This study examines dynamic hedge policy of a company in a multi-period framework. The company begins to operate a project for a customer and it also has a subcontractor which completes an important part of the project by using an economic commodity. The customer will pay a fixed price to the company at the end of the project. Meanwhile, the company needs to pay the debt to the subcontractor and the amount of the debt depends on the spot price of the commodity at that time. The company is allowed to hedge for the commodity price fluctuations via future and option contracts. Since the company has a limited cash reserve as well as previously planned payments, it may face financial distress when the net cash balance decreases below zero. Consequently, the company maximizes the expected value of itself by minimizing the expected financial distress cost.

Per tal de millorar la qualitat del treball col·laboratiu dels alumnes amb l'ordinador cal parar atenció a la natura de les seves interaccions durant els processos de lectura i escriptura. En aquesta investigació presentem i il·lustrem un mètode d'anàlisi relativament nou basat en l'anàlisi funcional de la llengua. A més de l'anàlisi interpersonal també és interessant investigar com les transcripcions reflecteixen la manera com es construeix la situació d'ensenyament i aprenentatge així com les normes i negociacions dels estudiants per donar forma a la interacció a cada moment.La tesi s'ha estructurat en set parts diferents. La primera, dividida en cinc capítols, dóna una visió de les investigacions actuals sobre la interacció a l'aula i l'aprenentatge de llengües en contextos CALL. Aquest marc teòric es descriu a partir d'un enfocament sociocultural de l'aprenentatge així com des de la lingüística aplicada.A la segona part de la tesi es presenta el seu objectiu principal així com les preguntes d'investigació. Malgrat que les nostres dades sorgeixen de dues situacions diferents -estudi de cas i entrevistes a professors- hem de dir que la informació més rellevant per a la tesi surt de la primera d'elles.La tercera part té a veure amb la metodologia. En aquesta part s'intenta explicar com vam explorar diferents corrents per poder establir un sistema de categories adequat per a l'anàlisi de les dades emergents a l'estudi de cas: anàlisi del discurs, anàlisi de la conversa, tipus de conversa a partir del projecte SLANT (Spoken Language and New Technologies) i en especial el sistema d'anàlisi funcional basat en els estudis de Halliday i Hassan. A la quarta part de la tesi es descriu l'estudi de cas per investigar el tipus d'interacció d'una parella d'alumnes de 2nd d'ESO durant el procés de treball col·laboratiu basat en una tasca amb una aplicació informàtica concreta: una WebQuest de Ciències Naturals en Anglès. L'estudi para una especial atenció a les dinàmiques socials i cognitives dels alumnes relacionades amb els processos de lectura i escriptura. També es té en compte el rol del professor com a dissenyador de la situació d'aprenentatge basada en l'ús de l'ordinador i com a observador participatiu en les activitats centrades en els aprenents. Per a l'obtenció de dades es van enregistrar les interaccions verbals i no verbals dels alumnes i del professor amb vídeo així com els seus moviments a la pantalla de l'ordinador. Posteriorment es va transcriure tota aquesta informació i se li va aplicar el sistema funcional d'anàlisi de la llengua adaptat al nostre estudi.A la cinquena part la investigació es centra en tres entrevistes a professors de llengua anglesa per conèixer les seves creences i opinions sobre el treball col·laboratiu dels alumnes i l'ús de les TIC. Personalment crec que és justament aquesta projecció pragmàtica la que dóna sentit a qualsevol investigació dins l'àmbit educatiu. Com a autor d'aquesta tesi el meu desig és que aquesta publicació ofereixi al lector noves perspectives dins la investigació de la interacció dels alumnes treballant amb una llengua estrangera a través d'una aplicació informàtica interdisciplinària. L'estudi de cas i les entrevistes a professors amb les seves qüestions i mètodes específics, intenten proporcionar més informació sobre els processos i condicions per poder dissenyar i crear aplicacions informàtiques que promoguin ambients d'aprenentatge autònom i col·laboratiu. / This thesis has been structured into seven distinct parts. The first part, divided into five chapters, provides an overview of current research on classroom interaction and foreign language learning in CALL contexts. This theoretical framework is described and located in socio-culturally based ideas of learning.In the second part of the thesis a description of the main goal and research questions are provided. Although I collect data from two different situations -case study and teachers' interviews- I must say that the most relevant findings for my main research question come from the former one.The third part deals with methodology. In this part I try to explain how different approaches to establish a suitable set of categories to analyse the case study data were explored. It specially introduces and describes the emergence of a new analytic framework: the functional analysis system.In the fourth part I describe the case study investigating the nature of a pair of students' interaction -2nd of ESO- during four sessions in the process of a collaborative task-based work assisted by a computer application: a Science WebQuest in English. The study pays special attention to the social and cognitive dynamics in the students' collaborative reading and writing processes. Another focus is also to consider the role of the teacher as a designer of the computer-based learning situation as well as participant in student centred learning activities. In the fifth part some interviews to know about teachers' beliefs and opinions on collaborative work and the use of ICT are presented. Personally, I think pragmatism is what really makes sense to this research. As the author of this thesis, I hope this publication offers the reader new insights into research on students' interaction and foreign language teaching and learning throughout an interdisciplinary computer application. The case study and the teachers' interviews with their specific research questions and methods, are aimed at providing more information about the processes and conditions for designing and creating computer applications that foster collaborative and autonomous learning environments.

An adaptive resource reservation and handoff priority scheme, which jointly considers the characteristics from the physical, link and network layers, is proposed for a packet switching Multicode (MC)-CDMA cellular network supporting multimedia applications. A call admission region is derived for call admission control (CAC) and handoff management with the satisfaction of quality of service (QoS) requirements for all kinds of multimedia traffic, where the QoS parameters include the wireless transmission bit error rate (BER), the packet loss rate (PLR) and delay requirement. The BER requirement is guaranteed by properly arranging simultaneous packet transmissions, whereas the PLR and delay requirements are guaranteed by the proposed packet scheduling and partial packet integration scheme. To give service priority to handoff calls, a threshold-based adaptive resource reservation scheme is proposed on the basis of a practical user mobility model and a proper handoff request prediction scheme. The resource reservation scheme gives handoff calls a higher admission priority over new calls, and is designed to adjust the reservation-request time threshold adaptively according to the varying traffic load. The individual reservation requests form a common reservation pool, and handoff calls are served on a first-come-first-serve basis. By exploiting the transmission rate adaptability of video calls to the available radio resources, the resources freed from rate-adaptive high-quality video calls by service degradation can be further used to prioritize handoff calls. With the proposed resource reservation and handoff priority scheme, the dynamic properties of the system can be closely captured and a better grade of service (GoS) in terms of new call blocking and handoff call dropping probabilities(rates) can be achieved compared to other schemes in literature. Numerical results are presented to show the improvement of the GoS performance and the efficient utilization of the radio resources.

This thesis contributes toward the design of a quality-of-service (QoS) aware network layer for wireless ad hoc networks. With the lack of an infrastructure in ad hoc networks, the role of the network layer is not only to perform multihop routing between a source node and a destination node, but also to establish an end-to-end connection between communicating peers that satisfies the service level requirements of multimedia applications running on those peers. Wireless ad hoc networks represent autonomous distributed systems that are infrastructure-less, fully distributed, and multi-hop in nature. Over the last few years, wireless ad hoc networks have attracted significant attention from researchers. This has been fueled by recent technological advances in the development of multifunction and low-cost wireless communication gadgets. Wireless ad hoc networks have diverse applications spanning several domains, including military, commercial, medical, and home networks. Projections indicate that these self-organizing wireless ad hoc networks will eventually become the dominant form of the architecture of telecommunications networks in the near future. Recently, due to increasing popularity of multimedia applications, QoS support in wireless ad hoc networks has become an important yet challenging objective. The challenge lies in the need to support the heterogeneous QoS requirements (e.g., data rate, packet loss probability, and delay constraints) for multimedia applications and, at the same time, to achieve efficient radio resource utilization, taking into account user mobility and dynamics of multimedia traffic. In terms of research contributions, we first present a position-based QoS routing framework for wireless ad-hoc networks. The scheme provides QoS guarantee in terms of packet loss ratio and average end-to-end delay (or throughput) to ad hoc networks loaded with constant rate traffic. Via cross-layer design, we apply call admission control and temporary bandwidth reservation on discovered routes, taking into consideration the physical layer multi-rate capability and the medium access control (MAC) interactions such as simultaneous transmission and self interference from route members. Next, we address the network-layer resource allocation where a single-hop ad hoc network is loaded with random traffic. As a starting point, we study the behavior of the service process of the widely deployed IEEE 802.11 DCF MAC when the network is under different traffic load conditions. Our study investigates the near-memoryless behavior of the service time for IEEE 802.11 saturated single-hop ad hoc networks. We show that the number of packets successfully transmitted by any node over a time interval follows a general distribution, which is close to a Poisson distribution with an upper bounded distribution distance. We also show that the service time distribution can be approximated by the geometric distribution and illustrate that a simplified queuing system can be used efficiently as a resource allocation tool for single hop IEEE 802.11 ad hoc networks near saturation. After that, we shift our focus to providing probabilistic packet delay guarantee to multimedia users in non-saturated IEEE 802.11 single hop ad hoc networks. We propose a novel stochastic link-layer channel model to characterize the variations of the IEEE 802.11 channel service process. We use the model to calculate the effective capacity of the IEEE 802.11 channel. The channel effective capacity concept is the dual of the effective bandwidth theory. Our approach offers a tool for distributed statistical resource allocation in single hop ad hoc networks, which combines both efficient resource utilization and QoS provisioning to a certain probabilistic limit. Finally, we propose a statistical QoS routing scheme for multihop IEEE 802.11 ad hoc networks. Unlike most of QoS routing schemes in literature, the proposed scheme provides stochastic end-to-end delay guarantee, instead of average delay guarantee, to delay-sensitive bursty traffic sources. Via a cross-layer design approach, the scheme selects the routes based on a geographical on-demand ad hoc routing protocol and checks the availability of network resources by using traffic source and link-layer channel models, incorporating the IEEE 802.11 characteristics and interaction. Our scheme extends the well developed effective bandwidth theory and its dual effective capacity concept to multihop IEEE 802.11 ad hoc networks in order to achieve an efficient utilization of the shared radio channel while satisfying the end-to-end delay bound.

The purpose of this project is to update the tool of Network Traffic Recognition System (NTRS) which is proprietary software of Ericsson AB and Tsinghua University, and to implement the updated tool to finish SIP/VoIP traffic recognition. Basing on the original NTRS, I analyze the traffic recognition principal of NTRS, and redesign the structure and module of the tool according to characteristics of SIP/VoIP traffic, and then finally I program to achieve the upgrade. After the final test with our SIP data trace files in the updated system, a satisfactory result is derived. The result presents that our updated system holds a rate of recognition on a confident level in the SIP session recognition as well as the VoIP call recognition. In the comparison with the software of Wireshark, our updated system has a result which is extremely close to Wireshark’s output, and the working time is much less than Wireshark. In the aspect of practicability, the memory overflow problem is avoided, and the updated system can output the specific information of SIP/VoIP traffic recognition, such as SIP type, SIP state, VoIP state, etc. The upgrade fulfills the demand of this project.

An adaptive resource reservation and handoff priority scheme, which jointly considers the characteristics from the physical, link and network layers, is proposed for a packet switching Multicode (MC)-CDMA cellular network supporting multimedia applications. A call admission region is derived for call admission control (CAC) and handoff management with the satisfaction of quality of service (QoS) requirements for all kinds of multimedia traffic, where the QoS parameters include the wireless transmission bit error rate (BER), the packet loss rate (PLR) and delay requirement. The BER requirement is guaranteed by properly arranging simultaneous packet transmissions, whereas the PLR and delay requirements are guaranteed by the proposed packet scheduling and partial packet integration scheme. To give service priority to handoff calls, a threshold-based adaptive resource reservation scheme is proposed on the basis of a practical user mobility model and a proper handoff request prediction scheme. The resource reservation scheme gives handoff calls a higher admission priority over new calls, and is designed to adjust the reservation-request time threshold adaptively according to the varying traffic load. The individual reservation requests form a common reservation pool, and handoff calls are served on a first-come-first-serve basis. By exploiting the transmission rate adaptability of video calls to the available radio resources, the resources freed from rate-adaptive high-quality video calls by service degradation can be further used to prioritize handoff calls. With the proposed resource reservation and handoff priority scheme, the dynamic properties of the system can be closely captured and a better grade of service (GoS) in terms of new call blocking and handoff call dropping probabilities(rates) can be achieved compared to other schemes in literature. Numerical results are presented to show the improvement of the GoS performance and the efficient utilization of the radio resources.

This thesis contributes toward the design of a quality-of-service (QoS) aware network layer for wireless ad hoc networks. With the lack of an infrastructure in ad hoc networks, the role of the network layer is not only to perform multihop routing between a source node and a destination node, but also to establish an end-to-end connection between communicating peers that satisfies the service level requirements of multimedia applications running on those peers. Wireless ad hoc networks represent autonomous distributed systems that are infrastructure-less, fully distributed, and multi-hop in nature. Over the last few years, wireless ad hoc networks have attracted significant attention from researchers. This has been fueled by recent technological advances in the development of multifunction and low-cost wireless communication gadgets. Wireless ad hoc networks have diverse applications spanning several domains, including military, commercial, medical, and home networks. Projections indicate that these self-organizing wireless ad hoc networks will eventually become the dominant form of the architecture of telecommunications networks in the near future. Recently, due to increasing popularity of multimedia applications, QoS support in wireless ad hoc networks has become an important yet challenging objective. The challenge lies in the need to support the heterogeneous QoS requirements (e.g., data rate, packet loss probability, and delay constraints) for multimedia applications and, at the same time, to achieve efficient radio resource utilization, taking into account user mobility and dynamics of multimedia traffic. In terms of research contributions, we first present a position-based QoS routing framework for wireless ad-hoc networks. The scheme provides QoS guarantee in terms of packet loss ratio and average end-to-end delay (or throughput) to ad hoc networks loaded with constant rate traffic. Via cross-layer design, we apply call admission control and temporary bandwidth reservation on discovered routes, taking into consideration the physical layer multi-rate capability and the medium access control (MAC) interactions such as simultaneous transmission and self interference from route members. Next, we address the network-layer resource allocation where a single-hop ad hoc network is loaded with random traffic. As a starting point, we study the behavior of the service process of the widely deployed IEEE 802.11 DCF MAC when the network is under different traffic load conditions. Our study investigates the near-memoryless behavior of the service time for IEEE 802.11 saturated single-hop ad hoc networks. We show that the number of packets successfully transmitted by any node over a time interval follows a general distribution, which is close to a Poisson distribution with an upper bounded distribution distance. We also show that the service time distribution can be approximated by the geometric distribution and illustrate that a simplified queuing system can be used efficiently as a resource allocation tool for single hop IEEE 802.11 ad hoc networks near saturation. After that, we shift our focus to providing probabilistic packet delay guarantee to multimedia users in non-saturated IEEE 802.11 single hop ad hoc networks. We propose a novel stochastic link-layer channel model to characterize the variations of the IEEE 802.11 channel service process. We use the model to calculate the effective capacity of the IEEE 802.11 channel. The channel effective capacity concept is the dual of the effective bandwidth theory. Our approach offers a tool for distributed statistical resource allocation in single hop ad hoc networks, which combines both efficient resource utilization and QoS provisioning to a certain probabilistic limit. Finally, we propose a statistical QoS routing scheme for multihop IEEE 802.11 ad hoc networks. Unlike most of QoS routing schemes in literature, the proposed scheme provides stochastic end-to-end delay guarantee, instead of average delay guarantee, to delay-sensitive bursty traffic sources. Via a cross-layer design approach, the scheme selects the routes based on a geographical on-demand ad hoc routing protocol and checks the availability of network resources by using traffic source and link-layer channel models, incorporating the IEEE 802.11 characteristics and interaction. Our scheme extends the well developed effective bandwidth theory and its dual effective capacity concept to multihop IEEE 802.11 ad hoc networks in order to achieve an efficient utilization of the shared radio channel while satisfying the end-to-end delay bound.

In spite of increasingly sophisticated workforce management tools, a significant gap remains between the goal of effective staffing and the present difficulty predicting the stochastic demand of inbound calls. We have investigated the hypothesized nonhomogeneous Poisson process model of modem pool callers of the University community. In our case, we tested if the arrivals could be approximated by a piecewise constant rate over short intervals. For each of 1 and 10-minute intervals, based on the close relationship between the Poisson process and the exponential distribution, the test results did not show any sign of homogeneous Poisson process. We have examined the hypothesis of a nonhomogeneous Poisson process by a transformed statistic. Quantitative and graphical goodness-of-fit tests have confirmed nonhomogeneous Poisson process. <p>Further analysis on the intensity function revealed that linear rate intensity was woefully inadequate in predicting time varying arrivals. For sinusoidal rate model, difficulty arose in setting the period parameter. Spline models, as an alternative to parametric modelling, had more control of balance between data fitting and smoothness, which was appealing to our analysis on call arrival process.

Outsourcing och specifikt callcenter outsourcing diskuteras bland företag. Tyngden i diskussionen ligger på kvalitén, som är en aktuell aspekt av fenomenet callcenter outsourcing. Frågan berör flera parter; de företag som outsourcar, callcenter och konsumenter. Callcenters är organisationer som är specialiserade inom kundkontakt och har i uppgift att kommunicera med företags konsumenter, genom att svara på frågor eller bidra med övrig information och hjälp som konsumenten är i behov av. Teorier som ligger till grund för vår uppsats, rör callcenter outsourcing, kvalitet och kvalitetssystem. Vidare har vi diskuterat var forskningen står idag och utifrån det identifierat vårt valda forskningsområde, där vi ämnar besvara frågan gällande vilka olika kvalitetskrav som kunden ställer och hur dessa säkerställs hos den outsourcade callcenterfunktionen, det vill säga leverantören av tjänsten. Kvalitetsaspekten är av stor vikt, därför att dålig service direkt reflekteras på det företag som outsourcar tjänsten, trots att det inte själva utför den. Bristande kvalitet kostar stora summor för verksamheter, närmare bestämt 10 – 30 procent av dess omsättning och därav är det av vikt att företag som outsourcar tjänster och leverantörer som levererar tjänsterna, är införstådda i vikten av kvalitetsaspekten. Det slutsatser vi dragit i uppsatsen, är att kunderna ställer olika krav på leverantörerna beroende på den typ av tjänst som ska levereras. Kraven kan handla om bemötande, sekretess, tillgänglighet och att hålla en specifik standard. Dessutom har vi i uppsatsen kommit fram till att leverantörerna använder sig av olika kvalitetssystem för att säkra kvalitén på tjänsterna som outsourcas, allt från kvalitetssystemet ISO9000 och COPC till egenutformade kvalitetssystem och avtal. / Outsourcing, especially call centre outsourcing, is discussed in many companies. One topic in the discussion is the quality of the service provided. The quality is important for all involved parties, companies who outsource their call centre, the call centre and especially for the consumers. Call centres are companies specialized in customer contact, undertaking the communication between the consumer and the company, through answering questions, providing information or support. The theories that initiates this essay is based on call centre outsourcing, quality and quality systems. Through a discussion of previous research, we specify our main area of the study. We intend to answer the question of how the quality requirements set by the company is guaranteed by the call centre. Quality is an important topic since the company outsourcing is directly affected by bad service quality. Poor quality is a high cost driver for companies, and research has shown that deficient quality can reduce the company’s turnover by 10-30 percent. The conclusion in this essay is that companies set different demands on the call centre, depending on what type of service they agree on. The demands could be about behaviour, secrecy, availability or maintaining a specific level of standard and quality. To secure the level of quality, call centres use different quality systems, such as ISO9000, COPC, systems developed by the call centre it self or service level agreements.

In the first half of this thesis, we extend the results of Halfin and Whitt to generally distributed service times. This is accomplished by first writing the system equations for the G/GI/N queue in a manner similar to the system equations for G/GI/Infinity queue. We next identify a key relationship between these two queues. This relationship allows us to leverage several existing results for the G/GI/Infinity queue in order to prove our main result. Our main result in the first part of this thesis is to show that the diffusion scaled queue length process for the G/GI/N queue in the Halfin-Whitt regime converges to a limiting stochastic process which is driven by a Gaussian process and satisfies a stochastic convolution equation. We also show that a similar result holds true for the fluid scaled queue length process under general initial conditions. Customer abandonment is also a common feature of many call centers. Some researchers have even gone so far as to suggest that the level of customer abandonment is the single most important metric with regards to a call center's performance. In the second half of this thesis, we improve upon a result of Ward and Glynn's concerning the GI/GI/1+GI queue in heavy traffic. Whereas Ward and Glynn obtain a diffusion limit result for the GI/GI/1+GI queue in heavy traffic which incorporates only the density the abandonment distribution at the origin, our result incorporate the entire abandonment distribution. This is accomplished by a scaling the hazard rate function of the abandonment distribution as the system moves into heavy traffic. Our main results are to obtain diffusion limits for the properly scaled workload and queue length processes in the GI/GI/1+GI queue. The limiting diffusions we obtain are reflected at the origin with a negative drift which is dependent upon the hazard rate of the abandonment distribution. Because these diffusions have an analytically tractable steady-state distribution, they can be used to provide a closed-form approximation for the steady-state distribution of the queue length and workload processes in a GI/GI/1+GI queue. We demonstrate the accuracy of these approximations through simulation.