Global ETD Search

11	Jump-diffusion based-simulated expected shortfall (SES) method of correcting value-at-risk (VaR) under-prediction tendencies in stressed economic climate Magagula, Sibusiso Vusi 05 1900 (has links) Value-at-Risk (VaR) model fails to predict financial risk accurately especially during financial crises. This is mainly due to the model’s inability to calibrate new market information and the fact that the risk measure is characterised by poor tail risk quantification. An alternative approach which comprises of the Expected Shortfall measure and the Lognormal Jump-Diffusion (LJD) model has been developed to address the aforementioned shortcomings of VaR. This model is called the Simulated-Expected-Shortfall (SES) model. The Maximum Likelihood Estimation (MLE) approach is used in determining the parameters of the LJD model since it’s more reliable and authenticable when compared to other nonconventional parameters estimation approaches mentioned in other literature studies. These parameters are then plugged into the LJD model, which is simulated multiple times in generating the new loss dataset used in the developed model. This SES model is statistically conservative when compared to peers which means it’s more reliable in predicting financial risk especially during a financial crisis. / Statistics / M.Sc. (Statistics) Historical-Simulation VaR model Jump-Diffusion models ES model Coherence Fat-tailed distribution HES model SES model
12	The relationship between recreational technology use and attachment style Schentke, Martin Moritz 31 December 2007 (has links) The study investigated whether a relationship existed between using technology for recreation, and attachment style with important individuals in the lives of respondents. The main results showed that (4) a decrease in friend anxiety contributes towards an increase in the positive attitude towards using the HES for explicit content; (5) An increase in romantic partner anxiety contributed towards an increase in the positive attitude towards using the HES for social replacement. (6) Decreased father avoidance and increased father anxiety lead to an increasingly positive attitude towards using the PC for social, romantic and sexual improvement; (7) an increase in mother avoidance and anxiety, partner anxiety and friend anxiety contributed towards an increase in the positive attitude towards using the cell phone for explicit content and relationship related activities. / Psychology / (M.A. (Psychology)) Recreational technology Attachment style Avoidance Anxiety Home Entertainment System (HES) Personal Computer (PC) Attachment behavior. Social psychology. Technology -- Social aspects.
13	Analysis of Circadian Properties and Clock Regulation of Glioma and Breast Cancer Stem Cells Sharma, Vishal Premdev 26 November 2014 (has links) No description available. Biology Cellular Biology Molecular Biology Cancer Stem Cell Circadian rhythms Glioma C6 Breast cancer MCF-7 Hes-1 Bmi-1
14	Jump-diffusion based-simulated expected shortfall (SES) method of correcting value-at-risk (VaR) under-prediction tendencies in stressed economic climate Magagula, Sibusiso Vusi 05 1900 (has links) Value-at-Risk (VaR) model fails to predict financial risk accurately especially during financial crises. This is mainly due to the model’s inability to calibrate new market information and the fact that the risk measure is characterised by poor tail risk quantification. An alternative approach which comprises of the Expected Shortfall measure and the Lognormal Jump-Diffusion (LJD) model has been developed to address the aforementioned shortcomings of VaR. This model is called the Simulated-Expected-Shortfall (SES) model. The Maximum Likelihood Estimation (MLE) approach is used in determining the parameters of the LJD model since it’s more reliable and authenticable when compared to other nonconventional parameters estimation approaches mentioned in other literature studies. These parameters are then plugged into the LJD model, which is simulated multiple times in generating the new loss dataset used in the developed model. This SES model is statistically conservative when compared to peers which means it’s more reliable in predicting financial risk especially during a financial crisis. / Statistics / M.Sc. (Statistics) Historical-Simulation VaR model Jump-Diffusion models ES model Coherence Fat-tailed distribution HES model SES model 332.632 Financial risk management Investment analysis
15	The differences in food security and related characteristics between rural, low-income Appalachian women who garden for food and those who do not Stewart, Shannon R. 09 May 2012 (has links) No description available. Health Nutrition Social Work food security low-income women rural women garden gardening household energy security (HES) produce intake FBC health well-being social capital FMWB FOC social support index mixed methods
16	Modélisation des écoulement en milieux poreux fracturés : estimation des paramètres par approche inverse multi-échelle / Flow parameter estimation in fractured porous media : inversion and adaptive multi-scale parameterization Trottier, Nicolas 16 May 2014 (has links) Ce travail a pour objectif de développer et d’appliquer une méthode originale permettant de simuler l’écoulement dans un milieu poreux fracturé. Cette méthode repose sur une approche multicouches double continuum permettant de séparer le comportement des différents aquifères présents sur un site. La résolution des écoulements, basée sur la méthode des Eléments Finis de Crouzeix-Raviart, est associée à une méthode inverse (minimisation de type Quasi-Newton combinée à la méthode de l’état adjoint) et à une paramétrisation multi-échelle.La méthode est appliquée dans un premier temps sur l’aquifère fracturé du site expérimental de Poitiers. Les résultats montrent une bonne restitution du comportement de l’aquifère et aboutissent à des champs de transmissivité plus réguliers par rapport à ceux de l’approche simple continuum. L’application finale est réalisée sur le site de Cadarache (taille plus importante et données d’entrée moins denses). Le calage des deux aquifères présents sur le site est satisfaisant et montre que ceux-ci se comportent globalement de façon indépendante. Ce calage pourra être amélioré localement grâce à données de recharge plus fines. / The aim of this study is to develop and validate a new method for the simulation of flow in fractured porous media. This method is based on a multi-layered and dual continuum approach allowing to discriminate the behavior of different aquifers present on a site. The flow equations are solved using a Crouzeix-Raviart Finite Element method, in association with an inverse method (Quasi-Newton minimization combined with the adjoint state method) and a multi-scale parameterization.The method is first applied and validated on the fractured aquifer of the Hydrogeological Experimental Site of Poitiers. The results closely reproduce the flow behavior of the aquifer and lead to a transmissivity field much more homogeneous than the one obtained with a simple continuum approach. The final application is performed on the site of Cadarache (large scale problem with heterogeneously distributed input data). The model calibration of both aquifers is rather satisfactory and shows that their behavior is globally independent. It could locally be improved if more accurate groundwater recharge data is made available. Milieux poreux fracturés Représentation double-continuum Éléments finis de Crouzeix-Raviart Problème inverse État adjoint Paramétrisation multi-échelle SEH Poitiers CEA/Cadarache Porous fractured media Double-continuum representation Non-conforming finite elements Inverse problem Adjoint state Multi-scale parameterization HES Poitiers CEA/Cadarache 551.48
17	New modelling and simulation methods to support clean marine propulsion Grant, Michael 24 August 2021 (has links) The marine industry has increased its adoption of pure-electric, diesel-electric, and other non-traditional propulsion architectures to reduce ship emissions and fuel consumption. While these technologies can improve performance, the design of a propulsion system becomes challenging, given that no single technology is superior across all vessel types. Furthermore, even identical ships with different operating patterns may be better suited to different propulsion technologies. Addressing this problem, previous research has shown that if key elements of a vessel's operational pro file are known, simulation and optimization techniques can be employed to evaluate multiple propulsion architectures and result in a better propulsion system design and energy management strategy for a given vessel. While these studies have demonstrated the performance improvements that can be achieved from optimizing clean marine propulsion systems, they rely on vessel operational profiles obtained through physical measurement from existing ships. From a practical point of view, the optimization of a vessel's propulsion system needs to occur prior to a vessel's construction and thus precludes physical measurement. To this end, this thesis introduces a marine simulation platform for producing vessel operational profiles which enable propulsion system optimization during the ship design process. Core subsystem modules are constructed for simulating ship motions in 3 degrees of freedom and result in operational profile time-series, including propulsion power. Data is acquired from a benchmark vessel to validate the simulation. Results show the proposed approach strikes a balance between speed, accuracy, and complexity compared with other available tools. / Graduate model-based design MBD hybrid marine propulsion optimization simulation ship vessel DOF motion propeller torque thrust diesel-electric all-electric EV FES BES PHES HES ESS energy automation autonomous resistance hull ocean current added mass platform CFD hybrid electric batteries ultra capacitors emissions fuel consumption LNG motor engine energy management strategy control power energy wind waves strain coefficient hydrodynamic derivative MMG Maneuvering Modeling Group manoeuvring ferry design electric diesel azimuth thruster podded fouling roughness autopilot

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