This thesis examines the theoretical underpinnings and practical construction of select economic and financial indexes. Such indexes are used for a variety of purposes, including the measurement of inflation, portfolio return performance, and firm productivity. Chapter 1 motivates interest in economic and financial indexes and introduces the principal ideas in the thesis. Chapter 2 focuses on one potential source of bias in the Canadian consumer price index (CPI) that arises from the emergence of large discount/warehouse stores—the so-called outlet substitution bias. Such outlets have gained market share in Canada in recent years, but current CPI procedures fail to capture the declines in average prices that consumers enjoy when they switch to such outlets. Unrepresentative sampling, and the fact that discount stores often deliver lower rates of price increase can further bias the CPI. Bias estimates for some elementary indexes are computed using data from Statistics Canada's CPI production files for the province of Ontario. It is shown that the effect on the Canadian CPI of inappropriately accounting for such discount outlets can be substantial. Another area in which indexes are frequently used is the stock market. Several stock market indexes exist, including those produced by Dow Jones and Company, Standard and Poor's Corporation, Frank Russell and Company, among others. These indexes differ in two fundamental respects: their composition and their method of computation—with important implications for their usage and interpretation. Chapter 3 introduces the concept of a stock index by asking what, in fact a stock market index is—this is tantamount to considering the purpose for which the index is intended, since stock indexes should be constructed according to their usage. Because stock indexes are most commonly used as measures of returns on portfolios, the main considerations in constructing such return indexes are examined. Chapter 4 uses the Dow Jones Industrial Average (DJIA) as a case study to examine its properties as a return index. It is shown that the DJIA is not the return on a market portfolio consisting of its thirty component stocks: in fact the DJIA measures the return performance on a very particular (and unusual) investment strategy, a fact that is not well understood by institutional investors. An examination of some other popular stock indexes shows that they all differ in their computational formula and that each is consistent with a particular investment strategy. Numerical calculations reveal that the return performance of the DJIA can vary considerably with the choice of basic index number formula, particularly over shorter time horizons. Given the numerous ways of constructing stock market return indexes, the user is left to determine which is 'best' in some sense. The choice of an appropriate (or 'best') formula for a stock market index is formally addressed in chapter 5. The test or axiomatic approach to standard bilateral index number theory as in Eichhorn & Voeller (1983), Diewert (1993a), and Balk (1995) is adapted here. A number of a priori desirable properties (or axioms) are proposed for a stock index whose purpose is to measure the gross return on a portfolio of stocks. It is shown that satisfaction of a certain subset of axioms implies a definite functional form for a stock market return index. Chapter 6 evaluates the various stock indexes is use today in terms of their usefulness as measures of gross returns on portfolios. To this end the axioms developed in chapter 5 are used to provide a common evaluative framework, in the sense that some of the indexes satisfy certain axioms while others do not. It is shown that the shortcomings of the DJIA as a measure of return arise from its failure to satisfy a number of the basic axioms proposed. Notwithstanding this, each index corresponds to a different investment strategy. Thus, when choosing an index for benchmarking purposes an investor should select one which closely matches his/her investment strategy—a choice that cannot be made by appealing to axioms alone. / Arts, Faculty of / Vancouver School of Economics / Graduate

The purpose of this study was to determine whether working in the field of deaf education, as opposed to general education, results in a higher level of technology integration. A secondary goal was to determine if deaf educators who are deaf integrate technology at a higher level than their hearing counterparts. The instrument chosen for this study was the LoTi Technology Use Profile, a tool used to explore the role of technology in the classroom. A total of 92 participates were included in the study of which 48 were regular educators and 44 were deaf educators. The participants were selected from a population pool whereby teachers were presumably pre-disposed to using technology based upon their attendance at a technology training session in the form of a conference or a class. Deaf educators as a whole did not perform as well as general educators on the LoTi scales. Given the fact that the technology-minded general educators who comprised the sample population of this study scored exceptionally high on the LoTi scales, further research is needed to ensure comparability between the two groups. The findings of the current study do suggest, though, that deaf educators who are deaf have the potential to integrate technology to a greater degree than deaf educators who are hearing. Thus, a primary recommendation is to conduct a national LoTi survey of typical, rather than technology-minded, deaf educators as a comparison to the 2004 national survey of typical general educators.

The purpose of this paper is to determine whether the adoption of a simple trend-following quantitative method improves the risk-adjusted returns across various asset classes within a South African market setting. A simple moving average timing model is tested since 1925 on the South African equity and bond markets and within a tactical asset allocation framework. The timing solution when applied to the JSE All Share Index, RSA Government Bond Index and within an equally weighted portfolio improved returns, while reducing risk. Testing the model within sample by decade highlighted periods of inferior return performance providing evidence to support prior research (Faber, 2007) that the timing model acts as a risk reduction technique with limited to no impact on return. / Dissertation (MBA)--University of Pretoria, 2012. / Gordon Institute of Business Science (GIBS) / unrestricted

This study developed propositions concerning the nature of academic tasks as they are experienced in classrooms. Specifically, the purpose of this study was to analyze academic task structures in two language-arts classes, one designated as average-ability and one designated as high-ability. Few studies have concentrated on tasks as they are experienced in classrooms. While propositions concerning task systems are sparse in any curriculum area, language arts classes would seem to be particularly appropriate for supplying information about a wide range of task types. The present research thus described the nature of tasks in two junior high language arts classes.

Ingeniero Civil Eléctrico / Los constantes y cada vez más acelerados avances tecnológicos, han generado que los sistemas de comunicación se optimicen considerablemente con el transcurso de los años. Dentro de los cambios más importantes que se han visto en el último tiempo, destaca la disminución del uso de los clásicos sistemas de telecomunicaciones basados en portadoras únicas, dándose paso a sistemas más complejos en donde la información se transmite utilizando múltiples portadoras. Dentro de este último grupo de técnicas, uno de los que más sobresale es orthogonal frequency division multiplexing (OFDM), el cual ha sido y es, ampliamente utilizado en múltiples aplicaciones o estándares de comunicación. El uso extensivo de OFDM se debe a varias ventajas que esta técnica posee, tales como: alcanzar altas tasas de transmisión de datos, generar señales robustas ante canales inalámbricos, tener una alta eficiencia espectral, entre otros. Pero, aun cuando éstos exhiben múltiples ventajas, también presentan ciertos inconvenientes que deben ser tratados como lo son: los altos niveles de peak-to-average power ratio (PAPR) que caracterizan a las señales OFDM y la sensibilidad a errores originados por la desincronización entre el transmisor y receptor. Esto último, facilita la generación de interferencia entre portadoras (inter-carrier interference, ICI) y, por ende, un aumento en la probabilidad de error. En este trabajo se examina el funcionamiento de los sistemas basados en OFDM, partiendo desde la generación de la señal, hasta su comportamiento espectral. Pero por otro lado, también se analiza como la implementación de pulsos que cumplen con el primer criterio de Nyquist (Nyquist-I), favorece al rendimiento de esta clase de sistemas. El uso de pulsos Nyquist-I para combatir los inconvenientes típicos mostrados por los sistemas basados en OFDM ha sido propuesto por múltiples investigadores. En este trabajo se estudia en detalle una nueva familia de pulsos Nyquist-I llamada improved parametric linear combination pulses (IPLCP), la cual se propone para combatir un completo listado de aspectos perjudiciales mostrados por sistemas OFDM reales, a diferencia de otros pulsos que solamente buscan solucionar uno de ellos. Para analizar el rendimiento de la nueva familia de pulsos, se le compara con otras ya conocidas en términos del ICI, la razón señal a interferencia (signal-to-interference ratio, SIR), el PAPR y la tasa de probabilidad de error de bit (bit error rate, BER). Finalmente, el análisis demuestra que la nueva familia es la que mejor se desempeña en promedio en términos de los parámetros de estudio recién mencionados, dejando en claro que la implementación del IPLCP favorece al rendimiento de los sistemas de comunicación basados en la tecnología OFDM.

Available Bandwidth Estimation Techniques and Tools (ABETTs) have recently been envisioned as a supporting mechanism in areas such as compliance of service level agreements, network management, traffic engineering and real-time resource provisioning, flow and congestion control, construction of overlay networks, fast detection of failures and network attacks, and admission control. However, it is unknown whether current ABETTs can run efficiently in any type of network, under different network conditions, and whether they can provide accurate available bandwidth estimates at the timescales needed by these applications. This dissertation investigates techniques and tools able to provide accurate, low overhead, reliable, and fast available bandwidth estimations. First, it shows how it is that the network can be sampled to get information about the available bandwidth. All current estimation tools use either the probe gap model or the probe rate model sampling techniques. Since the last technique introduces high additional traffic to the network, the probe gap model is the sampling method used in this work. Then, both an analytical and experimental approach are used to perform an extensive performance evaluation of current available bandwidth estimation tools over a flexible and controlled testbed. The results of the evaluation highlight accuracy, overhead, convergence time, and reliability performance issues of current tools that limit their use by some of the envisioned applications. Single estimations are affected by the bursty nature of the cross traffic and by errors generated by the network infrastructure. A hidden Markov model approach to end-to-end available bandwidth estimation and monitoring is investigated to address these issues. This approach builds a model that incorporates the dynamics of the available bandwidth. Every sample that generates an estimation is adjusted by the model. This adjustment makes it possible to obtain acceptable estimation accuracy with a small number of samples and in a short period of time. Finally, the new approach is implemented in a tool called Traceband. The tool, written in ANSI C, is evaluated and compared with Pathload and Spruce, the best estimation tools belonging to the probe rate model and the probe gap model, respectively. The evaluation is performed using Poisson, bursty, and self-similar synthetic cross traffic and real traffic from a network path at University of South Florida. Results show that Traceband provides more estimations per unit time with comparable accuracy to Pathload and Spruce and introduces minimum probing traffic. Traceband also includes an optional moving average technique that smooths out the estimations and improves its accuracy even further.

La gestion des revenus d’un réseau de compagnies aériennes, un des problèmes le plus critiques dans le secteur du transport aérien, a reçu une attention significative depuis ces dernière décennies. Cependant, de nombreuses problématiques doivent encore être traitées. Cette thèse étudie quatre nouveaux problèmes de la gestion des revenus dans un réseau de compagnies aériennes. D'abord, un problème de dimensionnement de capacité du réseau avec alliances concurrentes est étudié. Dans ce problème, les concurrences horizontales et verticales sont considérées et la demande est supposée déterministe. L’objectif est de maximiser les revenus globaux de l’alliance en déterminant la capacité (en nombre de places) dans les vols pour chaque classe tarifaire de chaque compagnie. Le problème est formulé en programmation linéaire en nombres entiers et résolu à l’aide du solveur CPLEX. Deuxièmement, un problème intégrant la localisation de p-hub médian et le dimensionnement des capacités (places) est étudié pour maximiser une combinaison du bénéfice moyen et du bénéfice au pire cas. Pour ce problème, un seul hub à capacité illimitée est considéré. De plus, les incertitudes sur la demande sont représentées à l’aide d’un ensemble fini des scénarios. Le problème est formulé en programmation stochastique à deux étapes. Ensuite, un algorithme génétique (GA) est proposé pour résoudre le problème pour chaque scénario. Les résultats numériques montrent que la méthode est meilleure que celles dans la littérature qui considèrent uniquement le bénéfice moyen. Le troisième problème étudié est une extension naturelle du deuxième dans lequel la capacité de hub à localiser est limitée et les perturbations qui peuvent impacter la capacité du hub, telles que des conditions météorologiques, sont prises en compte. Deux formulations du problème sont proposées : (1) une programmation stochastique à deux étapes sur la base des scénarios, et (2) optimisation hybride de programmation stochastique à deux étapes à l’aide de pondération. Ensuite, l’approximation moyenne par échantillonnage (SAA) et le GA sont appliqués pour résoudre le problème, respectivement. Les résultats numériques montrent que la SAA est plus performante que le GA. Le quatrième problème est aussi une extension du deuxième problème où la compagnie aérienne doit respecter le niveau d'émissions de CO2 imposé. Le problème est modélisé en programmation stochastique à deux étapes sur la base des scénarios. De plus, une méthode SAA est proposée pour sa résolution. / As one of critical problems in aviation industry, airline network revenue management has received significant attention in recent decades. However, many issues still need to be addressed. This thesis investigates four new airline network revenue management problems. Firstly, a network capacity allocation problem with competitive alliances is studied. In this problem, horizontal and vertical competitions and deterministic demand are considered. The aim is to maximize the global alliance revenue by determining the (seat) capacities in flights for each fare class of each airline. The problem is formulated into a mixed integer programming and is solved by a commercial solver CPLEX. Secondly, an integrated p-hub median location and (seat) capacity allocation problem is investigated to maximize the combined average-case and worst-case profits of an airline. For this problem, an uncapacitated hub is considered and uncertain demand is represented by a finite set of scenarios. The studied problem is formulated based on a two-stage stochastic programming framework. Then a Genetic Algorithm (GA) is proposed to solve the problem for each scenario. Computational results show that the proposed method outperforms those in the literature only considering average-case profit. The third studied problem is a generalization of the second one in which the capacity of hub to be located is limited and disruptions which can impact airline hub capacity, such as adverse weather, are considered. Two formulations of the problem are proposed based on : (1) a scenario-based two-stage stochastic programming, and (2) a weight-based hybrid two-stage stochastic programming-robust optimization framework. Then a Sample Average Approximation (SAA) method and a GA are applied to solve them, respectively. Computational results show that the SAA is more effective than the GA. The fourth problem is also an extension of the second one where an airline is subjected to a CO2 emission limit. The problem is modeled into a scenario-based two-stage stochastic programming. And a SAA method is proposed to solve it.

京都大学 / 0048 / 新制・課程博士 / 博士(人間・環境学) / 甲第22535号 / 人博第938号 / 新制||人||223(附属図書館) / 2019||人博||938(吉田南総合図書館) / 京都大学大学院人間・環境学研究科共生人間学専攻 / (主査)准教授 櫻川 貴司, 教授 立木 秀樹, 教授 日置 尋久 / 学位規則第4条第1項該当 / Doctor of Human and Environmental Studies / Kyoto University / DGAM

With the ongoing push for wireless systems to accommodate more users and support higher data rates more efficient modulation schemes have been created that are more advanced than simple FM and AM modulation used for radio broadcasting. These modulation schemes, such as orthogonal frequency division multiplexing (OFDM), suffer from high peak to average power ratios. Standard Class A and Class AB amplifiers cannot simultaneously achieve good linearity and efficiency, and therefore there has been an increase in the development of new topologies to combat this issue. Common features to these circuits is power combining of two or more separate transistors. In this work, we consider various ways of two-source power combining and identify four topologies of interest. We notice that linear power-efficient amplifiers reported to date are based upon two of the identified combining strategies. We believe that no amplifiers have been reported that leverage the other two alternatives. This work produces a fully-functional amplifier based on one of these alternatives. The prototypes are intended to serve as concept verification of the architecture and hence are implemented at lower (1 MHz) frequencies.

This thesis deals with problems of automatic trading system for trading on commodity exchange. Automated trading system for the purpose of this thesis is based on the principle of adaptive moving average. This principle is processed initially at a theoretical level, then the thesis analyzes the problem of making automated trading system and risks of online trading. The final section describes implementation and testing of automatic trading system.