The present thesis focuses on exploration of the applicability of realized measures in volatility modeling and forecasting. We provide a first comprehensive study of jump variation impact on future volatility of Central and Eastern European stock markets. As a main workhorse, the recently proposed Realized Jump GARCH model, which enables a study of the impact of jump variation on future volatility forecasts, is used. In addition, we estimate Realized GARCH and heterogeneous autoregressive (HAR) models using one-minute and five-minute high frequency data. We find that jumps are important for future volatility, but only to a limited extent due to the high level of information aggregation within the stock market index. Moreover, Realized (Jump) GARCH models outperform the standard GARCH model in terms of data fit and forecasting performance. Comparison of forecasts with HAR models reveals that Realized (Jump) GARCH models capture higher portion of volatility variation. Eventually, Realized Jump GARCH compared to other Realized GARCH models provides comparable or even better forecasting performance.

Title: Knee - straining of modern gymnasts For the basic study of human movements we need to take into consideration geometry of moving units (bodies), kinematics and dynamics. The theoretical part generally describes all the subjects connected to the research project, especially information about functions of human musculoskeletal system, description of basic biomechanics of knee joint,walking and methods of acquiring and processing of data for kinematic analysis of walking. The experimental part focuses on straining on a knee joint of modern gymnasts. It is a methodical analysis of straining on a knee joint. The foundations for this diploma thesis are data recorded by the Kistler system which we used for measuring of the dynamical part of a jump. We also used the swedish Qualysis Motion Capture system for the kinematic analysis. All the data were processed by Qualysis Track Manager software. The results of the research is kinematical - dynamic analysis, which is further used for the result of full - year of legs - straining of selected type of sport movement. Key words: biomechanics of knee joint, walking, kinematic analysis, gymnastic jumps

Neste trabalho foi estudado um problema de controle de sistemas lineares com saltos Markovianos sem observação da variável de salto, que pode ser escrito como um problema de otimização de considerável complexidade. As contribuições para a área estão divididas em três aspectos. Um dos avanços foi a elaboração de um contraexemplo para a conjectura de que há somente um mínimo local isolado para o problema. Além disso, foi estudado o problema de otimização intermediário, que consiste em fixar todas as variáveis do problema exceto duas matrizes de ganhos, e os resultados indicam que, com uma pequena alteração na formulação, este é um problema biquadrático. Por fim, novos algoritmos foram elaborados a partir de um método disponível na literatura, chamado de método Variacional, adaptando-o para atualizar os ganhos aos pares, levando a problemas intermediários biquadráticos. Três métodos foram implementados para a resolução destes problemas: dois métodos clássicos de descida, Newton e Gradiente, e uma adaptação do próprio método Variacional. Para a análise dos resultados foram utilizados exemplos gerados aleatoriamente a partir do Gerador de SLSM, que pode ser encontrado na literatura, e o método Variacional como referência para comparação com os métodos propostos / This work addresses a control problem arising in linear systems with Markov jumps without observation of the jump variable and advances in three different aspects. First, it is presented a counterexample to the conjecture that states about the uniqueness of local minimum. Second, the intermediary optimization problem, which sets all the variables of the problem except two arrays of gains, was studied and the results suggested that a slight modification in the formulation makes the intermediary problem a biquadratic one. Finally, new algorithms were developed based on a method available in the literature, which is frequently referred to as the Variational method, adapting it to update the gains in pairs, leading to biquadratic intermediary problems. Three methods were implemented to solve these intermediary problems: two classical descent methods, Newton and Gradient, and an adaptation of the Variational method. To evaluate the performance of the proposed methods, randomly generated examples were used and the Variational method was set as reference for comparing the results

Neste trabalho foi estudado um problema de controle de sistemas lineares com saltos Markovianos sem observação da variável de salto, que pode ser escrito como um problema de otimização de considerável complexidade. As contribuições para a área estão divididas em três aspectos. Um dos avanços foi a elaboração de um contraexemplo para a conjectura de que há somente um mínimo local isolado para o problema. Além disso, foi estudado o problema de otimização intermediário, que consiste em fixar todas as variáveis do problema exceto duas matrizes de ganhos, e os resultados indicam que, com uma pequena alteração na formulação, este é um problema biquadrático. Por fim, novos algoritmos foram elaborados a partir de um método disponível na literatura, chamado de método Variacional, adaptando-o para atualizar os ganhos aos pares, levando a problemas intermediários biquadráticos. Três métodos foram implementados para a resolução destes problemas: dois métodos clássicos de descida, Newton e Gradiente, e uma adaptação do próprio método Variacional. Para a análise dos resultados foram utilizados exemplos gerados aleatoriamente a partir do Gerador de SLSM, que pode ser encontrado na literatura, e o método Variacional como referência para comparação com os métodos propostos / This work addresses a control problem arising in linear systems with Markov jumps without observation of the jump variable and advances in three different aspects. First, it is presented a counterexample to the conjecture that states about the uniqueness of local minimum. Second, the intermediary optimization problem, which sets all the variables of the problem except two arrays of gains, was studied and the results suggested that a slight modification in the formulation makes the intermediary problem a biquadratic one. Finally, new algorithms were developed based on a method available in the literature, which is frequently referred to as the Variational method, adapting it to update the gains in pairs, leading to biquadratic intermediary problems. Three methods were implemented to solve these intermediary problems: two classical descent methods, Newton and Gradient, and an adaptation of the Variational method. To evaluate the performance of the proposed methods, randomly generated examples were used and the Variational method was set as reference for comparing the results

Training studies involving competitive runners and road cyclists have shown substantial gains in sprint and endurance performance when sessions of high-intensity interval training were added to their usual training in the competitive phase of a season. Further research has shown large performance benefits in sprint and endurance power (7 - 9%) when cyclists combined explosive single-leg jumps with cycling-specific high-intensity interval training during a competitive season. The aim of the present study was to assess the contribution of the jumps to the gains in performance in competitive cyclists in a randomized control trial.The training protocol for the control group was based on previous experimental work in which the control group (n=8) completed cycle specific interval training followed by a series of explosive single-leg jumps. The experimental group (n=7) carried out the same cycle specific interval training but did not participate in the explosive single-leg jumps. While the current study did not use a true control group, the investigation was carried out in the knowledge that a combination of high intensity interval cycling and explosive single-leg jumps causes changes positive changes in performance. Participants took part in 10 x 30-min sessions consisting four sets of high intensity intermittent cycling (4 x 30-s maximum efforts at 50 - 60 min-1 alternating with 30-s recovery). Between each set of 4 x 30 s sprints the control (ballistic) group carried out one set of explosive single-leg jumps (20 for each leg), while the experimental (continuous) group cycled for 20 s at 50 - 60 min-1.Before and after the training period all cyclists completed an incremental peak power test for assessment of VO2max, lactate threshold, exercise economy and peak power, a 30 s Wingate sprint test and a 20 km time-trial. Relative to the control group the percent mean changes (±90% confidence limits) in the experimental group were: power at 4-mM lactate, -4.2 (±6.3); VO2max, -3.1 (±3.7); mean time-trial power, -0.7 (± 4.7); peak incremental power, -1.7; (±5.0); power at 80% max heart rate, -2.8; (±5.6); Wingate peak power, -4.2; (±7.8). We conclude that high-intensity training may improve performance but the combination of high-intensity training and explosive resistance training in the competitive phase is likely to produce greater gains in trained cyclists than high intensity cycling alone.

<p>Oligosaccharides (carbohydrates) are a large class of biological molecules that are important as energy sources in the human body and have enormously varied biological functions. It is generally believed that biological activities of carbohydrates are related to their internal dynamics. The dynamic properties of some oligosaccharides in solution are studied in this thesis, by NMR relaxation. We have employed relaxation interference effects to investigate the conformational dynamics within oligosaccharides (in-tramolecular dynamics) and paramagnetic relaxation enhancement (PRE) as an experimental tool to study intermolecular dynamics. Most of the thesis concerns the dynamics of the methylene group in the two possibly mobile parts of the oligosaccharide: in the exocyclic hydroxymethyl moiety and in the glycosidic linkage position. To perform conformational dynamic studies, the more traditional auto-relaxation pa-rameters are combined with the relaxation interference terms or the cross-correlated relaxation rates (CCRRs). Some experimental schemes based on the initial-rate technique were developed for measuring CCRRs. The techniques are useful for labelled sugars as well as naturally abundant ones. Furthermore, various dynamical models ranging from the Lipari–Szabo approach to several more informative and complicated models such as the two-site jump model, restricted internal rotation and slowly relaxing local structure (SRLS), have been employed to interpret our experimental data. We have combined and com-pared different models; we have also developed a novel approach to existing models, by scaling dipolar coupling constants (DCC), to extract the dynamic behaviour and structural properties of the system. We found that the auto- and cross-correlated relaxation data analyses yield a consistent picture of the dynam-ics in all cases. Additionally, our investigations show that CCRRs are practically important for verifica-tion of certain dynamical and structural information that is difficult to be determined by other means. Moreover, the anisotropy of the carbon-13 chemical shielding tensor in the methylene group has been estimated, using the interference between dipole-dipole and chemical shift anisotropy.</p><p>This thesis also discusses using the PRE to investigate sugar dynamics relative to a paramagnetic MRI contrast agent in solution, which might be important in medicine. We have studied the intramolecu-lar dynamics of the trisaccharide raffinose in the presence of a gadolinium complex. We also investigated the effect of translational diffusion instead of rotational diffusion, which is normally more important in NMR. The paramagnetically enhanced spin–lattice relaxation rates of aqueous protons over a wide range of magnetic fields and of carbon-13 and protons of the sugar at high fields have been measured. The nuclear magnetic relaxation dispersion of water protons and the PREs of proton and carbon in the sugar are interpreted in terms of the model recently developed in our laboratory, allowing both outer- and inner-sphere PREs for water protons, but allowing only the outer sphere PRE for nuclei in the sugar. We found that the relative diffusion has a stronger effect on the PRE than the electron spin relaxation.</p>

Oligosaccharides (carbohydrates) are a large class of biological molecules that are important as energy sources in the human body and have enormously varied biological functions. It is generally believed that biological activities of carbohydrates are related to their internal dynamics. The dynamic properties of some oligosaccharides in solution are studied in this thesis, by NMR relaxation. We have employed relaxation interference effects to investigate the conformational dynamics within oligosaccharides (in-tramolecular dynamics) and paramagnetic relaxation enhancement (PRE) as an experimental tool to study intermolecular dynamics. Most of the thesis concerns the dynamics of the methylene group in the two possibly mobile parts of the oligosaccharide: in the exocyclic hydroxymethyl moiety and in the glycosidic linkage position. To perform conformational dynamic studies, the more traditional auto-relaxation pa-rameters are combined with the relaxation interference terms or the cross-correlated relaxation rates (CCRRs). Some experimental schemes based on the initial-rate technique were developed for measuring CCRRs. The techniques are useful for labelled sugars as well as naturally abundant ones. Furthermore, various dynamical models ranging from the Lipari–Szabo approach to several more informative and complicated models such as the two-site jump model, restricted internal rotation and slowly relaxing local structure (SRLS), have been employed to interpret our experimental data. We have combined and com-pared different models; we have also developed a novel approach to existing models, by scaling dipolar coupling constants (DCC), to extract the dynamic behaviour and structural properties of the system. We found that the auto- and cross-correlated relaxation data analyses yield a consistent picture of the dynam-ics in all cases. Additionally, our investigations show that CCRRs are practically important for verifica-tion of certain dynamical and structural information that is difficult to be determined by other means. Moreover, the anisotropy of the carbon-13 chemical shielding tensor in the methylene group has been estimated, using the interference between dipole-dipole and chemical shift anisotropy. This thesis also discusses using the PRE to investigate sugar dynamics relative to a paramagnetic MRI contrast agent in solution, which might be important in medicine. We have studied the intramolecu-lar dynamics of the trisaccharide raffinose in the presence of a gadolinium complex. We also investigated the effect of translational diffusion instead of rotational diffusion, which is normally more important in NMR. The paramagnetically enhanced spin–lattice relaxation rates of aqueous protons over a wide range of magnetic fields and of carbon-13 and protons of the sugar at high fields have been measured. The nuclear magnetic relaxation dispersion of water protons and the PREs of proton and carbon in the sugar are interpreted in terms of the model recently developed in our laboratory, allowing both outer- and inner-sphere PREs for water protons, but allowing only the outer sphere PRE for nuclei in the sugar. We found that the relative diffusion has a stronger effect on the PRE than the electron spin relaxation.

Deep penetration of personal computers, data communication networks, and the Internet has created a massive platform for data collection, dissemination, storage, and retrieval. Large amounts of textual data are now available at a very low cost. Valuable information, such as consumer preferences, new product developments, trends, and opportunities, can be found in this large collection of textual data. Growing worldwide competition, new technology development, and the Internet contribute to an increasingly turbulent business environment. Conducting surveillance on this growing collection of textual data could help a business avoid surprises, identify threats and opportunities, and gain competitive advantages.Current text mining approaches, nonetheless, provide limited support for conducting surveillance using textual data. In this dissertation, I develop novel text quantification approaches to identify useful information in textual data, effective anomaly detection approaches to monitor time series data aggregated based on the text quantification approaches, and empirical evaluation approaches that verify the effectiveness of text mining approaches using external numerical data sources.In Chapter 2, I present free-text chief complaint classification studies that aim to classify incoming emergency department free-text chief complaints into syndromic categories, a higher level of representation that facilitates syndromic surveillance. Chapter 3 presents a novel detection algorithm based on Markov switching with jumps models. This surveillance model aims at detecting different types of disease outbreaks based on the time series generated from the chief complaint classification system.In Chapters 4 and 5, I studied the surveillance issue under the context of business decision making. Chapter 4 presents a novel text-based risk recognition design framework that can be used to monitor the changing business environment. Chapter 5 presents an empirical evaluation study that looks at the interaction between news sentiment and numerical accounting earnings information. Chapter 6 concludes this dissertation by highlighting major research contributions and the relevance to MIS research.

The aim of the study – To determine and assess the variability of movements during the vertical standing jumps with and without the regressive information. Subjects: The subjects were healthy men who cultivate triathlon (age 19-20 years; n = 10). The objectives: to identify and evaluate the variability of vertical jumps when the jumps are performed at 50% of maximal intensity without using the backward information; to identify and evaluate the variability of vertical jumps when the jumps are performed at 50% of maximum with the regressive information about the accuracy of jump; to identify and evaluate the variability of vertical jumps when the jumps are performed at 30% of maximum (before and after the workload) and at maximal intensity (workload) without the use of regressive information; to evaluate the variability of vertical jumps when the jumps are performed at 30% of maximum (before and after the workload) and at maximal intensity (workload) with the backward information for the control jumps. The main conclusions of the study are the following: During the vertical jumps at 50 % of maximum, we have determined similar repetition of vertical jump. This similarity of vertical jumps’ accuracy was determined during the jumps before the workload, during the workload, and after the workload; The repetition of the similar vertical jump depended on the delivery of regressive information: first two jumps with the backward information were significantly increased in comparison to... [to full text]

Training studies involving competitive runners and road cyclists have shown substantial gains in sprint and endurance performance when sessions of high-intensity interval training were added to their usual training in the competitive phase of a season. Further research has shown large performance benefits in sprint and endurance power (7 - 9%) when cyclists combined explosive single-leg jumps with cycling-specific high-intensity interval training during a competitive season. The aim of the present study was to assess the contribution of the jumps to the gains in performance in competitive cyclists in a randomized control trial.The training protocol for the control group was based on previous experimental work in which the control group (n=8) completed cycle specific interval training followed by a series of explosive single-leg jumps. The experimental group (n=7) carried out the same cycle specific interval training but did not participate in the explosive single-leg jumps. While the current study did not use a true control group, the investigation was carried out in the knowledge that a combination of high intensity interval cycling and explosive single-leg jumps causes changes positive changes in performance. Participants took part in 10 x 30-min sessions consisting four sets of high intensity intermittent cycling (4 x 30-s maximum efforts at 50 - 60 min-1 alternating with 30-s recovery). Between each set of 4 x 30 s sprints the control (ballistic) group carried out one set of explosive single-leg jumps (20 for each leg), while the experimental (continuous) group cycled for 20 s at 50 - 60 min-1.Before and after the training period all cyclists completed an incremental peak power test for assessment of VO2max, lactate threshold, exercise economy and peak power, a 30 s Wingate sprint test and a 20 km time-trial. Relative to the control group the percent mean changes (±90% confidence limits) in the experimental group were: power at 4-mM lactate, -4.2 (±6.3); VO2max, -3.1 (±3.7); mean time-trial power, -0.7 (± 4.7); peak incremental power, -1.7; (±5.0); power at 80% max heart rate, -2.8; (±5.6); Wingate peak power, -4.2; (±7.8). We conclude that high-intensity training may improve performance but the combination of high-intensity training and explosive resistance training in the competitive phase is likely to produce greater gains in trained cyclists than high intensity cycling alone.