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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.
101

An Obstacle Problem for Mean Curvature Flow

Logaritsch, Philippe 25 October 2016 (has links) (PDF)
We adress an obstacle problem for (graphical) mean curvature flow with Dirichlet boundary conditions. Using (an adapted form of) the standard implicit time-discretization scheme we derive the existence of distributional solutions satisfying an appropriate variational inequality. Uniqueness of this flow and asymptotic convergence towards the stationary solution is proven.
102

Modern portfolio theory tools: a methodological design and application

Wang, Sin Han 26 March 2009 (has links)
A passive investment management model was developed via a critical literature review of portfolio methodologies. This model was developed based on the fundamental models originated by both Markowitz and Sharpe. The passive model was automated via the development of a computer programme that can be used to generate the required outputs as suggested by Markowitz and Sharpe. For this computer programme MATLAB is chosen and the model’s logic is designed and validated. The demonstration of the designed programme using securities traded is performed on Johannesburg Securities Exchange. The selected portfolio has been sub-categorised into six components with a total of twenty- seven shares. The shares were grouped into different components due to the investors’ preferences and investment time horizon. The results demonstrate that a test portfolio outperforms a risk- free money market instrument (the government R194 bond), but not the All Share Index for the period under consideration. This design concludes the reason for this is due in part to the use of the error term from Sharpe’s single index model. An investor following the framework proposed by this design may use this to determine the risk- return relationship for selected portfolios, and hopefully, a real return.
103

Sustainability for Portfolio Optimization

Anane, Asomani Kwadwo January 2019 (has links)
The 2007-2008 financial crash and the looming climate change and global warming have heightened interest in sustainable investment. But whether the shift is as a result of the financial crash or a desire to preserve the environment, a sustainable investment might be desirable. However, to maintain this interest and to motivate investors in indulging in sustainability, there is the need to show the possibility of yielding positive returns. The main objective of the thesis is to investigate whether the sustainable investment can lead to higher returns. The thesis focuses primarily on incorporating sustainability into Markowitz portfolio optimization. It looks into the essence of sustainability and its impact on companies by comparing different concepts. The analysis is based on the 30 constituent stocks from the Dow Jones industrial average or simply the Dow. The constituents stocks of the Dow, from 2007-12-31 to 2018-12-31 are investigated. The thesis compares the cumulative return of the Dow with the sustainable stocks in the Dow based on their environmental, social and governance (ESG) rating. The results are then compared with the Dow Jones Industrial Average denoted by the symbol (^DJI) which is considered as the benchmark for my analysis. The constituent stocks are then optimized based on the Markowitz mean-variance framework and a conclusion is drawn from the constituent stocks, ESG, environmental, governance and social asset results. It was realized that the portfolio returns for stocks selected based on their environmental and governance ratings were the highest performers. This could be due to the fact that most investors base their investment selection on the environmental and governance performance of companies and the demand for stocks in that category could have gone up over the period, contributing significantly to their performance.
104

MEAN-stacken och Full Stack JavaScript i perspektiv av professionella utvecklare / The MEAN-stack and Full Stack JavaScript from the perspective of professional developers

Carlsson, Rasmus January 2019 (has links)
Den här studien har haft i avseende genom kvalitativa intervjuer med erfarna utvecklare från ÅF i Karlstad fånga upp deras uppfattningar om olika koncept bakom MEAN-stacken och liknande lösningar. Det är sedan från den dessa intervjuer den här undersökningen har syftat på att avgöra i vilken typ av projekt som en sån här utvecklings stack kan antas vara bra att använda och fånga faktorer när den bör undvikas. Teorin stod i grunden för intervjuerna och ämnen som skalbarhet, komponentbaserad struktur, entrådad asynkron bearbetning och koncept om att jobba med JavaScript i sin helhet har berörts. All insamlad data har bearbetats i en analys och ställts emot den teori som har samlats in under uppsatsens gång och presenterats i rapportens slutsats. Resultatet visade på att MEAN-stacken och liknande utvecklingsstackar passar bra vid snabb utveckling av lättviktiga, skalbara webbapplikationer som skapar bra kodstruktur med en flexibel datalagring. Detta har avsett att uppnå bra förståelse av JavaScript behövs och en förståelse för om lagrad data behöver strikt relationsstruktur. En rekommendation för en fortsatt studie ges också för djupare undersökning av krav på ingångsfaktorer för användning av MEAN-stacken och liknande utvecklingsstackar.
105

Emprego de modelos de campo médio para descrição termodinâmica de monocamadas de Langmuir / Thermodynamic description of Langmuir monolayers via mean-field models

Robazzi, Weber da Silva 24 August 2007 (has links)
Monocamadas insolúveis localizadas sobre a superfície de um líquido são sistemas conhecidos e estudados há mais de 100 anos. Elas são formadas quando moléculas anfifílicas são depositadas sobre algum solvente em condições especiais. Quando sofrem compressão isotérmica, tais sistemas exibem um comportamento muito complexo podendo sofrer várias transições de fase nesse processo. Embora, com o surgimento na década de 1990 de técnicas experimentais que proporcionaram um maior ?insight? no entendimento das referidas transições, há muitas questões que permanecem em aberto, principalmente no que diz respeito à influência exercida: pelas conformações intramoleculares; pelas interações entre as moléculas anfifílicas; pelas interações entre as moléculas anfifílicas e as moléculas do solvente sobre as referidas transições. Para ajudar a preencher esta lacuna são necessários modelos moleculares que auxiliem a obtenção da resposta destas questões. É neste contexto que se insere este trabalho, onde três diferentes modelos de campo médio são empregados a fim de se descrever o comportamento das transições de fase sofridas pelas monocamadas no que se refere aos aspectos acima mencionados. Cada modelo é diferente no que diz respeito ao comportamento das caudas hidrofóbicas erguidas em direção ao ar. O emprego de tais modelos proporcionou, em linhas gerais, um melhor entendimento das transições de fase nestes sistemas. / Insoluble monolayers lying on a liquid surface are known for about one century. They are formed when amphiphilic molecules are deposited on some solvent under special conditions. Under isothermal compression, these systems may exhibit a complex behavior suffering several phase transitions. Although with recent experimental development on the area new insights on the phase transitions were obtained, many questions remain unanswered. Some of these questions are related with the influence of some variables like the intramolecular conformations and the interaction between the amphiphilic molecules and the solvent molecules. In order to fill this gap molecular models are a useful and valuable tool. So, it was employed three different mean-field models in order to describe phase transitions of the molecules. The difference between the models relies on the behavior of the hydrophobic tails lifted on the air. Such models proportioned some insight on the phase transitions of the system.
106

Mots visuels pour le calcul de pose / Visual words for pose computation

Bhat, Srikrishna 22 January 2013 (has links)
Nous abordons le problème de la mise en correspondance de points dans des images pour calculer la pose d'une caméra par l'algorithme Perspective-n-Point (PnP). Nous calculons la carte 3D, c'est-à-dire les coordonnées 3D et les caractéristiques visuelles de quelques points dans l'environnement grâce à une procédure d'apprentissage hors ligne utilisant un ensemble d'images d'apprentissage. Étant donné une nouvelle image nous utilisons PnP à partir des coordonnées 2D dans l'image de points 3D détectés à l'aide de la carte 3D. Pendant la phase d'apprentissage nous groupons les descripteurs SIFT extraits des images d'apprentissage pour obtenir des collections de positions 2D dans ces images de quelques-uns des points 3D dans l'environnement. Le calcul de SFM (Structure From Motion) est effectué pour obtenir les coordonnées des points correspondants 3D. Pendant la phase de test, les descripteurs SIFT associés aux points 2D projection d'un point 3D de la carte sont utilisés pour reconnaître le point 3D dans une image donnée. Le cadre de travail est semblable à celui des mots visuels utilisés dans différents domaines de la vision par ordinateur. Pendant l'apprentissage, la formation des mots visuelle est effectuée via l'identification de groupes et pendant les tests des points 3D sont identifiés grâce à la reconnaissance des mots visuels. Nous menons des expériences avec des méthodes de formation différentes (k-means et mean-shift) et proposons un nouveau schéma pour la formation des mots visuels pour la phase d'apprentissage. Nous utilisons différentes règles de mise en correspondance, y compris quelques-unes des méthodes standards de classification supervisée pour effectuer la reconnaissance des mots visuels pendant la phase de test. Nous évaluons ces différentes stratégies dans les deux étapes. Afin d'assurer la robustesse aux variations de pose entre images d'apprentissage et images de test, nous explorons différentes façons d'intégrer les descripteurs SIFT extraits de vues synthétiques générées à partir des images d'apprentissage. Nous proposons également une stratégie d'accélération exacte pour l'algorithme mean-shift / We address the problem of establishing point correspondences in images for computing camera pose through Perspective-n-Point (PnP) algorithm. We compute the 3D map i.e. 3D coordinates and visual characteristics of some of the points in the environment through an offline training stage using a set of training images. Given a new test image we apply PnP using the 2D coordinates of 3D points in the image detected by using the 3D map. During the training stage we cluster the SIFT descriptors extracted from training images to obtain 2D-tracks of some of the 3D points in the environment. Each 2D-track consists of a set of 2D image coordinates of a single 3D point in different training images. SfM (Structure from Motion) is performed on these 2D-tracks to obtain the coordinates of the corresponding 3D points. During the test stage, the SIFT descriptors associated the 2D-track of a 3D point is used to recognize the 3D point in a given image. The overall process is similar to visual word framework used in different fields of computer vision. During training, visual word formation is performed through clustering and during testing 3D points are identified through visual word recognition. We experiment with different clustering schemes (k-means and mean-shift) and propose a novel scheme for visual word formation for training stage. We use different matching rules including some of the popular supervised pattern classification methods to perform visual word recognition during test stage. We evaluate these various matching strategies in both stages. In order to achieve robustness against pose variation between train and test images, we explore different ways of incorporating SIFT descriptors extracted from synthetic views generated from the training images. We also propose an exact acceleration strategy for mean-shift computation
107

Mean Girls or Bad Girls: Expressions of Conflict and Aggression by Black and White Female Siblings on Family Sitcoms

Unknown Date (has links)
This thesis examines the expression of anger and aggression in interactions of 6 black and 4 white female siblings on family sitcoms from the 1980s, 1990s and the 2010s. The interactions were examined to determine whether black girls on TV sitcoms were depicted as more conflictual than their white counterparts, whether the content of the portrayals of black girls differed from white girls based on racialized gender stereotypes related to female anger and aggression, whether these depictions changed over three eras of television ranging from the 1980s-2010s, and finally, whether birth order and relationship to the girl (family vs. non family) determined whether relationship context influenced conflict. The findings revealed that by race and across time black girls are less conflictual than their white counterparts. This contradicts the acceptance of solely black girls as representations of the violent and aggressive “bad girl.” / Includes bibliography. / Thesis (M.A.)--Florida Atlantic University, 2018. / FAU Electronic Theses and Dissertations Collection
108

Topics in Jaynes-Cummings-Hubbard model. / Jaynes-Cummings-Hubbard模型的課題 / Topics in Jaynes-Cummings-Hubbard model. / Jaynes-Cummings-Hubbard mo xing de ke ti

January 2013 (has links)
本論文包括對 Jaynes-Cummings-Hubbard (JCH) 系統的研究。在這個系統中,每個耦合光學腔之內都放置了一顆雙態原子,偶極相互作用導致系統有激發光子和原子的自由度。對量子電動力學系統的研究,使我們對光子與原子間的相互作用以及量子相變有更深的認識。 / 我們研究了一維JCH系統中有兩個激發子的本徵態。我們發現當真空拉比頻率與腔間穿隧率之比超過某一臨界值,兩個激發子的束縛態就會出現。 / 我們還為兩個腔的JCH系統之演化作出研究,並指出系統的量子態在一定條件下可演變成薛丁格貓態。從相干態演化到薛丁格貓態所需的時間亦被估計。 / 最後,我們使用主方程來探討驅動JCH系統的去相干。在這篇論文中,我們提出了一些低激發量的穩態的例子。許多不同的穩態系統的光子統計將被討論。 / This thesis comprises of an investigation of the Jaynes-Cummings-Hubbard (JCH) system. In such a system, single two-level atoms are embedded in each coupled optical cavity, and the dipole interaction leads to dynamics involving photonic and atomic degrees of freedom. The investigation of quantum electrodynamics in the system provides insight about the behaviour of strongly interacting photons and atoms and quantum phase transition. / We examine the eigenstates of the one-dimensional JCH system in the two-excitation subspace. We discover that two-excitation bound states emerge when the ratio of vacuum Rabi frequency to the tunnelling rate between cavities exceeds a critical value. / We also study for the time evolution of a two-cavity JCH system, and indicate that the evolved state can be a Schrödinger's cat state under certain conditions. The time required for evolving a coherent state into a Schrödinger's cat state is also estimated. / Finally, we investigate the decoherence of a driven JCH system by using the master equation. In this thesis we present several examples of steady state when the total number of excitation is low. The photon statistics of the steady state of the system will be discussed. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Wong, Tsz Ching Max = Jaynes-Cummings-Hubbard模型的課題 / 黃子澄. / "November 2012." / Thesis (M.Phil.)--Chinese University of Hong Kong, 2013. / Includes bibliographical references (leaves 79-84). / Abstracts also in Chinese. / Wong, Tsz Ching Max = Jaynes-Cummings-Hubbard mo xing de ke ti / Huang Zicheng. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Basic Description of the Jaynes-Cummings-Hubbard Model --- p.4 / Chapter 2.1 --- Jaynes-Cummings Model --- p.4 / Chapter 2.1.1 --- Hamiltonian --- p.5 / Chapter 2.1.2 --- Energy Eigenstates --- p.6 / Chapter 2.2 --- Coupled-cavity System without Atoms --- p.8 / Chapter 2.2.1 --- A One-dimensional Coupled-cavity Chain --- p.8 / Chapter 2.2.2 --- Normal Modes --- p.9 / Chapter 2.3 --- Jaynes-Cummings-Hubbard Model --- p.10 / Chapter 2.3.1 --- Eigenstates of Single Excitation --- p.11 / Chapter 2.3.2 --- Dynamics of Single Excitation --- p.12 / Chapter 2.3.3 --- Single Excitation in the Weak Coupling Limit --- p.15 / Chapter 2.3.4 --- Single Excitation in the Strong Coupling Limit --- p.16 / Chapter 3 --- Solution of the JCH Model with Two Excitations --- p.17 / Chapter 3.1 --- Two-particle Bound States in the Bose-Hubbard Model --- p.17 / Chapter 3.2 --- Two-polariton Bound States in the JCH Model --- p.19 / Chapter 3.2.1 --- Bound State Eigenvectors --- p.24 / Chapter 3.2.2 --- Bound State Eigenvalues --- p.26 / Chapter 3.2.3 --- Critical Coupling --- p.28 / Chapter 3.2.4 --- Analytic Approximations in Strong Coupling Regime n≫k --- p.30 / Chapter 3.3 --- Dynamics of Two Excitations in Strong Coupling Regime --- p.33 / Chapter 3.3.1 --- Initial Condition: --- p.33 / Chapter 3.3.2 --- Initial Condition: Superposition of j2; gin in Gaussian Distribution --- p.34 / Chapter 3.3.3 --- Initial Condition: Superposition of j1; gin j1; gim in Gaussian Distribution --- p.39 / Chapter 3.3.4 --- Initial Condition: Superposition of j1;+in j1; ¡im in Gaussian Distribution --- p.39 / Chapter 4 --- JCH Model in a Two-cavity Con¯guration --- p.41 / Chapter 4.1 --- Generation of SchrÄodinger's Cat State: Numerical Simulation --- p.41 / Chapter 4.2 --- Generation of SchrÄodinger's Cat States: Analytic Solution --- p.45 / Chapter 4.2.1 --- Estimation of Optimum Parameters --- p.53 / Chapter 4.3 --- Coherent States as Initial Conditions --- p.55 / Chapter 5 --- Decoherence of a Weakly Driven JCH Model --- p.60 / Chapter 5.1 --- Master Equation --- p.60 / Chapter 5.2 --- Driven JCH Model: N-cavity Configuration --- p.61 / Chapter 5.2.1 --- One-excitation Approximation --- p.63 / Chapter 5.2.2 --- Simple Harmonic Oscillator Limit --- p.66 / Chapter 5.3 --- Driven JCH Model: Two-cavity Configuration --- p.69 / Chapter 6 --- Conclusion --- p.76 / Bibliography --- p.79
109

Transaction costs and resampling in mean-variance portfolio optimization

Asumeng-Denteh, Emmanuel 30 April 2004 (has links)
Transaction costs and resampling are two important issues that need great attention in every portfolio investment planning. In practice costs are incurred to rebalance a portfolio. Every investor tries to find a way of avoiding high transaction cost as much as possible. In this thesis, we investigated how transaction costs and resampling affect portfolio investment. We modified the basic mean-variance optimization problem to include rebalancing costs we incur on transacting securities in the portfolio. We also reduce trading as much as possible by applying the resampling approach any time we rebalance our portfolio. Transaction costs are assumed to be a percentage of the amount of securities transacted. We applied the resampling approach and tracked the performance of portfolios over time, assuming transaction costs and then no transaction costs are incurred. We compared how the portfolio is affected when we incorporated the two issues outlined above to that of the basic mean-variance optimization.
110

Scale selection in hydromagnetic dynamos

Valeria Shumaylova, Valeria January 2019 (has links)
One of the extraordinary properties of the Sun is the observed range of motion scales from the convection granules to the cyclic variation of magnetic activity. The Sun's magnetic field exhibits coherence in space and time on much larger scales than the turbulent convection that ultimately powers the dynamo. Motivated by the scale separation considerations, in this thesis we study the parametric scale selection of dynamo action. Although helioseismology has made a lot of progress in the study of the solar interior, the precise motions of plasma are still unknown. In this work, we assume that the model flow is forced with helical viscous body forces acting on different characteristic scales and weak and strong large-scale shear flows that are believed to be present near the base of the convection zone. In this thesis, we look for numerical evidence of a large-scale magnetic field relative to the characteristic scale of the model flow. The investigation is based on the simulations of incompressible MHD equations in elongated triply-periodic domains. To commence the investigation, a linear stability analysis of the coarsening instability in a one-dimensional periodic system is performed to study the stability threshold in the mean-field limit that assumes large scale separation in the system. The simulations are used to discriminate between different forms of the mean-field α -effect and domain aspect ratio. The notion of scale selection refers to methods for estimating characteristic scales. We define the dynamo scale through the characteristic scales of the underlying model flow, forcing and the realised magnetic field. The aspect ratio of the elongated domains plays a crucial role in all considered cases. In Part II, we examine the dynamo generated by the imposed model flows. The transition from large-scale dynamo at the onset to small-scale dynamo as we increase Rm is smooth and takes place in two stages: a fast transition into a predominantly small-scale magnetic energy state and a slower transition into even smaller scales. The long wavelength perturbation imposed on the ABC flow in the modulated case is not preserved in the eigenmodes of the magnetic field. In the presence of the linear (semi-linear shearing-box approximation) and the sinusoidal shearing motions, the field again undergoes a smooth transition at the slow non-sheared rate, which is associated with the balance of the advection and diffusion terms in the induction equation. Part III considers the nonlinear extension of the analysis in Part II, where the incompressible cellular and sheared flows interact with the exponentially growing magnetic field via the Lorentz force in the dynamical regime. Both sheared and non-sheared helical cellular flows become unstable to large-scale perturbations even in the limit of high viscosity. Due to the helical properties of the imposed forcing, the inverse cascade of helicity leads to energy accumulation in the largest scales of the domain, albeit the characteristic lengthscale exhibits the transitional nature at a highly reduced rate in the mean-field limit. As Rm is increased, the transition resembles that of the kinematic regime. The unique properties of the anisotropic shear reduce the componentality of the system, which in turn is able to half the rate of transition from the large-scale dynamo at the onset to a small-scale one.

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