Ng Chi To. / Thesis (Ph.D.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 169-173). / Acknowledgements --- p.i / Abstract --- p.ii / Chapter Chapter 1 --- INTRODUCTION --- p.1 / Chapter 1.1 --- Problem Formulation and Motivation --- p.1 / Chapter 1.2 --- Past Research Works --- p.3 / Chapter 1.3 --- Results of the Study --- p.5 / Chapter 1.4 --- Organization of the Thesis --- p.7 / Chapter Part I --- THE CTV PROBLEM --- p.9 / Chapter Chapter 2 --- A GENERALIZATION OF SCHRAGE'S CONJEC- TURE --- p.10 / Chapter 2.1 --- Schrage's Conjecture --- p.10 / Chapter 2.2 --- Generalization --- p.13 / Chapter Chapter 3 --- ASYMPTOTIC OPTIMALITY --- p.15 / Chapter 3.1 --- Optimal Sequences under a Symmetric Structure --- p.17 / Chapter 3.2 --- An Upper Bound for the Relative Error --- p.21 / Chapter 3.3 --- Asymptotical Probabilistic Analysis --- p.25 / Chapter Chapter 4 --- ADDITIONAL FINDINGS --- p.37 / Chapter Chapter 5 --- THE BEST V-SHAPED SEQUENCE --- p.46 / Chapter 5.1 --- Transformation of the CTV Problem to a Boolean Optimization Problem --- p.47 / Chapter 5.2 --- Minimization of the Expected CTV among All the V-shaped Fixed Sequences --- p.48 / Chapter Chapter 6 --- THE WORST CASE ANALYSIS --- p.65 / Chapter 6.1 --- A Lower Bound for the CTV Problem --- p.66 / Chapter 6.2 --- A Worst Case Bound --- p.71 / Chapter Part II --- EXTENSIONS --- p.75 / Chapter Chapter 7 --- A MORE GENERAL MODEL --- p.76 / Chapter 7.1 --- Some Basic Concepts --- p.76 / Chapter 7.2 --- Problem Description --- p.78 / Chapter 7.3 --- Applications and Difficulties --- p.80 / Chapter Chapter 8 --- THE ZERO STARTING PROBLEM --- p.83 / Chapter 8.1 --- Problem Transformation --- p.85 / Chapter 8.2 --- Properties --- p.88 / Chapter 8.3 --- Algorithm A and Promising Solutions --- p.93 / Chapter 8.4 --- Time Complexity of Algorithm A --- p.94 / Chapter Chapter 9 --- PROBABILISTIC ANALYSIS OF PROMISING SO- LUTIONS --- p.95 / Chapter 9.1 --- Promising Solutions under a Symmetric Structure --- p.95 / Chapter 9.2 --- An Upper Bound for the Relative Error of Promising Solutions --- p.100 / Chapter 9.3 --- Probabilistic Analysis on the Relative Error of Promising Solutions --- p.106 / Chapter Chapter 10 --- CONCLUDING REMARKS AND FUTURE RESEARCH WORK --- p.118 / Appendix A Preliminary Results for Analysis --- p.122 / Appendix B Proofs of Some Lemmas --- p.127 / Appendix C Proofs of Some Theorems --- p.149 / Appendix D Proofs of Some Properties --- p.160 / Appendix E An Alternative to Completion Time Variance --- p.167 / Bibliography --- p.169

Leung Ping-Fai. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 62-64). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Table of Content --- p.iv / List of Appendices --- p.v / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Literature Review --- p.6 / Chapter 2.1 --- Public Goods and Taxation --- p.6 / Chapter 2.2 --- Public Goods as Intermediate Goods --- p.12 / Chapter 2.3 --- Wage Differentials and Unemployment --- p.18 / Chapter Chapter 3. --- The Basic Model and Effects of Public Inputs --- p.22 / Chapter Chapter 4. --- "Public Inputs, Financing Constraints and National Welfare: The Tariff Case" --- p.30 / Chapter Chapter 5. --- "Public Inputs, Financing Constraints and National Welfare: The Quota Case" --- p.43 / Chapter Chapter 6. --- Concluding Remarks --- p.55 / Chapter Chapter 7. --- Appendices --- p.57 / References --- p.62

by Cheung Chit-Cheung, Gavin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 75-77). / Abstract also in Chinese. / Abstract --- p.i / Acknowledgment --- p.ii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation --- p.2 / Chapter 1.2 --- Problem Description --- p.5 / Chapter 1.3 --- Contributions --- p.6 / Chapter 1.4 --- Thesis Organization --- p.6 / Chapter 2 --- Problem Formulation and Solution Approaches --- p.8 / Chapter 2.1 --- Mathematical Modeling --- p.8 / Chapter 2.2 --- Transformation of Problem --- p.11 / Chapter 2.3 --- Problem Analysis --- p.12 / Chapter 2.3.1 --- Optimality Criteria --- p.13 / Chapter 2.3.2 --- Heuristic Solutions --- p.15 / Chapter 2.4 --- Literatures Review on Single-Machine Scheduling --- p.18 / Chapter 3 --- Discussion of Some Special Cases --- p.21 / Chapter 3.1 --- Two Operations --- p.22 / Chapter 3.2 --- Identical Distributions --- p.24 / Chapter 3.2.1 --- Error Bound of LPTF - Maximum Distribution Approach --- p.27 / Chapter 3.3 --- Large Initial Time and Special Processing Times Structure --- p.29 / Chapter 3.3.1 --- Application of SVF to Exponential Distribution --- p.34 / Chapter 3.3.2 --- Error Bound of SVF 一 Switching Processing Times Approach --- p.37 / Chapter 3.3.3 --- Extended Error Bound Analysis --- p.41 / Chapter 4 --- Heuristics to Solve the General Problems --- p.47 / Chapter 4.1 --- Level 1 - PIPF and LPTF Rules --- p.48 / Chapter 4.2 --- Level 2 - Adjacent Pair wise Interchange --- p.51 / Chapter 4.3 --- Computational Complexity --- p.53 / Chapter 5 --- Experimental Results --- p.54 / Chapter 5.1 --- Design of Experiments --- p.54 / Chapter 5.1.1 --- Design of Problem Parameters --- p.55 / Chapter 5.1.2 --- Evaluation Methods --- p.57 / Chapter 5.2 --- Results Analysis --- p.59 / Chapter 5.2.1 --- Evaluation for Problems with Small Size --- p.60 / Chapter 5.2.2 --- Evaluation for Problems with Large Size --- p.63 / Chapter 6 --- Conclusion --- p.67 / Chapter 6.1 --- Summary --- p.67 / Chapter 6.2 --- Future Extension --- p.68 / Appendix --- p.69 / Chapter A --- Crossing Point of Normal Density Functions --- p.69 / Chapter B --- Probaiblity Distributions --- p.73 / Chapter B.1 --- Uniform Distribution --- p.73 / Chapter B.2 --- Exponential Distribution --- p.74 / Chapter B.3 --- Normal Distribution --- p.74 / Bibliography --- p.75

Li Yan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 87-88). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.8 / Chapter 2.1 --- Markowitz´ةs Single-Period Mean-Variance Model --- p.9 / Chapter 2.2 --- Discrete-Time Mean-Variance Problem --- p.10 / Chapter 2.2.1 --- Optimal Buy-and-Hold Policy --- p.11 / Chapter 2.2.2 --- Optimal Rolling Markowitz Policy --- p.12 / Chapter 2.2.3 --- Multi-Period Mean-Variance Optimal Policy --- p.12 / Chapter 2.3 --- Continuous-Time Market --- p.13 / Chapter 2.3.1 --- Optimal Unconstrained Policy --- p.15 / Chapter 2.3.2 --- Bankruptcy Prohibited Optimal Policy --- p.16 / Chapter 2.3.3 --- No-Shorting Optimal Policy --- p.17 / Chapter 2.4 --- Continuously Rebalancing Optimal Policy --- p.18 / Chapter 3 --- Discretized Continuous-Time Optimal Policies --- p.20 / Chapter 3.1 --- Problem Setup --- p.21 / Chapter 3.2 --- Unconstrained Problem --- p.25 / Chapter 3.3 --- Problem with No-shorting Constraint --- p.31 / Chapter 3.4 --- Problem with No-Bankruptcy Constraint --- p.34 / Chapter 3.4.1 --- Quasi No-Bankruptcy Problem --- p.36 / Chapter 3.5 --- Stability of the Simulation --- p.38 / Chapter 3.6 --- Concluding Remarks --- p.41 / Chapter 4 --- Performance of Continuous-Time M-V Optimal Policies --- p.43 / Chapter 4.1 --- Measures of the Performance by Probabilities --- p.45 / Chapter 4.2 --- Performance of the Optimal Mean-Variance Portfolio --- p.51 / Chapter 4.2.1 --- Target-Hitting Probability --- p.51 / Chapter 4.2.2 --- Cut-Off Probability --- p.53 / Chapter 4.2.3 --- Target-Hitting-before-Cut-Off Probability --- p.58 / Chapter 4.3 --- Numerical Evaluations of Probabilities for Discrete-Time Market --- p.63 / Chapter 4.3.1 --- Simulation on Target-Hitting Probability --- p.64 / Chapter 4.3.2 --- Simulation on Zero-Hitting Probability --- p.66 / Chapter 4.3.3 --- Simulation on Target-Hitting-before-Bankruptcy Probability --- p.67 / Chapter 4.4 --- Policy Comparison --- p.68 / Chapter 4.4.1 --- Profile of the Probabilities --- p.70 / Chapter 4.4.2 --- Impact of z on the Probabilities --- p.72 / Chapter 4.5 --- Concluding Remarks --- p.74 / Chapter 5 --- Empirical Analysis --- p.75 / Chapter 5.1 --- Experiment Description and Parameter Estimation --- p.76 / Chapter 5.1.1 --- Introduction of the Data --- p.76 / Chapter 5.1.2 --- Experiment Description --- p.77 / Chapter 5.1.3 --- Parameter Estimation --- p.79 / Chapter 5.2 --- Empirical Results and Analysis --- p.80 / Chapter 5.2.1 --- Performance Indicator --- p.80 / Chapter 5.2.2 --- Experimental Results and Analysis --- p.81 / Chapter 5.3 --- Concluding Remarks --- p.83 / Chapter 6 --- Summary --- p.84 / Bibliography --- p.87

Chan Yiu Wing. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 43-44). / Abstracts in English and Chinese. / Abstract --- p.11 / 摘要 --- p.1 / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Reviews of Existing Models --- p.5 / Chapter 2.1 --- Second Price Sealed-bid Auction --- p.5 / Chapter 2.2 --- First Price Sealed-bid Auction --- p.6 / Chapter 2.3 --- Revenue Equivalence Principle --- p.6 / Chapter 2.4 --- Risk-Averse Bidders --- p.7 / Chapter 2.5 --- Budget Constraints --- p.7 / Chapter 2.6 --- Budget-Constrained Sequential Auction with --- p.9 / Chapter Chapter 3. --- The Model --- p.11 / Chapter 3.1 --- Model´ةs Background --- p.11 / Chapter 3.2 --- Auction´ة s Rules… --- p.13 / Chapter 3.3 --- Critical Values --- p.17 / Chapter 3.4 --- Revenues of the Sequential Auction --- p.18 / Chapter 3.5 --- Results --- p.19 / Chapter Chapter 4. --- More General Cases --- p.28 / Chapter 4.1 --- A possibility of winning both goods by a bidder --- p.28 / Chapter 4.2 --- The winning bid of the first stage auction is concealed --- p.36 / Chapter Chapter 5 --- Conclusion --- p.39 / References --- p.41

Mak Ka-Yun. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 52-53). / Abstracts in English and Chinese. / Declaration --- p.i / Acknowledgement --- p.ii / Abstract --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Model --- p.5 / Chapter 2.1 --- Prototypal Job Search Model --- p.5 / Chapter 2.2 --- Job Search Model with Firing and Varying Reservation Wages --- p.8 / Chapter 2.3 --- Data and Likelihood --- p.13 / Chapter 2.4 --- Gibbs Sampling --- p.16 / Chapter 3 --- Example --- p.18 / Chapter 3.1 --- Data --- p.18 / Chapter 3.2 --- Complete-data Likelihood --- p.21 / Chapter 3.3 --- Prior Distribution --- p.22 / Chapter 3.3.1 --- Natural Conjugate Prior --- p.23 / Chapter 3.3.2 --- Proper Prior --- p.23 / Chapter 3.4 --- Posterior Distribution --- p.24 / Chapter 3.5 --- Setting Initial Values of Parameters --- p.25 / Chapter 3.6 --- Simulation Procedures --- p.27 / Chapter 3.6.1 --- Simulation Procedures for Natural Conjugate Prior Case --- p.28 / Chapter 3.6.2 --- Simulation Procedures for Proper Prior Case --- p.38 / Chapter 3.7 --- Output Analysis --- p.41 / Chapter 4 --- Discussion --- p.49 / References --- p.52

Yeung Yu Ming. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 35-38). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Risk Measures --- p.3 / Chapter 2.1 --- Extreme Value Thoery --- p.4 / Chapter 2.2 --- Estimating Excess Distributions --- p.7 / Chapter 2.3 --- Estimating Tails of Distributions --- p.9 / Chapter 2.4 --- VaR and ES --- p.10 / Chapter 3 --- Fitting VaR Time Series --- p.13 / Chapter 3.1 --- Autoregressive Integrated Moving Average Models --- p.13 / Chapter 3.2 --- Regression Quantiles --- p.14 / Chapter 4 --- Analysis of Hang Seng Index --- p.16 / Chapter 4.1 --- Risk Measures --- p.20 / Chapter 4.2 --- Backtesting --- p.21 / Chapter 4.3 --- Expected Shortfall --- p.25 / Chapter 4.4 --- Forecasting VaR and ES --- p.26 / Chapter 4.4.1 --- Regression Quantiles --- p.27 / Chapter 4.4.2 --- ARIMA Models --- p.28 / Chapter 5 --- Conclusion --- p.33 / References --- p.35

Kong Wai = 歐姆阻尼系統與頻散耗散系統之連繫的研究 / 江偉. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 72-73). / Text in English; abstracts in English and Chinese. / Kong Wai = Ou mu zu ni xi tong yu pin san hao san xi tong zhi lian xi de yan jiu / Jiang Wei. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Review of ohmic systems and dispersive systems --- p.4 / Chapter 2.1 --- Damped ohmic systems --- p.4 / Chapter 2.1.1 --- Equations of motion --- p.4 / Chapter 2.1.2 --- Normal modes --- p.7 / Chapter 2.1.3 --- Bilinear mapping and general solutions --- p.8 / Chapter 2.2 --- Dissipative dispersive system --- p.10 / Chapter 2.2.1 --- Matrix representation --- p.13 / Chapter 2.2.2 --- Bilinear mapping and metric tensor --- p.14 / Chapter 2.2.3 --- Generalization to M relaxation frequencies --- p.16 / Chapter 3 --- Relation between dispersive and ohmic systems --- p.17 / Chapter 4 --- Odd dimension problem --- p.22 / Chapter 4.1 --- The ohmic system --- p.22 / Chapter 4.1.1 --- Fast mode --- p.22 / Chapter 4.1.2 --- e = 0 --- p.24 / Chapter 4.1.3 --- e→ 0 --- p.25 / Chapter 4.2 --- The dispersive system --- p.27 / Chapter 4.3 --- Connections in odd-dimensional case --- p.30 / Chapter 4.3.1 --- "Odd-dimensional cases, e = 0, ₁ت2= ´ؤi∞" --- p.30 / Chapter 4.3.2 --- "Limiting cases, e →0" --- p.31 / Chapter 4.4 --- Eigenvalues --- p.32 / Chapter 4.5 --- Conclusion --- p.34 / Chapter 5 --- Fluctuation-dissipation theorem --- p.35 / Chapter 5.1 --- FDT for a single damped oscillator --- p.35 / Chapter 5.2 --- FDT for two coupled ohmic oscillators --- p.38 / Chapter 5.3 --- Two couple damped oscillators in different baths --- p.40 / Chapter 5.3.1 --- Case I: Symmetric and T1 = T2 --- p.41 / Chapter 5.3.2 --- Case II: Symmetric and η2 = 0 --- p.42 / Chapter 5.3.3 --- Case III: Asymmetric and T1 = T2 --- p.44 / Chapter 5.3.4 --- Case IV: Asymmetric and η2 = 0 --- p.46 / Chapter 5.3.5 --- Discussion --- p.47 / Chapter 6 --- Pseudo-Boltzman distribution --- p.48 / Chapter 6.1 --- Fokker´ؤPlanck equation --- p.48 / Chapter 6.1.1 --- Single damped oscillator --- p.48 / Chapter 6.1.2 --- Two coupled damped oscillators --- p.50 / Chapter 6.2 --- Path integral method --- p.55 / Chapter 6.2.1 --- Single damped oscillator --- p.55 / Chapter 6.2.2 --- N coupled oscillators --- p.56 / Chapter 7 --- Energy stored in a dispersive system --- p.58 / Chapter 7.1 --- Correlations --- p.59 / Chapter 7.2 --- One-one mapping for N = 2 --- p.61 / Chapter 7.3 --- One-one mapping for N = 3 --- p.64 / Chapter 8 --- Conclusion --- p.70 / Bibliography --- p.72 / Chapter A --- Equipartition theorem --- p.74 / Chapter B --- General fluctuation-dissipation theorem --- p.76 / Chapter C --- Case I: Symmetric and T1 = T2 --- p.80 / Chapter D --- Fokker´ؤPlanck equation - Single damped oscillator --- p.82 / Chapter E --- Fokker-Planck equation - Two coupled damped oscillators --- p.86 / Chapter F --- Path integral method - Single damped oscillator --- p.88 / Chapter G --- Path integral method - N coupled oscillators --- p.90 / Chapter H --- Correlation of χ1χ1 --- p.94 / Chapter I --- Conditions for a dissipative dispersive system --- p.96 / Chapter J --- Solution of an ohmic system --- p.98

Digitized by Kansas Correctional Industries

Digitized by Kansas Correctional Industries