Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2003. / Includes bibliographical references (leaves 56-58). Also available in electronic version. Access restricted to campus users.

No description available.

Econometric Analysis of Financial Data Author: Matúš Baniar Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Jitka Zichová, Dr. Abstract: In some occasions, financial data can be represented as a combination of cross-sectional and time-series information. Hence it could be convenient to consider a system of econometric equations for modeling such data sets. At the beginning of this thesis, we describe general definitions and we talk about different types of variables from the perspective of exogeneity. Later, we describe some specific cases of these equations: SUR system, simultaneous equation models and the model of vector autoregression. For selected models, we also discuss estimation methods and their properties. In the final section, the described approach is applied to real financial data making use of appropriate software. Keywords: exogeneity, SUR system, simultaneous equations, VAR

The design process includes many different activities inwhich various computational mechanics tools are used forbehaviour modelling of mechanical systems and their buildingblocks, e.g. machine elements. These tools usually supportlarge and complex models and they produce large quantities ofdata with a high degree of complexity. In these situations,efficient data management and the ability to search and sharedata are important issues to achieve an efficient designprocess. Today, this ability is usually not supported by theindividual applications even though this probably would improveand facilitate the ability to search for data on a higher levelin the engineering information system. This work investigates the ability of searching andcomparing analysis data within behaviour models of technicalsystems as well as over the analysis results. This is done byinvestigating the potential benefits of integrating moderndatabase technology with a multibody system (MBS) analysissoftware in the same manner that has been successfully done forbusiness and administrative applications. This has resulted inan implemented pilot system, named MECHAMOS, that integratesthe main-memory resident object-relational database managementsystem (DBMS) AMOSwith the symbolic multibody system (MBS)software SOPHIA operating in MapleV. This provides MECHAMOSwith both symbolic and numeric mathematical capabilities forMBS analysis and data management capabilities to search andcompare engineering data in the database. The approach, making data managing tools available in acomputer aided engineering software, considerably improves theanalysis of technical systems. The analysis is brought to ahigher level through the available query language and thedesired data is specified, fairly intuitively, in a query. Whenthe query is processed, the DBMS knows how to retrieve andautomatically derive the required data. As shown in someexamples, the ability to search over stored and derived data inthe database is not restricted to a single MBS-model inMECHAMOS. Because of the implemented materialisation handling,it is also possible to search, combine, and compare data fromseveral simulation results which are based on several differentmodels in the database. This extends the ability to performoptimisation from a traditional parameter study to thepossibility to analyse and compare different technical conceptsthrough the query language and hereby retrieve those conceptsthat fulfil certain requirements. If submodel techniques aresupported, queries over a set of components in the databasewould automatically create, analyse and compare the possibleconcepts. This would assist the designer in choosing the bestcomponents for a design.

This paper presents a study of the computer game ”Minesweeper”. The aim of the game is to search through a rectangular area of mined squares without hitting any mines. By using a strategy based on making every operation as safe as possible, series of the game have been simulated. The size of the playground is four times four squares. The si- mulations indicate how often the game will succeed and which square is the best one to start at. The strategy demands advanced mathematical calculations. The account of these is the ma- jor part of my work. My investigation shows that if there are three hidden mines the game will succeed about two times out of three. It also shows that the best startingpoint is a corner.

<p>The design process includes many different activities inwhich various computational mechanics tools are used forbehaviour modelling of mechanical systems and their buildingblocks, e.g. machine elements. These tools usually supportlarge and complex models and they produce large quantities ofdata with a high degree of complexity. In these situations,efficient data management and the ability to search and sharedata are important issues to achieve an efficient designprocess. Today, this ability is usually not supported by theindividual applications even though this probably would improveand facilitate the ability to search for data on a higher levelin the engineering information system.</p><p>This work investigates the ability of searching andcomparing analysis data within behaviour models of technicalsystems as well as over the analysis results. This is done byinvestigating the potential benefits of integrating moderndatabase technology with a multibody system (MBS) analysissoftware in the same manner that has been successfully done forbusiness and administrative applications. This has resulted inan implemented pilot system, named MECHAMOS, that integratesthe main-memory resident object-relational database managementsystem (DBMS) AMOSwith the symbolic multibody system (MBS)software SOPHIA operating in MapleV. This provides MECHAMOSwith both symbolic and numeric mathematical capabilities forMBS analysis and data management capabilities to search andcompare engineering data in the database.</p><p>The approach, making data managing tools available in acomputer aided engineering software, considerably improves theanalysis of technical systems. The analysis is brought to ahigher level through the available query language and thedesired data is specified, fairly intuitively, in a query. Whenthe query is processed, the DBMS knows how to retrieve andautomatically derive the required data. As shown in someexamples, the ability to search over stored and derived data inthe database is not restricted to a single MBS-model inMECHAMOS. Because of the implemented materialisation handling,it is also possible to search, combine, and compare data fromseveral simulation results which are based on several differentmodels in the database. This extends the ability to performoptimisation from a traditional parameter study to thepossibility to analyse and compare different technical conceptsthrough the query language and hereby retrieve those conceptsthat fulfil certain requirements. If submodel techniques aresupported, queries over a set of components in the databasewould automatically create, analyse and compare the possibleconcepts. This would assist the designer in choosing the bestcomponents for a design.</p>

Nesta dissertação tivemos como principal objetivo, conceber, implementar, analisar, reconstruir e validar uma proposta didática que agregasse um maior valor formativo ao ensino do tópico de sistemas de equações, através da geometria vetorial. No referencial teórico buscamos naturais aproximações entre álgebra e geometria, através de exemplos tomados da história e de exemplos que tratam de conteúdos presentes nos programas escolares. Nessas aproximações, também fazemos uma discussão que se apóia no trabalho de Douady (1998), onde é sugerido, sempre que possível, a utilização de pelo menos dois domínios de conhecimento (algébrico e geométrico) no processo de ensino e aprendizagem da Matemática. A metodologia de investigação escolhida, a Engenharia Didática (Artigue, 1996), nos permitiu um acurado trabalho de validação do material didático produzido. Este material assim se constitui: na fundamentação matemática de conteúdos relativos à geometria vetorial, de forma que estes pudessem ser trabalhados no Ensino Médio; na construção de uma seqüência didática, na forma de coletânea de atividades acompanhada de plano de execução; e na construção de um pequeno software “Vetores e Operações”, com o propósito de trazer um recurso que é facilitador da aprendizagem. Consideramos que nossa hipótese de investigação – através da geometria vetorial é possível desenvolver, na escola, o tópico de sistema de equações, de forma a ter-se nele agregado um maior valor formativo – se valida no contexto de nossa experiência. E com as devidas adaptações, de modo a atenderem as especificidades de cada turma de alunos, é com confiança que apostamos na sua viabilidade para outras situações de ensino e aprendizagem sobre sistemas de equações. / In this paper our main purpose is to conceive, implement, analyze, rebuild and validate an educational proposal that can provides a wide formative value to the teaching of the topic of system of equations through vectorial geometry. The theoretical frame is based on natural approach between algebra and geometry, through examples taken from History and examples related to subjects which are part of school programs. To support this approach, we have also made a discussion based on Douady’s work (1988), where it is stressed the importance of the interactions of different domains (geometrical and algebraic) in the student learning process. The methodology of investigation chosen, the Educational Engineering (Artigue, 1966), allowed us an accurate work of validation of the produced material. This material is in this way constituted: the mathematical foundation of the contents related to vectorial geometry, in a way to become possible to work in the high school level; an educational sequence, made of a collection of mathematical activities and an execution plan; a learning object (a small software) named “ Vectors and Operations“, with the purpose of bring a resource that can make easy the act of learning. We consider that our investigation hypothesis – through vectorial geometry it is possible to develop in the school, the topic of system of equation in a way that it carries a maximum formative value – was validate in the context of the experience. And, with the proper adaptation, in a way to attend the specificities of each group of students, it is with confidence that we believe in its applicability for other teaching and learning situations about these subject .

Nesta dissertação tivemos como principal objetivo, conceber, implementar, analisar, reconstruir e validar uma proposta didática que agregasse um maior valor formativo ao ensino do tópico de sistemas de equações, através da geometria vetorial. No referencial teórico buscamos naturais aproximações entre álgebra e geometria, através de exemplos tomados da história e de exemplos que tratam de conteúdos presentes nos programas escolares. Nessas aproximações, também fazemos uma discussão que se apóia no trabalho de Douady (1998), onde é sugerido, sempre que possível, a utilização de pelo menos dois domínios de conhecimento (algébrico e geométrico) no processo de ensino e aprendizagem da Matemática. A metodologia de investigação escolhida, a Engenharia Didática (Artigue, 1996), nos permitiu um acurado trabalho de validação do material didático produzido. Este material assim se constitui: na fundamentação matemática de conteúdos relativos à geometria vetorial, de forma que estes pudessem ser trabalhados no Ensino Médio; na construção de uma seqüência didática, na forma de coletânea de atividades acompanhada de plano de execução; e na construção de um pequeno software “Vetores e Operações”, com o propósito de trazer um recurso que é facilitador da aprendizagem. Consideramos que nossa hipótese de investigação – através da geometria vetorial é possível desenvolver, na escola, o tópico de sistema de equações, de forma a ter-se nele agregado um maior valor formativo – se valida no contexto de nossa experiência. E com as devidas adaptações, de modo a atenderem as especificidades de cada turma de alunos, é com confiança que apostamos na sua viabilidade para outras situações de ensino e aprendizagem sobre sistemas de equações. / In this paper our main purpose is to conceive, implement, analyze, rebuild and validate an educational proposal that can provides a wide formative value to the teaching of the topic of system of equations through vectorial geometry. The theoretical frame is based on natural approach between algebra and geometry, through examples taken from History and examples related to subjects which are part of school programs. To support this approach, we have also made a discussion based on Douady’s work (1988), where it is stressed the importance of the interactions of different domains (geometrical and algebraic) in the student learning process. The methodology of investigation chosen, the Educational Engineering (Artigue, 1966), allowed us an accurate work of validation of the produced material. This material is in this way constituted: the mathematical foundation of the contents related to vectorial geometry, in a way to become possible to work in the high school level; an educational sequence, made of a collection of mathematical activities and an execution plan; a learning object (a small software) named “ Vectors and Operations“, with the purpose of bring a resource that can make easy the act of learning. We consider that our investigation hypothesis – through vectorial geometry it is possible to develop in the school, the topic of system of equation in a way that it carries a maximum formative value – was validate in the context of the experience. And, with the proper adaptation, in a way to attend the specificities of each group of students, it is with confidence that we believe in its applicability for other teaching and learning situations about these subject .

Nesta dissertação tivemos como principal objetivo, conceber, implementar, analisar, reconstruir e validar uma proposta didática que agregasse um maior valor formativo ao ensino do tópico de sistemas de equações, através da geometria vetorial. No referencial teórico buscamos naturais aproximações entre álgebra e geometria, através de exemplos tomados da história e de exemplos que tratam de conteúdos presentes nos programas escolares. Nessas aproximações, também fazemos uma discussão que se apóia no trabalho de Douady (1998), onde é sugerido, sempre que possível, a utilização de pelo menos dois domínios de conhecimento (algébrico e geométrico) no processo de ensino e aprendizagem da Matemática. A metodologia de investigação escolhida, a Engenharia Didática (Artigue, 1996), nos permitiu um acurado trabalho de validação do material didático produzido. Este material assim se constitui: na fundamentação matemática de conteúdos relativos à geometria vetorial, de forma que estes pudessem ser trabalhados no Ensino Médio; na construção de uma seqüência didática, na forma de coletânea de atividades acompanhada de plano de execução; e na construção de um pequeno software “Vetores e Operações”, com o propósito de trazer um recurso que é facilitador da aprendizagem. Consideramos que nossa hipótese de investigação – através da geometria vetorial é possível desenvolver, na escola, o tópico de sistema de equações, de forma a ter-se nele agregado um maior valor formativo – se valida no contexto de nossa experiência. E com as devidas adaptações, de modo a atenderem as especificidades de cada turma de alunos, é com confiança que apostamos na sua viabilidade para outras situações de ensino e aprendizagem sobre sistemas de equações. / In this paper our main purpose is to conceive, implement, analyze, rebuild and validate an educational proposal that can provides a wide formative value to the teaching of the topic of system of equations through vectorial geometry. The theoretical frame is based on natural approach between algebra and geometry, through examples taken from History and examples related to subjects which are part of school programs. To support this approach, we have also made a discussion based on Douady’s work (1988), where it is stressed the importance of the interactions of different domains (geometrical and algebraic) in the student learning process. The methodology of investigation chosen, the Educational Engineering (Artigue, 1966), allowed us an accurate work of validation of the produced material. This material is in this way constituted: the mathematical foundation of the contents related to vectorial geometry, in a way to become possible to work in the high school level; an educational sequence, made of a collection of mathematical activities and an execution plan; a learning object (a small software) named “ Vectors and Operations“, with the purpose of bring a resource that can make easy the act of learning. We consider that our investigation hypothesis – through vectorial geometry it is possible to develop in the school, the topic of system of equation in a way that it carries a maximum formative value – was validate in the context of the experience. And, with the proper adaptation, in a way to attend the specificities of each group of students, it is with confidence that we believe in its applicability for other teaching and learning situations about these subject .

Ladner’s theorem states that if P ≠ NP, then there are problems in NP that are neither in P nor NP-complete. Csp(Γ) is a class of problems containing many well-studied combinatorial problems in NP. Csp(Γ) problems are of the form: given a set of variables constrained by a set of constraints from the set of allowed constraints Γ, is there an assignment to the variables satisfying all constraints? A famous, and in the light of Ladner’s theorem, surprising conjecture states that there is a complexity dichotomy for Csp(Γ); that is, for any fixed finite Γ, the Csp(Γ) problem is either in P or NP-complete. In this thesis we focus on problems expressible in the Csp(Γ) framework with different computational goals, such as: counting the number of solutions, deciding whether two sets of constraints have the same set of solutions, deciding whether all minimal solutions of a set of constraints satisfies an additional constraint etc. By doing so, we capture a host of problems ranging from fundamental problems in nonmonotonic logics, such as abduction and circumscription, to problems regarding the equivalence of systems of linear equations. For several of these classes of problem, we are able to give complete complexity classifications and rule out the possibility of problems of intermediate complexity. For example, we prove that the inference problem in propositional variable circumscription, parameterized by the set of allowed constraints Γ, is either in P, coNP-complete, or ΠP/2-complete. As a by-product of these classifications, new tractable cases and hardness results for well-studied problems are discovered. The techniques we use to obtain these complexity classifications are to a large extent based on connections between algebraic clone theory and the complexity of Csp(Γ). We are able to extend these powerful algebraic techniques to several of the problems studied in this thesis. Hence, this thesis also contributes to the understanding of when these algebraic techniques are applicable and not.