Spelling suggestions: "subject:"control method"" "subject:"coontrol method""
41 |
Vyhodnocení efektu sankcí uvalených vůči Rusku v roce 2014 pomocí metod syntetické kontroly / Evaluating the Effect of 2014 Sanctions against Russia Using Synthetic Control MethodsPchelintsev, Dmitriy January 2017 (has links)
THE ABSTRACT In the new global economy majority of the developed countries use imposition of sanctions in the case of some offences. I have applied the synthetic control methods on this particular case of political pressure to quantify the real costs of anti-Russian sanctions to the economy. Based on the results of this study it was identified, that real GDP growth rate of Russia was continuously reducing by about -1,19% per quarter on average. Reaching the highest value of sanction's effect of -2,8% in real GDP growth rate at the end of 2015. It was also revealed that sanctions had positive effect on current account balance of Russia, that indicator was increasing during the whole studied after sanction's period by about 3,15% per quarter on average. This thesis is presented as a research of interconnection the imposition of 2014 sanctions against Russia and indicators of economic development (GDP, inflation) using synthetic control methods. It was revealed that former economic and social mechanisms aren't capable to provide further development of economy of Russia, its self-sufficiency and safety. JEL Classification F12, F21, F23, H25, H71, H87 Keywords sanctions, synthetic control method, Russia, GDP growth rate, current account balance Author's e-mail 51375259@fsv.cuni.cz Supervisor's e-mail...
|
42 |
Evaluation of the economic impact of geographical indications : three case studies / Evaluation de l’impact économique des indications géographiques : trois études de casDiallo, Aliou Baguissa 30 May 2017 (has links)
Cette thèse évalue l'impact économique des politiques de qualité liée à l'origine en mobilisant des méthodes d'évaluation que nous adaptons à la spécificité des démarches de certification, notamment à leur dimension spatiale. Dans un premier temps, nous analysons l'effet de l'adoption d’une Appellation d’Origine Protégée (AOP) sur le prix ainsi que sur les coûts de production des producteurs de lait AOP en Franche-Comté, en exploitant la discontinuité géographique à la frontière (Geographic Regression Discontinuity). Dans un second temps, nous utilisons les méthodes d'appariement statistique pour analyser les hétérogénéités régionales en termes de prix et de coûts de production entre les régions Auvergne, Rhône-Alpes et Franche-Comté avant de nous intéresser aux effets à une échelle nationale. Enfin, nous évaluons l'effet de l'adoption d'une Indication Géographique Protégée (IGP) sur les prix payés aux producteurs de Café de Colombie à l'aide des méthodes comparatives (synthetic control methods). En moyenne, les résultats montrent un effet positif de l'adoption de l'indication géographique sur la performance économique des exploitations. Cependant, cet effet est hétérogène entre les filières et les régions d'origine des produits. / This thesis evaluates the economic impact of quality-related-to-origin policies using evaluation methods adapted to the specificity of such certifications, in particular, the spatial dimension. First, we analyze the effect of a Protected Designation of Origin (PDO) adoption on price and production costs of PDO milk producers in Franche-Comté using a Geographic Regression Discontinuity (GRD) design. Secondly, we use propensity matching methods to analyze regional heterogeneity in Auvergne, Rhône-Alpes, and Franche-Comté before focusing on the effect of the PDO adoption at a national level. Finally, we evaluate the effect of the adoption of a Protected Geographical Indication (PGI) on prices paid to Colombian coffee producers using synthetic control methods. Overall, we find that PDO and/or PGI adoption is associated with positive effects on farmers' economic performances. However, these effects are not homogeneously distributed.
|
43 |
Numerical Methods for Pricing a Guaranteed Minimum Withdrawal Benefit (GMWB) as a Singular Control ProblemHuang, Yiqing January 2011 (has links)
Guaranteed Minimum Withdrawal Benefits(GMWB) have become popular riders on variable annuities. The pricing of a GMWB contract was originally formulated as a singular stochastic control problem which results in a Hamilton Jacobi Bellman (HJB) Variational Inequality (VI). A penalty method method can then be used to solve the HJB VI. We present a rigorous proof of convergence of the penalty method to the viscosity solution of the HJB VI assuming the underlying asset follows a Geometric Brownian Motion. A direct control method is an alternative formulation for the HJB VI. We also extend the HJB VI to the case of where the underlying asset follows a Poisson jump diffusion.
The HJB VI is normally solved numerically by an implicit method, which gives rise to highly nonlinear discretized algebraic equations. The classic policy iteration approach works well for the Geometric Brownian Motion case. However it is not efficient in some circumstances such as when the underlying asset follows a Poisson jump diffusion process. We develop a combined fixed point policy iteration scheme which significantly increases the efficiency of solving the discretized equations. Sufficient conditions to ensure the convergence of the combined fixed point policy iteration scheme are derived both for the penalty method and direct control method.
The GMWB formulated as a singular control problem has a special structure which results in a block matrix fixed point policy iteration converging about one order of magnitude faster than a full matrix fixed point policy iteration. Sufficient conditions for convergence of the block matrix fixed point policy iteration are derived. Estimates for bounds on the penalty parameter (penalty method) and scaling parameter (direct control method) are obtained so that convergence of the iteration can be expected in the presence of round-off error.
|
44 |
Numerical Methods for Pricing a Guaranteed Minimum Withdrawal Benefit (GMWB) as a Singular Control ProblemHuang, Yiqing January 2011 (has links)
Guaranteed Minimum Withdrawal Benefits(GMWB) have become popular riders on variable annuities. The pricing of a GMWB contract was originally formulated as a singular stochastic control problem which results in a Hamilton Jacobi Bellman (HJB) Variational Inequality (VI). A penalty method method can then be used to solve the HJB VI. We present a rigorous proof of convergence of the penalty method to the viscosity solution of the HJB VI assuming the underlying asset follows a Geometric Brownian Motion. A direct control method is an alternative formulation for the HJB VI. We also extend the HJB VI to the case of where the underlying asset follows a Poisson jump diffusion.
The HJB VI is normally solved numerically by an implicit method, which gives rise to highly nonlinear discretized algebraic equations. The classic policy iteration approach works well for the Geometric Brownian Motion case. However it is not efficient in some circumstances such as when the underlying asset follows a Poisson jump diffusion process. We develop a combined fixed point policy iteration scheme which significantly increases the efficiency of solving the discretized equations. Sufficient conditions to ensure the convergence of the combined fixed point policy iteration scheme are derived both for the penalty method and direct control method.
The GMWB formulated as a singular control problem has a special structure which results in a block matrix fixed point policy iteration converging about one order of magnitude faster than a full matrix fixed point policy iteration. Sufficient conditions for convergence of the block matrix fixed point policy iteration are derived. Estimates for bounds on the penalty parameter (penalty method) and scaling parameter (direct control method) are obtained so that convergence of the iteration can be expected in the presence of round-off error.
|
45 |
Obesity and risk of multiple myeloma : a case-control study /Amaon, Jill. Strom, Sara S., Chan, Wenyaw, Coker, Ann Louise, January 2007 (has links)
Thesis (Ph. D.)--University of Texas Health Science Center at Houston, School of Public Health, 2007. / "December 2007." Source: Dissertation Abstracts International, Volume: 68-11, Section: B, page: 7220. Adviser: Stephen C. Waring. Includes bibliographical references (leaves 39-44).
|
46 |
Investigation of the higher mode effects on the dynamic behaviour of reinforced concrete shear walls through a pseudo-dynamic hybrid test / Étude de l’effet des modes supérieurs sur le comportement dynamique des murs de refend en béton armé à l’aide d’un essai pseudo-dynamique avec sous-structureFatemi, Hassan January 2017 (has links)
La plupart des bâtiments de moyenne et grande hauteur en béton armé sont munis de murs
de refend ductiles afin résister aux charges latérales dues au vent et aux séismes. Les murs de
refend ductiles sont conçus selon des règles conception stricts. Ces murs sont généralement
conçus de façon à forcer la formation d’une rotule plastique à leur base dans l’éventualité d’un
séismemajeur. Lors de la conception d’un mur, l’enveloppe des moments fléchissants ainsi que
l’enveloppe des efforts tranchants dans la portion du mur situé au-dessus de la rotule plastique
sont basés sur la résistance probable en flexion du mur dans la région de la rotule plastique.
Plusieurs études sur les murs de refend conçus selon cette philosophie de conception on fait le
constat que l’effort tranchant maximum dans un mur peut être sous-estimé lors d’un séisme,
et que des rotules plastiques peuvent également se former à d’autres endroits qu’à la base
du mur, ce qui constitue un mécanisme de ruine indésirable. Ces effets sont principalement
attribuables à la contribution des modes supérieures à la réponse dynamique globale des bâtiments
lors d’un séisme. L’effet des modes supérieurs est particulièrement important dans les
bâtiments élancés de grande hauteur ayant une période propre de vibration longue.
L’essai pseudo-dynamique avec sous-structure est uneméthode efficace et économique d’évaluer
expérimentalement l’effet des modes supérieurs sur le comportement sismique des murs de
refend dans les bâtiments. Lors de tels essais, comme la masse du bâtiment est modélisée
numériquement, ceci permet de tester des structures à de relativement grandes échelles sans
avoir à combattremécaniquement les forces d’inerties générées lors d’un séisme. Dans le cadre
de la présente étude, la portion constituant la base d’un mur de refend correspondant à la zone
de rotule plastique faisant partie d’un bâtiment de huit étages à l’échelle 1/2,75 a été testé. Les
dimensions générales de la portion de mur testée étaient de 1800 mm de longueur, par 2200 mm
de hauteur par 160 mm d’épaisseur. Le mur étudié a été conçu selon l’édition 2015 du Code
National du Bâtiment du Canada (CNBC 2015) ainsi que selon la norme CSA A23.3-14 (Calcul
des ouvrages en béton), où le facteur d’amplification de l’effort tranchant causé par l’effet des
modes supérieurs n’a pas été pris en compte.
Lors des essais pseudo-dynamiques avec sous-structure, une nouvelle méthode de contrôle à
trois degrés de liberté convenant à des spécimens d’essai très rigides axialement a été développée
et validée. Une procédure novatrice de redémarrage d’un essai interrompu en cours de
route a également été développée et validée. Lors des essais, le bâtiment de huit étages incluant
la portion de mur dans le laboratoire a été soumis à trois séismes. Le premier séisme était
de très faible intensité, l’intensité du deuxième séisme correspondait au séisme de conception,
et le troisième séisme correspondait au séisme de conception dont l’intensité a été doublé. Durant
les deux séismes de forte intensité, le mur testé s’est comporté de manière ductile et des
fissures de cisaillement et de flexion importantes ont été observées. Même si l’effort tranchant
maximum mesuré durant le séisme de conception a atteint 2,16 fois la valeur de conception
du mur, et 3,01 fois la valeur de conception du mur dans le cas du séisme amplifié, aucun mécanisme
de ruine n’a été observé. Suite aux essais pseudo-dynamiques avec sous-structure, un
essai par poussée progressive a également été effectué.
Les résultats des essais pseudo-dynamiques avec sous-structure portent à croire que la valeur
de l’effort tranchant de conception d’un mur selon la norme CSA A23.3-14 est sous-estimé. De
plus, l’essai poussée progressive a permis de démontrer que lemur était beaucoup plus résistant
qu’anticipé, puisque l’effort tranchant avait été sous-estimé lors de la conception. L’essai par
poussée progressive a également permis de démontrer que le mur peut atteindre des niveaux
de ductilité en déplacement supérieur à celui prévu par la norme CSA A23.3-14. / Abstract: Most mid- and high-rise reinforced concrete (RC) buildings rely on RC structural walls as their seismic force resisting system. Ductile RC structural walls (commonly called shear walls) designed according to modern building codes are typically detailed to undergo plastic hinging at their base. Both the design moment envelope for the remaining portion of the wall and the design shear forces are evaluated based on the probable flexural resistance of the wall in the plastic hinge region. Several analytical studies have shown that so-designed structural walls can be subjected to shear forces in excess of the design values. Plastic hinging can also develop in the upper portion of the walls. These effects are mainly attributed to higher mode response and, hence, are more severe in taller or slender walls with long fundamental periods. Considering the literature, there is a significant uncertainty regarding the behavior of the structural walls under the higher mode of vibrations excited under earthquake excitations. Hybrid testing is an effective experimentalmethod to study the natural behaviour of structures such as shear walls. The hybrid testing method enables the simulation of the seismic response of large structural elements like RC shear walls without the need to include large masses typically encountered in multi-storey buildings. In this study a barbell shaped RC shear wall specimen of 1800mm in length including a 300mm × 300mm boundary element at each end that is 2200mm in height, and 160mm thick was investigated. A test specimen corresponding to the base plastic hinge zone of an 8-storey shear wall was tested in a laboratory evolvement whilst the reminder of the building structure was modeled numerically. The reference wall was scaled down by a factor of 1/2.75 to obtain dimensions of the test specimen. The RC wall was designed in accordance with the 2015 edition of the National Building Code of Canada (NBCC 2015) and the Canadian Standard Association A23.3-14 code. The amplification of the base design shear force accounting for the inelastic effects of higher modes specified by the CSAA23.3-14 standard was not taken into account in order to evaluate the amplification experimentally. In order to investigate the response of ductile RC walls under earthquake ground motions and track the effect of the higher vibration modes on the shear force demand, three earthquakes with different intensities were applied on the hybrid model successively. The RC wall exhibited a ductile behaviour under the ground motions and flexural and shear cracks developed all over the height of the wall. In spite of amplifying the shear force demand by a factor of 2.16 under the design level earthquake and 3.01 under a high intensity earthquake, no shear failure was observed. The test results indicated that the amplification of the design shear forces at the base of ductile RC shear walls are underestimated by the CSAA23.3-14 standard. A new method for controlling three degrees of freedomin hybrid simulation of the earthquake response of stiff specimens was developed and verified in this study. Also, an innovative procedure to restore an interrupted hybrid test was programmed and verified. The hybrid tests were followed by a push-over test under a lateral force distribution equal to the square root of sum of the squares of the first five modes in order to evaluate the displacement ductility of the RC wall. Findings of the final push-over test showed that the tested ductile RC wall can withstand higher displacement ductilities than the presented levels in the NBCC 2015.
|
47 |
Hodnocení hospodářské politiky pomocí syntetické kontrolní metody / Evaluating Economic Policy Using the Synthetic Control MethodOpatrný, Matěj January 2021 (has links)
The doctoral thesis consists of three essays that address the application of synthetic control method to various economic policy intervention. In the first essay I evaluate the quantitative effects of the Czech National Bank's commitment to keep the Koruna from appreciating that were put in place in 2013. I find that the commitment helped decrease unemployment substantially. The effect on overall output is also strongly positive, almost 2 percentage points for growth in 2015. The effect of the commitment on inflation is positive but not statistically significant at standard levels. In the second essay I focus on the impact of joining the EU on the Czech agriculture. The results show that the Czech Republic would have had a higher food index if it had not entered the CAM and CAP. Moreover, I show that the CAP and CAM had different impacts on farms in the Czech Republic and Bulgaria, which have the most comparable agriculture according to the results of the synthetic control method. In the final essay I estimate how the UK financial markets would have evolved if the Remain camp had won the referendum. The results suggest that there would not have been any significant change in the development of the FTSE 100 Index in the medium to long term if there had not been a referendum. On the other hand, I...
|
48 |
Návrhy na zlepšení řízení jakosti ve firmě / Quality management proposals in the companyMalá, Alena January 2008 (has links)
The thesis analyses a quality management process in a manufacturing company and offers suggestions and recommendations for improvement. This thesis should assist in more effective quality management process and help company to get a competitive advantage with using TQM method.
|
49 |
Návrh na zlepšení kvality výrobního procesu u firmy BONAR a.s / Suggestion on the Improvement of the Production Process of BONAR Co.Hrochová, Simona January 2010 (has links)
This diploma work presented, analyzes current sort of quality management of work progress in BONAR company and gives reccomendation on how to improve on it. The proposed section, using methods and tools address the identified non-compliance and makes recommendations for future development in the manufacturing process as the company Bonar.
|
50 |
Efekty elektronické evidence tržeb: Analýza pomocí metody synthetic control / The Effects of Electronic Records of Sales: A Synthetic Control Method AnalysisBesedová, Monika January 2020 (has links)
The objective of this thesis is to analyze the impact of the electronic records of sales (ERS) implemented on December 1, 2016, in the Czech Republic. The ERS orders given entrepreneurs to use special cash boxes and to send data about single sales to the Financial Authority immediately after each transaction. Experience shows that the ERS reduced tax evasion and the shadow economy. This thesis fills a gap in literature as no study has yet examined the impact of ERS on macroeconomic variables - gross domestic product (GDP) per capita, unemployment rate and harmonized consumer price index (HCPI). To analyze it, I apply SCM by Abadie and Gardeazabal (2003), Abadie et al. (2010) and Abadie et al. (2015) that proposes the way how to evaluate the impact of political interventions using a quantitative approach. Using data from the Eurostat and OECD databases from Q1 2004-Q3 2019, the method allows me to construct a counterfactual outcome for GDP per capita, unemployment rate and HCPI in the absence of the implementation of the ERS. I also apply the extension of original SCM - generalize synthetic control method by Xu (2017) and augmented synthetic control method by Ben-Michael et al. (2018) as robustness checks. Moreover, the interference procedures include the modified confidence interval by Firpo and Possebom...
|
Page generated in 0.0637 seconds