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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
21

Hierarchical Hidden Markov Model of High-Frequency Market Regimes using Trade Price and Limit Order Book Information

Wisebourt, Shaul Sergey January 2011 (has links)
Over the last fifty years financial markets have seen an enormous expansion and development both in size and variety. An industry that was once small and secluded has transformed into an essential part of today’s economy. Such changes should in part be attributed to substantial advances in computer technology. The latest allowed for a transition from face-to-face trading on organized exchanges to a distributed system of electronic markets with new mechanisms serving the purposes of efficiency, transparency and liquidity. In majority of cases this new trading system is driven by a double auction market mechanism, in which market participants submit buy and sell orders, aiming to strike a balance between certainty of execution and attractiveness of trade price. Generally, information about outstanding buy and sell orders is made available to market participants in the form of a limit order book. It has been suggested by multiple prior research that limit order books contain information that could be used to derive market sentiment and predict future price movement. In the current study we have presented ideas behind double auction market mechanism and have attempted to model run and reversal market regimes using a simple and intuitive Hierarchical Hidden Markov Model. We have proposed a statistical measure of the limit order book imbalance and have used it to build observation (feature) vector for our model. We have built Limit Order Book analyzer – the software tool that has become essential for data cleaning and validation, as well as extraction of feature vector components from the data. We have used the model on high frequency tick-by-tick trade and limit order book data from the Toronto Stock Exchange. We have performed the analysis of computational results; for this purpose we have used a sample of annualized returns of stocks which comprised the TSX60 index at the time of data collection; we have performed the comparative analysis of our results with a simple daily buy & hold trading strategy as well as results of the trade price and volume model presented in the prior research.
22

Election Boycotts and Regime Survival

Smith, Ian Oliver 14 July 2009 (has links)
Election boycotts are a common occurrence in unconsolidated democracies, particularly in the developing world, with prominent examples from recent years occurring in Venezuela, Zimbabwe, and Ethiopia. Despite the frequent occurrence of boycotts, there are few studies available in the scholarly literature concerning the effectiveness of electoral boycotts, particularly as a strategy of opposition parties seeking to bring about the end of electoral authoritarian governments. This paper is based in the democratization literature, with a particular focus on the behavior and vulnerabilities of hybrid or electoral authoritarian regimes. Using an original dataset with global coverage including hybrid regimes from 1981 to 2006, this paper uses event-history analysis to determine the efficacy of boycotts in national elections among other risk factors thought to undermine electoral authoritarian regimes as well as the possibilities for subsequent democratization occurring following both contested and boycotted electoral processes.
23

Policy and practice against sex traffic : a case study : Turkey

Coskun, Emel January 2013 (has links)
In this qualitative research, Turkey's nationaJ policy and practice against sex trafficking is explored by looking at the interactions between sex trafficking, prostitution and migration regimes. Turkey has adopted definitions and legislation from the UN Protocol and this research focuses upon how international discourses have been understood and practised in a local context. I refer to feminist critiques of the UN Protocol, and show how Turkey'S national counter-trafficking rhetoric is heavily influenced by prostitution regime based on 'public health' and moral concerns as well as 'irregular' migration on the basis of national security and 'illegal' working. Findings indicate that the framing of sex trafficking as a problem of organised crime rather than as a type of migration obscures the strong connection between sex trafficking and migration. Furthermore, the definition of the phenomenon apart from prostitution obscures the connection between the prostitution regime in Turkey and its effects on sex trafficking. This tendency is especially visible in national legislation and law enforcement, where attempts to distinguish between forced and voluntary prostitution can 're-victimise' trafficked women in different stages of identification and protection mechanisms. Therefore, this study focuses on sex trafficking by showing how prostitution and migration regimes inform and affect the policies and practices against sex trafficking within local settings. It argues that those regimes play an important role in policy and practice against sex trafficking; they weaken the protection system which may cause 're-victimisation' of 'victims' of sex trafficking. This research challenges institutional responses to sex trafficking and makes policy recommendations founded on empirical research. It adds to our understanding of the prostitution regime in Turkey, its effect on trafficking and the needs of trafficked women. It has wider policy implications for other migrant groups, such as migrant domestic workers, who suffer from the same policies and practices in Turkey and the findings are transferable to other countries.
24

Division of multiphase flow at a horizontal bifurcation

McBride, William James January 1995 (has links)
No description available.
25

Hierarchical Hidden Markov Model of High-Frequency Market Regimes using Trade Price and Limit Order Book Information

Wisebourt, Shaul Sergey January 2011 (has links)
Over the last fifty years financial markets have seen an enormous expansion and development both in size and variety. An industry that was once small and secluded has transformed into an essential part of today’s economy. Such changes should in part be attributed to substantial advances in computer technology. The latest allowed for a transition from face-to-face trading on organized exchanges to a distributed system of electronic markets with new mechanisms serving the purposes of efficiency, transparency and liquidity. In majority of cases this new trading system is driven by a double auction market mechanism, in which market participants submit buy and sell orders, aiming to strike a balance between certainty of execution and attractiveness of trade price. Generally, information about outstanding buy and sell orders is made available to market participants in the form of a limit order book. It has been suggested by multiple prior research that limit order books contain information that could be used to derive market sentiment and predict future price movement. In the current study we have presented ideas behind double auction market mechanism and have attempted to model run and reversal market regimes using a simple and intuitive Hierarchical Hidden Markov Model. We have proposed a statistical measure of the limit order book imbalance and have used it to build observation (feature) vector for our model. We have built Limit Order Book analyzer – the software tool that has become essential for data cleaning and validation, as well as extraction of feature vector components from the data. We have used the model on high frequency tick-by-tick trade and limit order book data from the Toronto Stock Exchange. We have performed the analysis of computational results; for this purpose we have used a sample of annualized returns of stocks which comprised the TSX60 index at the time of data collection; we have performed the comparative analysis of our results with a simple daily buy & hold trading strategy as well as results of the trade price and volume model presented in the prior research.
26

A molecular dynamics study of flow regimes with effects of wall properties in 2-D nano-couette flows.

To, David January 2010 (has links)
The transitional Reynolds number and range for macrochannel flows are around 1200 and 1000 respectively. Several studies have shown that for microchannel flows, the transitional Reynolds number drops to around 500 and the transitional range around 300. This thesis provides some data on the laminar to turbulent transition for nano-channel flows through molecular dynamic simulations. The Lennard-Jones potential is used for fluid-fluid and wall-fluid interactions, and a non-linear spring potential is used for wall-wall interactions. The mixing is characterised by averaging the maximum transverse movement for all fluid molecules. Six nano-separations were simulated and the flow and mixing behaviours examined. The results show that the transitional Reynolds number and the range increase with increasing diameter. The effects of wall properties on flow regimes were also investigated using molecular dynamic simulations. The results show that the transitional Reynolds number and range increased with increasing wall density. For increasing wall interaction strength, the effect on the transitional Reynolds number was inconclusive. However, the transitional range increased. With an increase in wall wettability, which corresponds to an increase in hydrophilicity, there was an increase in both the transition Reynolds number and range. The wall roughness was modeled as sinusoidal. For an increase in the amplitude of the wall roughness, there was a decrease in the transitional Reynolds number. The effect on the transitional range was inconclusive. For an increase in the period of the wall roughness, both the transitional Reynolds number and range increased. Errors involved in MD simulations arise from several sources. They include the size of the time-step, thermostat model, wall model, and viscosity calculation method. No experimental results at the nano-scale are available for direct comparison however they provide a basis for future work. As computation power improves, MD simulations at higher Reynolds numbers may be compared with experimental results of flows through microchannels. Also, as laboratory technology and measurement accuracy improves, experimental results of flows through nano-channels may be conducted and used for comparison. / http://proxy.library.adelaide.edu.au/login?url= http://library.adelaide.edu.au/cgi-bin/Pwebrecon.cgi?BBID=1522637 / Thesis (Ph.D.) -- University of Adelaide, School of Chemical Engineering, 2010
27

Aplicação foliar de silício em mudas de eucaliptos e sua relação com a tolerância à deficiência hídrica / Foliar application of silicon in mudas de eucalyptos and its relationship with tolerance to water deficiency

Lima, Jéssica de 27 August 2017 (has links)
Submitted by JÉSSICA LIMA (jessik1300@hotmail.com) on 2018-01-26T18:19:49Z No. of bitstreams: 1 DISSERTAÇÃO FINAL.pdf: 1585613 bytes, checksum: f838082f24f460798fdc50e8e839680f (MD5) / Approved for entry into archive by Maria Lucia Martins Frederico null (mlucia@fca.unesp.br) on 2018-01-26T18:50:12Z (GMT) No. of bitstreams: 1 lima_j_me_bot.pdf: 1585613 bytes, checksum: f838082f24f460798fdc50e8e839680f (MD5) / Made available in DSpace on 2018-01-26T18:50:12Z (GMT). No. of bitstreams: 1 lima_j_me_bot.pdf: 1585613 bytes, checksum: f838082f24f460798fdc50e8e839680f (MD5) Previous issue date: 2017-08-27 / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / O gênero Eucalyptus vem se expandindo devido uma série de fatores que tem favorecido o plantio de várias de suas espécies. Dentre alguns fatores, os mais relevantes, estão relacionados a alta produtividade, a expansão e o direcionamento para novos investimentos de empresas que utilizam a madeira como matéria prima nas indústrias. A deficiência hídrica pode acarretar vários impactos sobre o desenvolvimento da planta. Com isso, sabemos que o silício (Si) é um elemento que pode minimizar os efeitos dessa deficiência. O objetivo do estudo foi examinar os efeitos fisiológicos e metabólicos causados pela deficiência hídrica em clones de eucaliptos tolerantes e sensíveis a este estresse e o papel do Si aplicado via foliar na tolerância à deficiência hídrica. Os clones foram cultivados em estufa agrícola, com monitoramento das relações hídricas além do estudo de trocas gasosas, análise de crescimento, e respostas das atividades enzimáticas. O experimento foi em esquema fatorial triplo (lâminas x clones x aplicação de Si), constituído por 8 tratamentos e 4 repetições. As lâminas de irrigação (100% da necessidade hídrica da cultura e 50% da necessidade hídrica da cultura), dois clones de eucalipto (ECO 103 e AEC 144) e plantas com e sem aplicação de Si. Com os resultados obtidos, observou-se que a aplicação de silício via foliar não reverteu os efeitos fisiológicos provocados pela deficiência hídrica moderada, independentemente dos demais fatores combinados no ensaio. E conclui-se que a indução de deficiência hídrica moderada em plantas de eucaliptos variou de acordo com o clone estudado e o tempo de exposição ao estresse.
28

Pobreza, cidadania e direitos humanos no Brasil um estudo sobre mídia e democracia

Castro, Marina Pimenta Spínola 12 1900 (has links)
Dissertação (mestrado)—Universidade de Brasília, Faculdade de Comunicação, 2006. / Submitted by Alexandre Marinho Pimenta (alexmpsin@hotmail.com) on 2009-09-26T18:19:35Z No. of bitstreams: 1 2006_Marina Pimenta Spinola Castro.pdf: 1134922 bytes, checksum: 3522132c400c4d1b3742bdc6da60923b (MD5) / Approved for entry into archive by Luanna Maia(luanna@bce.unb.br) on 2009-12-04T11:32:30Z (GMT) No. of bitstreams: 1 2006_Marina Pimenta Spinola Castro.pdf: 1134922 bytes, checksum: 3522132c400c4d1b3742bdc6da60923b (MD5) / Made available in DSpace on 2009-12-04T11:32:30Z (GMT). No. of bitstreams: 1 2006_Marina Pimenta Spinola Castro.pdf: 1134922 bytes, checksum: 3522132c400c4d1b3742bdc6da60923b (MD5) Previous issue date: 2006-12 / Este trabalho tem como objetivo refletir sobre o papel dos media no debate público acerca dos sentidos assumidos pela questão da pobreza na Brasil – entendida na perspectiva da privação dos direitos fundamentais. Ao analisar as relações entre o sistema midiático e esfera pública, a dissertação identificou, e analisou as diferentes maneiras pelas quais os media contribuíram para que um debate público sobre os direitos humanos no Brasil – compreendidos também como direitos políticos, civis, econômicos, sociais e culturais – pudesse ocorrer nos diversos espaços da vidade social, contribuindo, assim, para a elucidação da questão da pobreza e de sua persistência na sociedade brasileira. Analisando a cobertura jornalística de seis eventos ocorridos no período de 1993 a 2005 o trabalho busca contribuir com os estudos atuais acerca das relações entre comunicação e política, na medida em que procura identificar os mecanismos de construção de um espaço no qual os diversos interesses possam se manifestar e sujeitos possam se confrontar, disputando a legitimidade e reconhecimento e em que o sentido comum da vida social – em especial a garantia da vida digna – possa se tornar regra e prática de ação. Este estudo também busca oferecer uma perspectiva nova ao conjunto de estudos sobre a questão da pobreza no Brasil somando-se aos esforços que tantos empreendem na busca da superação desse problema. _______________________________________________________________________________ ABSTRACT / This work aims to make a reflexion about the function of the media on the public discussion over the meanings assumed by the poverty in Brazil – comprehended under the restriction of basic rights. Analyzing the relations among media and public sphere, this dissertation identified, and brought into analysis, the different manners that the media would enable the public debate about human rights in Brazil – also understood as politic, civil, social and cultural rights – to appear in several areas contributing for the clarification of the poverty as a social issue and its abiding. Dissecting the press coverage of six events occurred from 1993 until 2005, this work seeks contribute to the current studies about the relations among communication and politics, trying to identify the construction mechanism of an area, where various interests are able to manifest and subjects are enable to confront themselves, disputing the legitimacy and recognizing and where the meaning of social life – specially the assurance of a decent life – could become a rule among people, present as a daily basis reality. This work also aims to offer a new perspective to previous studies about poverty in Brazil, adding itself to so much effort that is dedicated to elucidate this issue.
29

Processamento da informação em contexto multipartidário

Pereira Filho, Álvaro João 12 June 2017 (has links)
Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciência Política, Programa de Pós-Graduação em Ciência Política, 2017. / Submitted by Raquel Almeida (raquel.df13@gmail.com) on 2017-08-14T17:09:45Z No. of bitstreams: 1 2017_ÁlvaroJoãoPereiraFilho.pdf: 776431 bytes, checksum: 44aa2f7b9aa6964ae1e35959eb8b1465 (MD5) / Approved for entry into archive by Raquel Viana (raquelviana@bce.unb.br) on 2017-09-20T19:35:57Z (GMT) No. of bitstreams: 1 2017_ÁlvaroJoãoPereiraFilho.pdf: 776431 bytes, checksum: 44aa2f7b9aa6964ae1e35959eb8b1465 (MD5) / Made available in DSpace on 2017-09-20T19:35:57Z (GMT). No. of bitstreams: 1 2017_ÁlvaroJoãoPereiraFilho.pdf: 776431 bytes, checksum: 44aa2f7b9aa6964ae1e35959eb8b1465 (MD5) Previous issue date: 2017-09-20 / A tarefa de escolher candidatos é complicada e é ainda mais quando esses contextos são mais complexos, como o multipartidário, que é regra em diversos países do mundo. Número de candidatos e a similaridade entre eles geram implicações em como os indivíduos processam tais informações e, consequentemente, escolhem. Utilizando de dados experimentais adquiridos através de um survey online, encontra-se que em cenários mais complexos, com maior número de candidatos e mais similaridade entre eles, o balanceamento entre o processamento on-line e memory-based é afetado, com a preponderância da segunda estratégia de processamento. Os resultados dos eleitores frente a esse cenário sugerem que esses contextos afetam nas atitudes, que mais imprevisíveis e fracas, e na capacidade de accountability do eleitorado, essencial para o próprio regime democrático. / The task of choose candidates is already complicated and is even more when these contexts are complex, like the multiparty one, which is the reality on most countries in the world. Number of candidates and their similarities generate implications on how the individuals process the informations and, consequently, choose. Using a experimental data, provided by a online survey, I find that, in more complex cenarious with more candidates and similarities, the balance between the online processing and memory-based is affect, with preponderance of the second strategy of processing. In fact, the results suggest that these contexts affect voters’ attitudes, which is more unpredictable and weak, and the capacity of accountability, which is essential for the democracy.
30

Entre a droga e o remédio: uma análise do debate sobre a regulamentação da maconha no Brasil / Between drug and remedy: an analysis of the debate on the regulation of marijuana in Brazil

Elwanger, Guilherme Alves 28 March 2016 (has links)
This work analyzed the discursive conflict between the participant subjects in the public debate on the regulation of marijuana in Brazil, in order to understand how these subjects employ medical-scientific and juridical-legal arguments to support propositions based on moral-values conceptions. In this sense, in order to analyze this conflict, it were observed six public hearings promoted by the Federal Senate of Brazil in 2014, which discussed the proposal to regulate the use of marijuana in Brazil. It was considered, initially, that the clash observed at these hearings was between groups of 'moral entrepreneurs', who defended opposing and favorable positions on the regulation. More than this, at some points the discussion develops in such a way that the conflict is between what is 'true' and what is 'false' in this debate. Thereby, the speeches of the 'experts' invited to these hearings were fundamental to ground the argument of the conflicting entrepreneurs to establish the 'correct' position in this debate. That being said, and since juridical-legal and medical-scientific discourses are central to this discussion, the aim of this work is to understand how the 'moral entrepreneurs' involved in this debate employ medical-scientific and juridical-legal ‗discourses‘ to support their propositions. In the attempt to answer this question, a discussion was made on Howard Becker's 'Interactionist theory of deviance' to understand the importance of the moral entrepreneurs actuations in establishing social rules. In addition, some 'methodological tools' pointed out by Michel Foucault in his 'archaeogenealogical' proposal were retrieved in order to understand how the emergence of the current conflict was possible and how the 'regimes of truth' and 'practices regimes' on marijuana use in Brazil have been modified throughout history. / Este trabalho analisou o conflito discursivo entre os sujeitos participantes do debate público sobre a regulamentação da maconha no Brasil, deste modo, buscou-se compreender como estes sujeitos empregam argumentos médico-científicos e jurídico-legais para sustentar proposições baseadas em concepções morais-valorativas. Neste sentido, visando analisar este conflito, foram observadas seis audiências públicas promovidas pelo Senado Federal do Brasil em 2014, que discutiram a proposta de regulamentação do uso da maconha no Brasil. Considerou-se, inicialmente, que o embate observado nestas audiências era feito entre os grupos de ‗empreendedores morais‘, que defendiam posições contrárias e favoráveis à regulamentação. Mais do que isto, em alguns momentos a discussão se desenvolve de tal maneira que o conflito é entre o que é ‗verdadeiro‘ e o que é ‗falso‘ neste debate. Assim, as falas dos ‗especialistas‘ convidados para estas audiências foram fundamentais para embasar o argumento dos empreendedores que estão em conflito para estabelecer qual é a posição ‗correta‘ neste debate. Dito isto, e tendo em vista que os discursos jurídico-legais e médico-científicos são centrais nesta discussão, o trabalho tem por objetivo compreender como os ‗empreendedores morais‘ envolvidos neste debate empregam ‗discursos‘ médico-científicos e jurídico-legais para sustentar suas proposições. Na tentativa de responder esta questão, foi feita uma discussão sobre a ‗teoria interacionista do desvio‘, proposta por Howard Becker, para se compreender a importância da atuação dos empreendedores morais no estabelecimento de regras sociais. Além disso, foram resgatadas algumas ‗ferramentas metodológicas‘ apontadas por Michel Foucault em sua proposta ‗arqueogenealógica‘, com o intuito de compreender como foi possível a emergência do conflito atual e como foram se modificando os ‗regimes de verdade‘ e os ‗regimes de práticas‘ sobre o consumo da maconha no Brasil no decorrer da história.

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