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The Construction and Application of Hybrid Factor ModelTao, Yun-jhen 28 July 2010 (has links)
A Multifactor model is used to explain asset return and risk and its explanatory power depends on common factors that the model uses. Researchers strive to find reasonable factors to enhance multifactor model¡¦s efficiency. However, there are still some unknown factors to be discovered. Miller (2006) presents a general concept and structure of hybrid factor model. The study follows the idea of Miller (2006) and aims to build a complete flow of constructing hybrid factor model that is based on fundamental factor model and statistical factor models. We also apply the hybrid factor model to the Taiwan stock market.
We assume that a fundamental factor model is already developed and therefore this study focuses on building the second stage, statistical factor model. Principal Component Analysis is used to form statistical factor and spectral decomposition is used to prepare data for principal component analysis. Those methods are applied to stocks on the Taiwan Stock Exchange in the period of January 1, 2000 to December 31, 2009. This study presents a complete construction flow of hybrid factor models and further confirms that a hybrid factor model is able to find missing factors in a developing market such as Taiwan¡¦s stock market. The study also discovers that the missing factors might be market factor and extensive electronic industry factor.
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A p-cell approach to integer gate sizingDoddannagari, Uday 15 May 2009 (has links)
Standard-Cell-library-based design
ow is widely followed in the Application Specific
Integrated Circuit(ASIC) industry. Most of the realistic cell libraries are geometrically
spaced introducing significant sparseness in the library. This is because uniformly
spaced gate sizes would result in a large number of gate sizes and maintaining the
huge volume of data for this number of gate sizes is difficult. This thesis aims to
propose a practical approach to implement integer gate sizes. A parameterized cell
(p-cell) approach to the generation of layouts of standard gates is presented. The use
of constant delay model for gate delay estimation is proposed which eliminates the
need for maintaining huge volumes of delay tables in the standard cell library. This
approach has tremendous potential since it greatly simplifies the standard-cell-based
design methodology and can give significant power and area savings.Power and area
savings of up to 28% are possible using this approach.
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Design of Model Reference Adaptive Sliding Mode Tracking Controllers for Mismatched Uncertain Dynamic SystemsChen, Hung-an 13 July 2004 (has links)
Based on the Lyapunov stability theorem, a model reference adaptive sliding mode control scheme is proposed in this thesis for a class of multi-input multi-output (MIMO) dynamic systems with mismatched model uncertainties and external disturbances in order to solve robust tracking problems. In this method, the adaptive mechanism is employed both in sliding surface function and control effort so that once the dynamics of the controlled system enters the sliding surface, the state trajectories of system can achieve asymptotical stability even if the mismatched perturbations exist. In addition, with an adaptive mechanism embedded in the proposed control scheme, the controller will asymptotically adapt the unknown upper bound of perturbations so that the information of upper bound of perturbations is not required. A numerical example and a practical experiment are given for demonstrating the feasibility of the proposed control scheme.
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Image Restoration for Noncausal Image ModelTsai, Jeng-Shiun 04 September 2004 (has links)
Image generating system is usually considered as a noncausal system. The
Kalman filter and the Wiener filter are two important linear filters for signal
estimation. They are developed for the causal signal and noncausal signal respectively.
However, the Kalman filter can also be applied to the noncausal system by rewriting
the signal generating equation. In this thesis, we study the performance of the Wiener
filter and the Kalman filter applied to image restoration.
Our experiments have demonstrated that the rank of list for error performance is:
the full order Winner filter, the Kalman filter, the reduced Kalman filter, the
three-order Wiener filter. This performance is consisted with the amount of data used
in the linear estimation. On the other hand the list for computation performance is as
following: the reduced Kalman filter, the three-order Wiener filter, the Kalman filter,
the full order Wiener filter. The efficiency of the reduced Kalman filter can be
understood by the computation saving of huge updating procedures. It should be
noted that the efficiency of applying the regular Kalman filter in this thesis is
achieved by fully employed the special form of system matrix involved.
In addition to the above noncausal image model, a causal image model can also
be built if the central pixel is assumed to be affected only by the left and the upper
pixels. The second model is not natural but is obviously advantageous in computation
efficiency compared to the first model. However, the first model is much better than
the second model error performance. Therefore, it is suggested that the natural image
should be modeled as a noncausal model.
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An Analysis of E-learning Innovation and Impact using a Hypercube ModelLee, Ying-hua 13 July 2005 (has links)
This study utilizes an electronic learning (E-learning) innovation model to analyze the differences in technological knowledge, learning service delivery model and impact on the stakeholders. The results indicated that the innovation from traditional classroom learning to E-learning is radical for learner and instructor, leading to drastic changes in the technology knowledge and learning related service delivery model. Thereafter, the critical impacts of e-learning innovations on the stakeholders are identified.
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noneShiue, Shing-hwa 27 July 2005 (has links)
People used to be fiscally conservative and shopping used to be very easily satisfied by the consumers due to its economic malaise. But because of higher income and better living quality these days, People have the tendency of spending more money for a more luxurious services like the old days. As a result, tranditional department stores have changed and improved their ways of dealing with customers by developing new formulaion of hardware and software. And in combination of corporation¡¦s new technology, new ways of shopping method has been formed. They call it the ¡§business community¡¨.
This is a study from ¡§diamond model¡¨ by Micheal E.Porter in 1990. He stated that in order to win the market over, you need to find out what consumers and the market are looking for. You need to find out what consumers and the market are looking for. You¡¦ll also have to know who your rivals sre and what elements are required for this project. Of course once you have an idea of it all, you will know much capital you need in order to establish your own business. Survey was taken from three main cities in which are Taipei, Taichung, and Kaoshiong areas in Taiwan. Thirty different stores in the survey were used to see which ones the consumers desire the most.
This research has found and shown what are needed in order to improve the sales volume for the tranditional department stores, what tranditional department stores are facing these days, and the roles that are played by the government and the competitors. Especially the government, they hold every right to allow or disallow your business. That makes them the protagonist of it all. Every enterprise has its pros and cons. However, when it comes to increasing their sales volume and development, the government¡¦s participation is strongly suggested in order to give out better ideas and advice.
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Numerical modeling for internal solitary wave evolution on variable topographyCheng, Ming-Hung 20 June 2006 (has links)
The good of this thesis is to apply a numerical model for studying waveform of an internal solitary wave (ISW) on variable seabed topography. The numerical model developed by Lynett and Liu (2002) is adopted for this work but with modification to improve its accuracy, both mathematically and in programming codes. Numerical experiments using the modified model are then performed and the results compared with laboratory experiments of Kuo (2005), in order to validate its accuracy.
The mathematical model derived in the present study is based on the assumption that an internal wave is weakly nonlinear and weakly dispersive in an inviscid fluid. The governing equations based on the continuity equation and Euler equations are solved for ISW propagation over variable topography. The input conditions for the numerical experiments include physical parameters related to water depth and geometry of submarine obstacle, such as depth ratio between upper and lower layers (H1/H2), height (hs) and type (triangular ridge and trapezoidal shelf) of obstacles, in addition to the amplitude (ai) of an incident ISW. From the results of numerical experiments, wave amplitude, phase speed, and wave energy of a transmitted ISW are obtained and compared with that of laboratory experiments. (Kuo, 2005)
ISW propagation over a single obstacle is affected by a dimensionless parameter called ¡§blockage parameter", £a= (a1+h1)/(h1+h2-hs). Three types of interaction may be classified (weak interaction, moderate interaction, and wave breaking) depending on the value of£a . For an ISW propagating over two consecutive obstacles, the interval between them is significant in reducing its amplitude and energy, as the interval reduces. Moreover, the effect of relative height between two obstacles may also be classified into two types: (i) within the range of weak interaction, energy dissipation is less for a high obstacle first than for it as the second; (ii) within the range of moderate interaction, the energy dissipation is higher for a high obstacle first than for it as the second.
Further comparisons have shown that the modified numerical model is in better agreement with the results of laboratory experiments (Kuo, 2005) than the original model of Lynett and Liu (2002). The results obtained from the present numerical experiments for ISW evolution on variable topography is encouraging which could benefit other who may be interested in internal wave propagation for practical applications in oceanography.
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A Business Model Research Related to 3G mobile-commerceYANG, YA-CHING 26 June 2006 (has links)
The global mobile telecommunications service market has witnessed
an explosion of users after telecommunication liberalization, and the
market is still growing. The global mobile phone subscribers will climb to
2 billion by the end of 2005, accounting for 1/3 of the global population.
In the meantime, mobile communications system evolves into the 3rd
generation system, which has wider bandwidth and higher transmission
speed. Except for the pure voice services, mobile services increase variousvalue added services, helping mobile operators generate new revenues andfight back the declining voice ARPU. Consequently, mobile contentproviders, which creating, producing, aggregating and publishing themobile content, are attracted to this important emerging industry.
In sum, mobile phone is a new media, which has great potential. At
this moment, large mobile content providers grow quickly through
acquisition. The global business scale is forming. On the other hand,
giant brand media gradually enter the mobile content industry and enhancethe competition of the industry.After the telecommunication liberalization, Taiwan mobilesubscribers had grown dramatically in the late 1990s and now the market ismatured.Therefore, the value added services are more important to the mobileindustry. However, compare to the other countries, Taiwan market islimited and lack of economic of scale. Also, Taiwan subscribers do not get used to the mobile Internet, and the voice service is the most part of usage.
The percentage of mobile data revenue is 5% only, far below that of Koreaand Japan. The whole environment is unfavorable to the mobile contentproviders.To break through the development bottleneck in Taiwan, this researchoffers the following suggestions.(1) The large mobile content aggregators / publishers should establish thebrand awareness and customer loyalty, based on the stable,differentiate, and various content products, convenient market channels,and superior community management.(2) The smaller mobile content providers with limited resources shouldverify and reinforce the core competence, look for the complementaryresources setting up an agreement or alliance to enhance thecompetitive advantage.(3) Content providers should think about the global oriented products whendesigning the product, which is favorable for export.Besides, the mobile operators and government should play animportant role to establish the friendly environment to boost the mobile content industry.
1. Only integrated business platform can satisfy users expectations of MC and such platforms providers hold the role of value distributor in MC value net.
2. Leaderships are proved again the key driving force to lead corporate exploring MC opportunities, especially the leaders¡¦ vision and strategic move of focusing on business platform rather than product activates new core competences which can generate new values.
3. Integrality of MC business platform determines its competition advantages, while the extensibility of which determines its potential market scale.
4. Products or serviced with clear core functions, simple operation and easy user interface will win the MC game. Sophisticated and complicated integration products only brings hurdle to the majority of end users.
5. Right tariff model turns the MC business platform to positive cycle. Challenge to new MC business platform providers is to convince relevant partners a beneficial intergrowth model and, on the other hand, accept ion of user value oriented tariff model, e.g. flat rate, to lower down users hurdle to adopt new service.
Keywords ¡G Mobile Commerce, Business Model
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Equivalent Model Extracting by the Least-square Estimation Method in Time Domain MeasurementHo, Wen-Bo 01 July 2000 (has links)
Equivalent model extracting by the least-square estimation method and optimation in time domain measurement.It discuss at the effect of step soure rising and how to use TDR measurements in high speed digital system.It can determine characteristic impedances of DUT,compute accurate models for inductance and capacitance,and predict interconnect component more accurately.
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Systematics of the Superdeformation in the frame of the Projected Shell ModelLee, Ching-Tsai 26 July 2000 (has links)
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