本論文主要在估計門檻式自動迴歸模型之參數的信賴區間。由線性自動迴歸 模型衍生出來的非線性自動迴歸模型中，門檻式自動迴歸模型是其中一種經常會被應用到的模型。雖然，門檻式自動迴歸模型之參數的漸近理論已經發展了許多；但是，相較於大樣本理論，有限樣本下參數的性質討論則較少。對於有限樣本的研究，Woodroofe (1989) 提出一種近似法：非常弱近似法。 Woodroofe 和 Coad (1997) 則利用此方法去架構一適性化線性模型之參數的修正信賴區間。Weng 和 Woodroofe (2006) 則將此近似法應用於線性自動迴歸模型。這個方法的應用始於定義一近似樞紐量，接著利用此方法找出近似樞紐量的近似期望值及近似變異數，並對此近似樞紐量標準化，則標準化後的樞紐量將近似於標準常態分配，因此得以架構參數的修正信賴區間。而在線性自動迴歸模型下，利用非常弱展開所導出的近似期望值及近似變異數僅會與一階動差及二階動差的微分有關。因此，本論文的研究目的就是在樣本數為適當的情況下，將線性自動迴歸模型的結果運用於門檻式自動迴歸模型。由於大部分門檻式自動迴歸模型的動差並無明確之形式；因此，本研究採用蒙地卡羅法及插分法去近似其動差及微分。最後，以第一階門檻式自動迴歸模型去配適美國的國內生產總值資料。 / Threshold autoregressive (TAR) models are popular nonlinear extension of the linear autoregressive (AR) models. Though many have developed the asymptotic theory for parameter estimates in the TAR models, there have been less studies about the finite sample properties. Woodroofe (1989) and Woodroofe and Coad (1997) developed a very weak approximation and used it to construct corrected confidence sets for parameters in an adaptive linear model. This approximation was further developed by Woodroofe and Coad (1999) and Weng and Woodroofe (2006), who derived the corrected confidence sets for parameters in the AR(p) models and other adaptive models. This approach starts with an approximate pivot, and employs the very weak expansions to determine the mean and variance corrections of the pivot. Then, the renormalized pivot is used to form corrected confidence sets. The correction terms have simple forms, and for AR(p) models it involves only the first two moments of the process and the derivatives of these moments. However, for TAR models the analytic forms for moments are known only in some cases when the autoregression function has special structures. The goal of this research is to extend the very weak method to the TAR models to form corrected confidence sets when sample size is moderate. We propose using the difference quotient method and Monte Carlo simulations to approximate the derivatives. Some simulation studies are provided to assess the accuracy of the method. Then, we apply the approach to a real U.S. GDP data.

在醫學領域中，磁振造影（Magnetic Resonance Imaging, MRI）因為具有良好的空間解析度及對比度，且不會對人體產生任何輻射性或侵入性的傷害，所以在疾病診斷中為經常被醫師們使用的輔助工具。其中利用磁振造影測量患者腦部血流情形所攝得之對比劑濃度與時間關係曲線圖，更是醫學界在對付腦血管病變（Brain Lesion）時的診斷利器。然而截至目前為止，我們尚未有一個較正確且快速的方法可以用來配適其對比劑濃度與時間關係曲線中的參數。所以在本論文中，我們嘗試以統計上的觀點，利用幾種不同的配適方法，找出與原始觀察值最為接近之估計值。 在本研究中使用的配適方法有—「迴歸分析法」、「Whittaker修勻法」、「非線性函數參數修勻法」及「核修勻法（Kernel Graduation）」。 本論文將以往醫學界慣用的「乘方性誤差項」改變為「加成性誤差項」，再以不同的誤差項，利用電腦模擬出各組假資料（Pseudo Data）後，以上述的四種方式對原始觀察值進行參數配適與函數估計。綜合模擬資料與真實資料所配適的比較結果，我們認為在幾種方法中，最穩健（Robust）的配適法是「Whittaker修勻法」。而在本論文中進行配適的真實資料，應該具有較大的誤差項，才導致非線性函數參數修勻法不能得出很好的估計值。 / With greater resolution, higher contrast and no radiative hurt to human body, Magnetic Resonance Imaging (MRI) is widely used by doctors in diagnosing diseases. The concentration of the contrast agent v.s. time curves which generated by MRI for cerebral blood flowing is very useful to doctors when giving treatments to brain lesion. However, we still have no precise and quick solution for fitting the curve of the concentration of the contrast agent vs. time. Therefore, this essay tries to use some different statistical fitting methods to find the closest estimates to the crude observations. We will use four different fitting methods here—"Regression Analysis", "Whittaker Graduation", "Nonlinear Function Parametric Graduation", "Kernel Graduation". This essaywill change the "multiple error term" which was usually used in the medical field to "additive error term". After using different sizes of error terms to generate pseudo data by computer simulation, we fit the parameters and estimate the values of the function to the crude data we've created with the four fitting methods mentioned above. Comparing the fitting result of the simulation data and the real data, we think the most robust fitting method is " Whittaker Graduation". The real data we have fitted in this essay may contain a greater error term, it would make " Nonlinear Function Parametric Graduation" get inadequate fitting values.

本研究以「人口遷移學推拉理論」為基礎，探索我國與留學地主國間留學互動關係的推拉因果模式，及其間的一致性和關聯性，並對我國未來留學生人數進行預測。研究的主要目的為：(1)瞭解我國與留學地主國留學教育概況，並探討海外留學對留學地主國與送出留學生國家國家的正反面效果；(2)說明人口遷移學中的推拉理論及評閱有關留學生流動的研究文獻與報告；(3)探索我國與留學地主國間留學互動的推拉因果模式；(4)探索我國與留學地主國間在留學互動的推拉因果模式間之一致性與關聯性 ；(5)對我國未來出國的留學生人數進行預測；最後(6)根據研究結果提出建議，作為制訂留學教育政策及未來研究的參考。 　　在探索留學互動的推拉因果模式與其模式間的一致性和關聯性時，是以我國與美國、德國、日本及法國等四個留學地主國為對象，採1954年到1988年共35年縱貫動態分析為主。在我國未來留學生人數預測上，則以1950年到1988年的動態資料為主。研究資料來源是「中華民國教育部統計」、「中華民國台灣地區統計提要」、「中華民國統計年鑑」、UNESCO統計、國際貨幣基金統計年報、美國國際教育組織的Open doors統計，做為分析的根據。 　　本研究之資料處理係利用國立政治大學PRIME 6150大電腦的SPSSX、SAS/ETS及PC版的LISREL 7統計套裝軟體，另外引用余民寧(民81)所設計「二次式分配準則SAS/IML之程式」，作為統計分析的工具。本研究共提出十個虛無假設，並擬以下列方法檢定研究假設。 　　一、以共變結構分析(LISREL)檢定我國與留學地主國間留學互動的推拉因果模式，即假設一～四。 　　二、以二次式分配準則 (QAP)檢定我國與留學地主國在留學互動的推拉因果模式之一致性與關聯性，即假設五～十。 　　三、以單變量時間數列ARIMA方法與迴歸分析方法，進行我國未來留學生人數之預測。 　　本研究之主要結果為： 　　一、我國與美國間留學互動的推拉因果關係證實存在。 　　二、我國與德國間留學互動的推拉因果關係證實存在。 　　三、我國與日本間留學互動的推拉因果關係證實存在。 　　四、我國與法國間留學互動的推拉因果關係在修正模式後證實存在。 　　五、我國與美國、我國與德國在留學互動的推拉因果模式之適配共變數矩陣具有.429的顯著相關性與一致性。 　　六、我國與美國、我國與法國在留學互動的推拉因果模式之適配共變數矩陣具有.469的顯著相關性與一致性。 　　七、我國與美國、我國與日本在留學互動的推拉因果模式之適配共變數矩陣的相關性與一致性僅-.098而已。 　　八、我國與德國、我國與法國在留學互動的推拉因果模式之適配共變數矩陣具有.763的顯著相關性與一致性。 　　九、我國與德國、我國與日本在留學互動的推拉因果模式之適配共變數矩陣具有.510的顯著相關性與一致性。 　　十、我國與法國、我國與日本在留學互動的推拉因果模式之適配共變數矩陣具有.377的顯著相關性與一致性。 　　另外，在我國未來出國留學人數預測上，民國87年以前預期每年將至少有6600名以上的留學生出國，並且當國民所得達12000美元時，出國留學的人數預期將可能突破10000人以上。 　　本研究根據研究結果提出建議，作為政府制訂留學教育政策及未來研究的參考。 / This research is based on "the push-pull theory of population mobility. It explores between Taiwan and the leading host coun-tries the causal model, consistency and correlation of the push-pull interaction in studying abroad. It also forecasts the number of studying-abroad students of Taiwan in the future. Therefore, the purposes of this research are: (1) to understand the foreign education of both Taiwan and the leading host coun-tries and further to probe the pros and cons of foreign educa-tion; (2) to explain the push-pull theory of population mobility and to comment the literatures of studying abroad; (3) to explore between Taiwan and the leading host countries the causal rela-tionship of push-pull interaction in studying abroad; (4) to explore between Taiwan and the leading host countries the consistency and correlation of push-pull causal model in studying abroad; (5) to forecast the number of studying abroad students of Taiwan; and (6) to propose suggestions for the policy-making of studying abroad and future studies according to the results of this research. 　　In exploring the causal relationship model, consistency, and correlation of the push-pull interaction in studying abroad, the subjects will be Taiwan, U.S.A., Germany, Japan, and France. The data are collected from The R.O.C. St-atis-bics of the Educa-tion Ministry, The R.O.C. Statistics Summary of Taiwan Areas, The R.O.C. Statistics Yearbook, UNESCO Statistical Yearbook, Interna-tional Financial Statistics Yearbook, and Open Doors (1991-1993) of the Institute of International Education. While in forecast-ing the number of studying-abroad students of Taiwan the data will be ranged from 1950 to 1988. All data of this research are dynamic. 　　The handling of data will adopt SPSSX, SAS/ETS, and LISREL7 packages program and will cite Yu Min-ning"s SAS/IML program of QAP (1992). All packages program are in the Computer Center (PRIME 6150) of National Cheng-chi University, exclusive of LIS-REL7 which is set in personal computer. This research will propose ten null hypotheses, and the statistical methods used to confirm the null hypotheses are as follows: 　　(1) Use Linear Struc-tural Equation (LISREL) to test the causal relationship of the push-pull interaction in studying abroad between Taiwan and the leading host countries. (Hypotheses 1-4) 　　(2) Use Quadratic Assignment Paradigm (QAP) to test the con-sistency, correlation of the push-pull interaction in studying abroad between Taiwan and leading host countries. (Hypotheses 5-10) 　　(3) Use both Autoregerssion Integrated Moving Average (ARIMA) of univarate time series and regression analysis to forecast the number of the studying-abroad students of Taiwan in the future. 　　The main results of this research are as follows: 　　(1) There exists a push-pull causal' relationship in studying abroad between Taiwan and U. S. A. . 　　(2) There exists a push-pull causal relationship in studying abroad between Taiwan and Germany. 　　(3) There exists a push-pull causal relationship in studying abroad between Taiwan and Japan. 　　(4) There exists a push-pull causal relationship in studying abroad between Taiwan and France after modifying the model. 　　(5) Taiwan-U.S.A. and Taiwan-Germany best-fitted covariance matrices are significantly similar. The correlation coefficient is .429. 　　(6) Taiwan-U.S.A. and Taiwan-France best-fitted covariance matrices are significantly similar. The correlation coefficient 　　(7) Taiwan-U.S.A and Taiwan-Japan best-fitted covariance matrices are not significantly similar. The correlation coeffi-cient is only -.098. 　　(8) Taiwan-Germany and Taiwan-France best-fitted covariance matrices are significantly similar. The correlation coefficient is .763. 　　(9) Taiwan-Germany and Taiwan-Japan best-fitted covariance ma-trices are significantly similar. The correlation coefficient is .510. 　　(10) Taiwan-France and Taiwan-Japan best-fitted covariance ma-trices are significantly similar. The correlation coefficient is .3768. 　　Therefore, nine null hypotheses are rejected and only one null hypothesis is accepted. 　　Besides, in forecasting the number of the studying-abroad students of Taiwan, it will be expected to send out over 6600 students to study abroad every year before 1998. Furthermore, when the per capita income of Taiwan reaches US$12000, the number of studying-abroad students will be over 10000 per year. 　　Finally, according to conclusions and results of this re-search, some suggestions for the policy-making of studying abroad and future studies in this field are proposed.

本文探討的主題是：在一個龐大嚴密，涉及大量組織成員且依據上命下從的指令原則建構的組織中，若組織領導者對組織發布違法命令，該違法命令透過組織內部的階級結構傳遞至組織執行機關，當執行機關中的組織成員不法且有責地實現該違法命令時，發布違法命令的組織領導者對於命令執行者所實行的犯罪在刑法上應如何負責？ 儘管在我國可能適用共謀共同正犯或實行共同正犯解決此問題，但共同正犯模式未必是較好的歸責類型。在比較法上，德國所發展的組織支配概念（Organisationsherrschaft）則企圖將組織領導者論以間接正犯。雖然組織支配概念在細部內容及適用範圍上有高度爭議，但有必要將該概念引介至我國。本論文先對組織支配概念在德國的起源與發展作介紹，其次藉由分析德國文獻對組織支配概念的批評嘗試找出組織支配概念的支配結構，最後再利用該結構具體化組織支配的適用要素及範圍。結論上認為組織支配是一種有別於強制及錯誤支配的獨立間接正犯類型，其適用範圍主要是不法國家權力機器以及部分犯罪組織，經濟性企業體只有在例外情形才能適用組織支配將企業負責人論以間接正犯。

無人飛行載具(Unmanned Aerial Vehicle, UAV)於要求精度之圖資測製應用時，因飛行高度較低並可在雲下飛行取像，與大型載具相比可更機動性獲取空間解析度較高之影像，雖無法如大型載具酬載大像幅感測器供大區域圖資製作，但於小區域之圖資更新卻相當適合。但一般UAV因酬載重量限制，僅可酬載體積小且重量輕之感測器，如非量測型相機及低精度定位定向系統，即AHRS系統。因此，本研究嘗試在UAV上酬載Trimble BD970 GNSS OEM GPS接收模組，此GPS接收模組體積小且重量輕可安置於UAV上，並透過VBS-RTK GPS定位技術獲取UAV精確飛行軌跡資訊，再經時間內插相機曝光瞬時的GPS資訊供空中控制使用，輔助UAV影像空中三角測量(簡稱空三)平差，以降低地面控制點需求。 但欲引入GPS觀測量供空中控制使用必須考量GPS天線與相機投影中心偏移量之問題，但因UAV所酬載之非量測型相機，將造成此偏移量不易透過地面測量方式測得，於本研究將於空三平差時使用線性漂移參數克服此偏移量無法量測之問題；此外，UAV所酬載之非量測型相機，相機參數乃透過地面近景攝影測量以自率光束法平差方式率定所得，但率定所得相機參數無法完全描述相機在航拍取像時的情況，故本研究於空三平差將採用自率光束法克服相機參數率定不完全之問題。實驗中，首先確定GPS模組BD970在VBS-RTK GPS定位技術下在地面高速移動時可獲得高精度的定位成果；接續驗證線性漂移參數及自率光束法平差於此研究的適用性；最後亦探討不同地面控制點配置及來源對空三平差之精度探討，並提出1/5000基本圖圖資測製精度要求下，VBS-RTK GPS輔助UAV影像自率光束法空三平差的地面控制點最適配置。 / UAV(Unmanned Aerial Vehicle) is currently used in civil purpose such as mapping and disaster monitoring. One of UAV advantages is to collect images with high resolution for mapping demand. However, due to payload limitations of UAV, it is difficult to mount metric aerial camera and precise POS(Positioning and Orientation System) device. Instead, only the non-metric camera and the low accurate AHRS (Attitude and Heading Reference System) can be installed. For mapping demands, Trimble BD970 GNSS OEM board will be carried on the UAV to collect the high accurate flying trajectory as control information for AT (aerial triangulation) by VBS-RTK(Virtual Base Station - Real Time Kinematic) GPS technique. Meanwhile self-calibration bundle adjustment will be employed for AT(Aerial Triangulation) to overcome the imperfect calibration of non-metric camera by the close-range photogrammetric approach. The precise offset between image perspective center and GPS antenna center, called GPS antenna-camera offset, is hard to measure in centimenter level by terrestrial measurement approach. Therefore the drift parameters will be utilized to solve the problem of GPS antenna-camera offset while performing bundle adjustment with self-calibration for AT of UAV images. In the experiments of this study, the height positioning accuracy of BD970 by VBS-RTK GPS approach at high speed movement will be proved firstly. Then the adaptability of drift parameters and self-calibration for GPS supported AT of UAV images will be verified. Finally, the accuracy of AT by using different control information will be analized and appropriate configuration of GCPs(Ground Control Points) for VBS-RTK GPS supported self-calibration bundle adjustment for AT of UAV images will be proposed under the mapping demand with the scale of 1 : 5000.

台灣位於環太平洋地震帶上，地形為山地居多，且地質脆弱，加上位於西太平洋副熱帶地區，使得山區常受到颱風的侵擾而發生崩塌，導致土石流和洪水等災害發生，進而影響人民的生命和財產安全。因此，如何有效地建置崩塌地區域資料庫，成為國土保育與災害防治的重要課題。以往利用遙測與航測技術於崩塌地萃取的研究中，大多是於幾何糾正後衛星影像或是航測正射影像上分析崩塌地，但產製正射影像或是糾正衛星影像時，都需要花費較多的時間，對於講求時效性的救災行動而言頗為不利。本研究之目的為發展一套不需使用正射影像萃取崩塌地的方法，以物件導向影像分類法，於DMC（Digital Mapping Camera）航測原始影像上直接萃取崩塌地資訊。首先採取多重解析影像分割的技術，將航測影像依像元光譜和形狀同質性分割成不同區塊（物件），接著利用影像光譜統計值搭配區域成長法，偵測影像中的雲覆蓋地區並過濾。其次，根據光譜亮度統計特徵值，將影像區分成陰暗地區、正常地區以及較亮地區之三種土地覆蓋類型，使用線性相關糾正法（Linear-correlation Correction）將陰暗地區光譜亮度值轉換至正常地區，並利用物件的特徵值，如光譜、面積、形狀以及相關性依序萃取此三種土地覆蓋類型內的崩塌地。最後，使用光線追蹤法 （Ray-tracing），將崩塌地區塊從影像坐標轉換至地圖坐標，使其可以套疊地形資料如坡度、坡向，並進行空間分析以提升崩塌地的判釋精度。研究結果顯示，崩塌地萃取之使用者精度和生產者精度，均有82%以上，並且整個實驗可大量批次處理影像，及快速建立崩塌地資料庫，本研究之方法和崩塌地資料庫將有助於國土保育與崩塌地的災害防治。 / Being located in a subtropical and seismic zone of the West Pacific, the geology is fragile and topography is mountainous in Taiwan. Landslides, floods and other disasters induced by typhoons occur frequently, and it cause the life-threatening and property loss of human beings in Taiwan. Therefore, how to establish landslides data effectively become an important issue of land conservation and disasters management. In recently years, most of the researchers used aerial ortho-images or satellite georeferencing images to detect landslides sites. However, it spent a lot of time generating aerial ortho-images and rectifying satellite images, and it also reduced the efficiency of landslides analysis. Thus, this study developed an object-oriented classification method, which can be directly applied in raw image data, to detect landslides sites. Firstly, this study used multi-resolution image segmentation technique to segment images acquired by Z/I DMC（Digital Mapping Camera） into individual regions （objects） according to the homogeneity of spectral and shape features, and then removed cloud areas by using brightness features depended on the spectral information of images. Secondly, the study divided the entire image into three areas, which are darker area, normal area and lighter area, according to brightness value. Next, Linear-correlation correction （LCC） method was used in this study to transform darker area to normal area so that it can easily detect the landslides sites in darker area, and the object features, such as spectral, area, shape and space correlation indices, were used to extract landslide sites in images. Finally, in order to enhance the accuracy of landslide, the initial landslides were converted from image coordinate system to map coordinate system by ray-tracing method, so the initial landslides data can be further extracted by using topographic data, including slope and aspect data. The results of this study showed that the user and producer accuracies of detecting landslides can reach up to 82%. Moreover, the entire experiments process of this study can batch analyze automatically and establish landslides database quickly. It is expected that the method and landslides data of this study may have contribution to land conservation and disasters management.

本論文的研究目標是建構一個由多標記複合成的最佳疾病診斷工具，所考慮的評估準則為操作者特徵曲線在特定特異度範圍之線下面積(pAUC)。在常態分布假設下，我們推導多標記線性組合之pAUC以及最佳線性組合之必要條件。由於函數本身過於複雜使得計算困難。除此之外，我們也發現其最佳解可能不唯一，以及局部極值存在，這些情況使得現有演算法的運用受限，我們因此提出多重初始值演算法。當母體參數未知時，我們利用最大概似估計量以獲得樣本pAUC以及令其極大化之最佳線性組合，並證明樣本最佳線性組合將一致性地收斂到母體最佳線性組合。在進一步的研究中，我們針對單標記的邊際判別能力、多標記的複合判別能力以及個別標記的條件判別能力，分別提出相關統計檢定方法。這些統計檢定被運用至兩個標記選取的方法，分別是前進選擇法與後退淘汰法。我們運用這些方法以選取與疾病檢測有顯著相關的標記。本論文透過模擬研究來驗證所提出的演算法、統計檢定方法以及標記選取的方法。另外，也將這些方法運用在數組實際資料上。 / The aim of this work is to construct a composite diagnostic tool based on multiple biomarkers under the criterion of the partial area under a ROC curve (pAUC) for a predetermined specificity range. Recently several studies are interested in the optimal linear combination maximizing the whole area under a ROC curve (AUC). In this study, we focus on finding the optimal linear combination by a direct maximization of the pAUC under normal assumption. In order to find an analytic solution, the first derivative of the pAUC is derived. The form is so complicated, that a further validation on the Hessian matrix is difficult. In addition, we find that the pAUC maximizer may not be unique and sometimes, local maximizers exist. As a result, the existing algorithms, which depend on the initial-point, are inadequate to serve our needs. We propose a new algorithm by adopting several initial points at one time. In addition, when the population parameters are unknown and only a random sample data set is available, the maximizer of the sample version of the pAUC is shown to be a strong consistent estimator of its theoretical counterpart. We further focus on determining whether a biomarker set, or one specific biomarker has a significant contribution to the disease diagnosis. We propose three statistical tests for the identification of the discriminatory power. The proposed tests are applied to biomarker selection for reducing the variable number in advanced analysis. Numerical studies are performed to validate the proposed algorithm and the proposed statistical procedures.

不景氣的年代，民間企業裁員、減薪或強迫員工休無薪假的事件層出不窮，襯托出公職相對起薪高、福利制度健全，任職免職程序有政府法令保障。在公職逐漸被當前的社會氛圍視為是兼具地位及幸福的工作時，愈來愈多的民眾競相投入公務人員的考試，而競相爭捧鐵飯碗的現象，也成為近期媒體報導的新聞焦點。 惟前述種種的論述都仍停留在主觀的聯想及推論上，國內鮮少針對經濟變數與公務人員考試錄取率間之關係，建立統計實證模型進行客觀量化分析。基於這樣的時空背景及社會氛圍，本研究遂以客觀的高普考錄取率表示公務人員考試競爭程度，觀察經濟環境變數對其造成的影響，是否誠如媒體所言，當景氣愈差時，公職考試就愈熱門的現象。 經過實證模型分析後，發現影響經濟變數對高考錄取率較普考錄取率變動數的影響較為顯著，包括：當期或前期的高考薪資占民間薪資比、當期或前期的失業率、前期臺股指數變動數、當期或前期臺股指數標準離差率以及時間趨勢等解釋變數，並且各自存在不同程度的影響及合理的正負關係。而普考錄取率變動數部分，僅受當期普考薪資占民間薪資比、前期失業率及時間趨勢等變數所影響。 本文最後，提出針對可能影響民眾報考公務人員的重要因素，提出相應政策建議，以期抒緩公職考試過熱的現象並精進政府政策。 / Recession-era, layoffs, pay cuting, and forcing employees to take unpaid leave are more and more in private sector, highlight the work of public sector is high starting salary, benefits sound system, and having protection by law in appointment and dismissal. More people want to participate in civil service examination, then civil service examination craze has become the focus of recent news. Provided the foregoing various opinions are still subjective conjecture, almost no study about relationship between economic variables and the qualification rates of civil service examination in domestic studies. In this context, this study used a senior and junior civil service examination qualification rates to represent the competitive of civil service examination, and to observe the effects of economic variables on the qualification rates of civil service examination, if consistent with the media reports, the worse economy is, the less qualification rates of civil service examination will be. After empirical model analysis, we found that the effects of economic variables on the qualification rates of senior civil service examination are more significant than the changes of the qualification rates of junior civil service examination. Finally, make recommendations to relief civil service examination craze.

本論文研究如何建立一個投資組合用來追蹤穩定成長的目標線。我們將這個目標線追蹤問題建構成混合整數非線性數學規劃模型。由於用以追蹤目標線的投資組合，經過一段時間後其追蹤效能可能未如預期，本論文提出調整投資組合的數學規劃模型。這些模型中除了考量實務中的交易成本，亦考慮限制放空股票，所以將期貨加入投資組合中作為避險部位。最後，以台灣股票市場與期貨交易市場作為實證研究對象，探討投資組合建立與調整的表現，亦分析不同成長率設定之目標線與期貨投資比重上限對投資組合價值的影響。 / This thesis studies how to construct a tracking portfolio for the benchmark of a stable growth rate. This tracking problem can be formulated as a mixed-integer nonlinear programming model. Since the performance of the tracking portfolio may get worse when time elapses, this thesis proposes another mathematical programming model to rebalance the tracking portfolio. These models not only consider the transaction cost but also take into account of the limitation of shorting a stock; thus the tracking portfolio will include a futures position as a hedging position. Finally, an empirical study will be performed by using the data from the Taiwan stock market and the futures market to explore the performance of the proposed models. We will analyze how the different benchmark settings and the futures position limits will affect the value of the tracking portfolio.

建構一套健全的公司治理評等機制，為落實公司治理相關議題的核心工作。本研究以經濟暨合作發展組織之公司治理原則、世界銀行之公司治理架構與國內外公司治理相關實證文獻作為理論基礎，透過分析量化之公司層級衡量指標，嘗試建構一套可行且適合衡量台灣企業之公司治理評等指標，以作為投資人制定投資決策與授信機構評估企業債信風險時之參考。 本研究以2002年國內523家非金融業上市公司為樣本，利用LISREL方法 (線性結構關係模式統計方法)建構台灣公司治理評等指標。分析結果共得出：股權結構構面 (盈餘股份比、專業機構投資者持股率)；董事會職責構面 (盈餘席次比、外部董事席次比率、外部監察人席次數與外部董監持股率)；財務透明度構面 (盈餘管理幅度、損益平穩化程度與財報重編率)等3個構面、9項衡量指標。 透過與企業當期及次期經營績效、公司價值與投資人投資風險間之關聯性實證測試，本研究發現，前項公司治理評等指標與企業之經營績效、公司價值呈顯著正相關，而與投資人投資風險呈顯著負相關。此項實證結果一方面顯示，前項公司治理評等指標愈佳，企業當期與次期之經營績效與公司價值愈高，投資人之投資風險愈低；另方面亦表示本研究所建構之公司治理評等指標對於企業之經營績效、公司價值與投資人投資風險，具有一定程度之關聯性與預測能力。 / A well-developed corporate governance ranking system is essential to implantation of corporate governance. Base on principles proposed by OECD, a framework provided by the World-Bank and empirical literature on corporate governance, this research attempts to develop a workable TCGI (herein Taiwan Corporate Governance Index or TCGI) ranking system. The purpose of provision of TCGI is to help investors and creditors to make better decisions. Using data for 523 non-banking corporations publicly traded at Taiwan Stock Exchange in 2002, and LISREL as the analytical tool, this research constructs a three-aspect (including ownership structure, responsibility of the board and financial transparency) TCGI ranking system with 9 corresponding indicators in total. The empirical results of association tests show that TCGI indicators are significantly and positively (negatively) related to operation performance and market value (the occurrence of firms encountering financial difficulties). The findings thus imply that the TCGI ranking system developed in this research may be useful in investors and creditors decision-making.