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Examining GARCH forecasts for Value-at-Risk predictionsLindholm, Dennis, Östblom, Adam January 2014 (has links)
In this thesis we use the GARCH(1,1) and GJR-GARCH(1,1) models to estimate the conditional variance for five equities from the OMX Nasdaq Stockholm (OMXS) stock exchange. We predict 95% and 99% Value-at-Risk (VaR) using one-day ahead forecasts, under three different error distribution assumptions, the Normal, Student’s t and the General Error Distribution. A 500 observations rolling forecast-window is used on the dataset of daily returns from 2007 to 2014. The empirical size VaR is evaluated using the Kupiec’s test of unconditional coverage and Christoffersen’s test of independence in order to provide the most statistically fit model. The results are ultimately filtered to correspond with the Basel (II) Accord Penalty Zones to present the preferred models. The study finds that the GARCH(1,1) is the preferred model when predicting the 99% VaR under varying distribution assumptions.
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Predicting Test Suite Effectiveness for Java ProgramsInozemtseva, Laura Michelle McLean January 2012 (has links)
The coverage of a test suite is often used as a proxy for its effectiveness. However, previous studies that investigated the influence of code coverage on test suite effectiveness have failed to reach a consensus about the nature and strength of the relationship between these test suite characteristics. Moreover, many of the studies were done with small or synthetic programs, making it unclear that their results generalize to larger programs. In addition, some of the studies did not account for the confounding influence of test suite size. We have extended these studies by evaluating the relationship between test suite size, block coverage, and effectiveness for large Java programs.
Our test subjects were four Java programs from different application domains: Apache POI, HSQLDB, JFreeChart, and Joda Time. All four are actively developed open source programs; they range from 80,000 to 284,000 source lines of code. For each test subject, we generated between 5,000 and 7,000 test suites by randomly selecting test methods from the program's entire test suite. The suites ranged in size from 3 to 3,000 methods. We used the coverage tool Emma to measure the block coverage of each suite and the mutation testing tool Javalanche to evaluate the effectiveness of each suite.
We found that there is a low correlation between block coverage and effectiveness when the number of tests in the suite is controlled for. This suggests that block coverage, while useful for identifying under-tested parts of a program, should not be used as a quality target because it is not a good indicator of test suite effectiveness.
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影響各國保額因素分析 / The determinants of changes in deposit insurance coverage: A cross-country analysis劉琬鈺, Liu, Wan Yu Unknown Date (has links)
Deposit insurance varies greatly across countries due to each country’s specific environment. The purpose of this study is to find what factors may affect coverage limit in deposit insurance. First, we implement panel data over the period of 1960 to 2008 including 78 countries’ political setting, bank industry’s structural differences and overall economic factors. The empirical results show that countries with lower saving rate, interest spread and government debt tend to have higher coverage. However, coverage tends to be lower in more political open countries. Second, we performed panel data logit model to find that increasing government debt would reduce the probability of increasing coverage limits. Third, the regression of variable changes shows strong negative significance in the relationship of interest spread and coverage over GDP per capita. The main contribution of this thesis is to identify significant influences to the coverage limit. This could provide reference factors when considering the setting of Deposit insurance scheme to insure financial stability.
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The Fiji 2000 coup: a media analysisGounder, Christine Unknown Date (has links)
This thesis examines the role of both the local and international media during the May 2000 coup, to determine whether the coverage was fair and to suggest solutions for the future. It will first discuss and compare literature that has been written on the Fiji coups, focusing on literature on the media and the coups in particular. According to Fowler (1991) the role of a journalist is to collect facts, report them objectively and present them fairly and without bias in language which is designed to be unambiguous, undistorting and agreeable to readers. However, in most times this is not the case. A thematic content analysis will be done on news articles that appeared in The Fiji Times, The New Zealand Herald and The Australian to find common themes during the coverage of the crisis. A lot of criticism of the both the local and international media’s role during the May 2000 coup emerged after the crisis. Critics included editors and journalists of the local and international media and political and historical analysts who knew the ‘real reasons’ behind the coup and did not see this being reported. A summary of interviews with journalists and editors who covered the coup, both local and overseas, will give an insight into their thoughts and reactions during the coup. It will also determine whether the journalists suffered from the Stockholm syndrome. The Stockholm syndrome describes the behaviour of kidnap victims or people who associate a lot with the captors, and who over time become sympathetic to their captors. The name is derived from a 1973 hostage siege in Stockholm, Sweden when at the end of six days of captivity at a bank; several kidnap victims actually resisted rescue attempts, and afterwards refused to testify against their captors. During the Fiji coup, apart from Speights supporters, journalists were the only ones who spent a lot of time with the coup leader either at press conferences or staying at Parliament to get good stories. As a result, some journalists began to ‘sway’ towards Speight or began to experience the Stockholm syndrome which was reflected in their stories. The thesis concludes that a few journalists in Fiji did suffer from the Stockholm syndrome. It also concludes that a crisis manual is needed for media organisations in Fiji to avoid the same mistakes being repeated as in the last three coups. The overseas media on the other hand need to attach themselves to the local media to avoid parachute journalism and inaccurate reporting. Overseas media organisations need to assign special reporters to Pacific Island affairs to understand the culture and other complex issues which would help in reporting their issues fairly and accurately.
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Roughing it in suburbia, reading Chatelaine magazine, 1950-1969Korinek, Valerie Joyce January 1996 (has links) (PDF)
No description available.
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A study of the cyclical nature of prime minister-press gallery relations, 1963-1988Desourdie, Todd William January 1997 (has links) (PDF)
No description available.
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Μελέτη ad-hoc δικτύων και ηλεκτρομαγνητικής κάλυψης σε τούνελΖωγράφος, Γεώργιος 09 May 2012 (has links)
Η διπλωµατική αυτή εργασία έχει στόχο αρχικά μια σύντομη μελέτη των ad hoc ασύρματων δικτύων και έπειτα τη μελέτη της ηλεκτροµαγνητικής κάλυψης σε ένα τούνελ ώστε να μπορούν να λειτουργούν τα παραπάνω δίκτυα και την προσοµοίωση του. Γίνεται μια αναφορά στα φαινόµενα που εµφανίζονται κατά τη διάδοση των ηλεκτροµαγνητικών κυµάτων σε τούνελ και η συµπεριφορά του µεγέθους της εξασθένησης συναρτήσει της συχνότητας και της απόστασης από την πηγή εκποµπής. Επίσης περιγράφονται τα χαρακτηριστικά και οι βασικοί µηχανισµοί διάδοσης σε περιβάλλον τούνελ. Στην προσοµοίωση χρησιμοποιείται ως μοντέλο το τούνελ του µετρό της Αθήνας και παρουσιάζονται τα διαγράµµατα των αποτελεσµάτων. / This thesis aims originally a short study of ad hoc wireless networks and then study the electromagnetic coverage in a tunnel so they can operate these networks and simulation. It refers to the phenomena occurring during the propagation of electromagnetic waves in a tunnel and the behavior of the magnitude of the attenuation versus frequency and distance from the emitter. It also describes the characteristics and propagation mechanisms in a main tunnel environment. In the simulation model is used as the tunnel of the Athens metro and presented diagrams of the results.
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Efetividade da assistência pré-natal sobre a mortalidade materna e a morbi-mortalidade neonatal no BrasilLima, Bruno Gil de Carvalho January 2004 (has links)
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Diss. Bruno Gil.pdf: 488823 bytes, checksum: 297726d358b691a8645ee6b13da22577 (MD5) / A assistência pré-natal no Brasil mantém cobertura variável nas diversas regiões, mas
sua mensuração depende de metodologias dispendiosas ou técnicas dificilmente aplicáveis para fim de acompanhamento de forma generalizada nos municípios. Propõe-se um indicador de utilização de assistência pré-natal elaborado a partir de dados provenientes dos Sistemas de Informações Ambulatoriais (SIA) e Hospitalares (SIH), representado pela relação entre produção de consultas pré-natais e movimento de autorizações de internação hospitalar
obstétricas. Para validar o indicador proposto, esta razão foi calculada para as capitais brasileiras e descrita sua evolução temporal de 1996 a 2000, sendo verificada a existência de correlação entre esta e as proporções de gestantes segundo consultas pré-natais registradas em cada uma e no conjunto das capitais. Observaram-se evoluções temporais ascendentes e
descendentes da utilização de assistência pré-natal entre os municípios estudados,
concomitantemente com o aumento da produção ambulatorial no conjunto, sobretudo em
1998. A razão consultas / internamentos apresentou correlação positiva com a proporção de gestantes com mais de seis consultas e negativa com a proporção de pacientes não assistidas. Discutem-se as limitações e as vantagens do índice proposto frente às alternativas. Conclui-se pela sua recomendação para acompanhamento da utilização da assistência pré-natal.
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Human papillomavirus: pathogenesis and barriers to preventionPatel, Sneh Bhupendrakumar 24 July 2018 (has links)
Cervical cancer is one of the most common forms of cancer in the world, and human papillomavirus (HPV) is a cause of the vast majority of these patient cases. With many HPV types being oncogenic in nature, HPV as a whole is responsible for over 5% of all cancers worldwide and 15% of cancer in women in developing countries. HPV is a sexually transmitted infection that is spread through contact with infected genital skin, mucosa, or bodily fluids from a partner with acute or subclinical viral infection. While less frequent, various strains of the virus are also responsible for anal and vaginal warts, anal cancer, and cancer of the vulva and penis – these account for approximately 50,000 cases per year worldwide. Data also suggest a potential implication of HPV in oropharyngeal cancers, especially among younger adults.
Various behavioral and prophylactic approaches are recommended for the prevention of HPV infection and cancer. For example, there is evidence that behavioral change can be effective, such as condom use and limitation on the number of sexual partners. Besides this, in recent years we have seen the development of various prophylactic or therapeutic vaccines that are highly effective in the prevention of HPV pathogenesis. Despite this, barriers to treatment and prevention exist, making HPV a continuing threat to individuals most at-risk across the globe. Thus, this study reviewed a large collection of current HPV and related cancer literature to understand the process of infection and pathogenesis in various human sites as well as potential barriers to prevention and treatment that may be perpetuating the survival of the virus across the world. Analyzing current and past research on such barriers, this paper delves into important variables that can affect early detection and treatment of HPV, and also explores a novel and promising therapy currently in development that could be valuable in overcoming many of these issues.
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Hodnocení založení a stavu porostů jetelovin na provozních plochách / Evaluation of legume cover foundation and state in operating areasTUPÁ, Kateřina January 2018 (has links)
The diploma thesis deals in the first part with the importance and the characteristics of the most famous and the most cultivated clover crops in our country. Clover crops distinctly increase yield of fodder crops and production in temporary and permanent grasslands with a low fertilizer requirement. The production of high-quality bulky feed on the arable land and on permanent grasslands leads to a higher nutrients concentration for high-performance animals. The second part of this thesis is focused on the own monitoring of the Hare's-foot clover, where operating areas was chosen in the South Bohemian region. On operating areas, which were 1-year, 2-years, 3-years old, there was studied the manner of planting, the quantity of plants and stems per 1 m2 and the yield of fodder crops of one of the most important clovers cultivated in the Czech Republic were determined by a numerical method. In conclusion, the methods of regulation of yield of fodder crops and quality of crop production take into account agrotechnical and technological procedures, cultivated crops and, last but not least, agricultural machines affect the quality and condition of the growths. Because fodder is important not only for good forage, but also for non-production functions, environmental protection, landscape creation, revitalization and species diversity.
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