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In this thesis, an analysis of Bitcoin, Monero price and volatility is conducted with respect to S&P500 and the VIX index. Moreover using Python, we computed correlation coefficients of nine cryptocurrencies with two different approaches: Pearson and Spearman from July 2016 -July 2018. Moreover the Pearson correlation coefficient was computed for each year from July2016 - July 2017 - July 2018. It has been concluded that in 2016 the correlation between the selected cryptocurrencies was very weak - almost none, but in 2017 the correlation increased and became moderate positive. In 2018, almost all of the cryptocurrencies were highly correlated. For example, from January until July of 2018, the Bitcoin - Monero correlation was 0.86 and Bitcoin - Ethereum was 0.82.

摘要 皮爾森相關係數通常作為描述區間尺度變數間相關性的參考指標，然而在社會科學領域中，由於資料多數以順序尺度的形式呈現，因此藉由傳統的皮爾森相關係數來描述順序尺度資料間的相關性通常會導致某種程度的誤差。儘管如此，以往的文獻多數傾向支持以等距離分數來取代順序尺度資料，並直接計算皮爾森相關係數。藉由模擬實驗的結果，我們發現這樣的作法並非在所有情況下都合理。 此外本研究中也對多序類相關係數進行探討。就表示順序變數間相關性的準確程度而言，多序類相關係數明顯優於利用等距離分數來計算皮爾森相關係數的方法；但若以操作上的便利程度而言，後者仍具有其優勢。 關鍵字：順序尺度、皮爾森相關係數、多序類相關係數。 / Abstract Pearson correlation coefficient is typically used to describe the correlation between two interval-scaled variables. In social science, however, most of the data are represented in ordinal-scale, and hence describing the correlation between two ordinal-scaled variables in terms of Pearson correlation coefficient would inevitably result in certain errors. Though the practice is deemed acceptable and generally supported in literatures, we found, through intensive simulations, that it should be executed with care. Polychoric correlation coefficient was also investigated. In order to describe the correlation between two ordinal-scaled variables, we found, in terms of the degree of accuracy, that Polychoric correlation coefficient is definitely better than Pearson correlation coefficient with equal-distance scores. Pearson correlation coefficient, on the other hands, is much easier to calculate, and should not be totally ignored. Key words：Ordinal-scale、Pearson correlation coefficient、Polychoric correlation coefficient。

Baigiamajame magistro darbe nagrinėjama trumpalaikė ozono koncentracijos kaita ir jos priklausomybė nuo meteorologinių parametrų. Literatūros apžvalgoje aptariama ozono susidarymas, cheminės savybės, poveikis žmogaus sveikatai ir augalams. Atlikta 2000-2009 metais Preilos monitoringo stotyje gautų duomenų (vienos valandos vidurkiai) analizė. 2009 metų šiltuoju sezonu atliktas eksperimentas, sudaryta dešimties ir dviejų minučių vidurkių ozono koncentracijos ir meteorologinių parametrų duomenų bazė. Parametrų tarpusavio priklausomybė nustatyta panaudojant tiesinės regresijos metodą, apskaičiuoti koreliacijos koeficientai. Pasinaudojant Furje metodu atlikta ozono bei meteorologinių parametrų spektrinė analizė. Buvo rasti pagrindiniai dažnių pikai, kurie labiausiai išryškėja. Darbą sudaro 6 dalys: įvadas, literatūros apžvalga, matavimo prietaisai ir metodika, eksperimentinių tyrimų rezultatai, išvados ir literatūros sąrašas. Darbo apimtis – 57 p. teksto be priedų, 38 paveikslai., 3 lentelės, 53 bibliografiniai šaltiniai. Atskirai pridedami darbo priedai. / In master final work the variation of short-term ozone concentration variations were analyzed. Ozone formation, chemical characteristics, impact on human health and plants were described. The study of the short- and long-term ozone concentration variations dependence on meteorological parameters is presented. The data of hourly parameters obtained at the monitoring station Preila during 2000-2009 years were analyzed. The 2 and 10 minutes average values of the ozone concentration and meteorological parameters were collected during experiment in warm season of 2009 year. The regression analysis was applied for the determination of the correlation coefficients between variables. The strongest relationship from the long-term variations was found between ozone concentration and temperature. The strongest relationship from the short-term variations was found between ozone concentration and wind speed. Structure: introduction, literary review, measurements instruments and methodology, experimental research results, conclusions and references. Thesis consists of: 57 p. text without appendixes, 38 pictures, 3 tables, 53 bibliographical entries. Appendixes included.

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This dissertation presents the investigation of biologically inspired direction finding (DF) and localization systems, 3D printing solution for RF components and systems, and fundamental aspects of antennas regarding bandwidth and power efficiency. Biologically inspired direction finding and localization systems are explored first. Inspired by the human binaural auditory system, an improved direction of arrival (DoA) estimation technique using two antennas with a lossy scatterer in between them to achieve additional magnitude cues is proposed. By exploiting the incident-angle- dependent magnitude and phase differences between the two antennas with specially designed scatterer, the DoA of an incident signal from two-dimensional (2-D) / three- dimensional (3-D) space can be estimated. Besides, compact DF systems with enhanced directional sensitivity using a scatterer of high permittivity in between adjacent closely spaced electrically-small antennas are examined. Inspired by the human monaural auditory system, a novel single-antenna DF technique is also proposed by exploiting the incident-angle-dependent spectra for a broadband RF signal only. In addition, a wideband superior DF system utilizing Luneburg lens and uniformly placed detectors on the equator of the lens is evaluated. The DoA is estimated using the amplitude distribution of the received signals at the detectors. Moreover, A portable inventory localization system utilizing hybrid RF (for direction, using previously introduced DF techniques) and ultrasound (for distance) signals is proposed and experimentally demonstrated. Next, a multilayer phased array system is designed and individual parts are printed to demonstrate the applicability of hybrid thermal wire-mesh embedding (for conductors) and thermoplastic extrusion (for dielectrics) techniques for additively manufacturing RF17integrated systems. Finally, fundamental aspects of antennas in terms of bandwidth limit for reactive matching and power efficiency for non-Foster matching are analyzed.

DeMiguel, Garlappi e Uppal (2009) fizeram a comparação da regra 1/N ou de Talmud com 14 modelos de otimização que vieram depois do trabalho de Markowitz (1952). As conclusões mostraram que todos os modelos de alocação ótima analisados tiveram um desempenho inferior ao da regra de Talmud. Tu e Zhou (2011) propuseram uma combinação entre Markowitz e Talmud para que tal modelo superasse Talmud. Os resultados obtidos foram satisfatórios. A desconsideração dos eventos extremos (dependência assimétrica ou caudal) durante o processo de construção de carteiras poderá diminuir as habilidades dos gestores de ativos em reduzir o risco através da diversificação. A modelagem de cópulas sobre os retornos dos ativos nos permite calcular uma alternativa para medir a dependência dos ativos em eventos extremos através do índice de dependência caudal inferior. Hatherley e Alcock (2007) relataram que o modelo de Markowitz tende a subestimar as perdas potenciais que venham a ocorrer na presença de eventos extremos de mercado (crashes) para um determinado nível de retorno esperado. Verificamos se as estratégias com dependência caudal superaram Talmud, o modelo de Markowitz e o modelo de Tu e Zhou (2011) através da simulação de 1.000 carteiras com 3, 5, 10 e 20 ativos escolhidos ao acaso do índice DJIA no período de 03/1990 até 12/2012. Concluímos que os modelos de dependência caudal e o de Markowitz tiveram uma desempenho fora da amostra superior ao Talmud e ao modelo de Tu e Zhou (2011) para as carteiras com 3, 5, 10 e 20 ativos. A estratégia com dependência caudal superou Markowitz, em termos de retorno acumulado, em mais de 60% dos meses considerados em todas as análises. Os resultados apontam que a regra de Talmud deve ser descartada num contexto de construção de carteiras com ações frente à estratégia com dependência caudal. / DeMiguel, Garlappi and Uppal (2009) made a comparison of rule 1 / N or Talmud with most optimization techniques that followed the work of Markowitz (1952). The conclusions were devastating for all asset allocation models in the context of portfolios combined with other portfolios. Tu and Zhou (2011) proposed a combination between Markowitz and Talmud to overcome such a rule Talmud. The results were satisfactory. In the presence of extreme events, the Pearson correlation coefficient tends to increase in magnitude, making spurious results diversification based solely on this factor. The elimination of extreme events (asymmetric or tail dependence) during the portfolio construction process can reduce the skills of asset managers to reduce risk through diversification. The copula theory allows us to calculate an alternative to measure the dependence of extreme events in assets through the index lower tail dependence. Hatherley and Alcock (2007) reported that the Markowitz model tends to underestimate the potential losses that may occur in the presence of extreme market events (crashes) for a given level of expected return. We check that the strategies with tail dependence overcame Talmud rule, the Markowitz model and the model of Tu and Zhou (2011) by simulating 1,000 portfolios with 3, 5, 10 and 20 randomly selected assets from DJIA for the period 03/1990 until 12/2012. We conclude that models of tail dependence and Markowitz had more performance ex-ante than Talmud and the Tu and Zhou (2011) model for portfolios with 3, 5, 10 and 20 assets. Tail dependence models overcome Markowitz, in terms of cumulative return, in over 60% of months considered in the analysis. The results indicate that the Talmud rule should be discarded in a context of constructing portfolios with individual stocks ahead strategies with tail dependence.

Cyclical component of aggregate net inventory investment in Czech republic between I.quarter 1996 and IV.quarter 2010 can be described by Production smoothing model, which says, that it is more advantageous for firms to absorb shocks of their product demand into inventories than to adjust their production permanently. This statement stands on a discovery, that cyclical component of net inventory investment is negativelly corralated with cyclical component of final sales and at the same time variability of cyclical component of final sales is higher than cyclical component of production (GDP). Although it is not possible to expect that every firm in the economy will behave according to this model, it seems, with respect to the analysis, that the cost of adjustment is one of the most important factors considered by firms within their optimalization problem.

The test of homogeneity for intraclass correlation coefficients has been one of the active topics in statistical research. Several chi-square tests have been proposed to test the homogeneity of intraclass correlations in the past few decades. The big concern for them is that these methods are seriously biased when sample sizes are not large. In this thesis, data driven approaches are proposed to testing the homogeneity of intraclass correlation coefficients of several populations. Through simulation study, data driven methods have been proved to be less biased and accurate than some commonly used chi-square tests.

To characterize the size distributions, concentrations and sources of heavy metal associated with suspended particles, a total of 12 months of sampling periods were taken by Micro-Orifice Uniform Deposit Impactor (MOUDI) in the Nantzu Export Processing Zone from January to December 2011, The concentrations of suspended particles ranged from 54.7 to 203 £gg/m3. Both autumn and winter had significantly higher levels of suspended particles than in spring and summer. The mass concentrations of fine particles accounted for ~50% of the mass concentrations of suspended particles. The mass concentrations of PM2.5 accounted for 50.2-70% of the mass concentrations of PM10. The mass concentrations of PM1 accounted for 24-38.3% of the mass concentrations of PM10. These results indicated that fine particles dominated in atmospheric particulates in Nanzih Export Processing Zone. In addition, among the PM10, PM2.5 and PM1, significant correlations were found. The crustal elements (Al, Fe, Ca, Mg, K and Na) and sulfate are dominant during the sampling periods, which accounting for ~95% of the total concentrations. The crustal elements were observed mainly in coarse particles, while sulfate was found mainly in fine particles. The concentrations of all crustal elements decreased in summer could be attributed to the meteorological conditions and chemical mechanism. By using the enrichment factor (EF) to distinguish the sources of heavy metals in PM10, PM2.5 and the results showed that EF values of crustal elements in PM10 ranged from 1 to 10, suggesting PM10 might come from the resuspension of soil and road dust. In addition, Pb, Zn, As, Se, Mo, Sb and sulfate were observed at higher EF values in both PM2.5 and PM1, indicating the influence of anthropogenic emissions in fine particles. The results from Pearson¡¦s correlations indicated that PM10 in the Nantzu Processing Zone were mainly from the resuspension of soil and road dust, while fine particles (PM2.5 and PM1) may be from the traffic emissions and petrochemical industry in Nanzih and Renwu.