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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.
61

The Pricing of Structured Products in Sweden : Empirical findings for Index-linked Notes issued by Swedbank in 2005

Frohm, Dan January 2007 (has links)
<p>Structured products are investment vehicles that combine basic financial instruments to provide private investors with packaged solutions to more advanced investment strategies in financial markets.</p><p>This paper investigates the pricing of 22 index-linked notes examined during their full life cycles between January 12, 2005 and January 17, 2007. The selected products constitute some 40% of the structured products issued by Swedbank in 2005, which at the time of the study is the second largest issuer of structured products to private investors in Sweden. Quoted prices on secondary markets are compared with duplication strategies using exchange traded options in order to calculate price differences.</p><p>The pricing results show that quoted prices deviate very little from their theoretical values in secondary markets. The price deviations are surprisingly low in an international comparison. Some indications have been found that the market maker is able to influence prices on secondary market by orienting the pricing towards the relative life cycle and moneyness of the structured products.</p><p>The importance of patterns in price deviations can, however, be questioned since the absolute level of pricing errors is low. There is little evidence to suspect that the issuer, Swedbank, systematically quotes prices that are not in line with their theoretical values. Sophisticated investors are thus likely to be able to judge the attractiveness of the structured product issue by comparing the transaction costs of the instruments in a duplication strategy with the transaction costs of the structured product. The author welcomes further research that includes multiple issuers to determine whether these findings apply for the Swedish market as a whole.</p>
62

A Methodology of SSA&D Modeling for Embedded Systems

Hsu, Wen-cheng 22 July 2010 (has links)
Structured technique is the traditional and the popular systems analysis and design language. With the rapid progress and development of information technology, embedded systems have penetrated into most of the equipments which we used daily. Over the past few years a considerable effort has been made in modeling the platform independent model (PIM) for business information systems. However, the detailed guideline for modeling the PIM of embedded systems is lacking. This study proposed a PIM modeling methodology with structured technique for embedded systems. The structured modeling process is consisted of three parts: requirement modeling, process modeling and module modeling. For each part, its modeling tool, modeling processes and rules are provided. The research methodology is articulated using the design science research methodology. A usability evaluation is performed to demonstrate its applicability with a real-world embedded system case. The evaluation results indicated that with this proposed method, the system developer can easily and effectively analyze and design the embedded systems with structured technique.
63

The Pricing of Structured Products in Sweden : Empirical findings for Index-linked Notes issued by Swedbank in 2005

Frohm, Dan January 2007 (has links)
Structured products are investment vehicles that combine basic financial instruments to provide private investors with packaged solutions to more advanced investment strategies in financial markets. This paper investigates the pricing of 22 index-linked notes examined during their full life cycles between January 12, 2005 and January 17, 2007. The selected products constitute some 40% of the structured products issued by Swedbank in 2005, which at the time of the study is the second largest issuer of structured products to private investors in Sweden. Quoted prices on secondary markets are compared with duplication strategies using exchange traded options in order to calculate price differences. The pricing results show that quoted prices deviate very little from their theoretical values in secondary markets. The price deviations are surprisingly low in an international comparison. Some indications have been found that the market maker is able to influence prices on secondary market by orienting the pricing towards the relative life cycle and moneyness of the structured products. The importance of patterns in price deviations can, however, be questioned since the absolute level of pricing errors is low. There is little evidence to suspect that the issuer, Swedbank, systematically quotes prices that are not in line with their theoretical values. Sophisticated investors are thus likely to be able to judge the attractiveness of the structured product issue by comparing the transaction costs of the instruments in a duplication strategy with the transaction costs of the structured product. The author welcomes further research that includes multiple issuers to determine whether these findings apply for the Swedish market as a whole.
64

Quantificação de glicose intra e extra-celular por meio de biossensores micro e nanoestruturados / Intra and extra-cellular glucose quantification by micro-nano-structured biosensors

Raphael Aparecido Sanches Nascimento 07 August 2015 (has links)
Segundo dados da Organização Mundial de Saúde, até o ano de 2030 a diabetes será a sétima enfermidade causadora de morte no mundo. A diabetes se caracteriza pela variação do nível de glicose no sangue dada ingestão de alimentos ou realização de certas tarefas. Além disso, já é sabido pela comunidade científica atual que células cancerígenas possuem metabolismo diferente quando comparadas a células normais, consumindo uma maior quantidade de açúcar devido a essa anormalidade. No presente trabalho serão apresentados, basicamente, dois tipos de biossensores que possuem grande potencial para tornarem-se monitores contínuos de glicose. Ambos os biossensores utilizam a enzima glicose oxidase como catalisador específico da reação de oxidação do carboidrato. O primeiro apresenta estrutura em escala micrométrica, tem por objetivo a quantificação de glicose em solução em ambiente extracelular e se baseia no sistema EGFET (Extended Gate Field Effect Transistor) com substrato de Fluorine Tin Oxide (FTO). Além do mais, foram utilizados dois protocolos de imobilização da glicose oxidase: quitosana (com uma janela de detecção de 1 a 5mM de glicose) e glutaraldeído (com janela de detecção de 0 a 15 mM de glicose). O segundo apresenta estrutura em escala nanométrica, tem por objetivo a quantificação de glicose em ambiente intracelular e baseia-se no sistema de nanopipetas de quartzo. Com esse dispositivo foi possível estipular a concentração de glicose livre dentro de três linhas de células distintas: Fibroblastos humanos entre 0 e 2.8mM; MCF-7 maior que 4.7 mM; MDA-MB-231entre 3.6 e 4.5 mM. / According to the World Health Organization, until 2030 diabetes will be the 7th cause of death worldwide. This disease is characterized by variation on blood glucose levels due to ingestion of specific food and tasks performing. Moreover, it is already known that cancer cells have a different metabolism when compared to normal cells and these abnormal cells have a higher sugar intake due to this abnormality. This work will present, basically, two types of biosensors with great potential to become continuous glucose monitors. Both biosensors use the enzyme glucose oxidase as carbohydrate oxidation catalyzer. The first one presents a micro-metric structure and its goal is to quantify glucose concentration in an extracellular solution. This device is based in EGFET (Extended Gate Field Effect Transistor) system and uses FTO as substrate. Furthermore, two immobilization protocols were used to fix the enzyme to the FTO: chitosan (with final range of 1~5mM of glucose) and glutaraldehyde (with final range of 0~15mM of glucose). The second is a nano-structured biosensor based on nanopipette system and its goal is to quantify intracellular glucose concentration. With this device was possible to stipulate free glucose molecules inside different cell lines: between 0 and 2.8mM for human Fibroblasts; greater than 4.7 mM for MCF-7; and between 3.6 and 4.5 mM for MDA-MB-231.
65

Autocall versus underlying assets : A study on how changes in the return of the underlying assets affect the autocall's returns

Wårhag, Elias, Tepes, Ioan January 2020 (has links)
Autocallable structured products represent an investment opportunity which has been growing in both the European and American market since they were first launched. The value of these structured products is dependent on how their underlying assets perform, which can consist of stocks, indexes or other assets. With a sample size of 30 structured products we provide research on the relation between the products return and the return of the underlying assets. Specifically, the purpose of the study is to analyse how increases in the returns of the underlying assets affect the returns in the products. Using an ordinary least squares regression model, we find that the return in the underlying assets, the issuers credit rating and the interest rate at issuance have a statistically significant effect on the returns in the products. We conclude that in our sample, an increase in the underlying assets returns results in a less than equal increase in the returns of the autocalls.
66

Exploring Sedentary Time of Rural Children During Structured Versus Less-structured Days

Rayan, Serina 01 January 2020 (has links)
The purpose of this study is to examine rural children's sedentary time during school days vs non-school days Currently, childhood obesity research has focused predominantly on urban-dwelling children. However, existing literature indicates that rural children have higher rates of obesity than their urban counterparts. There is a current lack of evidence investigating the obesogenic behaviors of rural children, such as physical activity levels, sleep duration, sedentary behaviors and diet. With this project, I aim to observe sedentary time (time spent sitting, screen time etc.) as research has shown that independent of physical activity, sedentary time is associated with weight gain. A secondary aim of this research is to test the Structured Days Hypothesis which states that children engage in less-favorable obesogenic behaviors (e.g., prolonged sitting, higher screen time) during non-school versus school-days due to the removal of ‘structure' during non-school days.
67

Ανάπτυξη διαδραστικού συστήματος τεκμηρίωσης και διαχείρισης της δομημένης καλωδίωσης / Development of an interactive application for the documentation & management of a structured cabling system

Γεωργίου, Παναγιώτης Βασίλης 05 February 2015 (has links)
Η διπλωματική αυτή εργασία εκπονήθηκε με σκοπό την δημιουργία ενός προγράμματος για τη διαχείριση του δικτύου Δομημένης Καλωδίωσης. Μέσω της εφαρμογής αυτής, δίνεται η δυνατότητα στον χρήστη να έχει μία πλήρη εικόνα της εγκατεστημένης δομημένης καλωδίωσης του κτηρίου και να μπορεί να παρέμβει άμεσα και αποτελεσματικά σε κάθε περίπτωση τροποποίησης ή δυσλειτουργίας. Το πρόγραμμα υλοποιήθηκε στη γλώσσα προγραμματισμού AutoLISP, που λειτουργεί μέσα από την πλατφόρμα του σχεδιαστικού προγράμματος AutoCAD. Χρησιμοποιήθηκαν τα σχέδια των ορόφων του κτηρίου των Ηλεκτρολόγων Μηχανικών του Πανεπιστημίου Πατρών, όπου, στα πλαίσια της επίτευξης του στόχου, σχεδιάστηκε το σύστημα δομημένης καλωδίωσης. Στην εργασία αυτή, παρουσιάζονται τα βασικά στοιχεία ενός συστήματος δομημένης καλωδίωσης, καθώς και τα εργαλεία υλοποίησης του προγράμματος όπως το σχεδιαστικό πρόγραμμα AutoCAD, η γλώσσα προγραμματισμού AutoLISP, και η γλώσσα σήμανσης Dialog Control Language (DCL). Αρχικά, παρουσιάζεται η διαδικασία σχεδίασης του συστήματος δομημένης καλωδίωσης στο AutoCAD. Μετέπειτα, δίδεται μια περιγραφή του προγράμματος και των λειτουργιών του, και ο πηγαίος κώδικας που αναπτύχθηκε, σε συνδυασμό με λογικά διαγράμματα για την καλύτερη κατανόηση του. Στο παράρτημα, αναλύονται τα υποπρογράμματα που σχεδιάστηκαν για να προσφέρουν επιπλέον δυνατότητες, και το εγχειρίδιο χρήσης της εφαρμογής. / The aim of this thesis is to create an application software for the management of a Structured Cabling System (SCS). Through this application, the user is able to have a complete picture of the installed structured cabling network of the building and be able to intervene quickly and effectively in any case of modification or malfunction. The program was implemented using the programming language AutoLISP, which operates through the CAD software platform of AutoCAD. The architectural floor plans used were those of the building of Electrical Engineering Department, at the University of Patras, where, in the context of achieving the target, the structured cabling system was designed. This thesis presents the basic elements of a structured cabling system, and the tools for implementing the program, i.e. the CAD program AutoCAD, the programming language AutoLISP, and the markup language Dialog Control Language (DCL). The design process of the structured cabling system in AutoCAD is presented initially. Thereafter, a description of the program and its features are presented, as well as the source code that was developed, in conjunction with logic diagrams for clarity. In the Annexes, the subroutines designed to offer additional features are analyzed and the manual of the application is included.
68

Structured learning with inexact search : advances in shift-reduce CCG parsing

Xu, Wenduan January 2017 (has links)
Statistical shift-reduce parsing involves the interplay of representation learning, structured learning, and inexact search. This dissertation considers approaches that tightly integrate these three elements and explores three novel models for shift-reduce CCG parsing. First, I develop a dependency model, in which the selection of shift-reduce action sequences producing a dependency structure is treated as a hidden variable; the key components of the model are a dependency oracle and a learning algorithm that integrates the dependency oracle, the structured perceptron, and beam search. Second, I present expected F-measure training and show how to derive a globally normalized RNN model, in which beam search is naturally incorporated and used in conjunction with the objective to learn shift-reduce action sequences optimized for the final evaluation metric. Finally, I describe an LSTM model that is able to construct parser state representations incrementally by following the shift-reduce syntactic derivation process; I show expected F-measure training, which is agnostic to the underlying neural network, can be applied in this setting to obtain globally normalized greedy and beam-search LSTM shift-reduce parsers.
69

A structured play therapy intervention model to mitigate the effects of childhood sexual abuse / Louise Petra Aucamp

Aucamp, Louise Petra January 2015 (has links)
The goal of the study is to develop a structured play therapy intervention model to mitigate the effect of childhood sexual abuse. South Africa has one of the highest prevalence rates for child sexual abuse, and professionals working with children are consequently faced with the phenomenon on an increasing scale. Many professionals find themselves ill-equipped to address the effect of sexual abuse on the child, and the lack of an integrated understanding of the phenomenon seems to exacerbate this need. In order to effectively address the effect of sexual abuse on the child, professionals need a holistic understanding of this phenomenon and its effects, as well as a clear outline of the necessary interventions. The thesis consists of five sections, which can be outlined as follows: Section A consists of the problem statement, the research questions, the research objective, the general theoretical assumption and the theoretical approach. It includes the research methodology, the limitations of the research, definitions of the key terms and the selection and structure of the dissertation. The research focused on the following specific objectives stemming from the problem statement: -To conduct a thorough literature study on various aspects pertaining to childhood sexual abuse in order to form a holistic, well-researched perspective on the phenomenon of childhood sexual abuse and the available evidence-based interventions in the sexual abuse of children; -To develop a structured play therapy intervention model to mitigate the effect of childhood sexual abuse; -To subject the prototype of the proposed intervention model to peer review in order to determine its strengths and weaknesses and make the necessary adaptations to the model prior to its final dissemination. Section B consists of four articles, in which the goals of the research, the outcomes of the literature study and the empirical study are reported. Each article is dealt with as a self-contained unit focusing on a specific aspect of the research and contributing to the collection of data necessary for the design and evaluation of the proposed intervention model. Article 1 Knowledge of the legislation pertaining to sexual abuse is imperative for health care professionals working with a child who has been sexually abused. This article provides a critical analysis of those aspects of the Criminal Law (Sexual Offences and Related Matters) Amendment Act, 32 of 2007, relevant to the health care professional. The shortcomings of the Act and the practical implications of these for healthcare professionals is pointed out. Focus also falls on the relevant sections of the Childcare Act, 38 of 2005 and how these sections complement the Criminal Law (Sexual Offences and Related Matters) Amendment Act, 32 of 2007). Article 2 In order to effectively help traumatised children to achieve positive outcomes, professionals must have a clearly-defined methodology, underpinned by theory and based on an integrated approach. The first step towards this is clearly to redefine the phenomenon of child sexual abuse. As sexual abuse is both a legal and a psychosocial phenomenon, the authors are of the opinion that a more integrative definition is necessary in the South African context. The information in this article therefore aims to provide health care professionals with an integrative definition that takes into account both the South African legal definition of sexual abuse and the underlying psychosocial factors associated with it.Article 3 Sexual abuse is a phenomenon with far-reaching effects. This article provides a holistic look at the effects of sexual abuse from an ecological systems perspective. The effect of sexual abuse on the child as the focus of the microsystems is emphasized, as well as the effects on the parents or the child’s caregiver as the mesosystem. The article further considers the interactive dynamics between the different systems and explains how each system can contribute to either mitigating or exacerbating the effects of abuse on the child. Article 4 The research goal of this article is to develop and evaluate a structured play therapy intervention model to mitigate the effects of child sexual abuse. The intervention model was developed from the results of the previous articles as well as an in-depth literature study on existing therapeutic interventions. To fulfil the aim of this article, the following objectives are set: -To give an outline of the research methodology underlying the study; -To discuss the problem analysis and project plan; -To outline the intervention model for mitigating the effects of child sexual abuse; -To discuss the research findings on the proposed model. Section C gives a summary of the most important findings and conclusions regarding the research in general. It also contains recommendations and points to the contribution made to the specific field of study. Section D consists of the addenda to the research report, for example, the different instruments of measurement and the questionnaires. Section E concludes the thesis with summarized references. / PhD (Social Work), North-West University, Potchefstroom Campus, 2015
70

A structured play therapy intervention model to mitigate the effects of childhood sexual abuse / Louise Petra Aucamp

Aucamp, Louise Petra January 2015 (has links)
The goal of the study is to develop a structured play therapy intervention model to mitigate the effect of childhood sexual abuse. South Africa has one of the highest prevalence rates for child sexual abuse, and professionals working with children are consequently faced with the phenomenon on an increasing scale. Many professionals find themselves ill-equipped to address the effect of sexual abuse on the child, and the lack of an integrated understanding of the phenomenon seems to exacerbate this need. In order to effectively address the effect of sexual abuse on the child, professionals need a holistic understanding of this phenomenon and its effects, as well as a clear outline of the necessary interventions. The thesis consists of five sections, which can be outlined as follows: Section A consists of the problem statement, the research questions, the research objective, the general theoretical assumption and the theoretical approach. It includes the research methodology, the limitations of the research, definitions of the key terms and the selection and structure of the dissertation. The research focused on the following specific objectives stemming from the problem statement: -To conduct a thorough literature study on various aspects pertaining to childhood sexual abuse in order to form a holistic, well-researched perspective on the phenomenon of childhood sexual abuse and the available evidence-based interventions in the sexual abuse of children; -To develop a structured play therapy intervention model to mitigate the effect of childhood sexual abuse; -To subject the prototype of the proposed intervention model to peer review in order to determine its strengths and weaknesses and make the necessary adaptations to the model prior to its final dissemination. Section B consists of four articles, in which the goals of the research, the outcomes of the literature study and the empirical study are reported. Each article is dealt with as a self-contained unit focusing on a specific aspect of the research and contributing to the collection of data necessary for the design and evaluation of the proposed intervention model. Article 1 Knowledge of the legislation pertaining to sexual abuse is imperative for health care professionals working with a child who has been sexually abused. This article provides a critical analysis of those aspects of the Criminal Law (Sexual Offences and Related Matters) Amendment Act, 32 of 2007, relevant to the health care professional. The shortcomings of the Act and the practical implications of these for healthcare professionals is pointed out. Focus also falls on the relevant sections of the Childcare Act, 38 of 2005 and how these sections complement the Criminal Law (Sexual Offences and Related Matters) Amendment Act, 32 of 2007). Article 2 In order to effectively help traumatised children to achieve positive outcomes, professionals must have a clearly-defined methodology, underpinned by theory and based on an integrated approach. The first step towards this is clearly to redefine the phenomenon of child sexual abuse. As sexual abuse is both a legal and a psychosocial phenomenon, the authors are of the opinion that a more integrative definition is necessary in the South African context. The information in this article therefore aims to provide health care professionals with an integrative definition that takes into account both the South African legal definition of sexual abuse and the underlying psychosocial factors associated with it.Article 3 Sexual abuse is a phenomenon with far-reaching effects. This article provides a holistic look at the effects of sexual abuse from an ecological systems perspective. The effect of sexual abuse on the child as the focus of the microsystems is emphasized, as well as the effects on the parents or the child’s caregiver as the mesosystem. The article further considers the interactive dynamics between the different systems and explains how each system can contribute to either mitigating or exacerbating the effects of abuse on the child. Article 4 The research goal of this article is to develop and evaluate a structured play therapy intervention model to mitigate the effects of child sexual abuse. The intervention model was developed from the results of the previous articles as well as an in-depth literature study on existing therapeutic interventions. To fulfil the aim of this article, the following objectives are set: -To give an outline of the research methodology underlying the study; -To discuss the problem analysis and project plan; -To outline the intervention model for mitigating the effects of child sexual abuse; -To discuss the research findings on the proposed model. Section C gives a summary of the most important findings and conclusions regarding the research in general. It also contains recommendations and points to the contribution made to the specific field of study. Section D consists of the addenda to the research report, for example, the different instruments of measurement and the questionnaires. Section E concludes the thesis with summarized references. / PhD (Social Work), North-West University, Potchefstroom Campus, 2015

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