- 4 - Abstract In this research we explored role of financial variables in macro modeling and their performance in case of Mongolia. We employed two different models for assessing performance of financial variables in macro modeling, structural VAR model and small scale macro model (SSMM). In doing so, we performed different analysis such as impulse response for seeing how financial variables fit into system and forecasting performance for how accurate model performs after introducing financial variables. So our result suggested that financial variables have substantial role on macro modeling and inclusion of financial variable is performing very good result in terms of forecasting in both models. JEL Classification C01, C51, C53, E12, E52, G17 Keywords Financial markets, Small scale macro model, Structural VAR, Impulse response, Mean absolute errors. Author's e-mail batnyamd@gmail.com Supervisor's e-mail roman.horvath@gmail.com

O estresse térmico em touros é um fator muito importante, pois afeta negativamente o comportamento reprodutivo e diminui a eficiência reprodutiva. Uma das causas deste efeito adverso é a ineficiência da termorregulação testicular, que conduz ao aumento do metabolismo celular, causando estresse oxidativo e apoptose das células germinativas, o que caracteriza a degeneração testicular, que pode levar à infertilidade, ou mesmo à esterilidade do animal. A degeneração testicular pode ser diagnosticada pela palpação do órgão, aferição do perímetro escrotal e pelo espermograma. No entanto, outras ferramentas podem ser empregadas para auxiliar no diagnóstico desta alteração, entre elas estão a termografia e a ultrassonografia. Desta forma, neste trabalho avaliou-se a eficiência do termógrafo e do ultrassom como instrumentos auxiliares para o diagnóstico da degeneração testicular em bovinos. Para o presente estudo utilizaram-se 16 touros da raça Nelore separados em dois grupos experimentais: Controle: animais sem indução à degeneração testicular (CON, n = 08); e Degeneração: animais induzidos à degeneração testicular (INS, n = 08) por meio de bolsas insuladoras mantidas por 96 horas. Os animais foram submetidos semanalmente a avaliações das características clínicas e seminais, realizando-se as análises duas semanas antes da insulação testicular (S-2 e S-1), no dia da retirada da bolsa (D0) e durante quatro semanas após a retirada da mesma (S+1 a S+4). Foram avaliadas frequência cardíaca (FC), frequência respiratória (FR) e temperatura retal (TR); avaliações testiculares: perímetro escrotal (PE), consistência testicular (CT), temperatura média da superfície escrotal (TMSE), ecotextura (ETT), ecogenicidade (EGT) e vascularização do parênquima testicular (EVT), vascularização (EVP) e índice de resistência vascular (RIP) do plexo pampiniforme. O sêmen dos touros foi colhido e avaliado considerando motilidade (MT), vigor (VG), morfologia (defeitos maiores, menores e totais), integridade das membranas plasmática e acrossomal e potencial de membrana mitocondrial (PIAIA). Para a análise estatística foi utilizado o Statistical Analysis Software (SAS 9.3). Os dados das avaliações realizadas em S-2 e S-1 foram submetidos ao procedimento MIXED considerando dois grupos (CON e INS). Os dados das avaliações realizadas após a insulação foram submetidos ao procedimento MIXED e adicionando o fator tempo por meio do comando REPEATED. O nível de significância considerado foi de P≤0,05, sendo considerada tendência quando este ficou entre 0,051 e 0,1. Foram realizadas correlações de Pearson, utilizando-se o programa StatView (SAS, 1999). Os grupos de touros foram semelhantes nas semanas pré-insulação. Nas semanas pós-insulação, notou-se interação entre tempo e tratamento para FR (p=0,04), CT (p=0,0003) e RIP (p=0,03) e tendência para EVT (p=0,08). Foram observados maiores valores para TMSE, ETT e EVT para INS do que para CON, mas menores valores de PE, CT, EVP e RIP para INS do que para CON. Além disso, encontrou-se interação entre tempo e tratamento para MT (p=0,01), defeitos morfológicos (p<0,001) e alto potencial mitocondrial (AP, p=0,01) e tendência para PIAIA (p=0,07). O grupo INS apresentou queda na MT, PIAIA e AP, associado com aumento nos defeitos morfológicos. Foram verificadas correlações entre as características ambientais (temperatura ambiente e umidade relativa do ar) e os termogramas. Os termogramas apresentaram correlações com parâmetros vitais e achados testiculares. A hemodinâmica apresentou correlações mais fracas com outras características testiculares. Concluiu-se que o estresse térmico testicular provoca um quadro de degeneração testicular, caracterizado por redução na CT e na MT, PIAIA, PI e AP, além de aumento de defeitos morfológicos espermáticos. Este quadro é acompanhado pelo aumento da TMSE somente no dia da retirada das bolsas, provoca heterogeneidade do parênquima testicular, aumenta a vascularização testicular, reduz a vascularização do plexo pampiniforme e o RI dos vasos do plexo pampiniforme. Desta forma, a termografia e a ultrassonografia testiculares contribuem para o diagnóstico da degeneração testicular em touros. / Heat stress in bulls is a very important factor because it adversely affects the reproductive behavior and reduces the reproductive efficiency. One of the causes of this adverse effect is the inefficiency of testicular thermoregulation, which leads to increased cellular metabolism, causing oxidative stress and apoptosis of germ cells, which characterizes testicular degeneration, which can lead to infertility or even to animal sterility. Testicular degeneration can be diagnosed by palpation of the testicles, scrotal perimeter and sperm analyses. However, other tools can be used to aid in the diagnosis of this alteration, such as thermography and ultrasonography. Thus, this study evaluated the effectiveness of thermography and ultrasound as auxiliary tools in the diagnosis of testicular degeneration in cattle. For the present study, 16 Nelore bulls were divided in two experimental groups: Control: animals without induction to testicular degeneration (CON, n = 08); and Degeneration: animals induced to testicular degeneration (INS, n = 08) through insulation bags, maintained for 96 hours. Animals underwent weekly evaluations of clinical and seminal characteristics, performed assessments two weeks prior to testicular insulation (S-2 and S-1), on the day of the removal of the bag (D0) and during four week after removal of the bag (S+1 to S+4). The following were evaluated: heart rate (HR), respiratory rate (RR) and rectal temperature (RT); testicular evaluations: scrotal circumference (SC), testicular consistency (TC), mean temperature of the scrotal surface (MTSS), echotexture (ETT), echogenicity (EGT), vascularization of testicular parenchyma (VTP), vascularization of the pampiniform plexus (VPP) and resistance index (RI). The semen of the bulls was collected and evaluated considering motility (MT), vigor (VG), morphology (major, minor and total defects), plasma and acrosomal membrane integrity and mitochondrial membrane potential (PIAIA). Statistical analysis was performed using Statistical Analysis Software (SAS 9.3). Data from the S-2 and S-1 evaluations were submitted to the MIXED procedure considering two groups (CON and INS). Data from the evaluations performed after the insulation were submitted to the MIXED procedure adding the time factor through the REPEATED command. The significance level considered was P≤0,05, being considered a trend when it was between 0,051 and 0,1. Pearson correlations were performed using the StatView program (SAS, 1999). The groups were similar in the pre-insulation period. In the post-insulation weeks, it was noted the interaction between time and treatment for RR (p = 0.04), TC (p = 0.0003) and RI (p = 0.03) and a tendency to VTP (p = 0, 08). Greater values were observed for MTSS, ETT and VTP for INS than for CON, but lower values of SC, TC, VPP and RI for INS than for CON. In addition, there was interaction between time and treatment for MT (p = 0.01), morphological defects (p <0.001) and high mitochondrial potential (HMP, p = 0.01) and tendency for PIAIA (p = 0, 07). The INS group presented decrease in MT, PIAIA and HMP, associated with increase in morphological defects. Correlations were found between the environmental characteristics (temperature and relative humidity) and thermograms. The thermograms presented correlations with vital parameters and testicular findings. Hemodynamics showed weaker correlations with other testicular characteristics. In conclusion, testicular heat stress causes a testicular degeneration, characterized by reduction in TC and MT, PIAIA, PI and HMP, in addition to an increase in spermatic morphological defects. This situation, accompanied by the increase in MTSS only on the day of the removal of the bags, causes testicular parenchyma heterogeneity, increases testicular vascularization, reduces pampiniform plexus vascularization and RI of pampiniform plexus vessels. Thus, testicular thermography and ultrasonography contribute to the diagnosis of testicular degeneration in bulls.

Made available in DSpace on 2015-04-22T22:16:15Z (GMT). No. of bitstreams: 1 Juliana Ferreira de Miranda.pdf: 366766 bytes, checksum: 9476960c40161f308b339d58ace6eeac (MD5) Previous issue date: 2006-12-01 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This dissertation is concerned with the existence of an associated family of isometric immersions from Kählerian manifolds into Euclidean spaces wherein the main theorem is proved in detail. In addition, when the associated family is trivial, it is demonstrated that the normal bundle admits a parallel and orthogonal decomposition. Both results are due to F.E. Burstall, J.H. Eschenburg, M.J. Ferreira and R. Tribuzy. / Este trabalho apresenta uma demonstração detalhada do teorema que caracteriza a existência de famílias associadas a imersões isométricas de variedades Kählerianas no espaço euclidiano. Além disso, demonstra-se também a decomposição ortogonal e paralela do fibrado normal, para o caso em que a família associada é trivial. Ambos os resultados se devem a F.E. Burstall, J.H. Eschenburg, M.J. Ferreira e R. Tribuzy.

Portfolio selection theory, developed by Markowitz (1952), is one of the best known and widely applied methods for allocating funds among possible investment choices, where investment decision making is a trade-off between the expected return and risk of the portfolio. Many portfolio selection models have been developed on the basis of Markowitz's theory. Most of them assume that complete investment information is available and that it can be accurately extracted from the historical data. However, this complete information never exists in reality. There are many kinds of ambiguity and vagueness which cannot be dealt with in the historical data but still need to be considered in portfolio selection. For example, to address the issue of uncertainty caused by estimation errors, the robust counterpart approach of Ben-Tal and Nemirovski (1998) has been employed frequently in recent years. Robustification, however, often leads to a more conservative solution. As a consequence, one of the most common critiques against the robust counterpart approach is the excessively pessimistic character of the robust asset allocation. This thesis attempts to develop new approaches to improve on the respective performances of the robust counterpart approach by incorporating additional investment information sources, so that the optimal portfolio can be more reliable and, at the same time, achieve a greater return.

This thesis explores forecasting for intermittent demand requirements. Intermittent demand occurs at random, with some time periods showing no demand. In addition, demand, when it occurs, may not be for a single unit or a constant size. Consequently, intermittent demand creates significant problems in the supply and manufacturing environment as far as forecasting and inventory control are concerned. A certain confusion is shared amongst academics and practitioners about how intermittent demand (or indeed any other demand pattern that cannot be reasonably represented by the normal distribution) is defined. As such, we first construct a framework that aims at facilitating the conceptual categorisation of what is termed, for the purposes of this research, “non-normal” demand patterns. Croston (1972) proposed a method according to which intermittent demand estimates can be built from constituent elements, namely the demand size and inter-demand interval. The method has been claimed to provide unbiased estimates and it is regarded as the “standard” approach to dealing with intermittence. In this thesis we show that Croston’s method is biased. The bias is quantified and two new estimation procedures are developed based on Croston’s concept of considering both demand sizes and inter-demand intervals. Consequently the issue of variability of the intermittent demand estimates is explored and finally Mean Square Error (MSE) expressions are derived for all the methods discussed in the thesis. The issue of categorisation of the demand patterns has not received sufficient academic attention thus far, even though, from the practitioner’s standpoint it is appealing to switch from one estimator to the other according to the characteristics of the demand series under concern. Algebraic comparisons of MSE expressions result in universally applicable (and theoretically coherent) categorisation rules, based on which, “non-normal” demand patterns can be defined and estimators be selected. All theoretical findings are checked via simulation on theoretically generated demand data. The data is generated upon the same assumptions considered in the theoretical part of the thesis. Finally, results are generated using a large sample of empirical data. Appropriate accuracy measures are selected to assess the forecasting accuracy performance of the estimation procedures discussed in the thesis. Moreover, it is recognised that improvements in forecasting accuracy are of little practical value unless they are translated to an increased customer service level and/or reduced inventory cost. In consequence, an inventory control system is specified and the inventory control performance of the estimators is also assessed on the real data. The system is of the periodic order-up-to-level nature. The empirical results confirm the practical validity and utility of all our theoretical claims and demonstrate the benefits gained when Croston’s method is replaced by an estimator developed during this research, the Approximation method.

Background: It is widely believed that the median of a unimodal distribution is "usually" between the mean and the mode for right skewed or left skewed distributions. However, this is not always true, especially with grouped data. For some research, analyses must be conducted based on grouped data since complete raw data are not always available. A gap exists in the body of research on the mean-median-mode inequality for grouped data. Methods: For grouped data, the median Me=L+((n/2-F)/fm)×d and the mode Mo=L+(D1/(D1+D2))×d, where L is the median/modal group lower boundary, n is the total frequency, F and G are the cumulative frequencies of the groups before and after the median/modal group respectively, D1= fm - fm-1 and D2=fm - fm+1, fmis the median/modal group frequency, fm-1 and fm+1 are the premodal and postmodal group frequency respectively. Assuming there are k groups and k is odd, group width d is the same for each group and the mode and median are within (k+1)/2th group. Necessary and sufficient conditions are derived for each of six arrangements of mean, median and mode. Results: Table available at https://apha.confex.com/apha/143am/webprogram/Paper326538.html Conclusion: For grouped data, the mean-median-mode inequality can be any order of six possibilities.

It is widely believed that the median is “usually” between the mean and the mode for skewed unimodal distributions. However, this inequality is not always true, especially with grouped data. Unavailability of complete raw data further necessitates the importance of evaluating this characteristic in grouped data. There is a gap in the current statistical literature on assessing mean–median–mode inequality for grouped data. The study aims to evaluate the relationship between the mean, median, and mode with unimodal grouped data; derive conditions for their inequalities; and present their application.

This thesis describes the use of scattering functions to characterize time-varying multipath radio channels. Channel Impulse responses were measured at Edwards Air Force Base (EAFB) and scattering functions generated from the impulse response data. From the scattering functions we compute the corresponding Doppler power spectrum and multipath intensity profile. These functions completely characterize the signal delay and the time varying nature of the channel in question and are used by systems engineers to design reliable communications links. We observe from our results that flight paths with ample reflectors exhibit significant multipath events. We also examine the bit error rate (BER) performance of a reduced-complexity equalizer for a truncated version of the pulse amplitude modulation (PAM) representation of SOQPSK-TG in a multipath channel. Since this reduced-complexity equalizer is based on the maximum likelihood (ML) principle, we expect it to perform optimally than any of the filter-based equalizers used in estimating received SOQPSK-TG symbols. As such we present a comparison between this ML detector and a minimum mean square error (MMSE) equalizer for the same example channel. The example channel used was motivated by the statistical channel characterizations described in thisthesis. Our analysis shows that the ML equalizer outperforms the MMSE equalizer in estimating received SOQPSK-TG symbols.

There have been many studies conducted on television and its effects. Since the 1950's, when television emerged, there has been an influx of patterns and behaviors associated with television viewing and programming. Many researchers are fascinated with television and the reactions of those who are directly affected by it. People have been known to act out in many ways as a result of something they saw on television. Many believe that television viewing directly affects a person's mind. An analysis of the results of this qualitative study indicates that college students perceive television has an impact on viewers. Throughout the course of both the focus group and individual interviews, several themes were strongly developed among participants. These included: 1.College students do not believe that television influences the way they individually dress, act, and eat, but it does influence the same behaviors of other people their age. However, these same students reported that they recognized that television has an influence on their lives, and in combination with how they were raised in their families, it made them who they are today. 2.College students continue to believe there is too much violence on television. 3.Television often does not depict reality.

PhD / When modeling a system as complex as the brain, considerable simplifications are inevitable. The nature of these simplifications depends on the available experimental evidence, and the desired form of model predictions. A focus on the former often inspires models of networks of individual neurons, since properties of single cells are more easily measured than those of entire populations. However, if the goal is to describe the processes responsible for the electroencephalogram (EEG), such models can become unmanageable due to the large numbers of neurons involved. Mean-field models in which assemblies of neurons are represented by their average properties allow activity underlying the EEG to be captured in a tractable manner. The starting point of the results presented here is a recent physiologically-based mean-field model of the corticothalamic system, which includes populations of excitatory and inhibitory cortical neurons, and an excitatory population representing the thalamic relay nuclei, reciprocally connected with the cortex and the inhibitory thalamic reticular nucleus. The average firing rates of these populations depend nonlinearly on their membrane potentials, which are determined by afferent inputs after axonal propagation and dendritic and synaptic delays. It has been found that neuronal activity spreads in an approximately wavelike fashion across the cortex, which is modeled as a two-dimensional surface. On the basis of the literature, the EEG signal is assumed to be roughly proportional to the activity of cortical excitatory neurons, allowing physiological parameters to be extracted by inverse modeling of empirical EEG spectra. One objective of the present work is to characterize the statistical distributions of fitted model parameters in the healthy population. Variability of model parameters within and between individuals is assessed over time scales of minutes to more than a year, and compared with the variability of classical quantitative EEG (qEEG) parameters. These parameters are generally not normally distributed, and transformations toward the normal distribution are often used to facilitate statistical analysis. However, no single optimal transformation exists to render data distributions approximately normal. A uniformly applicable solution that not only yields data following the normal distribution as closely as possible, but also increases test-retest reliability, is described in Chapter 2. Specialized versions of this transformation have been known for some time in the statistical literature, but it has not previously found its way to the empirical sciences. Chapter 3 contains the study of intra-individual and inter-individual variability in model parameters, also providing a comparison of test-retest reliability with that of commonly used EEG spectral measures such as band powers and the frequency of the alpha peak. It is found that the combined model parameters provide a reliable characterization of an individual's EEG spectrum, where some parameters are more informative than others. Classical quantitative EEG measures are found to be somewhat more reproducible than model parameters. However, the latter have the advantage of providing direct connections with the underlying physiology. In addition, model parameters are complementary to classical measures in that they capture more information about spectral structure. Another conclusion from this work was that a few minutes of alert eyes-closed EEG already contain most of the individual variability likely to occur in this state on the scale of years. In Chapter 4, age trends in model parameters are investigated for a large sample of healthy subjects aged 6-86 years. Sex differences in parameter distributions and trends are considered in three age ranges, and related to the relevant literature. We also look at changes in inter-individual variance across age, and find that subjects are in many respects maximally different around adolescence. This study forms the basis for prospective comparisons with age trends in evoked response potentials (ERPs) and alpha peak morphology, besides providing a standard for the assessment of clinical data. It is the first study to report physiologically-based parameters for such a large sample of EEG data. The second main thrust of this work is toward incorporating the thalamocortical system and the basal ganglia in a unified framework. The basal ganglia are a group of gray matter structures reciprocally connected with the thalamus and cortex, both significantly influencing, and influenced by, their activity. Abnormalities in the basal ganglia are associated with various disorders, including schizophrenia, Huntington's disease, and Parkinson's disease. A model of the basal ganglia-thalamocortical system is presented in Chapter 5, and used to investigate changes in average firing rates often measured in parkinsonian patients and animal models of Parkinson's disease. Modeling results support the hypothesis that two pathways through the basal ganglia (the so-called direct and indirect pathways) are differentially affected by the dopamine depletion that is the hallmark of Parkinson's disease. However, alterations in other components of the system are also suggested by matching model predictions to experimental data. The dynamics of the model are explored in detail in Chapter 6. Electrophysiological aspects of Parkinson's disease include frequency reduction of the alpha peak, increased relative power at lower frequencies, and abnormal synchronized fluctuations in firing rates. It is shown that the same parameter variations that reproduce realistic changes in mean firing rates can also account for EEG frequency reduction by increasing the strength of the indirect pathway, which exerts an inhibitory effect on the cortex. Furthermore, even more strongly connected subcircuits in the indirect pathway can sustain limit cycle oscillations around 5 Hz, in accord with oscillations at this frequency often observed in tremulous patients. Additionally, oscillations around 20 Hz that are normally present in corticothalamic circuits can spread to the basal ganglia when both corticothalamic and indirect circuits have large gains. The model also accounts for changes in the responsiveness of the components of the basal ganglia-thalamocortical system, and increased synchronization upon dopamine depletion, which plausibly reflect the loss of specificity of neuronal signaling pathways in the parkinsonian basal ganglia. Thus, a parsimonious explanation is provided for many electrophysiological correlates of Parkinson's disease using a single set of parameter changes with respect to the healthy state. Overall, we conclude that mean-field models of brain electrophysiology possess a versatility that allows them to be usefully applied in a variety of scenarios. Such models allow information about underlying physiology to be extracted from the experimental EEG, complementing traditional measures that may be more statistically robust but do not provide a direct link with physiology. Furthermore, there is ample opportunity for future developments, extending the basic model to encompass different neuronal systems, connections, and mechanisms. The basal ganglia are an important addition, not only leading to unified explanations for many hitherto disparate phenomena, but also contributing to the validation of this form of modeling.