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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
411

巫憶前身—論朱天文之文學志業

林維紫 Unknown Date (has links)
從一九九0年以站在天際線的巫女自居,到二00八年持續以《巫言》上達天聽的朱天文,整整二十年的時間,朱天文的中心信念始終沒變。這樣的信念來自於一九七六年胡蘭成為朱天文寫的一篇文章〈來寫朱天文〉,他以神姬(巫女)之舞盛讚朱天文的文學之美,不僅讓朱天文從此埋下風吹花開的成巫種子,也讓她捨棄過去的張學,朝向與胡蘭成志同道合的文學志業邁進。 這樣的文學志業,從一九七五年《今生今世》的石破天驚,到一九七六年曇花暑夜的永恆講學,再到一九七七年以三三集刊向遠在日本的蘭師致敬,朱天文渴望透過文學穿越時空、表達相親之情的成巫旅程就已展開。然而這樣的成巫旅程,卻在一九八一年胡蘭成過世後產生巨大變化。朱天文一改過去的青春旑旎、向陽生發,反而以張愛玲的「沈鬱頓挫」,表達自己馱負老靈魂的繾綣滄桑;進一步在這樣的文學裡,將三三的黃金歲月,以更為深刻、善感的方式記錄下來。此舉不僅具象化胡蘭成的〈女人論〉,也讓朱天文在不知不覺間,以美好的感情、豐富的心境,以及大量的格物,叛逃張愛玲的獨自起舞。 朱天文曾表示,自己是以〈女人論〉的三部曲《世紀末的華麗》、《荒人手記》與《巫言》,紀念與胡蘭成相處過的那段歲月。本文即透過朱天文的啟蒙前身,挖掘〈柴師父〉蘊含的成巫動機;〈肉身菩薩〉蘊含的成巫途徑;〈世紀末的華麗〉蘊含的成巫內涵,進一步以《荒人手記》充滿詩情的四字箴言,總結朱天文跨越時空、超越生死、滿溢熱情的成巫旅程。 志同道合的深情高歌,到《巫言》成為平靜直捷的上達天聽。其方式即為削去敘事情節,以離題格物進行鋪排書寫,此方式早在〈世紀末的華麗〉就已展開,也揭露朱天文叛逃張愛玲的決心。而其內容則為大量的知識、家事、政事等細節,透過這些與胡相親的「起誓/士」內容,也讓朱天文得以向星空版圖上的君父們悠悠對話。本文即藉由朱天文的自白回憶,以及胡、張的文本互文,耙梳朱天文完整的成巫歷程;同時對照三部曲的精神內涵,不僅一窺君父們的真實身份,也揭露三部曲的文字祭典,就是讓朱天文邁入神聖空間的永恆關鍵。
412

基於EEMD之倒傳遞類神經網路方法對用電量及黃金價格之預測 / Forecasting electricity consumption as well as gold price by using an EEMD-based Back-propagation Neural Network Learning Paradigm

蔡羽青, Tsai, Yu Ching Unknown Date (has links)
本研究主要應用基於總體經驗模態分解法(EEMD)之倒傳遞類神經網路(BPNN)預測兩種不同的非線性時間序列數據,包括政大逐時用電量以及逐日歷史黃金價格。透過EEMD,這兩種資料會分別被拆解為數條具有不同物理意義的本徵模態函數(IMF),而這讓我們可以將這些IMF視為各種影響資料的重要因子,並且可將拆解過後的IMF放入倒傳遞類神經網路中做訓練。 另外在本文中,我們也採用移動視窗法作為預測過程中的策略,另外也應用內插法和外插法於逐時用電量的預測。內插法主要是用於補點以及讓我們的數據變平滑,外插法則可以在某個範圍內準確預測後續的趨勢,此兩種方法皆對提升預測準確度占有重要的影響。 利用本文的方法,可在預測的結果上得到不錯的準確性,但為了進一步提升精確度,我們利用多次預測的結果加總平均,然後和只做一次預測的結果比較,結果發現多次加總平均後的精確度的確大幅提升,這是因為倒傳遞類神經網路訓練過程中其目標為尋找最小誤差函數的關係所致。 / In this paper, we applied the Ensemble Empirical Mode Decomposition (EEMD) based Back-propagation Neural Network (BPNN) learning paradigm to two different topics for forecasting: the hourly electricity consumption in NCCU and the historical daily gold price. The two data series are both non-linear and non-stationary. By applying EEMD, they were decomposed into a finite, small number of meaningful Intrinsic Mode Functions (IMFs). Depending on the physical meaning of IMFs, they can be regarded as important variables which are input into BPNN for training. We also use moving-window method in the prediction process. In addition, cubic spline interpolation as well as extrapolation as our strategy is applied to electricity consumption forecasting, these two methods are used for smoothing the data and finding local trend to improve accuracy of results. The prediction results using our methods and strategy resulted in good accuracy. However, for further accuracy, we used the ensemble average method, and compared the results with the data produced without applying the ensemble average method. By using the ensemble average, the outcome was more precise with a smaller error, it results from the procedure of finding minimum error function in the BPNN training.
413

「健康、性格、習慣量表(HPH)」 A、B、D類量尺的臨床效度探討

張至恒, Chang, Chih Heng Unknown Date (has links)
本研究旨在探討「健康、性格、習慣量表(HPH)」的臨床效度。HPH最初是由柯永河教授(民84)編製,後來廣泛使用在國內臨床場域中。發展至今已有中上程度的信效度支持,但過去較缺乏臨床上區辨與構念效度的研究,因此本研究旨在探討HPH區辨不同疾患的能力,以及以臨床疾患為受試時量尺之構念效度。 本研究回顧國內外類似測驗─MMPI、KMHQ、MCMI─的發展軌跡,並參照前人作法來進行HPH的臨床區辨效度研究。初步以臨床場域中常見的精神分裂症、重鬱症、低落型情感疾患、焦慮疾患,共257名患者為受試。先以共變數分析(ANCOVA)探討控制人口與臨床變項後,不同疾患組別在HPH的A、B、D類量尺的影響。再進一步使用羅吉斯迴歸(logistic regression)探討哪些量尺及其組合可以區辨兩兩疾患間的差異。最後,本研究也進行HPH的探索性因素分析(exploratory factor analysis),以檢驗其臨床上的因素結構。 本研究發現,精神分裂症(A1)、躁症傾向(A2)、憂鬱自殺類(A3、B4、A4)、心理功能與健康(D1、D3、D4、D5、D6)量尺在共變數分析上的差異情形與假設大致相符,後續討論分析也支持強迫症(B5)量尺效度。羅吉斯迴歸中,A1、A3、B4、B5能在兩兩疾患間區辨有顯著預測力。其中A1能在精神分裂症與其他三組疾患的兩兩區辨中預測,A3能在重鬱症與另外兩組(精神分裂症、焦慮症)的兩兩區辨中預測,B4能在低落型情感與精神分裂症的兩兩區辨中預測,B5能在強迫症與其他疾患間的兩兩區辨中預測。但是在重鬱症與低落型情感疾患間,以及低落型情感與焦慮疾患間,沒有量尺能在兩者的區辨中有顯著預測力。而各兩兩疾患間整體區辨效果有中至高度的關聯性,分類正確率也多有七成以上,顯示HPH量表在臨床上的區辨效度獲得支持。 構念效度部分,A、D類量尺因素結構與當初編製的每個量尺構念相近,B類量尺構念雖與原量尺略有不同,但仍不違背原量尺編製架構,因此構念效度亦獲得支持。不過各量尺仍有值得編修之處,討論一節中針對結果提出HPH後續編修之建議。 最後,本研究也將此結果之臨床實務應用於討論一節中詳述,以供後續研究與實務者參考。 / The purpose of this study is to examine the clinical validity of the Health, Personality, and Habit Test (HPH). The HPH was developed by Dr. Yung-Ho Ko in 1995, and has been widely used in clinical settings. The HPH has demonstrated appropriate reliability and validity, but little research has been done on its differential and construct validity in the clinical settings. Therefore, the aim of this study is to explore the HPH’s ability to differentiate between disorders and its construct validity in clinical context. This research reviewed the developments of similar tests, such as MMPI, KMHQ, and MCMI, and examined validity of the HPH with the same methods. Subjects were 257 patients who suffered from common disorders in clinical settings, including schizophrenia, major depression, dysthymia, and anxiety disorders. ANCOVA was first used to explore whether different disorders have an effect on category A, B, and D scales after controlling demographic and clinical variables. Next, logistic regression was used to clarify which scales and combinations can differentiate between two of four disorders. Finally, exploratory factor analysis was conducted to examine the structure of HPH in clinical setting. The results of ANCOVA showed that the differences of schizophrenia scale (A1), manic scale (A2), depression/suicide scales (A3, B4, & A4), obsessive-compulsive disorder (OCD) scale (B5), and psychological function and health scales (D1, D3, D4, D5, D6) were partly consistent with assumptions, supporting the differential validity of HPH. The results of logistic regression analysis also supported the validity of A1, A3, B4, and B5 scales. More specifically, A1 was able to differentiate schizophrenia from any other three disorders, A3 was able to differentiate MDD from schizophrenia and anxiety disorders, B4 was able to differentiate dysthymia from schizophrenia, and B5 was able to differentiate OCD from other disorders. However, none of the scales was able to differentiate MDD from dysthymia, nor were they able to differentiate dysthymia from anxiety disorders. Moreover, each of the logistic regression functions showed moderate to high correlations, and most of them achieved high overall hit rates (above 70%), providing support for the clinical differential validity of the HPH. As for construct validity, these factors in category A and D scales were essentially similar to original scales. Similarly, factors in category B scales were compatible to original scales though difference was found. In sum, these results lent support to the construct validity of the HPH in the clinical settings. However, refining of the scales is needed and suggestions are discussed. Finally, the practical uses of the findings were also discussed.
414

1940年代戰爭動員體制下殖民地台灣與朝鮮文學中的地方書寫 / Local literature in Taiwan and Chosen, Japan’s colonies in 1940’s

許育婷, Hsu, Yu Ting Unknown Date (has links)
本文探討1940年代地方文學書寫,藉由台灣與朝鮮對照呈現當時地方書寫產生的特殊背景:不同立場對地方書寫的期待、作家1940年代書寫時如何表現。藉上述的角度,試圖呈現殖民地地方書寫的意義。 殖民地文學中,捕捉在地特色、獨有風物的題材向來備受關注。1940年代更受日本帝國面臨發展困境,走向動員戰爭之路策略影響。使得文藝因應總力戰策動各層面投入戰爭,而背負增進帝國認同的任務。「新體制」與「大政翼贊會」的推行與成立,顯示當時精神統制擴大、也反映東亞協同、對抗西方文明的框架,將殖民地作為帝國外緣/前線的策略。地方特色的突顯與應用即受到這些政策與思維籠罩。 此時,殖民地文藝創作環境面對權力集中一元化,不僅創作語言受限、言論出版高壓管制;官方更積極介入文藝團體、舉辦獎項,加強國策宣傳。文藝創作空間、資源侷限下,新體制與大政翼贊會為殖民地文化界帶來發揮的機會。在地方書寫蘊含國民認同基礎、傳統根源等元素,既呼應政策對於國民文化,殖民地文化人亦可爭取活動機會。這一類書寫,最初以地方色、鄉土色展現地方特殊性的書寫為普遍認同,後隨戰爭國策要求提高,強調服膺日本精神、支援戰爭的內容。 殖民地這一波的地方書寫當中,題材、作品氛圍、敘事型態皆與以往略有不同。題材上,應和國策創作增加、探索傳統價值與批判西方、塑造道德模範反省文化的進程。作品氛圍與敘事型態上,揮去不見希望的氛圍,轉為明朗、健康、動人,更以人物或藉由回歸自然、致力生產、甚至參與戰爭找到生命的意義與希望。 本文即選取兩組作家作品為代表。呂赫若、俞鎮午運用風俗習慣、傳統禮節,表現殖民地特殊風貌,並以倫理、全體性角度肯定傳統價值。張文環、金史良以鄉土為基底,在堅毅樸實的生活中獲得力量。他們在地方書寫框架中,迴避國策密切相關的題材,書寫熟悉事物表現地方特殊性,運用風俗習慣、神話傳說、禮儀、信仰等表現殖民地的人文風景,並一改先前啟蒙的批判角度。這些書寫策略具有保存殖民地文化甚而是民族精神的可能,卻也在時空限制下與戰爭動員的政策意識有所呼應。在兩地的同中有異的書寫成果裡,也見證地方書寫的政治策略、多種意涵,在殖民地的空間裡延伸出更多迂迴與曖昧。 / This article tries to analyze local literature in Taiwan and Chosen, Japan’s colonies in 1940’s. First of all, by analyzing the form of mobilization under the Total War System in 1940, it shows the influence on Japan’s military operation and manipulation. On one hand, the authority made use of centralized management on politics; on the other hand, ideas such as Overcoming Modernity and East Asia Alliance Leader were offered to let people acknowledge the war and sacrifice for it. Through these concepts, the authority reached to the notion which based on the native for people to possess. Secondly, after the foundation of Konoe shintaisei(新體制) and Taisei Yokusankai(大政翼贊會), literature was asked to proclaim the war more strategically. At that time, under the limitation of the amount of paper, local literature in colonies was requested to write in Japanese and scrutinized by the government. In addition, the authority even established literature and art organizations and set up literary prizes to advertise the war. In this way, local literature not only answered the policy but also gave the chance of displaying colonial features to those authors. In the beginning, both the authority and most of the writers accepted the method of using local color to exhibit the colony, however, this method was applied to announce the Japanese spirit and support the war little by little. Under this circumstance, colonies changed the way of literary expression. There were more subjects which conformed the national policy, explored the value of tradition, and criticized the Western to reflect the advancement of culture and then create moral standards. It was the atmosphere of the literature that turned to be bright and cheerful. Moreover, narrative patterns were performed on the characters, such as returning to nature, devoting to production, finding meanings and hopes by participating in the war. This article represents local literature in colonies in 1940 by taking examples of two groups of writers. One of the groups ,which is represented by Lü He-ruo (呂赫若) and You Jin-Oh (유진오), utilized traditional customs and manners as distinguishing features in colony. Furthermore, from the viewpoint of ethic and totalitarianism, they tried to approve the value of tradition. Yet, on the other hand, Chang wen-Huan(張文環) and Kim Saryan(김사량) gained power from difficulty and arduousness in life through the background of rural places. Both of them avoided responding to the national policy in this kind of writing pattern. As previously stated, these writers portrayed what they were familiar with to show the feature in local places. Ranging from customs, practices, folklore, manners to religions were what the writers employed to illustrate the cultural characteristics in colonies. Besides, the viewpoint changed from the criticism of enlightenment. These kinds of writing devices with the hope of preserving local culture and even national integrity. However, it was the restriction on politics and the times made literary works echo with the authority’s ideology at the same time. In the view of Compare Taiwan with Chosen, difference in literary works were testified to show the various meanings from colonial strategies in politics and writers characters in the meantime.
415

社會企業經營模式之驗證與分析 / 無

黃信傑, Huang, Hsin Chieh Unknown Date (has links)
本研究以個案分析的方式探討社會企業之經營模式,試圖挖掘出社會企業經營模式與一般企業經營模式間的差異,並以使命對象在價值鏈的位置作為操作變數,比較兩類社會企業,因使命對象在價值鏈位置的不同,而對經營模式內涵產生的影響。依使命對象在價值鏈的位置劃分:第一類社會企業,其使命對象位於價值鏈末端,本研究以「台灣主婦聯盟生活消費合作社」,作為第一類社會企業的代表個案;第二類社會企業,其使命對象位於價值鏈過程,本研究以「光原社會企業股份有限公司」,作為第二類社會企業的代表個案。本研究以Hamel(2000)的經營模式架構為基底,以Hamel提出的四個經營元素:核心策略、策略性資源、顧客介面、價值網絡,來對個案之經營模式進行驗證與分析。   根據本研究定義,社會企業為:以商業途徑來滿足特定社會需求或解決特定社會問題的永續性組織,強調社會使命的達成,致力財務自足與自主,具有創業精神,能以創新的方式來運用機會與組合資源。社會企業與一般企業最根本的差異在於,社會企業首重社會使命,不以營利為目的。在社會使命的追求下,社會企業經營模式不同於一般企業的地方在於:(1)社會企業關心的是,如何以經營模式創造最大化社會價值。(2)經營模式之建構,必須納入使命對象,新增一經營元素「使命對象介面」。(3)建構經營模式時,社會企業須將非營利母組織納入考慮,合併籌畫。(4)社會企業更加強化與注重價值網絡,並且要能夠主動去創造屬於社會企業自己的價值網絡。   使命對象位於價值鏈位置之差異,對社會企業經營模式帶來影響:(1)使命對象位於價值鏈末端之社會企業,其經營模式以合作做為運作基礎;使命對象位於價值鏈過程中之社會企業,其經營模式以市場競爭做為運作基礎。(2)使命對象位於價值鏈末端之社會企業,其使命對象在價值鏈可能會有位移、變異之現象,此類社會企業須注意使命對象之動態,因應調整經營模式的各經營元素。
416

フロン代替有機溶剤の生物学的モニタリング

柴田, 英治, 竹内, 康浩, 市原, 学 03 1900 (has links)
科学研究費補助金 研究種目:基盤研究(C)(2) 課題番号:10670348 研究代表者:柴田 英治 研究期間:1998-1999年度
417

運用於高頻交易策略規劃之分散式類神經網路框架 / Distributed Framework of Artificial Neural Network for Planning High-Frequency Trading Strategies

何善豪, Ho, Shan Hao Unknown Date (has links)
在這份研究中,我們提出一個類分散式神經網路框架,此框架為高頻交易系統研究下之子專案。在系統中,我們透過資料探勘程序發掘財務時間序列中的模式,其中所採用的資料探勘演算法之一即為類神經網路。我們實作一個在分散式平台上訓練類神經網路的框架。我們採用Apache Spark來建立底層的運算叢集,因為它提供高效能的記憶體內運算(in-memory computing)。我們分析一些分散式後向傳導演算法(特別是用來預測財務時間序列的),加以調整,並將其用於我們的框架。我們提供了許多細部的選項,讓使用者在進行類神經網路建模時有很高的彈性。 / In this research, we introduce a distributed framework of artificial neural network (ANN) as a subproject under the research of a high-frequency trading (HFT) system. In the system, ANNs are used in the data mining process for identifying patterns in financial time series. We implement a framework for training ANNs on a distributed computing platform. We adopt Apache Spark to build the base computing cluster because it is capable of high performance in-memory computing. We investigate a number of distributed backpropagation algorithms and techniques, especially ones for time series prediction, and incorporate them into our framework with some modifications. With various options for the details, we provide the user with flexibility in neural network modeling.
418

利用機率式神經纖維追蹤術量測大腦小世界網路參數的重現性 / The Reproducibility on the Estimation of Brain Small World Metrics using Probabilistic Diffusion Tractography

王煒平, Wang, Wei Ping Unknown Date (has links)
擴散權重影像與神經纖維追蹤可以用來探討腦區域之間的連結性,目前透過網路分析方式已經證實腦網路是有小世界的特性,最近也有研究不同受試者或者是病人之間的網路連結量測集中程度,但是擴散權重影像所運算出來的網路參數中間要經過很多步驟,這些中間步驟可能會影響到網路參數。所以有必要對於量測網路參數的受試者間變異性和重複量測重現性進行研究。本研究的目標是利用機率式神經纖維追蹤術量測大腦網路參數的重現性,探討三個會影響計算網路參數的重現性的變因,分別是,路徑定義方式、有無損耗正規化、受試者群體的網路連結篩選機制。變異係數定義(Coefficient of Variance, CV)為標準差除以平均值,分別計算二次量測之間的變異係數(CVwithin),以及受試者之間的變異係數(CVbetween),另外也計算組內相關係數(Intraclass correlation coefficient, ICC)。 掃描30受試者(15男,15女,年齡20~26)。每人掃描二次,並利用機率式神經纖維追蹤術計算網路連結,網路節點則是使用AAL標準模板定義的節點。若使用Wij = 1 – Pij定義長度,三項網路參數(區域效率、全域效率及損耗)重現性皆可接受(CVwithin<1.08%, CVwithin ≤ 10% and ICC > 0.7)。如果使用Wij=1/Pij定義長度,其損耗的CVwithin相較於Wij = 1 – Pij的大。如果長度的全距大,區域效率會不尋常地增加。如果二次掃描分別實施連結篩選,全域效率的CVwithin會較大。 本研究探討不同的網路建構方式將會影響測試內重現度,不同的研究團隊,縱使是採用相同的受試者群體和相同的儀器,所發表出來的網路參數可能會因為纖維追蹤術造成的誤差而不一致,因此實驗必須謹慎的分析資料以及闡述結果。 / Diffusion tensor imaging (DTI) with associate tractography can be used to access the connectivity of cortical regions in brain. Network analysis applied to connectivity matrix has demonstrated that brain has small world property. Recent studies also use network analysis to study the variation of concentricity among different group of subjects and patients. However the estimation of network metrics from DTI takes sophisticated processing steps. These intermediate steps may influence the estimation of network metric. It is therefore needed to investigate the potential variation of estimated network metrics using reproducibility test. The goal is to study the reproducibility of network properties derived from diffusion connectivity matrix constructed using probabilistic tractography. The effects of three factors on the reproducibility of network metrics estimation were studied. They are definition of path lengths of network matrix, path with and without cost normalization, the application of threshold to subjects groups. Coefficient of Variation (CV) defined as standard deviation divided by mean is used to test the intra-session (CVwithin) and inter subject (CVbetween) variability. Intra-class correlation coefficient (ICC) was also calculated. Images were acquired from 30 healthy participants (15 male, 15 female, aged 20-26 years). Each subject was scanned twice, denoted as N1 and N2. Probabilistic tractography was performed to mapping of cortico-cortical anatomical connections between regions defined from an anatomical atlas. All three of the tested network metrics (local efficiency, global efficiency and cost) were identified as acceptable (CVwithin < 1.08%, CVwithin ≤ 10% and ICC > 0.7) using path length defined as Wij = 1 – Pij. When the path length is defined as Wij = 1/Pij, cost showed higher CVwithin compared to Wij = 1 – Pij. It is unusual that local efficiency increase when the range of path length of edges is large. Global efficiency showed higher CVwithin as threshold is applied to N1 and N2 separately compared to both scans together. The present study revealed that different ways to construct cortical network had an effect on intra-session reproducibility. Our study also showed that despite evaluation of identical subjects using the same MRI system, variation of network metrics may be found by different research groups due to the potential errors from tractography. Replication of the experiment need to be carefully analyzed and interpreted.
419

計算智慧在選擇權定價上的發展-人工神經網路、遺傳規劃、遺傳演算法

李沃牆 Unknown Date (has links)
Black-Scholes選擇權定價模型是各種選擇定價的開山始祖,無論在理論或實務上均獲致許多的便利及好評,美中不足的是,這種既定模型下結構化參數的估計問題,在真實體系的結構訊息未知或是不明朗時,或是模式錯誤,亦或政治結構或金融環境不知時,該模型在實證資料的評價上會面臨價格偏誤的窘境。是故,許多的數值演算法(numerical algorithms)便因應而生,這些方法一則源於對此基本模型的修正,一則是屬於逼近的數值解。 評價選擇權的方法雖不一而足,然所有的這些理論或模型可分為二大類即模型驅動的理論(model-drive approach)及資料驅動的理論(data-driven approach)。前者是建構在許多重要的假設,當這些假設成立時,則選擇權的價格可用如Black-Scholes偏微分方程來表示,而後再用數值解法求算出,許多的數值方法即屬於此類的範疇;而資料驅動的理論(data-driven approach),其理論的特色是它的有效性(validity)不像前者是依其假設,職是之故,他在處理現實世界的財務資料時更顯見其具有極大的彈性。這些以計算智慧(computation intelligence)為主的財務計量方法,如人工神經網路(ANNs),遺傳演算法(GAs),遺傳規劃(GP)已在財務工程(financial engineering)領域上萌芽,並有日趨蓬勃的態勢,而將機器學習技術(machine learning techniques)應用在衍生性商品的定價,應是目前財務應用上最複雜及困難,亦是最富挑戰性的問題。 本文除了對現有文獻的整理評析外,在人工神經網路方面,除用於S&P 500的實證外,並用於台灣剛推行不久的認購構證評價之實證研究;而遺傳規劃在計算智慧發展的領域中,算是較年輕的一員,但發展卻相當的快速,雖目前在經濟及財務上已有一些文獻,但就目前所知的二篇文獻選擇權定價理論的文獻中,仍是試圖學習Black-Scholes選擇權定價模型,而本文則提出修正模型,使之成為完全以資料驅動的模型,應用於S&P 500實證,亦證實可行。最後,本文結合計算智慧中的遺傳演算法( genetic algorithms)及數學上的加權殘差法(weight-residual method)來建構一條除二項式定價模型,人工神經網路定價模型,遺傳規劃定價模型等資料驅動模型之外的另一種具適應性學習能力的選擇權定價模式。 / The option pricing development rapid in recent years. However, the recent rapid development of theory and the application can be traced to the pathbreaking paper by Fischer Black and Myron Scholes(1973). In that pioneer paper, they provided the first explicit general equilibrium solution to the option pricing problem for simple calls and puts and formed a basis for the contingent claim asset pricing and many subsequent academic studies. Although the Black-Scholes option pricing model has enjoyed tremendous success both in practice and research, Nevertheless, it produce biased price estimates. So, many numerical algorithms have advanced to modify the basic model. I classified these traditional numerical algorithms and computational intelligence methods into two categories. Namely, the model-driven approach and the data-driven approach. The model-driven approach is built on several major assumptions. When these assumption hold, the option price usually can be described as a partial differential equation such as the Black-Scholes formula and can be solved numerically. Several numerical methods can be regarded as a member of this category. There are the Galerkin method, finite-difference method, Monte-Carlo method, etc. Another is the data-driven approach. The validity of this approach does not rests on the assumptions usually made for the model-driven one, and hence has a great flexibility in handling real world financial data. Artificial neural networks, genetic algorithms and genetic programming are a member of this approach. In my dissertation, I take a literature review about option pricing. I use artificial neural networks in S & P 500 index option and Taiwan stock call warrant pricing empirical study. On the other hand, genetic programming development rapid in recent three years, I modified the past model and contruct a data-driven genetic programming model. andThen, I usd it to S & P 500 index option empirical study. In the last, I combined genetic algorithms and weight-residual method to develop a option pricing model.
420

探討空間記憶之神經行為機制 / Investigation of the Neurobehavioral Mechanisms Underlying Spatial Memory

林建佑 Unknown Date (has links)
本研究以神經毒素ibotenic acid破壞不同尾核區域以及鋰鹽去價值程序為操弄變項,觀測此兩種實驗操弄對於大鼠之迷津行為之影響,進而探討標誌系統之行為內涵及神經機制。實驗所採用的作業為線索學習作業以及自我中心作業,分別代表標誌系統下的線索導引策略及體位導向策略。實驗一及實驗二在於檢驗尾核功能缺損對於大鼠迷津行為之影響,從探測嘗試發現大鼠在線索學習的行為表現需依賴砂紙線索的導引,而在自我中心作業之行為則不以環境刺激為依據(實驗一A、二A),顯示大鼠在各迷津作業的行為符合標誌系統的運作原則。神經機制之操弄結果顯示在記憶習得階段,尾核破壞之受試在線索學習作業上的表現並沒有顯著變差,尾核功能缺損並未導致學習的延宕或阻斷,其進步的速度仍與控制組相同(實驗一B)。相較於線索學習作業,尾核破壞之受試在自我中心作業上的表現則明顯變差,幾乎沒有進步的趨勢(實驗二B)。而在記憶保持階段,不管是線索學習作業或自我中心作業之表現皆會因尾核破壞而顯著變差(實驗一C、二C)。實驗三及實驗四則利用鋰鹽去價值程序降低食餌之誘因價值,觀測大鼠行為有無相對應改變。結果發現去價值程序的操弄只會影響到大鼠在自我中心作業的行為表現(實驗四),而不影響其在線索學習作業之行為(實驗三)。由此可知,兩種迷津作業所形成的記憶表徵是不同的,自我中心學習歷程會將增強物表徵在聯結單位中,而線索學習之習得歷程則不會。綜合上述實驗結果,標誌系統下確實有兩個不同空間行為機制,一個為線索導引策略,另一個為體位導向策略,雖皆受到尾核的調節,但調節的程度是不同的。不管是記憶習得或保持階段,尾核在體位導向策略的運作中皆扮演重要的角色,而在線索導引策略只參與了記憶保持歷程的運作。另外,兩個空間行為機制在學習內涵上也不盡相同,以線索導引策略為依據之空間行為會形成刺激反應(S-R)的聯結型態,而以體位導向策略為依據之空間行為則會形成反應及增強物(R-S*)聯結。 / This study investigated the neurobehavioral mechanisms of taxon system of spatial memory through manipulating lesions of subareas in the caudate nucleus by ibotenic acid and lithium chloride (LiCl)-induced reward devaluation. With respect to behavioral measurement in an eight-arm radial maze, a cue learning task and an egocentric task were used for testing the guidance and orientation hypotheses of taxon system, respectively. Data from probing procedures showed that the performance of rats in the cue learning task was impaired when the cue was removed, but the performance in the egocentric task was not affected by changing the context (Experiments 1A and 2A). These results indicate that behavior reactions in two tasks are corresponding to those two operational principles of taxon system. In terms of the acquisition, deficits were significantly produced by the lesion of the dorsomedial caudate on egocentric task, while the ibotenate lesions did not affect cue learning task (Experiments 1B and 2B). For retention test, the performances in both cue learning and egocentric tasks were impaired by dorsomedial caudate lesion, no such impairment was observed from dorsolateral and posterolateral caudate lesions (Experiments 1C and 2C). In the third and fourth experiments, LiCl devaluation procedure was employed to lower the reward value of the bait in the maze. This manipulation significantly impaired the performance of egocentric task but not that of the cue learning task. These results indicate that the memory representations in the two tasks used in the present study are different. The memory representation in the egocentric task contains the reinforcer, whereas that in the cue learning task is not necessarily relevant to the reinforcer. In conclusion, the guidance and orientation hypotheses can be differentiated as behavioral mechanisms existing in the taxon system of spatial memory. Although the caudate nucleus is critically important for the operation of both hypotheses, the degrees of this brain site to get involved are different. The caudate nucleus participates in the acquisition and retention of orientation hypothesis, but only in the retention of guidance hypothesis. In addition, behavioral performance of the spatial memory using guidance hypothesis is based on forming the association of stimulus and response (S-R), while that using orientation hypothesis is based on forming the association of response and reinforcer (R-S*).

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