Master of Science / Department of Agricultural Economics / Ted Schroeder / Demand indices are used by many industries as a measurement tool to track changes and make yearly comparisons. Many different sources use demand indices to track the demand for beef. Indexes are an important tool to help better understand why demand shifts the way that it does and help strategically plan for the future of the industry. There are a wide variety of beef demand indices out in academia and many are constructed in different ways. This study advances the literature by testing which factors of index construction effect the results the greatest. This study tested four separate factors in the construction of demand indices. These iterations are as follows, changes in retail price data, changes in elasticities chosen, changes in export data, and changes in construction in terms of quantities instead of prices. Changes in retail price data do not appear to be statistically different. All estimates in this study where elasticities were changed appear to be different statistically, however the level of concern with this finding may be minimal due to the small increments of change in magnitudes of difference between indices. Results from omitting export data does appear to result in statistically different indices, but again the level of concern with the difference may be small. Finally, index construction in terms of prices versus construction in terms of quantities does not appear to have statistically different results, as the indices in this comparison move similarly. For all practical purposes in industry, it does not appear to matter which index is chosen for comparisons, as long as one remains consistent with which index is chosen for comparisons.

Šio darbo tikslas – pasiulyti nauja algoritma muzikos kuriniu indeksacijai ir paieškai. Tikslui pasiekti formuluojami uždaviniai ir reikalavimai naujai pasiulytam algoritmui. Taip pat darbe išnagrinejami šiuo metu naudojami algoritmai muzikos indeksacijai ir paieškai. Kitoje darbo dalyje pateikiamas algoritmas, kuriam naudojami Teiloro koeficientai padeda išskirti muzikos požymius. Išskirtu muzikos požymiu palyginimui pateikiamos dvi algoritmo versijos: greitoji versija, kuri naudojasi hash raktais, ir letoji versija, naudojanti daugiau duomenu muzikos palyginimui. Rasti algoritmai testuojami eksperimentineje darbo dalyje – tikrinamas algoritmu atsparumas triukšmui, ju priklausomybe nuo užklausos trukmes. Taip pat algoritmu rezultatai lyginami ir su kitais algoritmais. Gauti rezultatai parodo, kad algoritmai geba atpažinti muzikos kurini esant trisdešimt penkiu decibelu triukšmui tik iš trisdešimties sekundžiu irašo. / The goal of this work is to propose a new algorithm for music indexing and searching. To achieve this, objectives and requirements were formulated for the newly proposed algorithm. State of the art algorithms for music indexing and searching were also examined. Following that, an algorithm that uses Taylor coefficients to distinguish music features was suggested. To compare music features, two algorithm versions were suggested: a quick version th at uses hash keys, and a slow version, using more data to compare the music. The suggested algorithms are tested in the experimental part. Noise immunity and their dependence on the length of the query are checked. The results are compared with those of th e state of the art algorithms. They show that the algorithm is able to recognize a music that has thirty - five decibel noise and only from a thirty seconds query.

Atmosfärisk cirkulation är viktigt vid studier av klimatet både på global och på regional skala. För att studera cirkulationseffekter används olika cirkulationsmodeller. I det här fallet används de geostrofiska vindekvationerna. Två dataserier med månadsmedelvärden för tryck respektive temperatur från tre platser i södra Sverige har använts. I arbetet här studeras först kopplingen mellan medeltemperaturen i södra Sverige och den storskaliga cirkulationen över norra Atlanten (NAO). Det visar sig att storleken på den västliga komponenten klart påverkar temperaturen på så sätt att en stark västlig strömning ger högre temperaturer. Den västliga komponenten under vintern är starkt korrelerad med temperaturen medan den nord-sydliga komponenten är dåligt korrelerad. Motsatt förhållande råder under sommaren, då den nord-sydliga komponenten har stor betydelse för temperaturen i södra Sverige. De härledda cirkulationsmodellerna bestäms med hjälp av statistiska metoder. Enkel och multipel linjär regression används för att förstå sambandet mellan temperatur och cirkulation. Säkerheten i modellerna bestäms genom korrelationskoefficienten och residualvariansen. Modellerna har hög säkerhet under vintern på grund av den västliga strömningen medan de är relativt dåligt bestämda under övriga årstider. Med hjälp av dataserierna och de geostrofiska vindekvationerna har olika regressionsmodeller ställts upp. Det mest intressanta i studien är att ta reda på om de senaste 10-15 årens varma väder kan förklaras av cirkulationen. Genom att använda de uppställda regressionsmodellerna, vilka har kalibrerats för perioden 1873-1975, på de senaste 25 åren med höga temperaturer visar det sig att det blir positiva residualer under vintermånaderna. Under våren blir residualerna också starkt positiva, dessutom signifikant skilda från noll enligt hypotestestet. Slutsatsen är att, de högre temperaturerna under vintern och våren i södra Sverige troligtvis inte enbart kan förklaras av cirkulationsförändringar. / Atmospheric circulation is important in determining the surface climate on both global and regional scale. To quantify its effect, different circulation indices are often used. Here the geostrophic wind equations are applied to obtain circulation information for the south of Sweden on a monthly basis. Monthly means of temperatures have also been used. In this work, the connection between the mean temperature in the south of Sweden and the large-scale circulation in the North Atlantic area is studied. It is shown that flows with a westerly component clearly favour higher temperatures. Moreover, the westerly component is well correlated with the temperature in the winter. The temperature does not correlate with the northerly component for the winter season. In the summer an opposite relationship between the westerly and the northerly components on one hand, and the temperature on the other, as shown. The derived circulation models were established via statistical models. Simple and multiple regressions were used to understand the relationship between temperature and circulation. The accuracy in the models was determined by the correlation coefficient and the residual variance. The accuracy of the models is good during the winter and worse for the rest of the year. Different regression models have been estimated from the two data sets of pressure and temperature using the geostrophic wind equations. The most interesting in this study is to find out if the circulation can explain the increasing temperatures during the latest 10-15 years. By applying the results from the regression models, calibrated on data for the period 1873-1975, to the latest 25 years of high temperatures, it is shown that positive residuals exist during the winter. During the spring the residuals are positive as well. Moreover, the results are significantly differing from zero according to a test of hypothesis. The conclusion of this is that changes on the circulation itself can probably not explain the higher temperatures during the winter and spring.

Ett vanligt förekommande problem för investerare som använder trendföljande strategier är att de ofta hamnar felpositionerade när en trend tar slut. I den här studien visas hur ett riskaptitsindex, Global Risk Appetite Index (GRAI), kan användas för att förutspå dessa trendbrott och på så sätt förbättra trendföljande strategiers prestation. Indexet implementeras som indikator i tre olika trendföljande strategier och lyckas under rätt förutsättningar förbättra alla strategiernas prestation, under backtesting över de senaste 16 åren. Strategierna presterar generellt bäst, det vill säga ger högst avkastning i förhållande till risken, då signal att marknaden kommer vända ges 2-3 veckor efter att indexet når någon av extremzonerna panik eller eufori. Extremzonerna definieras som 5:e respektive 95:e percentilen av indexets värde under en tidsperiod bakåt i tiden. Bäst resultat erhålls då denna tidsperiod är 2-3 år.  Vidare undersöks alternativa sätt att beräkna Global Risk Appetite Index. Tillgångarna som studeras för att ge en bild av riskaptiten varieras och det visar sig att en version som endast studerar sex olika marknadsindex förbättrar de trendföljande strategierna mest, vilket är en klar förenkling över de 64 tillgångar som används i den ursprungliga versionen av indexet. / A regular problem for investment managers who use trend following strategies are that they often find themselves badly positioned when at the end of a trend. In this study it is shown how a risk appetite index, Global Risk Appetite Index (GRAI), can be used in order to predict these trend breaks and thereby improve the performance of trend following strategies. The index is implemented as an indicator for three different trend following strategies and given the right parameters, the return of all three strategies is increased during backtesting on data from the previous 16 years. In general, the strategies give the highest return in relation to risk when signal that the trend will reverse is given 2 to 3 weeks after the index reaches one of the extreme zones, Panic or Euphoria. These extreme zones are calculated as vales under the 5:th or over the 95:th percentile of the index’s value over a certain window back in time. The best result is achieved when this timespan is 2 to 3 years. Furthermore, alternate ways to calculate Global Risk Appetite Index are studied. The assets that are analysed in order to quantify the risk appetite are varied and it is shown that a version of GRAI analyzing only 6 more summarizing market indices give better results when used in trend following models. This is a clear simplification from the 64 assets used in the original version of the index.

We study, using the non-parametric data envelopment approach, we investigated the long-run profit efficiency dynamics and the short-run market reaction of nine pre-classified merger deals of merging and non-merging U.S. banks over the time period from 1992 to 2003. Our main results are as follows: First, merger deals that match least efficient acquirers with the least efficient targets could improve their profit efficiency four years following the merger event, unlike all other merger deals. Second, we find that mergers match least efficient acquirers with the least efficient targets could also achieve significant positive cumulative access returns (CARs) while all other deals were followed by significant negative CARs. Third, we find that, in general, that large-size acquirers have and maintain higher and efficiency scores than targets and non-merging banks. Fianally, the value-maximizing mergers are mostly large in size and match banks with clear chances to increase their future efficiency rankings.

by Nga-Wai Liu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1991. / Bibliography: leaves 161-166. / Chapter Chapter 0 --- Introduction / Chapter 0.1 --- Historical background I ´ؤ The Atiyah-Singer index theorem --- p.1 / Chapter 0.2 --- Historical background II ´ؤGauge theory --- p.3 / Chapter 0.3 --- Arrangement of the thesis --- p.5 / Chapter Chapter 1 --- Fredholm operators / Chapter 1.1 --- Basic propetries --- p.7 / Chapter 1.2 --- Compact operators --- p.8 / Chapter 1.3 --- Homotopy- invariance of the index --- p.9 / Chapter 1.4 --- Family of Fredholm operators ´ؤ Index bundle --- p.13 / Chapter 1.5 --- Wiener-Hopf operators --- p.19 / Chapter Chapter 2 --- K-theory / Chapter 2.1 --- K-theory of compact spaces --- p.24 / Chapter 2.2 --- K-theory with compact support --- p.28 / Chapter 2.3 --- Bott periodicity theorem --- p.32 / Chapter 2.4 --- Difference construction --- p.44 / Chapter 2.5 --- Thom isomorphism theorem on K-theory --- p.51 / Chapter Chapter 3 --- Operators on manifolds / Chapter 3.1 --- Differential operators on Euclidean spaces --- p.54 / Chapter 3.2 --- Differential operators on manifolds --- p.55 / Chapter 3.3 --- Pseudodifferential operators on Euclidean spaces --- p.58 / Chapter 3.4 --- Pseudodifferential operators on manifolds --- p.62 / Chapter 3.5 --- Elliptic operators --- p.70 / Chapter 3.6 --- Tensor products --- p.76 / Chapter Chapter 4 --- Atiyah-Singer index theorem / Chapter 4.1 --- The topological index --- p.84 / Chapter 4.2 --- The analytical index --- p.87 / Chapter 4.3 --- The Atiyah-Singer index theorem --- p.89 / Chapter 4.4 --- Characteristic classes --- p.95 / Chapter 4.5 --- Thorn isomorphisms --- p.98 / Chapter 4.6 --- Cohomological formulation of the topological index --- p.101 / Chapter Chapter 5 --- Geometric preliminaries / Chapter 5.1 --- "Connections on principal bundles, and associated bundles" --- p.104 / Chapter 5.2 --- Gauge transformations --- p.109 / Chapter 5.3 --- Riemannian geometry --- p.112 / Chapter 5.4 --- Bochner-Weitzenboch formula --- p.116 / Chapter 5.5 --- Characteristic classes via curvature forms --- p.121 / Chapter 5.6 --- Holonomy --- p.126 / Chapter Chapter 6 --- Gauge theory / Chapter 6.1 --- The Yang-Mills functionals --- p.128 / Chapter 6.2 --- Instantons on S4 --- p.131 / Chapter 6.3 --- Moduli of self-dual connections --- p.142 / Chapter 6.4 --- Manifold structure for Moduli of self-dual connections --- p.153 / References --- p.161

Estágio realizado na SAPO e orientado pelo Eng.º João Pedro Gonçalves e pela Eng.ª Maria João Nogueira / Tese de mestrado integrado. Engenharia Informática e Computação. Faculdade de Engenharia. Universidade do Porto. 2008

Thesis (Ph. D.)--University of Chicago, Dept. of Mathematics, June 1999. / Includes bibliographical references. Also available on the Internet.

Fractions from white and tannin sorghums were processed into extrudates, thick porridges, and breads. The effects of sorghum type and fraction on the in vitro starch availability of the products were evaluated, and the estimated glycemic indexes (EGI) of the products were obtained. Sorghum extrudates were significantly more slowly digested than corn meal extrudates for all preparation methods (whole, cracked and decorticated kernels). Furthermore, tannin extrudates were less digestible than white sorghum extrudates. The soft endosperm nature of the tannin sorghum limited friction formation inside the extruder, reducing starch gelatinization. On the other hand, condensed tannins also interfered with the starch availability for digestion. White sorghum was more 'suitable' for extrusion, giving extrudates with higher starch degradation and expansion than the tannin sorghums. However, tannin sorghums also gave acceptable products offering the benefit of lower EGI values. Sorghum porridges were more slowly digested than a corn flour porridge when using whole and decorticated flours. In addition, tannin sorghum porridges had a lower starch digestibility compared to all the samples. Tannin sorghum flours produced soft porridges with enhanced initial starch digestibility. However, condensed tannins seemed to offset the starch digestion by limiting starch availability. All sorghum porridges had significantly lower EGI values than the corn porridge. Extrudates and porridges had reduced starch digestibilities and EGI values when using whole grains compared to using the decorticated fractions. This was observed in both the white and the tannin sorghum. Therefore, whole-grain products from sorghum have health benefits attributed to whole grain foods and slower digesting starches; for instance, prevention and treatment of diseases such as diabetes, insulin resistance, obesity, cardiovascular disease, and some types of cancer. When 12% of tannin bran was added to a wheat bread formulation, a slower rate of starch digestion was observed compared to a wheat bread. The high concentration of non-starch components of the bran (i.e. dietary fiber, condensed tannins) affected starch digestion. The addition of tannin sorghum bran significantly reduced the EGI value of wheat bread, besides being a natural source of brown color, and an excellent source of antioxidants and dietary fiber.

Ecological studies and results from our low-fat, high-carbohydrate dietary intervention trial suggest that different carbohydrates are associated with breast cancer risk in different ways. We examined the association of diet glycemic index (GI), a ranking of carbohydrate containing foods based on their blood glucose raising potential, with breast cancer risk and phenotype. GI was calculated from multiple food records from subjects in our intervention trial using a nested case-control design (220 cases, 440 controls). GI was not associated with risk of total or estrogen receptor positive breast cancer, tumor size or nodal status. GI was strongly positively associated with hormone negative breast cancer. This finding is potentially important as little is known about the etiology of hormone negative breast cancer, which has a worse prognosis than hormone positive breast cancer. However, this finding is based on a small number of cases and should be replicated in a larger sample.