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Financial Applications of Benford’s Law - A Mathematical Approach for Analyzing Financial Market Behaviour / Finansiella Applikationer av Benfords Lag - En Matematisk Analys av Finansmarknadens BeteendeLindgren, Peter, Ternqvist, Lucas January 2021 (has links)
The increasing usage of algorithms and extensive collections of data have changed the discipline of finance and created new possibilities for analyzing the financial markets. To further explore the potential of developing new methods for understanding financial market behaviour, this thesis examines the first digit probability distribution of Benford's Law and its applicability within the financial markets. The research investigates various indices', equities', and technical analysis tools' conformity to Benford's Law by using relative price changes and volume traded. It was found that both indices and equities exhibit resemblance with Benford's Law, whereas technical analysis tools did not. In addition, the relevance of data frequency was explored, but it was deemed not to have any effect on conformity found. In an attempt to apply the findings, a regression analysis was conducted to forecast volatility. However, even though correlation was found, the regression model failed to predict future volatility accurately. / Den ökade användningen av algoritmer och omfattande datainsamling har förändrat det finansiella spelrummet och skapat nya möjligheter för analys av finansmarknaden. För att ytterligare undersöka potentialen i att utveckla nya metoder för att förstå finansmarknadens beteende utforskar denna avhandling Benfords lag och dess tillämpbarhet på den finansiella marknaden. Studien testar olika index, aktiers och tekniska analysverktygs överensstämmelse med Benfords lag genom att använda relativa prisförändringar och handlad volym. Det visade sig att både index och aktier följer Benfords lag medan tekniska analysverktyg inte gjorde det. Dessutom undersöktes datafrekvensens relevans, men detta ansågs inte ha någon effekt på överensstämmelsen med fördelningen. I ett försök att tillämpa resultaten genomfördes en regressionsanalys för att prognosticera volatilitet. Korrelation hittades men regressionsmodellen gav inte ett tillförlitligt resultat.
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C-optimal Designs for Parameter Testing with Survival Data under Bivariate Copula ModelsYeh, Chia-Min 31 July 2007 (has links)
Current status data are usually obtained with a failure time variable T which is diffcult observed but can be determined to lie below or above a random monitoring time or inspection time t. In this work we consider bivariate current status data ${t,delta_1,delta_2}$ and assume we have some prior information of the bivariate failure time variables T1 and T2. Our main goal is to find an optimal inspection time for testing the relationship between T1 and T2.
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The Study of Load Characteristics in Taipower and Its Effect on Power System OperationKang, Meei-Song 06 July 2001 (has links)
Based on the load survey study, a stratified sampling method is proposed to select the proper size of customers so that the load patterns derived can represent the load behavior of whole customer population. In this study there are 1315 customers out of Taipower customers over various service classes are selected for the installation of intelligent meters in the field to measure the power consumption within every 15 minutes. The bad data detection is performed to identify the abnormal power consumption by executing the Chi-square test. The standardized daily load pattern of each customer class has been derived with the mean per-unit method of customer load. The billing data are retrieved from the customer information system and applied to derive the customer daily load pattern by considering the customer load patterns. According to the total power consumption by all customers within the same class and considering the corresponding daily load pattern, the daily load profile of the customer class is then determined. By aggregating the load profiles of all customer classes, the daily load composition and load model of each service district can therefore be solved. By the same manner, the daily load pattern of whole Taipower system can be derived and it can be used to support the proper design of tariff structure according to the respective contribution of system power demand by each customer class.
To investigate the overloading of distribution main transformers during the summer season, the correlations analysis of customer power consumption and temperature is performed. The effect of temperature change to the power consumption of each customer class is solved by multiple regression analysis with 95% confidential level. Based on the temperature sensitivity and the corresponding load composition, the load change due to temperature rise for various customer classes can be estimated. To demonstrate the impact of temperature change to distribution system operation, considering the temperature sensitivity of power consumption and load composition solves the power demand at each load bus. By updating the bus load demand due to temperature change, the feeder loading and power loss is therefore derived. To resolve the over loading problem of distribution feeders and main transformers during the summer season, a temperature adaptive switching operation has been proposed to perform the proper load transfer among the feeders/main transformers.
In this dissertation, the effect of temperature change to the time varying characteristics of load buses and power transmission in Taipower is investigated. The dc circuit model of Taipower system and the temperature effect of customer power consumption are considered in the stochastic load flow analysis. With the temperature rise, the power demand of northern buses is increased dramatically and more power has to be transmitted from the southern region. The large voltage angle difference is significantly various between system buses during the summer peak period. It is suggested that the safety margin assessment of system operation has to be executed by considering the temperature effect to the bus loading of power systems.
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The Impact of Midbrain Cauterize Size on Auditory and Visual Responses' DistributionZhang, Yan 20 April 2009 (has links)
This thesis presents several statistical analysis on a cooperative project with Dr. Pallas and Yuting Mao from Biology Department of Georgia State University. This research concludes the impact of cauterize size of animals’ midbrain on auditory and visual response in brains. Besides some already commonly used statistical analysis method, such as MANOVA and Frequency Test, a unique combination of Permutation Test, Kolmogorov-Smirnov Test and Wilcoxon Rank Sum Test is applied to our non-parametric data. Some simulation results show the Permutation Test we used has very good powers, and fits the need for this study. The result confirms part of the Biology Department’s hypothesis statistically and enhances more complete understanding of the experiments and the potential impact of helping patients with Acquired Brain Injury.
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Healthcare providers' experience of chronic grief in a pediatric subacute facilitySacks, William Andrew 01 January 2001 (has links)
The purpose of this study was: (1) to evaluate the level of grief experienced by healthcare providers in a pediatric subacute facility, (2) to compare the levels of grief between different groups of healthcare providers (Certified Nurses' Aides, Licensed Nurses, and Respiratory Care Practitioners), and (3) to describe the personality/demographic factors that influence a healthcare provider's ability to cope effectively with compound grief.
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A Tree-based Framework for Difference SummarizationLi, Rong 19 April 2012 (has links)
No description available.
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The relationship between parental support and self-regulated learning behavior of Grade 12 learners in Lejweleputswa'Malebese, Mot'selisi Lilian January 2013 (has links)
Thesis (M. Education) -- Central University of Technology, Free State, 2013 / The purpose of the study was to investigate the relationship between parental support and self-regulated learning behaviour of grade 12 learners. The study investigated support given to self-regulated learning of grade 12 learners. It gathered both quantitative and qualitative data. The researcher adopted the QUAN-qual model, which is also known as explanatory design. In this model quantitative data are collected first and are more heavily weighted than qualitative data.
The quantitative method investigated the relationship between parental support and grade 12 learners’ self-regulated learning behaviour. It also investigated how parental support contributed to learner self-regulated learning behaviour. Qualitative research design explained strategies schools used to encourage positive parental support in their children’s self-regulated learning. It also explained why parents did not offer their support to their children’s education despite the fact that the South African School Act of 1996 encouraged them to do so.
The population included grade 12 teachers and learners, as well as learners’ parents from different secondary schools in the Lejweleputswa district. The researcher administered questionnaires to 118 teachers and 218 learners, while 6 parents were interviewed. Teachers and learners were handed relevant questionnaires aimed at their level of participation in the survey. For quantitative data analysis the chi-square test was employed to test whether there were relationships between the variables. The study revealed that there was statistical significant relationship between parental support and learners’ self-regulated learning behaviour. Qualitative data was analysed making use of different analytical concepts used to guide researchers in qualitative data analysis. Although learners may acquire effective self-regulated learning strategies on their own, proper guidance from parents and teachers is very crucial, especially in the early stages of learning. The study established that regular general parent’s meetings, each term, help to facilitate improved learner performance. Amongst others, the researcher recommended that schools should introduce incentive for parental involvement in school matters.
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Pedagogická komunikace fotbalových trenérů mládeže / Pedagogical communication of a youth football coachŠVEC, Martin January 2019 (has links)
The main research objective of this thesis is to determine if, or how, the verbal communication of a youth football coach differs from the coaches at the club level of the regional competitions and republic competitions. The theoretical section of the thesis deals with coaching and communication. The first chapter describes the work of a football coach as an educator. The second chapter, focused on communication, further describes concepts such as verbal, pedagogical and effective communication. The empirical section presents the results of a quantitative survey. It has been shown that coaches' communica- tion with players varies significantly, for example, in the content of commands, remorse, vulgarism, or in frequency of shouting towards a player after his mistake. The frequency of occurrence of the above-mentioned communication features is higher for coaches at regional club level.
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ASI-Intervjun : en explorativ studie av samband och grupperingar / The ASI InterviewRöjdén Thyberg, Sandra, Gabrielsson, Mélica January 2010 (has links)
Med en explorativ ansats syftar denna studie till att kartlägga samband och jämföra grupperingar bland klienter som fått genomföra en ASI-intervju hos Kriminalvården. Studien bygger på 2 317 intervjuer med fokus på missbruksproblematik, gjorda under perioden 2008-2010. Vi illustrerar grafiskt intressanta samband och tittar även på hur klienternas hjälpbehov varierar inom olika livsområden. Ytterligare en aspekt av studien är att utvärdera datamaterialets kvalitet samt att studera eventuellt bortfall för de olika variablerna. Materialet är av relativt god kvalitet och förekomst av respondenters vägran är inte tillräckligt omfattande för att påverka analyser och slutsatser. De felaktigheter som kunde konstateras härhör nästan uteslutande från tillvägagångssätt vid inmatning av data i systemet. Eftersom flertalet av variablerna är kvalitativa visade sig lämpliga analysmetoder vara chi-två-test, korrespondensanalys samt associationsanalys. Den stora majoriteten av våra resultat bekräftar den bild flera tidigare studier ger av gruppen missbrukare och få oväntade samband kunde konstateras. En majoritet av klienterna är män (85%) och den genomsnittliga åldern är 34 år. Intervjuarskattningar av klienternas hjälpbehov visar att narkotika och kriminalitet utgör de absolut största problemen. Dominerande drog är amfetamin (18%), följd av alkohol (15%) och cannabis (10%). Vi kan konstatera att ett flertal signifikanta skillnader föreligger mellan män och kvinnor samt mellan olika åldersgrupper. Unga klienter uppvisar överlag större problem med kriminalitet, narkotika, arbete/försörjning och psykisk hälsa. Med ökande ålder följer istället svårigheter med fysisk hälsa och alkohol. Män uppger vanligen att de har större problem med kriminalitet och narkotika, medan kvinnor ofta redovisar ett större hjälpbehov inom områdena familj/umgänge, fysisk hälsa och psykisk hälsa. / With an explorative approach, this master thesis attempts to map associations and compare groupings of clients who have undergone an ASI Interview by The Swedish Prison and Probation Service, Kriminalvården. The study is based on 2 317 interviews carried out during the period 2008-2010, focusing on abuse of alcohol and narcotic substances. We will graphically illustrate interesting associations and study how the need for help varies throughout different areas of the respondents’ lives. Another aspect of this study is to evaluate the quality of the data material and to investigate non-response in the different variables. The quality of the material is fairly high and non-response is not extensive enough to affect analysis and inference. The errors found are almost exclusively due to how data is fed into the system. Since the majority of variables are qualitative, appropriate methods of analysis proved to be chi-square tests, correspondence analysis and association analysis. Most results confirm the existing image of an abusive personality, which has been presented in several studies before this one. A majority of the clients are men (85%) and the average age is 34 years. Interviewer estimates of the respondents’ need for help show that narcotic substances and criminal behavior are by far the greatest problem areas. The predominant drug is amphetamine (18%), followed by alcohol (15%) and cannabis (10%). We have established several significant differences between men and women, and between clients of different age groups. Young respondents show greater problems concerning criminal behavior, narcotic substances, work/providing and psychological health. With increased age we see enhanced difficulties regarding physical health and alcohol. Men more often exhibit problems concerning criminal behavior and narcotic substances, while women need increased help in areas of family/social life, physical health and psychological health.
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Statistinių hipotezių taikymas mokomųjų kompiuterių priemonių naudojimo matematikos pamokose analizei / An application of statistical hypothesises for analising the use of educational computer means at the lessons of mathematicsŠčerbakov, Jaroslav 22 June 2005 (has links)
The research is dealing with the problem of choosing right statistical criteria in order to analyze the concrete educological research information and to interpret the received results. The practical value of the research’s results could be described as: 1- the exact evaluation of the real situation, by researching the effectiveness of use of educational computer means at the lessons of mathematics, with the help of hypothesises; 2- the statistical criteria received at the time of the research can be used at the concrete future researches.
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