本研究的主要目的在於探討美沙冬的使用者是否具有抑制控制能力缺損、對海洛因相關刺激是否具有注意力偏誤，以及是否有彈性認知轉換能力上的問題。 研究使用的是Noel等人（2005,2007）發展出來的Go/No-Go作業，並使用海洛因圖片與中性圖片為作業刺激，分別測量受試者在作業中的反應正確率、反應遺漏數、反應犯錯數、平均反應時間、決定偏誤與區辨度，並且使用依賴嚴重度量表，以了解受試者對海洛因的依賴嚴重度與Go/No-Go作業各指標之間的相關。 　　美沙冬組樣本選取自八里療養院土城門診部之接受美沙冬治療者，共17人，經由網路招募之健康控制組十九人，受試者一共三十六人。共變數分析之結果顯示在Go/No-Go作業的正確率、遺漏數、區辨度和決定偏誤等指標上，發現組別與情境轉換之交互作用，顯示使用美沙冬之受試者具有彈性認知能力上的缺損，因此在有轉換的區段之中，無法快速地適應新的作答規則。此外，Go/No-Go作業結果未發現美沙冬使用者之抑制缺損與對海洛因相關圖片之注意力偏誤之現象。 　　依賴嚴重度與Go/No-Go作業的指標相關研究則發現，其依賴嚴重度越高，其在非轉換情境中對海洛圖片的犯錯數越低、決定偏誤越高，顯示美沙冬使用者似乎在沒有情境轉換的區段中，會將其注意力資源分配在海洛因圖片上，忽略非海洛因圖片，顯示其注意力較具選擇性。 / The goal of this study is to explore the inhibitory deficits、attentional bias towards heroin-related cues and cognition flexibility of current methadone users. The Go/No-go task used here was previously developed by Noel et al. (2005, 2007). Heroin-related pictures and neural pictures were presented as targets or non-targets. Accuracy rate、omission、commission、average reaction time、decision bias(C) and discrimination (d’) were being measured individually. The relation between the severity of heroin dependence and task performance was also investigated. The 17 subjects in methadone group were currently methadone maintenance treatment patients from Bali psychiatric center, and the 19 control group subjects without a drug using history were recruited by internet advertisement. The covariance analysis revealed interactions of group and shift/non-shift condition on accuracy rate、omission、decision bias(C) and discrimination (d’), indicating a cognitive flexibility deficits in methadone users. They had difficulty adapting to new rules in shifting conditions. No inhibitory deficits or attentional bias were found so far in this study. The relation between heroin dependence and Go/No-go task performance revealed that the more dependent the methadone subjects were, the less commission errors they made, the higher decision bias score they got towards heroin pictures in non-shifting conditions. It seemed that the methadone users were prone to allocate more attention resource to heroin-related pictures in non-shifting conditions, suggesting a more selective attention process.

本研究探討VIX 期貨價格所隱含的資訊對於S&P 500 指數波動度預測的解釋力。過去許多文獻主要運用線性預測模型探討歷史波動度、隱含波動度和風險中立偏態對於波動度預測的資訊內涵。然而過去研究顯示，波動度具有長期記憶與非線性的特性，因此本文主要研究非線性預測模型對於波動度預測的有效性。本篇論文特別著重在不同市場狀態下(高波動與低波動)的實現波動度及隱含波動度異質自我迴歸模型(HAR-RV-IV model)。因此，本研究以考慮馬可夫狀態轉化下的異質自我迴歸模型(MRS-HAR model)進行實證分析。 本研究主要目的有以下三點: (1) 以VIX期貨價格所隱含的資訊提升S&P 500波動度預測的準確性。(2) 結合風險中立偏態與VIX期貨的資訊內涵，進一步提升S&P 500 波動度預測的準確性。(3) 考慮狀態轉換後的波動度預測模型是否優於過去文獻的線性迴歸模型。 本研究實證結果發現: (1) 相對於過去的實現波動度及隱含波動度，VIX 期貨可以提供對於預測未來波動度的額外資訊。 (2) 與其他模型比較，加入風險中立偏態和VIX 期貨萃取出的隱含波動度之波動度預測模型，只顯著提高預測未來一天波動度的準確性。 (3) 考慮狀態轉換後的波動度預測模型優於線性迴歸模型。 / This paper explores whether the information implied from VIX futures prices has incremental explanatory power for future volatility in the S&P 500 index. Most of prior studies adopt linear forecasting models to investigate the usefulness of historical volatility, implied volatility and risk-neutral skewness for volatility forecasting. However, previous literatures find out the long-memory and nonlinear property in volatility. Therefore, this study focuses on the nonlinear forecasting models to examine the effectiveness for volatility forecasting. In particular, we concentrate on Heterogeneous Autoregressive model of Realized Volatility and Implied Volatility (HAR-RV-IV) under different market conditions (i.e., high and low volatility state). This study has three main goals: First, to investigate whether the information extracted from VIX futures prices could improve the accuracy for future volatility forecasting. Second, combining the information content of risk-neutral skewness and VIX futures to enhance the predictive power for future volatility forecasting. Last, to explore whether the nonlinear models are superior to the linear models. This study finds that VIX futures prices contain additional information for future volatility, relative to past realized volatilities and implied volatility. Out-of-sample analysis confirms that VIX futures improves significantly the accuracy for future volatility forecasting. However, the improvement in the accuracy of volatility forecasts is significant only at daily forecast horizon after incorporating the information of risk-neutral skewness and VIX futures prices into the volatility forecasting model. Last, the volatility forecasting models are superior after taking the regime-switching into account.

近年來，國人追求健康、愛美等因素而運動風氣蔚為盛行，連帶擴大穿戴型裝置產業發展，越來越多廠商加入。而在競爭激烈的全球市場中，不少廠商以平台經濟模式的建立及善用網路外部性的發展為轉型的策略，其中，如何有效率擴大平台規模及提高顧客黏著度尤其重要。本研究著重於以下三點：個案公司之平台商業模式的運作機制、如何創造不同種類之網路外部性及如何管理網路外部性創造更多效益。 本研究採取單一個案研究法，並挑選從GPS大廠成功涉足智慧型穿戴式裝置且近年來積極轉型之台灣國際航電股份有限公司(Garmin Corp.)，經過研究個案公司平台商業模式與網路外部性的創造及管理，歸納本研究之發現：Garmin透過Garmin Sports平台的管理，建立與外部用戶的關係；並藉由穿戴式裝置的租借與其他廠商合作活動帶動運動市場貿易；再教練培訓為中心出發，提供一套專業、完整的課程，建立平台生態圈，擴大平台規模。 本研究之貢獻在於透過Garmin Sports的案例建立一套平台發展與網路外部性的創造與管理之架構，以期了解透過平台網路外部性發展如何提升使用者價值、為使用者帶來更多效益。歸納出三項因素如下： 1. 專業人士與外部廠商 2. 互補品的發展與資料庫的建立 3. 透過多方用戶的選擇與舉辦活動來管理網路外部性 此外，本研究為Garmin Sports平台成立初期，上線時間較短，部分網路外部性的交互影響研究受限。故建議後續研究，可待Garmin Sports平台運作期間較長，其網路外部性的創造與管理及不同種類網路外部性之相互作用亦會較為明顯。 / In recent years, the atmosphere of physical workout becomes prevalent, which results in the expansion of wearable device industry, causing more and more companies join in this industry. Under such a highly competitive global markets, platform transformation gradually becomes a popular strategy. In the research, our main focus lies on what the platform business model is and how to create and manage different kind of network externality. The case study method is applied for this research. We select Garmin Corp, a GPS corporation which successfully develops wearable devices in recent years and has transformed into a new business model as our research subject. With in-depth case study of platform business model and the creation and management of network externality, we conclude our findings as below: Garmin establishes the relationship with external users and cooperates with other companies through the management of the Garmin Sports platform by leasing wearable devices. To expand the scale of the platform, Garmin provides a set of professional training camp and competitions, so as to establish the platform ecosystem. The academic contribution of this study is to create the structure of developing platform and managing network externality, hoping to bring more value and benefits. The factors are as below: 1. Experts and external companies 2. Complementary products and database setup 3. multi-user selection and managing network externality through events In addition, this study is about the beginning of Garmin Sports platform in which on-line time is short and the interaction of network externality is limited. It is recommended that, for the follow-up research, researches should wait for Garmin Sports platform to operate for a longer period of time. Therefore, the creation and management of network externalities and the different types of network interaction will be more obvious.

我國公債期貨市場發展至今，市場流動性未能有效提振，本文將針對此問題嘗試從市場結構、實務狀況、相關學理等各方面，探討諸多可能的影響因素，並加以分析研究，找出問題的癥結以提供解決之道。此外，本文亦從問券調查的結果中，歸納出市場參予者對現行公債期貨的看法，希冀能作為台灣期貨交易所未來商品規劃之參考。 / Since the Taiwan government bond futures trade, the market is lack of liquidity during the year. For the problem, this paper considers the layers of market structure, trading convention and relative theories, try to analysis the causes of less liquidity and resolve the liquidity problem. On the other hand, by making the survey this paper sums up the opinions from the participants of the bond futures market. This paper, which could help the Taiwan Futures Exchange in designing other interest rate derivatives, will wish to give some useful reference.

Chen, Chang, Wen and Lin (2013)提出馬可夫調控跳躍過程模型(MMJDM)描述股價指數報酬率，布朗運動項、跳躍項之頻率與市場狀態有關。然而，利率並非常數，本論文以狀態轉換模型配適零息債劵之動態過程，提出狀態轉換下的利率與具跳躍風險的股票報酬之二維模型(MMJDMSI)，並以1999年至2013年的道瓊工業指數與S&P 500指數和同期間之一年期美國國庫劵價格為實證資料，採用EM演算法取得參數估計值。經由概似比檢定結果顯示無論道瓊工業指數還是S&P 500指數，狀態轉換下利率與跳躍風險之股票報酬二維模型更適合描述報酬率。接著，利用Esscher轉換法推導出各模型下的股價指數之歐式買權定價公式，再對MMJDMSI模型進行敏感度分析以評估模型參數發生變動時對於定價公式的影響。最後，以實證資料對各模型進行模型校準及計算隱含波動度，結果顯示MMJDMSI在價內及價外時定價誤差為最小或次小，且此模型亦能呈現出波動度微笑曲線之現象。 / To model asset return, Chen, Chang, Wen and Lin (2013) proposed Markov-Modulated Jump Diffusion Model (MMJDM) assuming that the Brownian motion term and jump frequency are all related to market states. In fact, the interest rate is not constant, Regime-Switching Model is taken to fit the process of the zero-coupon bond price, and a bivariate model for interest rate and stock index return with regime-switching and dependent jump risks (MMJDMSI) is proposed. The empirical data are Dow Jones Industrial Average and S&P 500 Index from 1999 to 2013, together with US 1-Year Treasury Bond over the same period. Model parameters are estimated by the Expectation-Maximization (EM) algorithm. The likelihood ratio test (LRT) is performed to compare nested models, and MMJDMSI is better than the others. Then, European call option pricing formula under each model is derived via Esscher transformation, and sensitivity analysis is conducted to evaluate changes resulted from different parameter values under the MMJDMSI pricing formula. Finally, model calibrations are performed and implied volatilities are computed under each model empirically. In cases of in-the-money and out-the-money, MMJDMSI has either the smallest or the second smallest pricing error. Also, the implied volatilities from MMJDMSI display a volatility smile curve.

本次研究使用全民健康保險研究資料庫2005承保抽樣歸人檔(LHID2005)，共40萬人的承保資料，針對肺癌患者的特徵進行分析，並與美國國家癌症研究所的肺癌資料作比較，罹患肺癌的人數都呈現男性多於女性，罹癌年齡的最高峰同樣落在65歲至74歲。 接著，將門診處方及治療明細檔和住院醫療費用清單明細檔進行彙整，整理出肺癌患者在2005年至2012年之間的門診費用以及住院費用，並比較不同項目的差距及特徵，門診費用以用藥明細點數最高，住院花費前五名的項目為葯費、病房費、放射線診療費、檢查費以及治療處置費。 最後，建構肺癌治療的多重型態模型，治療方式包含手術治療、放射線治療、化學治療，估計不同狀態之間的轉換力，進而算出五年定期躉繳肺癌保單之純保費。 / This study used Longitudinal Health Insurance Database 2005 (LHID2005) from Taiwan’s National Health Insurance Research Database (NHIRD). Screening the 400,000 insured of NHIRD to select the lung and bronchus cancer patients. This study analyzed and described their characteristics. Furthermore, it compared Taiwan’s lung and bronchus cancer data with the data in the United States derived from National Cancer Institute of the USA. The results revealed that the number of male patients is more than female patients and lung cancer is most frequently diagnosed among people aged 65-74 in both countries. Another aim was to sum up the lung cancer medical cost in 2005 to 2012 from NHIRD database, including ambulatory care expenditures by visits and inpatient expenditures by admissions. The highest cost of outpatients was medicine fee. The top five inpatient expenditures were medicine fee, ward fee, radiation therapy fee, inspection fee and therapeutic treatment fee. Finally, this study constructed a multiple state model of lung cancer treatment, including surgery, radiotherapy, chemotherapy. Estimating the transition intensities from multiple state model to calculate the pure premium of a five-year lung cancer policy.

本文主要在探討如何建立適當的時間數列模式，以應用於預測及控制上。第一章，緒 論。第二章，討論各種型態的時間數列隨機模式，並研究自我相關函數與偏自我相關 函數的性質。第三章，主要在研究單變量時間數列模式建立的方法與步驟及其在預測 上的應用分析，並以建立「台電公司家庭用電量」時間數列模式為例配合說明。第四 章，研究具有動態反應的轉換函數模式及其模式建立的方法與在預測上的應用分析。 第五章，討論含有虛擬變數的動態調停模式，並配合實例說明如何應用動態調停模式 以解決經濟與環境問題。第六章，結論，說明時間數列模式在建立方法上有那些限制 ，以及在應用分析上有那些優缺點；並就「台電家庭用電量」建立時間數列模式俾供 台電在業務企劃上參考或應用。

第一章為緒論，第一節敘述本文之研究動機與目的，第二節為本文的結構。 第二章為古典判別分析法之概述，共分四節，分別簡介幾種判別分析的基本理論，並 就常態母體導出基判別函數。 第三章為無母數的判別分析法，共分四節，分別敘述四種不同的方法。 第四章為等級判別法特性之探討，是本文重點之一，共分五節，其中並與其他方法加 以比較。 第五章為應用蒙第卡羅方法研究結果，亦是本文探討之重點，從各表格中可看出等級 法、等級轉換法和常態理論判別法之間其精確度各為何，在何種情況下較適合那一種 方法。 第六章為結論，是綜合以上各章所討論的結果，並以個人研討之心得，對這幾種判別 方法作一評述。

「原住民族語言能力認證」是我國為了推動原住民族的民族語言教育，在行政院原住民族委員會的策劃下，針對全國原住民各族族語能力所進行的一項資格檢定工作。本論文從語言規劃的角度評估族語能力認證制度的規劃與執行，一方面透過詞彙分析，評估認證考試題庫的詞彙設計；另一方面運用問卷調查方法，探究規劃單位、執行單位、認證委員、考生、以及非考生等五類受試者對於「族語能力認證制度」與首屆「族語能力認證考試」的各項態度。最後，對未來認證制度的實施，以及族語復振政策的方向，提供建議。 本論文第一章說明研究緣起與相關問題點。第二章描述族語能力認證實施過程的背景。第三章探討與本研究相關的理論與文獻，以利於理解族語能力認證在語言規劃和語言政策範疇裡的意義。第四章為研究設計，描述內容包括對首屆認證考試題庫中的詞彙進行分析的方法，以及對首屆認證考試的內容進行量化研究的問卷設計與資料分析方法。第五章為研究結果，提出各族認證題庫的詞彙、各族語言能力、各族語言使用情形、以及各族對族語認證制度的態度等四個層面的調查結果，並加以分析與討論。第六章為結論與建議。研究結果發現，首屆族語能力認證的擬定與實施，大體獲得各類受試者的肯定，為往後認證制度的規劃、執行與評鑑奠立了基礎。整體受試者並認為族語認證工作最重要的意義在於挽救族語流失，本研究因而建議往後的認證制度可朝此方向推展，以帶動更廣泛的族語學習與族語復振。本論文的主要貢獻在於為族語能力認證及相關語言規劃的評鑑步驟，建立初步的模式。 / This thesis aims to evaluate the planning and the first implementation of the Accreditation of the Aboriginal Languages Proficiency (AALP), which is directed by Council of Indigenous Peoples, Executive Yuan, with the view of promoting the education of aboriginal languages in Taiwan. There are six chapters in this thesis. Chapter One describes the purpose of this study and presents some related problems. Chapter Two presents the backgrounds of AALP. In Chapter Three, the related theories and studies are reviewed and discussed. Chapter Four depicts the research designs, including the methodology to evaluate the vocabulary test in the first AALP, questionnaire design to elicit subjects' opinions about the policy of AALP and its first implementation, and methods for data analysis. Chapter Five reports the results in terms of vocabulary analysis, language proficiency, language use, and language attitudes toward AALP. The last Chapter offers conclusions and suggestions. One of the major findings lies in that AALP is widely recognized, and the results of its first implementation may serve as a guideline for its future implementation. It is also believed that AALP may help to revitalize aboriginal languages in Taiwan and thus reverse the language shift related. Therefore, it is suggested that AALP should be continued by following the current model.

影響海外可轉換公司債的因素有許多，包括股價、國內利率、國外利率、匯率，若將時間變數也加入計算，其變動因子高達5階，這種「高維度」的問題已非有限差分法或樹狀方法能處理；且海外可轉債常附有平均式條款、回顧式條款等「路徑相依」性質的選擇權，更是格狀結構數值法(Lattice)難以處理的問題。若使用蒙地卡羅模擬，雖然可以處理高維度及路徑相依的問題，但遇到美式契約時，則會有無法判斷轉換時點的問題，更遑論還必須處理的重設條款或界限型契約。 本論文研究海外可轉換公司債的評價，特點是可以處理其契約中各種可能的複雜條款，本文所使用的最小平方蒙地卡羅模擬，由Longstaff and Schwartz [2000]提出，對於美式契約、路徑相依及高維度問題皆可處理。本文並以Hull and White利率三元樹配適公司債利率符合市場利率期間結構。此外本研究加入海外可轉換公司債評價中最重要的信用風險因素，過去可轉債文獻理論價格大都高於實際市價，這是由於忽略了公司的信用風險溢酬，本文所使用的信用風險模型是由Lando [1998]所提出，特點是不以信用等級作為考量，探討公司特性與所屬產業，並考慮總體因素對違約機率的影響，從市場價格中估計違約密度參數，進而求得信用價差。 本研究對仁寶電腦在2002年所發的ECB做實證研究，比較LSM理論價格與實際市價之誤差，及對Takahashi[2001]所提出之歐式模型做比較，發現本文提出模型之評價結果相當不錯，誤差僅有0.83%；此外並對建華金控2002所發之ECB，探討各種複雜新奇條款對ECB價格的影響，發現市場上嚴重低估了重設條款所提高的價值，而實際市價卻十分接近僅含賣回條款的理論價格。