Indiana University-Purdue University Indianapolis (IUPUI) / We consider the behavior of zeros of random polynomials of the from \begin{equation*} P_{n,m}(z) := \eta_0\varphi_m^{(m)}(z) + \eta_1 \varphi_{m+1}^{(m)}(z) + \cdots + \eta_n \varphi_{n+m}^{(m)}(z) \end{equation*} as \( n\to\infty \), where \( m \) is a non-negative integer (most of the work deal with the case \( m =0 \) ), \( \{\eta_n\}_{n=0}^\infty \) is a sequence of i.i.d. Gaussian random variables, and \( \{\varphi_n(z)\}_{n=0}^\infty \) is a sequence of orthonormal polynomials on the unit circle \( \mathbb T \) for some Borel measure \( \mu \) on \( \mathbb T \) with infinitely many points in its support. Most of the work is done by manipulating the density function for the expected number of zeros of a random polynomial, which we call the intensity function.

Bakgrund och problemformulering: Den 1 januari 2018 infördesredovisningsstandarden IFRS 9 för finansiella instrument, vilken ersätter den tidigare kontroversiella standarden IAS 39. Den nya standarden innehåller bland annat en kreditförlustmodell som innebär att inte bara inträffade utan även förväntadek reditförluster ska redovisas, vilket skiljer sig från den tidigare kreditförlustmodellen där endast konstaterade förluster redovisades. Banker ansågs vara den typ av företagsom skulle komma att bli särskilt påverkade av den nya kreditförlustmodellen som IFRS 9 innebär. Bortsett från redovisningsstandarder har banker även Baselregelverket att förhålla sig till. Enligt Basel III, det nuvarande regelverket, finns det ett krav på att banker ska ha en kärnprimärkapitalrelation på minst 4,5 %. Kärnprimärkapitalrelationen kan komma att påverkas negativt om avsättningarna ökar, vilket kan bli en följd av IFRS 9. Syfte: Syftet med denna studie är att undersöka hur noterade banker inom Europeiska unionen påverkats av den nya IFRS 9 standarden. Med hjälp av två underfrågor till forskningsfrågan kommer bankers kärnprimärkapitalrelation och kreditförlustreserver att studeras. Forskningsmetod: Två hypoteser har formulerats för att besvara studiens syfte. Studien har utgått från en kvantitativ metod och en deduktiv ansats har tillämpats. Studiens population utgörs av noterade banker inom EU som därefter selekterats genom ett systematiskt urval. Data består av information hämtad från bankernas årsredovisningar från åren 2017 och 2018. Resultat och slutsats: Resultatet visade att båda hypoteserna kunde förkastas. Kreditförlusterna hade inte ökat signifikant och kärnprimärkapitalrelationen hade inte minskat signifikant

In this work, we look into the practical applicability of three joint quantile and expected shortfall regression backtests. The strict, auxiliary, and intercept ESR backtests are applied to the historical log returns of the OMX Stockholm 30 market-weight price index. We estimate the conditional variance using GARCH models for various rolling window lengths and refitting frequencies. We are particularly interested in the rejection rates of the one-sided intercept ESR backtest as it is comparable to the current standard of backtests. The one-sided test is found to perform well when the conditional variance is estimated by either the GARCH(1,1), GJR-GARCH(1,1), or EGARCH(1,1) coupled with student’s t-innovation residuals and a rolling window size of 1000 days.

京都大学 / 新制・課程博士 / 博士(医学) / 甲第24797号 / 医博第4989号 / 新制||医||1066(附属図書館) / 京都大学大学院医学研究科医学専攻 / (主査)教授 花川 隆, 教授 髙橋 良輔, 教授 高橋 淳 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

京都大学 / 新制・課程博士 / 博士(情報学) / 甲第24741号 / 情博第829号 / 新制||情||139(附属図書館) / 京都大学大学院情報学研究科数理工学専攻 / (主査)教授 山下 信雄, 教授 太田 快人, 教授 永持 仁 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DFAM

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Infrastrukturen i Sverige åldras, uppskattningsvis finns det drygt 2000 broar i landet som är 70 år eller äldre. Det finns flera aspekter att titta på för att utvärdera äldre broars kondition och FE modellering är ett vanligt verktyg som används vid utvärdering. För stålbroar är det ofta utmattning som sätter gränsen för hur länge de kan hållas i drift under säkra förhållanden. Syftet med arbetet var att utvärdera nyttan av FE modeller med olika precision med hänsyn till noggrannheten i deras genererade resultat och kostnad. En stålbro har studerats i detalj, Gamla Lidingöbron och specifikt två punkter på dess bågspann. Ritningar av bron och mätdata från forskningsprojektet \textit{Smart tillståndsbedömning, övervakning och förvaltning av kritiska broar} har legat till grund för arbetet. Mätdata utgjordes av tidshistorier över spänningsvariationer i de två studerade punkterna vid flertalet tågpassager över bron. Punkterna finns på bågspannets sekundära bärverk. Fyra modeller har skapats i BRIGADE/Plus med olika precisionsgrad och spänningshistorier för de studerade punkterna har genererats. Spänningshistorierna har sedan utvärderas med Palmgren-Miners delskadeteori för utmattning. Den förväntade ekonomiska nyttan för varje modell har uppskattats beroende av analyskostnad, sannolikheten för utmattningsbrott samt kostnad för ett eventuellt brott. På grund av brons strukturella verkningssätt blev de förenklade modellernas utmattningsresultat mycket lika resultaten från modellen med hög precisionsgrad. De verkliga axellasterna var mindre än de dimensionerande som användes i modellerna. Detta ledde till att de uppkomna spänningarna i stålet från modellerna blev större än de verkliga, men visade ett liknande beteende. Resultatet blev att modellernas utmattningskapacitet enbart utgjorde ca en femtedel av kapaciteten enligt mätningarna. Resultatet från beräkningen av den förväntade nyttan visade att det inte är ekonomiskt motiverat att använda en modell med hög precision framför en eller flera förenklade modeller. Slutsatsen blev att hög precision i en teoretisk modell inte entydigt är bättre än en förenklad modell. Arbetet har utförts vid institutionen för bro och stålbyggnad på KTH i samarbete med Sweco Civil AB. / The infrastructure in Sweden is aging. More than 2 000 bridges in the country are 70 years or older. When assessing the condition of older bridges, several aspects should be taken into account. FE modeling is one common tool to use in a bridge assessment. Fatigue is generally what limits the service life of steel bridges. The aim of this work was to evaluate the utility of higher precision in FE models, regarding the accuracy of their generated results and costs. One steel bridge has been studied in detail, Old Lidingö Bridge and specifically two points on its arc span. Drawings of the bridge and measurement data from the research project \textit{Smart Condition Assessment, Surveillance and Management of Critical Bridges} has provided the basis of this work. Measurement data has been collected from the two selected points on the bridge with strain gauges, registering the time history of the variations in tension during train passages on the bridge. Four models with different levels of precision have been created in BRIGADE/Plus. These models have generated time histories of the varying tension during  train passages. The time histories have been evaluated with Palmgren-Miner's cumulative damage model for fatigue. The expected economic utility of each set of models has been estimated based on the cost of the analysis, the likelihood failure caused by fatigue and the cost of failure. Because of the structural behavior of the bridge, the results of the simplified models became very similar to the results of the high precision model. The actual axle loads were less than the design loads used in the models. Because of this, the calculated tensions in the models became larger than the actual tensions. This also resulted in the fatigue capacity of the models only being about one fifth of the capacity according to the measurements. The calculation of the expected utility showed that it is not economically justified to use a model with higher precision over models with less precision. High precision in a theoretical model is not unambiguously better than a simplified model. The work has been carried out at the Department of Structural engineering and bridges at KTH in cooperation with Sweco Civil AB.

A high percentage of highway crashes in the United States occur at intersections. These crashes result in property damage, lost productivity, injury, and even death. Identifying intersections associated with high crash rate is very important to minimize future crashes. The purpose of this study is to develop efficient means to evaluate intersections, which may require safety improvements. The area covered by the analysis in this thesis includes Orange and Seminole Counties and the City of Orlando. The aforementioned counties and city thus represent Central Florida. Each County/City provided data that consisted of signalized intersection drawings that were either in the form of electronic or hard copies, the county's extensive crash database and a list of intersections that underwent modifications during the study period. A total of 786 intersections were used in the analysis and the crash database was made up of 4271 crashes. From the signalized intersection drawings obtained from the county's traffic engineering department, a geometry database was created to classify all intersections by the number of through lanes, number of left turning lanes, Average Annual Daily Traffic and Posted Speed limits on the Major road of the intersection. In this research, crashes and their type, e.g., rear-end, left-turn and angle as well as total crashes were investigated. Numerous models were developed first using the Poisson regression and then using the Negative Binomial approach as the data showed overdispersion. The modeling process aimed to relate geometric and traffic factors to the frequency of crashes at intersections. Expected value analysis tables were also developed to determine if an intersection had an abnormally high number of crashes. These tables can be used in assisting Traffic Engineers in identifying serious safety problems at intersections. The general models illustrated that rear-end crashes were associated with high natural logarithm of AADT on the major road and the number of lanes (major intersections, e.g. 6x4/6x6), whereas AADT on the major road did not affect left-turn crashes. Intersections with the configuration 4x2/6x2 (2 through lanes at the minor roadway) or T intersections as another category experienced an increase in left-turn crashes. Angle crashes were most frequent at one-way intersections especially in the case of 4x4 intersections. Individual models that included interaction terms with one variable at a time concluded that AADT on the major road positively influenced rear-end crashes more compared to angle and left-turn crashes. As the speed increases on the minor road, the left turn crashes are affected more when compared to angle and rear-end crashes, therefore it can be concluded that left-turn crashes are most influenced by the speed limit on the minor road compared to angle crashes and then followed by rear-end crashes. As the total number of left turn lanes increased at the intersection, thereby increasing the size of the intersection, the number of rear-end crashes increased. An overall model that contained natural logarithm of AADT on major road, total number of left turn lanes at the intersection, number of through lanes on the minor road and configuration of the intersection, as independent variables, along with interaction terms, further concluded and supported the individual models that the number of crashes (rear-end, left-turn and angle) increased as the AADT on the major road increased and the number of crashes decreased as the total number of left turn lanes at the intersection increased. Also, crashes increased as the number of through lanes on the minor road increased. The variables' interaction effects with dummies representing rear-end and left-turn crashes in the final model showed that as the AADT on the major road increased, the number of rear-end crashes increased compared to left-turn and angle crashes and also that as the total number of left turn lanes at the intersection increased, the number of left-turn crashes decreased when compared to rear-end and angle crashes. Also the number of rear-end crashes increased at major four leg intersections e.g. 6x4, 6x6 etc. This thesis demonstrated the superiority of Negative Binomial regression in modeling the frequency of crashes at signalized intersections.

Principals in the nation's schools have been tasked with managing crisis incidents that may occur with students and others on their campuses on a daily basis. The purposes of this study were to determine the differences, if any, that existed in Central Florida public school principals' perceptions regarding school security, their perceived confidence to address critical crisis incidents on their campuses, their perceptions of the likelihood critical incidents would occur, their perceptions of interaction with law enforcement, the critical incidents they fear the most, and their perceptions of factors impacting the incidents they fear the most. Principal subgroup mean responses to the Principal Safety and Security Perceptions Survey in the three areas of Bandura's (1997) triadic reciprocal causation were examined in the context of principals' gender, longevity, student enrollment, grade configuration, free and reduced lunch rate, presence of a law enforcement officer, and presence of a security plan. Findings revealed significant differences between categorical groups of principals in multiple areas. It was determined that significant differences in principals' perceptions warrant further study. Recommendations for practice include security policy development and practical application of noted trends.

The alleged privacy paradox states that individuals report high values for personal privacy, while at the same time they report behavior that contradicts a high privacy value. This is a misconception. Reported privacy behaviors are explained by asymmetric subjective beliefs. Beliefs may or may not be uncertain, and non-neutral attitudes towards uncertainty are not necessary to explain behavior. This research was conducted in three related parts. Part one presents an experiment in individual decision making under uncertainty. Ellsberg's canonical two-color choice problem was used to estimate attitudes towards uncertainty. Subjects believed bets on the color ball drawn from Ellsberg's ambiguous urn were equally likely to pay. Estimated attitudes towards uncertainty were insignificant. Subjective expected utility explained subjects' choices better than uncertainty aversion and the uncertain priors model. A second treatment tested Vernon Smith's conjecture that preferences in Ellsberg's problem would be unchanged when the ambiguous lottery is replaced by a compound objective lottery. The use of an objective compound lottery to induce uncertainty did not affect subjects' choices. The second part of this dissertation extended the concept of uncertainty to commodities where quality and accuracy of a quality report were potentially ambiguous. The uncertain priors model is naturally extended to allow for potentially different attitudes towards these two sources of uncertainty, quality and accuracy. As they relate to privacy, quality and accuracy of a quality report are seen as metaphors for online security and consumer trust in e-commerce, respectively. The results of parametric structural tests were mixed. Subjects made choices consistent with neutral attitudes towards uncertainty in both the quality and accuracy domains. However, allowing for uncertainty aversion in the quality domain and not the accuracy domain outperformed the alternative which only allowed for uncertainty aversion in the accuracy domain. Finally, part three integrated a public-goods game and punishment opportunities with the Becker-DeGroot-Marschak mechanism to elicit privacy values, replicating previously reported privacy behaviors. The procedures developed elicited punishment (consequence) beliefs and information confidentiality beliefs in the context of individual privacy decisions. Three contributions are made to the literature. First, by using cash rewards as a mechanism to map actions to consequences, the study eliminated hypothetical bias as a confounding behavioral factor which is pervasive in the privacy literature. Econometric results support the 'privacy paradox' at levels greater than 10 percent. Second, the roles of asymmetric beliefs and attitudes towards uncertainty were identified using parametric structural likelihood methods. Subjects were, in general, uncertainty neutral and believed 'bad' events were more likely to occur when their private information was not confidential. A third contribution is a partial test to determine which uncertain process, loss of privacy or the resolution of consequences, is of primary importance to individual decision-makers. Choices were consistent with uncertainty neutral preferences in both the privacy and consequences domains.