Due to its significant advantage in spectral efficiency, multiple-antenna communication technology will undoubtedly be a major component in future wireless system implementations. However, the full exploitation of this technology also requires perfect feedback of channel state information (CSI) to the transmitter-- something that is not practically feasible. This motivates the study of limited feedback systems, where CSI feedback is rate limited. This thesis focuses on the optimal design of limited feedback systems for three types of communication channels: the relay channel, the single-user point-to-point channel, and the multiuser broadcast channel. For the relay channel, we prove the efficiency of the Grassmannian codebooks as the source and relay beamforming codebooks, and propose a method for CSI exchange between the relay and the destination when global CSI is not available at destination. For the single-user point-to-point channel, we study the joint power control and beamforming problem and address the channel magnitude and direction quantization codebook design problem. It is shown that uniform quantization of the channel magnitude (in dB scale) is asymptotically optimal regardless of the channel distribution. The analysis further derives the optimal split of feedback bandwidth between the magnitude and direction quantization codebooks. For the multiuser broadcast channel, we first prove the sufficiency of a product magnitude-direction quantization codebook for managing the multiuser interference. We then derive the optimal split of feedback bandwidth across the users and their magnitude and direction codebooks. The optimization results reveal an inherent structural difference between the single-user and multiuser quantization codebooks: a multiuser codebook should have a finer direction quantization resolution as compared to a single-user codebook. It is further shown that the users expecting higher rates and requiring more reliable communication should provide a finer quantization of their CSI. Finally, we determine the minimum required total feedback rate based on users' quality-of-service constraints and derive the scaling of the system performance with the total feedback rate.

Due to its significant advantage in spectral efficiency, multiple-antenna communication technology will undoubtedly be a major component in future wireless system implementations. However, the full exploitation of this technology also requires perfect feedback of channel state information (CSI) to the transmitter-- something that is not practically feasible. This motivates the study of limited feedback systems, where CSI feedback is rate limited. This thesis focuses on the optimal design of limited feedback systems for three types of communication channels: the relay channel, the single-user point-to-point channel, and the multiuser broadcast channel. For the relay channel, we prove the efficiency of the Grassmannian codebooks as the source and relay beamforming codebooks, and propose a method for CSI exchange between the relay and the destination when global CSI is not available at destination. For the single-user point-to-point channel, we study the joint power control and beamforming problem and address the channel magnitude and direction quantization codebook design problem. It is shown that uniform quantization of the channel magnitude (in dB scale) is asymptotically optimal regardless of the channel distribution. The analysis further derives the optimal split of feedback bandwidth between the magnitude and direction quantization codebooks. For the multiuser broadcast channel, we first prove the sufficiency of a product magnitude-direction quantization codebook for managing the multiuser interference. We then derive the optimal split of feedback bandwidth across the users and their magnitude and direction codebooks. The optimization results reveal an inherent structural difference between the single-user and multiuser quantization codebooks: a multiuser codebook should have a finer direction quantization resolution as compared to a single-user codebook. It is further shown that the users expecting higher rates and requiring more reliable communication should provide a finer quantization of their CSI. Finally, we determine the minimum required total feedback rate based on users' quality-of-service constraints and derive the scaling of the system performance with the total feedback rate.

本文係利用高頻資料研究股票指數期貨的到期日效應，考量到中國的衍生性商品起步甚晚，相關研究不如台灣來的多，因此選取中國的滬深300股指期貨市場作為本研究的主題，希望能夠為後續有興趣的研究者提供參考。但是因為中國市場的資料取得不易，本文所使用的樣本資料只為期兩年，選取2010年4月16日到2012年4月20日的滬深300股指期貨的1分鐘高頻數據作為原始數據。 本文目的在於研究滬深300股指期貨經由考慮成交量、價格反轉以及波動度的到期日效應，實證結果發現在期貨到期日當天與隔一天的某些交易時段明顯存在著型0、型I與型II價格反轉，成交量檢驗指出，到期日成交量明顯大於非到期日成交量，波動度異常檢驗顯示，到期日收盤前五分鐘的波動度有異常放大的現象。本文的實證結果部分，利用模擬投資策略去檢驗價格反轉在經濟上是否有意義，發現價格反轉不只是在統計上顯著，同樣也是具有經濟意義的，但是把資料依據時間區分為前後兩部分並做檢驗之後也發現，這種經濟意義會隨著時間而呈現遞減的狀態。 / The central idea of this thesis is studying expiration effects of stock index futures. As we know, China stock index futures market, which is also known as CSI 300 Index futures market, is experiencing its early stage with fewer related studies comparing to Taiwan stock futures market. In order to provide research references for succeeding researchers interested in CSI 300 Index futures market. However, having difficulties collecting high frequency market data from CSI 300 Index futures market, we use only two years data from the beginning of CSI 300 Index futures market. The main purpose of this thesis is to study the expiration effect of CSI 300 Index futures by from three aspects, price reversals, volume effects and abnormal return volatility. The empirical results shows that type 0, type I and type II existed in several trading hours in both the expiration day and the next trading day. Second, it indicated that the trading volume in expiration days is significantly larger than in non-expiration days. Third, the empirical result also pointed out that magnified return volatilities existing in five minutes before market closes on the expiration day. Moreover, we used simulated investment strategies as analysis tools and found that price-reversal effect is significant on economical basis. However, we discovered that the level of these effects is declining gradually from the beginning to the end of data period.

Background and Problem: CSI is a topic with a limited amount of research despite it being a very relevant issue and that its counter pole CSR is one of today’s most popular subjects to study. In both areas there is a gap in the literature regarding the apparel industry where there CSI can be evident in many different aspects, especially in the production process. In the FMCG market, the demand for apparel that has been produced ethically has increased over the years. Still, the importance that the consumers place on ethical attributes in their purchase decisions is rather unknown. Purpose: The study's purpose is to investigate the young consumers’ emotions towards FMCG apparel corporations in order to see if CSI actions give them a negative attitude. It will further be explored to see if the attitude towards the corporations reflects in their intentional purchase behavior and their actual behavior. This will provide insight to the young consumers’ knowledge and interest for CSI, aiding corporations in their quest for excellence when it comes to consumer relationships. Method: This research is done through a deductive, qualitative research. A literature review is done to create a great understanding to the concepts of CSI, consumer attitudes and planned behavior. Four focus groups are conducted as a base for the empirical findings. Further, these two chapters are compared in an analysis to get an understanding about the young consumers’ attitudes towards corporations acting unethically and the affects it may have on their planned behavior. Conclusion: Based on the analysis, the study found clear evidence that the participants have a negative attitude towards corporations’ CSI activities. However, these attitudes did not, as theory suggests, have any effect on the participants’ intended and actual purchasing behavior. Instead it is shown that young consumers base their decisions on contextual factors, where the most significant one is price.

In this study it is argued that organisations can contribute to development through their Corporate Social Responsibility Initiatives (CSR). Therefore one should consider CSR programmes similar to development programmes and should be managed accordingly. When one communicates in a development context it happens within the extensive field of development communication. In this field the participatory approach to development communication is regarded as the normative approach. In view of this, this study argues that communication in CSR programmes should conform to the principles of the participatory approach. Participatory evaluation is one of the elements of the participatory approach; therefore the evaluation of programmes should adhere to the principles of the participatory approach to contribute to sustainable development. For this reason this study is informed by the relevant principles of the participatory approach to evaluation: dialogue; participation; empowerment and diversity. These principles of participatory evaluation are rooted in the mentioned principles and they are: partnership; participation in evaluation; acknowledgement of local knowledge; empowerment and change. The financial sector in South Africa is one of the largest financial contributors towards CSR. As a result, two financial organisations were chosen to be studied. The research question of this study is: What is the nature of the communication during evaluation of CSR programmes in the financial sector? A qualitative approach is used in this study to obtain the relevant information. Qualitative content analysis, semi-structured interviews and focus groups were used as research methods. The conclusion is made that none of the five programmes in this study use participatory evaluation to evaluate their CSR programmes. In two of the programmes a limited partnership is identified between the organisation and/or the program leader and the beneficiaries, while no partnership was found in the other three programmes. Limited participation from the beneficiaries of the two programmes during evaluation was observed; hence limited local knowledge is recognised in these two programmes. It was also found that only two programmes' beneficiaries are empowered through evaluation and only these two programmes changed according to the beneficiaries’ input. These findings that were made through an empirical study indicate that in spite of the limited presence of some principles of participatory evaluation in two of the five programmes, neither of the organisations uses participatory evaluation methods to evaluate their CSR programmes. / Thesis (MA (Communication Studies))--North-West University, Potchefstroom Campus, 2013

In this study it is argued that organisations can contribute to development through their Corporate Social Responsibility Initiatives (CSR). Therefore one should consider CSR programmes similar to development programmes and should be managed accordingly. When one communicates in a development context it happens within the extensive field of development communication. In this field the participatory approach to development communication is regarded as the normative approach. In view of this, this study argues that communication in CSR programmes should conform to the principles of the participatory approach. Participatory evaluation is one of the elements of the participatory approach; therefore the evaluation of programmes should adhere to the principles of the participatory approach to contribute to sustainable development. For this reason this study is informed by the relevant principles of the participatory approach to evaluation: dialogue; participation; empowerment and diversity. These principles of participatory evaluation are rooted in the mentioned principles and they are: partnership; participation in evaluation; acknowledgement of local knowledge; empowerment and change. The financial sector in South Africa is one of the largest financial contributors towards CSR. As a result, two financial organisations were chosen to be studied. The research question of this study is: What is the nature of the communication during evaluation of CSR programmes in the financial sector? A qualitative approach is used in this study to obtain the relevant information. Qualitative content analysis, semi-structured interviews and focus groups were used as research methods. The conclusion is made that none of the five programmes in this study use participatory evaluation to evaluate their CSR programmes. In two of the programmes a limited partnership is identified between the organisation and/or the program leader and the beneficiaries, while no partnership was found in the other three programmes. Limited participation from the beneficiaries of the two programmes during evaluation was observed; hence limited local knowledge is recognised in these two programmes. It was also found that only two programmes' beneficiaries are empowered through evaluation and only these two programmes changed according to the beneficiaries’ input. These findings that were made through an empirical study indicate that in spite of the limited presence of some principles of participatory evaluation in two of the five programmes, neither of the organisations uses participatory evaluation methods to evaluate their CSR programmes. / Thesis (MA (Communication Studies))--North-West University, Potchefstroom Campus, 2013

Dans cette thèse, nous avons utilisé la théorie des matrices et les propriétés d'algèbre linéaire pour concevoir de nouveaux précodeurs MIMO basés sur la distance euclidienne minimale (max-dmin) entre les points des constellations reçues. A cause de la grande complexité de résolution engendrée par le nombre d'antennes et le nombre de symboles dans la constellation utilisée, ce type de précodeur n'existait auparavant que pour 2 voies d'émission et des modulations simples. Nous l'avons dans un premier temps étendu à la modulation MAQ-16, avant de généraliser le concept pour toute modulation MAQ. L'utilisation des fonctions trigonométriques a ensuite permis une nouvelle représentation du canal à l'aide de deux angles, ouvrant la voie à un précodeur dmin pour trois voies de données. Grâce à ce schéma, une extension non-optimale du précodeur max-dmin pour un nombre impair de flux de symboles utilisant des modulations MAQ est obtenue. Lorsqu'une détection par maximum de vraisemblance est utilisée, le nombre de voisins fournissant la distance minimale est également très important pour le calcul du TEB. Pour prendre en compte ce paramètre, un nouveau précodeur, sans rotation possible, est considéré, menant à une expression moins complexe et un espace de solutions restreint. Enfin, une approximation de la distance minimale a été dérivée en maximisant la valeur minimale des éléments diagonaux de la matrice maximisant le RSB. L'avantage majeur de cette conception est que la solution est disponible pour toute modulation MAQ rectangulaire et pour tout nombre de flux de symboles.

I dagens samhälle är det allt viktigare för företag att behålla sina existerande kunder då konkurrensen blir allt hårdare. Detta medför att företag försöker vidta åtgärder för att vårda relationer med sina kunder. Detta problem är även högst relevant inom IT-branschen. Inom IT-branschen är det vanligt att arbeta agilt i IT-projekt. Vår samarbetspartner har sett ett ökat behov av att mäta servicekvalitet på ett återkommande sätt inom IT-projekt, detta för att mäta relevanta variabler som sträcker sig utanför kravspecifikationen. För att mäta framgång gällande detta arbetssätt vill man kunna mäta Nöjd Kund Index (NKI) för att kunna jämföra IT-projekt internt i företaget. Då tidigare forskning visat avsaknad av modeller innehållande både mätning av servicekvalitet samt NKI har lämplig litteratur studerats där det framkommit att modellen SERVQUAL är vedertagen för mätning av servicekvalitet och modellen American Customer Satisfaction Index (ACSI) är vedertagen för mätning av NKI. Detta har legat till grund för arbetets problemformulering och syfte. Syftet med arbetet är att skapa en vidareutvecklad modell för mätning av NKI för att jämföra IT-projekt internt samt återkommande mätning av servicekvalitet inom IT-projekt. Framtagande av denna modell har sedan skett genom forskningsstrategin Design and Creation. Intervjuer har genomförts för kravfångst till den vidareutvecklade modellen. Resultatet av denna forskningsstrategi blev sedan en vidareutvecklad modell baserad på ovan nämnda modeller med återkommande förhållningssätt för mätning av servicekvalitet inom IT-projekt och mätning av NKI för att jämföra IT-projekt internt i företaget. Den framtagna modellen har sedan verifierats genom ytterligare intervjuer med respondenter som innehar god erfarenhet från kundsidan av IT-projekt. Från dessa intervjuer kunde sedan slutsats dras att denna modell är att anse som applicerbar i empirin gällande IT-projekt. / In today's society, it is increasingly important for companies to retain their existing customers when competition becomes increasingly fierce. This means that companies are trying to take steps to nurture relationships with its customers. This problem is very relevant in the IT industry. In the IT industry, it is common to work agile in IT projects. Our partner has seen an increased need to measure service quality with a regular approach in IT projects, in order to measure the relevant variables that extend beyond the specifications. To measure success regarding this approach would be to measure Customer Satisfaction Index (CSI) of IT projects. As previous research demonstrated the absence of models containing both the measurement of service quality and CSI have literature studied where it emerged that the model SERVQUAL is established for the measurement of service quality and model the American Customer Satisfaction Index (ACSI) is established for the measurement of CSI. This has been the basis of work problem and purpose. The aim is to create an improved model for the measurement of CSI between IT projects and recurring measurement of service quality in IT projects. Creation of this model has been made through research strategy Design and Creation. Interviews have been conducted for requirements capture to the refined model. The result of this research strategy was then a further developed model based on the above models with recurring approach for the measurement of service quality in IT projects and measurement of CSI between IT projects. The resulting model is then verified through further interviews with respondents holding good experience from the customer side of IT projects. From these interviews conclusion could be drawn that this model is considered to be applicable in the empirical data regarding IT projects.

In wireless communication systems, the use of multiple antennas, also known as Multiple-Input Multiple-Output(MIMO) communications, is now a widely accepted and important technology for improving their reliability and throughput performance. However, in order to achieve the performance gains predicted by the theory, the transmitter and receiver need to have accurate and up-to-date Channel State Information(CSI) to overcome the vagaries of the fading environment. Traditionally, the CSI is obtained at the receiver by sending a known training sequence in the forward-link direction. This CSI has to be conveyed to the transmitter via a low-rate, low latency and noisy feedback channel in the reverse-link direction. This thesis addresses three key challenges in sending the CSI to the transmitter of a MIMO communication system over the reverse-link channel, and provides novel solutions to them. The first issue is that the available CSI at the receiver has to be quantized to a finite number of bits, sent over a noisy feedback channel, reconstructed at the transmitter, and used by the transmitter for precoding its data symbols. In particular, the CSI quantization technique has to be resilient to errors introduced by the noisy reverse-link channel, and it is of interest to design computationally simple, linear filters to mitigate these errors. The second issue addressed is the design of low latency and low decoding complexity error correction codes to provide protection against fading conditions and noise in the reverse-link channel. The third issue is to improve the resilience of the reverse-link channel to fading. The solution to the first problem is obtained by proposing two classes of receive filtering techniques, where the output of the source decoder is passed through a filter designed to reduce the overall distortion including the effect of the channel noise. This work combines the high resolution quantization theory and the optimal Minimum Mean Square Error(MMSE) filtering formulation to analyze, and optimize, the total end-to-end distortion. As a result, analytical expressions for the linear receive filters are obtained that minimize the total end-to-end distortion, given the quantization scheme and source(channel state) distribution. The solution to the second problem is obtained by proposing a new family of error correction codes, termed trellis coded block codes, where a trellis code and block code are concatenated in order to provide good coding gain as well as low latency and low complexity decoding. This code construction is made possible due to the existence of a uniform partitioning of linear block codes. The solution to the third problem is obtained by proposing three novel transmit precoding methods that are applicable to time-division-duplex systems, where the channel reciprocity can be exploited in designing the precoding scheme. The proposed precoding methods convert the Rayleigh fading MIMO channel into parallel Additive White Gaussian Noise(AWGN) channels with fixed gain, while satisfying an average transmit power constraint. Moreover, the receiver does not need to have knowledge of the CSI in order to decode the received data. These precoding methods are also extended to Rayleigh fading multi-user MIMO channels. Finally, all the above methods are applied to the problem of designing a low-rate, low-latency code for the noisy and fading reverse-link channel that is used for sending the CSI. Simulation results are provided to demonstrate the improvement in the forward-link data rate due to the proposed methods. Note that, although the three solutions are presented in the context of CSI feedback in MIMO communications, their development is fairly general in nature, and, consequently, the solutions are potentially applicable in other communication systems also.

Les dévellopements récents des faisceaux exotiques, et en particulier avec le dispositif SPIRAL du GANIL, nous ont permis d'initier l'étude, dans l'9He, de l'inversion de couches déjà observée dans les isotone N=7, pour le 11Be et le 10Li. Une partie du travail est consacré à l'étude et au développement d'un détecteur servant aussi de cible (cible active) appelé MAYA, ainsi qu'au développement des outils informatiques nécessaires à son exploitation. l'9He a été étudier par la détermination des propriétés de ses états isobariques analogues (IAS) dans le 9Li. Les caractéristiques de ces états IAS sont obtenues par l'analyse des résonances dans les sections efficaces de diffusion élastique, du système 8He+p entre 2 et 3.9 MeV/n. Une étude rapide des réaction (p,d) et (p,t) est aussi présenté. Cette étude a permis, par la comparaison des résultats expérimentaux et des calculs de diffusion potentielle avec résonances, une assignation de spin et parité pour deux états de l'9He.