Spelling suggestions: "subject:"expected value"" "subject:"cxpected value""
21 |
Distribution de la valeur escomptée de la réserve IBNR avec un modèle lognormal et un taux d'intérêt aléatoireLi, Huimei 09 1900 (has links)
No description available.
|
22 |
探討大白鼠之風險選擇行為之神經機制 / Investigation of neural mechanisms of risky choice behavior in the rat楊仁豪, Yang, Jen Hau Unknown Date (has links)
「風險決策」行為非常普遍的存在於吾人之日常生活中,而選項所帶來的風險和獎勵是吾人進行決策時的重要考量因素。風險選擇的適當與否,對於個體的生存扮演著相當重要的角色。在以往的文獻中,對於決策的行為歷程已有所關注及探討,但對於風險選擇行為的神經生理機制迄今未明。本研究藉由大白鼠於T字迷津中,選擇確定之低酬賞或高不確定性之高酬賞的行為表現,進行風險選擇行為的探討。本研究中以兩項主要實驗,探討風險選擇行為之神經行為機制。實驗1a中,確定之低酬賞端固定呈現1顆食物粒,而高不確定性之高酬賞端則同時操弄酬賞物機率(50%、25%及12.5%)以及酬賞物的量(2、4及8顆),以系統性地檢驗期望值(0.5、1和2)於此風險選擇行為中扮演的角色。行為結果顯示當風險較低時,大白鼠會選擇高不確定性之高酬賞端;而風險較高時,則轉為選擇確定之低酬賞端。實驗1b中,系統性地施打不同劑量之安非他命,探討多巴胺系統在此風險選擇行為中之機制。實驗結果顯示施打安非他命後,大白鼠表現出相對地追求風險之行為,亦即選擇高不確定之高酬賞端之比例顯著高於控制組。實驗2中,藉由毀除大腦特定部位(依核、背外側之紋狀體、眶前額皮質、內側之前額皮質),檢驗風險選擇行為之神經基礎。毀除後之結果顯示,僅有依核受到毀除之大白鼠表現出相對地趨避風險之選擇行為。綜合以上結果,本研究建立之風險選擇行為與多巴胺有關,而依核在此行為歷程中扮演重要的調節角色。 / Many decisions people make every day involve uncertainty where both risks and rewards associated with each option need to be considered. Behavioral performance associated to risk-based choice appears wildly over the lifespan, and the fitness of risky choice behavior plays an important role in individual survival. Despite a growing body of research has focused to investigate the neurobiology of decision making, little is known about the neurobehavioral mechanisms of risky choice behavior. Based on a pilot work, this study used a T-maze to study decision under a probability-based risk in the rat. The subject was assessed on making choice to obtain either a large reward associated with risk of non-reward “empty” or a small reward ensured for every entry. Two experiments were conducted in this project to investigate neurobehavioral mechanisms of probabilistic risky choice behavior. In Experiment 1a, probabilistic risky choice behavior was systemically assessed under three expected values (0.5, 1.0, and 2.0) by manipulating the probabilities of reward presence (50%, 25%, and 12.5%) and the reward magnitude (2, 4, or 8 pellets) in the probabilistic high reward (PHR) arm. Behavioral data showed that the subject chose the probabilistic high reward in a lower risk condition but would shift to the choice of certain low reward (CLR) as the risk is increased. In Experiment 1b, the dose effects of amphetamine on this probabilistic risky choice task was tested to verify whether the dopaminergic mechanism was involved. Amphetamine, presumably activating brain dopamine systems, produced a relatively risk-seeking effect on the present behavioral task. In Experiment 2, the excitoneurotoxic lesion was conducted in the nucleus accumbens, the dorsolateral striatum, the orbitofrontal cortex, and the medial prefrontal cortex to examine the neural substrates for this probabilistic risky choice behavior. The results showed that the lesion of the nucleus accumbens significantly produced a relatively risk-averse effect on the present behavioral task, as compared to the lesions made on the other three brain areas. In conclusion, the probabilistic risky choice behavior established in the present study is dopamine dependent. And, the nucleus accumbens plays a major role of mediating this behavioral processing.
|
23 |
Application of economic analysis to evaluate various infectious diseases in VietnamPhuong, Tran Thi Thanh January 2017 (has links)
This thesis is composed of two economic evaluations: one trial-based study and one model-based study. In a recent study published in Clinical Infectious Diseases in 2011, a team of OUCRU investigators found that immediate antiretroviral therapy (ART) was not associated with improved 9-month survival in HIV-associated TBM patients (HR, 1.12; 95% CI, .81 toâ1.55; P = .50). An economic evaluation of this clinical trial was conducted to examine the cost-effectiveness of immediate ART (initiate ART within 1 week of study entry) versus deferred ART (initiate ART after 2 months of TB treatment) in HIV-associated TBM patients. Over 9 months, immediate ART was not different from deferred ART in terms of costs and QALYs gained. Late initiation of ART during TB and HIV treatment for HIV-positive TBM patients proved to be the most cost-effective strategy. Increasing resistance of Plasmodium falciparum malaria to artemisinin is posing a major threat to the global effort to eliminate malaria. Artesmisinin combination therapies (ACT) are currently known as the most efficacious first-line therapies to treat uncomplicated malaria. However, resistance to both artemisinin and partner drugs is developing and this could result in increasing morbidity, mortality, and economic costs. One strategy advocated for delaying the development of resistance to the ACTs is the wide-scale deployment of multiple first-line therapies. A previous modeling study examined that the use of multiple first-line therapies (MFT) reduced the long-term treatment failures compared with strategies in which a single first-line ACT was recommended. Motivated by observed results of the published modelling study in the Lancet, the cost-effectiveness of the MFT versus the single first-line therapies was assessed in settings of different transmission intensities, treatment coverages and fitness cost of resistance using a previously developed model of the dynamics of malaria and a literature âbased cost estimate of changing antimalarial drug policy at national level. This study demonstrates that the MFT strategies outperform the single first-line strategies in terms of costs and benefits across the wide range of epidemiological and economic scenarios considered. The second analysis of the thesis is not only internationally relevant but also with a focus towards healthcare practice in Vietnam. These two studies add significant new cost-effectiveness evidence in Vietnam. This thesis presents the first trial-based economic evaluation in Vietnam considers patient-health outcome measures as the participants have cognitive limitations (tuberculous meningitis), dealing with missing data along with the potential ways to handle this common problem by the use of multiple imputation, and the issues of censored costs data. Having identified these issues would support the decision makers or stakeholders including the pharmaceutical industry to devise a new guideline on how to implement a well-design trial-based economic evaluation in Vietnam in the future. Another novelty of this thesis is the introduction of the detailed of costing of drug regimens change in which the economic evaluations considering the drug policy change often do not include. This cost could be substantial to the healthcare system for retraining the staff and publishing the new guidelines. This thesis will document the costs incurred by the Vietnamese government by changing the first-line treatment of malaria, from single first-line therapy (ACT) to multiple first-line therapies.
|
24 |
Kvalifikační požadavky zadavatele u vodohospodářských staveb / The Qualification Requirements for Water Structures ContractorsHartman, Jan January 2014 (has links)
In the master thesis are explained terms related to public contract. The greatest attention is devoted the various types of qualification assumptions. The main objective is to compare qualification requirements of public works contracts in the field of water management structures. The analysis was performed on four specific public contracts, with an analysis of the differences between them were found. Public contract, open procedure, simplified sub-limit management, qualification, qualification requirements, the sponsor, the expected value, the law on public contracts.
|
25 |
Le rôle de l’insula dans la prise de décision risquée : apports de l’évaluation clinique suite à une résection focale unilatérale et de la neuroimagerie fonctionnelleVon Siebenthal, Zorina 12 1900 (has links)
L'insula a longtemps été considérée essentiellement comme une partie du « cerveau viscéral » du fait de son rôle dans le traitement des réponses physiologiques et viscérales. Or, depuis l’avènement de l’imagerie cérébrale fonctionnelle, son implication dans divers aspects du fonctionnement neuropsychologique est devenue bien établie. De plus en plus d’études suggèrent que le cortex insulaire joue un rôle clé dans les circuits responsables de la prise de décision risquée. L’hypothèse des marqueurs somatiques suggère que les émotions influencent nos décisions aux moyens de changements physiologiques internes et viscéraux. Il a été proposé que l'insula participe à la prise de décision risquée en représentant les états somatiques de la situation chargée émotionnellement et en projetant ces informations au cortex préfrontal ventro-médian, constituant ainsi une structure clé dans les circuits responsables de la prise de décision. Les théories actuelles avancent que l’insula serait davantage impliquée dans la prise de risque lorsque l’individu fait face à une perte potentielle plutôt qu'à un gain. Toutefois, bien que plusieurs études supportent un rôle dans le processus décisionnel, la contribution spécifique du cortex insulaire demeure énigmatique. Les études qui composent cette thèse visent à mieux comprendre la façon dont l'insula participe à la prise de risque aux moyens de tâches neuropsychologiques de gambling qui permettent de simuler des situations de prise de décision de la vie quotidienne.
La première étude neurocomportementale examine les conséquences d’une résection au cortex insulaire sur la capacité à prendre des décisions face à un risque potentiel, chez des patients épileptiques réfractaires à la médication qui ont subi une résection unilatérale de cette région. Leurs performances à deux tâches de gambling sont comparées à celles d’un groupe de patients ayant subi une chirurgie de l'épilepsie du lobe temporal (épargnant l’insula) et d’un groupe d’individus contrôles en santé. Les résultats mettent en évidence une altération du patron de prise de risque chez les patients avec résection insulaire, qui se traduit par une difficulté à ajuster leur choix en fonction de la valeur attendue (EV) (c’est-à-dire le ratio entre la magnitude et les probabilités des résultats possibles) de l’option risquée en condition de perte. Cette étude appuie l’idée selon laquelle la prise de décision risquée implique différents processus neuronaux selon si le risque implique un gain ou une perte potentielle.
La seconde visée de cette thèse porte sur l’évaluation spécifique de la valence, de l’ampleur, de la probabilité et de l’EV de l’option risquée à l’activité insulaire au cours d’une prise de décision. Au moyen de l’imagerie par résonnance magnétique fonctionnelle, l’activité cérébrale d’individus en santé a été enregistrée, alors qu’ils complétaient une tâche de jeu de hasard. Les résultats de l’étude suggèrent un rôle prédominant de l’insula dans l’ajustement des décisions risquées en fonction de l’EV. De plus, l’activité de l’insula pendant la prise de décision était influencée par la sensibilité à la punition des participants.
En somme, les données de cette thèse contribuent à une meilleure compréhension du rôle spécifique de l’insula à la prise de décision risquée et conduisent à une réflexion sur l’évaluation neuropsychologique des atteintes insulaires. / The insula has long been considered primarily as part of the « visceral brain » because of its role in the treatment of physiological and visceral responses. However, since the advent of functional brain imaging, its involvement in various aspects of neuropsychological functioning has become well established. More and more studies suggest that the insular cortex plays a key role in the circuits responsible for risky decision-making. The somatic marker hypothesis suggests that emotions influence our decisions by means of internal and visceral physiological changes. It has been proposed that the insula participates in risky decision-making by representing the somatic states of the emotionally charged situation and projecting this information to the ventromedian prefrontal cortex, thus constituting a key structure in the circuits responsible for decision. Current theories argue that the insula would be more involved in risk taking when the individual faces a potential loss rather than a gain. However, although several studies support a role in the decision-making process, the specific contribution of the insular cortex remains enigmatic. The studies that make up this thesis aim to better understand how the insula participates in risk taking with neuropsychological tasks of gambling that can simulate decision-making situations of everyday life.
The first neurobehavioral study examines the consequences of insular cortex resections on the ability to make decisions about potential risk in drug-refractory epileptic patients who have undergone unilateral resection of this region. Their performance in two gambling tasks is compared to a group of patients who had surgery for temporal lobe epilepsy (sparing the insula) and a group of healthy control. The results highlight an alteration of risk taking in patients with insular resection, which results in difficulty in adjusting their choice according to the expected value (EV) (i.e. the ratio between the magnitude and probabilities of possible outcomes) of the risky option in the loss condition. This study supports the idea that risky decision making involves different neural processes depending on whether the risk involves a potential gain or loss.
The second aim of this thesis deals with the specific assessment of the valence, magnitude, probability and EV of the risky option to insula activity during a decision-making process. Using functional magnetic resonance imaging, the brain activity of healthy individuals was recorded as they completed a gambling task. The results of the study suggest a predominant role of the insula in adjusting risky decisions based on EV. In addition, the activity of the insular cortex during decision-making was influenced by the participants' sensitivity to punishment.
In sum, the data from this thesis contribute to a better understanding of the specific role of the insula in risky decision-making and lead to a reflection on the neuropsychological evaluation of insular lesions.
|
26 |
模糊隨機變數在線性迴歸模式上的應用 / Fuzzy Random Variables and Its Applications in Fuzzy Regression Model曾能芳 Unknown Date (has links)
傳統迴歸分析是假設觀測值的不確定性來自於隨機現象,本文則應用模糊隨機變數概念於迴歸模式的架構,考慮將隨機現象和模糊認知並列研究。針對樣本模糊數(x<sub>i</sub>, Y<sub>i</sub>),我們進行模糊迴歸參數估計,並稱此為模糊迴歸模式分析。模糊迴歸參數估計大都採用線性規劃,求出適當區間,將觀測模糊數Y<sub>i</sub>的分佈範圍全部覆蓋。但是此結果並不能充分反映觀測樣本Y<sub>i</sub>的特性。本研究提出一套模糊迴歸參數的估計方法,其結果對觀測樣本的解釋將更為合理,且具有模糊不偏的特性。在分析過程中,我們亦提出一些模糊統計量如模糊期望值、模糊變異數、模糊中位數的定義,以增加對這些參數的模糊理解。最後在本文中也針對台灣景氣指標與經濟成長率作實務分析,說明模糊迴歸模式的適用性。 / Conventional study on the regression analysis is based on the conception that the uncertainty of observed data comes from the random property. However, in this paper we consider both of the random property and the fuzzy perception to construct the regression model by using of fuzzy random variables. For the fuzzy sample (x<sub>i</sub>,Y<sub>i</sub>), we will process the parameters estimation of the fuzzy regression, and we call this process as fuzzy regression analysis. The parameters estimation for a fuzzy regression model is generally derived by the linear programming scheme. But it's result usually doesn't sufficiently reflect the characteristics of the observed samples. Hence in this paper we propose an alternative technique for parameters estimation in constructing the fuzzy regression model. The result will describe the observed data better than the conventional method did, moreover it will have the fuzzy unbiased properties. For the purpose of fuzzy perception on the fuzzy random variables, we also give definitions for certain important fuzzy statistics such as fuzzy expected value, fuzzy variance and fuzzy median. Finally, we give an example about the Taiwan Business Cycle and the Taiwan Economic Growth Rate for illustration.
|
27 |
變動樣本大小的無母數平均值管制圖之研究 / Study of nonparametric mean control chart with variable sample sizes周遊宇, Zhou, Youyu Unknown Date (has links)
自舒華特發明以管制圖監測製程以來,管制圖在工程的應用日趨重要。在特殊工程中,一個高效的管制圖方法尤為重要。基於此項事實,在文獻中各式各樣的管制圖層出不窮且技術日益完善。但傳統管制圖往往受制于常態分佈,因此在無母數管制圖研究方向仍有大量工作值得探討。於是本文在母體分佈未知情況下,推廣Yang (2015)的無母數平均值管制圖方法建立變動樣本指数加权移动平均管制圖,VSS EWMA-np control chart。新的管制圖將變動樣本大小(VSS)和指數加權移動平均(EWMA)方法結合建立一種新的管制圖方法,並用這種新型管制圖監測未知分佈母體的平均值是否發生變動。而為了監測平均數是否發生變化,也為了減少抽樣損失,本文評估管制圖監測效力的指標為管制圖偵測出異常訊息所需抽樣的樣本數期望值(EN)、平均連串長度(ARL)和平均觀測值總數(ANOS)。從本文的比較結果看出新的變動樣本指數加權移動平均管制圖擁有更好的失控偵測力。 / Since Shewhart invention control chart monitor the process, control charts are increasingly important in engineering applications. In special projects, an efficient control chart is especially important. Based on this fact, the various kinds of control charts in the literature are not poor and the technology is improving. However, traditional control charts are often subject to normal distribution, so there is still a lot of work to be discussed in the direction of the study of non-parametric control charts. So in this paper under unknown distribution in the matrix, Yang (2015) established on the basis of the theory of a non-parametric method of control chart - Exponentially Weighted Moving Average Control Chart with Variable Sampling Sizes (VSS EWMA - np control chart). New control chart will change the sample size (VSS) and exponential weighted moving average (EWMA) method to establish a new control chart, and use new control chart for monitoring the mean of unknown distribution matrix is changed. And whether to monitor the average changes in order to reduce the loss of sampling, this paper mainly evaluate control chart for monitoring the effectiveness of the statistics for the expected value of the sample size (EN), the average run length (ARL) and the average number of observations to signal (ANOS). From the comparison shown in this paper, the new control chart has better detection.
|
28 |
[pt] ANÁLISE ESTOCÁSTICA DA CONTRATAÇÃO DE ENERGIA ELÉTRICA DE GRANDES CONSUMIDORES NO AMBIENTE DE CONTRATAÇÃO LIVRE CONSIDERANDO CENÁRIOS CORRELACIONADOS DE PREÇOS DE CURTO PRAZO, ENERGIA E DEMANDA / [en] STOCHASTIC ANALYSIS OF ENERGY CONTRACTING IN THE FREE CONTRACT ENVIRONMENT FOR BIG CONSUMERS CONSIDERING CORRELATED SCENARIOS OF SPOT PRICES, ENERGY AND POWER DEMANDDANIEL NIEMEYER TEIXEIRA PAULA 27 October 2020 (has links)
[pt] No Brasil, grandes consumidores podem estabelecer seus contratos de energia elétrica em dois ambientes: Ambiente de Contratação Regulado e Ambiente de Contratação Livre. Grandes consumidores são aqueles que possuem carga igual ou superior a 2 MW e podem ser atendidos sob contratos firmados em quaisquer um desses ambientes. Já os consumidores com demanda contratada inferior a 2 MW e superior a 500 kW podem ter seu contrato de energia estabelecido no Ambiente de Contratação Livre proveniente de geração de energia renovável ou no Ambiente de Contratação Regulada através das distribuidoras de energia. A principal vantagem do Ambiente de Contratação Livre é a possibilidade de negociar contratos com diferentes parâmetros, como, por exemplo, preço, quantidade de energia e prazo. Eventuais diferenças entre a energia contratada e a consumida, são liquidadas ao preço de energia de curto prazo, que pode ser bastante volátil.Neste caso o desafio é estabelecer uma estratégia de contratação que minimize os riscos associados a este ambiente. Esta dissertação propõe uma metodologia que envolve a simulação estatística de cenários correlacionados de energia, demanda máxima e preço de curto prazo (também chamado de PLD – Preço de Liquidação das Diferenças) para serem inseridos em um modelo matemático de otimização estocástica, que define os parâmetros ótimos da contratação de energia e demanda. Na parte estatística, um modelo Box e Jenkins é usado para estimar os parâmetros das séries históricas de energia e demanda máxima com o objetivo de simular cenários correlacionados com o PLD. Na parte de otimização, emprega-se uma combinação convexa entre Valor Esperado (VE) e Conditional Value-at-Risk (CVaR) como medidas de risco para encontrar os valores ótimos dos parâmetros contratuais, como a demanda máxima contratada, o volume mensal de energia a ser contratado, além das flexibilidades inferior e superior da energia contratada. Para ilustrar a abordagem proposta, essa metodologia é aplicada a um estudo de caso real para um grande consumidor no Ambiente de Contratação Livre. Os resultados indicaram que a metodologia proposta pode ser uma ferramenta eficiente para consumidores no Ambiente de Contratação Livre e, dado à natureza do modelo, pode ser generalizado para diferentes contratos e mercados de energia. / [en] In Brazil, big consumers can choose their energy contract between two different energy environments: Regulated Contract Environment and Free Contract Environment. Big consumers are characterized by installed load capacity equal or greater than 2 MW and can firm an energy contract under any of these environments. For those consumers with installed load lower than 2 MW and higher than 500 kW, their energy contracts can be firmed in the Free Contract Environment using renewable energy generation or in the Regulated Contract Environment by local distribution companies. The main advantage of the Free Market Environment is the possibility of negotiating contracts with different parameters such as, for example, price, energy quantity and deadlines. Possible differences between contracted energy and consumed energy are settled by the spot price, which can be rather volatile.
In this case, the challenge is to establish a contracting strategy that minimize the associated risks with this environment. This thesis proposes a methodology that involves statistical simulation of correlated energy, peak demand and Spot Price scenarios to be used in a stochastic optimization model that defines the optimal energy and demand contract parameters. In the statistical part, a Box and Jenkins model is used to estimate parameters for energy and peak demand in order to simulate scenarios correlated with Spot Price. In the optimization part, a convex combination of Expected Value (EV) and Conditional Value-at-Risk (CVaR) is used as risk measures to find the optimal contract parameters, such as the contracted peak demand, the seasonal energy contracted volumes, in addition to the upper and lower energy contracted bound. To illustrate this approach, this methodology is
applied in a real case study for a big consumer with an active Free Market Environment contract. The results indicate that the proposed methodology can be a efficient tool for consumers in the Free Contract Environment and, due to the nature of the model, it can be generalized for different energy contracts and markets.
|
29 |
A Bayesian Decision Theoretical Approach to Supervised Learning, Selective Sampling, and Empirical Function OptimizationCarroll, James Lamond 10 March 2010 (has links) (PDF)
Many have used the principles of statistics and Bayesian decision theory to model specific learning problems. It is less common to see models of the processes of learning in general. One exception is the model of the supervised learning process known as the "Extended Bayesian Formalism" or EBF. This model is descriptive, in that it can describe and compare learning algorithms. Thus the EBF is capable of modeling both effective and ineffective learning algorithms. We extend the EBF to model un-supervised learning, semi-supervised learning, supervised learning, and empirical function optimization. We also generalize the utility model of the EBF to deal with non-deterministic outcomes, and with utility functions other than 0-1 loss. Finally, we modify the EBF to create a "prescriptive" learning model, meaning that, instead of describing existing algorithms, our model defines how learning should optimally take place. We call the resulting model the Unified Bayesian Decision Theoretical Model, or the UBDTM. WE show that this model can serve as a cohesive theory and framework in which a broad range of questions can be analyzed and studied. Such a broadly applicable unified theoretical framework is one of the major missing ingredients of machine learning theory. Using the UBDTM, we concentrate on supervised learning and empirical function optimization. We then use the UBDTM to reanalyze many important theoretical issues in Machine Learning, including No-Free-Lunch, utility implications, and active learning. We also point forward to future directions for using the UBDTM to model learnability, sample complexity, and ensembles. We also provide practical applications of the UBDTM by using the model to train a Bayesian variation to the CMAC supervised learner in closed form, to perform a practical empirical function optimization task, and as part of the guiding principles behind an ongoing project to create an electronic and print corpus of tagged ancient Syriac texts using active learning.
|
Page generated in 0.0617 seconds