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Yes / This paper studies the predictive ability of corridor implied volatility (CIV) measure. It is motivated by the fact that CIV is measured with better precision and reliability than the model-free implied volatility due to the lack of liquid options in the tails of the risk-neutral distribution. By adding CIV measures to the modified GARCH specifications, the out-of-sample predictive ability of CIV is measured by the forecast accuracy of conditional volatility. It finds that the narrowest CIV measure, covering about 10% of the RND, dominate the 1-day ahead conditional volatility forecasts regardless of the choice of GARCH models in high volatile period; as market moves to non volatile periods, the optimal width broadens. For multi-day ahead forecasts narrow and mid-range CIV measures are favoured in the full sample and high volatile period for all forecast horizons, depending on which loss functions are used; whereas in non turbulent markets, certain mid-range CIV measures are favoured, for rare instances, wide CIV measures dominate the performance. Regarding the comparisons between best performed CIV measures and two benchmark measures (market volatility index and at-the-money Black–Scholes implied volatility), it shows that under the EGARCH framework, none of the benchmark measures are found to outperform best performed CIV measures, whereas under the GARCH and NAGARCH models, best performed CIV measures are outperformed by benchmark measures for certain instances.

Le travail présenté dans ce mémoire contribue au domaine de l’entreprise étendue et le développement des systèmes d’informations distribués. et le développement des systèmes d’informations distribués. C’est bien évidemment un sujet d’étude important pour la communauté Logistique (chaîne logistique), mais aussi pour la communauté Génie logiciel. C’est dans cette perspective que se situent les objectifs de proposer une modélisation de la chaîne logistique globale dans un environnement de transport intermodal de porte à porte en vue de résoudre les problèmes : (i) d’interfaces entre les différents acteurs intervenants le long de la chaîne et (ii) de rupture des charges engendrés par les opérations de transfert de marchandises d’un mode de transport à l’autre. Ainsi, l’amélioration de performance de la chaine logistique dépend fortement du niveau de coopération et de coordination, et surtout du partage et de la validité des informations et des connaissances, entre ces différents acteurs de la chaîne (organisateur du transport, transitaire, fournisseur, etc.). L’applicatif se situe dans le corridor de la vallée de Seine. Le travail s’inscrit dans le projet APLOG (Amélioration et Performance de la LOgistique Globale) financé par la région Haute Normandie. / The work presented in this thesis contributes to the field of the extended enterprise and the development of distributed information systems. This is obviously an important subject of study for the logistics community (supply chain), but also for the software engineering community. It is in this context that the objectives are to provide a model of global supply chain in an intermodal environment door to door service to solve the problems: (i) interfaces between the different actors involved along the chain and (ii) trans-loading operations generated by the goods transfer operations from one mode of transport to another. Thus, improved performance of the supply chain depends heavily on the level of cooperation and coordination, and especially sharing and validity of information and knowledge between the different actors in the chain (transport organizer, forwarding, Supplier, etc.). The application is located in the corridor of the Seine valley. The work is part of the project APLOG (Performance Improvement and global logistics) financed by the Haute Normandie region.

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<p>U radu je razvijen složeni model vrednovanja i rangiranja varijanti re&scaron;enja koridora infrastrukturnih linijskih objekata. Model karakteri&scaron;e vi&scaron;eakterski i vi&scaron;ekriterijumski pristup. Model je baziran na kriterijumima vrednovanja koji su razvrstani u pravilnu hijerarhiju i čija je relevantnost verifikovana naučnim metodama. Metoda vrednovanja odabrana je inteligentnim pristupom uz pomoć drveta odlučivanja. Model predviđa i analizu osetljivosti odabranog optimalnog re&scaron;enja na promenu težina pojedinih (ili svih) kriterijuma vrednovanja. Naučni doprinos istraživanja ogleda se u primeni AHP metode koja je u Srbiji po prvi put primenjena kao podr&scaron;ka odabiru optimalnog re&scaron;enja koridora infrastrukturnih objekata kao i prikazanoj integraciji sa drugim metodama (stakeholder analiza, anketa, deskriptivna statistika, faktorska analiza).</p> / <p>In this paper a complex model evaluation and ranking of alternative solutions of linear infrastructure corridor structure characterized multi-actor and multi-criteria approach, which is based on the evaluation criteria whose relevance was verified by scientific methods and are sorted in the correct hierarchy. Valuation method chosen is an intelligent approach using the tree decision. The model predicts, and a sensitivity analysis of the selected optimal solution to weight change some (or all) of evaluation criteria. The scientific contribution of the research is the application of AHP method that is in Serbia for the first time applied to support the selection of the optimal solutions corridor infrastructure as shown integration with other methods (stakeholder analysis, survey, descriptive statistics, factor analysis)</p>

Made available in DSpace on 2017-07-10T14:38:36Z (GMT). No. of bitstreams: 1 Rosimeri Fragoso.pdf: 1503768 bytes, checksum: 4d3d4f67b5cb63d04111635d03e0cef4 (MD5) Previous issue date: 2013-03-01 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This study aimed to evaluate methods of forest restoration in areas reforested in the Corredor de Biodiversidade Santa Maria, located between the cities of Santa Teresinha de Itaipu and São Miguel do Iguaçu-PR, to subsidize projects. The Corredor was established in 2003, however it was identified excerpts containing the invasive species Megathyrsus maximus (Jacq.) B. K. Simon & S. W. L. Jacobs (coloniao grass) and Cyperus rotundus L. (coco grass). The first experiment consisted of evaluate three treatments for forest restoration with planting seedlings, which were: control, green fertilization and soil solarization, in an area with periodic elevation of the groundwater, with discontinuation of reforestation carried out in 2003. The second experiment evaluated an enrichment planting of tree species native to the region, in the area reforested in 2003. The assessments consisted of monthly monitoring of the mortality rate and seedling growth and dry mass obtained from the management of the the invasive species, coloniao grass and coco grass. Furthermore, the changes introduced in the soil at depths of 0-10 cm and 10-20 cm, in three samples of soil during the experiment were evaluated. After over a year of assessment, the first experiment showed no statistically significant differences between treatments on all the variables studied. The mortality was more pronounced in January (12.08%), with smaller percentages for: Enterolobium contortisiliquum (timborí), Schinus terebinthifolius (aroeira), Croton urucurana (sangra-d'água) and Luehea divaricata (açoita-cavalo). About the seedlings development, growth was higher for: Sapium glandulatum (leiteiro-do-banhado), C. urucurana and L. divaricata. Regarding the dry mass of coloniao grass and coco grass in all treatments, the highest values were found in January (94.14 g/m2) and February (132.76 g/m2), remaining low throughout the experimental period. Through soil analyzes, it was observed that treatments showed no significant differences in the results, however, the physical and chemical changes in the soil, were sensitive to coloniao grass and coco grass management. In the second experiment, the mortality reached a percentage of 24.38%, which was more pronounced in the first two months in January (11.88%) and February (5.63%). Regarding the development of seedlings, the species that stood out were Aloysia virgata (Ruiz & Pav.) Juss. (lixeira), and Ceiba speciosa (A.St.-Hil.) Ravenna (paineira). Concerning the dry mass of green panic grass there was not a considerable recurrence over the months, which ranged from 0.04 g to 3.43 g. Through soil analysis, it was possible to observe changes in physical and chemical characteristics analyzed, demonstrating that they were sensitive to soil management in the area, and may also lead to new modifications due development of seedlings / O presente trabalho teve como objetivo avaliar metodologias de restauração florestal em áreas reflorestadas do Corredor de Biodiversidade Santa Maria, localizado entre os municípios de Santa Terezinha de Itaipu e São Miguel do Iguaçu-PR. Embora o Corredor tenha sido implantado em 2003, foram identificados trechos contendo as espécies invasoras Megathyrsus maximus (Jacq.) B. K. Simon & S. W. L. Jacobs (capim-colonião) e Cyperus rotundus L. (tiririca). O primeiro experimento consistiu na avaliação de três tratamentos de restauração florestal com plantio de mudas, os quais foram: controle, adubação verde e solarização do solo, em uma área com elevação periódica do lençol freático, apresentando descontinuidade do reflorestamento efetuado em 2003. No segundo experimento avaliou-se um plantio de enriquecimento com espécies arbóreas nativas da região, na área reflorestada em 2003. As avaliações consistiram no acompanhamento mensal da mortalidade e desenvolvimento das espécies arbóreas e da massa seca obtida do manejo das espécies invasoras, capim-colonião e tiririca. Além disso, avaliou-se as alterações promovidas no solo, nas profundidades de 0-10 cm e 10-20 cm, em três coletas de solo durante os experimentos. Ao longo de um ano de avaliação, o primeiro experimento não apresentou diferenças estatísticas significativas entre os tratamentos sobre todas as variáveis estudadas. A mortalidade foi mais acentuada em janeiro (12,08%), com menores percentuais para: Enterolobium contortisiliquum (timborí), Schinus terebinthifolius (aroeira), Croton urucurana (sangra-d'água) e Luehea divaricata (açoita-cavalo). Sobre o desenvolvimento das mudas, houve crescimento superior para: Sapium glandulatum (leiteiro-do-banhado), C. urucurana e L. divaricata. Em relação à massa seca do capim-colonião e tiririca em todos os tratamentos, os maiores valores foram verificados em janeiro (94,14 g/m2) e fevereiro (132,76 g/m2), mantendo-se baixo ao longo do período experimental. Por meio das análises de solo, foi possível observar que os tratamentos não apresentaram diferenças significativas nos resultados, contudo, as alterações físicas e químicas do solo, mostraram-se sensíveis ao manejo sobre o capim-colonião e tiririca. No segundo experimento, a mortalidade alcançou um percentual de 24,38%, sendo mais acentuada nos dois primeiros meses em janeiro (11,88%) e fevereiro (5,63%). Em relação ao desenvolvimento das mudas, destacaram-se as espécies Aloysia virgata (Ruiz & Pav.) Juss. (lixeira), e Ceiba speciosa (A.St.-Hil.) Ravenna, (paineira). Em relação à massa seca do capim-colonião, não houve reincidência considerável ao longo dos meses, o qual variou de 0,04 g a 3,43 g. Por meio das análises de solo, foi possível observar alterações nas características físicas e químicas analisadas, demonstrando que as mesmas foram sensíveis ao manejo realizado na área, podendo ainda levar a novas modificações em decorrência do desenvolvimento das mudas

The requirements for public utility systems in the United States of America have grown enormously over the years triggering a tremendous shortage for space available to public utilities on and within transportation right-of-ways (ROW). Overcrowding and improper location of utilities has resulted in problems such as, damage to infrastructure, traffic accidents and, interruption of service to customers. The project titled, "Optimal Placement of Utilities within FDOT Right-of-Way", sponsored by the Florida Department of Transportation (FDOT), and currently being investigated at the University of South Florida, presents a decision-making heuristic aimed at developing a better utility placement allocation system (Kranc et. al) [6]. Working in accordance with the guidelines of safety, relocation, and clearance for utility placement set by the American Association of State Highway and Transportation Officials organization (AASHTO), the heuristic finds suitable locations for the utilities in ROW corridors. However, a model being used to advocate a practice having large social and economical impacts is more likely to play the role of generic evidence in a trial, whose weight must ultimately be established by a 'jury'. The question being addressed to the system must be scrutinized carefully, and the formal structure updated iteratively until it proves capable of providing an answer to the given question. A good sensitivity analysis can provide this generic quality assurance to the model and help demonstrate the worthiness of the model itself. This thesis is a quantitative and qualitative sensitivity analysis of the abovementioned heuristic. The analysis is conducted in two parts, 1. The 'Model Factor Sensitivity Analysis', with the objective of assessing the uncertainties associated with the modeling of the heuristic. This analysis focuses primarily on providing an evaluation of the confidence in the heuristic and its predictions by analyzing the influences that variations in the input factors have on the outputs of the utility cost assessment models and the final output of the heuristic itself. Variance based sensitivity indices derived from Sobol' sensitivity indices [42] are used here for this purpose. 2. The 'Model Output Evaluation and Enhancement' study, which initially focuses on understanding / evaluating the complexities of the discrete step, cost optimization procedure used in the heuristic and later, based on certain observed shortcomings and problems develops an enhancement, the Ideal Configuration Selector (ICS) to be implemented with the heuristic. The ICS addresses all the problems of the heuristic with the help of experimental speedup, positional sensitivity and refinement tools and employs a multi criterion evaluation technique for utility configuration assessment to provide substantiation to the outputs determined by the heuristic.

ABSTRACT This dissertation examines the design and implementation of Malaysia's national Information Technology (IT) policy with a focus on the Multimedia Super Corridor (MSC) project. Qualitative research methods, including in-depth interviews, document analysis and literature analysis, were used to build an understanding of the development of the MSC. The analysis adopts a holistic approach that draws upon the multidisciplinary perspectives of complex adaptive systems in order to understand how social, economic, political and institutional forces interact in a changing environment. This research contributes a policy framework called Goal-Policy-Implementation-Outcome (GPIO), which is used to understand, describe and assess the MSC policy design and methods. It is one of the first public studies of the MSC and one of very few complex systems analyses of a socio-economic system in a developing country. It has been argued that many countries around the world are competing rapidly to produce 'visionary' reports and policy statements on the future of their nations and societies in the 'Information Age'. This is due to the belief that IT can play critical role in stimulating the socio-economic growth of the countries. In Malaysia, the government embarked on an ambitious program to establish the MSC as an attempt to achieve Vision 2020, a national vision and Malaysia's statement of national goals that articulates the country's objective for developed-nation status, while moving towards the creation of an information-rich society by the year 2020. Despite the importance of national IT policies and the major commitment of resources to implement them, there are few critical studies of the positive and negative impacts of 'post-industrial' or 'information society' policy, particularly in the developing countries like Malaysia. This study seeks in part to fill this gap by providing a critical assessment of a Malaysian national IT policy. This research argues that IT policy for national development must be viewed holistically, taking into consideration innovations needed in the social, economic, political and institutional spheres, rather than taking limited view of IT as an economic growth engine. This is a paradigm shift that represents a movement from the traditional worldview (TWV), that was based on the Cartesian/Newtonian paradigm into new ways of thinking and action that is labelled here as the emerging worldview (EMV). The EMV is grounded in complexity theory, an interdisciplinary endeavour that draws upon ideas from a number of fields and seeks to understand and model systems with many interacting parts. This approach can help policy makers and analysts to understand, assess and develop a more balanced and comprehensive policy for the evolution of new technology such as IT and to tackle the complexity of socio-economic change of a dynamic real world setting. The data collection method is from in-depth, open-ended interviews and document analysis. This qualitative exploratory approach was chosen to understand and capture the points of view of other people without specifically limiting the lines of inquiry through questionnaires etc. This research was influenced by multiple theoretical frameworks, because taking one framework alone in analysing the complex issues involved in ICT would not provide a comprehensive understanding of the interplay of the socio-technical and techno-economic paradigms. This resulted in the contribution of a policy framework called Goal-Policy-Implementation-Outcome (GPIO), which is used to understand, describe and assess the MSC policy design and method. This research found that the MSC policy plan and process were not working as intended to achieve the goals of Vision 2020. The strategy of clustering businesses in one physical location to establish synergy did not work as anticipated because: (1) Cyberjaya was not yet fully ready with all the necessary people, infrastructure and community since many basic amenities have yet to be competed; (2) The distance of Cyberjaya to key cities were perceived to be too far; (3) Operational costs in Cyberjaya were perceived as high; (4) The Cyberjaya ecosystem lacks attractive incentives; and (5) Most of the current and potential MSC firms, customers and suppliers were already located outside Cyberjaya with existing networks of people and facilities in other locations. (6) The current environment of the MSC was also found not to be conducive to facilitating a self-organizing system due to the lack of a wide consultative and participatory process. Consequently, drastic changes to the organizational structure and behaviour are needed before success can happen. It was found that the key challenges and barriers to the transformation process in and through the MSC lie in the nature of the existing mindset, the operational practice, culture and power structural arrangements within and among the policy, people and institutions of the MSC. Discussion on the MSC tends to be centred on the technological and commercial without recognizing that technological change relies on concomitant social and political shifts. By succumbing to technology driven views and 'information society' rhetoric, policy makers are allowing real economic and social choices to be smothered. This dissertation argues that instead of presenting technology as something which is external to the society, with a dynamics of its own, and to which society must learn to adapt, effective debate about new technology must acknowledge the related political choices, power relationships and value judgments about the shape and direction of the society using the technology. Consequently, there is an urgent need to develop policies to ensure that the economic benefits and social engineering associated with Malaysia’s knowledge economy are managed through participatory and partnership methods at all levels of the country. This research has shown that complex systems analysis can lay the groundwork for a new approach that more accurately represents societal choices and outcomes than past approaches. Few researchers have undertaken complex systems analyses of social systems, with still fewer examining the context of a national public IT policy in a developing country like Malaysia. Further, there are very few thorough public studies done of the MSC itself, with most studies on the MSC either being done in confidence and/or being conducted by foreign consultants appointed by the government or by the Multimedia Development Corporation (MDC). As such, public accessibility to critical studies on the MSC or public documents on them is rarely available. This research, if not the first, is one of the first attempts made to provide a thorough constructive critical study on the MSC policy project since its official launch in 1996. It is also, if not the first, one of the first attempts made to apply the emerging paradigm or the new science of complexity in a real world national policy case study, specifically the MSC policy project. Moreover, there is a huge lacking of research done on behalf of 'marginalized communities'. This research is not carried out on behalf of private enterprise or national governments but rather it is done on behalf of its citizens.