In this work we address to the problems of the loan origination decision-making systems. In accordance with the basic principles of the loan origination process we considered the main rules of a clients parameters estimation, a change-point problem for the given data and a disorder moment detection problem for the real-time observations. In the first part of the work the main principles of the parameters estimation are given. Also the change-point problem is considered for the given sample in the discrete and continuous time with using the Maximum likelihood method. In the second part of the work the disorder moment detection problem for the real-time observations is considered as a disorder problem for a non-homogeneous Poisson process. The corresponding optimal stopping problem is reduced to the free-boundary problem with a complete analytical solution for the case when the intensity of defaults increases. Thereafter a scheme of the real time detection of a disorder moment is given.

Use of geosynthetics for reinforcing soil beds supporting shallow foundations has gained tremendous popularity in recent times. In this thesis, to study and understand the behaviour of geosynthetics reinforced soil foundations, model load tests are carried out on square footings resting on sand beds reinforced with geosynthetics. The effects of various parameters like type and tensile strength of geosynthetic material, depth of reinforced zone, spacing of reinforcement layers, width of reinforcement and form of reinforcement on the performance of square footings on reinforced sand beds are studied. Results from these tests are analyzed to understand the effect of various parameters in improving the bearing capacity and reducing the settlement of footings. An equation is developed to estimate the ultimate bearing capacity of square footings resting on geosynthetic reinforced sand beds by multiple regression analysis of the experimental data. The model loading tests on reinforced soil foundations are simulated in the numerical model using the computer program FLAC3D (Fast Lagrangian Analysis of Continua in 3D). Finally parametric studies on a full scale reinforced soil foundation are conducted. From the experimental, analytical and numerical investigations carried out in this thesis, some important conclusions are drawn regarding the effective depth of reinforced zone, optimum spacing and quantity of reinforcement layers. Relative efficiency of various forms of reinforcement is discussed. Validity of the regression and numerical models developed is verified through experimental data from present study and also for data from other researchers.

目前對於女性董事與財務績效的研究，以國外的文獻居多，台灣的研究僅有3篇，皆是以複迴歸的方式來進行研究分析，僅有一篇是針對金融業進行研究。未來全球經濟的發展，將隨著女性職場上參與程度和社經能力的提升而有所改變。而銀行業對經濟發展有密不可分的關係，故本研究以臺灣21間上市銀行2006年至2011年間的追蹤資料（即126筆樣本觀察值）來進行實證研究。採資料包絡分析法評估績效後，再以Tobit迴歸模型探討女性董監事的比例對台灣上市銀行經營績效的影響，並加入可能影響銀行經營績效的因素作為解釋變數，包括：資本適足率、逾放比率、銀行規模、政府持股比率、銀行是否加入金控、以及時間變數等因素。實證結果發現，女性董事的比例對於銀行的經營績效在統計上有負向的影響，而女性監察人的比例則沒有顯著的影響。建議末來可繼續研究女性董監事與其它產業的績效關係，以增加女性董監事與台灣產業間之關聯性的研究。 / At present, the studies of female directors and financial performances are mostly in foreign documents, and there are only three studies from Taiwan which are based on multiple regression analysis approach of research; only one of those studies focus on financial industry. The global economic development in the future will be changed along with the level of female participation in the workplace and the enhancement of their socio-economic capabilities. Moreover, banking has a close and tight relationship with economic developments. Therefore, this study was based on the traceable data of 21 listed banks in Taiwan from 2006 to 2011 (i.e., 126 sample observations) to proceed the empirical research. After adopting data envelopment analysis to evaluate the performances, it used tobit censored regression model to discuss the influence of the operational performance of listed banks in Taiwan along with the proportion of female directors and supervisors. It also added the possible factors that may affect the banks’ performance as explanatory variables including Capital Adequacy ratio, Non-Performing Loans ratio, size of banks, Public Shareholding ratio, joining in financial holding, time variables and other factors. The result of the study showed that statistically there is a negative effect to the operational performance of the banks along with the proportion of female directors; however, there is no significant impact affected by the proportion of female supervisors. In the future it suggested that the study can be continued researching about the influence of the operational performances in other industries by the proportion of female directors and supervisors in order to increase the research of the correlation between female directors/supervisors and industry performance in Taiwan.

There has been increasing interest in evaluating the performance of existing reinforced concrete (RC) bridges just after natural disasters or man-made events especially when the defects are invisible, or in quantifying the improvement after rehabilitations. In order to obtain an accurate assessment of the reliability of a RC bridge, it is critical to incorporate information about its current structural properties, which reflects the possible aging and deterioration. This dissertation proposes to develop an adaptive reliability analysis of RC bridges incorporating the damage detection information obtained from nondestructive testing (NDT). In this study, seismic fragility is used to describe the reliability of a structure withstanding future seismic demand. It is defined as the conditional probability that a seismic demand quantity attains or exceeds a specified capacity level for given values of earthquake intensity. The dissertation first develops a probabilistic capacity model for RC columns and the capacity model can be used when the flexural stiffness decays nonuniformly over a column height. Then, a general methodology to construct probabilistic seismic demand models for RC highway bridges with one single-column bent is presented. Next, a combination of global and local NDT methods is proposed to identify in-place structural properties. The global NDT uses the dynamic responses of a structure to assess its global/equivalent structural properties and detect potential damage locations. The local NDT uses local measurements to identify the local characteristics of the structure. Measurement and modeling errors are considered in the application of the NDT methods and the analysis of the NDT data. Then, the information obtained from NDT is used in the probabilistic capacity and demand models to estimate the seismic fragility of the bridge. As an illustration, the proposed probabilistic framework is applied to a reinforced concrete bridge with a one-column bent. The result of the illustration shows that the proposed framework can successfully provide the up-to-date structural properties and accurate fragility estimates.

The safety of the food supply in the United States has become an issue of prominence in the minds of ordinary Americans. Several government agencies, including the United States Department of Agriculture and the Food and Drug Administration, are charged with the responsibility of preserving the safety of the food supply. Food is withdrawn from the market in a product recall when tainted or mislabeled and has the potential to harm the consumer in some manner. This research examines recall events issued by firms over the period of January, 2000 through October, 2009 in the United States. Utilizing economic and management theory to establish predictions, this study employs the Cox proportional hazard regression model to analyze the effects of firm size and branding on the risk of recall recurrence. The size of the firm was measured in both billions of dollars of sales and in thousands of employees. Branding by the firm was measured as a binary variable that expressed if a firm had a brand and as a count of the number of brands within a firm. This study also provides a descriptive statistical analysis and several findings based on the recall data specifically relating to annual occurrences, geographical locations of the firms involved, types of products recalled, and reasons for recall. We hypothesized that the increasing firm size would be associated with increased relative risk of a recall event while branding and an increasing portfolio of brands would be associated with decreased relative risk of a recall event. However, it was found that increased firm size and branding by the firm are associated with an increased risk of recall occurrence. The results of this research can have implications on food safety standards in both the public and private sectors.

目前，中國大陸最熱門的兩大經濟區域為長江三角洲與珠江三角洲，此兩地吸引眾多外商至當地投資。究竟此兩區域具有何區位優勢能吸引眾多外資，以及此兩地區的優勢有何差異，成為本論文重心所在。本論文主要探討三個主題： 一﹑這兩區域自改革開放以來，區位優勢的消長如何，才造成今日長江三角洲吸引外商投資金額超越珠江三角洲。 二﹑這兩區域有何區位優勢，才能吸引眾多外商至當地投資。 三﹑這兩區域與中國大陸整體平均水準的區位優勢作比較，究竟這兩區域相較於中國大陸整體平均水準具有何優勢，使外商特別關注此兩大地區。 以上問題運用中國統計年鑑的數據資料，以複回歸模型分析各地區的外商投資數據，以得出各項主題的結果。 / Yangtze River Delta and Pearl River Delta are both the most famous economic areas in Mainland China nowadays, attracting many foreign capitals to invest. The purpose of this thesis is to investigate what are the advantages in these two areas that attract foreign direct investment, and what are the differences between them. Three subjects are discussed in the present study. First, how did the location advantages rise and fall between Yangtze River Delta and Pearl River Delta, thus now there are more foreign investment enterprises located in Yangtze River Delta than in Pearl River Delta since the beginning of China’s ‘Open Door’ Policy. Second, what are the location advantages in these two areas that attract so many foreign investment enterprises to locate in these two areas. Third, what are the unique location advantages in these two areas compared with the average level of Mainland China, so that many foreign investment enterprises pay especially high attention to this two areas. Data of Statistical Yearbook of China are used in the present study, and multiple regression model is adopted to analyze the data in order to obtain the results.

自行車一詞儼然成為綠色環保的代名詞之一，台灣自行車業過去在國際間，被認定為品質粗糙的產品，在經過多年努力的情況下，台灣自行車業不斷的備受肯定，隨著近年全球暖化議題、全球性健康概念、油價飆漲、金融海嘯爆發等，諸多原因造成自行車從不被看好的代步工具，演變到現在成為休閒運動工具的轉變，其中；台灣自行車2008年的金融海嘯中，相較於其他傳統產業，不論是出口產值或是股價不降反漲，大舉逆勢成長，其中巨大(Giant)、美利達(Merida)、愛地雅(Ideal)，成車製造商，近年來分別占出口前三大。 所以本研究要探討，金融海嘯爆發的前後，對台灣自行車業帶來的影響，研究資料選定為2000年1月至2013年12月間的巨大股價(9921)、美利達股價(9914)、愛地雅股價(8933)、台灣股價加權指數(TWII)、原油價格、工業生產指數的月資料，共168筆。透過單根檢定檢測資料是否為定態，利用共整合檢定確定是否含有至少一組解，搭配向量誤差修正模型檢測變數間的長短其關係，在利用複迴歸模型檢測。 研究結果顯示，巨大、美利達、愛地雅和台灣加權股價指數具有顯著關係，由於台灣自行車屬於出口導向以及中高價位產品，故全球景氣對台灣自行車業深具影響。其中，巨大和美利達除了ODM外，亦有自有品牌在全球銷售，愛地雅定位專業ODM專業代工廠，前者發展不同市場。 / The word "bicycle" has become one of the pronouns of environmental protection. In the past, Taiwan bicycling industry was treated as low-quality products internationally. With long-time effort, Taiwan bicycling industry was highly appreciated. Recently, global warming issue, cosmopolitan health sense, dramatically increased oil price, the eruption of financial crisis, and many reasons lead the bicycles have not positively evaluated as means of transportation. Now, it becomes the outdoor recreation mean. Comparing Taiwan bicycling industry with other traditional industry, it doesn't fall down but highly increase no matter export value or stock price. The manufacturer of Giant, Merida, and Ideal are the top 3 of export recently. So this study want to explore the things happened before and after the outbreak of the financial crisis that affects bicycle industry in Taiwan, research data for selected between January 2000 and December 2013, relationship between the Giant(9921) shares, Merida (9914) shares, Ideal(8933) shares, TWII, the price of crude oil, industrial production index. Through the Unit Root Test to test whether the data is the steady state or not. By using cointegration test to make sure whether contains at least one group of solutions and vector error correction model to detect the length of the relationship between variables, and using the multiple regression model to test. Results of the research shows that Giant, Merida, Ideal has significant relationship with TWII, because Taiwan bicycle are export-oriented and high price products, so the global boom has profound influence to Taiwan bicycle industry, among them, the Giant and Merida except the ODM, have their own brands in global sales, Ideal professional locate, ODM professional contract, the former develops different markets. / 摘要 I Abstract II 謝辭 III 目錄 IV 圖目錄 VI 表目錄 VII 第一章　緒論 1 第一節　研究動機 1 第二節　研究目的 3 第三節　巨大機械工業股份有限公司簡介 4 第四節　美利達工業股份有限公司簡介 5 第五節　愛地雅工業股份有限公司簡介 6 第六節　研究架構 7 第二章　文獻回顧 9 第一節　國內相關文獻 9 第二節　國外相關文獻 11 第三節　國內外文獻一覽表 12 第三章　研究方法 20 第一節　單根檢定 20 第二節　共整合檢定 22 第三節　向量誤差修正模型(VECM) 24 第四節　迴歸分析 24 第四章　實證分析 26 第一節　資料來源與處理 26 第二節　敘述統計 31 第三節　單根檢定 32 第四節　共整合檢定 33 第五節　向量誤差修正模型(VECM) 33 第六節　複迴歸模型 35 第五章　結果分析與建議 38 第一節　結果分析 38 第二節　建議 39 參考文獻 40 附錄一　巨大工業股份有限公司沿革 43 附錄二　美利達股份有限公司沿革 47 附錄三　愛地雅股份有限公司沿革 57 圖目錄 圖1-6 研究架構 8 圖4-1-1 台灣自行車業總出口產值(百萬元，美金) 27 圖4-1-2 台灣股價大盤指數(TWII，當日收盤價) 27 圖4-1-3 巨大股價(9921，當日收盤價) 28 圖4-1-4 美利達股價(9914，當日收盤價) 28 圖4-1-5 愛地雅股價(8933，當日收盤價) 29 圖4-1-6 國際原油價格(西德州，美元) 29 圖4-1-7 台灣工業生產指數 30 表目錄 表1-3 巨大公司基本資料 4 表1-4 美利達公司基本資料 5 表1-5 愛地雅公司基本資料 6 表2-3 國內外相關文獻整理 12 表4-1 資料來源一覽表 26 表4-3-1 ADF 單根檢定 32 表4-3-2 單根檢定-一階差分 32 表4-4-1 共整合檢定 33 表4-5-1 Giant & Merida　向量誤差修正模型 34 表4-5-2 Giant & Ideal　向量誤差修正模型 34 表4-5-3 Merida & Ideal　向量誤差修正模型 34 表4-6-1 自行車產業與景氣循環對巨大股價之影響 37 表4-6-2 自行車產業與景氣循環對美利達股價之影響 37 表4-6-3 自行車產業與景氣循環對愛地雅股價之影響 37

Managed lanes are a form of congestion pricing that use occupancy and toll payment requirements to utilize capacity more efficiently. How socio-spatial characteristics impact users’ travel behavior toward managed lanes is the main research question of this study. This research is a case study of the conversion of a High Occupancy Vehicle (HOV) lane to a High Occupancy Toll (HOT) lane, implemented in Atlanta I-85 on 2011. To minimize the cost and maximize the size of the collected data, an innovative and cost-effective modeling framework for socioeconomic analysis of managed lanes has been developed. Instead of surveys, this research is based on the observation of one and a half million license plates, matched to household locations, collected over a two-year study period. Purchased marketing data, which include detailed household socioeconomic characteristics, supplemented the household corridor usage information derived from license plate observations. Generalized linear models have been used to link users’ travel behavior to socioeconomic attributes. Furthermore, GIS raster analysis methods have been utilized to visualize and quantify the impact of the HOV-to-HOT conversion on the corridor commutershed. At the local level, this study conducted a comprehensive socio-spatial analysis of the Atlanta I-85 HOV to HOT conversion. At the general scale, this study enhances managed lanes’ travel demand models with respect to users’ characteristics and introduces a comprehensive modeling framework for the socioeconomic analysis of managed lanes. The methods developed through this research will inform future Traffic and Revenue Studies and help to better predict the socio-spatial characteristics of the target market.

2007年美國爆發次級房貸違約潮造成了其經濟、房市和股市的不景氣，也波及到持有美國房貸證券化商品的各國，使其承受重大的損失，因此房屋抵押貸款違約的影響因素和金融資產證券化機制對貸款違約風險的影響又再度成為不動產與金融市場上之重要議題。而以往針對美國次貸危機的研究多指出道德風險是造成此次危機的原因之一，但是較缺乏實證研究的支持。 有鑑於此，本研究以我國的台北市和新北市的房屋抵押貸款市場作為研究對象，探討逆選擇和道德風險這兩個資訊不對稱的問題對貸款違約率的影響。研究結果顯示「貸款成數高、貸款利率高、搭配信貸和設定二胎的貸款比較容易違約」，證實逆選擇和道德風險問題確實存在於房屋抵押貸款市場，而且會增加貸款違約的機率。為了降低違約機率，從降低資訊不對稱的角度來看，本研究建議：一、建立全國房貸資料庫；二、將信貸的金額納入房貸的貸款成數中考慮，以降低款人的道德風險。 再者，本研究認為造成次貸危機的根本原因是不當政策導致的保證機制浮濫，以及高風險的房貸證券化商品的氾濫。為了避免我國發生類似次貸危機的事件，從減少資訊不對稱的角度切入，本研究建議我國的金融資產證券化機制應該：一、將道德風險內部化，消除創始機構自利的動機以減少道德風險；二、使用外部信用增強的方式，以確實發揮分散證券風險的作用。 / The 2007 subprime mortgage crisis has severely struck the stability of the worldwide financial markets. Some researches indicate that moral hazard problems are the main factors causing the crisis. However, few studies support asymmetry problems existing in a mortgage market by empirical evidences. First, using the mortgage samples from Taipei City and New Taipei City this study would like to understand if the mortgage market are information asymmetry problems, adverse selection and moral hazard, and conduct the empirical analysis for these factors’ impact on mortgage default. The results show that mortgage default is influenced significantly by the Loan-to-Value （LTV） ratio, contract interest rates, the existence of second liens and credit loans, and jobs. It shows that adverse selection and moral hazard actually exist in the mortgage market. According to the empirical results, secondly, this study proposes suggestions for mortgage lending and financial asset securitization to reduce adverse selection and moral hazard problems and enhance the regulation environment and market’s stability. It is expected that the results of this study will be applied to avoid the occurrence of similar crisis in Taiwan.

財政透明度為建立一個良好政府治理的基礎。近年來隨著中國大陸高速的經濟發展，中央政府相關單位亦注意到財政公開的重要性。然而，目前中國財政資訊仍處於不透明的狀態。另一方面，中國大陸貪腐現象無所不在，內部腐敗行為更是日益猖獗，因此如何打擊貪腐、提升中國地方政府的財政透明度，就成為迫在眉睫的問題。 因此，本文的研究目的主要探討中國貪腐程度對地方政府財政透明度的影響：第一，瞭解當今社會對於財政透明度的提倡與國際規範；第二，考量貪汙與財政透明度之間可能存在非線性關係，建構一個追蹤平滑轉換迴歸模型（Panel Smooth Transition Regression Model，PSTR），瞭解中國大陸財政資訊的公開情形是否因各地區貪腐程度的不同而有所差異；最後，對於中國大陸嚴重的貪腐與財政透明度的關聯做深入探討，以期能為中國大陸財政不透明與不重視情況提出政策建議。