year period. Prior research has focused on decay series expressed in nitrogen fertilizer equivalents. Given this information, I show how to calculate what manure/compost rates are needed to meet the nitrogen targets in a multi-crop rotation. Analogous results are presented for when the objective is profit rather than yield maximization.
The planning framework is then generalized to include decay series where the carryover effects of manure/compost are measured, not against nitrogen fertilizer, but against new applications of the amendment. This change of basis, from nitrogen fertilizer equivalents to manure/compost equivalents, allows for field research on organically certified land and quantifies non-nutritive effects in a more meaningful way. Two case studies are presented to illustrate how this new type of decay series may be estimated and used to optimize crop production. By using data from a continuous corn (Zea mays L.) system amended with cattle manure slurry, the case study in estimation explores the methodological challenges that arise when the yield response to nitrogen fertilizer is not available as a benchmark. The case study in optimization looks at profit-maximizing compost rates for dryland, organic wheat (Triticum aestivum L.) in northern Utah.
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Khajotia, Burzin. « Cased based reasoning Taylor series model to predict corrosion rate in oil and gas wells and pipelines / ». Ohio : Ohio University, 2007. http://www.ohiolink.edu/etd/view.cgi?ohiou1173828758.
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Costantini, Mauro, Cuaresma Jesus Crespo et Jaroslava Hlouskova. « Forecasting errors, directional accuracy and profitability of currency trading : The case of EUR/USD exchange rate ». Wiley, 2016. http://dx.doi.org/10.1002/for.2398.
Texte intégralRésumé :
We provide a comprehensive study of out-of-sample forecasts for the EUR/USD exchange rate based on multivariate macroeconomic models and forecast combinations. We use profit maximization measures based on directional accuracy and trading strategies in addition to standard loss minimization measures. When comparing predictive accuracy and profit measures, data snooping bias free tests are used. The results indicate that forecast combinations, in particular those based on principal components of forecasts, help to improve over benchmark trading strategies, although the excess return per unit of deviation is limited.
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Cho, Young-Hye. « Time-varying betas and market microstructures in option markets / ». Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2000. http://wwwlib.umi.com/cr/ucsd/fullcit?p9981964.
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Seedorff, Michael Thomas. « Methods for testing for group differences in highly correlated, nonlinear eye-tracking data ». Diss., University of Iowa, 2018. https://ir.uiowa.edu/etd/6279.
Texte intégralRésumé :
Data resulting from eye-tracking experiments allows researchers to analyze the decision making process as study participants consider alternative items prior to the ultimate end point selection. The aim of such an analysis is to extract the underlying cognitive decision making process that develops throughout the experiment. Resulting data can be difficult to analyze, however, as eye-tracking curves have very high autocorrelation values which consists of measurements that are milliseconds apart, as mandated by the nature of eye movements. We propose an analytic approach to eye-tracking data that tests for statistically significant differences at every time point along the curve while calculating an appropriate familywise error rate correction which is based upon an autoregressive correlation assumption of the test statistics. Our technique has been implemented in the R package BDOTS with various extensions relevant to the real-world analysis of highly correlated nonlinear data. A popular alternative approach to analyzing eye-tracking data is to fit mixed models to the area under the curve. Through simulation studies we provide evidence for the benefit of using information criterion measures in selection of the random effects structure and make an argument against current industry-standard approaches such as sequential likelihood ratio tests or always using a maximal random effects structure.
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Bağlama, Sercan Hamza [Verfasser]. « The Resurrection of the «Spectre» : A Marxist Analysis of Race, Class and Alienation in the Post-war British Novel / Sercan Hamza Baglama ». Frankfurt a.M. : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2018. http://d-nb.info/1173655069/34.
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Aboutaleb, Adam. « Empirical study of the effect of stochastic variability on the performance of human-dependent flexible flow lines ». Thesis, De Montfort University, 2015. http://hdl.handle.net/2086/12103.
Texte intégralRésumé :
Manufacturing systems have developed both physically and technologically, allowing production of innovative new products in a shorter lead time, to meet the 21st century market demand. Flexible flow lines for instance use flexible entities to generate multiple product variants using the same routing. However, the variability within the flow line is asynchronous and stochastic, causing disruptions to the throughput rate. Current autonomous variability control approaches decentralise the autonomous decision allowing quick response in a dynamic environment. However, they have limitations, e.g., uncertainty that the decision is globally optimal and applicability to limited decisions. This research presents a novel formula-based autonomous control method centered on an empirical study of the effect of stochastic variability on the performance of flexible human-dependent serial flow lines. At the process level, normal distribution was used and generic nonlinear terms were then derived to represent the asynchronous variability at the flow line level. These terms were shortlisted based on their impact on the throughput rate and used to develop the formula using data mining techniques. The developed standalone formulas for the throughput rate of synchronous and asynchronous human-dependent flow lines gave steady and accurate results, higher than closest rivals, across a wide range of test data sets. Validation with continuous data from a real-world case study gave a mean absolute percentage error of 5%. The formula-based autonomous control method quantifies the impact of changes in decision variables, e.g., routing, arrival rate, etc., on the global delivery performance target, i.e., throughput, and recommends the optimal decisions independent of the performance measures of the current state. This approach gives robust decisions using pre-identified relationships and targets a wider range of decision variables. The performance of the developed autonomous control method was successfully validated for process, routing and product decisions using a standard 3x3 flexible flow line model and the real-world case study. The method was able to consistently reach the optimal decisions that improve local and global performance targets, i.e., throughput, queues and utilisation efficiency, for static and dynamic situations. For the case of parallel processing which the formula cannot handle, a hybrid autonomous control method, integrating the formula-based and an existing autonomous control method, i.e., QLE, was developed and validated.
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Costantini, Mauro, Cuaresma Jesus Crespo et Jaroslava Hlouskova. « Can Macroeconomists Get Rich Forecasting Exchange Rates ? » WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4181/1/wp176.pdf.
Texte intégralRésumé :
We provide a systematic comparison of the out-of-sample forecasts based on multivariate macroeconomic models and forecast combinations for the euro against the US dollar, the British pound, the Swiss franc and the Japanese yen. We use profit maximization measures based on directional accuracy and trading strategies in addition to standard loss minimization measures. When comparing predictive
accuracy and profit measures, data snooping bias free tests are used. The results indicate that forecast combinations help to improve over benchmark trading strategies for the exchange rate against the US dollar and the British pound, although the excess return per unit of deviation is limited. For the euro against the Swiss franc or the Japanese yen, no evidence of generalized improvement in profit measures over the benchmark is found. (authors' abstract)Series: Department of Economics Working Paper Series
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Ishida, Isao. « Essays on financial time series / ». Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3153696.
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DeMichele, Matthew. « THREE WORLDS OF WESTERN PUNISHMENT : A REGIME THEORY OF CROSS-NATIONAL INCARCERATION RATE VARIATION, 1960-2002 ». UKnowledge, 2010. http://uknowledge.uky.edu/gradschool_diss/89.
Texte intégralRésumé :
This dissertation offers an explanation of cross national incarceration rate variation for 17 industrialized countries for the second half of the 20th century. Both historical case studies and time-series cross-section analyses are used to provide an institutional explanation of incarceration rate differences. Borrowing from Weber’s Sociology of Law and comparative legal scholarship, it is suggested that three types of legal thinking exist among western democracies—Common, Romano-Germanic, and Nordic law. A regime approach commonly applied in political economic explanations of welfare state development is used to quantify the legal and criminal justice institutional differences between 1960 and 2002 to assert that there are ‘three worlds of western punishment’ in the post-War period. The countries used in this analysis are similar in numerous ways, but historically embedded legal differences have resulted in different trial structures, judge-attorney relationships, rules of criminal evidence, and lay participation that influence the amount of incarceration in each country. The historical case studies demonstrate how important events set countries on particular developmental paths such as the power of defense attorneys in common law, despite their original exclusion from trials; the choice of scientific legal principles as a basis for an objective law blending Roman and Germanic legal principles; and the Nordic’s amalgamation of common and Romano-Germanic legal principles. These legal institutions are complimented by political economic variables that suggest that the presence of more left leaning political parties, centralization of wage bargaining, and labor organization provide a further break on the drive to incarcerate. The quantitative findings support the legal regime approach as well as political economic variables while controlling for crime and homicide rates.
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Stockel, Jakob. « Time series analysis of repo rates and mortgagecaps eect on house price index ». Thesis, KTH, Fastigheter och byggande, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-147373.
Texte intégralRésumé :
Price trends on the Swedish housing market has risen sharply in recent decades and is at the moment up to the highest price level ever. The sharp price movements have opened up for discussion about a possible housing bubble. To prevent this the Riksbank can change the repo rate, which in turn aects the lenders' lending rates. Finansinspektionen introduced in autumn 2010, a mortgage cap which means that the house will be mortgaged to a maximum of 85 percent of its market value. The purpose of this was to cool the housing market and prevent the unsustainable development of household debt. The purpose of this study is to examine in particular the repo rates and the mortgage caps eect on house prices in Sweden. Although other variables that aect supply and demand in the housing market from a macroeconomic perspective will be included in the model, such as GDP, unemployment and the nancial crisis of 2008. This study has been done by using a quantitative analysis, consisting of time series analysis. The results conrm all the investigated variables expected impact on house prices. As for the repo rate and the mortgage cap the results showed that these have a negative eect on house prices in Sweden.Prisutvecklingen pa den Svenska bostadsmarknaden har stigit kraftigt under de senaste decennierna och ar just nu uppe i den hogsta prisnivan nagonsin. Den kraftiga prisutvecklingen har oppnat for diskussion om en eventuell bostadsbubbla. For att motverka detta kan Riksbanken andra reporantan som i sin tur paverkar kreditgivarnas utlaningsranta. Finansinspektionen inforde under hosten 2010 ett bolanetak som innebar att bostaden hogst ska belanas till 85 procent av marknadsvardet. Detta for att kyla bostadsmarknaden och motverka den ohallbara utvecklingen av hushallens skuldsattning. Syftet med denna studie ar att framforallt undersoka reporantans och bolanetakets eekt pa smahuspriser i Sverige. Aven andra variabler som paverkar utbudet och efterfragan pa bostadsmarknaden ur ett makroekonomiskt perspektiv kommer att inga i modellen, till exempel BNP, arbetsloshet och nanskrisen 2008. Detta genomfors med hjalp av en kvantitativ analys, bestaende av tidsserieanalys. Resultatet bekraftar alla undersokta variablers vantade eekter pa smahuspriser. Vad galler reporantan och bolanetaket sa visade resultatet pa att dessa har negativ eekt pa smahuspriser i Sverige.
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Carvalho, João Carlos de. « Uma maior ameaça de reprovação faz os alunos estudarem mais ? Uma análise do impacto da volta ao regime seriado nas escolas públicas de Ensino Fundamental : efeitos agregados e dinâmicos ». Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/96/96131/tde-15092014-100834/.
Texte intégralRésumé :
Essa dissertação explora o aumento da retenção escolar, introduzido pela mudança da forma de organização escolar de ciclos para séries. Por meio do método de diferenças em diferenças e usando um desenho de avaliação da política diferente de trabalhos similares, apresentamos os efeitos agregados e dinâmicos da maior retenção sobre o desempenho escolar, taxa de aprovação e taxa de abandono para as escolas públicas urbanas do Ensino Fundamental Regular do Brasil. As estimativas para desempenho mostram uma queda na proficiência de matemática e língua portuguesa para 4ª séries e 8ª séries. As estimativas do efeito dinâmico apresentam maiores no curto prazo para 4ª séries, enquanto para 8ª séries os efeitos maiores foram no longo prazo. Também ocorre uma queda da aprovação e aumento da taxa de abandono para ambas às séries. Concluímos que o retorno ao sistema de séries parece não ter sido uma boa estratégia para essas escolas.This dissertation explores the increasing school retention, introduced by changing the form of school organization of cycles for series. Through the method of difference in differences and using an evaluation design of policy different from similar studies, we present the aggregate and dynamic effects of the increased of retention on school performance, promotion and dropout rate for urban public schools of Basic Education in Brazil. The estimates show a drop in performance achievement in math and achievement reading for 4th grade and 8th grade. Estimates of the dynamic effect present higher in the short term to 4th grade while for 8th grade were the largest effects in the long run. There is also a drop in promotion and rising dropout rate for both the series. We conclude that the return to the series system seems to have not been a good strategy for these schools.
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Daccache, Rudy. « Interest Rate and Liquidity Risk Management for Lebanese Commercial Banks ». Thesis, Lyon 1, 2014. http://www.theses.fr/2014LYO10100/document.
Texte intégralRésumé :
L'objectif de cette thèse est de fournir à la Banque Audi des outils économétriques et appliqués pour une gestion des risques plus efficace et plus robuste. Les banques libanaises sont aujourd'hui confrontées à des défis plus importants que jamais: l'avenir de la région Moyen-Orient repose sur les conséquences de la guerre civile syrienne. Dans ce contexte, la gestion des taux d'intérêt et de la liquidité s'avère de plus en plus compliqué pour les banques commerciales. En premier lieu, le risque de taux d'intérêt sur le marché libanais sera étudié. Ce marché est connu pour son manque de liquidité et le problème de calibrage des modèles de taux est difficile. Afin de résoudre ce problème, nous utilisons les prix historiques des obligations émises par le gouvernement libanais et libellées en monnaie locale et en dollars américains. Nous considérons des modèles de Nelson-Siegel et Svensson et contraignons le niveau corrélation des facteurs pour stabiliser l'estimation des paramètres de ces modèles. La méthode conduit à des résultats qui s'interprètent très facilement d'un point de vue économique et peuvent être utilisés pour la prévision des variations de la courbe des taux en se basant une analyse ´économique prospective. En second lieu, la problématique des dépôts des clients traditionnels sera étudiée. Ces derniers sont reconnus comme étant la source principale de financement des banques commerciales libanaises (80-85% du passif). Bien qu'ils soient contractuellement des dépôts à court terme (principalement un mois) versant des taux d'intérêt fixes, ces dépôts sont assimilés à une source de financement stable possédant un comportement proche des taux d'intérêt du marché. Nous développons un modèle à correction d'erreur représentant un équilibre à long terme entre le Libor et le taux moyen du secteur bancaire libanais offert sur les dépôts en dollars américains. Les résultats permettent de déterminer une date de réévaluation des dépôts clientèles en cas de fluctuation des taux d'intérêt. Une nouvelle duration du passif tenant compte des comportements des clients a été mise en place. Elle sera par construction plus élevée que la duration contractuelle. En cas de hausse des taux d'intérêt, une baisse de l'écart entre la duration des actifs et des passifs sera alors observée menant à la diminution de l'impact négatif de la hausse. Après avoir étudié le profil de risque des taux des dépôts clientèles, nous commençons la deuxième partie de la thèse par la détermination de l'échéancier des retraits. Nous segmentons les données historiques des données sur les dépôts clientèles selon: la monnaie, le type de dépôt et la résidence du déposant. Pour chaque filtre, un modèle `a correction d'erreur est développé. Les résultats montrent la relation entre les dépôts clientèles, un indicateur relatif du niveau économique et les écarts entre les taux offerts sur le marché libanais. Ainsi, le modèle permettra d'évaluer le comportement des retraits des dépôts clientèles et de comprendre leur profil de risque de liquidité. Les grandes institutions financières détiennent des positions importantes en actifs financiers. La dernière partie de la thèse discute de la gestion du risque de liquidité de marché en cas de session forcée de ces actifs. Nous supposons qu'un investisseur détient une position importante d'un actif donné, à t = 0, un choc sévère provoque une forte dépréciation de la valeur de l'actif et par conséquent, force l'investisseur à opter pour la liquidation du portefeuille dès que possible en limitant ses pertes. Les rendements des actions sont modélisés par des processus de type GARCH qui sont adaptés pour décrire des comportements extrêmes suite à une grande variation de l'actif au temps initial. Suivant que le marché est liquide ou illiquide, nous proposons une stratégie optimale à l'investisseur qui maximise sa fonction d'utilité. Enfin, nous intégrons dans le modèle un avis d'expert pour optimiser la prise d'une décisionThe aim of this thesis is to provide Bank Audi with econometric tools for sake of a more robust risk management. Lebanese businesses today are faced with greater challenges than ever before, both economical and political, and there is a question about the future of the middle east region after the Syrian civil war. Thus, Lebanese commercial banks face greater complications in the management of interest rate and liquidity risk. The first part of this thesis discusses interest rate risk management and measurement in the Lebanese market. First, we seek to build the Lebanese term structure. This market is known by its illiquidity, yields for a given maturity make a large jump with a small impact on other yields even if close to this maturity. Therefore, we face challenges in calibrating existing yield curve models. For this matter, we get historical prices of bonds issued by the Lebanese government, and denominated in Local currency and in US dollar. A new estimation method has been added to Nelson Siegel and Svensson model, we call it “Correlation Constraint Approach”. Model parameters can be interpreted from economical perspective which will be helpful in forecasting yield curve movements based on economist’s opinion. On the second hand, traditional customer deposits are the main funding source of Lebanese commercial banks (80-85% of liabilities). Although they are contractually short term (mainly one month) paying fixed interest rates, these deposits are historically known to be a stable source of funding and therefore exhibit a sticky behavior to changes in market interest rates. We develop an error correction model showing a long-run equilibrium between Libor and Lebanese banking sector average rate offered on USD deposits. Results make it possible to determine the behavioral duration (repricing date) of customer deposits when market interest rates fluctuate. Therefore, the behavioral duration of liabilities will be higher than the contractual one which will lower the duration gap between assets and liabilities and thus the negative impact of positive interest rate shocks. After understanding interest risk profile of customers’ deposits, we start the second part by determining their behavioral liquidation maturity. We get Bank Audi’s historical deposits outstanding balances filtered into the following categories: currency, account typology and residency of depositor. We develop an error correction model for each filter. Results show relationship between deposits behaviors, the coincident indicator and spreads between offered rates in the Lebanese market. The model will lead to assess behavioral liquidation maturity to deposits and understand their liquidity risk profile. This will be helpful for the funding liquidity risk management at Bank Audi. Large financial institutions are supposed to hold large positions of given assets. The last topic is related to market liquidity risk management. We suppose an investor holds a large position of a given asset. Then at time 0, a severe shock causes a large depreciation of the asset value and makes the investor decides to liquidate the portfolio as soon as possible with limited losses. Stock returns are modeled by GARCH process which has tail behaviors after large variation at time 0. Trading on liquid and illiquid markets, we provide the trader with best exit trading strategy maximizing his utility function, finally we incorporate into the model an expert opinion which will help the investor in taking the decision
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Novotná, Lenka. « Analýza kojenecké úmrtnosti v zemích Evropské unie ». Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-114223.
Texte intégralRésumé :
Indicators of child mortality in the lowest age reflect the status of health care and maturity of the country. The most frequent indicator in this area is the infant mortality rate. This thesis is focused on evaluation of development of infant, neonatal and early neonatal rate in the European union between 1960 and 2010 from the perspective of time series, aplication of Box-Jenkins methodology and assessment of the relation between infant mortality rate and life expectancy at birth.
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Malínský, Zdeněk. « Zařízení pro měření tepové frekvence ». Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2008. http://www.nusl.cz/ntk/nusl-217231.
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Heart rate variability belongs to basic and most frequently interpretation of physiologic statement in medicine. The pulse rate serves as an indicator of the heart activity. The subject of this diploma thesis is projection of the heartbeat counter. The work describes electrocardiograph and separated waves, ways of calculation heart rate, characteristics mechanism for measuring and other necessary information about heart rate measuring. This master thesis fixates on heart rate-calculation from including R-R intervals. Here is described whole project of heartbeat counter, properties of separated blocks and calculation of useful parameters. Further there is noted software resolution for the microcontroller and program for the calculation of heart rate frequency including unwinding signal preprocessing and detection of separated QRS complexes. The products of this diploma thesis are the circuit including the board circuit and codes of separated programs.
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Hörnell, Fredrik, et 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.
Texte intégralRésumé :
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 VAR was produced to estimate post 2017 price growth of the Swedish housing market. The impulse response function results stand in contradiction to economic intuition i.e. the price puzzle problem. The unconditional forecast indicates that the housing market will enter a period with slower price growth post 2017, which are in line with previous research. This thesis vector autoregressive model can give meaningful results with regard to trend forecasts but with regard to precise statements as anticipating drastic price depreciation, it falls short. We recommend the use of reduced VAR forecasting with regard to the Swedish housing market.
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Birčáková, Barbora. « Štatistická analýza sobášnosti, rozvodovosti a mimomanželskej plodnosti ». Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-205773.
Texte intégralRésumé :
The main goal of the thesis is to analyze the basic indicators of marriage rate, divorce rate and the proportion of live births outside marriage. The first part is focused on the evaluation of the past and present development of the selected indicators. The thesis also includes a prediction of the future development of these indicators by using the Box-Jenkins methodology. The last part is dedicated to an international comparison of marriage, divorce and non-marital fertility indicators in the selected countries of the European Union. Moreover, the last part also includes a cluster analysis, where countries are divided into homogeneous groups according to the selected indicators.
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Leuwer, David. « Essays on The German Automobile Industry ». Doctoral thesis, Universitätsbibliothek Leipzig, 2014. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-149835.
Texte intégralRésumé :
This thesis consists of four essays that study the effect of demand and supply shocks (namely exchange rate shocks, policy shocks and oil price shocks) on the German automobile industry using time series analysis techniques; i.a. intervention analysis, (time-varying) VAR models, state space modeling and Kalman filtering. Chapter 2 investigates the degree of (EUR/USD) exchange rate susceptibility of the German automobile industry (and mechanical engineering industry). It is shown that – in contrast to well-known warnings by business representatives and politicians alike – an appreciation of the Euro does not necessarily cause German vehicle producing companies “pain” in the sense of an aggravated business climate (although the (quantity) effects on exports are as predicted by theory). Chapter 3 first of all deals with the effect of the global economic crisis on the German manufacturing sector in general and the German automobile industry in particular. Even more important, the influence of the scrapping scheme, that was introduced as part of the “Konjunkturpaket II” in 2009, is researched. Chapter 4 focusses on the role of (systematic) monetary policy as well as the automobile industry in the transmission of oil price shocks to the economy. Chapter 5 extends the results of chapter 4 by examining carefully the role of fuel-efficiency in explaining the different degrees of sensitivity of the vehicle industries in Germany, Japan and the US with regard to oil price shocks.
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Nygren, Tomas, et Claes Johansson. « Draining the Pathogenic Reservoir of Guilt ? : A study of the relationship between Guilt and Self-Compassion in Intensive Short-Term Dynamic Psychotherapy ». Thesis, Linköpings universitet, Institutionen för beteendevetenskap och lärande, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-119217.
Texte intégralRésumé :
Objective: One of the main theoretical proposals of Intensive Short-term Dynamic Psychotherapy (ISTDP; Davanloo, 1990) is that experiencing of previously unconscious guilt over aggressive impulses associated with attachment trauma leads to increase in self-compassion. The present study aimed to test this assumption. Method: Videotaped sessions from five therapies from a randomized controlled trial of 20-sessions of time-limited ISTDP for treatment-refractory depression were rated with the Achievement of Therapeutic Objectives Scale (ATOS; McCullough, Larsen, Schanche, Andrews& Kuhn, 2003b). Degree of patient guilt arousal and self-compassion were rated on all available sessions. Data were analyzed using a replicated single-subject time-series approach. Results: Guilt arousal was not shown to positively predict self-compassion for any of the five patients. For one patient guilt arousal negatively predicted self-compassion two sessions ahead in time. Conclusion: The current study yields no support that the experience of guilt over aggressive feelings and impulses leads to increases in self-compassion. On the contrary, the finding that guilt negatively predicted self-compassion for one patient must be considered as an indication that this treatment process might negatively impact self-compassion for some patients in some contexts. However, there are several methodological limitations to the current study in the light of which the results should be regarded as tentative.
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Bourne, Mark David. « Palaeomagnetic and geochemical characterisation of geomagnetic excursions in the Quaternary ». Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:6315dfb6-052e-4c44-8bb1-7121cc485300.
Texte intégralRésumé :
Geomagnetic excursions, brief deviations in geomagnetic field behaviour from that expected during 'normal' secular variation, remain some of the most enigmatic features of geomagnetic field behaviour. This thesis presents high-resolution records of geomagnetic excursions recorded at the Blake-Bahama Outer Ridge in the Western North Atlantic. The highest resolution record yet of the Blake geomagnetic excursion (~125 ka) is measured in three cores from Ocean Drilling Program Site 1062 (ODP Leg 172). These cores have sufficiently high sedimentation rates (>10 cm ka-1) to allow detailed reconstruction of the field behaviour at these sites during the excursions. Previous reconstructions of geomagnetic field behaviour during excursions from marine cores have been limited by low-resolution age models. This thesis discusses a new approach, whereby measurements of excess 230Th (230Thxs) are used to constrain relative variations in sedimentation rate. Modifications are suggested to the methods previously used to calculate the concentration of 230Thxs and a new MATLAB® program is developed and described that allows rapid and flexible calculation of 230Thxs. Using this new approach, the duration (6.5±1.3 kyr) and age (129-122 ka) of the Blake excursion are accurately constrained. A palaeomagnetic study is also conducted on two ODP Sites, 1061 and 1062 on the Blake-Bahama Outer Ridge to obtain a high-resolution record of the Laschamp geomagnetic excursion (~41 ka). The Blake excursion is found to be of 'long' duration (6.5±1.3 kyr) whilst the Laschamp excursion is relatively short (<400 years) showing that excursions do not have a characteristic duration, linked to the conductivity of the inner core, but instead occupy a continuous range of durations. The records of both the Blake excursion and the Laschamp excursion from the Blake-Bahama Ridge sites also show rapid transitions to excursional geomagnetic pole positions (less than 500 years), much faster than often quoted for full geomagnetic reversals. Based on current estimates for reversal durations, this would imply that excursions and reversals are controlled by different processes.
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Hlaváčková, Ivana. « Vývoj a analýza internetového zpravodajství na českém trhu ». Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-16412.
Texte intégralRésumé :
A traditional printed newspaper is being replaced by an online one. This is one of the reasons why I in this thesis focus just on internet journalism. The online journalism servers I present in a relation to other periodicals -- newspapers, broadcast and television. The thesis describes and analyses main development trends in the Czech media market. It puts an emphasis on economic sections of general news and it also compares these sections with specialized economic servers. An important part of the thesis is focused on an analysis of reader's attendance which results in a rank of the most popular news servers. The model of the time series analysis is set up for two websites and it predicts future development trend in the number of real users of online news. The aim of this thesis is to provide a general view on the contemporary situation and also to describe the developmental tendency of online reporting. The result of the dissertation is the prediction of future development trend of online reporting servers.
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Bugayeva, Natalia. « Synthesis and characterisation of CeO?, Sm?O ? and Sm-doped CeO ? nanoparticles with unique morphologies ». University of Western Australia. School of Mechanical Engineering, 2006. http://theses.library.uwa.edu.au/adt-WU2007.0012.
Texte intégralRésumé :
[Truncated abstract] This work was concerned with investigations into the synthesis of Ce(OH)4, Sm(OH)3 and hydrated Ce-Sm mixed oxide nanoparticles with anisotropic morphologies via a chemical precipitation technique. The effect of various experimental parameters including temperature, aging time, ionic environment and thermal treatment on the morphology, structure of nanoparticles as well as elemental homogeneity of the mixed oxide nanoparticles was emphasised. It was shown that different experimental conditions resulted in different particle morphologies. This suggested that by tuning experimental parameters an ultimate goal of nanotechnology, the formation of nanoparticles with desired morphologies and sizes, may be achieved. It was found that by modifying experimental parameters it was possible to influence the development of various morphological and structural characteristics of Ce(OH)4 nanoparticles. The resulting morphologies were fibrous needle-like, rod-like and nanowire particles of various sizes. Characterisation of the nanoparticles was conducted through analysis by X-ray diffraction, surface area analysis and transmission electron microscopy techniques. Investigations into the structure of the hydrated CeO2 nanoparticles were undertaken since it is considered to be a key to the relevant properties of the material. The structure was found to exhibit multiple twinning phenomenon with 5-fold symmetry, with a consequence that atomic planes formed the particle surface. However, upon thermal treatment of needle-like particles, structural transformation was observed that possibly led to the development of more reactive and particle circumferential facets. A structural model and formation mechanism of such structures was proposed. ... A preliminary study into suitability of particle anisotropic morphology for compaction and densification processes was undertaken. Investigations into the sintering behaviour of the particles with anisotropic morphology were conducted on ceria nanoneedles. It was found that these particles displayed favourable sintering characteristics. The final densities of the hydrated ceria needle-like particle samples were achieved as high as 94.1% of the theoretical density after sintering at 1100°C for 5 hours.