Die vorliegende Arbeit untersucht die Testteilnahmemotivation von Schülerinnen und Schülern in großangelegten Schulleistungsstudien. Es wurde ein theoretisches Erwartung-Wert-Anstrengung-Modell der Testteilnahmemotivation herausgearbeitet, das in drei empirischen Studien überprüft wurde. Dabei wurde das komplexe Beziehungsgefüge zwischen Erfolgserwartung, dem wahrgenommene Wert des Tests, Anstrengungsbereitschaft und Testleistung untersucht. Datengrundlage der Studie I bildete die erste PISA-Erhebung aus dem Jahr 2000, in der die Testteilnahmemotivation durch Fragen zur Anstrengungsbereitschaft und zum wahrgenommenen Wert des Tests erhoben wurde. In Studie II und III gaben die Jugendlichen, die an der Ländervergleichsstudie im Jahr 2012 teilnahmen, Einschätzungen zu ihrer Erfolgserwartung, dem wahrgenommenen Wert des Tests und ihrer Anstrengungsbereitschaft ab. Die Ergebnisse zeigen, dass Testteilnahmemotivation zur Erklärung individueller Unterschiede in der Testleistung beiträgt (Studie I), auch wenn diverse Hintergrundinformationen der Teilnehmenden berücksichtigt werden (Studie III). Die theoretisch angenommenen Beziehungen im Erwartung-Wert-Anstrengung-Modell wurden fast vollständig bestätigt: Vor allem der wahrgenommene Wert, aber auch die Erwartungen sagten die berichtete Anstrengungsbereitschaft der Teilnehmenden vorher; die Erfolgserwartung und die Anstrengungsbereitschaft wiesen einen Zusammenhang mit der Testleistung auf (Studie II). Im Verlauf eines Leistungstests berichteten die Teilnehmenden im Durchschnitt eine Abnahme in der Anstrengung und dem Wert sowie einen stabilen Verlauf ihrer Erfolgserwartung. Zur Erklärung der Testleistung trug neben der anfänglichen Erfolgserwartung und Anstrengungsbereitschaft auch die Veränderung in der Erfolgserwartung bei (Studie III). Für eine hohe Testleistung ist es wichtig, dass die Teilnehmenden den Test motiviert beginnen und während des Tests selbstsicher bezüglich ihrer Erfolgserwartung bleiben. / The thesis investigates effects of test-taking motivation on test performance in low-stakes assessments. An expectancy-value-effort model of test-taking motivation was developed and tested in three empirical studies. The studies investigated the complex relationship between expectancy for success, perceived value of the test, test-taking effort, and test performance. The database of study I is the first PISA study. Test-taking motivation was assessed with questions about effort and the perceived value of the test. Study II and III are premised on the national assessment study in the year 2012. The students reported their expectancy for success, their perceived value of the test, and their test-taking effort. Overall, the results showed that test-taking motivation explained test performance (study I) although controlling for various students’ background characteristics (e.g., socio-economic background, study III). We found support for nearly all of the theoretically assumed relationships in the expectancy-value-effort model: Expectancy for success and perceived value of the test explained test-taking effort; expectancy for success and test-taking effort had the most pronounced effects on test performance (study II). The students reported, on average, a stable course of expectancy for success over the testing session; perceived importance of the test and test-taking effort slightly decreased within the testing session. The initial expectancy for success and the initial test-taking effort as well as change in expectancy for success explained students’ test performance. Above all, it is crucial that students begin the test with a high level of test-taking motivation and remain confident about a successful test completion to the end of the testing session.

Neste trabalho são definidos, discutidos e estimados o Valor em Risco e o Expected Shortfall. Estas são medidas de Risco Financeiro de Mercado muito utilizadas por empresas e investidores para o gerenciamento do risco, aos quais podem estar expostos. O objetivo foi apresentar e utilizar vários métodos e modelos para a estimação dessas medidas e estabelecer qual o modelo mais adequado dentro de determinados cenários. / In this work Value at Risk and Expected Shortfall are defined, discussed and estimated . These are measures heavily used in Financial Market Risk, in particular by companies and investors to manage risk, which they may be exposed. The aim is to present and use several methods and models for estimating those measures and to establish which model is most appropriate in certain scenarios.

The debate on quantitative operational risk modeling has only started at the beginning of the last decade and the best-practices are still far from being established. Estimation of capital requirements for operational risk under Advanced Measurement Approaches of Basel II is critically dependent on the choice of risk measure, which quantifies the risk exposure based on the underlying simulated distribution of losses. Despite its well-known caveats Value-at-Risk remains a predominant risk measure used in the context of operational risk management. We describe several serious drawbacks of Value-at-Risk and explain why it can possibly lead to misleading conclusions. As a remedy we suggest the use of coherent risk measures - and namely the statistic known as Expected Shortfall - as a suitable alternative or complement for quantification of operational risk exposure. We demonstrate that application of Expected Shortfall in operational loss modeling is feasible and produces reasonable and consistent results. We also consider a variety of statistical techniques for modeling of underlying loss distribution and evaluate extreme value theory framework as the most suitable for this purpose. Using stress tests we further compare the robustness and consistency of selected models and their implied risk capital estimates...

Neste trabalho são definidos, discutidos e estimados o Valor em Risco e o Expected Shortfall. Estas são medidas de Risco Financeiro de Mercado muito utilizadas por empresas e investidores para o gerenciamento do risco, aos quais podem estar expostos. O objetivo foi apresentar e utilizar vários métodos e modelos para a estimação dessas medidas e estabelecer qual o modelo mais adequado dentro de determinados cenários. / In this work Value at Risk and Expected Shortfall are defined, discussed and estimated . These are measures heavily used in Financial Market Risk, in particular by companies and investors to manage risk, which they may be exposed. The aim is to present and use several methods and models for estimating those measures and to establish which model is most appropriate in certain scenarios.

Submitted by Silvana Teresinha Dornelles Studzinski (sstudzinski) on 2016-11-03T11:54:04Z No. of bitstreams: 1 Murillo da Silveira Grübler_.pdf: 3027339 bytes, checksum: 2fdb175c76ab90e275bf8ba04792e452 (MD5) / Made available in DSpace on 2016-11-03T11:54:04Z (GMT). No. of bitstreams: 1 Murillo da Silveira Grübler_.pdf: 3027339 bytes, checksum: 2fdb175c76ab90e275bf8ba04792e452 (MD5) Previous issue date: 2016-08-19 / CNPQ – Conselho Nacional de Desenvolvimento Científico e Tecnológico / O Gerenciamento de Leitos é uma importante área de planejamento e controle hospitalar. Sua função é garantir o equilíbrio entre os pacientes que chegam através do setor de emergência, os eletivos que possuem algum tratamento agendado e aqueles que saem do hospital. Dessa forma, esse gerenciamento possibilita manter alta a taxa de ocupação dos quartos, mas sem realmente lotá-los, além de prever qualquer situação não planejada. A gestão eficaz de leitos hospitalares como recurso sempre foi um desafio para os gestores. Nas décadas de 80 e 90, por exemplo, milhares de pacientes tiveram operações canceladas em virtude de razões não médicas. Como há necessidade de um melhor controle do fluxo, a área de Gerenciamento de Leitos começou, então, a receber mais atenção acadêmica e também políticas nacionais para a sua gestão. O processo de admissão e posicionamento de enfermos, a partir do Gerenciamento de Leitos, vem se desenvolvendo nos últimos anos através de diversas técnicas de pesquisa operacional, tais como simulação, teoria de filas, análise estatística, entre outras. Devido às constantes incertezas vividas pelos hospitais atualmente, o uso do modelo cognitivo Ciência de Situação em pesquisas científicas na área da saúde vem crescendo cada vez mais. A Ciência de Situação é uma área de estudo que busca compreender o contexto dos ambientes e projetar ações futura. Em suma, é uma técnica que vai além do tradicional processamento de informações, visto que procura explicar o comportamento humano na operação de sistemas complexos. Nessa assertiva, este trabalho tem como objetivo utilizar a Ciência de Situação na área de Gerenciamento de Leitos, usando um modelo híbrido que une a técnica de Rede Neural Artificial Multilayer Perceptron com a Teoria do Valor Multiatributo para tomada de decisão, auxiliando gestores no processo de atribuição de pacientes em leitos adequados ao seu tratamento. Através da implementação de um protótipo baseado neste modelo híbrido de apoio à decisão, nomeado de IMBEDS, foram avaliados 50 pacientes em um total de 266 leitos gerenciados pela Central de Leitos, no Hospital Mãe de Deus, localizado em Porto Alegre. O resultado final dos testes foi de 93,5% de similaridade entre o leito apto apresentado pelo modelo e o processo real de alocação dos enfermos. / The Bed Management is an important area of planning and control hospital. It’s function is to ensure the balance between the patients who come through the emergency department, elective that have some scheduled treatment and those leaving the hospital. Thus, the Bed Management enables the hospital keep high occupancy rate of rooms, but without fill all the beds, in addition to providing any unplanned situation. Effective management of hospital beds as a resource has always been a challenge for managers. In the 80s and 90s, for example, thousands of patients have operations canceled due to non-medical reasons. As there is need for better control of the flow, Bed Management area then began to receive more academic attention and also policies national for the Bed Management. The process of admission and positioning the patients, from the management of beds, has been developing in recent years through of operational research, such as simulation, queuing theory, statistical analysis, among others. Due to the uncertainties experienced by hospitals nowadays, the use of model Situation Awareness in research in the health field is growing increasingly. Situation Awareness is a field of study that seeks to understand the context of the environment and designing future actions. In short, it is a technique that goes beyond the traditional information processing, as it seeks to explain human behavior in the operation of complex systems. In this statement, this work aims to use the Situation Awareness in Bed Management area, using a hybrid model that combines the technique Artificial Neural Network Multilayer Perceptron with the Multi-Attribute Value Theory for decision making, assisting managers in process of patient's allocation to the bed suitable in his treatment. Through the implementation of a prototype based on this hybrid model of decision support, named of IMBEDS, were evaluated 50 patients in a total of 266 beds managed by Beds Center, in the Hospital Mãe de Deus, located in Porto Alegre. The final result of the tests was 93.5% similarity between the bed apt selected by the model and the allocation process of the patients.

本論文的目的在比較標準法和風險值法（VaR）於外匯部位資本計提數額上的差異。在VaR法方面，本篇採用變異數-共變異數法、歷史模擬法以及極端值法等三種衡量方法，並利用回溯測試（backtest）對三種方法預測風險的能力做一檢測。標準法是指財政部規定的資本計提標準方法。 本篇論文實證結果發現用VaR法所計提的資本數額是依標準法所需計提數額的一半。也就是說依標準法提列會造成過多的資金成本。另外，從安全性的角度觀之，經過回溯測試，發現採取歷史模擬法或極端值法則是值得信賴的資本計提的方法。反之，變異數-共變異數法會有低估的現象。但因計算極端值法所需要的資料過於龐大，建議使用歷史模擬法，如此相對於標準法將可省下可觀的資金成本。 第一章 研究動機與目的…………………………………1 第二章 國內外資本適足的規定…………………………3 第一節 資本適足規定(BIS)的發展……………………3 第二節 台灣相關法令規定……………………………6 第三章 文獻探討……………………………………… 10 第四章 研究方法與模型……………………………… 14 第一節 VaR模型…………………………………… 14 第二節 回溯測試…………………………………… 24 第五章 實證分析……………………………………… 28 第一節 實證資料介紹……………………………… 28 第二節 實證結果…………………………………… 29 第六章 結論…………………………………………… 42 參考文獻……………………………………………………44

<p>The purpose of this essay is to discuss the base of sociology from an existentialistic perspective. The discussion takes it's position in the debate on the crisis of sociology, and aligns with Alvin Gouldner's understanding of the crisis. Gouldner believed that the crisis of sociology was mirrored in a sociological method that failed to describe the social reality that it meant to describe; a lack in self-criticism and self-reflexivity, a lack in self-containment in relation to state interests and a lack in moral engagement. This raises a number of questions, which I discuss in the essay. What is the role of sociology in our society? How shall we form a method that responds to the social reality that we sociologists aim to describe? How can we make sociology more moral?</p><p>Existentialism offers a starting point to describe these questions. I argue that the existentialistic description of man as essence carries implications for the social science. By constituting a critique of a computable moral, existentialism points at the necessity of a standing self-criticism and dialogue. An existentialistic description of man as non-essence carries implications for the theory and method of sociology. Man's possibility of radical exceeding of himself means the impossibility to reach theories that describe reality as it is. At the same time, method and theory are necessary to create knowledge about social phenomenon. I read existentialism as an imperative for a sociology that is reflexive in the sense a) a reflexivity in relation to the basic presumptions (value philosophical and ontological) that effect our sociological examinations b) a self-reflexivity that amount to an understanding of the scientists own role relation to his study and the object being studied. Furthermore, I read existentialism as an imperative for a radicalization of dialogue as method.</p>

I augusti 2010 inträffade en olycka i San José-gruvan i Chile. Olyckan resulterade i att 33 gruvarbe-tare blev fast i ett skyddsrum i över två månader innan de kunde räddas. Händelsen fick ett stort utrymme i media världen över. I vår studie har vi utmanat medielogiken genom att testa tre ny-hetsvärderingsteorier utifrån aftonbladet.ses och dn.ses nyhetsrapportering kring gruvolyckan. Tidningarna valdes därför att de är Sveriges största kvälls- respektive morgontidning. Vi undersök-te vilken av teorierna som bäst kunde appliceras på rapporteringen och även på skillnader mellan tidningarnas rapportering sett utifrån teorierna. De nyhetsvärderingsteorier vi testat kommer från Håkan Hvitfelt, Tony Harcup &amp; Deirdre O’Neill samt Pamela J. Shoemaker, Tsan-Kuo Chang &amp; Nancy Brendlinger.Vid analysen utförde vi en kvalitativ textanalys och analyserade artiklarna hermeneutiskt genom åtta dimensioner i ett analysschema. Under studien kom vi fram till att det endast finns små skill-nader mellan tidningarna i deras rapportering. De skiljer sig bara åt i två av de åtta dimensioner vi analyserade. Ingen av teorierna stämde helt överens med rapporteringen, men Hvitfelt är den teo-retiker vars teorier stämmer bäst överens med hur tidningarna skrev. Tätt därefter följer Harcup &amp; O’Neill och därefter Shoemaker et al. Det bör dock understrykas att teoriernas kriterier i många fall var vaga och svårtolkade, vilket ledde till att vi själva fick tolka vad teoretikerna menade. Fast-än teoretikernas idéer skiljer sig åt finns det alltså ingen som lyckats skapa en teori som är fullstän-dig. Det är först när teorierna konvergerar som de visar en godtagbar väg till hur en artikel blir nyhetsvärdig i dagens medielandskap. / In August 2010 an accident occurred in the San José mine in Chile. 33 miners were trapped in a shelter at a depth of 700 meters for over two months before they were rescued. The accident got a lot of media cover-age worldwide. In our study we have challenged the media logic by testing three news value theories from the content of aftonbladet.se:s and dn.se:s news articles regarding the mining accident. The newspapers were selected because they are the largest evening and morning newspaper in Sweden. We looked at which of the theories that best could be applied to the newspapers articles and also the differences between the newspa-pers' reporting from the perspective of the theories. The news value theories that we tested are from the theorists Håkan Hvitfelt, Tony Harcup &amp; Deirdre O'Neill and Pamela J. Shoemaker, Tsan-Kuo Chang &amp; Nancy Brendlinger. In the analysis we made a qualitative text analysis and analyzed the articles hermeneutically through eight dimensions in an analytical framework. During the study we concluded that there are only small differences between the newspapers in their reporting. We only found differences in two of the eight dimensions we analyzed. None of the theories fully consists with the newspapers reporting, but Hvitfelt is the theorist whose theory is most consistent with how the newspapers were written. He is followed closely by Harcup &amp; O'Neill, then Shoemaker et al. It should be emphasized that the factors in the theories in many cases are vague and difficult to interpret, which led us to make our own interpretations in those cases. Although the theorists’ ideas differ, none of them has succeeded in creating a theory that is complete. It is only when the theories converge that they demonstrate an acceptable way of how an occurrence becomes news worthy in today's media landscape.

The purpose of this essay is to discuss the base of sociology from an existentialistic perspective. The discussion takes it's position in the debate on the crisis of sociology, and aligns with Alvin Gouldner's understanding of the crisis. Gouldner believed that the crisis of sociology was mirrored in a sociological method that failed to describe the social reality that it meant to describe; a lack in self-criticism and self-reflexivity, a lack in self-containment in relation to state interests and a lack in moral engagement. This raises a number of questions, which I discuss in the essay. What is the role of sociology in our society? How shall we form a method that responds to the social reality that we sociologists aim to describe? How can we make sociology more moral? Existentialism offers a starting point to describe these questions. I argue that the existentialistic description of man as essence carries implications for the social science. By constituting a critique of a computable moral, existentialism points at the necessity of a standing self-criticism and dialogue. An existentialistic description of man as non-essence carries implications for the theory and method of sociology. Man's possibility of radical exceeding of himself means the impossibility to reach theories that describe reality as it is. At the same time, method and theory are necessary to create knowledge about social phenomenon. I read existentialism as an imperative for a sociology that is reflexive in the sense a) a reflexivity in relation to the basic presumptions (value philosophical and ontological) that effect our sociological examinations b) a self-reflexivity that amount to an understanding of the scientists own role relation to his study and the object being studied. Furthermore, I read existentialism as an imperative for a radicalization of dialogue as method.

The work reported in this thesis is in the area of computational modeling of reliability of engineering structures. The emphasis of the study is on developing methods that are suitable for analysis of large-scale structures such as aircraft structure components. This class of problems continues to offer challenges to an analyst with the most difficult aspect of the analysis being the treatment of nonlinearity in the structural behavior, non-Gaussian nature of uncertainties and quantification of low levels of probability of failure (of the order of 10-5 or less), requiring significant computational effort. The present study covers static/ dynamic behavior, Gaussian/ non-Gaussian models of uncertainties, and (or) linear/ nonlinear structures. The novel elements in the study consist of two components: • application of modeling tools that already exists in the area of design and analysis of computer experiments, and . • application of data based extreme value analysis procedures that are available in the statistics literature. The first component of the work provides opportunity to combine space filling sampling strategies (which have promise for reducing variance of estimation) with kriging based modeling in reliability studies-an opportunity that has not been explored in the existing literature. The second component of the work exploits the virtues of limiting behavior of extremes of sequence of random variables with Monte Carlo simulations of structural response-a strategy for reliability modeling that has not been explored in the existing literature. The hope here is that failure events with probabilities of the order of 10-5 or less could be investigated with relatively less number of Monte Carlo runs. The study also brings out the issues related to combining the above sources of existing knowledge with finite element modeling of engineering structures, thereby leading to newer tools for structural reliability analysis. The thesis is organized into four chapters. The first chapter provides a review of literature that covers methods of reliability analysis and also the background literature on design and analysis of computer experiments and extreme value analysis. The problem of reliability analysis of randomly parametered, linear (or) nonlinear structures subjected to static and (or) dynamic loads is considered in Chapter 2. A deterministic finite element model for the structure to analyze sample realization of the structure is assumed to be available. The reliability analysis is carried out within the framework of response surface methods, which involves the construction of surrogate models for performance functions to be employed in reliability calculations. These surrogate models serve as models of models, and hence termed as meta-models, for structural behavior in the neighborhood of design point. This construction, in the present study, has involved combining space filling optimal Latin hypercube sampling and kriging models. Illustrative examples on numerical prediction of reliability of a ten-bay truss and a W-seal in an aircraft structure are presented. Limited Monte Carlo simulations are used to validate the approximate procedures developed. The reliability of nonlinear vibrating systems under stochastic excitations is investigated in Chapter 3 using a two-stage Monte Carlo simulation strategy. Systems subjected to Gaussian random excitation are considered for the study. It is assumed that the probability distribution of the maximum response in the steady state belongs to the basin of attraction of one of the classical asymptotic extreme value distributions. The first stage of the solution strategy consists of an objective selection of the form of the extreme value distribution based on hypothesis tests, and the next involves the estimation of parameters of the relevant extreme value distribution. Both these steps are implemented using data from limited Monte Carlo simulations of the system response. The proposed procedure is illustrated with examples of linear/nonlinear single-degree and multi-degree of freedom systems driven by random excitations. The predictions from the proposed method are compared with results from large-scale Monte Carlo simulations and also with classical analytical results, when available, from theory of out-crossing statistics. The method is further extended to cover reliability analysis of nonlinear dynamical systems with randomly varying system parameters. Here the methods of meta-modeling developed in Chapter 2 are extended to develop response surface models for parameters of underlying extreme value distributions. Numerical examples presented cover a host of low-dimensional dynamical systems and also the analysis of a wind turbine structure subjected to turbulent wind loads and undergoing large amplitude oscillations. A summary of contributions made along with a few suggestions for further research is presented in Chapter 4.