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The impact on banks' portfolio under BIS amendment to the capital accord of 1996 and reserve requirement.

The Dynamic Conditional Correlation (DCC) model proposed by Engle (2002) has become one of the most popular models for the analysis of multivariate financial time series. Yet, the impact of temporal aggregation on the DCC estimates has not yet been rigorously investigated. This thesis examines the changes of DCC estimates when the intraday returns are aggregated from 5-minutes to 270-minutes returns using Taiwanese eight industry index returns from Jan. 2, 2004 to Dec. 31, 2006. Our empirical analysis finds that dynamic correlation coefficients between the 8 industry index returns are all positive and time-varying. Further, Electronic and Building indices seem to have high correlation with other industry indices whereas plastics has a lower correlation with others. What is more important, all return series have higher conditional correlation for lower frequencies. In other words, temporary aggregation will increase the conditional correlation. This thesis also seeks to categorize the loan accounts of small- and medium-scale corporations according to their respective business sectors and calculate the monthly returns and standard deviation of the bank loans according to the groups of sample of credit records from each sector, with the purpose of establishing the efficient frontier of the loan combinations of the banks and estimation the dynamic conditional correlation to discover the optimal crediting policy. It is expected that the discussion using the model presented in the thesis may provide the basis for financial institutions as they establish their respective crediting policies.

This thesis presents a robust real-time active tracking system with a pan-tilt camera. The proposed visual servo framework is able to track a deformed object and maintain the target always inside the field of view. For the image processing, an efficient template matching and searching method using the mean-shift theory is developed. The robustness is achieved by appending the ratio histogram, a kernel function, and the template update to the framework when the target is deformed. Then the pan-tilt unit turns towards the target and keeps the target inside the field of view of the camera by feeding back the position information to a Kalman filter. Experimental results show that the presented scheme works successfully when the target is vague or concealed or deformed. The visual tracking task can also be accomplished even when a similar object crosses over the target. In addition, the refreshing rate can be up to 60 frames per second.

Thesis (Ph. D.)--University of Florida, 2000. / Title from first page of PDF file. Document formatted into pages; contains ix, 242 p.; also contains graphics. Vita. Includes bibliographical references (p. 232-241).

Thesis (Ph. D.)--University of Washington, 2001. / Includes bibliographical references (leaves 156-168).

Thesis (Ph. D. in Physics)--Vanderbilt University, 2003. / Title from PDF title screen. Includes bibliographical references.

Among the many examples of Bose condensation considered in physics, electron-hole-pair (exciton) condensation has maintained special interest because it has been difficult to realize experimentally, and because of controversy about condensate properties. In this thesis, we studied the various aspects of spontaneous symmetry broken state of exciton in bilayer using mean field theory. We calculated the photoluminescence of excitonic condensation created by laser. We developed a one-dimensional toy model of excitonic supercurrent using mean field theory plus non-equilibrium Green’s function (NEGF) which give qualitatively consistent results with experiments. We proposed graphene bilayer as a novel system for excitonic condensation to occur and estimate it to exist even at temperature as high as room temperature. / text

published_or_final_version / Mathematics / Master / Master of Philosophy

The delayed occurrence of fatigue while maintaining submaximal force output is a function that could be driven by the central nervous system (CNS). It has been found previously that mean EMG amplitude increases with fatigue. Endurance time has also been found to increase over repeated testing. The purpose of this study was to compare the muscle activation patterns and endurance times after training of the AdP muscle. This study analyzed surface EMG of the adductor pollicis (AdP) muscle in young, healthy adults during a sustained submaximal isometric fatiguing contraction before and after 4 weeks of muscular endurance task training. Eight participants (training group: n = 4 and control group: n = 4) carried out maximal voluntary contractions (MVCs) while sustaining isometric force of 20% MVC of thumb adduction before and after the four weeks of endurance training. EMG, recorded through surface electrodes, was measured before and after training in an effort to detect a possible CNS training effect. The endurance training group trained the AdP muscle at 20% MVC every other day for 4 weeks. Average force was calculated over 5 second time bins every 5% of endurance time (20 time bins total). A significant increase in endurance time was seen in the training group of this study. A significant effect of change for pre and post-training mean EMG amplitude across the two groups was found (p < .001). A significant interaction effect between pre and post training and control groups was also found (p = .016). There was also a significant deficit in increases of mean amplitude between the first and last time bins of the endurance task (pre and post) after training. This indicates that there is an effect of training on increasing endurance time which can be exhibited through changes in mean EMG amplitude. / text