The safety of the food supply in the United States has become an issue of prominence in the minds of ordinary Americans. Several government agencies, including the United States Department of Agriculture and the Food and Drug Administration, are charged with the responsibility of preserving the safety of the food supply. Food is withdrawn from the market in a product recall when tainted or mislabeled and has the potential to harm the consumer in some manner. This research examines recall events issued by firms over the period of January, 2000 through October, 2009 in the United States. Utilizing economic and management theory to establish predictions, this study employs the Cox proportional hazard regression model to analyze the effects of firm size and branding on the risk of recall recurrence. The size of the firm was measured in both billions of dollars of sales and in thousands of employees. Branding by the firm was measured as a binary variable that expressed if a firm had a brand and as a count of the number of brands within a firm. This study also provides a descriptive statistical analysis and several findings based on the recall data specifically relating to annual occurrences, geographical locations of the firms involved, types of products recalled, and reasons for recall. We hypothesized that the increasing firm size would be associated with increased relative risk of a recall event while branding and an increasing portfolio of brands would be associated with decreased relative risk of a recall event. However, it was found that increased firm size and branding by the firm are associated with an increased risk of recall occurrence. The results of this research can have implications on food safety standards in both the public and private sectors.

目前，中國大陸最熱門的兩大經濟區域為長江三角洲與珠江三角洲，此兩地吸引眾多外商至當地投資。究竟此兩區域具有何區位優勢能吸引眾多外資，以及此兩地區的優勢有何差異，成為本論文重心所在。本論文主要探討三個主題： 一﹑這兩區域自改革開放以來，區位優勢的消長如何，才造成今日長江三角洲吸引外商投資金額超越珠江三角洲。 二﹑這兩區域有何區位優勢，才能吸引眾多外商至當地投資。 三﹑這兩區域與中國大陸整體平均水準的區位優勢作比較，究竟這兩區域相較於中國大陸整體平均水準具有何優勢，使外商特別關注此兩大地區。 以上問題運用中國統計年鑑的數據資料，以複回歸模型分析各地區的外商投資數據，以得出各項主題的結果。 / Yangtze River Delta and Pearl River Delta are both the most famous economic areas in Mainland China nowadays, attracting many foreign capitals to invest. The purpose of this thesis is to investigate what are the advantages in these two areas that attract foreign direct investment, and what are the differences between them. Three subjects are discussed in the present study. First, how did the location advantages rise and fall between Yangtze River Delta and Pearl River Delta, thus now there are more foreign investment enterprises located in Yangtze River Delta than in Pearl River Delta since the beginning of China’s ‘Open Door’ Policy. Second, what are the location advantages in these two areas that attract so many foreign investment enterprises to locate in these two areas. Third, what are the unique location advantages in these two areas compared with the average level of Mainland China, so that many foreign investment enterprises pay especially high attention to this two areas. Data of Statistical Yearbook of China are used in the present study, and multiple regression model is adopted to analyze the data in order to obtain the results.

自行車一詞儼然成為綠色環保的代名詞之一，台灣自行車業過去在國際間，被認定為品質粗糙的產品，在經過多年努力的情況下，台灣自行車業不斷的備受肯定，隨著近年全球暖化議題、全球性健康概念、油價飆漲、金融海嘯爆發等，諸多原因造成自行車從不被看好的代步工具，演變到現在成為休閒運動工具的轉變，其中；台灣自行車2008年的金融海嘯中，相較於其他傳統產業，不論是出口產值或是股價不降反漲，大舉逆勢成長，其中巨大(Giant)、美利達(Merida)、愛地雅(Ideal)，成車製造商，近年來分別占出口前三大。 所以本研究要探討，金融海嘯爆發的前後，對台灣自行車業帶來的影響，研究資料選定為2000年1月至2013年12月間的巨大股價(9921)、美利達股價(9914)、愛地雅股價(8933)、台灣股價加權指數(TWII)、原油價格、工業生產指數的月資料，共168筆。透過單根檢定檢測資料是否為定態，利用共整合檢定確定是否含有至少一組解，搭配向量誤差修正模型檢測變數間的長短其關係，在利用複迴歸模型檢測。 研究結果顯示，巨大、美利達、愛地雅和台灣加權股價指數具有顯著關係，由於台灣自行車屬於出口導向以及中高價位產品，故全球景氣對台灣自行車業深具影響。其中，巨大和美利達除了ODM外，亦有自有品牌在全球銷售，愛地雅定位專業ODM專業代工廠，前者發展不同市場。 / The word "bicycle" has become one of the pronouns of environmental protection. In the past, Taiwan bicycling industry was treated as low-quality products internationally. With long-time effort, Taiwan bicycling industry was highly appreciated. Recently, global warming issue, cosmopolitan health sense, dramatically increased oil price, the eruption of financial crisis, and many reasons lead the bicycles have not positively evaluated as means of transportation. Now, it becomes the outdoor recreation mean. Comparing Taiwan bicycling industry with other traditional industry, it doesn't fall down but highly increase no matter export value or stock price. The manufacturer of Giant, Merida, and Ideal are the top 3 of export recently. So this study want to explore the things happened before and after the outbreak of the financial crisis that affects bicycle industry in Taiwan, research data for selected between January 2000 and December 2013, relationship between the Giant(9921) shares, Merida (9914) shares, Ideal(8933) shares, TWII, the price of crude oil, industrial production index. Through the Unit Root Test to test whether the data is the steady state or not. By using cointegration test to make sure whether contains at least one group of solutions and vector error correction model to detect the length of the relationship between variables, and using the multiple regression model to test. Results of the research shows that Giant, Merida, Ideal has significant relationship with TWII, because Taiwan bicycle are export-oriented and high price products, so the global boom has profound influence to Taiwan bicycle industry, among them, the Giant and Merida except the ODM, have their own brands in global sales, Ideal professional locate, ODM professional contract, the former develops different markets. / 摘要 I Abstract II 謝辭 III 目錄 IV 圖目錄 VI 表目錄 VII 第一章　緒論 1 第一節　研究動機 1 第二節　研究目的 3 第三節　巨大機械工業股份有限公司簡介 4 第四節　美利達工業股份有限公司簡介 5 第五節　愛地雅工業股份有限公司簡介 6 第六節　研究架構 7 第二章　文獻回顧 9 第一節　國內相關文獻 9 第二節　國外相關文獻 11 第三節　國內外文獻一覽表 12 第三章　研究方法 20 第一節　單根檢定 20 第二節　共整合檢定 22 第三節　向量誤差修正模型(VECM) 24 第四節　迴歸分析 24 第四章　實證分析 26 第一節　資料來源與處理 26 第二節　敘述統計 31 第三節　單根檢定 32 第四節　共整合檢定 33 第五節　向量誤差修正模型(VECM) 33 第六節　複迴歸模型 35 第五章　結果分析與建議 38 第一節　結果分析 38 第二節　建議 39 參考文獻 40 附錄一　巨大工業股份有限公司沿革 43 附錄二　美利達股份有限公司沿革 47 附錄三　愛地雅股份有限公司沿革 57 圖目錄 圖1-6 研究架構 8 圖4-1-1 台灣自行車業總出口產值(百萬元，美金) 27 圖4-1-2 台灣股價大盤指數(TWII，當日收盤價) 27 圖4-1-3 巨大股價(9921，當日收盤價) 28 圖4-1-4 美利達股價(9914，當日收盤價) 28 圖4-1-5 愛地雅股價(8933，當日收盤價) 29 圖4-1-6 國際原油價格(西德州，美元) 29 圖4-1-7 台灣工業生產指數 30 表目錄 表1-3 巨大公司基本資料 4 表1-4 美利達公司基本資料 5 表1-5 愛地雅公司基本資料 6 表2-3 國內外相關文獻整理 12 表4-1 資料來源一覽表 26 表4-3-1 ADF 單根檢定 32 表4-3-2 單根檢定-一階差分 32 表4-4-1 共整合檢定 33 表4-5-1 Giant & Merida　向量誤差修正模型 34 表4-5-2 Giant & Ideal　向量誤差修正模型 34 表4-5-3 Merida & Ideal　向量誤差修正模型 34 表4-6-1 自行車產業與景氣循環對巨大股價之影響 37 表4-6-2 自行車產業與景氣循環對美利達股價之影響 37 表4-6-3 自行車產業與景氣循環對愛地雅股價之影響 37

Managed lanes are a form of congestion pricing that use occupancy and toll payment requirements to utilize capacity more efficiently. How socio-spatial characteristics impact users’ travel behavior toward managed lanes is the main research question of this study. This research is a case study of the conversion of a High Occupancy Vehicle (HOV) lane to a High Occupancy Toll (HOT) lane, implemented in Atlanta I-85 on 2011. To minimize the cost and maximize the size of the collected data, an innovative and cost-effective modeling framework for socioeconomic analysis of managed lanes has been developed. Instead of surveys, this research is based on the observation of one and a half million license plates, matched to household locations, collected over a two-year study period. Purchased marketing data, which include detailed household socioeconomic characteristics, supplemented the household corridor usage information derived from license plate observations. Generalized linear models have been used to link users’ travel behavior to socioeconomic attributes. Furthermore, GIS raster analysis methods have been utilized to visualize and quantify the impact of the HOV-to-HOT conversion on the corridor commutershed. At the local level, this study conducted a comprehensive socio-spatial analysis of the Atlanta I-85 HOV to HOT conversion. At the general scale, this study enhances managed lanes’ travel demand models with respect to users’ characteristics and introduces a comprehensive modeling framework for the socioeconomic analysis of managed lanes. The methods developed through this research will inform future Traffic and Revenue Studies and help to better predict the socio-spatial characteristics of the target market.

2007年美國爆發次級房貸違約潮造成了其經濟、房市和股市的不景氣，也波及到持有美國房貸證券化商品的各國，使其承受重大的損失，因此房屋抵押貸款違約的影響因素和金融資產證券化機制對貸款違約風險的影響又再度成為不動產與金融市場上之重要議題。而以往針對美國次貸危機的研究多指出道德風險是造成此次危機的原因之一，但是較缺乏實證研究的支持。 有鑑於此，本研究以我國的台北市和新北市的房屋抵押貸款市場作為研究對象，探討逆選擇和道德風險這兩個資訊不對稱的問題對貸款違約率的影響。研究結果顯示「貸款成數高、貸款利率高、搭配信貸和設定二胎的貸款比較容易違約」，證實逆選擇和道德風險問題確實存在於房屋抵押貸款市場，而且會增加貸款違約的機率。為了降低違約機率，從降低資訊不對稱的角度來看，本研究建議：一、建立全國房貸資料庫；二、將信貸的金額納入房貸的貸款成數中考慮，以降低款人的道德風險。 再者，本研究認為造成次貸危機的根本原因是不當政策導致的保證機制浮濫，以及高風險的房貸證券化商品的氾濫。為了避免我國發生類似次貸危機的事件，從減少資訊不對稱的角度切入，本研究建議我國的金融資產證券化機制應該：一、將道德風險內部化，消除創始機構自利的動機以減少道德風險；二、使用外部信用增強的方式，以確實發揮分散證券風險的作用。 / The 2007 subprime mortgage crisis has severely struck the stability of the worldwide financial markets. Some researches indicate that moral hazard problems are the main factors causing the crisis. However, few studies support asymmetry problems existing in a mortgage market by empirical evidences. First, using the mortgage samples from Taipei City and New Taipei City this study would like to understand if the mortgage market are information asymmetry problems, adverse selection and moral hazard, and conduct the empirical analysis for these factors’ impact on mortgage default. The results show that mortgage default is influenced significantly by the Loan-to-Value （LTV） ratio, contract interest rates, the existence of second liens and credit loans, and jobs. It shows that adverse selection and moral hazard actually exist in the mortgage market. According to the empirical results, secondly, this study proposes suggestions for mortgage lending and financial asset securitization to reduce adverse selection and moral hazard problems and enhance the regulation environment and market’s stability. It is expected that the results of this study will be applied to avoid the occurrence of similar crisis in Taiwan.

財政透明度為建立一個良好政府治理的基礎。近年來隨著中國大陸高速的經濟發展，中央政府相關單位亦注意到財政公開的重要性。然而，目前中國財政資訊仍處於不透明的狀態。另一方面，中國大陸貪腐現象無所不在，內部腐敗行為更是日益猖獗，因此如何打擊貪腐、提升中國地方政府的財政透明度，就成為迫在眉睫的問題。 因此，本文的研究目的主要探討中國貪腐程度對地方政府財政透明度的影響：第一，瞭解當今社會對於財政透明度的提倡與國際規範；第二，考量貪汙與財政透明度之間可能存在非線性關係，建構一個追蹤平滑轉換迴歸模型（Panel Smooth Transition Regression Model，PSTR），瞭解中國大陸財政資訊的公開情形是否因各地區貪腐程度的不同而有所差異；最後，對於中國大陸嚴重的貪腐與財政透明度的關聯做深入探討，以期能為中國大陸財政不透明與不重視情況提出政策建議。

Outdoor air pollution is a major contributor to adverse health effects of citizens, in particular those living in urban environments. Air quality monitoring networks are set up to measure air quality in different environments in compliance with national and European legislation. Generally, only a few fixed monitoring sites are located within a city and thus cannot represent air pollutant concentrations in urban areas accurately enough to allow for a detailed human exposure assessment. Other approaches to derive detailed urban air pollutant concentration estimates exist, such as dispersion models and land-use regression (LUR) models. Low-cost portable air quality monitors are also emerging, which have the potential to add value to existing monitoring networks by providing measurements at greater spatial resolution and also to provide individual-level exposure assessment. The aim of this thesis is to demonstrate how measurements and modelling in combination allow detailed investigations of the variability of air pollutants in space and time in urban area, and in turn improve on the current exposure assessment methods. Three types of low-cost portable monitors measuring NO2, O3 (Aeroqual monitors) and PM2.5 (microPEM monitor) were evaluated against their respective reference instruments. The Aeroqual O3 monitor showed very good correlation (r2 > 0.9) with the respective reference instruments, but biases in the slope and intercept coefficients indicated that calibration of Aeroqual O3 monitor was needed. The Aeroqual NO2 monitor was subject to cross-sensitivity from O3, which, as demonstrated, can be effectively corrected by making O3 and NO2 measurements in tandem. Correlation between the microPEM monitor and its reference instrument was poor (r2 < 0.1) when PM2.5 concentrations were low (< 10 μg m-3), but significantly improved (r2 > 0.69) during periods with elevated PM2.5 concentrations. Relative humidity was not found to affect the raw results of PM2.5 measurements in a consistent manner. All three types of monitors cannot be used as equivalent or indicative methods instead of reference methods in studies that require quantification of absolute pollutant concentrations. However, the generally good correlations with reference instruments reassure their application in studies of relative trends of air pollution. Concentrations of PM2.5, ultrafine particles (UFP) and black carbon (BC) were quantified using portable monitors through a combination of mobile and static measurements in the city of Edinburgh, UK. The spatial variability of UFP and BC was large, of similar magnitude and about 3 times higher than the spatial variability of PM2.5. Elevated concentrations of UFP and BC were observed along streets with high traffic volumes whereas PM2.5 showed less variation between streets and a footpath without road traffic. Both BC and UFP significantly correlated with traffic counts, while no significant correlation between PM2.5 and traffic counts was observed. The relationships between UFP, NO2 and inorganic components of PM2.5 were further investigated through long-term measurements at roadside, urban background and rural sites. UFP moderately correlated with NOx (NO2 + NO) and showed varying relationships with NOx depending on the particle size distribution. Principal component analysis and air-mass back trajectory analysis revealed that PM2.5 concentrations were dominated by long-range transport of secondary inorganic aerosols, whereas UFP were mainly related to varying local emissions and meteorological conditions. These findings imply the need for different policies for managing human exposure to these different particle components: control of much BC and UFP appears to be manageable at local scale by restricting traffic emissions; however, abatement of PM2.5 requires a more strategic approach, in cooperation with other regions and countries on emissions control to curb long-range transport of PM2.5 precursors. A dispersion model (ADMS-Urban) was used to simulate high resolution NO2 and O3 concentrations in Edinburgh. The effects of different emission and meteorological input datasets on the resulting modelled NO2 concentrations were investigated. The modelled NO2 and O3 concentrations using the optimal model setup were validated against reference instrument and diffusion tube measurements. Temporal variability of NO2 was predicted well at locations that were not heavily influenced by local effects, such as road junctions and bus stops. Temporal variability of O3 was predicted better than for NO2. Long-term spatial variability of NO2 was found to correlate well with diffusion tube measurements, while modelled spatial variability of O3 in ADMS-Urban compared poorly with diffusion tube measurements. However, it was found that the O3 diffusion tube measurements may be subject to some unidentified biases affecting their accuracy. Land-use regression (LUR) models are widely used to estimate exposure to air pollution in urban areas. An appropriately sized and designed monitoring network is an important component for the development of a robust LUR model. Concentrations of NO2 were simulated by ADMS-Urban at ‘virtual’ monitoring sites in 54 different network designs of varying numbers and types of site, using a 25 km2 area including much of the Edinburgh city area. Separate LUR models were developed for each network. These LUR models were then used to estimate ambient NO2 concentrations at all residential addresses, which were evaluated against the ADMS-Urban modelled concentration at these addresses. The improvement in predictive capability of the LUR models was insignificant above ~30 monitoring sites, although more sites tended to yield more precise LUR models. Monitoring networks containing sites located within highly populated areas better estimated NO2 concentrations across all residential locations. LUR models constructed from networks containing more roadside sites better characterised the high end of residential NO2 concentrations but had increased errors when considering the whole range of concentrations. No particular composition of monitoring network resulted in good estimation simultaneously across all residential NO2 concentration and of the highest NO2 levels implying a lack of spatial contrast in LUR-modelled pollution surface compared with the dispersion model. Finally, the results from the measurement and modelling studies presented in thesis are synthesised in the context of current exposure assessment studies. Low-cost air-quality monitors currently do not possess and are unlikely in the near future to provide the robustness and accuracy to replace the existing routine monitoring network. Development of the low-cost air-quality should be aiming at upgrading them as the indicative method as defined in the data quality objective in the EU directive. The monitoring sites used to build LUR models should capture well the population distribution in the study area as opposed to capturing the greatest pollution contrast. The traditional methods of evaluating LUR models are also ineffective in characterising the models’ capability at estimating pollutant concentration at residential address. Given that the dispersion models are also subject to the availability and uncertainties in the input data, future air quality model development should endeavour to incorporate both dispersion and land-use regression models, where the uncertainty in the input data can be reduced by using LUR models built on actual measurements, and the limitation in the statistical modelling can be replaced by adopting the deterministic approach used in the dispersion model.

Les îles tropicales sont soumises à un ennuagement hétérogène et changeant rapidement. Par ailleurs, elles ont une ressource solaire importante mais significativement variable d’un jour à l’autre. Dans le sud-ouest de l’océan indien (SWIO), La Réunion fait partie de ces îles tropicales ayant un potentiel solaire colossal mais fortement intermittent. Dans cette étude, nous proposons une nouvelle approche de prévision déterministe des cartes journalières rayonnement solaire (SSR), basée sur quatre modèles de régression linéaire : une régression linéaire multiple (MLR), une régression en composantes principales (PCR), une régression des moindres carrés (PLSR) et une régression pas à pas (stepwise--SR). Ces quatre régressions sont appliquées sur les données satellites SARAH-E (CM SAF) à 5km de résolution entre 2007 et 2016, en vue d’en effectuer la prévision. Pour obtenir de meilleures performances, nous proposons d'inclure les paramètres multi-fractale (H,C_1 et α) comme nouveaux paramètres prédictifs. Ceux-ci sont obtenus à partir de l'analyse de l'intermittence du SSR basée sur la méthode d’analyse d’ordre spectral arbitraire de Hilbert. Cette analyse qui est une extension de la transformation d’Hilbert Huang (HHT) est utilisée afin d’estimer l’exposant d’échelle ξ(q). On effectue la combinaison d’une décomposition en mode empirique et de l’analyse spectrale de Hilbert (EMD + HSA). Dans une première étape, l’analyse multi-fractale est appliquée sur une mesure du SSR d'une seconde échelle à partir d'un pyranomètre SPN1 à Moufia en 2016. La moyenne infra journalière, journalière et saisonnière de la structure multi-fractale a été dérivée, et la loi d’échelle d’exposants ξ(q) a été analysée. Dans une seconde partie, l’analyse de l’intermittence est effectuée sur les mesures du SSR, d'une période d’une minute, à partir le réseau de SPN1 contenant 11 stations en 2014. Les modèles spatiaux pour toutes les stations avec les paramètres multi-fractales H,C_1 et α sont mis en évidence. La variabilité de la largeur du spectre de singularité est considérée pour étudier l'intermittence spatiale et la multi-fractalité dans l'échelle quotidienne et l'échelle saisonnière. Sur la base de ces analyses d'intermittence faites sur les mesures de plusieurs stations, les paramètres multi-fractaux universels (H,C_1 et α) pourraient être choisis comme de nouveaux prédicteurs afin d’indiquer les propriétés multi-fractales du SSR. / Due to the heterogeneous and rapidly-changing cloudiness, tropical islands, such as Reunion Island in the South-west Indian Ocean (SWIO), have significant solar resource that is highly variable from day-to-day. In this study, we propose a new approach for deterministic prediction of daily surface solar radiation (SSR) maps based on four linear regression models: multiple linear regression (MLR), principal component regression (PCR), partial least squares regression (PLSR), and stepwise regression (SR), that we have applied on the SARAH-E@5km satellite data (CM SAF) for the period during 2007-2016. To improve the accuracy of prediction, the multifractal parameters (H,C_1 and α) are proposed to include as new predictors in the predictive model. These parameters are obtained from the analysis of SSR intermittency based on arbitrary order Hilbert spectral analysis. This analysis is the extension of Hilbert Huang Transform (HHT) and it is used to estimate the generalized scaling exponent ξ(q). It is the combination of the Empirical Mode Decomposition and Hilbert spectral analysis (EMD+HSA). In a first step, the multifractal analysis is applied onto one-second SSR measurements form a SPN1 pyranometer in Moufia in 2016. The mean sub-daily, daily and seasonal daily multifractal patterns are derived, and the scaling exponent ξ(q) is analyzed. In a second step, the intermittency study is conducted on one-minute SSR measurements from a SPN1 network with 11 stations in 2014. The spatial patterns for all the stations with the multifractal parameters H,C_1 and α are shown. The variability of singularity spectrum width is considered to study the spatial intermittency at the daily and seasonal scale. Based on this intermittency analysis from measurements at several stations, the universal multifractal parameters (H,C_1 and α) could be taken as new predictors for indicating the multifractal properties of SSR.

Incluir como ag?ncias financiadoras: Funda??o de Amparo ? Pesquisa do Estado de Minas Gerais (FAPEMIG), Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior (CAPES), Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico (CNPq). / Submitted by Jos? Henrique Henrique (jose.neves@ufvjm.edu.br) on 2018-01-05T18:15:19Z No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) thaiza_silva_campideli.pdf: 3972827 bytes, checksum: d46dcbd4e39c922c90034d3992c8ad54 (MD5) / Approved for entry into archive by Rodrigo Martins Cruz (rodrigo.cruz@ufvjm.edu.br) on 2018-01-19T16:55:01Z (GMT) No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) thaiza_silva_campideli.pdf: 3972827 bytes, checksum: d46dcbd4e39c922c90034d3992c8ad54 (MD5) / Made available in DSpace on 2018-01-19T16:55:01Z (GMT). No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) thaiza_silva_campideli.pdf: 3972827 bytes, checksum: d46dcbd4e39c922c90034d3992c8ad54 (MD5) Previous issue date: 2017 / Esta pesquisa foi realizada com o objetivo de avaliar a sensibilidade dos valores gen?ticos aos n?veis diet?ticos de lisina digest?vel para caracter?sticas de desempenho e medidas morfom?tricas de til?pias do Nilo da linhagem tailandesa. Vinte e nove fam?lias de irm?os completos foram produzidas pelo acasalamento de 21 machos e 29 f?meas. A distribui??o entre os tanques foi feita aleatoriamente, por fam?lia, ap?s marca??o dos peixes, entre 94 a 109 dias de idade, at? formar um lote inicial de vinte alevinos por tanque, totalizando 700 peixes. ? idade aproximada de 150 dias os peixes foram aleatoriamente redistribu?dos no sistema, at? formar lotes com aproximadamente 138 peixes por n?vel de lisina digest?vel na dieta. Os peixes foram alimentados quatro vezes ao dia com dietas contendo diferentes n?veis de lisina digest?vel: 1,43; 1,53; 1,63; 1,73; e 1,83% nas idades entre 94 a 150 dias; e 1,28; 1,38; 1,48; 1,58 e 1,68% a partir da idade de 150 at? 255 dias. As informa??es individuais das til?pias (peso, comprimento total, comprimento padr?o, comprimento de cabe?a, altura e largura) foram padronizadas para 150, 185, 220 e 255 dias de idade. A partir de ent?o foram calculados o ganho de peso total, o ganho de peso di?rio, rela??o entre cabe?a e comprimento padr?o, rela??o entre largura e altura e a rela??o entre comprimento padr?o e comprimento total. Para as an?lises foi utilizado modelo de regress?o aleat?ria, sob modelo animal uni-caracter?stica. Foram testados modelos de ordens 2 e 3 do polin?mio de Legendre para o efeito fixo e ordem 2 para os efeitos gen?tico aditivo e de fam?lia e testados modelos com vari?ncia residual homog?nea (1classe) a heterog?nea (2, 3, e 4 classes). Os modelos que proporcionaram melhor ajuste na maioria das caracter?sticas foram os que consideraram vari?ncia residual homog?nea. De forma geral, os valores da correla??o de posto foram altas. As normas de rea??o de 25 til?pias tailandesas amostradas aleatoriamente indicaram altera??o na sensibilidade dos valores gen?ticos de algumas caracter?sticas ?s mudan?as no n?vel nutricional de lisina digest?vel. Observou-se, portanto, que as til?pias apresentam altera??o nos valores gen?ticos, sugerindo de maneira geral, a exist?ncia da intera??o gen?tipo x n?veis de lisina digest?vel para caracter?sticas, o que pode acarretar em sele??o de diferentes animais nos diferentes ambientes. / Disserta??o (Mestrado) ? Programa de P?s-Gradua??o em Zootecnia, Universidade Federal dos Vales do Jequitinhonha e Mucuri, 2017. / This research was carried out with the aim of evaluating the sensitivity of breeding values to dietary digestible lysine level for performance traits and morphometric measurements of Nile tilapia of Thai lineage. Twenty-nine full sib families were produced by mating 21 males and 29 females. The distribution among the tanks was randomized by family, after marking the fish, between 94 and 109 days of age, until forming an initial batch of twenty fingerlings per tank, totaling 700 fish. At the approximate age of 150 days the fish were randomly redistributed into the system until they formed lots with approximately 138 fish per level of digestible lysine in the diet. Four times a day the fishes were fed diets containing different levels of lysine: 1.43; 1.53; 1.63; 1.73 and 1.83% in the growing phase; and 1.28; 1.38; 1.48; 1.58 and 1.68% in the finishing phase. The individual tilapia information (weight, total length, standard length, head length, height and width) were standardized for 150, 185, 220 and 255 days of age. From then on the weight gain, daily weight gain, head to standard length ratio, width to height ratio and the relationship between standard length and total length were calculated. . For the analyses, a random regression model was used under a single animal model. Legendre polynomial models of 2 and 3 orders were tested for the fixed effect, and of order 2 for the additive and family genetic effects. In addition, models were also tested using homogeneous residual variance (1 class) and heterogeneous variance (2, 3, and 4 classes). The models that provide better fit in most of the characteristics were those that considered homogeneous residual variance. In general, the rank correlations of breeding values of pairs of dietary digestible lysine levels were high. The reaction norms of 25 randomly sampled Thai tilapia showed change in the sensitivity of breeding values of some traits to changes in dietary digestible lysine level. Therefore, it was observed that breeding values of tilapia traits generally changed along the environment gradient, suggesting the existence of genotype x dietary digestible lysine level interaction which can lead to the selection of different fishes in different environments.

As instituições financeiras que pretendem utilizar a IRB (Internal Ratings Based) avançada precisam desenvolver métodos para estimar a componente de risco LGD (Loss Given Default). Desde a década de 1950 são apresentadas propostas para modelagem da PD (Probability of default), em contrapartida, a previsão da LGD somente recebeu maior atenção após a publicação do Acordo Basileia II. A LGD possui ainda uma literatura pequena, se comparada a PD, e não há um método eficiente em termos de acurácia e interpretação como é a regressão logística para a PD. Modelos de regressão para LGD desempenham um papel fundamental na gestão de risco das instituições financeiras. Devido sua importância este trabalho propõe uma metodologia para quantificar a componente de risco LGD. Considerando as características relatadas sobre a distribuição da LGD e na forma flexível que a distribuição beta pode assumir, propomos uma metodologia de estimação da LGD por meio do modelo de regressão beta bimodal inflacionado em zero. Desenvolvemos a distribuição beta bimodal inflacionada em zero, apresentamos algumas propriedades, incluindo momentos, definimos estimadores via máxima verossimilhança e construímos o modelo de regressão para este modelo probabilístico, apresentamos intervalos de confiança assintóticos e teste de hipóteses para este modelo, bem como critérios para seleção de modelos, realizamos um estudo de simulação para avaliar o desempenho dos estimadores de máxima verossimilhança para os parâmetros da distribuição beta bimodal inflacionada em zero. Para comparação com nossa proposta selecionamos os modelos de regressão beta e regressão beta inflacionada, que são abordagens mais usuais, e o algoritmo SVR , devido a significativa superioridade relatada em outros trabalhos. / Financial institutions willing to use the advanced Internal Ratings Based (IRB) need to develop methods to estimate the LGD (Loss Given Default) risk component. Proposals for PD (Probability of default) modeling have been presented since the 1950s, in contrast, LGDs forecast has received more attention only after the publication of the Basel II Accord. LGD also has a small literature, compared to PD, and there is no efficient method in terms of accuracy and interpretation such as logistic regression for PD. Regression models for LGD play a key role in the risk management of financial institutions, due to their importance this work proposes a methodology to quantify the LGD risk component. Considering the characteristics reported on the distribution of LGD and in the flexible form that the beta distribution may assume, we propose a methodology for estimation of LGD using the zero inflated bimodal beta regression model. We developed the zero inflated bimodal beta distribution, presented some properties, including moments, defined estimators via maximum likelihood and constructed the regression model for this probabilistic model, presented asymptotic confidence intervals and hypothesis test for this model, as well as selection criteria of models, we performed a simulation study to evaluate the performance of the maximum likelihood estimators for the parameters of the zero inflated bimodal beta distribution. For comparison with our proposal we selected the beta regression models and inflated beta regression, which are more usual approaches, and the SVR algorithm, due to the significant superiority reported in other studies.