Transfer models provide a viable means of determining which skills a student needs in order to solve a given problem. However, constructing a good fitting transfer model requires a lot of trial and error. The main goal of this thesis was to develop a procedure for developing better fit transfer models for intelligent tutoring systems. The procedure implements a search method using association rules as a means of guiding the search. The association rules are mined from the instances in the dataset that the transfer model predicts incorrectly. The association rules found in the mining process determines what operation to perform on the current transfer model. Our search algorithm using association rules was compared to a blind search method that finds all possible transfer models for a given set of factors. Our search process was able to find statistically similar models to the ones the blind search method finds in a considerably shorter amount of time. The difference in times between our search process and the blind search method is days to minutes. Being able to find good transfer models quicker will help intelligent tutor system builders as well as cognitive science researchers better assess what makes certain problems hard and other problems easy for students.

A central topic in empirical asset pricing is how to explain anomalies in various trading horizons. This dissertation contains two essays that study several anomalies in medium-term/long-term investment in the equity market and in high-frequency trading in the foreign exchange market. In the first essay, I propose an investor underreaction model with heterogeneous truncations across time and stocks. In this setting, investors are more attracted to dramatic changes in stock prices than to gradual changes. Continuous information causes signals to be truncated which delays their incorporation into stock prices thus generating momentum. Under the assumption that investors are more attracted to winner stocks and ignore more information in loser stocks, I show that a loser portfolio exhibits stronger momentum and higher profitability than a winner portfolio with the same discreteness level. A trading strategy based on this model yields high alphas and Sharpe ratios. Evidence from social media trends aligns well with this model. In the second essay, I develop multivariate logistic models to explain the short-term offer price movement of the currency pair EUR/USD from the EBS limit order book. Using logistic regression based methods, I study the impact of various market microstructure factors on offer price changes in the next second. The empirical results show explanatory power for the testing sample up to 45% and a true positive rate of the prediction up to 87%. The model reveals interesting mechanisms for the underlying driving forces of the tick-by-tick currency price movement.

The growing empirical literature testing informational efficiency of real estate markets uses data from various contexts and at different levels of aggregation. The results of these studies are mixed. We use a distinctive meta-analysis to examine whether some of these study characteristics and contexts lead to a significantly higher chance for identification of an efficient real estate market. The results generated through meta-regression suggest that use of stock market data and individual level data, rather than aggregate data, significantly improves the probability of a study concluding efficiency. Additionally, the findings neither provide support for the suspicion that the view of market efficiency has significantly changed over the years nor do they indicate a publication bias resulting from such a view. The statistical insignificance of other study characteristics suggests that the outcome concerning efficiency is a context-specific random manifestation for the most part. (authors' abstract)

Universidade Federal do Cearà / Esta dissertaÃÃo analisa o processo de elaboraÃÃo e implementaÃÃo de estratÃgias, e, em particular, a formulaÃÃo e implementaÃÃo de estratÃgia pela RB Distribuidora, empresa do ramo de DistribuiÃÃo, que comercializa produtos de higiene, limpeza e alimentos no estado do CearÃ. Os resultados alcanÃados demonstram que um processo formal e estruturado de elaboraÃÃo e implementaÃÃo de estratÃgias pode agregar valor ao gerenciamento estratÃgico de qualquer empresa. Este processo dà direcionamento à elaboraÃÃo do planejamento estratÃgico e incrementa a capacidade da empresa para enfrentar as forÃas competitivas do mercado. Neste sentido, a RB Distribuidora realizou seu planejamento estratÃgico e formulou suas estratÃgias de longo prazo. Estas estratÃgias deram direcionamento à definiÃÃo de metas estratÃgicas anuais da Empresa. Contudo, existem barreiras e mudanÃas do mercado que influenciam o processo de implementaÃÃo das estratÃgias e da concretizaÃÃo das metas. De fato, a RB Distribuidora enfrentou barreiras e mudanÃas ocorridas no cenÃrio dos negÃcios, que influenciaram o nÃvel de implementaÃÃo das suas estratÃgias e metas estratÃgicas. Em face do que, sugere-se a adoÃÃo de um programa de acompanhamento e ajuste das suas estratÃgias e do seu planejamento estratÃgico, ao longo da sua implementaÃÃo, como forma de enfrentar as barreiras impostas pelas forÃas competitivas do mercado, manter o foco no gerenciamento estratÃgico, adequar-se Ãs mudanÃas do mercado e assegurar a efetiva implementaÃÃo das suas estratÃgias e metas. / This dissertation analyzes the process of creating and improving strategies, in particular, the strategy formulation and implementation by RB Distributor. This company is a wholesale distributor of groceries and health care products in the state of CearÃ. The study shows that a formal and structured process of strategic planning can add value to the strategic management of any company. This process gives direction to the formulation of strategies and goals which may increase their capacity to face the competitive forces in the market place. As such, RB Distributor has formulated its plan, its strategies and goals with a look into the future and its competitors. However, barriers and market changes influence the process of implementation of strategies and the attainment of its goals. In fact, RB Distributor faced those problems and this influenced adversely its results. A systematic feedback system of information and monitoring is recommended as a tool to reduce the negative impact those variables could have on the desired results.

As pesquisas para o desenvolvimento de uma cidade mais sustentável, com menos trânsito e mais qualidade de vida, apontam a necessidade de elaboração de políticas voltadas para o transporte de carga. As entregas urbanas de carga sendo feitas no período noturno pode ajudar a melhorar o trânsito da cidade, e evitar acidentes com ciclistas, pedestres, ônibus e carros. Ao mesmo tempo, entregar mercadorias a noite pode ser vantajoso tanto para os varejistas quanto para os transportadores. Da perspectiva dos varejistas, pode haver mais agilidade em conferir e armazenar mercadorias, melhora do nível de atendimento ao cliente, e mais certeza quanto à pontualidade do horário da chegada do caminhão. Quanto aos transportadores, o tempo de rota pode diminuir, assim como tempo para buscar uma vaga para estacionar; as filas de caminhões podem diminuir, oferecendo mais eficiência ao roteiro de entregas. Entretanto, alguns problemas podem surgir ao executar os descarregamentos noturnos, relacionados à emissão de ruídos e ao risco de assaltos. O objetivo desta pesquisa é assinalar os principais aspectos que influenciam na eficiência das entregas noturnas no âmbito operacional, e identificar quais são os problemas relacionados à execução das entregas noturnas. Para cumprir estes objetivos foi aplicado um questionário a 100 motoristas, e outro questionário a 84 varejistas que realizam operações com entregas/recebimento de mercadorias no período noturno. A partir destes dados, análises estatísticas foram feitas para assinalar quais variáveis de análise estão mais associadas à escolha por executar as atividades de frete no período noturno. Os resultados mostraram que os ruídos são mais críticos para a tomada da decisão do horário de entrega, para os varejistas. Quanto aos resultados atrelados à eficiência logística, a vantagem em fazer entregas noturnas está na maior agilidade para conferir e armazenar as mercadorias e maior assertividade quanto ao horário de entrega, devido às condições do trânsito e da facilidade em estacionar o veículo para efetuar o descarregamento. / The findings of the researches for a more sustainable city, with less traffic and better quality of life, point to the need of new policies for the transport of cargo. Urban overnight deliveries can improve the traffic of city and prevent accidents involving cyclists, pedestrians, buses and cars. At the same time, overnight deliveries might be favorable, both for retailers and drivers. From the perspective of retailers, overnight deliveries may be more efficient in checking and storing goods, more punctual and improve customer service level. For drivers, time route and time to find a place to park may decrease; truck queues may be reduced, which offers more efficiency to the delivery route. However, some problems may arise when performing the night freight, regarding to its noise and the risk of robbery. The objective of this research is to verify the main aspects that maximize the efficiency of night deliveries in the operational context and identify the night freight problems. In order to meet these objectives, a questionnaire was applied to 100 drivers, and another questionnaire to 84 retailers. Statistical methods were used to make sure the noises as the most critical aspects of the night deliveries, for retailers. As for the results related to logistic effectiveness, the advantage of making overnight delivery is the agility to check and store the goods and the accuracy on the delivery schedule, due to traffic conditions, and the ease to park the vehicle to perform the download. In addition, multivariate analysis method combines the quality of customer service with the punctuality of the truck and the agility in check and store goods.

La presente surgió por el interés de colaborar con la empresa Tai Loy S.A. a identificar mejoras en el proceso de retención de clientes para mejorar su situación competitiva a nivel local e iniciar una etapa de expansión internacional. A partir de la caída de ventas, se identificaron deficiencias en procesos logísticos que incidían directamente en la satisfacción de sus clientes B2B, motivo por el cual se propuso el objetivo de determinar qué aspectos de la calidad de servicio del proceso logístico de distribución de Tai Loy tiene mayor efecto en la satisfacción de sus clientes B2B The present arose from the interest of collaborating with the company Tai Loy S.A. to identify improvements in the process of customer retention to improve their competitive situation at the local level and initiate a stage of international expansion. After the fall in sales, deficiencies were identified in logistics processes that directly affected the satisfaction of their B2B customers, which is why the objective of determining which aspects of the service quality of the Tai Loy distribution logistics process was proposed has a greater effect on the satisfaction of your B2B customers

In this study I analyzed the pattern of settlement for known Medio period (A.D. 1200–1450) sites in the Casas Grandes region of Chihuahua, Mexico. Locational data acquired from survey projects in the Casas Grandes region were evaluated within a Geographic Information Systems (GIS) framework to reveal patterns in settlement and site distribution. Environmental and cultural variables, including aspect, cost distance to nearest ballcourt, ecoregion, elevation, local relief, cost distance to nearest oven, cost distance to Paquimé, slope, soil, terrain texture, topographic position index, cost distance to nearest trincheras, vegetation, vegetation variety to 100 meters, vegetation variety to 500 meters, cost distance to nearest intermittent lake, cost distance to nearest intermittent stream, cost distance to nearest perennial lake, and cost distance to nearest perennial stream were calculated for each site in this region. It was expected that the relationships of correspondence between known sites and these variables would provide a quantitative framework that could be used to model the locational probability of unknown sites in the region. Through the use of GIS and statistical analyses, the results of this study were used to produce an archaeological site sensitivity map for this region of northern Mexico.

In this thesis, we explore a multi-indexed logistic regression (MILR) model, with particular emphasis given to its application to time series. MILR includes simple logistic regression (SLR) as a special case, and the hope is that it will in some instances also produce significantly better results. To motivate the development of MILR, we consider its application to the analysis of both simulated sine wave data and stock data. We looked at well-studied SLR and its application in the analysis of time series data. Using a more sophisticated representation of sequential data, we then detail the implementation of MILR. We compare their performance using forecast accuracy and an area under the curve score via simulated sine waves with various intensities of Gaussian noise and Standard & Poors 500 historical data. Overall, that MILR outperforms SLR is validated on both realistic and simulated data. Finally, some possible future directions of research are discussed.

My Masters research aims to deepen our understanding of the behaviour of robust methods in logistic regression. Logistic regression is a special case of Generalized Linear Modelling (GLM), which is a powerful and popular technique for modelling a large variety of data. Robust methods are useful in reducing the effect of outlying values in the response variable on parameter estimates. A literature survey shows that we are still at the beginning of being able to detect extreme observations in logistic regression analyses, to apply robust methods in logistic regression and to present informatively the results of logistic regression analyses. In Chapter 1 I have made a basic introduction to logistic regression, with an example, and to robust methods in general. In Chapters 2 through 4 of the thesis I have described traditional methods and some relatively new methods for presenting results of logistic regression using powerful visualization techniques as well as the concepts of outliers in binomial data. I have used different published data sets for illustration, such as the Prostate Cancer data set, the Damaged Carrots data set and the Recumbent Cow data set. In Chapter 4 I summarize and report on the modem concepts of graphical methods, such as central dimension reduction, and the use of graphics as pioneered by Cook and Weisberg (1999). In Section 4.6 I have then extended the work of Cook and Weisberg to robust logistic regression. In Chapter 5 I have described simulation studies to investigate the effects of outlying observations on logistic regression (robust and non-robust). In Section 5.2 I have come to the conclusion that, in the case of classical or robust multiple logistic regression with no outliers, robust methods do not necessarily provide more reasonable estimates of the parameters for the data that contain no st~ong outliers. In Section 5.4 I have looked into the cases where outliers are present and have come to the conclusion that either the breakdown method or a sensitivity analysis provides reasonable parameter estimates in that situation. Finally, I have identified areas for further study.

<p>In this study I analyze the Swedish parental benefit system focusing on a certain component, the basic level, and its effects on childbearing. The basic level consists of a fixed monetary amount given to parents. The compensation level was raised three times between 2002 and 2004, which would, according to economic theories, imply increased incentives for having children. I use longitudinal data of women in fertile age between 1993 and 2005. Applying a difference-in-differences model on comparison groups based on region of birth I conclude that the policy changes probably did not cause increased probabilities of having children.</p>