This study employs Extreme Value Theory and several univariate methods to compare their Value-at-Risk and Expected Shortfall predictive performance. We conduct several out-of-sample backtesting procedures, such as uncondi- tional coverage, independence and conditional coverage tests. The dataset in- cludes five different stock markets, PX50 (Prague, Czech Republic), BIST100 (Istanbul, Turkey), ATHEX (Athens, Greece), PSI20 (Lisbon, Portugal) and IBEX35 (Madrid, Spain). These markets have different financial histories and data span over twenty years. We analyze the global financial crisis period sep- arately to inspect the performance of these methods during the high volatility period. Our results support the most common findings that Extreme Value Theory is one of the most appropriate risk measurement tools. In addition, we find that GARCH family of methods, after accounting for asymmetry and fat tail phenomena, can be equally useful and sometimes even better than Extreme Value Theory based method in terms of risk estimation. Keywords Extreme Value Theory, Value-at-Risk, Expected Shortfall, Out-of-Sample Backtesting Author's e-mail ozturkdurmus@windowslive.com Supervisor's e-mail ies.avdulaj@gmail.com

Topic: Practical aspects of high-carbohydrate dieting in top sport The topic of this thesis is sports nutrition. After a comprehensive summary of current scientific and generally accepted guidelines, the practical part is based on an example of the current state of sports nutrition in one concrete men's basketball team. Subsequently, the practical part combines the knowledge of theory and results of diet analysis of the current nutritional status in the team. The aim of the analytical part of the thesis was to find out the individual and subsequently average data of the monitored file through the registration of weekly eating diaries, both in terms of macro and micronutrients. These data were statistically processed using the program Sportvital-Nutrition (http://www.bonfit.cz/), whose database contains the most comperhensive information about the composition of individual foods and meals, allowing analysis of up to 30 nutritional parameters. The main aim of the application part of the thesis was to design and calculate a sample menu for seven whole days for top athletes based on predetermined and defined criteria based on theoretical background and analysis of collected eating diaries. These criteria were to follow the principles of healthy nutrition, i.e. primarily the variety, regularity and...

The study assessed how stimuli that contradict pre-experimental histories affect the formation of new relations. The study also assessed whether social variables such as race would influence college students’ perceptions of people of different races and job types. Twenty-six college students at a Midwestern University participated in the study. During the pre-test, participants rated the degree of “Good” or “Bad” of various pictures of African American males, police officers, and random objects on a Likert-type scale. Next, based on their pre-test results, participants completed a match to sample task that paired pictures of African American males and police officers opposite of their initial perceptions. Afterward, all participants again completed the Likert-scale rating task. Pre-test results revealed that some participants demonstrated strong negative pre-experimental biases toward police officers and that the race of the participants influenced their pre-test ratings. Individual data showed that 22 out of 24 participants changed their perceptions for at least one stimulus. Match to sample and post-test results revealed that participants with strong pre-experimental biases took more trials to complete the task, scored less accurately when conditions included socially loaded stimuli, and were less likely to change mean ratings for police officers during the post-test rating scale.

As florestas brasileiras abrigam boa parte da diversidade florística e faunística mundiais e têm papel fundamental na atenuação das mudanças climáticas globais. Apesar disso, estes ecossistemas vêm sendo progressivamente convertidos em algum uso antrópico cujo objetivo, em tese, é promover o desenvolvimento socioeconômico local. Diante disso, avaliou-se, nos anos 2000 e 2010, a efetividade da mudança no uso da terra como promotora do desenvolvimento brasileiro em nível municipal e regional. Primeiro, quantificou-se a influência dos indicadores de desenvolvimento socioeconômico sobre o desflorestamento, com o uso de modelos estatísticos de regressão linear múltipla. Para tanto, utilizaram-se 3.168 observações obtidas em municípios de todas as regiões geográficas brasileiras. Segundo, caracterizou-se esta influência recorrendo à determinação de amostras representativas, mediante análise de técnicas de amostragem aleatória simples e estratificada aleatória, utilizando diferentes intensidades amostrais. Terceiro, mensurou-se o impacto do programa amazonense Bolsa Floresta na redução do desflorestamento e na melhoria dos indicadores de desenvolvimento socioeconômico, aplicando o Emparelhamento por Escore de Propensão e a Diferença nas Diferenças em 579 observações. Os resultados indicaram que o desenvolvimento socioeconômico brasileiro foi efêmero, aumentou a desigualdade de renda e foi fruto do desflorestamento, que pode ser minimizado pela maior eficiência agropecuária. A caracterização da relação entre desflorestamento e desenvolvimento foi estabelecida com 10% dos municípios, selecionados preferencialmente pela amostragem estratificada aleatória. O Bolsa Floresta pode ter ajudado a diminuir o desflorestamento e a melhorar, em poucos anos, os índices educacionais dos municípios participantes do programa. Assim, considerando este modelo de desenvolvimento, de uso intensivo dos recursos naturais com baixo nível tecnológico, necessita-se fortalecer/ampliar as ações governamentais voltadas principalmente à população amazônica e à pesquisa/extensão agropecuária para desenvolver o país sem a perda expressiva das suas florestas nativas. / The Brazilian forests have much of the world\'s floristic and faunal diversity and play a key role in mitigating global climate change. However, these ecosystems have been converted progressively into some anthropic use whose objective, in theory, is to promote local socioeconomic development. Thus, we evaluated, in 2000 and 2010, the effectiveness of land use change in Brazilian development at the municipal and regional levels. First, we quantified the influence of socioeconomic development indicators on deforestation by use of statistical models of multiple linear regression. To do this, we used 3,168 observations obtained in municipalities of all Brazilian geographic regions. Second, we characterize this influence by determining representative samples, via random and stratified sampling and different sample intensities. Third, we measured the impact of Amazonian Program, Bolsa Floresta, in reducing deforestation and improving socioeconomic development indicators, applying the Propensity Score Matching and the Difference in Differences in 579 observations. The results indicated that Brazilian socioeconomic development was ephemeral, increased income inequality and was the consequence of deforestation, which can be minimized by greater agricultural and livestock efficiency. The characterization of the relationship between deforestation and development was done by 10% of the municipalities, preferably selected by stratified sampling. The Bolsa Floresta may have helped to reduce deforestation and to improve, in a few years, the educational indexes of the municipalities attendant by the program. Thus, considering this model of development, intensive use of natural resources and low technological level, it is necessary to strengthen/expand government actions aimed, mainly, at the Amazon population and for agricultural research/extension, which would help to develop the country without the significant loss of their native forests.

Thesis advisor: Arthur Lewbel / This thesis proposes two semiparametric estimators; one for heavily censored panel models and another one for binary-outcome sample selection models. The first chapter proposes a new panel data estimator, and applies it to investigate whether the key assumption underlying most twin studies is valid. Roughly, the assumption is that differences in twins' outcomes can on average be attributed to differences in observed treatments, possibly after conditioning on observable covariates. The empirical results here cast doubt on this assumption, by showing that a particular outcome, survival, varies by birth order, even after conditioning on health-at-birth characteristics. The proposed panel data estimator is the first one in the literature that simultaneously handles having an unknown error distribution, fixed effects, fixed T, fixed censoring point, and heavy (greater than 50%) censoring. These features are all required to adequately deal with the limitations of available census data on twins. The proposed estimator also allows for coefficients that vary by t, and for a censoring point that is an unknown but deterministic function of regressors. The second chapter proposes a new semiparametric estimator for binary-outcome selection models that does not impose any distributional assumption, nor specify the selection equation. The estimator, however, requires a special regressor satisfying a support restriction in the outcome equation and a variable satisfying the exclusion/inclusion restriction; the former should be continuous whereas the latter can be discrete. The estimators of Klein et al. (2011) and Escanciano et al. (2012) require optimization, but our estimator for the outcome equation has a closed-form expression with no need for any optimization (but the selection equation estimation may still need an optimization). We apply MLE and the proposed estimator to US presidential election data in 2008 and 2012 where Barack Obama won to see to what extent racism mattered; we use a prejudice variable as a measure of racism. Putting our empirical findings in advance, there is evidence that the white Democrats voted less for Obama due to prejudice, whereas the white Republicans acted in a more muted fashion (i.e., almost no change in voting due to racism) or voted more for Obama to escape the stigma of racism. We also found evidence of "own-race favor" by blacks. / Thesis (PhD) — Boston College, 2014. / Submitted to: Boston College. Graduate School of Arts and Sciences. / Discipline: Economics.

The current state-of-the-art, in terms of performance, for solving document image binarization is training artificial neural networks on pre-labelled ground truth data. As such, it faces the same issues as other, more conventional, classification problems; requiring a large amount of training data. However, unlike those conventional classification problems, document image binarization involves having to either manually craft or estimate the binarized ground truth data, which can be error-prone and time-consuming. This is where sample selection, the act of selecting training samples based on some method or metric, might help. By reducing the size of the training dataset in such a way that the binarization performance is not impacted, the required time spent creating the ground truth is also reduced. This thesis proposes a cluster-based sample selection method, based on previous work, that uses image similarity metrics and the relative neighbourhood graph to reduce the underlying redundancy of the dataset. The method is implemented with different clustering methods and similarity metrics for comparison, with the best implementation being based on affinity propagation and the structural similarity index. This implementation manages to reduce the training dataset by 46\% while maintaining a performance that is equal to that of the complete dataset. The performance of this method is shown to not be significantly different from randomly selecting the same number of samples. However, due to limitations in the random method, such as unpredictable performance and uncertainty in how many samples to select, the use of sample selection in document image binarization still shows great promise.

The public sector has undergone extensive changes in recent years following the implementation of New Public Management. Studies on the subject are still retained in previous grounds made in other circumstantial prerequisites. Therefore, this study aims to increase the understanding of decision processes in public authorities to provide a nuanced picture of the phenomenon and further complement the established literature on decision-making theory. In doing so, we answer the question of how and why and it is decided which educational course an employee at a Swedish governmental agency attends.Through the use of a snowball sample approach, we reversed tracked the decision process and examined the underlying incentives of the process. By using both interviews with identified relevant actors in combination with related documents, we achieved a triangulation effect of our data. The results demonstrated a variety of applicable approaches to the decision made by the different actors throughout the decision process in their contextually dependent circumstances. Moreover, the results indicate that previous decision-making literature is insufficient on its own. Instead, we claim that a broad understanding is required to grasp decision-making behavior and advocate for a combinatorial and holistic approach which adhere to the varying decision-making behavior.

Técnicas modernas de preparo de amostra têm sido utilizadas na determinação de diferentes classes de compostos em diversos tipos de matrizes. Essas técnicas podem ser divididas em dois grandes grupos, as baseadas em solvente e as baseadas sorvente, foco do trabalho. Dentre os materiais sorventes mais estudados atualmente, os derivados de grafeno têm se destacado devido a suas propriedades físico-químicas favoráveis para realizar sorção com uma grande variedade de compostos de interesse. Por isso, no presente trabalho são apresentadas possibilidades de utilização de materiais baseados em grafeno nas seguintes técnicas de preparo de amostras: microextração por sorvente empacotado (MEPS), extração \"\"on-line\"\" e extração sortiva em barra de agitação (SBSE). Para a técnica MEPS, foi realizado a síntese de óxido de grafeno e grafeno suportados por ligação covalente em aminopripil sílica. Esses materiais foram empregados como sorventes para determinação de parabenos em amostras de água. O método desenvolvido apresentou limites de quantificação (LOQ) que variaram de <a name=\"_Hlk498351551\">0,2 a 0,3 &mu;g/L, coeficientes de variação (CV) &lt; 19,2% e exatidão de 82,3 a 119,2%. Os materiais utilizados na técnica MEPS também foram utilizados para empacotar colunas de extração \"on-line\" e realizar uma comparação entre as fases sintetizadas. O método de extração \"on-line\" apresentou LOQ de 0,5 &mu;g/L, exatidão de 88,2 à 107,2 e CV &lt; 16%. A comparação entre as colunas de extração empacotadas com o grafeno e seu óxido suportados na aminopropil sílica mostrou que o grafeno suportado na sílica apresenta maior retenção para os parabenos mais apolares. Com relação ao desenvolvimento de barras de SBSE revestidas com grafeno, o método desenvolvido empregando as barras de SBSE apresentou valores de LOQ que variaram de 2 à 8 &mu;g/L, exatidão de 81,9 à 126,3% e CV &lt; 30%. Além disso, avaliou-se o uso do grafeno e óxido de grafeno ligado a sílica com grupamentos amino variando algumas condições de síntese e testando esses materiais para analitos das classes das triazinas, sulfonamidas e anti-inflamatórios não esteroidais. Também são apresentados testes iniciais realizados para um novo modo de extração proposto, similar a técnica SBSE, avaliando a extração de parabenos e anti-inflamatórios não esteroidais. / Modern sample preparation techniques have been applied to the determination of different compounds class in several matrices. These techniques might be divided into two groups, solvent and sorbent based, the last being the goal of this work. Nowadays, among the most studied materials the graphene based ones has been highlighted due to its physical chemical properties favorable to sorption process of a variety of interested compounds. The present work shows possibilities to employ graphene based materials in the follow sample preparation techniques: microextraction by packed sorbent (MEPS), \"on-line\" extraction, and stir bar sorptive extraction (SBSE). For MEPS, the materials graphene oxide and graphene supported on aminopropyl silica through covalent bounds were synthesized. These materials were employed as sorbent to determine parabens in water samples. The developed method showed limits of quantification (LOQ) ranging from 0,2 a 0,3 &mu;g/L, coefficients of variation (CV) &lt; 19,2% and accuracy ranging from 82,3 à 119,2%. The synthetized materials used in MEPS were also used and compared to an \"on-line\" method employing an extraction column packed with them. The \"on-line\" method showed LOQ of 0,5 &mu;g/L, accuracy ranging from 88,2 to 107,2 and CV &lt; 16%. The comparison between packed column with graphene and graphene oxide supported on aminopropyl silica showed that graphene had a higher retention for parabens with high Log Kow. The method developed with SBSE bars coated with graphene showed LOQ ranging from 2 to 8 &mu;g/L, accuracy ranging from 81,9 to 126,3% and CV &lt; 30%. Moreover, the employment of graphene oxide and graphene synthetized by changing some synthesis conditions and testing these materials to extract triazines, sulfonamides, and non-steroidal anti-inflammatory drugs was also evaluated. In addition, are presented the preliminary tests regarding to a new extraction mode, similar to SBSE. These tests were done for parabens and non-steroidal anti-inflammatory drugs.

A tuberculose continua sendo um sério problema de saúde pública no Brasil. O coeficiente de mortalidade vem tendo aumento significativo, apesar de todo o avanço tecnológico no campo dos recursos diagnósticos e de tratamentos disponíveis. Esta pesquisa teve como objetivo identificar conhecimentos e opiniões de usuários num serviço de saúde do Município de São Paulo Brasil, sobre a importância do exame das amostras de escarro no diagnóstico da tuberculose pulmonar pelo método bacteriológico. Setenta e oito (78) usuários foram entrevistados, durante o período de junho e julho de 1998. Os resultados mostram uma população com baixas condições sócio-econômicas. Todos os entrevistados haviam sido submetidos à baciloscopia de escarro e radiografia de tórax, e (46,2 por cento ) confiavam mais no RX do que na baciloscopia de escarro. Embora 93,6 por cento alegassem terem sido orientados quanto à colheita de escarro, constatou-se que 33,3 por cento deles, não sabiam colher o exame e 15,4 por cento apresentavam dúvidas. Quando indagados sobre a importância da colheita de mais de uma amostra, 52,1 por cento não souberam responder. Quanto à importância atribuída ao exame de escarro, 10,4 por cento citaram que o exame serve para avaliar o tratamento e, 16,6 por cento que o mesmo descobre se a doença é ativa; embora, uma grande maioria (72,9 por cento ) mencionassem que fizeram o exame porque o médico solicitou. As dificuldades quanto ao entendimento das orientações recebidas apresentam-se relacionadas às condições sócio-econômicas precárias da população estudada, ao modo de trabalho da equipe de saúde, aliadas à atitude passiva dos usuários diante da assistência prestada, ao forte estigma quanto ao ato de escarrar e a crença de que o exame radiológico é o melhor método diagnóstico. A somatória destes fatos promove falhas na qualidade da assistência prestada e na efetivação das ações do Programa de Controle da Tuberculose, o que traz, consequentemente, uma perda da qualidade dos serviços e o agravo do problema da tuberculose em nosso meio. / Tuberculosis continues to be considered a serious public health problem in Brazil. Despite the technological advancements and in addition to diagnosis resources and available treatments, mortality rates have been steadily increasing. The present investigation was intended to study either the knowledge and opinions of patients attending a health service located in the Municipality of São Paulo, Brazil, regarding the usefulness of the bacteriological method and samples sputum used to diagnose pulmonary tuberculosis using a bacteriological method. Seventy-eight (78) patients were interviewed from June to July, 1998. Results showed that the studied population presents a low social and economical level. All the interviewed individuals had been submitted to sputum smears tests and thorax radiographies, while 46,2 per cent of the patients reported a higher confidence level in the radiographic screening that in the sputum smear test. Although 93,6 per cent of the patients claimed to have been oriented on sputum collection, it was evidence that 33,3 per cent of them failed to know the way to collect the material and 15,4 per cent were doubtful in relation to the procedure. When inquired on the importance of collecting more than one sample, 52,1 per cent of the patients failed to know the answer. Regarding the importance attributed to the sputum smear test, 10,4 per cent reported that the test was useful in evaluating the treatment, and 16,6 per cent replied that the test was able to find out whether the disease was active. Most patients (72,9 per cent ) reported having carried out the test advised by medical request. The difficulties regarding the received orientations show to be related to the studied populations precarious socioeconomic conditions, health team working mode, patients passive attitude concerning the help provided, the strong stigma related to the expectoration act, and the belief that the radiographic examination is the best diagnostic method. The totality of findings show deficiencies in the quality of the provided assistance and in the accomplishment of the Tuberculosis Control Program, since they lead to a worsening quality of the service and aggravation of the tuberculosis program within our milieu.

O Estado de São Paulo é o principal produtor de uvas de mesa do país, sendo a Niágara Rosada (Vitis Labrusca) a cultivar predominante. Para se oferecer produtos de qualidade ao mercado, os produtores necessitam determinar, periodicamente, o estado de maturação das uvas, sendo o teor de sólidos solúveis (tss), a principal variável avaliada. Para essa determinação, utilizase a amostragem dos frutos na área cultivada. O presente trabalho discute, assim, os métodos de amostragem estratificado e aleatório, e o tamanho adequado da amostra de baga individual, para avaliar o estado de maturação da uva Niágara Rosada, com base no teor de sólidos solúveis. O tamanho adequado da amostra de baga individual foi encontrado para os dois métodos de amostragem, separadamente, utilizando-se os métodos Máxima Curvatura, Máxima Curvatura Modificado e Curva da Variancia. Os métodos de amostragem foram comparados utilizando-se uma análise univariada para dados com medidas repetidas, através dos procedimentos GLM e MIXED do SAS. Foram utilizados dois procedimentos, para que se produzisse resultados confiáveis. Os tamanhos mínimos de amostra de baga individual requeridos, para os métodos estratificado e aleatório foram aproximadamente 30 e 27 bagas por área, respectivamente. Os métodos de amostragem estudados apresentaram diferença significativa, e o método aleatório apresentou grande variação máxima e mínima por planta, devendo assim, ser evitado para esse tipo de estudo. / Sao Paulo state is the main table grape producer in Brazil, being the Niágara Rosada (Vitis Labrusca) the predominant cultivar. To offer quality products to the market, the producers need to determine, periodically, the grapes maturation state, being the content of soluble solids the main variable measured. To determine this content, a sample of fruits in an area is collected. This work approaches the random and the stratified sampling methods and the appropriate sample size of individual berry to evaluate the maturation state of the Niágara Rosada based on the content of soluble solids. The appropriate sample size for individual berry was obtained for two sampling methods, separately, using the Maximum Curvature, Modified Maximum Curvature and Variance Curve methods. The sampling methods were compared using a univariate analysis for repeated measures data using the SAS GLM and MIXED procedures. Two different procedures were used to attain reliable results. The minimum berry sample size required for stratified and random methods were approximately 30 and 27 berries by area, respectively. The sampling methods investigated present significantly different results, and the random method presented high maximum and minimum variation by plant and should be avoided for this kind of study.