by Lee Yat Fai, Frederick, Pang Fai. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaf 34). / Chapter 1. --- Introduction --- p.1 / Chapter 1.1 --- Background --- p.2 / Chapter 2. --- Methodology --- p.4 / Chapter 2.1 --- Approach --- p.5 / Chapter 2.2 --- Model Automation Tools --- p.7 / Chapter 2.2.1 --- Data --- p.7 / Chapter 2.2.2 --- Trend Identification by Regression --- p.8 / Chapter 2.2.3 --- Programming variables --- p.13 / Chapter 2.2.4 --- Execution --- p.13 / Chapter 3. --- Literature Review --- p.16 / Chapter 4. --- Trading Models --- p.19 / Chapter 4.1 --- 2Premises --- p.19 / Chapter 4.2 --- Trading rules --- p.20 / Chapter 4.3 --- THE IMPLEMENTATION OF THE TRADING MODEL AND ITS TESTING --- p.20 / Chapter 4.4 --- The Test --- p.23 / Chapter 4.5 --- Some Arbitrary Inputs and Limitations --- p.24 / Chapter 4.6 --- Preliminary Testing and the Grand Trend --- p.25 / Chapter 5. --- RESULT & ANALYSIS --- p.26 / Chapter 5.1 --- Deals made along Trends Identified --- p.27 / Chapter 5.2 --- Pseudo Trends Identified during Corrections of Trends --- p.30 / Chapter 5.3 --- Deals made during Corrections of Trends --- p.30 / Chapter 6. --- CONCLUSIONS --- p.33 / Chapter 6.1 --- Further Studies Recommended --- p.33 / Bibliography --- p.34 / Appendices / Chapter a. --- Table1 --- p.35 / Chapter b. --- Table2 --- p.36

Made available in DSpace on 2016-04-28T20:38:54Z (GMT). No. of bitstreams: 1 Fabiana Carvalho Ratti.pdf: 1094749 bytes, checksum: 658ad604019bcb896e8614c92b389eba (MD5) Previous issue date: 2014-06-11 / This work grew out of clinical concerns. Instead of settling on a clinical case to develop the theme, we chose a cut of culture, the play A Falecida by Nelson Rodrigues: the modes of jouissance in the pain of existence. Thus, we maintain ethical confidentiality of clinics and use a contemporary psychoanalysis feature as a way to articulate the psychoanalytic theories of Sigmund Freud (1856-1939) and Jacques Lacan (1901-1981). We begin with a historical context of both Nelson Rodrigues life, a famous brazilian playwriter, and the time when the play was written, as well as the literary school to which he belongs. As a background context to the discussions on the eyes of psychoanalysis, we make the question: what would be the mode of jouissance of Zulmira, main character of A Falecida (1953/1985), whose life project is a fantastic funeral wake? Then we address to the issue of the tragedy. We selected Antigone (2009) by Sophocles and articulated some contemporary authors with what Lacan elaborates on this theme in Le séminaire, Livre VII, L'éthique de la psychanalyse (1959 1960), we make a counterpoint between Antigone and Zulmira characters from Mourning and Melancholia (1915) by Freud. In the next chapter, we discuss Le séminaire, Livre XX, Encore (1972-1973), at which Lacan changes his clinic while talking about jouissance féminine. Thus, we discuss Lacan quotes la femme n existe pas and il n y a pas de rapport sexuel , when he discussed the pás-tout emphasizing the idea of non-complementarity between beings. Following, we chose three authors who write about characters of Nelson Rodrigues and we take as reference Le séminaire, Livre XX, Encore, and then we move on to a study of the work chosen from this reference. In the fourth and final chapter, we come to the core of our research while reading through Le Séminaire, Livre XXII R.S.I. (1974-1975) and Le Séminaire, Livre XXIII Le Sinthome (1975-1976), when Lacan describes the Borromean knot between real, symbolic and imaginary, adding a 4th node, holding the other three together, as a symptom of the subject. So, we discussed the possible modes of jouissance, through inhibition, symptom, and anxiety, and hypothesized the melancholic inhibition as a possible mode of jouissance of Zulmira / Esse trabalho partiu de interrogações clínicas. Porém, ao invés de nos fixarmos num caso clínico, escolhemos um recorte da cultura, uma peça, A Falecida de Nelson Rodrigues, para desenvolver o tema proposto: os modos de gozo na dor de existir. Dessa forma, mantemos o sigilo ético do consultório e utilizamos um recurso contemporâneo à psicanálise como forma de articular as teorias psicanalíticas de Sigmund Freud (1856-1939) e Jacques Lacan (1901-1981). Iniciamos com uma contextualização histórica, tanto da vida de Nelson Rodrigues, quanto da época em que a peça foi escrita e a escola literária a que pertence. Somente como pano de fundo para darmos início às discussões da ordem da psicanálise, tendo como interrogação: qual seria o modo de gozo de Zulmira, personagem principal de A Falecida (1953/1985), que tem como projeto de vida, um velório retumbante? Em seguida, abordamos a questão da tragédia. Fazemos um recorte da peça Antígona (2009) de Sófocles, articulando alguns autores contemporâneos com o que Lacan desenvolve sobre esse tema no Seminário A ética da psicanálise (1959-1960/1988). Abordamos conceitos como: A Coisa freudiana, o desejo puro de morte e o gozo transcendente. Então, fazemos um contraponto entre as personagens Antígona e Zulmira a partir do texto Luto e Melancolia (1915/1996) de Freud. No capítulo seguinte, fazemos uma passagem até O Seminário Mais, ainda (1972-1973/1985), momento em que Lacan reposiciona sua clínica ao falar sobre o gozo feminino. Discutimos assim, máximas propostas por Lacan como: A mulher não existe e não há relação sexual. Momento em que trabalha a lógica do não-todo e da descontinuidade, enfatizando a ideia da não complementaridade entre os seres. Na sequência, escolhemos três autores que escrevem sobre personagens de Nelson Rodrigues tendo como referência o Seminário Mais, ainda, e então, passamos para um estudo da obra escolhida. No quarto e último capítulo, chegamos ao cerne de nossa pesquisa ao caminhar pelos Seminários R.S.I. (1974-1975) e O Sinthoma (1975-1976/2007), momento em que Lacan descreve a articulação borromeana entre real, simbólico e imaginário, colocando um 4º nó, uma amarração dos três registros, como sintoma do sujeito. Então, discorremos sobre os possíveis modos de gozo - por entre a inibição, o sintoma e a angústia - e lançamos como hipótese a inibição melancólica como possível modo de gozo de Zulmira

Made available in DSpace on 2016-04-27T19:30:33Z (GMT). No. of bitstreams: 1 Vladmir Luis da Silva.pdf: 1043730 bytes, checksum: 5a5dee2c665cab46a0c2ce3cbab5467d (MD5) Previous issue date: 2012-06-01 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This work has as main objective the criticism of the Bahian philosopher Carlos Nelson Coutinho s positions about the development of capitalism in Brazil. For Coutinho, the Brazilian development way resembles the German and Italian cases. In this way, our work focuses on the use made by the author of concepts like Prussian way and passive revolution . During our researches, we realize that Coutinho s thinking suffers radical changes in his way of analysing the reality. It is the leaving of the Hungarian philosopher Georg Lukács references, in behalf of the communist leader Antonio Gramsci s concepts and the political teachings of Italian Eurocommunists. Therefore, we also dedicate ourselves to the understanding of the meaning of these changes and of the way in which they affect Carlos Nelson Coutinho s diagnosis of Brazilian past and present, as well as his resolutive proposal. Our work is based on the immanent analysis, in other words, the critical accompaniment of Coutinho s thinking is accomplished through the reading and the interpretation of the texts of the author himself, thus respecting the proper sense of them. Our criticism is also based on the writings of historian Caio Prado Jr. and philosopher José Chasin, who caught in their works aspects of Brazilian reality that Coutinho could not properly understand / Este trabalho tem por objetivo principal a crítica das posições do filósofo baiano Carlos Nelson Coutinho sobre o desenvolvimento do capitalismo no Brasil. Para Coutinho, o caminho do desenvolvimento brasileiro assemelha-se aos casos alemão e italiano. Assim, nosso trabalho foca a utilização feita pelo autor dos conceitos de via prussiana e revolução passiva . Durante nossas pesquisas, percebemos que o pensamento de Coutinho passa por mudanças radicais em seu modo de analisar a realidade. Trata-se do abandono dos referenciais do filósofo húngaro Georg Lukács em prol dos conceitos do dirigente comunista Antonio Gramsci e dos ensinamentos políticos de eurocomunistas italianos. Sendo assim, nos dedicamos também ao entendimento do sentido dessas transformações e do modo como afetam seu diagnóstico do passado e do presente do país, bem como suas propostas resolutivas. Nosso trabalho tem por base a análise imanente, ou seja, o acompanhamento crítico do pensamento de Coutinho é realizado por meio da leitura e interpretação dos textos do próprio autor, respeitando assim o sentido próprio dos mesmos. A crítica que realizamos apoia-se ainda nos escritos do historiador Caio Prado Jr. e do filósofo José Chasin, os quais captaram em suas obras aspectos da realidade brasileira que Coutinho não pôde entender adequadamente

Made available in DSpace on 2016-04-27T19:30:51Z (GMT). No. of bitstreams: 1 Marcia Valli.pdf: 1682901 bytes, checksum: 7048aada15fda9810c29179cf0a86e46 (MD5) Previous issue date: 2013-11-05 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The objective of this dissertation is to find out in the theatrical pieces of Nelson Rodrigues settings family by him used during the decades 1941/1965, that derived of the patriarchal model, burgues and originated of the popular classes, with the intention of catching the way of life and customs family altered by the economic and social transformations of the period, registered in his literature / O objetivo desta dissertação é rastrear nas peças teatrais de Nelson Rodrigues as configurações de família por ele utilizadas durante as décadas de 1941/1965, que derivaram do modelo patriarcal, burguês e oriundos das classes populares, com o intuito de flagrar como o modo de vida e os costumes familiares se alteraram, graças às transformações econômico-sociais do período, registradas em sua literatura

The thesis focuses on the yield curve modeling using the dynamic Nelson-Siegel approach. We propose two models of the yield curve and apply them on four currency areas - USD, EUR, GBP and CZK. At first, we distill the entire yield curve into the time-varying level, slope and curvature factors and estimate the parameters for individual currencies. Subsequently, we build a novel model investigating to what extent unobservable factors of the dynamic Nelson-Siegel model are determined by macroeconomic drivers. The main contribution of this thesis resides in the innovative approach to yield curve modeling with the application of advanced technical tools. Our primary objective was to increase the accuracy and the estimation power of the model. Moreover, we applied both models across different currency areas, which enabled us to compare the dynamics of the yield curves as well as the influence of the macroeconomic drivers. Interestingly, the results proved that both models we developed not only demonstrate strong validity, but also produce powerful estimates across all examined currencies. In addition, the incorporated macroeconomic factors contributed to reach higher precision of the modeling. JEL Classification: C51, C53, G17 Keywords: Nelson-Siegel, Kalman filter, Kalman smoother, Stace space formulation...

Antebellum political historians have long studied the era between Andrew Jackson’s election and the secession crisis through the colored knowledge of the Civil War. This project is an effort to reverse that trend. It explores northeast Tennessee’s political culture from the late 1830s through the start of the Civil War. It reveals that the Second American Party System, a wave of new enfranchised voters, and the area’s demographics mixed together to lay a foundation for the aggressive and populist political style that permeated the region from the 1830s through the 1850s. At the heart of these issues was the transition of power from East Tennessee to Middle Tennessee. As a way to analyze the region’s political culture, I look specifically at Democrats Andrew Johnson and Landon Carter Haynes and Whigs William Brownlow and Thomas Nelson.

[pt] O objetivo desta dissertação é analisar a tradução para o inglês de A vida como ela é…, uma coletânea de contos de Nelson Rodrigues, originalmente publicados como coluna diária no jornal Última Hora de 1951 a 1961. Essa tradução, Life As It Is, foi feita pelo tradutor Alex Ladd e publicada nos Estados Unidos pela editora norte-americana Host Publications em 2009. O estudo foi informado pela teoria dos polissistemas de Itamar Even-Zohar (1990), pela abordagem descritivista da tradução de Gideon Toury (1995), pelas ideias de André Lefevere, em especial o conceito de patronagem (1992), e pela proposta de categorização de estratégias tradutórias de referentes culturais elaborada por Javier Franco Aixelá (1996). A análise de Life As It Is enfocou tanto a sua função no polissistema literário norte-americano como o produto em si, avaliando-se os efeitos das escolhas tradutórias de Alex Ladd a partir da identificação dos itens de especificidade cultural segundo a categorização de Franco Aixelá. / [en] The objective of this thesis is to analyze the English translation of A vida como ela é…, a collection of short stories written by Nelson Rodrigues and originally published as a daily column in the Última Hora newspaper between 1951 and 1961. This translation, Life As It Is, was carried out by the translator Alex Ladd and published in the United States by Host Publications in 2009. This study was informed by Itamar Even- Zohar’s polysystem theory (1990), Gideon Toury’s descriptive approach to translation (1995), the ideas of André Lefevere, particularly the concept of patronage (1992), and the proposal of categorizing translation strategies of cultural references, created by Javier Franco Aixelá (1996). The analysis of Life As It Is focused both on its function within the North American literary polysystem as well as the product itself, by applying Franco Aixelá’s categorization of culture-specific items in order to evaluate the effects of the translating choices made by Alex Ladd.

A popular class of yield curve models is based on the Nelson and Siegel (1987) (hereafter NS) approach of fitting yield curve data with simple functions of maturity. However, NS models are not theoretically consistent and they also lack an economic foundation, which limits their wider application in finance and economics. This thesis derives an intertemporally-consistent and arbitrage-free version of the NS model, and provides an explicit macroeconomic foundation for that augmented NS (ANS) model. To illustrate the general applicability of the ANS model, it is then applied to four distinct topics spanning finance and economics, each of which are active areas of research in their own right: i.e (1) forecasting the yield curve; (2) investigating relationships between the yield curve and the macroeconomy; (3) fixed interest portfolio management; and (4) investigating the uncovered interest parity hypothesis (UIPH). In each application, the ANS model allows the formal derivation of a parsimonious theoretical framework that captures the essence of the topic under investigation and is readily applicable in practice. Respectively: (1) the intertemporal consistency embedded in the ANS model results in a vector-autoregressive equation that projects the future yield curve from the current yield curve, and forecasts from that model outperform the random-walk benchmark; (2) the economic foundation for the ANS model leads to a single-equation relationship between the current shape of the yield curve and the magnitude and timing of future output growth, and empirical estimations confirm that the theoretical relationship holds in practice; (3) the ANS model provides a theoretically-consistent framework for quantifying risk and returns in fixed interest portfolios, and portfolios optimised ex-ante using that framework outperform a passive benchmark; and (4) the ANS model allows interest rates to be decomposed into a component related to economic fundamentals in the underlying economy, and a component related to cyclical influences. Empirical tests based on the fundamental interest rate components do not reject the UIPH, while the UIPH is rejected based on the cyclical interest rate components. This provides empirical support for suggestions in the theoretical literature that interest rate and exchange rate dynamics associated with cyclical interlinkages between the economy and financial markets under rational expectations may contribute materially to the UIPH puzzle.

Contemporary theories of learning suggest that successful learners are active in the learning process and that they tend to use a number of metacognitive processes to monitor learning and remembering. Drawing on the theoretical framework of Nelson and Narens (1992), the current study examined the effect of certain variables on metamemory processes and on students' ability to recall and recognise learned material. The present study explored the effect of four independent variables on five dependent variables. The independent variables were: 1. degree of learning (responses given until 2 or 8 times correct), 2. judgment of learning (JOL) timing (given immediately after learning session or 24 hours later), 3. retention interval between study and test (2 or 6 weeks), and 4. type of material studied (sentences, in or out of context). The dependent variables were: 1. judgement of learning (JOL), 2. confidence rating, 3. feeling of knowing (FOK), 4. recall, and 5. recognition.. As ancillary analyses, the study explored, firstly, whether gender differences had an effect on meta-level and object-level memory, and secondly, whether students who recalled more also made more accurate metamemory judgements. The effects of the independent variables on recall and recognition were consistent with those found by previous studies. The most interesting new finding of the present study was that students who made JOLs after twenty four hours were more likely to take into account the effect of the interval between learning and testing. Students who made immediate JOLs did not allow for the effect of the time interval on retention. A further new finding was that gender appeared to have had an influence on JOLs. The findings about the effects of timing of JOLs and of gender effects on JOL have implications for metacognitive theory and will stimulate further research. The practical significance of this research, particularly the implications for study skills training for all students, was that educators cannot presume that students will correctly predict what they will recall after six weeks if they make that judgement immediately after learning has occurred. Therefore, the effects of the passage of time on memory, and the efficacy of delaying judgments, should be made explicit. The finding that the manipulation of JOL timing has a significant effect on the accuracy of judgements has implications in the wider area of educational policymaking and for the current debate on competencies and quality assurance. Learning cannot be considered a simple process and when a large component of learning is selfdirected, as it is in tertiary institutions and increasingly in schools, many variables are operating.

Les méthodes formelles pour la conception des software et hardware génèrent souvent des formules qui doivent être validées, de manière interactive ou automatique. Parmi les outils automatiques, les solveurs SMT (Satisfiabilité Modulo Théories) sont particulièrement adaptés à la résolution de ces obligations de preuve, puisque leur langage d'entrée est la logique équationnelle avec des symboles provenant de divers fragments décidables utiles tels que les symboles non interprétés, l'arithmétique linéaire et des structures de données habituelles comme les tableaux ou les listes. Dans cette thèse, nous présentons une approche pour combiner des procédures de décision et des solveurs propositionnels dans un solveur SMT. Cette approche est fondée non seulement sur l'échange d'égalités déductibles entre les procédures de décision, mais aussi sur la génération d'égalités de modèle par des procédures de décision. Cela étend très bien la procédure classique de combinaison due à Nelson-Oppen dans une simple plate-forme pour combiner sans heurts des théories convexes et non convexes. Deuxièmement, nous présentons un algorithme original pour le fragment de l'arithmétique, appelé la logique de différence, et les détails sur la façon de mettre en oeuvre une procédure de décision basée sur cet algorithme. La logique de différence est modélisée en utilisant la théorie des graphes. Les déductions et les vérification de la cohérence effectués par l'algorithme se font par des recherches de cycles négatifs et des calculs de plus courts chemins de manière incrémentale. La dernière partie de la thèse présente une variation incrémentale originale de la méthode du simplexe que nous utilisons pour construire une procédure de décision pour l'arithmétique linéaire. Comme pour la logique de différence, nous présentons les détails de la procédure de décision qui la rend approprié pour notre plate-forme de combinaison utilisée par des solveurs SMT. Les méthodes et les techniques décrites dans cette thèse ont été mises en oeuvre et sont disponibles dans notre solveur SMT open-source, veriT.