published_or_final_version / Education / Master / Master of Education

Diplomová práca je venovaná bankovým krízam, konkrétne problémom spojeným s ich identifikáciou a datovaním. V teoretickej časti sa zaoberá dvoma klasifikáciami prístupov ku identifikovaniu bankových kríz: Jedna rozlišuje medzi krízami identifikovanými na základe konkrétnych udalostí (takzvaný "prípadový" prístup) a krízami identifikovanými podľa indexov (takzvaný "indexový" prístup). Druhá klasifikácia rozdeľuje skupiny v rámci indexového prístupu (prezentované v 2. kapitole práce). Praktická časť diplomovej práce je venovaná bankovým krízam v jedenástich vybraných krajinách. Najprv je prezentovaná kompilácia bankových kríz v týchto krajinách, založená na 4 hlavných databázach bankových kríz (podľa "prípadového" prístupu). Následne sú konštruované 2 indexy s cieľom identifikovať (podľa nich) bankové krízy v týchto krajinách. Indexy sa volajú Banking Sector Fragility Index a Index of Money Pressure. Nakoniec sú výsledky oboch prístupov navzájom porovnané, a takisto sú navzájom porovnané výsledky oboch indexov. Bližšia diskusia je venovaná prípadu Českej republiky, kde indexy vykazujú lepšiu identifikáciu kríz než "prípadový" prístup. Tento fakt potvrdzujú aj akedmické štúdie českého bankovného sektoru. Indexy pre všetky krajiny aj s tabuľkami identifikovaných kríz sú priložené v prílohe na záver...

This course project is made up of two parts. Part one is an investigation and implementation of pricing of financial derivatives using numerical methods for the solution of partial differential equations. Part two is an introduction of Monte Carlo methods in financial engineering. The name of course is MA573:Computational Methods in Financial Mathematics, spring 2009, given by Professor Marcel Blais.

2 v. : / Title page, contents and abstract only. The complete thesis in print form is available from the University Library. / Thesis (D.E.)--Dept. of Electrical Engineering, University of Adelaide

Electromagnetic scattering by 3-D arbitrarily shaped homogeneous dielectric objects is characterized. In the analysis, the method of moments is first employed to solve the combined field integral equation for scattering properties of these three-dimensional homogeneous dielectric objects of arbitrary shape. The fast multipole method, and the multi-level fast multipole algorithm are implemented into our codes for matrix-vector manipulations. Specifically, four proposals are made and discussed to increase convergence and accuracy of iterative procedures (conjugate gradient method). Numerical results are obtained using various methods and compared to each other. / Singapore-MIT Alliance (SMA)

This master’s thesis is performed at Department of Management and Engineering Linköping University, for Scania Omni at Scania Production Slupsk (S.P.S). Omni is responsible for development, manufacturing and marketing of city, suburban and intercity buses. After acquisition of the production unit in Slupsk in 2002 lower production cost per bus is possible. But without control over the organisation costs are rising due to late delivery fees and high stock levels. At the outset, the thesis included three clearly defined objectives: - Map the present situation at Scania Production Slupsk regarding material flow from supplier to assembly line including a part and storage analysis. - Benchmark the current routines at Scania Production Slupsk with other successful companies. Furthermore, conduct literature research in order to find theories and philosophies that support problem analysis and thesis solution. - Develop standard routines for material control methods (MCM) and material supply methods (MSM). A complimentary objective is to work as a catalyst during the time of the thesis. The mapping of the present situation showed that MCM and MSM are very tight connected to each other. It was questioned whether this structure was the best way to manage the material flow. After a parts and storage analysis, material was divided into different segments depending of price, consumption and movement. The benchmarking studies showed different ways to manage the material flow. Implementation of unit load, kanban and clear defined interface between departments showed potential to improve the material handling and increase effectiveness. New routines and part segment definitions described in a logistics manual (Appendix I) were made align with a comparison between previous and recommended definitions. The result showed that some parts needs to be controlled differently. Primary recommendations are that logistics manual shall be used when new parts are introduced into the Scala system. Responsible personnel are suppose to give suggestion concerning decision making of MCM and MSM and with help of the logistics manual the work can be more efficient, resulting in a material flow that is flexible and have potential for improvements. Secondary, to avoid material handling to some extent implementation of two-bin system is recommended. Additional recommendations regarding two-bin system is to handle material according to unit load, which enable FIFO, traceability and higher turn over rate

Telecommunication networks form an integral part of life. Avoiding failures on these networks is always not possible. Designing network structures that survive these failures have become important in ensuring the reliability of these network structures. With the introduction of SONET (Synchronous Optical Network) technology, rings have become the preferred survivable network structure. This network configuration has a set of disjoint rings (each node being a part of single ring), and these disjoint rings are connected via another main ring. In this research, we present a mathematical model for the design of such disjoint rings with node number balance criterion among the rings. When, given a set of nodes and distances between them, the Balanced Disjoint Rings (BDR) problem is the minimum total link length clustering of nodes into a given number of disjoint rings in such a way that there is almost the same number of nodes in each ring. The BDR problem is a class of the standard Traveling Salesman Problem (TSP). It is clear from this observation that the BDR problem becomes a TSP when the number of rings required is set to one. Hence BDR is NP-Hard, and we do not expect to obtain a polynomial time algorithm for its solution. To overcome this problem, we developed a set of construction heuristics (Break-MST, Distance Method, Hybrid Method, GRASP-Based Distance Method) and improvement heuristics (Multi-Exchange, Single Move). Different combinations of construction and improvement heuristics were implemented and the quality of solution thus obtained was compared to the standard Branch and Cut Technique. It was found that the algorithm with GRASP-Based Distance Method as the construction heuristic and multi-exchange - single-move combination as the improvement heuristic performed better than other combinations. All combinations performed better in general than the standard Branch and Cut technique in terms of solution time.

The position-dependent effective mass (PDEM) problem is of enormous importance to the realization of the extended Wentzel-Kramers-Brillouin (WKB) approximation in bound state calculations for semiconductor heterostructures. By studying some model problems, we show that the extended WKB method provides good approximations for the bound states with the high eigenenergies. In addition, the effect of the smoothness of the effective mass distribution functions and potential barrier in the PDEM problems is discussed in our work. We found the precision can be affected by the effective mass and potential barrier in the PDEM.

<p>This master’s thesis is performed at Department of Management and Engineering Linköping University, for Scania Omni at Scania Production Slupsk (S.P.S). Omni is responsible for development, manufacturing and marketing of city, suburban and intercity buses. After acquisition of the production unit in Slupsk in 2002 lower production cost per bus is possible. But without control over the organisation costs are rising due to late delivery fees and high stock levels. At the outset, the thesis included three clearly defined objectives:</p><p>- Map the present situation at Scania Production Slupsk regarding material flow from supplier to assembly line including a part and storage analysis.</p><p>- Benchmark the current routines at Scania Production Slupsk with other successful companies. Furthermore, conduct literature research in order to find theories and philosophies that support problem analysis and thesis solution.</p><p>- Develop standard routines for material control methods (MCM) and material supply methods (MSM).</p><p>A complimentary objective is to work as a catalyst during the time of the thesis.</p><p>The mapping of the present situation showed that MCM and MSM are very tight connected to each other. It was questioned whether this structure was the best way to manage the material flow. After a parts and storage analysis, material was divided into different segments depending of price, consumption and movement. </p><p>The benchmarking studies showed different ways to manage the material flow. Implementation of unit load, kanban and clear defined interface between departments showed potential to improve the material handling and increase effectiveness.</p><p>New routines and part segment definitions described in a logistics manual (Appendix I) were made align with a comparison between previous and recommended definitions.</p><p>The result showed that some parts needs to be controlled differently. Primary recommendations are that logistics manual shall be used when new parts are introduced into the Scala system. Responsible personnel are suppose to give suggestion concerning decision making of MCM and MSM and with help of the logistics manual the work can be more efficient, resulting in a material flow that is flexible and have potential for improvements.</p><p>Secondary, to avoid material handling to some extent implementation of two-bin system is recommended. Additional recommendations regarding two-bin system is to handle material according to unit load, which enable FIFO, traceability and higher turn over rate</p>

Thesis (M. Sc.)--University of Hong Kong, 2002. / Includes bibliographical references (leaves 130-134).