<p>This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities trading in the South African financial market, more specifically the US dollar/Euro, JSE ALSI Total Returns Index, South African All Bond Index, Anglo American Corporation, Standard Bank, Sasol, US dollar Gold Price , Brent spot oil price, and South African white maize near future. The assumptions underlying the&nbsp / Geometric Brownian motion in finance, namely the stationarity, the normality and the independence of stock returns, are tested using both graphical (histograms and normal plots)&nbsp / and statistical test (Kolmogorov-Simirnov test, Box-Ljung statistic and Augmented Dickey-Fuller test) methods to check whether or not the Brownian motion as a model for South&nbsp / African financial markets holds. The Hurst exponent or independence index is also applied to support the results from the previous test. Theoretically, the independent or Geometric&nbsp / Brownian motion time series should be characterised by the Hurst exponent of &frac12 / . A value of a Hurst exponent different from that would indicate the presence of long memory or&nbsp / fractional Brownian motion in a time series. The study shows that at least one assumption is violated when the Geometric Brownian motion process is examined assumption by&nbsp / assumption. It also reveals the presence of both long memory and random walk or Geometric Brownian motion in the South African financial markets returns when the Hurst index analysis is used and finds that the Currency market is the most efficient of the South African financial markets. The study concludes that although some assumptions underlying the&nbsp / rocess are violated, the Brownian motion as a model in South African financial markets can not be rejected. It can be accepted in some instances if some parameters such as the Hurst exponent are added.</p>

Darbe nagrinėjamos elipsinio tipo II rūšies beveik kontaktinės metrinės struktūros matematinėje literatūroje yra mažai tyrinėtos. Jos egzistuoja beveik kompleksinių daugdarų, turinčių B-metriką, normalizuotuose hiperpaviršiuose. Tiriama dviparametrinė tokių struktūrų šeima elipsinio tipo B-erdvės hiperpaviršiuje. Ryšys tarp šeimos struktūrų savybių įrodytas lemose ir teoremoje 3. / An almost contact metric structure (φ, ξ, η, g) of the elliptic type and of the second kind is defined in (2n-1)-dimensional manifold M2n-1 by affinor , vector , covector and metric gij satisfying the conditions: , , , . Such a structure induces in normalized hypersurfaces M2n-1 of manifolds M2n equipped with almost complex structure F and B-metric G. If Riemannian connection is F-connection, manifold M2n is called the B-space of the elliptic type. In the article, 2-parametric set aG+bF, a, b=const, of metrics in M2n is viewed. The set defines in the hypersurface M2n-1 a set of almost contact metric structures of the elliptic type of the second kind. The main result of the article is proof of the theorem. If M2n is B-space of elliptic type, normality, integrability, contacty of one structure in the set of almost contact metric structures is equivalent to normality, integrability, contacty, respectively, of all structures.

<p>This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities trading in the South African financial market, more specifically the US dollar/Euro, JSE ALSI Total Returns Index, South African All Bond Index, Anglo American Corporation, Standard Bank, Sasol, US dollar Gold Price , Brent spot oil price, and South African white maize near future. The assumptions underlying the&nbsp / Geometric Brownian motion in finance, namely the stationarity, the normality and the independence of stock returns, are tested using both graphical (histograms and normal plots)&nbsp / and statistical test (Kolmogorov-Simirnov test, Box-Ljung statistic and Augmented Dickey-Fuller test) methods to check whether or not the Brownian motion as a model for South&nbsp / African financial markets holds. The Hurst exponent or independence index is also applied to support the results from the previous test. Theoretically, the independent or Geometric&nbsp / Brownian motion time series should be characterised by the Hurst exponent of &frac12 / . A value of a Hurst exponent different from that would indicate the presence of long memory or&nbsp / fractional Brownian motion in a time series. The study shows that at least one assumption is violated when the Geometric Brownian motion process is examined assumption by&nbsp / assumption. It also reveals the presence of both long memory and random walk or Geometric Brownian motion in the South African financial markets returns when the Hurst index analysis is used and finds that the Currency market is the most efficient of the South African financial markets. The study concludes that although some assumptions underlying the&nbsp / rocess are violated, the Brownian motion as a model in South African financial markets can not be rejected. It can be accepted in some instances if some parameters such as the Hurst exponent are added.</p>

In time series models, autoregressive processes are one of the most popular stochastic processes, which are stationary under certain conditions. In this study we consider nonstationary autoregressive models of order one, which have iid random errors. One of the important nonstationary time series models is the unit root process in AR (1), which simply implies that a shock to the system has permanent effect through time. Therefore, testing unit root is a very important problem. However, under nonstationarity, any estimator of the autoregressive coefficient does not have a known exact distribution and the usual t &ndash / statistic is not accurate even if the sample size is very large. Hence,Wiener process is invoked to obtain the asymptotic distribution of the LSE under normality. The first four moments of under normality have been worked out for large n. In 1998, Tiku and Wong proposed the new test statistics and whose type I error and power values are calculated by using three &ndash / moment chi &ndash / square or four &ndash / moment F approximations. The test statistics are based on the modified maximum likelihood estimators and the least square estimators, respectively. They evaluated the type I errors and the power of these tests for a family of symmetric distributions (scaled Student&rsquo / s t). In this thesis, we have extended this work to skewed distributions, namely, gamma and generalized logistic.

Mr Justice Corbett made a substantial contribution to the South African tax law as he delivered several judgements during his long career on the bench. Starting from the lower ranks as a judge he became Chief Justice of South Africa. Precedents set by his judgements are considered important and indicative of the level of South African tax law. This dissertation observes his background, looks at the operations of the tax court in South Africa and examines whether his judgements were cited and applied in subsequent cases as accepted precedent. International case law is referred to, to compare his judgements with comparable international tax law. / Auditing / M. Comm. (Accounting)

A linear regression model, where covariates and a response are subject to errors, is considered in this thesis. For so-called errors-in-variables (EIV) model, suitable error structures are proposed, various unknown parameter estimation techniques are performed, and recent algebraic and statistical results are summarized. An extension of the total least squares (TLS) estimate in the EIV model-the EIV estimate-is invented. Its invariant (with respect to scale) and equivariant (with respect to the covariates' rotation, to the change of covariates direction, and to the interchange of covariates) properties are derived. Moreover, it is shown that the EIV estimate coincides with any unitarily invariant penalizing solution to the EIV problem. It is demonstrated that the asymptotic normality of the EIV estimate is computationally useless for a construction of confidence intervals or hypothesis testing. A proper bootstrap procedure is constructed to overcome such an issue. The validity of the bootstrap technique is proved. A simulation study and a real data example assure of its appropriateness. Strong and uniformly strong mixing errors are taken into account instead of the independent ones. For such a case, the strong consistency and the asymptotic normality of the EIV estimate are shown. Despite of that, their...

This diploma thesis is about prisoners with specific personality disorders and issues of their imprisonment. In the main chapter Current situation and the issues, there is discribed every single personality disorder; current issues of the Czech prison service from the point of psychology and; work with prisoners with specific personality disorders. Then I write about two basic research questions, research methods; and analyse the results I founded out. In the discussion, I look into the risks as well as issues with prisonersn with personality disorders, pseudo-humanism and in the end I try to find out attitude of employes and the Czech prison service working with such prisoners.

Classic parametric statistical tests, like the analysis of variance (ANOVA), are powerful tools used for comparing population means. These tests produce accurate results provided the data satisfies underlying assumptions such as homoscedasticity and balancedness, otherwise biased results are obtained. However, these assumptions are rarely satisfied in real-life. Alternative procedures must be explored. This thesis aims at investigating the impact of heteroscedasticity and unbalancedness on effect sizes in two-way fixed-effects ANOVA models. A real-life dataset, from which three different samples were simulated was used to investigate the changes in effect sizes under the influence of unequal variances and unbalancedness. The parametric bootstrap approach was proposed in case of unequal variances and non-normality. The results obtained indicated that heteroscedasticity significantly inflates effect sizes while unbalancedness has non-significant impact on effect sizes in two-way ANOVA models. However, the impact worsens when the data is both unbalanced and heteroscedastic. / Statistics / M. Sc. (Statistics)

Ao longo da história, foi negado aos surdos o direito de se comunicarem e de serem educados em sua língua natural: a Língua de Sinais. Essa impossibilidade de serem educados em uma língua que lhes fosse acessível, ora os colocou às margens dos processos formais de educação, ora os submeteu a instituições, que visavam a apagar sua diferença, numa busca constante de transformar o surdo em alguém que ouve e fala, ou seja, em alguém de acordo com os padrões de normalidade vigentes. Entretanto, práticas de resistência ao poder normalizador foram constantes em todos os períodos e se constituíram como condição de possibilidade para a emergência de outros discursos sobre a surdez, desvinculados da visão patológica. Olhando para esse panorama histórico geral da educação de surdos, a problemática de pesquisa partiu da seguinte questão: como ocorreu o processo educacional dos surdos em Caxias do Sul de 1960 a 2010? Essa questão mais abrangente me levou a muitas outras, tais como: que pressupostos e objetivos estiveram subjacentes às práticas educacionais voltadas aos surdos no referido período? De que forma os surdos percebem os processos educacionais do qual fizeram parte? Que estratégias desenvolveram para se posicionarem diante do poder instituído transformando a resistência em condição de possibilidade para a emergência de outros discursos no campo educacional? Que outras instituições ou espaços contribuíram para o processo formativo dos surdos? Nesse sentido, o objetivo do estudo é investigar o processo histórico da educação de surdos no Município de Caxias do Sul, entre os anos de 1960 e 2010. Utilizei como método a História Oral, realizando entrevistas com surdos que estudaram e trabalharam na Escola Helen Keller no referido período. As entrevistas foram filmadas e traduzidas da Língua de Sinais para a Língua Portuguesa. Posteriormente, analisei-as tendo como referencial teórico os estudos de Michel Foucault sobre a história, a invenção da normalidade, os dispositivos disciplinares e de segurança. Além das narrativas de surdos, utilizei como fonte decretos de criação da escola, correspondências, livros de atas, projetos pedagógicos e fotografias. Como resultados da pesquisa, destaco que, em Caxias do Sul, seguiu-se a mesma tendência do restante do País: começou-se em 1960 com o atendimento clínico, voltado à oralização do surdo e, gradualmente, foi-se passando ao atendimento propriamente pedagógico. / Submitted by Marcelo Teixeira (mvteixeira@ucs.br) on 2014-06-04T17:34:06Z No. of bitstreams: 1 Dissertacao Gabriele Vieira Neves.pdf: 8175110 bytes, checksum: 38162386b1573947777961547395ea2f (MD5) / Made available in DSpace on 2014-06-04T17:34:06Z (GMT). No. of bitstreams: 1 Dissertacao Gabriele Vieira Neves.pdf: 8175110 bytes, checksum: 38162386b1573947777961547395ea2f (MD5) / Throughout history, deaf people have been denied the right to communicate and to receive education in their natural language, the Sign Language. This impossibility to be educated in an accessible language, either left them out of the formal education system, or submitted them to institutions which intended to ignore their difference, in a continuous search for transforming them into people who hear and speak, in other words, people in accordance with the current standards of normality. However, experiences of resistance to the disciplinary power were frequent throughout all periods and established the possibility of emergence of other discourses on deafness, different from the pathological perspective. Watching this general historical outlook of the deaf education, the scientific matter started by this issue: how did the education process of deaf people happen from 1960 to 2010? This comprehensive issue induced me to many other questions, such as: which assumptions and objectives were underlying the educational practices of deaf people during this period? How do deaf people realize the education process they attended? Which strategies did they develop to take a position against the established power, in order to set the resistance as the possibility of emergence of other discourses in education field? Which other institutions and places contributed to the education process of the deaf? In this way, this study aims to inquire about the historical process of deaf education in the city of Caxias do Sul, from 1960 to 2010. I used the Oral History method, interviewing deaf people who studied or worked at Helen Keller School at this time. The interviews were shot and translated from Sign Language to Portuguese. After that, I analyzed them based upon Michel Foucault´s studies about history, the invention of normality, and the agencies of discipline and security.Besides the narratives of the deaf, I used as source the foundation decrees of the school, mail, minute books, pedagogical plans and photographs. I underline, as results of the research, that in Caxias do Sul there was the same trend as in the rest of Brazil: the education of deaf people started in 1960 as clinical care, emphasizing the oralism and the speech therapy, and, gradually, it became a real pedagogical approach.

Made available in DSpace on 2014-12-17T15:26:39Z (GMT). No. of bitstreams: 1 MarianaBS_DISSERT.pdf: 5316617 bytes, checksum: 4fb0344851aa8f373aa2dab90bb6d3c5 (MD5) Previous issue date: 2012-05-31 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior / In this work, the paper of Campos and Dorea [3] was detailed. In that article a Kernel Estimator was applied to a sequence of random variables with general state space, which were independent and identicaly distributed. In chapter 2, the estimator?s properties such as asymptotic unbiasedness, consistency in quadratic mean, strong consistency and asymptotic normality were verified. In chapter 3, using R software, numerical experiments were developed in order to give a visual idea of the estimate process / Neste trabalho estudamos um dos m?todos n?o-param?trico: os Estimadores do Tipo N?cleo associado a uma sequ?ncia de vari?veis aleat?rias independentes e identicamente distribu?das com espa?o de estados geral, mais precisamente o trabalho de Campos e Dorea [3]. No Cap?tulo 2 verificamos as boas qualidades dessa classe de estimadores como n?o v?cio assint?tico, converg?ncia em m?dia quadr?tica, consist?ncia forte e normalidade assint?tica. No Cap?tulo 3 com o auxilio do software R temos uma id?ia visual do que ocorre no processo de estima??o