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以類神經網路與區別分析模式研究證券風格之分類、辨識與投資績效 / A study of equity style classification, identification and investment strategy with neural networks and discriminant analysis林為元, Lin, Wei-Yuan Unknown Date (has links)
就目前所知,這是第一篇應用人工類神經網路在股票風格投資方面的研究。類神經網路在樣本內與樣本外的分類正確率皆優於區別分析,而且類神經網路在樣本內的訓練範例中達成了百分之百的分類正確率。此外,我們也解決了傳統方法無法展示股票風格動態的問題。
檢視各種風格投資策略在台灣股票市場的績效表現之後,我們以神經網路為基礎,提出一個簡單而容易實行的投資策略。由這個策略的表現可以說明,即使在考慮了風險因素之後,積極的風格投資策略的確可以增加投資組合的績效表現。 / This is the first study of applying artificial neural networks (ANN) to classify and identify the equity styles. Regarding the accuracy, ANN outperforms discriminant analysis (DA) in all pure samples from 1987 to 1997. The ANN also commits the 100% classification accuracy for the in-sample training samples. In addition, the problem that traditional approach couldn't show equity style dynamics was solved with ANN and DA.
The performances of style investing strategies were examined in Taiwan stock market. The proposed strategy is easily implemented by constructing portfolios based on the return, which neural networks forecasted. There is good evidence to show this simple strategy could enhance profit on the return and risk adjusted basis. This gives one evidence to illustrate that active style investing would add value.
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Determinanten postsekundärer Bildungsaspirationen im Kontext jugendlicher Lebensstile : eine empirische Analyse entlang eigener Erhebungsdaten / Determinants of post-secondary educational aspirations within the context of adolescent life-styles : an empirical analysis along own survey dataPreiß, Andreas January 2013 (has links)
Nur langsam scheinen jene Schockwellen abzuebben, die ausgelöst durch die Ergebnisse der PISA-Erhebungen seit mehr als einem Jahrzehnt die Bildungsrepublik Deutschland durchqueren und weite Teile der Gesellschaft in den Zustand regelrechter Bildungspanik versetzten. An der Schwelle zum 21. Jahrhundert belegte eine Reihe von Studien für das wiedervereinte Deutschland eine im OECD-Vergleich besonders ausgeprägte Abhängigkeit des Bildungserfolges von der sozialen Herkunft. Als eine Konsequenz ist der Zugang zu tertiärer Bildung bis dato deutlich durch soziale Ungleichheit gekennzeichnet.
Vor diesem Hintergrund leistet die vorliegende Dissertationsschrift einen wesentlichen Beitrag zur ursächlichen Erklärung von Mustern sozialer Selektivität, die an den Gelenkstellen zwischen sekundären und postsekundären Bildungsangeboten sichtbar werden. Auf innovative Weise verbindet die Arbeit ein zeitgemäßes handlungstheoretisches Modell mit einer komplexen Lebensstilanalyse.
Die Analyse stützt sich auf Erhebungsdaten, die zwischen Januar und April 2010 an mehr als 30 weiterführenden Schulen des Bundeslandes Brandenburg erhoben wurden.
Im Mittelpunkt des Forschungsinteresses steht einerseits die Identifikation von sozial-kognitiven Determinanten, die das Niveau und die Richtung postsekundärer Bildungsaspirationen maßgeblich vorstrukturieren sowie andererseits deren Verortung im Kontext jugendlicher Lebensstile.
Das komplexe Analysedesign erweist sich als empirisch fruchtbar: So erbringt die Arbeit den empirischen Nachweis, dass die spezifischen Konfigurationen der bestätigten psychosozialen Prädiktoren nicht nur statistisch bedeutsam zwischen jugendlichen Stilmustern variieren, sondern sich diesbezüglich erfolgreiche von weniger erfolgreichen Typen unterscheiden lassen. / The results of the PISA-inquiry sent shock waves through society, influencing education policy and causing large portions of society angst over education; these effects have subsided slowly over the past decade. A series of studies concerning a reunited Germany conducted at the beginning of the 21st century found a particularly strong correlation between educational success and social demographics as compared to the OECD, the consequence of this pattern being an inequality between social demographics in terms of access to tertiary education.
Against this background, the presented dissertation thesis contributes to a causal explanation of patterns of social selectivity which become visible at the transition between secondary and post-secondary education. This thesis combines a contemporary action-theoretical approach with a complex life-style analysis in an innovative way. The analysis is based on survey data collected at more than 30 continuative/ post-secondary schools in Brandenburg (Germany) between January and April of 2010.
Focus of the research is the identification of social-cognitive factors which significantly structure standard and direction of post-secondary aspirations as well as their localization in context of adolescent life-styles. The complex design of the analysis proves to be empirical fertile: Therefore, this thesis provides the empirical verification that the specific configurations of the affirmed psycho-social predicators do not only vary statistically important between adolescent style-patterns but provide the basis to differentiate between successful and less successful types.
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noneCHEN, YUNG-NENG 20 June 2004 (has links)
none
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Ciclos nordestinos 1, 2 e 3 para piano de Marlos Nobre: uma abordagem analítico-interpretativaFerraz, Rachel Gico Casado 02 February 2007 (has links)
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Previous issue date: 2007-02-02 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / The object of this study is to analyze Marlos Nobre s Ciclos Nordestinos for piano
through two distinct sources of theoretical referencial: the theoretical and practical
knowledge of elements that compose folk/popular Brazilian music, specifically the one
from the Northeastern region, and the style analysis of the method proposed by Jan
LaRue. Marlos Nobre composed four Ciclos Nordestinos for piano but the fourth has
not been approached for there is no revised revision up-to-date.
The analysis of the Ciclos Nordestinos focused on the five parameters proposed by Jan
LaRue: Sound, Harmony, Melody, Rhythm and Growth. It is also included observations
about technical aspects and performance suggestions.
The analyses show the existence of a great difference of level of performance between
the First one and the Third Cycles; the asymmetry in the three Cycles compared
between themselves in relation to the indication of speed and character; the existing
quotation removed of the folk/popular origin; and the concern of the composer in
placing some possibilities of study for a pupil of the piano, however, most important of
them is the dissociation between left hand and right hand. / O presente trabalho constitui-se na análise dos Ciclos Nordestinos para piano de
Marlos Nobre, através de duas fontes distintas de referencial teórico: o conhecimento
teórico e prático de elementos que compõem a música folclórico/popular brasileira,
especificamente a nordestina, e a análise estilística proposta por Jan LaRue. Marlos
Nobre compôs quatro Ciclos Nordestinos para piano, porém, foram analisados apenas
os três primeiros, por ainda não existir revisão e edição do 4º Ciclo Nordestino.
A análise dos Ciclos enfoca cinco parâmetros, conforme o esquema analítico de
LaRue: Som, Harmonia, Melodia, Ritmo e Crescimento. Também foram incluídas
observações sobre aspectos técnico-pianísticos, além de sugestões interpretativas.
Como principais conclusões podem-se notar a existência de uma grande
diferença de nível de execução entre o Primeiro e o Terceiro Ciclos; a assimetria nos
três Ciclos comparados entre si em relação à indicação de andamentos e caráter; a
existência de citações literais retiradas do cancioneiro popular e uma preocupação do
compositor em colocar várias possibilidades de estudo para um aluno de piano, a mais
importante delas é a dissociação entre mão esquerda e mão direita.
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[en] DYNAMIC STYLE ANALYSIS IN RECOVERY OF BRAZILIAN INVESTMENT FUNDS EXPOSURES: AN APPLICATION OF RESTRICTED KALMAN FILTERING / [pt] ANÁLISE DINÂMICA DE ESTILO NA RECUPERAÇÃO DAS EXPOSIÇÕES DE FUNDOS DE INVESTIMENTOS BRASILEIROS: UMA APLICAÇÃO DO FILTRO DE KALMAN RESTRITOCAIO OLIVEIRA DE AZEVEDO 14 October 2010 (has links)
[pt] Esta dissertação se propôs a investigar e interpretar o estilo de
investimento de fundos de investimento brasileiros – fundos cambiais e de ações
com administração ativa, no período de janeiro de 2004 a agosto de 2008, com o
objetivo central de verificar se, de fato, estes fundos perseguem o estilo de
investimento prometido aos seus clientes. Nesse sentido, foi empregada a
metodologia de análise dinâmica de estilo baseada no retorno, utilizando o filtro
de Kalman restrito reduzido com inicialização exata aplicado sobre modelos em
espaço de estado. Para tanto, novos índices foram confeccionados a fim de cobrir
a eventual carência de índices que pudessem apropriadamente representar as
classes de ativos do mercado financeiro a que os fundos estão expostos. As
principais conclusões obtidas foram: (1) mesmo em meio a um cenário adverso
que marcou parte do período analisado, os fundos cambais mantiveram as
estratégias de investimento anunciadas ao público, demonstrando transparência
em suas ações; e (2) os fundos de ações estiveram, de fato, predominantemente
expostos ao mercado bursátil, mas também alocaram parte considerável de seus
recursos em títulos públicos federais de longo prazo indexados a índices de
inflação. / [en] This dissertation aims to investigate and interpret the investment style of
Brazilian investment funds - exchange funds and stock funds with active
management, in the period ranging from January 2004 to August 2008, with the
central objective of verifying if, in fact, these funds pursue the investment style
promised to their customers. Accordingly, we used the methodology of returnbased
dynamic style analysis, using the reduced restricted Kalman filtering with
exact initialization applied to state space models. For this purpose, new indexes
were created with the intention of covering the eventual lack of indexes that
could appropriately represent the asset classes of financial market. The main
conclusions were: (1) even in the midst of an adverse scenario that marked part
of the analyzed period, the exchange funds kept the investment strategies
announced to the public, demonstrating transparency in their actions; and (2)
stock funds were indeed predominantly exposed to the stock market, but also
allocated considerable part of their resources on federal public long-term bonds
indexed by inflation indexes.
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Geometric Invariance In The Analysis Of Human Motion In Video DataShen, Yuping 01 January 2009 (has links)
Human motion analysis is one of the major problems in computer vision research. It deals with the study of the motion of human body in video data from different aspects, ranging from the tracking of body parts and reconstruction of 3D human body configuration, to higher level of interpretation of human action and activities in image sequences. When human motion is observed through video camera, it is perspectively distorted and may appear totally different from different viewpoints. Therefore it is highly challenging to establish correct relationships between human motions across video sequences with different camera settings. In this work, we investigate the geometric invariance in the motion of human body, which is critical to accurately understand human motion in video data regardless of variations in camera parameters and viewpoints. In human action analysis, the representation of human action is a very important issue, and it usually determines the nature of the solutions, including their limits in resolving the problem. Unlike existing research that study human motion as a whole 2D/3D object or a sequence of postures, we study human motion as a sequence of body pose transitions. We also decompose a human body pose further into a number of body point triplets, and break down a pose transition into the transition of a set of body point triplets. In this way the study of complex non-rigid motion of human body is reduced to that of the motion of rigid body point triplets, i.e. a collection of planes in motion. As a result, projective geometry and linear algebra can be applied to explore the geometric invariance in human motion. Based on this formulation, we have discovered the fundamental ratio invariant and the eigenvalue equality invariant in human motion. We also propose solutions based on these geometric invariants to the problems of view-invariant recognition of human postures and actions, as well as analysis of human motion styles. These invariants and their applicability have been validated by experimental results supporting that their effectiveness in understanding human motion with various camera parameters and viewpoints.
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Examination of the Hollywood Movie Trailers Editing Pattern Evolution over Time by Using the Quantitative Approach of Statistical Stylistic AnalysisFeng, Ping Feng January 2016 (has links)
In this study, I took the quantitative research approach of film statistical stylistic analysis to examine the editing pattern evolution of 130 Hollywood movie trailers over the past 60 years from 1951 to 2015; the prior studies on the overall evolution of the Hollywood movies’ editing pattern are compared and discussed. The results suggest that although the movie trailers are much shorter than the whole movies, the average shot lengths of the trailers still display a declining trend over the past 60 years, and the variations in the shot lengths are also decreasing. Second, the motions within each framedo not change significantly over the years, while the correlation coefficients between the shot lengths and the motions within the shots are moving toward a more negative correlation relationship over time, suggesting that the trailers are subject to an editing evolution trend that the shorter the shot is, the more motions there are within it, and this also aligns with the overall movies’ editing pattern evolution trend. Last, the luminance of the trailers remains almost the same over time, which does not align with the overall movies’ editing pattern evolution of becoming darker and darker over decades. Together these findings suggest that the movie trailers’ editing rhythm evolution in general aligns with that of overall movies over time while the visual editing pattern evolution of color luminance does not. The study results will improve our understanding on how the Hollywood movie trailers’ editing pattern and style have evolved over time and pave the way for future advertising studies and cognitive psychology studies on the audience’s attention, immersion and emotional response to various editing patterns of movie trailers. / Media Studies & Production
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Faktory strachu. Funguje strach v žánru Reality TV jako nástroj sebereflexe i manipulace? / Factors of fear. Does fear in the Reality TV genre function as an instrument of self-reflection as well as manipulation?Sinkovičová, Eva January 2019 (has links)
This thesis focuses on matters of Reality TV that share a main element - fear. The theoretical part of the thesis first introduces the genre itself, its history and classification. Secondly, the team fear is defined and analysed as a phenomenon through literature overview of the term in sociology, anthropology, philosophy and psychology. The thesis also outlines how fear was depicted in arts throughout history. The practical part of the thesis starts with a description of the methodology of the research and its design. Afterwards there are introduced Reality TV shows about fear which are subjects of the thesis, followed by analysis of their form and style. The final part of the practical part of the thesis consists of a research report revealing results acquired by qualitative survey on the basis of a grounded theory method. .
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Pour une anthropologie de l’art mobilier : identités et réseaux magdaléniens entre Loire et Dordogne / Toward an anthropology of portable art : magdalenian identities and networks between the Dordogne and Loire ValleysGaussein, Pascaline 23 November 2017 (has links)
L’archéologie paléolithique peine à esquisser la complexité des sociétés humaines. Le principal obstacle qui demeure concerne les réalités sociales, culturelles, et finalement humaines, que sous-tendent les vestiges qu’elle exhume. La méthode élaborée dans le cadre de cette thèse a pour ambition de compléter la réflexion menée sur la définition des « cultures » et des « territoires » préhistoriques, en les abordant du point de vue des unités sociales et de leurs dynamiques. Cette étude s’est également efforcée de réviser l’analyse des styles et le rôle des objets ornés dans les dynamiques sociales des chasseurs-cueilleurs préhistoriques. À cette fin, la réflexion menée repose sur un postulat fondamental : le fait anthropologique que la culture matérielle est partie prenante des processus d’identification et d’interactions sociales, à la fois participant et étant influencée par ces comportements. Le style des objets (manière de faire) et leur répartition dépendent donc des interactions entre individus et groupes, en lien étroit avec leur environnement naturel et social. Il est donc fait appel à des récurrences anthropologiques qui fournissent des clés de lecture pour la distribution et l’évolution des styles de la culture matérielle au regard des contextes et dynamiques sociales qui en sont responsables. Cette méthode est testée sur une approche synchronique et diachronique des objets ornés du Magdalénien, mis au jour dans le centre-ouest de la France (environ 18 000 à 12 000 ans BP). Cette étude est complétée d’une discussion transdisciplinaire des hypothèses interprétatives ainsi formulées. / Palaeolithic archaeology struggles to reach human societies complexity. The main issue relates to social, cultural, and overall human realities underlying the excavated remains. The methodology herein developed aims at clarifying the characterization of prehistoric “cultures” and “territories” by approaching them through social units and their dynamics. Moreover, the present study endeavours to revise style analysis and the part played by ornamented goods within prehistoric hunter-gatherers’ social interactions. The keystone to this issue relies on the anthropological fact that material culture is “an active constitutive dimension of social practice in that it both structures human agency and is a product of that agency” (Jones, 1997). Consequently, its styles depend on interaction modalities and evolution, in relation to their natural and social environment (mainly resources and human demography). Therefore, this research invokes social anthropology’s recurrences which provide a fundamental framework to interpret distribution and changes of styles depending on the context and social dynamics influences. The present methodology is experimented on a synchronic and diachronic approach of Magdalenian portable art from western central France (ca. 18 000 to 12 000 years BP). This study is completed by a transdisciplinary discussion of the herein devised interpretative hypotheses.
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利用棋局紀錄之個人化西洋棋開局推薦 / Personalized Chess Opening Recommendation Using Game Records楊元翰 Unknown Date (has links)
在西洋棋中,開局決定了棋局未來發展的基礎,棋手在開局階段局勢的好壞,會直接影響到接下來中局的發展,乃至全局的勝負。隨著西洋棋的演進,棋手們在比賽中進行各式各樣的棋步嘗試,發展出眾多經歷實戰考驗的開局,目前西洋棋的開局多達上千種變化,使得棋手在學習西洋棋的過程中,要花上大量的時間從眾多的西洋棋開局變化中,尋找適合自己的開局鑽研與使用。為幫助棋手在此階段的學習,本論文提出西洋棋開局推薦系統,從大數據協助學習的觀點,利用大量棋手們的開局經驗,對棋手做個人化的開局推薦。此系統以風格、棋力相似的棋手們所選用的開局為推薦基礎,並考量棋手習慣使用的下棋模式,推薦棋手善於發揮自身優勢、易於理解,並且投其所好的開局。為此,此西洋棋開局推薦系統包含風格分析、棋力評估、棋形截取,以及混合式推薦等部分。依據棋手過去的對局記錄,風格分析評估棋手下棋偏好冒險或保守的程度;棋力評估將傳統西洋棋棋力轉成可直觀比較棋手棋力程度差異之量表;棋形截取找出棋手習慣使用的下棋模式。最後,混合式推薦綜合考量上述三項因素,推薦出符合棋手棋風、棋力與下棋習慣模式的開局。
本論文以兩個實驗來評估風格分析與開局推薦系統的效果,在風格分析的實驗中,將風格分析方法評估棋手風格的結果與專家判斷的結果做比較;在開局推薦系統的實驗中,以棋手是否將會在比賽使用系統所推薦的開局來評估推薦效果。實驗結果顯示,風格分析對於世界冠軍棋手的風格評估幾乎與專家的判斷相同;開局推薦系統針對開局所設計的混合式推薦方法,推薦效果優於常見的推薦方法。 / The Opening is the fundamental phase of a chess game, and significantly affects the result of a competition. With the evolution of chess, there has been developed thousands of chess openings at present. This makes it difficult and time-consuming for chess players to find and learn the openings suitable for them. For helping players to learn chess in the opening, we provide Opening Recommendation System (OPRS), which considers chess players’ experiences and recommends chess openings that could be understandable and favorite for the players. For personalized recommendation, OPRS analyzes the playing style, translates chess rating, extracts the playing patterns, and then performs hybrid recommendation based on the features obtained.
In the evaluation, the performance of the playing style analysis are demonstrated by comparing with the styles judged by chess experts for world chess championships.
For OPRS, the evaluations are according to the openings the players use in the chess tournaments in the next years. The experiments show that OPRS achieves good accuracies of the playing style analysis and outperforms the competitive methods for chess opening recommendation.
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