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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
771

Análise da robustez e da sensibilidade de sistemas de distribuição para a alocação otimizada de medidores frente às variações de tensão de curta duração / Analysis of the robustness and sensitivity of distribution systems for optimal allocation of monitors in face of Short Duration Voltage Variations

Thais Reggina Kempner 19 May 2016 (has links)
Como as Variações de Tensão de Curta Duração (VTCDs) estão entre as perturbações mais difíceis de serem monitoradas, uma vez que são ocasionadas por fatores aleatórios e imprevisíveis, a monitoração do Sistema de Distribuição (SD) representa uma providência essencial para a obtenção de informações representativas para a regulamentação de novos indicadores relativos a esses distúrbios. Neste cenário, este trabalho busca garantir a completa observabilidade das VTCDs em SD, quando da incidência de qualquer tipo de curto-circuito, através da alocação ótima de medidores. Para a determinação da magnitude da tensão em cada nó do SD é utilizado o método das posições de falta, denotando assim, a influência e a propagação das VTCDs sobre a rede como um todo. Na sequência, é determinada uma matriz binária resultante que observa os afundamentos de tensão de forma simultânea para todos os tipos de faltas. Posteriormente, é proposta a redução desta matriz para diminuir o esforço computacional em SDs de grande porte. Ainda, é analisada a vulnerabilidade de cada nó do SD para estabelecer a sua posterior ponderação no processo de otimização. Os resultados revelam que a metodologia de alocação apresentada torna o processo de obtenção da solução ótima ágil e direto, pois menos execuções computacionais são necessárias para obter diferentes soluções ótimas e garantir a monitoração dos afundamentos de tensão para todos os tipos de curtos-circuitos. Além disso, pela metodologia, tem-se também a prioridade de instalação dos medidores conforme a maior observabilidade dos afundamentos de tensão, possibilitando a escolha do melhor arranjo de medidores que atenda aos limites orçamentários das distribuidoras de energia. / Short Duration Voltage Variations (SDVVs) are among the most difficult disturbances to be monitored, since they are caused by random and unpredictable factors. Hence, the Distribution System (DS) monitoring is an essential step for obtaining representative information for the regulation of new power quality indices for these disturbances. In this scenario, this work aims to ensure the entire observability of SDVVs, considering any short circuit occurrence in the DS, based on algorithm to achieve the monitors\' optimal allocation. In order to determine the voltage magnitude at each node, the fault positions method is used, showing the influence and propagation of SDVVs on the DS. Subsequently, a resulting binary matrix is determined. This matrix observes the voltage sags, simultaneously, for all fault types. Then, the downsizing of this matrix is proposed in order to reduce the computational effort in large DSs. Furthermore, the vulnerability of each DS node is analyzed to establish the relative weighting in the optimization process. The results show a faster and more direct allocation methodology to obtain the optimal solution, because fewer computational executions are needed for different optimal solutions and to ensure the voltage sags monitoring for all short circuits types. Moreover, the power quality monitor installation priority is performed according to the higher observability of the voltage sags, making it possible to choose the best arrangement of monitors that meets the budget constraints of the power utilities.
772

Atlas numérique Genius Loci, modélisation de connaissance à partir d’une poétique du chantier / Digital Atlas Genius Loci, knowledge modelling based on poetics of construction sites

Domengie, Céline 22 November 2018 (has links)
Cette thèse de recherche en art se déploie dans deux dimensions principales intimement liées, l’une épistémologique et l’autre artistique. Premièrement, du point de vue épistémologique, elle est l’expression du continuum entre théorie et pratique. Elle pose l’hypothèse que le méta-art initié par deux artistes : Adrian Piper dans les années 1970 et Jean-Paul Thibeau dans les années 1990, constitue la méthode idoine pour expliciter et analyser l’expérimentation artistique. Le programme théorico-pratique que nous avons conçu s’articule sur deux registres de textes : les récits d’expérience relatant quatre projets (Genius Loci Monflanquin, Genius Loci Aix, Genius Loci Villeneuve, Genius Loci UBUBM) et les commentaires analytiques relatifs aux récits d’expérience (« Comment représenter le mouvement ? », « Comment l’écosophie permet-elle d’éclairer les pratiques artistiques qui investissent le quotidien comme situation d’expérimentation ? », « Comment prendre une décision ? », et « Comment ménager des passes au milieu du milieu ? »). Deuxièmement, du point de vue artistique, cette thèse ouvre un espace d’expérimentation pour la création de l’Atlas Genius Loci. Les situations de chantier à partir desquelles nous avons travaillé (en particulier ceux des universités bordelaises) nous ont amené à pratiquer une recherche-création sur des terrains de vie concrets et à mettre en œuvre des processus de coopération artistique avec des maîtres d’ouvrage et des institutions. À partir d’une interrogation sur les articulations possibles entre l’art et les pratiques architecturales de l’industrie du bâtiment (Building Information Modelling), notre Atlas est devenu un « processus mésologique », un travail d’inter-relation au sein d’un milieu, construisant une présence-alliance entre une artiste et une institution. Le prolongement de cette recherche-création, où le terrain-milieu d’où l’on parle est à la fois explici-té dans sa matérialité et impliqué dans l’expérimentation, s’inscrit dans l’héritage de l’analyse institutionnelle (sociologie) et de la critique institutionnelle (art) pratiquée dès les années 1970. L’enjeu de ce travail porte sur les engagements contemporains de l’artiste dans la société, et réciproquement, sur la place que celle-ci réserve à l’art, il rend compte de la singularité de la recherche en art, et de la façon dont elle ouvre aujourd’hui des perspectives originales pour l’alliance du monde académique avec la société civile. / This research thesis in art unfolds in two main and closely linked dimensions, one epistemological and the other artistic. Firstly, from an epistemological point of view, it is the expression of the continuum between theory and practice. It hypothesizes that meta-art initiated by two artists: Adrian Piper in the 1970s and Jean-Paul Thibeau in the 1990s, defines the right method to explicit and analyse the artistic experimentation. This theoretical-practical program is carried out through the writing of two kinds of texts: the experience accounts of our projects (Genius Loci Monflanquin, Genius Loci Aix, Genius Loci Villeneuve, Genius Loci UBUBM) and the analytical comments ("How to represent movement? ", " How can ecosophy shed light on the artistic practices that take place in everyday life as a experimentation situation? ", "How to make a decision? ", and "How to build a pathway to the heart of a living environment?”). Secondly, from an artistic point of view, this thesis opens up a space for experimentation on the creation of the Atlas Genius Loci. The "construction site situations" from which we have worked (in particular those with Bordeaux universities) have led us to practice a research-creation on tangible living environments, and to pursue artistic cooperation with project owners and institutions. With the possible links between art and architecture (Building Information Modeling) as a starting point, our Atlas has become a "mesological process" claiming a presence-alliance between an artist and an institution. The extension of this research-creation, where the field-environment from where one speaks is both explicit in its materiality and involved in the experimentation, is part of the legacy of institutional analysis (sociology) and institutional criticism (art) practiced since the 1970s.The contemporary commitment of the artist in society, and reciprocally, the place that society gives to art, expresses the singularity of the artistical research, and the way that it now opens up original perspectives for the alliance of the academic world with civil society.
773

Associação da apneia obstrutiva do sono e da curta duração do sono com a função renal em pacientes com doença arterial coronariana / Association of obstructive sleep apnea and short sleep duration with renal function in patients with coronary artery disease

Furlan, Sofia Fontanello 26 October 2018 (has links)
Introdução: A doença arterial coronariana (DAC) constitui uma das principais causas de mortalidade mundial à despeito dos avanços no seu tratamento. Neste sentido, importantes comorbidades podem contribuir para este cenário desfavorável. Um dos fatores de pior prognóstico nos pacientes com DAC é a presença da doença renal crônica (DRC). Entre os potenciais novos candidatos para este prognóstico desfavorável, podemos citar os distúrbios do sono. Diversos estudos sugerem que a apneia obstrutiva do sono (AOS) e a curta duração do sono (CDS) isoladamente estão associados com piores desfechos cardiovasculares, incluindo uma maior incidência de DAC. No entanto, não está claro se a interação da AOS com a CDS está associada com pior função renal e com maior taxa de DRC em pacientes com DAC bem como maior taxa combinada de eventos cardiovasculares e não cardiovasculares. Métodos: Foram recrutados pacientes consecutivos com DAC estabelecida (pacientes com indicação clínica para a intervenção coronária percutânea, ICP) eletiva. Após a realização da ICP com implante de stent com sucesso (estenose residual < 20% e fluxo TIMI 2- 3), todos os pacientes foram submetidos à monitorização do sono com a poligrafia portátil (Embletta Gold®) por uma noite (ainda durante a internação hospitalar) e à actigrafia de pulso (Actiwatch 2, Respironics®) durante sete dias (após o retorno do paciente às atividades habituais). Definimos a AOS por um índice de apneia-hipopneia (IAH) >=15 eventos/hora e a CDS por <6 horas por noite de sono. Nós estratificamos a associação da AOS, da CDS e a interação de ambas baseada na taxa de filtração glomerular (TFG) e a presença de DRC com exame de creatinina coletado pré-ICP. Estimamos a TFG usando a equação do Chronic Kidney Disease: Epidemiology Consortium (CKD-EPI) de forma contínua e categorizada em dois níveis: TFG < 60mL/min/1.73 m2 (diminuição moderada a grave) e TFG > 60mL/min/1.73 m2 (normal ou levemente diminuído). Após o exame do sono, o seguimento clínico foi realizado por meio de ligações telefônicas e checagem dos prontuários com 1 mês, 6 meses e depois anualmente procurando avaliar a ocorrência de eventos cardiovasculares fatais e não fatais de forma sistematizada. Resultados: Foram estudados 262 pacientes (64,1% sexo masculino, idade média: 63±10 anos e índice de massa corpórea [IMC] 27,8±4,4 Kg/m2). A frequência da AOS e CDS foi de 58,4% e 25,6%, respectivamente. Pacientes com AOS apresentaram pior TFG em relação aos pacientes sem AOS (62±26 vs. 74±20 mL/min/1,73m2, p < 0,001) e consequentemente maior taxa de DRC (42,1 vs. 26,6%, p=0,009). Em contraste, a TFG foi similar nos pacientes com e sem CDS (65±29 vs. 68±23 mL/min/1,73m2, p=0,38) e uma frequência não significante de DRC (44.8 vs. 32.5%, p=0.07). Na análise multivariada, AOS, mas não a CDS, foi independentemente associada com a TFG: beta= -10,57 (-16,46 - - 4,68), p < 0,001) e com a DRC (OR=1,95; 95% IC=1,12-3.38, p=0,01). As interações da AOS e da CDS com a TFG e a presença da DRC não foram significantes. Os resultados permaneceram similares após avaliarmos a AOS (pelo IAH) e a duração do sono de forma continua ou ao classificarmos a CDS como < 5 horas. Em uma análise exploratória, após seguimento mediano foi de 25 meses, ocorreram 43 eventos cardiovasculares (15 infartos agudos do miocárdio; 1 revascularização do miocárdio; 6 acidentes vasculares cerebrais; 7 óbitos cardiovasculares e 14 reestenoses de stent). Considerando os eventos combinados, não encontramos até o momento diferenças significantes entre os grupos com AOS e CDS quando comparados aos respectivos grupos sem estes distúrbios. Conclusão: Em pacientes com DAC, a AOS, mas não a CDS, foi independentemente associada com pior TFG e DRC, marcadores de pior prognóstico nestes pacientes / Introduction: Coronary artery disease (CAD) is one of the main causes of worldwide mortality despite advances in the medical treatment. In this sense, important comorbidities can contribute to this unfavorable scenario. One of the factors associated with poor prognosis in patients with CAD is the presence of chronic kidney disease (CKD). Sleep disorders are potential new candidates contributing to poor prognosis in CAD as well. Although not consistent, several studies suggested that obstructive sleep apnea (OSA) or short sleep duration (SSD) are associated with a higher prevalence of CAD and poor cardiovascular outcomes, including higher CAD incidence. However, it is unclear whether the interaction of OSA with SSD is associated with lower renal function and higher frequency of CKD in patients with established CAD, as well as with increased rate of cardiovascular and non-cardiovascular events. Methods: Consecutive patients with established CAD (those with clinical indication for elective percutaneous coronary intervention, PCI) were recruited. After a successful PCI procedure (residual stenosis < 20% and TIMI 2-3 flow), all patients underwent sleep monitoring with portable polygraphy (Embletta Gold®) for one night (during hospital stay) and wrist actigraphy (Actiwatch 2, Respironics®) for seven days (after patient return to usual activities). We defined OSA by an apnea-hypopnea index (AHI) >= 15 events / hour and SSD for < 6 hours per night of sleep. We stratified the association of OSA, SSD and their interaction based on the eGFR and the presence of CKD with the creatinine collected pre PCI procedure. We estimated eGFR using the Chronic Kidney Disease: Epidemiology Consortium (CKD-EPI) equations and categorized into two levels: eGFR < 60mL / min / 1.73 m2 (moderate to severe decrease) and eGFR > 60mL / min / 1.73 m2 (normal or mildly decreased). After the sleep study, clinical follow-up was performed through phone calls and medical records revisions at 1 month, 6 months, and then annually, searching for the occurrence of fatal and non-fatal cardiovascular events in a systematized way. Results: A total of 262 patients (64.1% males, mean age: 63±10 years and body mass index [BMI] 27.8±4.4 kg/m2) were studied. The frequencies of OSA and SSD were 58.4% and 25.6%, respectively. Patients with OSA had lower eGFR compared to patients without OSA (62±26 vs. 74±20 mL/min/1.73m2, p < 0.001) and consequently a higher rate of CKD (42.1 vs. 26.6%, p=0.009). In contrast, eGFR was similar in patients with and without SSD (65±29 vs. 68±23 mL/min/1.73 m2, p=0.38) and a no significance frequency of CKD (44.8 vs. 32.5%, p=0.07). In the multivariate analysis, AOS, but not SSD, was independently associated with eGFR (-10.57 (-16.46 - -4.68), p < 0.001) and with CKD (OR = 1.95, 95% CI=1.12-3.38, p=0.01). The interactions of OSA and SSD with eGFR and the presence of CKD were not significant. These results remained unchanged after evaluating AHI and sleep duration as continuous variables or setting SSD as < 5 hours. In an exploratory analysis, after a median follow up of 25 months, forty-three cardiovascular events (15 episodes of acute myocardial infarction, 1 coronary artery bypass graft, 6 strokes, 7 deaths and 14 stent restenosis). Considering the combined events, we did not find significant differences between OSA and SSD groups and their counterparts so far. Conclusion: In patients with CAD, OSA, but not SSD was independently associated with lower GFR and CKD, markers of poor prognosis in these patients
774

一般帳戶投資型年金之資產負債管理:免疫理論與最適資產配置之應用

謝冠生 Unknown Date (has links)
本研究主要是針對投資型年金之資產負債管理作探討,其中是就規避利率風險對於資產負債管理上的影響以及分析資產配置最適化作為研究的架構,而所利用的研究方法乃是取決於建構利率隨機模型並輔以免疫理論與Markowitz投資組合理論,以期在規避利率風險的同時,亦能將資產配置達至最佳化。 首先,為實際模擬出符合現實經濟環境變動下的隨機利率期間模型,本研究利用C.I.R利率期間結構模型來建構年金保單期間的利率結構,並且由於投資型年金之保單價值的累積特性,因此本研究同時亦建構出連接保單價值的投資資產之報酬率型態,進而模擬出各期之現金流量以及各項投資資產的存續期間;再者,藉由Markowitz投資組合理論,以在免疫條件之限制下進行最適資產配置之評估。 最後,以某知名的保險公司所推出的投資型年金商品作為本研究之實證對象,透過模擬之方法,將研究模型中之各項參數予以評估,並且根據上述之研究過程將免疫理論與投資組合理論相連接,以檢視投資型年金商品在規避利率風險的狀態下,其最適之資產配置比例是否與現行法令之規範相牴觸,而能給予適時之建議。另外,由本實證結果可知,經由本研究的分析流程,可以有效地給予年金管理者規劃出年金資產負債管理時的最適投資組合比例,並且在增加外國投資資產時,更能有效的增加年金資產之報酬,同時也不影響保險法對於投資資產的比例與總金額之限制。再者,對於探討規避利率風險前後之資產組合之資產報酬之變化時,可以進一步了解到,當年金管理者在運用免疫策略來規避利率風險時,其所面對的風險成本之多寡,以作為制定避險決策時的依據。 / This research explores the asset-liability management (ALM) for the Investment-Link-Annuity. Two aspects investigated in this research are the interest rate risk and the optimal asset allocation. Moreover, the major issue investigated here is the trade-off between the optimal investment return and the hedge of interest rate risk. We refer this trade-off as ALM cost. By using stochastic interest rate model, Immunization theory and Portfolio Selection Model, we construct an ALM model to achieve the optimal asset allocation given on hedging the interest rate risk under the immunization strategies for the insurance company. First, we utilize the public trading data for investment market in Taiwan and in USA from 1985 to 2000 and the investment-link annuity product of a well-know insurance company in Taiwan to simulate the cash flow and demonstrate the implementation of our model. By analyzing different simulations under various scenarios, the empirical results are as the followings: 1.The ALM cost for immunization strategies is very small, and is estimated to be about 1% to 2%. Therefore, we suggest that insurance companies should start to undertake the asset liability management as soon as possible. 2.If relaxing the investment restrictions of Insurance Law or allowing insurance company to invest in foreign investment market, the overall investment return will be increased and the ALM cost will be reduced effectively.
775

工資、工作配合與工作轉換之期間分析的實証研究

林建志, Lin, Steve Unknown Date (has links)
本論文將勞動市場的狀態過程說明非常完整,即是勞動者的搜尋過程、工作配合過程都是詳細介紹其理論背景,以及實証的結果。由於,在勞動市場上,由於勞動者與廠商之間的訊息不完全,造成勞動者與廠商兩者之間往往無法一拍即合,而導致勞動者可能離職他就,廠商亦可能另聘高明,於是工資變動與工作異動就成為經常看到的現象。 在本文研究勞動者工作異動的情形,在理論模型上是以工作契合理論為基礎,而要討論工作契合理論的基礎則必須先知道Lippmam與MaCall(1976)所提出的工作搜尋理論。因為工作契合理論又是以工作搜尋理論為基礎,因此在理論模型上必先討論工作搜尋理論,進而討論工作契合理論。 文中研究主要藉由民國八十五年九月高希均教授與林祖嘉教授於八十四年四月至八十五年六月期間針對民國八十一年六月專上畢業生的資料,分析全体專上畢業生、女性專畢業生與男性畢業生在工資、工作契合期間與勞工離職率決定以及動態行為決定。並且我們把這些資料分為四大類基本資料:個人背景資料、工作配合資料、人力資本資料與工作特徵及其基本資料。在工資的模型方面則利用一般的最小平方法來估計,因為假設市場上的工資分配為一常態分配,是一般實証文獻常用的。就勞工的契合期間,我們運用林祖嘉(1991)的模型,本文則用在勞動者的離職率與工作契合期間的決定。我們分為四個模型,分別是:Weibull、exponential、lognormal與logistic四種分配。在勞工離職方面我們運用了Cox(1972)的比例危險率模型,Lynch(1991)首次將之運用在勞動者工作異動的決定,除此之外,我們也進一步的討論工資、工作契合期間與離職率的進一步的動態的分析。
776

台灣地區空屋率之研究 / Housing Vacancy Rate in Taiwan

彭建文, Peng, Cheng Wen Unknown Date (has links)
根據1990年住宅普查結果顯示,臺灣的住宅自有率為78.44%,空屋率為13.29%。此結果相較於1980年住宅普查的自有率79.11%與空屋率13.09%,發現十年來此兩住宅現象變化不大,其中臺灣的空屋現象與歐美國家一般正常3~5%的空屋水準比較,明顯偏高。然而臺灣長期面對如此高的空屋率,其背後的涵意、原因與影響為何?是否隱含臺灣住宅投資的偏高資本利得預期與偏低的持有成本及租金等現象?值得研究。尤其臺灣近年來的偏高房價並未因為高空屋率而有明顯的下降情形,此又代表何種意義?更重要的是:政府面對如此高的空屋現象,應有何住宅政策以為因應?   本研究首先透過兩次住宅普查與臺灣電力公司表燈用電不足底度資料澄清臺灣地區各縣市空屋狀況。發現臺灣地區歷年空屋率均相當高,而至1993年底空屋數量持續增加達到歷年最高記錄:約76萬戶空屋,空屋率約為14%,此現象預期對未來房地產市場不景氣有嚴重深遠影響。本文其次利用計量經濟模型分析:一、影響臺灣空屋率的主要原因,藉此解釋臺灣各地區不同的空屋狀況;二、空屋率與價格間之相互關係,並計算臺灣地區各縣市歷年自然空屋率,以此探討現行空屋率是否合理;三、利用信義房屋公司之仲介資料,分析在市場上空屋所有權人之屬性及住宅屬性對住宅成為空屋機率之影響。最後,針對過去空屋現況與上述研究,研擬提高空屋利用之策略,並建議政府檢討國宅政策,有效利用空屋,從根本上解決日益嚴重之住宅問題。 / According to 1990 Taiwan's housing census, the homeowner occupancy rate was 78.44% and the vacancy rate was 13.29%. The result compared with homeowner occupancy rate 79.11% and vacancy rate 13.09% of 1980 census, it was not much different during the past 10 years. Comparing with the reasonable vacancy rate, 4-5% in the most western countries, the-vacancy rate in Taiwan was very high obviously. What are the implication, reasons, and impacts of high vacancy rate? Does it imply the expectation of high capital gain of housing investment as well as the low holding costs and rents in Taiwan? The most critical issue is what kind of housing policy should be proposed to solve the problems of high housing vacancy.   This thesis used housing census data and under minimum use of electricity data of Taiwan Power Company to clarify the phenomenon of housing vacancy in Taiwan during every past year. ffe found that housing vacancy rate was always high, 14.58% in average (1.2% in standard deviation) during 1980-1992. Up to the end of 1993, the stock of vacant house was about 760,000 units and the vacancy rate was about 14%. ffe then established econometric model to analyze the following topics:   (1) the reasons of high vacancy rate in Taiwan;   (2)the relationship between vacancy rate and housing price, and then to caculate the natural vacancy rate of each city in Taiwan;   (3)the possibility of a housing unit to be vacant was effected by characteristics of housing itself and its homeowner.   Finally, we suggest some housing strategies and policies to solve the high vacancy issue to the government.
777

The study of Optimal Asset Allocation of Banks after Asset-backed Securitization and write off NPL with secreturization

Yen, Tsung-Yu 30 May 2003 (has links)
In the financial industry , typical indirect-financial institution attracts deposit, inter-bank loan, or issuing negotiable certificate of time deposit and bonds.¡@After collecting money from excess capital units through auditing procedure then loan to the needed parties as a financial intermediary in the market. The roles of financial institutions such as banks are acting as a financial intermediary by providing buy-sell funding to enterprises or individuals. Those banks actually take whole funding liquidity risk to exchange main resource of bank¡¦s profitability. Once failure in managing risk or facing dynamically financial environment changing, bank may engage in difficulty and cause serious financial crisis. Comparison with large international financial institutions, our financial institutions hold a lot of NPL (Non-Performing Loan; Taiwan major NPL almost came from mortgage), it not only lower the liquidity of fund, longer payment duration but also raise operation risk can¡¦t recover financial assets. The quality of asset has also been worse off rapidly. These phenomena raise financial institution operation risk and influence stability of financial system and development of financial environment. With the financial environment is changing, those developed countries mostly adopted structured finance or financial asset securitization methods. The purpose of financial asset securitization in general is to raise fund for originator. Originator is the most important participant on the securitization process. The originators pool and reorganize those assets, which could create cash flow into small-amount unit security and sell to the investors. By this way originator don¡¦t have to wait till maturity and buyback those securities. That is why by using financial asset securitization will help financial institution to improve asset/liability management, spread asset risk and increase the ratio of equity to assets. At the same time, this will improve the effect and efficiency of finance institution¡¦s operating and open up the funding market. Mortgage securitization can raise banks¡¦ capital adequacy and current ratio. By way of asset securitization, the originators enjoy higher asset liquidity, lower funding cost, and improved capital ratio; while investors can use mortgage-backed securities to diversity their portfolios, improve liquidity and enhance yields. For originators, securitization is not only lower the cost of capital, increase the net profit but also enhances the liquidity of cash and balances the assets¡¦ structure. Assets-backed securitization has been prevailed in USA for years. It effectively controls the NPL (Non-performing Loans) problem and stabilizes financial management. Through financial asset securitization optimal asset allocation model, this thesis has the following finding: 1. Financial market funding supply shows multiple effects after Banking Financial asset securitization. In the initial stage of securitization, banks will lower risky assets and then will increase to original size. 2. After Financial asset securitization, a capital adequate ratio will rise first then become normal level. 3. Under assumption that financial asset securitization does not create any capital gain or loss; bank will lower profitability at initial stage. Then after a while, profitability will increase dramatically later. 4. After consideration of risk, this research discovers that securitization wills steeper Capital Allocation Line. It means every risk taking will compensate higher return. Improve Banking efficiency and profitability. Securitization provides a groundbreaking tool to increase profitability and avoid risk. Under MBS structure, the commissions and fees, absolutely out of risk, is major and stable income of the bank. On the other hand, the successful development of USA RTC implement is another contribution to resolve NPL. In sum, financial asset securitization not only accelerates the efficiency of financial institutions for more balance capital markets but also avoids financial risk in the banking system. At present, the prime theme of he banking sector should be how to maintain sound operations by strengthening credit risk management and restructure assets quality. Introducing successful external professional partner system is another way to deal with NPL problems.
778

Reliability assessment of electrical power systems using genetic algorithms / Reliability assessment of electric power systems using genetic algorithms

Samaan, Nader Amin Aziz 15 November 2004 (has links)
The first part of this dissertation presents an innovative method for the assessment of generation system reliability. In this method, genetic algorithm (GA) is used as a search tool to truncate the probability state space and to track the most probable failure states. GA stores system states, in which there is generation deficiency to supply system maximum load, in a state array. The given load pattern is then convoluted with the state array to obtain adequacy indices. In the second part of the dissertation, a GA based method for state sampling of composite generation-transmission power systems is introduced. Binary encoded GA is used as a state sampling tool for the composite power system network states. A linearized optimization load flow model is used for evaluation of sampled states. The developed approach has been extended to evaluate adequacy indices of composite power systems while considering chronological load at buses. Hourly load is represented by cluster load vectors using the k-means clustering technique. Two different approaches have been developed which are GA parallel sampling and GA sampling for maximum cluster load vector with series state revaluation. The developed GA based method is used for the assessment of annual frequency and duration indices of composite system. The conditional probability based method is used to calculate the contribution of sampled failure states to system failure frequency using different component transition rates. The developed GA based method is also used for evaluating reliability worth indices of composite power systems. The developed GA approach has been generalized to recognize multi-state components such as generation units with derated states. It also considers common mode failure for transmission lines. Finally, a new method for composite system state evaluation using real numbers encoded GA is developed. The objective of GA is to minimize load curtailment for each sampled state. Minimization is based on the dc load flow model. System constraints are represented by fuzzy membership functions. The GA fitness function is a combination of these membership values. The proposed method has the advantage of allowing sophisticated load curtailment strategies, which lead to more realistic load point indices.
779

Stahlbetonplatten verstärkt mit Textilbeton unter Brandbelastung

Ehlig, Daniel, Jesse, Frank, Curbach, Manfred 03 June 2009 (has links) (PDF)
Im Rahmen experimenteller Untersuchungen wurden Stahlbetonplatten hergestellt, mit verschiedenen textilen Bewehrungen verstärkt, mit 125 % Gebrauchslast vorgeschädigt und anschließend unter Gebrauchslast mit einer Brandbelastung nach der Einheitstemperaturkurve (ISO-834, Cellulosic curve) beaufschlagt. Alle Platten hielten der Brandbelastung bei gleichzeitiger Biegebeanspruchung mehr als 60 Minuten stand und zeigten weder Betonabplatzungen noch andere optische Schädigungen auf. Die für dieses überraschend positive Ergebnis verantwortlichen Mechanismen werden diskutiert, sind aber noch nicht vollständig verstanden. Eine Schlüsselrolle spielt dabei vermutlich das gute Rissverhalten von Textilbeton und interne Umlagerungen zwischen Textil und Stahlbewehrung.
780

Essays on the interaction between migration and sending communities : evidence from China and Vietnam

Xu, Hui 30 September 2011 (has links) (PDF)
This dissertation is comprised of three chapters on the interaction between migrants and their source regions applied to China and Vietnam. The first chapter examines whether remittances are related to receivers' trust and trustworthiness in Vietnam. Using a combination of a field experiment conducted in 2010 and the "2002 Vietnam Household Living Standards Survey", the chapter finds that while internal remittances have no significant relationship to trusting behavior, international remittances demonstrate a significantly positive connection. On the other hand, international remittances are negatively related to trustworthiness, while internal remittances are positively associated. Besides, this study finds that the level of trustworthiness is higher in the south than in the north. The second chapter explores the role of children by age and by gender as a motive for return migration in China by using a rural household survey conducted in Wuwei County (Anhui province) in 2008. Resorting to a discrete time proportional hazard model and a binary Probit model to estimate respectively the determinants of migration duration for both on-going migrants and return migrants, and the return intentions of on-going migrants, the chapter finds consistent results regarding the role of left-behind children as a significant motive for return. The last chapter examines the impact of the migration experience on individuals' choice of being self-employed upon their return to their home villages. By using the same data of Wuwei survey, the chapter finds that return migrants are more likely to be self-employed than non-migrants, and that both return savings and the frequency of job changes during migration increase the likelihood for return migrants to become self-employed.

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