過去關於父母參與效果的研究發現：父母參與有助於提升子女的學習成就。由於父母參與被視為一種社會資本或文化資本的延伸，父母參與的愈多，其子女學習效果也愈好。有鑑於此，本研究主要在探討父母參與在家庭社經地位和子女學習成就之間所扮演的角色，並將研究目的細分為三個研究議題。首先，根據智力發展理論與認知能力成長曲線相關研究，第一個議題探討臺灣青少年學生學習成長軌跡的發展與變化情形為何？接著，運用 Bourdieu 的文化資本與 Coleman 的社會資本的概念說明父母參與的重要性，其它兩個議題則探討家庭社經地位對子女學習成長軌跡的影響歷程中，父母參與扮演著中介效果還是交互作用效果？ 原始資料來源取自臺灣教育長期追蹤資料庫（Taiwan Education Panel Survey）公共使用版中的第一波到第四波國中長期追蹤樣本，使用潛在成長曲線模型進行次級資料分析。研究結果發現：1.就整體學習發展型態來看，臺灣青少年學生學習成長軌跡的發展是一種非線性遞增減速的成長曲線，年級愈高，學習成長速率愈慢；2.就個別學習成長軌跡而言，學生間起始狀態與成長速率有個別差異現象，進一步透過潛在成長混合模型的分析，發現學生學習成長軌跡的發展型態並無類別上的差異；3.學生的起始能力會影響學習成長速率的變化而產生馬太效應；4.隨著時間的遞移，高起始能力組的學生，其學習成長速率高於低起始能力組的學生，兩者的學習成就間差距會逐漸擴大而產生扇形擴散效應；5.父母參與對子女學習成就表現有顯著正向的短期立即效果與長期延宕效果，但波段與波段之間的延宕效果則沒有顯著差異；6.在家庭社經地位對子女學習成長軌跡的影響歷程中，父母參與扮演著部份中介而不調節的影響效果。 最後，依據上述研究發現，就研究結果與研究方法兩方面，將提出相關研究建議以供實務參考及後續研究之用。 / The previous research has shown that parental involvement produces measurable gains in student achievement. Since parental involvement is seen as a form of social capital and cultural capital, it is possible that the more a student owns parental involvement, the bigger the effect is. Thus, this study explores what role parental involvement plays between parents’ social-economic status and their children’s academic performance. The major purpose is further categorized into three specific questions. Based on the intelligence developmental theory and growth curve analyses of cognitive ability, the first is to inquire what patterns the development and change of academic growth trajectories of Taiwanese teenager’s academic performance are. Using the concepts of Bourdieu’s cultural capital and Coleman’s social capital to explain the importance of parental involvement, the other two purposes are to explore whether the effects of parental involvement on adolescent academic growth trajectories are mediated or moderated by family socioeconomic status. Using the data from the public released core panel data of the Taiwan Education Panel Survey (TEPS) in 2001, 2003, 2005, and 2007, this study employs the method of the latent growth curve modeling to address research questions. The results are the following: (1) Academic growth trajectory of Taiwan adolescence’s achievement reveals a nonlinear de-accelerating growth curve; (2) There are significant individual differences in both the initial status and growth rate of achievement among students, but further employing different latent growth mixture models shows no individual differences in the patterns of academic growth trajectories; (3) The Matthew Effects occur in the academic growth trajectories of Taiwanese teenagers; (4) Students with lower initial status learn more slowly over time than those with higher initial status do, and the “fan-spread” effect is found; (5) There are positive short-term and longer term effects of parental involvement on the Taiwanese adolescents’ academic achievement performance, but no significant difference among patterns of longer term effects over 6 years; (6) The effects of parental involvement are partially mediated, but not moderated by family SES. Finally, the study discusses the implications of parental involvement and suggests directions for future research.

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.

近年來越來越多虛實整合技術不斷地湧出，像是電影阿凡達或虛實互動型態的表演。這樣的表演會根據事先預錄好的虛擬角色進行演出，但要成功地演出需要演員們不斷的練習。另外,許多電影利用攝影機捕捉人體姿態來與虛擬角色互動，但此方法受限於燈光環境以及障礙物。 此篇論文運用穿戴式裝置與新一代無線網路藍芽4.0,提出即時追蹤技術套用於這類表演,可使得演出更加豐富並且能即興創作。然而，目前受限於穿戴式平台上的藍芽訊號強度更新頻率每秒只有5至10次且傳輸容量有限，所以本篇論文結合體態感測裝置輔助無線網路藍芽4.0,提升對穿戴者的即時追蹤能力。實驗結果與真實位置只有0.3至0.5秒的延遲時間,並在校內進行兩場互動式展演作驗證成果。未來期許可以將此技術運用於多人展演場，讓更多使用者可以互動體驗。 / Recently, more and more interactive performance technologies appear such as Avatar or virtual-character integrated art perform. Such performs are based on pre-made animations and physics simulations. However, this kind of shows need a lot of practice, and it is impossible that audience or performers play with or interact with the virtual characters. In addition, many moviemakers use high quality cameras to distinguish body postures. Although cameras can record anything with high precision, it is constrained on the light and obstacles of the environments. If we, somehow, can capture the motion of the performers in real time, then we are able to interact with virtual characters and make improvisation possible. This thesis aims to use the wearable sensors and the Received Signal Strength Indication (RSSI) of BLE to track in real-time. However, the update rate of RSSI is limited to 5~10 per second. This thesis proposed a tracking technique which combines with wearable motion sensors to assist BLE localization. The tracking lag can be reduced to only 0.3~0.5 seconds, and also real performance was experimented in the campus. In the future, we hope to use this technique on interactive performance with many people in different places.

完善的崩塌地資料庫有助於地區土地利用的適宜性評估、與環境保護措施之研訂。目前，崩塌地地理空間資料(Geospatial data)的產生方法主要為：人為判釋經正射糾正(Ortho-rectification)的遙測影像，基於該影像，將辨識目標數位化(Digitizing)。然而，遙測影像的「正射糾正」與「人為判釋」往往不敷災後的緊急需求。為促進資料收集效率，本研究試圖發展一套自動化流程：以「未經糾正的遙測影像」為判釋對象，判釋作業以「物件式影像分類(Object-based classification)技術」進行，並利用「現存地形資料」，實現自動判釋所產生之辨識成果的地理對位(Georeferencing)與過濾篩選；最後，以「與現存各類輔助資料的套疊分析成果」為其屬性，以便利崩塌地地理空間資料的後續應用。 物件式影像分類分為為「影像分割(Image segmentation)」與「物件分類」兩步驟。於影像分割階段，採用多重解析度分割法(Multiresolution segmentation algorithm)─由於陰影下各類地物的影像光譜差異較不明顯，為避免陰影區之錯誤分割，賦予陰影區較小的尺度參數(Scale parameter)；於物件分類階段，基於訓練資料，以「線性核函數的支持向量機(Support Vector Machine, SVM, with a linear kernel)」為分類器，偵測「非雲與植被區」，並輸出為向量式資料(Vector data)。而後基於現存地形資料，以光線追蹤法(Ray-tracing algorithm)進行分類器輸出向量式資料的地理對位，並自訂第二階段的地形特徵過濾準則。實驗成果顯示，此自動化流程產出的崩塌地地理空間資料─其生產者精度(Producer’s accuracy)與使用者精度(User’s accuracy)分別介於0.85~0.99與0.44~0.96。

本文以臺灣證交所上市的前九檔槓桿及反向指數股票型基金(LETFs)作為 樣本,根據 Charupat and Miu(2014)研究方法衡量其績效。傳統衡量指數股票 型基金(ETFs)績效的方式,為單純將基金淨值報酬對指數累積報酬做簡單迴 歸,若將此方法應用在衡量 LETFs 之績效上,由於許多影響基金淨值報酬的因素 沒被分離出來,常造成迴歸結果存在嚴重偏誤,或是難以解釋。本文是第一篇研 究國內 LETFs 績效的著作,透過在迴歸式中納入複利效果、融資效果,以更精確 的方式比較分析影響 LETFs 基金淨值報酬的因素,及各 LETFs 之管理績效。本 文實證結果除了證實融資效果確實存在,也證實大部分複利效果及融資效果的理 論性質,最重要的是,顯示出追蹤上証 180 指數的三檔 LETFs 在準確複製報酬槓 桿倍數上比較傑出,而追蹤台灣 50 指數的三檔 LETFs 在基金管理效率方面有比 較優秀的表現。 / Using Leveraged and Inverse Exchange-Traded Funds (LETF) listed in the Taiwan Stock Exchange, this thesis evaluates the performance of these LETFs based on the methodology proposed by Charupat and Miu (2014). The traditional approach of performance evaluation of ETFs is to regress the fund’s net asset value (NAV) returns on the underlying index’s returns. However, such an approach fails to account for important factors, such as compounding and financing effects, that affect the NAV of the LETFs, and unavoidably leads to serious estimation biases. This is the first thesis which evaluates the performance of LETFs listed in the Taiwan Stock Exchange. By considering compounded effect and financing effect in the regression model, the proposed method is more precise and appropriate in disentangling factors that affect the performance of the LETFs. Our empirical evidence shows how compounding effect, financing costs, and management factors influence LETFs’ tracking errors. Most of all, the three LETFs tracking the SSE180 index have the best tracking ability of the underlying asset return, while the LETFs tracking the FTSE TWSE Taiwan 50 index have the best management performance among all LETFs examined in this these.

從投資組合理論與效率市場假說來看，影響投資績效之主要因素為資產配置而非選股或擇時能力，相關之實証亦發現主動式投資策略並無法獲得持續優於大盤的報酬，因此被動式投資策略將是一較佳的選擇。自先鋒集團在1976年率先推出指數基金之後，此類指數化投資商品即呈現指數化成長。而我國亦在2003年6月30日正式推出第一檔指數股票型基金「臺灣50指數股票型基金，簡稱TTT」。 本論文以投資人的角度來分析TTT之報酬率及成交量，從追蹤誤差及溢折價來觀察基金之報酬率，研究造成追蹤誤差之主要影響因子為何與實物創造或贖回機制是否能有效發揮功用，使TTT之市價可貼進基金淨值，以免如同封閉型基金大都折價交易，而影響投資人之獲利率。此外，更進一步比較TTT與其他指數化商品之差異性以供投資人選擇投資標的時參考。 本研究發現影響追蹤誤差之因素主要為指數成份股之增刪、公眾流通係數之調整與現金股利的發放。雖然在短期下上述因素會影響基金報酬，但長期而言基金報酬與指數相當，甚或更為略高，故在衡量長期績效時臺灣50指數可做為一良好的報酬指標。而從溢折價來分析時，由於市場交易機制，使得TTT自上市以來之流動性不足，市場效率性不高，溢折價幅度較大。此點與成交量之分析結果一致，研究發現TTT之成交量並未因出現套利機會而顯著增加，投資人買賣TTT主要在於避險或投機需求。 雖然現階段我國尚未出現指數基金，但若未來有出現類似之商品時，在目前我國停徵證券交易所得稅的環境下，投資金額的大小將非決定選擇指數基金或TTT之關鍵因素，投資期間與「質」的因素才是主要關鍵。當投資期間愈長，TTT之高交易成本的影響程度將降低，其可在盤中隨時買賣及低追蹤誤差等「質」方面的優勢將提高，TTT將相對較具吸引力。而臺灣50指數期貨由於交易成本及流動性風險較高，因而投資人較不偏好操作臺灣50指數期貨。

近年來國外探討健康人力資本對經濟成長影響的相關研究雖有漸漸增加的趨勢，但國內對這方面的研究仍然很少。因此，本研究藉由OECD國家與我國經濟快速成長的經驗，採用Cobb- Douglas 生產函數為基本類型，應用 1993至2003 年間追蹤資料進行實證研究，以探討健康人力資本、教育人力資本、及實物資本等生產要素個別在經濟成長中的影響力、貢獻率、及人力資本的外部經濟效果。實證結果顯示，各生產要素中，以人力資本對OECD國家與我國經濟成長的貢獻率最大。人力資本中又以健康人力資本貢獻率最大，其次是教育人力資本，最後是人力資本的外部經濟效果。高所得組國家健康人力資本貢獻率雖然低於低所得組國家，但高所得組國家人力資本存在外部經濟效果，藉由其外部經濟效果可使其教育人力資本及實物資本貢獻率均相對提高，而低所得組國家健康人力資本的貢獻是直接反映在其健康人力資本上，所以並不存在外部經濟效果。 / In recent years, the studies of the relationship between health human capital and economic growth are gradually increasing. However, it is still very few studies in Taiwan. Accordingly, this study adopts Cobb-Douglas production function and uses panel data from 1993 to 2003 of OECD countries as well as Taiwan to conduct an empirical study. The aim of this study is to explore the influence, the contribution rate and the human capital external economy effect of the healthy human capital, the education human capital, and the physical capital grows in the economy respectively. The results of this study show that the human capital contributes most to the economic growth of OECD country and Taiwan. Especially, the human capital in health human capital is the largest factor, education human capital is the second, and the human capital external economy effect is the next. Although the contribution rate of health human capital of high income country group is lower than the low income country group, the high income country group human capital has the external economy effect. However, the contribution of healthy human capital in low income country group directly reflects in health human capital, therefore the human capital does not have the external economy effect.

本研究主要探討台北都會區都市蔓延與氣候暖化之關係，實證分析是否都市蔓延的發展形態會造成氣溫的上升。有研究指出台灣的歷年氣溫上升是因為近年來工商業急速發展，人口增加，建築物型態改變，交通運輸量激增等所致。國內外許多研究也發現都市化與氣溫是呈現正相關，而綠地與氣溫呈現負相關。 本研究實證分析部分使用地理資訊系統之內差法和空間分析方法，以及迴歸分析使用panel data之固定效果模型等工具，內插法之結果得到台北都會區年平均氣溫自1996年至2006年約上升1℃，有些地區甚至上升約2℃，且上升之溫度範圍有擴大的趨勢，呈現放射狀的溫度分布，此與都市蔓延之放射狀發展形態類似。使用空間分析方法則證實了一地人口數的增加會造成該地氣溫上升，並且也發現近來人口數多增加在都市外圍地區，這與上述氣溫分布和都市蔓延之放射狀發展形態也相符合。 迴歸分析結果顯示人口數對於氣溫有相當大之正相關，耕地面積對氣溫則呈現負相關，可見得擁有廣大綠地可以降低區域之氣溫，減緩氣候暖化，因此建議政府需檢討當前農地政策，配合環境保護，適合時宜的提出正確之政策。另外在各鄉鎮市區固定效果估計量方面，可以歸納出若一地區有廣大的公園、綠地、或是有河川流域的經過，對於降低當地氣溫有明顯的幫助；時間趨勢之固定效果估計量顯示台北都會區隨著時間的經過，氣溫將持續上升。因此在未來都市規劃方面，規劃者必須了解各地區特性，善加利用其自然環境以調和氣候暖化之影響、多設置公園綠地、多種植綠色植物、在道路周邊行道樹的設置、建築物間風場之設計等。如此將可以降低都市蔓延對氣候暖化的影響，以及防止氣候暖化的發生。 / In this study, we research the relationship between urban sprawl and climate warming in Taipei metropolitan area. Analyze empirically whether the developed shape of urban sprawl causes the climbing of the temperature. Some studies indicate that the reasons why the climate is getting warmer in Taiwan are the high-speed developments of industry and commerce, the increase of population, the changes of the buildings and the huge increase of the traffic volume. Some other studies also find out that there is a positive correlation between the urbanization and the temperature, and there is a negative correlation between the green space and the temperature. The empirical analysis in this study is based on the Interpolation Method and Spatial Analysis of GIS. And the regression analysis is based on the Fixed Effect Model of Panel Data. The yearly average temperature increased about 1℃ to 2℃ in the Taipei metropolitan area from 1996 to 2006. Furthermore, the range of the increasing temperature has been trending up, and it reveals a radial distribution. It is similar to the radial developed shape of urban sprawl. By using Spatial Analysis, we prove that the temperature of an area increases when the population rises. And we find out that the population rises in most of the peri-urban areas. It also answers to the radial developed shape of urban sprawl and the distribution of the temperature as above. The result of using the regression analysis shows that there is a positive correlation between the number of the population and the temperature and is a negative correlation between the farmland areas and the temperature. So that if there is a big green space, it can decrease the temperature in an area, reduce climate warming. For this reason, I suggest that the government should review our current farmland policy, which should be worked with the environmental protection policy, and bring it into practice at the right time right place. From the fixed effect estimation, we concludes that it helps decrease the temperature in an area obviously when there is a big park, big green space or where a river passing through. The time trend of the fixed effect estimation indicates that the climate in the Taipei metropolitan area will be getting warming with time goes by. Therefore, the urban planner should know better of the feature in each area, using the natural environment to accommodate the influence of climate warming. To have more parks, green spaces and plants, plant more trees by the roads, design the wind flow between buildings. Cut down the carbon production by using either way. Thus and so, we can reduce the influence of urban sprawl to climate warming, and also prevent climate warming.

近幾年來，國人自殺死亡率不斷提高，且自殺死亡從1997年起已連續多年列於國人十大死亡原因之一，所以自殺防治工作刻不容緩。本研究採用自殺防治中心在桃園縣六家居家服務單位(龍祥、中國、仁愛、紅十字、家輔及寬福)所做之問卷調查資料，目的在於找出何種特性者，BSRS5 (The Five-Item Brief Symptom Rating Scale)分數及自殺意念分數可能較高。本研究屬於時序性追蹤資料，自民國96年5月份起，由居服人員針對受測對象進行訪談，大約每隔兩週收集一次，總共進行四次。 針對問卷進行基本敘述性統計、單項排名分析以及交叉分析後發現，在人口特質方面，男女性比例相當，年齡層主要皆在65~84歲，教育程度以不識字及國小為主；在BSRS5五題排名方面，以第一題「睡眠困難(難以入睡或早醒)」的平均分數最高，第四題「覺得比不上別人」平均分數最低；由交叉分析的結果發現身體狀況為一個重要的變數，身體狀況差的人BSRS5總分6分以上或自殺意念2分以上明顯較多。 對資料配適廣義估計方程式及Alternating Logistic Regressions的結果，發現在反應變數為BSRS5總分時，女性、身體狀況差及曾經看過精神科者BSRS5分數達到6分以上的可能性較高。若反應變數為自殺意念時，無論是利用廣義估計方程式或Alternating Logistic Regressions，從模型配適的結果發現只有BSRS5的效應顯著。不管利用BSRS5總分或是各題分開來看，BSRS5對自殺意念是一個相當有效的檢測工具，BSRS5分數愈高則自殺意念2分以上的機會也愈高。此外利用多層結構分析方法配適廣義估計方程式，針對BSRS5與受測次數間的關聯性分析，發現與配適傳統unstructured相關性矩陣的估計結果差異不大，但是可以減少許多參數估計，並且在電腦計算時間上是較快速的。 / In Taiwan, suicide has been among the top ten causes of death since 1997, and suicide prevention has thus attracted much attention since. Using the data provided by Taiwan Suicide Prevention Center (TSPC), this study is aimed to find out possible personal characteristics that might have some impacts on the BSRS5 (the Five-Item Brief Symptom Rating Scale) and suicide ideation scores The data come from a longitudinal study in which subjects from six elderly home service centers in Taoyuan County, Taiwan were visited four times between May and July, 2007, about two weeks between each visit. The total number of subjects is 1981. The proportions of male and female are nearly the same, the age range is from 65 to 84, and most of them have only an elementary school degree. Preliminary analyses indicate that among the five items in BSRS5, insomnia (the first item) is ranked the highest, and inferiority (the fourth item) is the lowest. In addition, health status is highly correlated to the BSRS5 and suicide ideation scores, the worse the health status, the higher the BSRS5 and suicide ideation scores. Fitting the data with Generalized Estimating Equation (GEE) and Alternating Logistic Regressions models with respect to the BSRS5 score, we further find that female, those who have bad health status, and those who have ever consulted a psychiatrist have higher probability that the BSRS5 score is greater than 6. As far as the suicide ideation score is concerned, the BSRS5 score is the only covariate that is statistically significant, an indication that BSRS5 is a useful tool for screening subjects at risk of committing suicide. While the conclusions stay the same whether the data are analyzed through GEE with commonly used unstructured correlation structure or newly developed multiblock and multilayer correlation structure, the latter approach reduces the computer time significantly.

都市發展固然帶動了經濟成長、生活舒適、交通便利等諸多正面效益，但隨著都市不斷向外發展之成果，卻也帶來了都市內的空間擁擠、交通壅塞、空氣汙染、生活環境惡化等現象，以及都市外的分散、無秩序蔓延發展等環境問題。為解決這些問題，都市規劃者提出大眾運輸導向發展理念。從都市化之觀點來看，發展大眾運輸導向能降低都市蔓延，提昇都市內之使用密度，減少私人運具之使用，進而降低能源消耗、改善空氣品質。然而，運輸建設具有改變土地使用模式與活動區位，進而帶動人口、產業在空間上重新分布的特性；當運輸建設的興建促使周邊都市活動頻繁時，少有研究探討到大眾運輸導向帶來的效益，是否會隨著人口、產業往捷運沿線聚集，反而使交通流量增加，進而造成空氣品質愈加惡化之問題。因此，本研究從捷運營運前後台北市空氣品質變化之觀點，以台北市433個里之1995年至2006年為研究範圍，以懸浮微粒為汙染變數，運用空間分析法和長期追蹤資料實證分析法，探討捷運、人口及產業三者對空氣品質之影響程度。 / 研究結果顯示，人口密度和就業密度對懸浮微粒濃度有顯著正向影響，因此，政府在推廣大眾運輸導向理念，鼓勵人口和產業往捷運沿線發展時，需有完善配套措施，否則將導致反效果－空氣品質的惡化。而有捷運經過之村里對懸浮微粒濃度有顯著正相關；但是分析各年度懸浮微粒可發現，台北市年平均懸浮微粒濃度下降，且隨捷運路網愈加完善，空氣品質愈好。因此，捷運建設雖造成沿線懸浮微粒濃度的上升，但卻降低了整體懸浮微粒濃度，提昇台北市空氣品質。 / Urban development is driven by economic growth, comfortable living, convenient transportation and other positive benefits. However, the results of urban development also brought crowdedness, traffic congestion, air pollution, environment degradation inside the city, and sprawl development out of the city. To solve these problems, urban planners proposed mass transit-oriented development (TOD) concept. From the perspective of urbanization, developing TOD can reduce urban sprawl, enhance the use of space inside the city, and reduce the use of cars. Further, these can decrease energy consumption and improve air quality. However, a transportation system can change the land-use patterns and redistribute the population and industries. Few studies have discussed whether the benefits of TOD will gather people and industries along the mass rapid transit (MRT), where results in the increase in traffic and more deterioration of air quality are inconclusive. Therefore, from the perspective of air quality varies over time in Taipei before and after the operation of MRT, this study uses spatial analysis and panel data analysis to investigate the impact of MRT, population and industry on air quality in 433 villages of Taipei City from 1995 to 2006. / The results show that population density and employment density have significant positive effects on the concentrations of PM10. Thus, when promoting the concept of TOD and encouraging the development of population and industry along the rapid transit, the Government should plan and implement the proper procedure; otherwise they will result in rising air pollution. The villages along the rapid transit have significant positive effects on the concentrations of PM10. However, analysis of the annual PM10 concentration can be found that the annual average has declined in Taipei City; the air quality will be better with a more extensive rapid transit network. Although the construction of transit system will cause the increase in the concentration of PM10 along the rapid transit, it has decreases the overall concentration of PM10 in Taipei City.