Stationarity is an essential property to portfolio return in the past statistical arbitrage strategy, this article uses Neo-75 rule, momentum effect, properties as independent and identically distribution and stationarity in error term, in one asset and in the very short holding period. The result in out sample period owning positive cumulative return. The finding suggests individual investors use this strategy in higher efficiency market to avoid invalidation in our model. This article surveyed CAC40, DJI, HangSeng, NASDAQ, Nikkei225, Shanghai and TWII indices. All the excess returns in out sample periods indicate they are exclude weak form of efficient market.

State multinationals were investigated in the 1980s. Since then, little work on the state multinational has been done because of the dramatic changes in the world in terms of both politics and economics, such as the waves of liberalization, deregulation and privatization. However, in the current global environment, we see the increase in the number of state multinationals, and thus initiate research of this study. This study investigates two sets of research questions. First, is the state multinational the overlap of two organizational forms (the state owned enterprise (SOE) and the multinational enterprise (MNE))? If so, what are the key characteristics and implications of the state multinational? Second, can the state multinational be considered a hybrid organizational form, which is different from that of its parents? Propositions are set forth to examine the first set of research questions. After clarifying the unit of analysis for this study, the second set of questions asks how state ownership influences the state multinational‘s international diversification and firm performance, and what is the impact of institutional ownership on the state ownership—international diversification relationship, and how home country institutional environments influence the proposed relationships. Hypotheses are proposed to investigate the second set of research questions and are tested with a three-year sample (2004-2007) and a seven year sample (2000-2007) of the state multinational. Results of hierarchical linear models indicate that the state multinational, first, does have characteristics that are different from its parents (i.e., the SOE and the MNE) and thus is considered a hybrid organizational form. Second, state ownership may improve the level of the state multinational‘s international diversification, but reaches a threshold, after which the positive influence diminishes due to the prominent agency costs. Third, institutional ownership has been verified as a useful mechanism to improve the effectiveness of corporate governance in the case of the state multinational. Fourth, home country institutional environments matter in the studied relationships. The state multinational in developed countries with an established institutional environment may not depend on state ownership as much as those in developing and emerging countries. Results also show the influence of state ownership on the state multinational‘s firm performance. The state ownership—performance relationship is also non-linear (inverted U-shaped). Moreover, in the case of the state multinational, the higher the level of international diversification, the higher the firm performance. In addition, international strategies of the state multinational function as a mediator for the relationship between state ownership and firm performance.

To associate leading with teaching the effect which four grade of pupils creates the poem of children concurrently the one that tests consensual assessment technique of Amabile is proper. Hsiu-Tsu Chang ABSRACT It is the motive power of promoting social progress too to create and think it is mankind's unique natural talent . In strange and changeful and changeable era, ' the intention ' grasps parameters , opens the new chances . Train student's creativity, become the important subject for education at present. In order to which kind of method is taken to promote students' Chinese creativity? This research mainly aims at leading pupils of grade four to create the poem of children by associating teaching technology, and the one that study its impact on pupil's creativity and concurrently test Amabile1983 consensual assessment technique(CAT) is proper. This result of study is as follows: First , three different group of nine experts of groups evaluate creativity of poem works CAT of 68 pupil children consent quantity Up to. More than 90. Second, the pupil's children poem works creativity displays and is correlated with their children poem writing motives.( r =. 410, p<. 01). Third, accept the pupil dealing with the experiment and behave in children poem creativity, there is difference of showing in the groups, associate and lead the pupil of teaching group to display and is obviously superior to contrasting the group pupil .(F =7.77, p<. 05, d =.68) Key word: to associate leading, consensual assessment technique, Children poem creates, form of motive amount of children poem writing

Content-based MIDI Music Retrieval and Computer-aided Composition Based on Musical Whistling Hung-Cche Shen* Chung-Nan Lee+ ABSTRACT In this dissertation, we have focused on the research of content-based MIDI music retrieval and computer-aided composition based on musical whistling. For MIDI music retrieval, a prototype system called ¡§Whistle-for-Music¡¨ is developed. This system enables users to retrieve MIDI format music by whistling a melodic fragment. It consists of three essential components which are query processing, MIDI preprocessing and an approximate search engine. For query processing, we have achieved a real-time and robust whistle-to-MIDI converter. For MIDI preprocessing, the extracted features from MIDI files contain individual, local and global melodic descriptions. In order to match a querying pattern with target, we extend an existing search engine into a fast approximate melodic matching engine. There is a systematic evaluation of ¡§Whistle-for-Music¡¨ system. The performed experiments include ¡§Query turnaround time¡¨, ¡§Unique prefix searching¡¨, ¡§Error density vs. match rank percent¡¨ and ¡§Statistics of global descriptions¡¨. The results show that careful measurement and objective comparisons can lead us to know the scaling trend about query and target. For computer-aided composition, a system called ¡§Whistle-to- Music¡¨ is presented. The ¡§Whistle-to-Music¡¨ system can ease the melody input and musical composition. Firstly, our ¡§Whistle-to-MIDI¡¨ transformation is to translate a whistled tune into a sequence of notes, which are defined by onset, duration, velocity and note pitch. This ¡§Whistle-to-MIDI¡¨ is a relative melody transcription since we apply ¡§pitch templates¡¨ and ¡§rhythm templates¡¨. Based on the given melodic motives, we propose the templates of melodic forms and harmonic tables for the tasks of motive development and automatic harmonization. We demonstrate that the proposed melodic forms templates can successfully produce various formal songs from one or few bass motives. The harmonic tables allow us to produce classic-style harmonization based on three theories. The process of ¡§Whistle-to-Music¡¨ system is described by giving examples of melody transcription, motive development and demonstrating the resulting music from automatic harmonization. In automatic harmonization, we demonstrate that the proposed harmonic tables can successfully produce a piece of well-formed harmonization from a variety of whistled tunes. * Author +Advisor

A vector form intrinsic finite element method ( plane frame element ) is developed and applied to study the dynamic responses of offshore template platform under wave force. The horziontal, vertical and rotational motions at each node in the finite element model also were analyzed by the developed solution procedure of offshore structures. Besides, this paper also discussed the application of viscoelastic dampers on the offshore structures. A design for the dampers incorporated in the template structure were presented, and dynamic analyses were carried out to observe the effect of the vibration mitigation on the structures .

In this study, cooling of small form factor computer is numerically investigated. The numerical model is analyzed using a commercial computational fluid dynamics software Icepak&trade / . The effects of grid selection, discretization schemes and turbulence models are discussed and presented. In addition, physical phenomena like recirculation and relaminarization are addressed briefly. For a comparison with the computational fluid dynamics results, an experiment is conducted and some temperature measurements are obtained from critical locations inside the chassis.The computational results were found to be in good agreement with the experimental ones.

Architectural curvilinear form has been on the scene since the time of the first building shelters. Curve is the most common form in nature. This phenomenon inspired human beings while they are building structures. Curvilinear form has developed over centuries, via structural enhancements and aesthetic tenets. A symbolic meaning is tailored to curvilinear structures such as use of domes in religious buildings. However, the difficulties in the construction process of these forms have been a challenge for people throughout the history. Today, introduction of computer aided design and manufacturing technologies into building industry encourages the use of curvilinear forms in architecture. This study intends to explore the relationship between structure and architectural curvilinear form. The curvilinear form will be examined basically according to its structural potentials through its geometrical configuration. A computer model of the roof of Channel Tunnel Railway Terminal at Waterloo is generated and with some geometrical modifications for the configuration of the roof, new schemes of structures are obtained. An analytical comparison of structural behavior and efficiency is made via the computer model of the roof and these modified configurations.

Increased product proliferation and global competition are forcing companies within the supply chain to adopt new strategies. Postponement is an effective strategy that allows companies to be agile and cost effective in dealing with the dynamics of global supply chains. Postponement centres around delaying activities in the supply chain until real information about the market is available, which reduces the complexity and uncertainty of dealing with a proliferation of products. A two-echelon divergent supply chain entailing a central production facility and N retailers facing stochastic demand is studied within the inventory-distribution system. A periodic review order-up-to strategy is incorporated at all echelons. Unique to the study, five different systems are created and the effectiveness of several postponement strategies (form and transshipment) under various operational settings are compared. The importance of postponement under an integrated supply chain context and its contribution to various sector implementations are also discussed. Simulation is used to analyze the performance of the systems especially with respect to cost, order lead time and the effectiveness of transshipment policies. The study is unique in determining factors that favour one system implementation over another and distinguishing sector requirements that support postponement. In the study, postponement is found to be an effective strategy in dealing with managing item variety, demand uncertainty and differences in review periods in the two echelon supply chain for different experimental settings.

Quantum Chromodynamics(QCD) is part of the Standard Model(SM) that describes the interaction of fundamental particles. In QCD, due to the fact that strong coupling constant is large at low energies, perturbative approaches do not work. For this reason, non-perturbative approaches have to be used for studying the properties of hadrons. Among several non-perturbative approaches, QCD sum rules is one of the reliable methods which is applied to understand the properties of hadrons and their interactions. In this thesis, the semileptonic rare decays of $B$ meson to $K_{1}(1270)$ and $K_{1} (1400)$ are analyzed in the framework of three point QCD sum rules approach. The $Brightarrow K_{1} (1270,1400) ell^+ ell^-$ decays are significant flavor changing neutral current (FCNC) decays of the $B$ meson, since FCNC processes are forbidden at tree level at SM. These decays are sensitive to the new physics beyond SM. The radiative $Brightarrow K_{1}(1270) gamma$ decay is observed experimentally. Although semileptonic $Bto K_1(1270,1400)$ decays are still not observed, they are expected to be observed at future B factories. These decays happens at the quark level with $brightarrow s ell^+ ell^- $ transition, providing new opportunities for calculating CKM matrix elements: $V_{tb}$ and $V_{ts}$. Applying three point QCD sum rules to $Brightarrow K_{1} (1270,1400) ell^+ ell^-$ decays is tricky, due to the fact that the $K_{1} (1270)$ and $K_{1} (1400)$ states are the mixtures of ideal $^{3}P_{1}(K_{1}^{A})$ and $^{1}P_{1}(K_{1}^{B})$ orbital angular momentum states. First, by taking axial vector and tensor current definitions for $K_1$ mesons, the transition form factors of $Brightarrow K_{1A} ell^+ ell^-$ and $Brightarrow K_{1B} ell^+ ell^-$ are calculated. Then using the definitions for $K_1$ mixing, the transition form factors of $Brightarrow K_{1} (1270,1400) ell^+ ell^-$ decays are obtained. The results of these form factors are used to estimate the branching ratio of $B$ meson into $K_1(1270)$ and $K_1(1400)$. The results obtained for form factors and branching fractions are also compared with the ones in the literature.

Aim of this thesis is to explain the role of property relations in the production of urban form. It is assumed that urban form is produced not only as a physical setting but also as a concrete and relatively fixed manifestation of property relations. In this respect, urban form should be considered in a relational conception of space. The study departs from the proposition that property relations are the main determinants of the formation of urban space, and private property constitutes the generator of the dynamics and contradictions of urban formation, through a continuous process of fragmentation. For this reason, in the control of urban formation, property rights are the basic element that city planners have to face. Therefore, this study presents a comprehensive framework that integrates the categories of urban morphology with a structural analysis of urban formation process. As the essential unit of capitalist city, &ldquo / production of the parcel as a commodity&rdquo / is elaborated as the core of urban formation process. In this framework, morphogenesis of Yenisehir&ndash / Ankara is analyzed in order to understand its historical transformation with reference to the context of property relations. Its morphological layers are depicted as a product of the contradictory relation between urban planning and property relations. It is seen that the morphogenesis of Yenisehir includes three distinct layers of formation, which are characterized by the gradual domination of commodity production in the formation process of urban space.