股票市場的報酬率相對於金融市埸是非常重要的，因為其背後的真實機率分配對各種資產定價及選擇權的評價模型都有決定性的影響。本文考慮台灣股票市埸具有漲跌停板的限制來驗證實證中股票報酬機率分配的「厚尾」的現象，希望透過我們的研究能對財務理論在國內金融市埸的應用有更進一步的了解。我們選定了常態分配、對數常態分配及一般化第二種貝它分配 (GB2)來當作是台灣股票報酬率的真實機率分配，以動差法比較再以概似比檢定法(LR test)選出一表現最好的機率分配。由選取的25支國內股票中發現一般化第二種貝它分配 (GB2)可以解釋偏態和峰態對報酬率的影響並且也是概似比檢定法所選出的最適報酬率分配，由此可知一般化第二種貝它分配 (GB2)較為適合作為台灣股票報酬的真實機率分配。

The objective of this study was to investigate and compare the brokered transport costs of road and rail transport for the independent timber growers of NCT Forestry Co-operative Limited in Kwa-Zulu-Natal. Reliability, flexibility, visibility, rates and total transport time were evaluated for each mode of transport. The impact of the carbon emissions was also considered and the option of performance based standard vehicles investigated. During the period 2000 to 2003, rail was the dominant mode of transport. However from 2004 onwards, due to the diminishing service levels and the high tariff structures of rail transport, road became the preferred mode of transport. The results of the survey conducted for the purposes of this study showed that although road transport outperformed rail transport, rail transport scored significantly higher than road transport as a cost-effective mode of transportation. Rail transport was shown to be a far less carbon intensive mode of transport than road transport, while there were substantial cost savings and benefits from performance based standard vehicles. / Transport Economics, Logistics and Tourism / M. Com. (Logistics)

<div>The rise of artificial intelligence (AI) hinges on the efficient training of modern deep neural networks (DNNs) for non-convex optimization and uncertainty quantification, which boils down to a non-convex Bayesian learning problem. A standard tool to handle the problem is Langevin Monte Carlo, which proposes to approximate the posterior distribution with theoretical guarantees. However, non-convex Bayesian learning in real big data applications can be arbitrarily slow and often fails to capture the uncertainty or informative modes given a limited time. As a result, advanced techniques are still required.</div><div><br></div><div>In this thesis, we start with the replica exchange Langevin Monte Carlo (also known as parallel tempering), which is a Markov jump process that proposes appropriate swaps between exploration and exploitation to achieve accelerations. However, the na\"ive extension of swaps to big data problems leads to a large bias, and the bias-corrected swaps are required. Such a mechanism leads to few effective swaps and insignificant accelerations. To alleviate this issue, we first propose a control variates method to reduce the variance of noisy energy estimators and show a potential to accelerate the exponential convergence. We also present the population-chain replica exchange and propose a generalized deterministic even-odd scheme to track the non-reversibility and obtain an optimal round trip rate. Further approximations are conducted based on stochastic gradient descents, which yield a user-friendly nature for large-scale uncertainty approximation tasks without much tuning costs. </div><div><br></div><div>In the second part of the thesis, we study scalable dynamic importance sampling algorithms based on stochastic approximation. Traditional dynamic importance sampling algorithms have achieved successes in bioinformatics and statistical physics, however, the lack of scalability has greatly limited their extensions to big data applications. To handle this scalability issue, we resolve the vanishing gradient problem and propose two dynamic importance sampling algorithms based on stochastic gradient Langevin dynamics. Theoretically, we establish the stability condition for the underlying ordinary differential equation (ODE) system and guarantee the asymptotic convergence of the latent variable to the desired fixed point. Interestingly, such a result still holds given non-convex energy landscapes. In addition, we also propose a pleasingly parallel version of such algorithms with interacting latent variables. We show that the interacting algorithm can be theoretically more efficient than the single-chain alternative with an equivalent computational budget.</div>

The objective of the study was to identify the factors that affect the survival lifetime of HIV+ terminal patients in rural district hospitals of Albert Luthuli municipality in the Mpumalanga province of South Africa. A cohort of HIV+ terminal patients was retrospectively followed from 2010 to 2017 until a patient died, was lost to follow-up or was still alive at the end of the observation period. Nonparametric survival analysis and semiparametric survival analysis methods were used to analyse the data. Through Cox proportional hazards regression modelling, it was found that ART adherence (poor, fair, good), Age, Follow-up mass, Baseline sodium, Baseline viral load, Follow CD4 count by Treatment (Regimen 1) interaction and Follow-up lymphocyte by TB history (yes, no) interaction had significant effects on survival lifetime of HIV+ terminal patients (p-values<0.1). Furthermore, through quantile regression modelling, it was found that short, medium and long survival times of HIV+ patients, respectively represented by the 0.1, 0.5 and 0.9 quantiles, were not necessarily significantly affected by the same factors. / Statistics / M. Sc. (Statistics)

This diploma thesis solves problems of construction orders management. The key to successful business and stable position in a competitive market is the way of planning, managing and quality processing of construction orders. The aim of this diploma thesis is to describe and analyze the management of a construction order in a selected company, in my case ARCHATT, s.r.o. I also deal with this in this work, namely for the specific order Oprava Severního parkánu a hradeb of Prague Castle. The content of the work is a processed documentation of the supplier's preparation for this order and a detailed description of the entry of construction workers to this daily guarded building.

近來地理資訊系統(GIS)之資料庫受到不同領域的統計學家廣泛的研究，以期建立及分析可描述空間聚集效應及變異之模型，而描述空間相關存活資料之統計模式為公共衛生及流行病學上新興的研究議題。本文擬建立多維度半參數的貝氏階層模型，並結合空間及非空間隨機效應以描述存活資料中的空間變異。此模式將利用多變量條件自回歸(MCAR)模型以檢驗在不同地理區域中是否存有空間聚集效應。而基準風險函數之生成為分析貝氏半參數階層模型的重要步驟，本研究將利用混合Polya樹之方式生成基準風險函數。美國國家癌症研究院之「流行病監測及最終結果」(Surveillance Epidemiology and End Results, SEER)資料庫為目前美國最完整的癌症病人長期追蹤資料，包含癌症病人存活狀況、多重癌症史、居住地區及其他分析所需之個人資料。本文將自此資料庫擷取美國愛荷華州之癌症病人資料為例作實證分析，並以貝氏統計分析中常用之模型比較標準如條件預測指標(CPO)、平均對數擬邊際概似函數值(ALMPL)、離差訊息準則(DIC)分別測試其可靠度。 / The databases of Geographic Information System (GIS) have gained attention among different fields of statisticians to develop and analyze models which account for spatial clustering and variation. There is an emerging interest in modeling spatially correlated survival data in public health and epidemiologic studies. In this article, we develop Bayesian multivariate semiparametric hierarchical models to incorporate both spatially correlated and uncorrelated frailties to answer the question of spatial variation in the survival patterns, and we use multivariate conditionally autoregressive (MCAR) model to detect that whether there exists the spatial cluster across different areas. The baseline hazard function will be modeled semiparametrically using mixtures of finite Polya trees. The SEER (Surveillance Epidemiology and End Results) database from the National Cancer Institute (NCI) provides comprehensive cancer data about patient’s survival time, regional information, and others demographic information. We implement our Bayesian hierarchical spatial models on Iowa cancer data extracted from SEER database. We illustrate how to compute the conditional predictive ordinate (CPO), the average log-marginal pseudo-likelihood (ALMPL), and deviance information criterion (DIC), which are Bayesian criterions for model checking and comparison among competing models.

當造成失敗的原因不只一種時，若各對象同一時間最多只經歷一種失敗原因，則這些失敗原因稱為競爭風險。然而，有些個體不會失敗或者經過治療之後已痊癒，我們稱這部分的群體為治癒群。本文考慮同時處理競爭風險及治癒率的混合模式，即競爭風險的治癒率模式，亦將解釋變數結合到治癒率、競爭風險的條件失敗機率，或未治癒下競爭風險的條件存活函數中，並以建立在完整資料上之擴充的概似函數為貝氏分析的架構。對於右設限對象則以插補方式決定是否會治癒或會因何種風險而失敗，並推導各參數的完全條件後驗分配及其性質。由於邊際後驗分配的數學形式無法明確呈現，再加上需對右設限者判斷其狀態，所以採用屬於馬可夫鏈蒙地卡羅法的Gibbs抽樣法及適應性拒絕抽樣法(adaptive rejection sampling) ，執行參數之模擬抽樣及設算右設限者之治癒或失敗狀態。實證部分，我們分析Klein and Moeschberger (1997)書中骨髓移植後的血癌病患的資料，並用不同模式之下的參數模擬值計算各對象之條件預測指標(CPO)，換算成各模式的對數擬邊際概似函數值(LPML)，比較不同模式的優劣。 / In case that there are more than one possible failure types, if each subject experiences at most one failure type at one time, then these failure types are called competing risks. Moreover, some subjects have been cured or are immune so they never fail, then they are called the cured ones. This dissertation discusses several mixture models containing competing risks and cure rate. Furthermore, covariates are associated with cure rate, conditional failure rate of each risk, or conditional survival function of each risk, and we propose the Bayesian procedure based on the augmented likelihood function of complete data. For right censored subjects, we make use of imputation to determine whether they were cured or failed by which risk and derive full conditional posterior distributions. Since all marginal posterior distributions don’t have closed forms and right censored subjects need to be identified their statuses, we take Gibbs sampling and adaptive rejection sampling of Markov chain Monte Carlo method to simulate parameter values. We illustrate how to conduct Bayesian analysis by using the bone marrow transplant data from the book written by Klein and Moeschberger (1997). To do model selection, we compute the conditional predictive ordinate(CPO) for every subject under each model, then the goodness is determined by the comparing the value of log of pseudo marginal likelihood (LMPL) of each model.

Geologic mapping in the Phil Pico Mountain quadrangle and analysis of the Carter Oil Company Carson Peak Unit 1 well have provided additional constraints on the erosional and uplift history of this section of the north flank of the Uinta Mountains. Phil Pico Mountain is largely composed of the conglomeratic facies of the early Eocene Wasatch and middle to late Eocene Bridger Formations. These formations are separated by the Henrys Fork fault which has thrust Wasatch Formation next to Bridger Formation. The Wasatch Formation is clearly synorogenic and contains an unroofing succession from the adjacent Uinta Mountains. On Phil Pico Mountain, the Wasatch Formation contains clasts eroded sequentially from the Permian Park City Formation, Permian Pennsylvanian Weber Sandstone, Pennsylvanian Morgan Formation, and the Pennsylvanian Round Valley and Mississippian Madison Limestones. Renewed uplift in the middle and late Eocene led to the erosion of Wasatch Formation and its redeposition as Bridger Formation on the down-thrown footwall of the Henrys Fork fault. Field observations and analysis of the cuttings and lithology log from Carson Peak Unit 1 well suggest that initial uplift along the Henrys Fork Fault occurred in the late early or early middle Eocene with the most active periods of uplift in the middle and late Eocene (Figure 8, Figure 24, Appendix 1). The approximate post-Paleocene throw of the Henrys Fork fault at Phil Pico Mountain is 2070 m (6800 ft). The Carson Peak Unit 1 well also reveals that just north of the Henrys Fork fault at Phil Pico Mountain the Bridger Formation (middle to late Eocene) is 520 m (1710 ft) thick; an additional 460 m (1500 ft) of Bridger Formation lies above the well on Phil Pico Mountain. Beneath the Bridger Formation are 400 m (1180 ft) of Green River Formation (early to middle Eocene), 1520 m (5010 ft) of Wasatch Formation (early Eocene), and 850 m (2800 ft) of the Fort Union Formation (Paleocene). Stratigraphic data from three sections located east to west across the Phil Pico Mountain quadrangle show that the Protero-zoic Red Pine Shale has substantially more sandstone and less shale in the eastern section of the quadrangle. Field observations suggest that the Red Pine Shale undergoes a facies change across the quadrangle. However, due to the lack of continuous stratigraphic exposures, the cause of this change is not known.

Tesis por compendio / [ES] Esta investigación aborda el ocio inclusivo de personas con movilidad reducida en parques nacionales de Canadá y España, desde las Teorías Críticas de la Discapacidad y la Buena Gobernanza Ambiental. Examina cómo las estructuras de poder generan barreras para el acceso equitativo a la naturaleza, un desafío pendiente en el contexto de la accesibilidad universal. Vincula este análisis con los Objetivos de Desarrollo Sostenible #3, #10 y #15, enfocándose en bienestar, reducción de desigualdades y protección de ecosistemas. Utilizando métodos mixtos, se analizan dimensiones clave de la gobernanza ambiental: discursos, instrumentos, actores y recursos. Primero, se evalúa si las políticas contemplan el acceso inclusivo. Luego, una encuesta online recoge barreras y necesidades de personas con movilidad reducida. Finalmente, se examina la accesibilidad digital en las páginas web de los parques nacionales españoles. Los resultados muestran múltiples barreras físicas, psicosociales e institucionales invisibles, que limitan el acceso inclusivo. Las deficiencias digitales agravan la brecha entre personas con discapacidad y la naturaleza. Esto evidencia fallos en la gobernanza, afectando la implementación de marcos participativos y tratados internacionales como la Convención sobre los Derechos de las Personas con Discapacidad. La investigación concluye que superar estas barreras requiere políticas inclusivas, gobernanza multidimensional y herramientas prácticas que integren accesibilidad, interseccionalidad y sostenibilidad. / [CA] Aquesta investigació aborda l'oci inclusiu de persones amb mobilitat reduïda als parcs nacionals del Canadà i Espanya, des de les Teories Crítiques de la Discapacitat i la Bona Governança Ambiental. Examina com les estructures de poder generen barreres per a l'accés equitatiu a la natura, un desafiament pendent en el context de l'accessibilitat universal. Vincula aquesta anàlisi amb els Objectius de Desenvolupament Sostenible #3, #10 i #15, centrant-se en benestar, reducció de desigualtats i protecció d'ecosistemes. Utilitzant mètodes mixtos, s'analitzen dimensions clau de la governança ambiental: discursos, instruments, actors i recursos. Primer, s'avalua si les polítiques contemplen l'accés inclusiu. Després, una enquesta en línia recull barreres i necessitats de persones amb mobilitat reduïda. Finalment, s'examina l'accessibilitat digital a les pàgines web dels parcs nacionals espanyols. Els resultats mostren múltiples barreres físiques, psicosocials i institucionals invisibles, que limiten l'accés inclusiu. Les deficiències digitals agreugen la bretxa entre persones amb discapacitat i la natura. Això evidencia fallades en la governança, afectant la implementació de marcs participatius i tractats internacionals com la Convenció sobre els Drets de les Persones amb Discapacitat. La investigació conclou que superar aquestes barreres requereix polítiques inclusives, governança multidimensional i eines pràctiques que integren accessibilitat, interseccionalitat i sostenibilitat. / [EN] This research addresses inclusive leisure for people with reduced mobility in national parks in Canada and Spain, drawing on Critical Disability Theories and Environmental Good Governance. It examines how power structures create barriers to equitable access to nature, a challenge still unresolved in the context of universal accessibility. The analysis links to Sustainable Development Goals #3, #10, and #15, focusing on well-being, reducing inequalities, and protecting ecosystems. Using mixed methods, key dimensions of environmental governance are analysed: discourses, instruments, actors, and resources. First, policies are assessed to determine whether they include inclusive access. Next, an online survey gathers barriers and needs faced by people with reduced mobility. Finally, the digital accessibility of Spanish national park websites is evaluated. The findings reveal multiple physical, psychosocial, and invisible institutional barriers limiting inclusive access. Digital deficiencies further widen the gap between people with disabilities and nature. This highlights governance failures, affecting the implementation of participatory frameworks and international treaties like the Convention on the Rights of Persons with Disabilities. The research concludes that overcoming these barriers requires inclusive policies, multidimensional governance, and practical tools integrating accessibility, intersectionality, and sustainability. / Aguilar Carrasco, MJ. (2025). Rethinking Equitable Nature-based Recreation Opportunities for People with Mobility or Motor Disabilities beyond the Accessibility Standards [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/214424 / Compendio

No Abstract Provided / Thesis / Bachelor of Arts (BA)