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Frequentist Model Averaging For Functional Logistic Regression ModelJun, Shi January 2018 (has links)
Frequentist model averaging as a newly emerging approach provides us a way to overcome the uncertainty caused by traditional model selection in estimation. It acknowledges the contribution of multiple models, instead of making inference and prediction purely based on one single model. Functional logistic regression is also a burgeoning method in studying the relationship between functional covariates and a binary response. In this paper, the frequentist model averaging approach is applied to the functional logistic regression model. A simulation study is implemented to compare its performance with model selection. The analysis shows that when conditional probability is taken as the focus parameter, model averaging is superior to model selection based on BIC. When the focus parameter is the intercept and slopes, model selection performs better.
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[en] OPTIMIZATION OF PORTFOLIO STRUCTURES / [pt] ESTRUTURAÇÃO ÓTIMA DE CARTEIRAS DE INVESTIMENTOS COM OPÇÕESMARIA LUIZA DE ANDRADE MAIA 29 December 2006 (has links)
[pt] O Modelo Média-Variância, proposto por Markowitz para
resolver o problema de estruturação ótima de carteiras
de
investimentos, utiliza uma medida simétrica de risco, o
desvio padrão dos retornos. Contudo, a grande utilização
no mercado financeiro de ativos com retornos
assimétricos
levou ao desenvolvimento de medidas de risco
assimétricas,
como a semivariância e o downside risk, buscando
quantificar de forma mais precisa a percepção de risco
investidor. Neste trabalho, comparamos algumas
metodologias para estruturar carteiras de investimentos
contendo ativos com retornos assimétricos. / [en] The Mean-Variance model for asset allocation, proposed by
Markowitz, use a symmetric risk measure, the standard
deviation of returns. Although, because of the increasing
use of financial instruments with asymmetric payoffs,
asymmetric risk measures, as semivariance and downside
risk, have been required in order to quantify the
investor´s perception of risk as accurately as possible.
So, we compare in this work several methodologies to
structures optimal portfolios containing securities with
asymmetric returns.
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Optimalizace univerzitní bezdrátové sítě pro provoz hlasových služebKonečný, Jakub January 2015 (has links)
This diploma thesis focuses on the issue of evaluation VoIP services (from the perspective of QoE) and their quality in university network. It includes theoretical basics of VoIP testing, principals of QoS, and also overview of QoE/MOS measurement methods. Next part describes the test bed and methodology used for measurements and evaluating of results. Site survey results and VoIP quality measurement are evaluated at the end, followed by recommendations that can lead to better VoIP quality in MENDELU wireless network.
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Seleção de carteiras com restrição da norma do vetor de alocação : uma aplicação a dados brasileirosNaibert, Paulo Ferreira January 2015 (has links)
Este trabalho estuda o problema de seleção de carteiras de variância mínima com base em uma recente metodologia para otimização de carteiras com restrições nas normas das exposições brutas proposta por Fan, Zhang e Yu (2012). Para esse propósito, consideram-se diferentes estimadores da matriz de covariâncias condicional e incondicional. A grande contribuição deste artigo é de natureza empírica para o mercado de ações brasileiro. Avaliam-se índices de desempenho fora da amostra das carteiras construídas para um conjunto de 61 ações negociadas na Bolsa de Valores de São Paulo (BM&FBovespa). Os resultados mostraram que as restrições nas normas dos vetores de alocação (restrição de exposição bruta) geram ganhos substanciais em relação às carteiras restringidas para venda a descoberto, aumentando o retorno médio ajustado pelo risco e diminuindo o turnover dos portfólios. / This paper studies the problem of minimum variance portfolio selection based on a recent methodology for portfolio optimization restricting the allocation vector proposed by Fan, Zhang e Yu (2012). To achieve this, different conditional and inconditional covariance matrix estimators are considered. The great contribuition of this paper is one of empirical nature for the brazilian stock market. We evaluate out-of-sample performance indexes for the portfolios constructed for a set with 61 different sotcks traded in the São Paulo stock exchange (BM&FBovespa). The results show that the restrictions on the norms of the allocation vector generate substantial gains compared to the no short-sale portfolio, raising the average return adjusted by the risk and lowering the portfolio turnover.
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Parameter Estimation in the Advection Diffusion Reaction Model With Mean Occupancy Time and Boundary Flux ApproachesWang, Xiuquan 01 December 2014 (has links)
In this dissertation, we examine an advection diffusion model for insects inhabiting a spatially heterogeneous environment and moving toward a more favorable environment. We first study the effects of adding a term describing drift or advection toward a favorable environment to diffusion models for population dynamics. The diffusion model is a basic linear two-dimensional diffusion equation describing local dispersal of species. The mathematical advection terms are taken to be Fickian and describe directed movement of the population toward the favorable environment. For this model, the landscape is composed of one homogeneous habitat patch embedded in a spatially heterogeneous environment and the boundary of the habitat inhabited by the population acts as a lethal edge. We also derived the mean occupancy time and the boundary flux of the habitat patch. The diffusion rate and advection parameters of the advection diffusion model are estimated based on mean occupancy time and boundary flux. We then introduce two methods for the identification of these coefficients in the model as well as the capture rate. These two new methods have some advantages over other methods of estimating those parameters, including reduced computational cost and ease of use in the field. We further examine the statistical properties of new methods through simulation, and discuss how mean occupancy time and boundary flux could be estimated in field experiments.
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Random Walk With Absorbing Barriers Modeled by Telegraph Equation With Absorbing BoundariesFan, Rong 01 August 2018 (has links)
Organisms have movements that are usually modeled by particles’ random walks. Under some mathematical technical assumptions the movements are described by diffusion equations. However, empirical data often show that the movements are not simple random walks. Instead, they are correlated random walks and are described by telegraph equations. This thesis considers telegraph equations with and without bias corresponding to correlated random walks with and without bias. Analytical solutions to the equations with absorbing boundary conditions and their mean passage times are obtained. Numerical simulations of the corresponding correlated random walks are also performed. The simulation results show that the solutions are approximated very well by the corresponding correlated random walks and the mean first passage times are highly consistent with those from simulations on the corresponding random walks. This suggests that telegraph equations can be a good model for organisms with the movement pattern of correlated random walks. Furthermore, utilizing the consistency of mean first passage times, we can estimate the parameters of telegraph equations through the mean first passage time, which can be estimated through experimental observation. This provides biologists an easy way to obtain parameter values. Finally, this thesis analyzes the velocity distribution and correlations of movement steps of amoebas, leaving fitting the movement data to telegraph equations as future work.
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Utveckling av en modern webbapplikation : En beskrivning av utvecklingsprocessen av en portfolioapplikation för omslags- och serietecknaren Anders FermWargentin, Anya January 2018 (has links)
Rapporten beskriver planering samt konstruktion av en ”modern webbapplikation” för serie- och omslagstecknaren Anders Ferm. Arbetet utfördes i syfte att erbjuda Anders en lättanvänd plattform för sin konst, där han själv kan publicera samt hantera media och information utan kunskap inom webbutveckling. Rapporten syftar till att ge inblick i hur några av de mer nya och populära webbutvecklingsramverken på marknaden kan arbetas med, samt besvara frågan om mindre traditionella ramverk och databaser faktiskt kan utföra de inom webben vanligaste typen av uppgifter och, om så är fallet, de faktiskt erbjuder fördelar över sina föregångare.
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Gráficos de curvatura média constante em H² X R com bordo em planos paralelosPereira, Luiz Felipe Licks January 2016 (has links)
Neste trabalho apresentamos condições suficientes para a existência de gráficos de curvatura média constante (CMC) com bordo em dois planos paralelos. Também são feitas estimativas para a altura de superfícies CMC com vetor normal orientado para fora limitadas por um cilindro ou horocilindro. / In this work we present su cient existence conditions for constant mean curvature (CMC) graphs with boundary in two parallel planes. We also make height estimates for outwards-oriented CMC surfaces bounded by a cylinder or horocylinder.
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The Impact of Partial Measurement Invariance on Between-group Comparisons of Latent Means for a Second-Order FactorJanuary 2016 (has links)
abstract: A simulation study was conducted to explore the influence of partial loading invariance and partial intercept invariance on the latent mean comparison of the second-order factor within a higher-order confirmatory factor analysis (CFA) model. Noninvariant loadings or intercepts were generated to be at one of the two levels or both levels for a second-order CFA model. The numbers and directions of differences in noninvariant loadings or intercepts were also manipulated, along with total sample size and effect size of the second-order factor mean difference. Data were analyzed using correct and incorrect specifications of noninvariant loadings and intercepts. Results summarized across the 5,000 replications in each condition included Type I error rates and powers for the chi-square difference test and the Wald test of the second-order factor mean difference, estimation bias and efficiency for this latent mean difference, and means of the standardized root mean square residual (SRMR) and the root mean square error of approximation (RMSEA).
When the model was correctly specified, no obvious estimation bias was observed; when the model was misspecified by constraining noninvariant loadings or intercepts to be equal, the latent mean difference was overestimated if the direction of the difference in loadings or intercepts of was consistent with the direction of the latent mean difference, and vice versa. Increasing the number of noninvariant loadings or intercepts resulted in larger estimation bias if these noninvariant loadings or intercepts were constrained to be equal. Power to detect the latent mean difference was influenced by estimation bias and the estimated variance of the difference in the second-order factor mean, in addition to sample size and effect size. Constraining more parameters to be equal between groups—even when unequal in the population—led to a decrease in the variance of the estimated latent mean difference, which increased power somewhat. Finally, RMSEA was very sensitive for detecting misspecification due to improper equality constraints in all conditions in the current scenario, including the nonzero latent mean difference, but SRMR did not increase as expected when noninvariant parameters were constrained. / Dissertation/Thesis / Masters Thesis Educational Psychology 2016
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Surface Plasmon-Polariton Enhanced Lasing: Numerical StudiesJanuary 2017 (has links)
abstract: The study of subwavelength behavior of light and nanoscale lasing has broad
potential applications in various forms of computation i.e. optical and quantum, as well as
in energy engineering. Although this field has been under active research, there has been
little work done on describing the behaviors of threshold and saturation. Particularly, how
the gain-molecule behavior affects the lasing behavior has yet to be investigated.
In this work, the interaction of surface-plasmon-polaritons (SPPs) and molecules is
observed in lasing. Various phenomenologies are observed related to the appearance of the
threshold and saturation regions. The lasing profile, as a visual delimiter of lasing threshold
and saturation, is introduced and used to study various parametrical dependencies of lasing,
including the number-density of molecules, the molecular thickness and the frequency
detuning between the molecular transition frequency and the SPP resonant frequency. The
molecular population distributions are studied in terminal and dynamical methods and are
found to contain unexpected and theoretically challenging properties. Using an average
dynamical analysis, the simulated spontaneous emission cascade can be clearly seen.
Finally, theoretical derivations of simple 1D strands of dipoles are presented in both
the exact and mean-field approximation, within the density matrix formalism. Some
preliminary findings are presented, detailing the observed behaviors of some simple
systems. / Dissertation/Thesis / Masters Thesis Chemical Engineering 2017
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