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South African asset classes : return and volatility relationship dynamics over timePask, Adriaan Eckhardt 11 1900 (has links)
This dissertation is based on the hypothesis that a third dimension, namely investment
time horizon, can add value to the more conventional two-dimensional methodology
of assessing the relative risk and return attributes of various assets and portfolios in
order to enhance investment decisions.
This study shows that time horizons should be considered in the investment decision
making process and provides concrete evidence that a methodology that is not
cognizant of investment time horizon is prone to extensive long-term opportunity cost
risk.
In addition to providing evidence of investment time horizon relevance, the study
makes suggestions as to how time horizons could be incorporated into the risk return
assessments of various asset classes and also presents a framework for the more
holistic assessment of asset class properties while incorporating time horizons. / Business Management / Thesis (M. Com. (Business Management))
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Alocação de recursos: nível ótimo de diversificação intraclasse entre fundos de investimentos abertos no BrasilDuba, Tiago Lacerda Nader 05 May 2013 (has links)
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Previous issue date: 2013-05-05 / Despite the diversity of their strategies, the returns of hedge funds generally exhibit a positive correlation with stock index. On the other hand, distinct funds categories tend to be less correlated to each other compared to funds from the same category. The idea of diversification between funds with low correlation is discussed repeatedly in the literature. In practice, however, few portfolios allocators optimize their portfolios guided by Markowitz (1953) for example. The aim of this study is to identify the optimum asset diversification within the same category. The methodology will seek to minimize the idiosyncratic risk of the investment funds through simulations with other funds in the same category. The study contains analyzes for choosing the optimal number of assets (investment funds) in a given portfolio. These results would benefit mainly the decision making process of Wealth Managements, Investment Consulter and Private Bankers. / Apesar da diversidade de suas estratégias, os retornos dos fundos de investimentos multimercado geralmente exibem correlação positiva com índices de bolsa. Por outro lado, fundos de categorias distintas tendem a ser menos correlacionados entre si se comparados a fundos de mesma categoria. A ideia de diversificação entre fundos de baixa correlação é discutida recorrentemente pela literatura. Na prática, porém, poucos alocadores de portfólios otimizam suas carteiras através das linhas de Markowitz (1953) por exemplo. O objetivo deste estudo é buscar identificar o ponto ótimo de diversificação de ativos (fundos de investimentos) dentro de uma mesma categoria. Como metodologia, buscaremos a minimização do risco idiossincrático dos fundos de investimentos através de simulações com outros fundos de mesma categoria. O estudo contém análises para a escolha do número ideal de ativos em um dado portfólio. Esses resultados beneficiariam, principalmente, o processo decisório das empresas de Wealth Managements, das Consultorias de Investimentos e dos Private Bankers.
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Systèmes intégrés pour l'hybridation vivant-artificiel : modélisation et conception d'une chaîne de détection analogique adaptative / Embedded systems for the interfacing of electronics and biology : modeling and designing an analog adaptive detection chainRummens, François 01 December 2015 (has links)
La bioélectronique est un domaine transdisciplinaire qui oeuvre, entre autres, àl’interconnexion entre des systèmes biologiques présentant une activité électrique et le mondede l’électronique. Cette communication avec le vivant implique l’observation de l’activitéélectrique des cellules considérées et nécessite donc une chaine d’acquisition électronique.L’utilisation de Multi/Micro Electrodes Array débouche sur des systèmes devantacquérir un grand nombre de canaux en parallèle, dès lors la consommation etl’encombrement des circuits d’acquisition ont un impact significatif sur la viabilité dusystème destiné à être implanté.Cette thèse propose deux réflexions à propos de ces circuits d’acquisition. Une ces desréflexions a trait aux circuits d’amplification, à leur impédance d’entrée et à leurconsommation ; l’autre concerne un détecteur de potentiels d’action analogique, samodélisation et son optimisation.Ces travaux théoriques ayant abouti à des résultats concrets, un ASIC a été conçu,fabriqué, testé et caractérisé au cours de cette thèse. Cet ASIC à huit canaux comporte doncdes amplificateurs et des détecteurs de potentiels d’action analogiques et constitue le principalapport de ce travail de thèse. / Bioelectronics is a transdisciplinary field which develops interconnection devicesbetween biological systems presenting electrical activity and the world of electronics. Thiscommunication with living tissues implies to observe the electrical activity of the cells andtherefore requires an electronic acquisition chain.The use of Multi / Micro Electrode Array leads to systems that acquire a large numberof parallel channels, thus consumption and congestion of acquisition circuits have asignificant impact on the viability of the system to be implanted.This thesis proposes two reflections about these acquisition circuits. One of thesereflections relates to amplifier circuits, their input impedance and consumption; the otherconcerns an analogue action potentials detector, its modeling and optimization.These theoretical work leading to concrete results, an ASIC was designed,manufactured, tested and characterized in this thesis. This eight-channel ASIC thereforeincludes amplifiers and analogue action potentials detector and is the main contribution of thisthesis.
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Využití prostředků umělé inteligence na kapitálových trzích / The Use of Means of Artificial Intelligence for the Decision Making Support on Stock MarketVaško, Jan January 2011 (has links)
Diploma thesis deals with analyzing the possibility of using artificial intelligence, specifically artificial neural networks and fuzzy logic, on the capital markets as a tool to support decision making in business. The Matlab software is used for this purpose. The work is divided into three parts. The first part deals with theoretical knowledge, brief description of the current situationin is covered in a second part and the theoretical solutions are applied to the system in the third section.
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Optimalizace procesu tlakového lití VN přístrojových transformátorů / Optimalization of the die cast process of high-voltage transformers.Borunský, Tomáš January 2009 (has links)
This thesis deals with choises of using mathematical statistics when optimising the compression casting process of high-voltage device transformer. There is a theoretical consideration to be found in the introduction which concerns the compression casting itself and all necessary information connected with it. Then there is a key numerical analysis part following. In the first instance there are variability problems of individual casting device discussed and then a regression analysis made to demonstrate and prove a link between the partial discharge and the key parameters of casting process. Finally an “optimal” casting sequence is suggested and alternative attitude problems with the assistance of Design of Experiments (DOE) are discussed.
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Measurement of Core Body Temperature with a Powered ToothbrushPilla, Satya Sai Naga Jaya Koushik, Konduru, Vamsi Reddy January 2022 (has links)
We need to employ modern-day technologies in our daily lives to make our life easier. In this thesis, we analyze the user’s oral hygiene habits and core body temperature to help people to track the state of their health. We designed a system in which the data are directly extracted from the mouth, then stored and presented in the application. By means of the system, the people can keep track oftheir core temperature without any extra function apart from their daily chores.The system can also help to keep track of the health of people with symptoms ofdementia and Alzheimer. We used an LM35 temperature sensor to measure temperature. The sensor is mounted on a powered toothbrush head. When the user starts to brush, the sensor records the temperature data for seven times in two minutes of an average brush time and sends it to the mobile application using WiFi. We used a NodeMCUboard, ThingSpeak server and MIT inventor app to transfer the data and designthe mobile application.
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[en] ON INTERVAL TYPE-2 FUZZY LOGIC SYSTEM USING THE UPPER AND LOWER METHOD FOR SUPERVISED CLASSIFICATION PROBLEMS / [pt] SISTEMAS DE INFERÊNCIA FUZZY INTERVALAR DO TIPO-2 USANDO O MÉTODO SUPERIOR E INFERIOR PARA PROBLEMAS DE CLASSIFICAÇÃO SUPERVISIONADOSRENAN PIAZZAROLI FINOTTI AMARAL 04 October 2021 (has links)
[pt] Os sistemas de inferência fuzzy são técnicas de aprendizado de máquina
que possuem a capacidade de modelar incertezas matematicamente. Eles são
divididos em sistemas de inferências fuzzy tipo-1 e fuzzy tipo-2. O sistema de
inferência fuzzy tipo-1 vem sendo amplamente aplicado na solução de diversos
problemas referentes ao aprendizado de máquina, tais como, controle, classificação,
clusterização, previsão, dentre outros. No entanto, por apresentar uma
melhor modelagem matemática das incertezas, o sistema de inferência fuzzy
tipo-2 vem ganhando destaque ao longo dos anos. Esta melhora modelagem
vem também acompanhada de um aumento do esforço matemático e computacional.
Visando reduzir tais pontos para solucionar problemas de classificação,
este trabalho apresenta o desenvolvimento e a comparação de duas funções de
pertinência Gaussiana para um sistema de inferência fuzzy tipo-2 intervalar
usando o método superior e inferior. São utilizadas as funções de pertinência
Gaussiana com incerteza na média e com incerteza no desvio padrão. Ambos os
modelos fuzzy abordados neste trabalho são treinados por algoritmos baseados
em informações de primeira ordem. Além disso, este trabalho propõe a extensão
dos modelos fuzzy tipo-2 intervalar para apresentarem múltiplas saídas,
reduzindo significativamente o custo computacional na solução de problemas
de classificação multiclasse. Finalmente, visando contextualizar a utilização
desses modelos em aplicações de engenharia mecânica, este trabalho apresenta
a solução de um problema de detecção de falhas em turbinas a gás, utilizadas
em aeronaves. / [en] Fuzzy logic systems are machine learning techniques that can model
mathematically uncertainties. They are divided into type-1 fuzzy, and type-2
fuzzy logic systems. The type-1 fuzzy logic system has been widely applied to
solve several problems related to machine learning, such as control, classification,
clustering, prediction, among others. However, as it presents a better
mathematical modeling of uncertainties, the type-2 fuzzy logic system has
received much attention over the years. This modeling improvement is also
accompanied by an increase in mathematical and computational effort. Aiming
to reduce these issues to solve classification problems, this work presents
the development and comparison of two Gaussian membership functions for a
type-2 interval fuzzy logic system using the upper and lower method. Gaussian
membership functions with uncertainty in the mean and with uncertainty
in the standard deviation are used. Both fuzzy models covered in this work
are trained by algorithms based on first order information. Furthermore, this
work proposes the extension of interval type-2 fuzzy models to present multiple
outputs, significantly reducing the computational cost in solving multiclass
classification problems. Finally, aiming to contextualize the use of these models
in mechanical engineering applications, this work presents the solution of
a problem of fault detection in aircraft gas turbines.
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Terminal-occupation community patterns at Lyon's Bluff (22OK520) in Oktibbeha County, Mississippi:sedimentological, molluscan, artifactual, and geophysical evidenceBierly, S Marshall 03 May 2008 (has links)
Prehistoric cultures are often studied by intrasite artifact variation and quantity without much consideration of how prehistoric populations interacted locally and regionally. Archaeologists can identify and study patterns associated with activities within a specified radius in order to gain an understanding of cultural operations. Identifying a social framework for a prehistoric society allows the investigation of group organization such as status differentiation, shared rituals, and the construction and maintenance of earthworks and living areas. That facilities were constructed for specialized use within a community is evidenced by the presence of earthworks and mounds at many sites (Lewis et al. 1998:16-17). Less well understood is how community patterns reflect social organization. The purpose of this thesis is to better document the number and distribution of structures at Lyon’s Bluff, a Mississippian to Protohistoric-period mound site in Oktibbeha County, Mississippi. The focus will be on the last part of the occupation at the site, i.e., on materials recovered from the plowzone. A method employing molluscan remains and sedimentological evidence is used that allows for the delineation of structure locales using plowzone samples. Additional evidence is provided by artifact distributions and geophysical (magnetic gradiometer) data.
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Satisticing solutions for multiobjective stochastic linear programming problemsAdeyefa, Segun Adeyemi 06 1900 (has links)
Multiobjective Stochastic Linear Programming is a relevant topic. As a matter of fact,
many real life problems ranging from portfolio selection to water resource management
may be cast into this framework.
There are severe limitations in objectivity in this field due to the simultaneous presence
of randomness and conflicting goals. In such a turbulent environment, the mainstay of
rational choice does not hold and it is virtually impossible to provide a truly scientific
foundation for an optimal decision.
In this thesis, we resort to the bounded rationality and chance-constrained principles to
define satisficing solutions for Multiobjective Stochastic Linear Programming problems.
These solutions are then characterized for the cases of normal, exponential, chi-squared
and gamma distributions.
Ways for singling out such solutions are discussed and numerical examples provided for
the sake of illustration.
Extension to the case of fuzzy random coefficients is also carried out. / Decision Sciences
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無線網狀網路中干擾感知之拓樸控制的研究 / Interference-Aware Topology Control in Wireless Mesh Network方任瑋, Fang, Ren Wei Unknown Date (has links)
在無線網狀網路(Wireless Mesh Network)中,每個節點須幫助相鄰節點轉送資料及提供使用者網路存取,例如WLAN(IEEE 802.11s)、WMAN(IEEE 802.16)等,皆可利用多跳接方式將資料轉送至通訊閘道器(Gateway)。在無線網狀網路中,常利用密集佈建的方式來解決通訊死角的問題。當網路節點的密度增加時,無線訊號的干擾也會增強,並且各節點的效能會顯著下降。
在本研究中,將利用幾何學概念,解決網路干擾問題,並提出拓樸重建演算法來重建路徑,使網路干擾達到最小化。我們試著最小化節點與節點間的干擾,以提升整體無線網狀網路效能。我們將網路問題轉換成幾何問題,並定義在幾何圖形中線段交錯問題,之後驗證在幾何圖形中是否有線段交錯的現象發生。若發生線段交錯時,則將此線段從幾何圖形中移除,並且利用三角化演算法將此區域線段重新規劃,使相鄰節點間的干擾最小。當網路拓樸建立完成後,我們利用標準差公式將干擾較大的連線移除,使得網路效能提升。上述測試線段交錯及三角化多邊形演算法可在時間複雜度O(n log n)內找到干擾最小的解。最後,我們將利用網路模擬器(Network Simulator)驗證所提出的方法是否能達到預期的系統效能指標。 / In wireless mesh networks, such as WLAN (IEEE 802.11s), WMAN (IEEE 802.16), etc., each node should forward packets of neighboring nodes toward gateway using multi-hop routing mechanism. In wireless mesh network, as the density of network nodes increases, the RF interference will increase and the throughput of each node will drop rapidly.
In our research, we use the geometry to resolve the RF interference problem by rebuilding network topology. We try to minimize the interference between neighboring nodes and improve the throughput in wireless mesh network. We transform the network topology problem into geometry problem and define the line intersection problem in geometric graph, then check path intersection in the geometric graph. If line intersection occurs in the graph, we remove the intersection line from the graph and re-plan the region by triangulation algorithm. When the network topology is built up, we use a standard deviation formula to improve network performance by removing longer links. The line intersection algorithm and triangulation algorithm, both of time complexity O(n log n), are used to find the minimal interference solution. At the end of our research, we use network simulator to verify if the proposed methods can help to meet all those performance expectations.
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