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Kvinna eller man, gör det nån skillnad? : En analys av gender swap i Ocean’s Eleven och Ocean’s EightNasser, Mazen January 2019 (has links)
Syftet med uppsatsen är att undersöka hur gender-swapping påverkar en films huvudkaraktärer och handling. Filmerna som analyseras är Ocean’s Eleven (2001) och Ocean’s Eight (2018) med hjälp av Jens Eders modell karaktärsklockan och Robert McKees teorier om protagonister. Uppsatsens resultat visar att filmerna är väldigt lika varandra men att huvudkaraktärerna, förutom det uppenbara bytet av kön, skiljer sig åt på sådant sätt att det påverkar filmernas handling på olika sätt.
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Curve Building and SwapPricing in the Presence of Collateral and Basis SpreadsGunnarsson, Simon January 2013 (has links)
The eruption of the financial crisis in 2008 caused immense widening of both domestic and cross currency basis spreads. Also, as a majority of all fixed income contracts are now collateralized the funding cost of a financial institution may deviate substantially from the domestic Libor. In this thesis, a framework for pricing of collateralized interest rate derivatives that accounts for the existence of non-negligible basis spreads is implemented. It is found that losses corresponding to several percent of the outstanding notional may arise as a consequence of not adapting to the new market conditions. / I samband med utbrottet av 2008 års finansiella kris vidgades många basisspreadar till ej tidigare skådade nivåer. Därtill krävs i dagsläget att säkerhet finns tillgänglig vid initieringen av en majoritet av alla räntekontrakt, vilket innebär att en banks finansieringskostnad kan avvika substantiellt från den inhemska interbankräntan. I detta examensarbete implementeras ett ramverk för prissättning av räntederivat som beaktar existensen av basisspreadar samt krav på säkerhet. Resultaten visar att förluster motsvarande flera procent av det nominella beloppet kan uppstå som konsekvens av att inte anpassa sig till det nya tillståndet på räntemarknaden.
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Facial Identity Embeddings for Deepfake Detection in VideosEmir, Alkazhami January 2020 (has links)
Forged videos of swapped faces, so-called deepfakes, have gained a lot of attention in recent years. Methods for automated detection of this type of manipulation are also seeing rapid progress in their development. The purpose of this thesis work is to evaluate the possibility and effectiveness of using deep embeddings from facial recognition networks as base for detection of such deepfakes. In addition, the thesis aims to answer whether or not the identity embeddings contain information that can be used for detection while analyzed over time and if it is suitable to include information about the person's head pose in this analysis. To answer these questions, three classifiers are created with the intent to answer one question each. Their performances are compared with each other and it is shown that identity embeddings are suitable as a basis for deepfake detection. Temporal analysis of the embeddings also seem effective, at least for deepfake methods that only work on a frame-by-frame basis. Including information about head poses in the videos is shown to not improve a classifier like this.
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Hedging Exchange Rate RisksWanga, Godwill George 01 January 2017 (has links)
Risks associated with fluctuating exchange rates affect investment cost and investor profitability. Approximately 50% of firms in emerging markets have significant exposure to fluctuating exchange rates. Grounded in principal-agent theory (PAT), the purpose of this case study was to explore hedging strategies to mitigate risks of fluctuating exchange rates. The population comprised a census sampling of 12 bank hedgers (risk managers and controllers) in Dar es Salaam in Tanzania, East Africa. Data collection involved semistructured interviews, casual observations of the work environment, and analysis of reports including risk management, internal control, and compliance policies. Data were analyzed by coding and grouping narrative segments and significant statements into themes of participants' experience in hedging exchange rate risks. Method triangulation and member checking were used to increase the trustworthiness of interpretations. Four themes emerged directly related to the PAT conceptual framework: training and skills development, management of hedging strategies and contracts, corporate governance, and benefits to management and the organization through effective compensation programs. A focus on training and skill development helped develop appropriate exchange rate hedging strategies and corporate governance improved compliance with laws, regulations, and policies. The benefits of effective hedging strategies include a reduction in cost and increase in profitability. The findings may help improve the soundness of professional hedging practices, which will increase the stability of the Tanzanian banking system.
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Statistical Regularities During Object Encoding Systematically Distort Long-Term MemoryScotti, Paul S. January 2019 (has links)
No description available.
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An Optimization Model for Minimization of Systemic Risk in Financial PortfoliosGelber, Zachary Alexander 01 March 2022 (has links) (PDF)
In this thesis, we study how sovereign credit default swaps are able to measure systemic risk as well as how they can be used to construct optimal portfolios to minimize risk. We define the clustering coefficient as a proxy for systemic risk and design an optimization problem with the goal of minimizing the mean absolute deviation of the clustering coefficient on a group of nine European countries. Additionally, we define a metric we call the diversity score that measures the diversification of any given portfolio. We solve this problem for a baseline set of parameters, then spend the remainder of the thesis modifying these parameters to investigate how the optimal solution and diversity score are impacted.
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An FPGA Implementation of Large-Scale Image OrthorectificationShaffer, Daniel Alan 29 May 2018 (has links)
No description available.
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Digitally Beamformed 2D Scanning Phased Array Radar for Networked Unmanned Air Vehicle Detection and TrackingBrown, Carson Reed 28 May 2024 (has links) (PDF)
Radar systems vary significantly in size, weight, power, and cost (SWaP-C) characteristics with many high SWaP-C models being inaccessible to consumers. Recognizing this, we have engineered an effective but low SWaP-C networked radar system tailored for detecting and tracking unmanned air vehicle (UAV) traffic. Using field-programmable gate arrays (FPGAs), and custom-designed printed circuit boards (PCBs), our system achieves remarkable efficiency without compromising performance. We use patch antennas for our transmitter and in our 4x4 receiver array. With our low SWaP-C system we have successfully concluded outdoor range testing, detecting corner reflector targets at a remarkable 10dB above our noise floor up to a distance of 100m. We have also finished testing and implementation of our angle of arrival (AOA) algorithm, using conjugate field matched (CFM) beamforming, with outdoor testing using both corner reflectors and drones. Combining our range and AOA algorithms we have detected and tracked both a corner reflector and a drone through time and created a 3D plot showing our target's path and location relative to our system. With this we have demonstrated the viability and effectiveness of our low SWaP-C radar for UAV traffic surveillance.
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Evidence for a learning effect in short-wavelength automated perimetry.Wild, J.M., Kim, L.S,, Pacey, Ian E., Cunliffe, I.A. January 2006 (has links)
No / Purpose
To document the magnitude of any learning effect for short-wavelength automated perimetry (SWAP) in patients with either ocular hypertension (OHT) or open-angle glaucoma (OAG) who are experienced in standard automated perimetry (SAP).
Participants
Thirty-five patients (22 with OHT and 13 with OAG) who had previously undergone at least 3 threshold SAP visual field examinations with the Humphrey Field Analyzer (HFA; Carl Zeiss Meditech Inc., Dublin, CA), and 9 patients with OHT who had not previously undertaken any form of perimetry.
Methods
Each patient attended for SWAP on 5 occasions, each separated by 1 week. At each visit, both eyes were examined using Program 24-2 of the HFA; the right eye was always examined before the left eye.
Main Outcome Measures
(1) Change over the 5 examinations, in each eye, of the visual field indices Mean Deviation (MD), Short-term Fluctuation (SF), Pattern Standard Deviation (PSD), and Corrected Pattern Standard Deviation. (2) Change in each eye between Visits 1 and 5 in proportionate Mean Sensitivity (pMS) for the central annulus of stimulus locations compared with that for the peripheral annulus thereby determining the influence of stimulus eccentricity on any alteration in sensitivity. (3) Change between Visits 1 and 5 in the number and magnitude of the Pattern Deviation (PD) probability levels associated with any alteration in sensitivity.
Results
The MD, SF, and PSD each improved over the 5 examinations (each at P<0.001). The improvement in pMS between Visits 1 and 5 was greater for the peripheral annulus than for the central annulus by approximately twofold for the patients with OAG. Considerable variation was present between patients, within and between groups, in the number of locations exhibiting an improving sensitivity between Visits 1 and 5 by 1 or more PD probability levels.
Conclusions
Care should be taken to ensure that, during the initial examinations, apparent field loss with SWAP in patients exhibiting a normal field by SAP is not the result of inexperience in SWAP. Apparently deeper or wider field loss in the initial examinations with SWAP compared with that exhibited by SAP in OAG also may arise from inexperience in SWAP.
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Systémové riziko ve finančním a energetickém sektoru: přístup dynamických faktorových kopula funkcí / Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula ApproachNevrla, Matěj January 2016 (has links)
In the thesis we perform analysis of systemic risk in the financial and energy sector in Europe. As the econometric tool for estimating dependencies across the subjects we employ factor copula model with GAS dynamics of Oh & Patton (2013b). We apply this model to daily CDS spreads. Based on the estimated results we perform Monte Carlo simulations in order to obtain future values of CDS spreads and measure probability of systemic events. We conclude that substantially higher systemic risk is present within the financial sector. We also find that the most systemic companies from both sectors come from Spain. JEL Classification C53, C55, C58, G17 Keywords Credit Default Swap, Energy Sector, Factor Copula, Financial Sector, Generalized Autore- gressive Score Model, Systemic Risk Author's e-mail matej.nevrla@gmail.com Supervisor's e-mail barunik@fsv.cuni.cz
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