The ability to predict stock returns is an ability many wish to possess, and in an accurate way as possible. For many years there has been an interest in the field of factor models explaining the returns, with the aim to increase the explanatory power. This is however a complex business since the factors and their improvement of explanatory power need to be significant. Now and then, researchers come up with new significant factors that have a positive impact on models. AQR Capital Management is no exception to this, since they in 2013 presented the factor Quality Minus Junk, earning significant risk-adjusted returns. This bachelor thesis work within mathematical statistics and industrial engineering and management, aims to investigate whether or not the commercial multi-factor model used at the public pension fund Fjärde AP-fonden will be improved by adding the factor Quality Minus Junk, in the sense of explanatory power. The method used is mainly based on multiple linear regression and three three-year time periods are studied ranging from 2010 to 2018. The results from this thesis work show that the QMJ factor provides significant increases in explanatory power for one of three time periods, the most recent period 2016$-$2018. However, since the results are inconclusive further studies are needed in order to better understand how to interpret the results and whether or not to include the QMJ factor in the model. / Förmågan att förutsäga aktiers avkastning önskar många besitta, och på ett så precist sätt som möjligt. Under många år har forskning pågått inom området för faktormodeller som förklarar avkastningar, med målet att öka modellernas förklaringsgrad. Detta är dock en komplex verksamhet eftersom faktorerna och deras förbättring av förklaringsgraden måste vara signifikanta för modellen. Då och då kommer forskare fram med nya sådana faktorer som har positiv påverkan på modeller. AQR Capital Management är inget undantag eftersom de 2013 presenterade sin faktor Quality Minus Junk som visar signifikanta riskjusterade avkastningar. Detta kandidatexamensarbete inom matematisk statistik och industriell ekonomi, ämnar att utreda huruvida den kommersiella faktormodellen som används på Fjärde AP-fonden förbättras genom tillägget av faktorn Quality Minus Junk, i förklaringsgradsmening. Metoden som används är till största delen baserad på multipel linjär regression och tre treårsperioder studeras i tidsintervallet 2010 till 2018. Resultaten från detta projekt visar på att faktorn Quality Minus Junk bidrar med signifikanta ökningar av förklaringsgraden för en av tre perioder, den senaste perioden 2016-2018. Eftersom resultaten är inkonklusiva krävs vidare studier för att bättre förstå och konkludera vad dessa resultat faktiskt innebär samt för att inkludera QMJ-faktorn i modellen eller ej.

This report examines the risk and protective factors that the students who live and attend school in a particularly vulnerable area have, according to the “school personnel”, that are linked to antisocial and norm-breaking behavior. A particular targeting has been made for the girl’s risk- and protective factors. Semi-structured interviews have been conducted at a school for children between 6-12 years old, which is presented and analyzed using a thematic analysis and literature. The report uses the ecological explanatory model as a theoretical background. The conditions are different for children living and attending school in a particularly vulnerable area, where the students risk factors significantly outnumber their protective factors, that increase the student’s risk of developing anti-social and/or norm-breaking behavior such as drug use, violence and criminality. School personnel are positive about their own work and the school's role as a protective factor but illustrate several challenges for their work. In the discussion, the student’s risk- and protective factors are problematized, and the Swedish language is presented to be the factor that has the greatest impact on the student’s future without antisocial and/or norm breaking behavior. / Denna rapport undersöker risk- och skyddsfaktorer, kopplade till antisocialt och normbrytande beteende, som skolpersonal identifierar hos sina elever, som bor och går i skolan i ett särskilt utsatt område. En särskild fördjupning görs gällande flickornas risk- och skyddsfaktorer. Detta görs genom semistrukturerade intervjuer på en låg- och mellanstadieskola, som redovisas och analyseras med hjälp av en tematisk analys och befintlig litteratur/forskning. Rapporten har den ekologiska förklaringsmodellen som teoretisk bakgrund. Förutsättningarna är annorlunda för de barn som bor och går i skolan i ett särskilt utsatt område. Dessa elever exponeras för betydligt fler riskfaktorer än skyddsfaktorer, vilket ökar risken för eleven att utveckla antisocialt och/eller normbrytande beteende såsom droganvändning, våld och kriminalitet. Skolpersonalen förhåller sig positiva till sitt eget arbete och skolans roll som skyddsfaktor men belyser även ett flertal utmaningar i sitt arbete. I diskussionen problematiserats elevens risk- och skyddsfaktorer och det svenska språket redovisas vara den faktor som har störst betydelse för elevens framtid utan ett antisocialt och/eller normbrytande beteende.

Après son indépendance, la République tunisienne a essayé d’instaurer un système éducatif égalitaire. Bien que l’objectif de rendre l’école accessible pour tous les élèves sans tenir compte de leurs classes sociales et de leur genre soit réalisé, d’autres formes d’inégalités apparaissent. Les politiques publiques sont, en effet, centrées sur une seule dimension de l’égalité qui est celle d’accès. Il en résulte, en autres, des inégalités scolaires de traitement et de résultat. Les statistiques mettent en évidence un déplacement des inégalités en faveur des filles. Ces dernières affichent une meilleure performance par rapport aux garçons, tel qu’observé dans le contexte occidental. La présente étude vise ainsi à comparer les parcours scolaires des filles et des garçons et d’examiner les facteurs socio scolaires à l’origine des inégalités entre les deux groupes d’élèves en Tunisie. L’étude s’intéresse précisément au cas de la région de Sfax. À partir des données administratives collectées auprès de quatre établissements scolaires dans la commission scolaire de Sfax, nous analysons la réussite, le décrochage scolaire et la note annuelle. Les analyses montrent que le taux de réussite des filles est plus élevé que celui des garçons même en tenant compte des caractéristiques socioéconomiques et scolaires. En ce qui a trait au décrochage scolaire, des résultats similaires sont soulignés. En d’autres mots, résider en milieu rural ou avoir un père au chômage ou exerçant un métier d’ouvrier augmente le risque de décrochage chez les garçons, mais n’a pas d’effet statistiquement significatif chez les filles. Comme pour la réussite scolaire et le décrochage, la moyenne annuelle, supérieure chez les filles à celle des garçons, serait plus associée à l’origine sociale chez les garçons que chez les filles. À partir de ces constats, l’étude suggère quelques pistes d’interprétation pour mieux comprendre les facteurs sous-jacents de ces inégalités. / After independence, the young Tunisian republic tried to establish an egalitarian education system. Although the goal of making school accessible to all students regardless of their social class, economic level and gender is achieved, other forms of inequality are emerging. Public policies are, in fact, centered on a single dimension of equality, which is that of access. This results, among other things, in educational inequalities in terms of treatment and results. Statistics have reveal a shift in inequalities in favor of girls. Girls display a better performance compared to boys like the situation in the Western context. The present study thus aims to compare the educational paths of girls and boys and to examine the socio-educational factors at the origin of the inequalities between the two groups of students in Tunisia. We precisely analyse the case of Sfax region. Based on administrative data collected from four schools in the school board of Sfax, we analyze students’ success, dropping out of school and the final score. The analyses show that the success rate of girls is higher than that of boys even when taking into account socioeconomic and educational characteristics. With regard to dropping out of school, similar results are highlighted. In other words, living in a rural area or having an unemployed father or working as a laborer increases the risk of dropping out for boys, but has no statistically significant effect for girls. As with school success and dropping out, the annual average, higher for girls than for boys, is more associated with social origin for boys than for girls. Based on these findings, the study suggests an interpretation to better understand their underlying factors.

School science education prepares learners to study science at a higher level, prepares them to follow a career in science and to become scientific literate citizens. It is the responsibility of the educator to ensure the learners’ conceptual framework is developed to the extent that secures success at higher level studies. The purpose of this study was to test the effectiveness of conceptual change teaching strategies on the conceptual development of grade 11 learners on Newton’s second law of motion. The two strategies employed were the cognitive conflict strategy and the development of ideas strategy. A sequential explanatory mixed-method research design was used during this study. The qualitative data were used to elucidate the quantitative findings. The quantitative research consisted of a quasi-experimental design consisting of a single-group pre-test–post-test method. During the qualitative part of the research a phenomenological research approach was utilised to gain a better understanding of participants’ learning experiences during the intervention. The quantitative research made use of an adapted version of the Force Concept Inventory (FCI). The data collected from the pre-test were used to inform the intervention. The intervention was videotaped and the video analysis or qualitative data analysis was done. After the intervention the post-test was written by the learners. Hake’s average normalised learning gain <g> from pre- to post-scores was analysed to establish the effectiveness of the intervention. The two sets of results (quantitative and qualitative) were integrated. Information from the qualitative data analysis was used to support and explain the quantitative data. The quantitative results indicate that there was an improvement in the students’ force conception from their initial alternative conceptions, such as that of an internal force. Especially the learners’ understanding of contact forces and Newton’s first law of motion yielded significant improvement. The qualitative data revealed that the understanding of Newton’s second law of motion by the learners who partook in this study did improve, since the learners immediately recognised the mistakes made when confronted with the anchor concept. The cognitive conflict teaching strategy was effective in establishing the anchor concept of force which proved to be useful as bridging concept in the development of ideas teaching strategy. The data from both datasets revealed that the cognitive conflict teaching strategy for the initial part of the intervention was effective. It was evident that for development of the idea teaching strategy the two data sets revealed mixed results. Recommendations were made for future research and implementation of conceptual development teaching strategies. / MEd (Natural Sciences Education), North-West University, Potchefstroom Campus, 2014

School science education prepares learners to study science at a higher level, prepares them to follow a career in science and to become scientific literate citizens. It is the responsibility of the educator to ensure the learners’ conceptual framework is developed to the extent that secures success at higher level studies. The purpose of this study was to test the effectiveness of conceptual change teaching strategies on the conceptual development of grade 11 learners on Newton’s second law of motion. The two strategies employed were the cognitive conflict strategy and the development of ideas strategy. A sequential explanatory mixed-method research design was used during this study. The qualitative data were used to elucidate the quantitative findings. The quantitative research consisted of a quasi-experimental design consisting of a single-group pre-test–post-test method. During the qualitative part of the research a phenomenological research approach was utilised to gain a better understanding of participants’ learning experiences during the intervention. The quantitative research made use of an adapted version of the Force Concept Inventory (FCI). The data collected from the pre-test were used to inform the intervention. The intervention was videotaped and the video analysis or qualitative data analysis was done. After the intervention the post-test was written by the learners. Hake’s average normalised learning gain <g> from pre- to post-scores was analysed to establish the effectiveness of the intervention. The two sets of results (quantitative and qualitative) were integrated. Information from the qualitative data analysis was used to support and explain the quantitative data. The quantitative results indicate that there was an improvement in the students’ force conception from their initial alternative conceptions, such as that of an internal force. Especially the learners’ understanding of contact forces and Newton’s first law of motion yielded significant improvement. The qualitative data revealed that the understanding of Newton’s second law of motion by the learners who partook in this study did improve, since the learners immediately recognised the mistakes made when confronted with the anchor concept. The cognitive conflict teaching strategy was effective in establishing the anchor concept of force which proved to be useful as bridging concept in the development of ideas teaching strategy. The data from both datasets revealed that the cognitive conflict teaching strategy for the initial part of the intervention was effective. It was evident that for development of the idea teaching strategy the two data sets revealed mixed results. Recommendations were made for future research and implementation of conceptual development teaching strategies. / MEd (Natural Sciences Education), North-West University, Potchefstroom Campus, 2014

This research was stimulated by an indication that members of the Africa Gospel Church do not utilise professional health care services optimally, probably due to religious reasons. This may also be the result of registered nurses&#8217; inability to render culture congruent care. To render culture congruent care, nurses require knowledge of the belief system and the health seeking behaviours of the church members. The qualitative research investigated the religious beliefs and health seeking behaviours of members of the Africa Gospel Church in Francistown, Botswana. An exploratory ethnonursing research method was applied. Semi-structured interviews were held with two purposively selected samples. Qualitative data analysis was done using computer software to reduce data and interpret the research results. The study indicated that members utilise the Church structure for health care purposes and seek health care mainly from priests and prophets. / Advanced Nursing Sciences / M.A. (Nursing Science)

L’annotation en rôles sémantiques est une tâche qui permet d’attribuer des étiquettes de rôles telles que Agent, Patient, Instrument, Lieu, Destination etc. aux différents participants actants ou circonstants (arguments ou adjoints) d’une lexie prédicative. Cette tâche nécessite des ressources lexicales riches ou des corpus importants contenant des phrases annotées manuellement par des linguistes sur lesquels peuvent s’appuyer certaines approches d’automatisation (statistiques ou apprentissage machine). Les travaux antérieurs dans ce domaine ont porté essentiellement sur la langue anglaise qui dispose de ressources riches, telles que PropBank, VerbNet et FrameNet, qui ont servi à alimenter les systèmes d’annotation automatisés. L’annotation dans d’autres langues, pour lesquelles on ne dispose pas d’un corpus annoté manuellement, repose souvent sur le FrameNet anglais. Une ressource telle que FrameNet de l’anglais est plus que nécessaire pour les systèmes d’annotation automatisé et l’annotation manuelle de milliers de phrases par des linguistes est une tâche fastidieuse et exigeante en temps. Nous avons proposé dans cette thèse un système automatique pour aider les linguistes dans cette tâche qui pourraient alors se limiter à la validation des annotations proposées par le système. Dans notre travail, nous ne considérons que les verbes qui sont plus susceptibles que les noms d’être accompagnés par des actants réalisés dans les phrases. Ces verbes concernent les termes de spécialité d’informatique et d’Internet (ex. accéder, configurer, naviguer, télécharger) dont la structure actancielle est enrichie manuellement par des rôles sémantiques. La structure actancielle des lexies verbales est décrite selon les principes de la Lexicologie Explicative et Combinatoire, LEC de Mel’čuk et fait appel partiellement (en ce qui concerne les rôles sémantiques) à la notion de Frame Element tel que décrit dans la théorie Frame Semantics (FS) de Fillmore. Ces deux théories ont ceci de commun qu’elles mènent toutes les deux à la construction de dictionnaires différents de ceux issus des approches traditionnelles. Les lexies verbales d’informatique et d’Internet qui ont été annotées manuellement dans plusieurs contextes constituent notre corpus spécialisé. Notre système qui attribue automatiquement des rôles sémantiques aux actants est basé sur des règles ou classificateurs entraînés sur plus de 2300 contextes. Nous sommes limités à une liste de rôles restreinte car certains rôles dans notre corpus n’ont pas assez d’exemples annotés manuellement. Dans notre système, nous n’avons traité que les rôles Patient, Agent et Destination dont le nombre d’exemple est supérieur à 300. Nous avons crée une classe que nous avons nommé Autre où nous avons rassemblé les autres rôles dont le nombre d’exemples annotés est inférieur à 100. Nous avons subdivisé la tâche d’annotation en sous-tâches : identifier les participants actants et circonstants et attribuer des rôles sémantiques uniquement aux actants qui contribuent au sens de la lexie verbale. Nous avons soumis les phrases de notre corpus à l’analyseur syntaxique Syntex afin d’extraire les informations syntaxiques qui décrivent les différents participants d’une lexie verbale dans une phrase. Ces informations ont servi de traits (features) dans notre modèle d’apprentissage. Nous avons proposé deux techniques pour l’identification des participants : une technique à base de règles où nous avons extrait une trentaine de règles et une autre technique basée sur l’apprentissage machine. Ces mêmes techniques ont été utilisées pour la tâche de distinguer les actants des circonstants. Nous avons proposé pour la tâche d’attribuer des rôles sémantiques aux actants, une méthode de partitionnement (clustering) semi supervisé des instances que nous avons comparée à la méthode de classification de rôles sémantiques. Nous avons utilisé CHAMÉLÉON, un algorithme hiérarchique ascendant. / Semantic role annotation is a process that aims to assign labels such as Agent, Patient, Instrument, Location, etc. to actants or circumstants (also called arguments or adjuncts) of predicative lexical units. This process often requires the use of rich lexical resources or corpora in which sentences are annotated manually by linguists. The automatic approaches (statistical or machine learning) are based on corpora. Previous work was performed for the most part in English which has rich resources, such as PropBank, VerbNet and FrameNet. These resources were used to serve the automated annotation systems. This type of annotation in other languages for which no corpora of annotated sentences are available often use FrameNet by projection. Although a resource such as FrameNet is necessary for the automated annotation systems and the manual annotation by linguists of a large number of sentences is a tedious and time consuming work. We have proposed an automated system to help linguists in this task so that they have only to validate annotations proposed. Our work focuses on verbs that are more likely than other predicative units (adjectives and nouns) to be accompanied by actants realized in sentences. These verbs are specialized terms of the computer science and Internet domains (ie. access, configure, browse, download) whose actantial structures have been annotated manually with semantic roles. The actantial structure is based on principles of Explanatory and Combinatory Lexicology, LEC of Mel’čuk and appeal in part (with regard to semantic roles) to the notion of Frame Element as described in the theory of frame semantics (FS) of Fillmore. What these two theories have in common is that they lead to the construction of dictionaries different from those resulting from the traditional theories. These manually annotated verbal units in several contexts constitute the specialized corpus that our work will use. Our system designed to assign automatically semantic roles to actants is based on rules and classifiers trained on more than 2300 contexts. We are limited to a restricted list of roles for certain roles in our corpus have not enough examples manually annotated. In our system, we addressed the roles Patient, Agent and destination that the number of examples is greater than 300. We have created a class that we called Autre which we bring to gether the other roles that the number of annotated examples is less than 100. We subdivided the annotation task in the identification of participant actants and circumstants and the assignment of semantic roles to actants that contribute to the sense of the verbal lexical unit. We parsed, with Syntex, the sentences of the corpus to extract syntactic informations that describe the participants of the verbal lexical unit in the sentence. These informations are used as features in our learning model. We have proposed two techniques for the task of participant detection: the technique based in rules and machine learning. These same techniques are used for the task of classification of these participants into actants and circumstants. We proposed to the task of assigning semantic roles to the actants, a partitioning method (clustering) semi supervised of instances that we have compared to the method of semantic role classification. We used CHAMELEON, an ascending hierarchical algorithm.

Ce mémoire propose de faire l’analyse épistémologique du pouvoir créateur de la sélection naturelle. L’objectif sera de déterminer en quelle mesure il est légitime ou non de lui attribuer un tel pouvoir. Pour ce faire, il sera question de savoir si l’explication sélectionniste peut répondre à la question de l’origine des formes structurelles du vivant. Au premier chapitre, nous verrons le raisonnement qui mena Darwin à accorder un pouvoir créateur à la sélection naturelle. Nous comprendrons alors qu’un cadre exclusivement darwinien n’est peut-être pas à même de répondre au problème de la nouveauté évolutionnaire. Au deuxième chapitre, nous verrons dans une perspective darwinienne qu’il est possible de conserver l’essence de la théorie darwinienne et d’accorder à la sélection naturelle un pouvoir créateur, bien que deux des piliers darwiniens fondamentaux doivent être remis en question. Au troisième chapitre, nous verrons dans une perspective postdarwinienne que le pouvoir cumulatif de la sélection naturelle n’est peut-être pas à même d’expliquer l’adaptation sur le plan individuel, ce qui remet lourdement en question le pouvoir créateur de la sélection naturelle. Nous comprendrons alors que le débat, entre partisans d’une vision positive et partisans d’une vision négative de la sélection naturelle, dépend peut-être d’un présupposé métaphysique particulier. / This thesis proposes an epistemological analysis of the creative power of natural selection. The aim will be to determine to what extent it is legitimate or not to give to this selection such power. To do this, we will have to know if the selectionist explanation can answer the question of the origin of structural forms of life. In the first chapter, we will see the reasoning leading Darwin to give a creative power of natural selection. We will then understand that an exclusively Darwinian framework is maybe unable to address the problem of evolutionary novelty. In the second chapter, we will see in a Darwinian way that it is possible to retain the essence of Darwinian theory and to give natural selection a creative power, although two of the fundamental Darwinians pillars must be questioned. In the third chapter, we will see in a post-Darwinian way that the cumulative power of natural selection is maybe unable to explain adaptation at individual level, challenging seriously the creative power of natural selection. We will then understand that the debate, between supporters of a positive view and supporters of a negative view of natural selection, may depend on a particular metaphysical assumption.

Diese Arbeit bewertet verschiedene Argumente, die nicht nur leugnen, dass Gehirnzustände und bewusste Zustände ein und dasselbe sind, sondern auch behaupten, dass eine solche Identität unverständlich bleibt. Ich argumentiere, dass keiner der Ansätze einen Physikalismus unterminieren, da sie für ihre stillschweigenden Annahmen über die Verbindung zwischen Arten der Präsentation und ihrer Erklärung keine direkte oder unabhängige Begründung liefern. Meiner Ansicht nach sollte die Intelligibilität psychologischer Identität nicht ausschließlich auf einer Meinungsanalyse basieren. Der Haupteinwand sollt dann sein, warum man annehmen sollte, dass eine vollständig intelligible Erklärung auf Beschreibungen der kausalen Rollen als Modi von Präsentationen beruhen sollte. Ich schlage dazu vor, den Blick auf “psychologische Konzepte” zu werfen. Psychologische Konzepte sind Konzepte, die eine Beschreibung von funktionalen Rollen benutzen aber von Erfahrungsqualitäten handeln. Ich schlage vor, diese in Qualitätsraum-Modellen zu analysieren um aufzuklären, warum von phänomenalen Konzepten erwartet wird, dass diese sich durch Beschreibungen der kausalen bzw. funktionalen Rollen auf etwas beziehen sollten. Der Qualitätsraum soll hier verstanden werden als multidimensionaler Raum, der aus mehreren Achsen relativer Ähnlichkeit und Unterschieden in den Anordnungsstrukturen verschiedener Modalitäten bewusster Erfahrung besteht. In meinem Vorschlag ist es möglich, dass einige Achsen des Qualitätsraumes selbst aus ihrem eigenen Qualitätsraum bestehen, so dass wir in die Beschreibungen der funktionalen Rollen “hinein zoomen” und “heraus zoomen” können und damit klarer sehen, wie die Erklärung eines bestimmten Bewusstseinsaspekts gestaltet ist, wenn man ihn in Begriffen psychologischer Konzepte betrachtet. / This thesis evaluates several powerful arguments that not only deny that brain states and conscious states are one and the same thing, but also claim that such an identity is unintelligible. I argue that these accounts do not undermine physicalism because they don’t provide any direct or independent justification for their tacit assumptions about a link between modes of presentation and explanation. In my view intelligibility of psychophysical identity should not be based exclusively on the analysis of meaning. The main concern then should be why expect that fully intelligible explanation must be based on the descriptions of the causal roles as modes of presentation. To this effect I propose that we examine "psychological concepts". The psychological concepts are concepts that use descriptions of the functional roles but are about qualities of our experiences. I propose to analyze them in quality space models in order to unveil why phenomenal concepts are expected to refer via descriptions of the causal or functional roles. The quality space should be understood here as a multidimensional space consisting of several axes of relative similarity and differences among the structures of ordering in different modalities of conscious experience. On my proposal it is possible that some axes in the quality space consist of their own quality spaces so we could “zoom in” and “zoom out” into the descriptions of the functional roles and see more clearly what the explanation of certain aspects of consciousness looks like when thought of in terms of psychological concepts.

Entscheidungsunterstützungssysteme in der Finanzwirtschaft sind nicht nur für die Wis-senschaft, sondern auch für die Praxis von großem Interesse. Um die Finanzmarktüber-wachung zu gewährleisten, sehen sich die Finanzaufsichtsbehörden auf der einen Seite, mit der steigenden Anzahl von onlineverfügbaren Informationen, wie z.B. den Finanz-Blogs und -Nachrichten konfrontiert. Auf der anderen Seite stellen schnell aufkommen-de Trends, wie z.B. die stetig wachsende Menge an online verfügbaren Daten sowie die Entwicklung von Data-Mining-Methoden, Herausforderungen für die Wissenschaft dar. Entscheidungsunterstützungssysteme in der Finanzwirtschaft bieten die Möglichkeit rechtzeitig relevante Informationen für Finanzaufsichtsbehörden und Compliance-Beauftragte von Finanzinstituten zur Verfügung zu stellen. In dieser Arbeit werden IT-Artefakte vorgestellt, welche die Entscheidungsfindung der Finanzmarktüberwachung unterstützen. Darüber hinaus wird eine erklärende Designtheorie vorgestellt, welche die Anforderungen der Regulierungsbehörden und der Compliance-Beauftragten in Finan-zinstituten aufgreift.