Thesis (Ph. D.)--University of Canterbury, 2009. / Typescript (photocopy). Includes bibliographical references. Also available via the World Wide Web.

Master-Arbeit Univ. St. Gallen, 2006.

Thesis (Ph.D.)--University of Delaware, 2006. / Principal faculty advisor: Charles G. Boncelet, Dept. of Computer & Information Sciences. Includes bibliographical references.

Tesis para optar al grado de Magíster en Finanzas / El siguiente trabajo tiene como prop osito estudiar los determinantes del spread bancario para pa ses emergentes, de nido como la diferencia entre la tasa activa que cobran por los cr editos y la tasa pasiva que pagan por los dep ositos. El estudio se centra espec camente en Chile, Colombia, M exico, Per u, Brasil, Argentina, Rumania, Tailandia, Sud africa, China, India y Hungr a. De este modo se intenta obtener una relaci on entre el spread y distintos factores espec cos para los bancos, estructura del sistema nanciero y variables relacionadas con el ambiente macroecon omico de cada pa s. Se expande la metodolog a planteada por Battilana y Ruiz (2010), agregando dos variables adicionales, que corresponden al porcentaje de cartera vencida sobre el total de pr estamos y las reservas legales. De acuerdo a los resultados del Test de Hausman, se utilizan datos de panel controlando por efectos jos en la mayor a de los casos y efectos aleatorios en los restantes. Finalmente se encuentra que los determinantes del spread bancario m as relevantes son liquidez, costos administrativos, morosidad y porcentaje de cartera vencida sobre el total de pr estamos. Destaca el caso de China por el buen ajuste al modelo donde en dos de las tres estimaciones once variables resultaron signi cativas.

This dissertation is concerned with performance analysis of diversity combining schemes in frequency-hop spread spectrum communications under the worst case partial-band noise and multitone jamming. Performance of a ratio-threshold diversity combining scheme in fast frequency hop spread spectrum systems with M-ary frequency shift keying modulation (FFH/MFSK ) under partial-band noise (PBN) and band multitone jamming without and with the additive white Gaussian noise (AWGN) is analyzed. The analysis is based on exact bit error probabilities, instead of bounds on the bit error probabilities. A method to compute the bit error probability for ratio-threshold combining on jamming channel is developed. Relationship between the system performance and the system parameters, such as ratio-threshold, diversity order, and thermal noise level, is illustrated. The performances under band multitone jamming and under partial-band noise jamming are compared. For binary FSK modulation, the performance under the two types of jamming is almost the same, but for 8-ary FSK modulation, tone jamming is more effective against communications. The structure of the combiner is very simple and easy to implement. Another merit of this combiner is that its output can be directly fed to a soft-decision FEC decoder. Maximum-likelihood diversity combining for an FFH/MFSK spread spectrum system on a PBN interference channel is investigated. The structure of maximum likelihood diversity reception on a PBN channel with AWGN is derived. It is shown that signal-to-noise ratio and the noise variance at each hop have to be known to implement this optimum diversity combining. Several sub-optimum diversity combining schemes, which require the information on noise variance of each hop to operate, are also considered. The performance of the maximum-likelihood combining can be used as a standard in judging the performance of other suboptimum, but more practical diversity combining schemes. The performance of the optimum combining scheme is evaluated by simulations. It is shown that the Adaptive Gain Control (AGC) diversity combining actually achieves the optimum performance when interference is not very weak. But the performance difference between some of the known diversity combining schemes, which do not require channel information to operate, and the optimum scheme is not small when the diversity order is low. An error-correction scheme is proposed for an M-ary symmetric channel characterized by a large error probability Pe. Performance of the scheme is analyzed. The value of Pe can be close to, but smaller than, 1 – 1/M for which the channel capacity is zero. Such a large Pe may occur, for example, in a jamming environment. The coding scheme considered consists of an outer convolutional code and an inner repetition code of length m which is used for each convolutional code symbol. At the receiving end, the m inner code symbols are used to form a soft-decision metric, which is subsequently passed to a soft-decision decoder for the convolutional code. Emphasis is placed on using a binary convolutional code due to the consideration that there exist commercial codecs for such a code. New methods to generate binary metrics from M-ary (M > 2) inner code symbols are developed. For the binary symmetric channel, it is shown that the overall code rate is larger than O.6R0, where R0 is the cutoff rate of the channel. New union bounds on the bit error probability for systems with a binary convolutional code on 4-ary and 8-ary orthogonal channels are presented. Owing to the variable m which has no effect on the decoding procedure, this scheme has a clear operational advantage over some other schemes. For a BSC and a large m, a method presented for BER approximation based on the central limit theorem. / Graduate

nÃo hà / O presente trabalho tem como objetivo principal realizar um estudo sobre o spread bancÃrio no Brasil durante o perÃodo de 2011 a 2014, analisando os seus principais determinantes e construindo um modelo de previsÃo. Foi utilizado o modelo economÃtrico dos MÃnimos Quadrados OrdinÃrios (MQO) e, adicionalmente, foi feito um modelo de previsÃo do spread. A base de dados utilizada foi extraÃda do Banco Central do Brasil (BCB): spread mÃdio das operaÃÃes de crÃdito, InadimplÃncia da carteira de crÃdito (pessoa fÃsica e jurÃdica), recolhimentos obrigatÃrios de instituiÃÃes financeiras e o endividamento das famÃlias com o Sistema Financeiro Nacional. Dentre outros resultados obtidos, verificou-se que caso ocorra um aumento de 1% da inadimplÃncia do crÃdito de pessoas fÃsicas haverà um aumento de 0,38% do Spread mÃdio no Brasil. Por outro lado, uma elevaÃÃo de 1% da inadimplÃncia de crÃdito de pessoa jurÃdica elevarà o spread mÃdio em 0,63%. Sem dÃvida, isso mostra a importÃncia dessas duas variÃveis na determinaÃÃo do spread mÃdio pelos bancos brasileiros. Por outro lado, o modelo de previsÃo utilizado permitiu concluir que do perÃodo de dezembro de 2014 a junho de 2015 o Spread mÃdio serà de aproximadamente 13% em Janeiro; 12,66% em Fevereiro; 12,63% em marÃo; 12,74% em Abril e 12,87% em Maio e 13,14% em junho de 2015. / This paper aims to conduct a study on the banking spread in Brazil during the period from 2011 to 2014, analyzing its main determinants and building a predictive model. We used the econometric model of Ordinary Least Squares (OLS) and additionally was done a spread prediction model. The database used was taken from the Central Bank of Brazil (BCB): average spread of loans, Bad debt loan portfolio (individual and corporate), reserve requirements of financial institutions and the household debt to the National Financial System. Among other results, it was found that if an increase of 1% of physical persons of credit default there will be an increase of 0.38% of the average spread in Brazil. On the other hand, an increase of 1% of corporate credit default raise the average spread 0.63%. No doubt, this shows the importance of these two variables in determining the average spread for Brazilian banks. On the other hand the forecasting model concluded that the period December 2014 to June 2015, it was found that during this period the average Spread will be approximately 13% in January; 12.66% in February; 12.63% in March; 12.74% in April and 12.87% in May to 13.14% in June 2015.

The Interactive Video Data Service (IVDS) system allows consumers to browse the Internet, request information on products or services, make purchases, indicate preferences, and perform other interactive applications. To provide this service, the IVDS system has three subsystems: Consumer Control (CC), Cell Repeater (CR), and Host subsystem. In the CC subsystem, an IVDS transceiver box is placed near a television set. Once the consumer sends a command to the transceiver box using a standard television/VCR/Cable remote control, the transceiver box receives information embedded in the television audio, and then transmits the information to the CR subsystem as a radio frequency (RF) spread spectrum message. The CR subsystem decodes the spread spectrum message and forwards it to the Host subsystem for processing. Located in the CR subsystem, a custom designed circuit board, called the decoder board, uses surface mounted components to decode and packetize the spread spectrum message for transfer to the CR main processor. This paper provides a functional description of the hardware components on the decoder board, and describes the hardware/software developed for interfacing the decoder board to the radio receiver and to the CR main processor. Hardware modifications were needed to correct timing problems between components. Software was developed to initialize the components for downconverting, despreading, and demodulating spread spectrum messages, and to packetize them for transfer to the CR main processor. This paper also discusses the tests used to verify both the performance of the decoder board software and the operation of the hardware components. / Master of Science

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No description available.

A Gold code sequence generator suitable for use in a code division multiple access spread spectrum communication application is designed. A dual, single return shift register configuration is used to generate Gold code sequences. The code sequences are generated by the mod-2 addition of two linear maximal length pseudo-random noise codes, each of which corresponds to a sixth-order primitive polynomial. A computer model of the design is used to generate all 65 possible members of the Gold code sequence family. A tabulation of all sequences and their initial condition “keys” is provided, along with a designation as to which code sequences are balanced. The mathematical basis of maximal length sequence generation is developed, using first the matrix characterization of a shift register generator, and then switching to the alternate treatment of a shift register generator as a polynomial division engine. The link between the matrix representation and the polynomial representation via the characteristic equation, the use of the generating function, and the three mathematical properties required of polynomials which are capable of generating maximal length sequences are described. Gold’s algorithm for selecting preferred polynomial pairs is presented, as is his technique for determining the characteristic phase of a maximal length sequence. The actual Gold code generator is then designed and modeled in software. All Gold code sequences output from the generator are tabulated. The family of sequences is evaluated in terms of its randomness properties. Finally, the results of computer analysis of the auto and cross-correlation characteristics of the family is summarized.