The three papers which make up this dissertation form part of a larger project, which aims to solve the `access problem' for realism about mathematics by providing a clear and plausible example of what a satisfying explanation of human accuracy about objective mathematical facts could look like. They fit into this project as follows. / Philosophy

Βασικός στόχος αυτής τη εργασίας είναι να παρουσιάσει με λεπτομερή και τεκμηριωμένο τρόπο την διαδικασία που ακολουθεί ένας χρηματοοικονομικός αναλυτής έτσι ώστε να προσδιορίσει την σχέση απόδοσης και κινδύνου κάποιων χρεογράφων με απώτερο σκοπό να καταλήξει σε ορθολογικά συμπεράσματα που μπορούν να τον οδηγήσουν στις βέλτιστες αποφάσεις. Οι αποφάσεις αυτές θα αφορούν την δόμηση ενός βέλτιστου χαρτοφυλακίου χρεογράφων το οποίο για δεδομένο κίνδυνο θα αποφέρει την μέγιστη αναμενόμενη απόδοση η αντίστροφα με δεδομένη την επιθυμητή απόδοση θα ενέχει το ελάχιστο ρίσκο . Η χρήση του απλού γραμμικού υποδείγματος , της μεθόδου ελαχίστων τετραγώνων (OLS) , των διαστημάτων εμπιστοσύνης και της στατιστικής συμπερασματολογίας είναι κάποιες από τις μεθόδους που θα εφαρμόσουμε για να προσδιορίσουμε με ακρίβεια την σχέση απόδοσης και κινδύνου χρεογράφων των οποίων έχουμε επιλέξει για τις εφαρμογές μας . Οι διαταράξεις των υποθέσεων του απλού γραμμικού υποδείγματος , όπως η αυτοσυσχέτιση και η ετεροσκεδαστικότητα είναι επίσης αντικείμενα προς εξέταση ,παράγοντες οι οποίοι αλλοιώνουν τις οικονομετρικές εκτιμήσεις της μεθόδου των ελαχίστων τετραγώνων και πρέπει να άρονται από τον αναλυτή, έτσι ώστε να καταλήγει η ανάλυση και η έρευνα των χρηματοοικονομικών εφαρμογών σε αξιόπιστες εκτιμήσεις . Ιδίως στην αντιμετώπιση της ετεροσκεδαστικότητας, η χρήση των μοντέλων ARCH/GARCH, μπορεί να μας οδηγήσει στο ζητούμενο ,το οποίο είναι η εκτίμηση και η πρόβλεψη του μελλοντικού κινδύνου αγοράς ενός χρεογράφου όπως η μετοχή . / The basic goal of this paper is to present in an analytic and trustworthy way, the process that a financial analyst follows so as to evaluate the relationship between risk and return of stocks. This kind of process will lead the analyst to rational conclusions and effective decisions which concern the structure of optimal portfolios of stocks. The optimal portfolio structure offers a maximum expected return if the risk is known and vice versa (minimum risk when the return is known).The use of the simple linear model, least square method and statistical conclusion function, are some of the methods that will help us to measure the relationship between risk and return of the stocks that we have chose to use for our applications. The disorders of the simple linear model assumptions, autocorrelation and heteroscedasticity, are parameters who are making the estimations of least squares method spurious. The analyst has to detect these problems so as the analysis and research of financial applications to conclude rational and effective estimations.Specialy in coping with heteroscedasticity, the use of ARCH/GARCH models can lead us to the objective, the estimation and forecast of the future risk of the stock being studied.

Investigators have shown that elephants exhibit consistent individual differences in behavior by rating elephants using personality adjectives. These adjectives, however, are not based on pre-defined measurements of the behaviors performed. Instead, they are based on the observers’ interpretations of an animal’s behavioral patterns, therefore making them subject to observer bias. Furthermore, elephants have a capacity for learning; thus, they may alter their behavioral patterns over time. This behavioral plasticity in itself might be a way of measuring consistent behavioral differences among individuals. With this in mind, I approached elephant personality as a multivariate problem. I used behavioral observations collected from female elephants in Addo Elephant National Park, South Africa. Instead of grouping behaviors into subjective categories prior to analysis (as is often done in studies of elephant behavior), I used ordination methods to determine which correlations among behaviors were important for defining personality. Ordination methods were performed on matrices of the behavior data set and on subsets of behaviors for each age class. I calculated the angular differences among major axes of covariation from the ordinations of subsets to determine if the behaviors that defined personalities differed by age class. I also defined personalities by centroids (in multidimensional space) for non-metric multidimensional scaling (NMDS) scores of each individual and dispersion of NMDS scores for each individual as a measure of behavioral plasticity. I analyzed the effects of plasticity and age on personality of individual elephants using a non-parametric multivariate analysis of variance. Major axes of covariation were not well defined and therefore not useful in describing differences among groups. The interaction of age and behavioral plasticity did have a significant effect on the personalities of individuals as defined by ordination centroid scores. This suggests that incorporating plasticity may be a helpful measurement in quantifying consistent behavioral differences among individuals.

The UK has a commitment to reduce greenhouse gases by at least 80% from 1990 levels by 2050. This will see the proportion of energy generated in the UK from renewable resources such as wind, solar, marine and bio-fuels is increasing and likely to dominate the future energy market over the next few decades. However, it is unclear what effect future physical climate changes could have on the long term average energy output characteristics of individual renewable energy technologies that may dominate the low carbon energy technologies. It is also unclear how these changes to individual technologies will affect a diverse portfolio of electricity generation technologies. This thesis explores the influence of climate change on renewable electricity generation portfolios and energy security in the UK, with the aim of determining if climate change will affect renewable energy resource in such a way that may leave future low carbon generation portfolios sub-optimal. The research allows long term renewable resource variability to be reflected within models of the costs and risks associated with different electricity generation technologies and using Mean Variance Portfolio Theory (MVPT), it explores the influence of climate change on renewable energy portfolios and energy security in the UK. The scope of this study has a considerable range spanning from renewable resources through to the sensitivity of an optimal portfolio mix of generation technologies to climate change. In brief, the objectives were as follows: Characterise the variability of renewable energy resources and electricity generation output from renewable technology in the UK, in particular solar PV, on and offshore wind, for future climate scenarios for the 2050s and 2080s. Characterise the variability of electricity generation costs and explore the effect of climate change scenarios on generation costs and risk by examining the cost-risk balance of current and potential future low carbon electricity generation technology portfolios. The outcome saw distinctive changes in solar, wind, wave and hydro resource. The changes were largely negative, except in the case of solar, which increased. Levelised costs decreased for solar PV but increased for the technologies with negative resource changes. Evident changes in optimal portfolio mixes were observed and explored.

Šiame darbe yra nagrinejama baigtinė populiacija iš kurios išrinkta sluoksninė imtis su paprastąja atsitiktine imtimi sluoksniuose. Nagrinėjamas populiacijos parametras yra populiacijos dispersija. Pateikti trys jos įvertiniai ir parodyta, kad du iš jų yra nepaslinktieji, o vienas turi poslinkį ir šis poslinkis yra apskaičiuotas. Taip pat nagrinėjami penki savirankos metodai skirti dispersijos dispersijai vertinti: tradicinė saviranka, mastelio pakeitimo saviranka, veidrodinio sutapimo saviranka, negrąžintinė saviranka ir grąžintinė saviranka. Palyginimui yra naudojama apytikslės dispersijos įvertinio dispersijos formulė specialiai išvesta sluoksninėms imtims. Šio darbo tikslas palyginti savirankos metodais gautas dispersijos įvertinio dispersijos įvertinio reikšmes tarpusavyje ir su reikšmėmis gautomis skaičiuojant pagal apytikslę formulę. / Consider a finite population from which the stratified sample with simple random sample without replacement in each strata is drawn. The finite population parameter of interest is variance. There are viewed three estimators of variance and are shown that two estimators are unbiased and one estimator has a bias which is estimated. We studied five bootstrap methods, the naive bootstrap, the rescaling bootstrap, the mirror-match bootstrap, the without-replacement bootstrap and the with-replacement bootstrap for variance estimation of estimator of variance. In comparison, there is used approximation variance formula of variance which is derived special for stratified samples. Our purpose was to compare the result of the bootstrap methods with each other and with the result from the approximation variance formula.

Estimation of the probability of occurrence of future flood events at one or more locations across a river system is frequently required for the design of bridges, culverts, spillways, dams and other engineering works. This study investigates some of the statistical aspects for estimating the flood frequency distribution at a single site and on regional basis. It is demonstrated that generalized logistic (GL) distribution has many properties well suited for the modelling of flood frequency data. The GL distribution performs better than the other commonly recommended flood frequency distributions in terms of several key properties. Specifically, it is capable of reproducing almost the same degree of skewness typically present in observed flood data. It appears to be more robust to the presence of extreme outliers in the upper tail of the distribution. It has a relatively simpler mathematical form. Thus all the well known methods of parameter estimation can be easily implemented. It is shown that the method of probability weighted moments (PWM) using the conventionally recommended plotting position substantially effects the estimation of the shape parameter of the generalized extreme value (GEV) distribution by relocating the annual maximum flood series. A location invariant plotting position is introduced to use in estimating, by the method of PWM, the parameters of the GEV and the GL distributions. Tests based on empirical distribution function (EDF) statistics are proposed to assess the goodness of fit of the flood frequency distributions. A modified EDF test is derived that gives greater emphasis to the upper tail of a distribution which is more important for flood frequency prediction. Significance points are derived for the GEV and GL distributions when the parameters are to be estimated from the sample data by the method of PWMs. The critical points are considerably smaller than for the case where the parameters of a distribution are assumed to be specified. Approximate formulae over the whole range of the distribution for these tests are also developed which can be used for regional assessment of GEV and GL models based on all the annual maximum series simultaneously in a hydrological region. In order to pool at-site flood data across a region into a single series for regional analysis, the effect of standardization by at-site mean on the estimation of the regional shape parameter of the GEV distribution is examined. Our simulation study based on various synthetic regions reveals that the standardization by the at-site mean underestimates the shape parameter of the GEV by about 30% of its true value and also contributes to the separation of skewness of observed and simulated floods. A two parameter standardization by the at-site estimates of location and scale parameters is proposed. It does not distort the shape of the flood frequency data in the pooling process. Therefore, it offers significantly improved estimate of the shape parameter, allows pooling data with heterogeneous coefficients of variation and helps to explain the separation of skewness effect. Regions on the basis of flood statistics L-CV and USKEW are derived for Scotland and North England. Only about 50% of the basins could be correctly identified as belonging to these regions by a set of seven catchment characteristics. The alternative approach of grouping basins solely on the basis of physical properties is preferable. Six physically homogeneous groups of basins are identified by WARD's multivariate clustering algorithm using the same seven characteristics. These regions have hydrological homogeneity in addition to their physical homogeneity. Dimensionless regional flood frequency curves are produced by fitting GEV and GL distributions for each region. The GEV regional growth curves imply a larger return period for a given magnitude flood. When floods are described by GL model the respective return periods are considerably smaller.

A consecutive number of studies on the adoption trend of logistics technology since 1988 revealed that logistics organizations are not in the frontier when it comes to adopting new technology and this delayed adoption creates an information gap. In the advent of supply chain management and the strategic position of logistics, the need for accurate and timely information to accompany the logistics executives became more important than ever before. Given the integrative nature of logistics technology, failure to implement the technology successfully could result in writing off major investments in developing and implementing the technology or even in abandoning the strategic initiatives underpinned by these innovations. Consequently, the need to employ effective strategies and models to cope with these uncertainties is rather crucial. This thesis addresses the aspect of uncertainty in implementation success by process and factor research models. Process research approach focuses on the sequence of events in the technology transfer process that occurs over time. It explains the story that explains the degree of association between these sequences and implementation success. Through content analysis, this research gathers, extracts, and categorizes process data of actual stories of logistics technology adoption and implementations in organizations that are published in literature. The extracted event sequences are then analyzed using optimal matching from natural science and grouped using cluster analysis. Four patterns were revealed that organizations follow to transfer logistics technology namely, formal minimalist, mutual adaptation, development concerned, and organizational roles dispenser. Factors that contribute to successful implementation in each pattern were defined as the crucial and necessary events that characterized and differentiated each pattern from others. The factor approach identifies the potential predictors of successful technology implementation and tests empirical association between predictors and outcomes. This research develops a logistics technology success model. In developing the model, various streams of research were investigated including logistics, information systems, and organizational psychology. The model is tested using a questionnaire survey study. The data were collected from Australian companies which have recently adopted and implemented logistics technology. The results of a partial least squares structured equation modeling provide strong support for the model constructs and valuable insights to logistics/supply chain managers. The last study reports a convergent triangulation study using multiple case study of three Australian companies which have implemented logistics technology. A within and a cross case analysis of the three cases provide cross validation for the results of the other two studies. The results provided high predictive validity for the two models. Furthermore, the case study approach was so beneficial in explaining and contextualizing the linkages of the factor-based model and in confirming the importance of the crucial events in the process-based model. The thesis concludes with a research and managerial implications chapter which is devoted for logistics/supply chain managers and researchers.

Thesis (M.S.)--University of Alabama at Birmingham, 2007. / Title from first page of PDF file (viewed Oct. 31, 2007). Includes bibliographical references (p. 99-112).

Thesis (Ph. D.)--University of Adelaide, 1992. / "February 1992." Includes bibliographical references (leaf 323-344). Also available electronically.

Thesis (Ph.D.) - Carleton University, 2005. / Includes bibliographical references (p. 252-258). Also available in electronic format on the Internet.