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臺灣50指數期貨與基金上市後臺灣期貨與現貨市場之分析 / The Analysis of Taiwan Futures and Spot Markets after Taiwan 50 Futures and Taiwan Top50 Tracker Fund Trading洪文琪, Hung, WenChi Unknown Date (has links)
本文係針對臺灣50指數期貨與基金於2003年6月30日上市之後,臺灣期貨及現貨市場報酬率間領先落後關係與波動性的變化來進行探討。研究分為兩部份,第一部份是觀察臺灣50指數期貨與現貨之間的關聯性,並探討臺灣加權股價指數、金融保險類股股價指數及電子類股股價指數期貨與現貨市場間的變化;第二部份是採用可模擬現貨走勢的臺灣50指數基金、國泰金及臺積電的股價來做為現貨的替代變數,觀察其與期貨之間的關連性是否與第一部份的結果類似,若是實證結果極為相同,則相關機構與一般投資人將可運用各期貨與其標的指數中市值最大的股票來進行套利操作。此外,本文在進行模型估計時,首度採用一階段估計法,來聯合估計雙變量GARCH模型中的條件平均數方程式與條件變異數方程式,以避免過去相關文獻將兩條方程式個別估計時所造成的估計誤差。
實證結果所獲得的重要結論如下:首先,臺灣期貨市場的發展仍未趨成熟,並不具有價格發現的功能,在考慮風險溢酬方面,僅有臺灣50指數期貨與現貨的投資人會在報酬率之外,額外要求用以補償的風險溢酬,再者,臺灣50指數期貨與基金的上市,並沒有對臺灣現有的期貨與現貨市場造成顯著的影響,然而,替代變數並不能完全取代現貨指數,但相較之下,國泰金在臺灣50指數期貨與基金上市之後的那段期間模擬成效最好。 / This paper investigates the change of lead-lag relationship in returns and volatilities in Taiwan futures and spot markets after the introduction of Taiwan 50 Futures and Taiwan Top50 Tracker Fund (TTT) on June 30, 2003. The study divides into two parts. The first part examines the relationship between Taiwan 50 Futures and spot markets, and also discusses the change of Taiwan Stock Exchange Capitalization Weighted Stock Index, Taiwan Stock Exchange Banking and Insurance Sector Index, and Taiwan Stock Exchange Electronic Sector Index in futures and spot markets. Another part uses the stock price of TTT, Cathay Financial Holding Company and Taiwan Semiconductor Manufacturing Company as the substitutive variables of spot index and goes a step further to examine the relationships between them and futures individually. Additionally, this research used One-Pass Method for first time to estimate jointly the conditional mean equation and conditional variance equation of Bivariate GARCH Model to avoid estimating error in previous relative studies with Two-Pass Method.
The major empirical results are as follows: first, the development of Taiwan futures market is incomplete. The futures market does not play the price discovery role to the spot market. Second, under the consideration of risk premium, only investors in Taiwan 50 Futures and spot markets would ask for compensated risk premium excepting returns. Third, the opening of Taiwan 50 Futures and TTT does not influence significantly Taiwan futures and spot markets. Last but not least, these substitutive variables can not replace spot index perfectly. However, comparing with others, the stock price of Cathay Financial Holding Company is the very model of Taiwan Stock Exchange Banking and Insurance Sector Index after the introduction of Taiwan 50 Futures and TTT.
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Predicting the sound field from aeroacoustic sources on moving vehicles : Towards an improved urban environmentPignier, Nicolas January 2017 (has links)
In a society where environmental noise is becoming a major health and economical concern, sound emissions are an increasingly critical design factor for vehicle manufacturers. With about a quarter of the European population living close to roads with heavy traffic, traffic noise in urban landscapes has to be addressed first. The current introduction of electric vehicles on the market and the need for sound systems to alert their presence is causing a shift in mentalities requiring engineering methods that will have to treat noise management problems from a broader perspective. That in which noise emissions need not only be considered as a by-product of the design but as an integrated part of it. Developing more sustainable ground transportation will require a better understanding of the sound field emitted in various realistic operating conditions, beyond the current requirements set by the standard pass-by test, which is performed in a free-field. A key aspect to improve this understanding is the development of efficient numerical tools to predict the generation and propagation of sound from moving vehicles. In the present thesis, a methodology is proposed aimed at evaluating the pass-by sound field generated by vehicle acoustic sources in a simplified urban environment, with a focus on flow sound sources. Although it can be argued that the aerodynamic noise is still a minor component of the total emitted noise in urban driving conditions, this share will certainly increase in the near future with the introduction of quiet electric engines and more noise-efficient tyres on the market. This work presents a complete modelling of the problem from sound generation to sound propagation and pass-by analysis in three steps. Firstly, computation of the flow around the geometry of interest; secondly, extraction of the sound sources generated by the flow, and thirdly, propagation of the sound generated by the moving sources to observers including reflections and scattering by nearby surfaces. In the first step, the flow is solved using compressible detached-eddy simulations. The identification of the sound sources in the second step is performed using direct numerical beamforming with linear programming deconvolution, with the phased array pressure data being extracted from the flow simulations. The outcome of this step is a set of uncorrelated monopole sources. Step three uses this set as input to a propagation method based on a point-to-point moving source Green's function and a modified Kirchhoff integral under the Kirchhoff approximation to compute reflections on built surfaces. The methodology is demonstrated on the example of the aeroacoustic noise generated by a NACA air inlet moving in a simplified urban setting. Using this methodology gives insights on the sound generating mechanisms, on the source characteristics and on the sound field generated by the sources when moving in a simplified urban environment. / I ett samhälle där buller håller på att bli ett stort hälsoproblem och en ekonomisk belastning, är ljudutsläpp en allt viktigare aspekt för fordonstillverkare. Då ungefär en fjärdedel av den europeiska befolkningen bor nära vägar med tung trafik, är åtgärder för minskat trafikbuller i stadsmiljö en hög prioritet. Introduktionen av elfordon på marknaden och behovet av ljudsystem för att varna omgivningen kräver också ett nytt synsätt och tekniska angreppssätt som behandlar bullerproblemen ur ett bredare perspektiv. Buller bör inte längre betraktas som en biprodukt av konstruktionen, utan som en integrerad del av den. Att utveckla mer hållbara marktransporter kommer att kräva en bättre förståelse av det utstrålade ljudfältet vid olika realistiska driftsförhållanden, utöver de nuvarande standardiserade kraven för förbifartstest som utförs i ett fritt fält. En viktig aspekt för att förbättra denna förståelse är utvecklingen av effektiva numeriska verktyg för att beräkna ljudalstring och ljudutbredning från fordon i rörelse. I denna avhandling föreslås en metodik som syftar till att utvärdera förbifartsljud som alstras av fordons akustiska källor i en förenklad stadsmiljö, här med fokus på strömningsgenererat ljud. Även om det aerodynamiska bullret är fortfarande en liten del av de totala bullret från vägfordon i urbana miljöer, kommer denna andel säkerligen att öka inom en snar framtid med införandet av tysta elektriska motorer och de bullerreducerande däck som introduceras på marknaden. I detta arbete presenteras en komplett modellering av problemet från ljudalstring till ljudutbredning och förbifartsanalys i tre steg. Utgångspunkten är beräkningar av strömningen kring geometrin av intresse; det andra steget är identifiering av ljudkällorna som genereras av strömningen, och det tredje steget rör ljudutbredning från rörliga källor till observatörer, inklusive effekten av reflektioner och spridning från närliggande ytor. I det första steget löses flödet genom detached-eddy simulation (DES) för kompressibel strömning. Identifiering av ljudkällor i det andra steget görs med direkt numerisk lobformning med avfaltning med hjälp av linjärprogrammering, där källdata extraheras från flödessimuleringarna. Resultatet av detta steg är en uppsättning av okorrelerade akustiska monopolkällor. Steg tre utnyttjar dessa källor som indata till en ljudutbredningsmodel baserad på beräkningar punkt-till-punkt med Greensfunktioner för rörliga källor, och med en modifierad Kirchhoff-integral under Kirchhoffapproximationen för att beräkna reflektioner mot byggda ytor. Metodiken demonstreras med exemplet med det aeroakustiska ljud som genereras av ett NACA-luftintag som rör sig i en förenklad urban miljö. Med hjälp av denna metod kan man få insikter om ljudalstringsmekanismer, om källegenskaper och om ljudfältet som genereras av källor när de rör sig i en förenklad stadsmiljö. / <p>QC 20170425</p>
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Stratégies alternatives de couverture de l'inflation en ALM / Alternative inflation hedging strategies for ALMFulli-Lemaire, Nicolas 24 January 2013 (has links)
La disparitions graduelle des peurs liées à l’inflation pendant l’ère de la «Grande Modération» macroéconomique est aujourd’hui chose révolue : la crise financière américaine des «Subprimes», la «Grande Récession» ainsi que la crise des dettes souveraines qui s’en est suivie ont abouti à un nouvel ordre économique caractérisé par une volatilité accrue de l’inflation, un accroissement des chocs dans les prix des matières premières et une défiance envers la qualité de la signature de certains émetteurs souverains pour n’en mentionner que trois caractéristiques. De la réduction des émissions de titres souverains indexés sur l’inflation aux taux réels négatifs jusqu’à de très longues maturités, cette nouvelle donne tend à mettre en péril aussi bien les stratégies conventionnelles de couvertures inflation que les stratégies directionnelles purement nominales . Cette thèse a pour but d’investiguer les effets de ces évènements qui ont changé la donne macro-financière et d’évaluer leurs conséquences en terme de couverture inflation aussi bien dans la gestion actif-passif des investisseurs institutionnels que sur l’épargne des particuliers. Trois stratégies alternatives de couverture sont proposées pour y faire face. / Gone are the days when inflation fears had receded under years of “Great Moderation” in macroeconomics. The US subprime financial crisis, the ensuing “Great Recession” and the sovereign debt scares that spread throughout much of the industrialized world brought about a new order characterized by higher inflation volatility, severe commodity price shocks and uncertainty over sovereign bond creditworthiness to name just a few. All of which tend to put in jeopardy both conventional inflation protected strategies and nominal unhedged ones: from reduced issues of linkers to negative long-term real rates, they call into question the viability of current strategies. This paper investigates those game changing events and their asset liability management consequences for retail and institutional investors. Three alternative ways to achieve real value protection are proposed.
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Decomposição de sinais mioelétricos superficiais: avaliação não-invasiva de desordens neuromusculares / Surface mioeletric signals decomposition: non-invasive evaluation of neuromuscular disordersFlôr, Samuel Waldemar Andrade 18 August 2003 (has links)
Informações sobre as características funcionais e estruturais da unidade motora (UM) são altamente relevantes em investigações fisiológicas e nos estudos clínicos das disfunções neuromusculares. A eletromiografia (EMG) é um método adequado para obtenção dessas informações. Entretanto, devido à dificuldade na separação da atividade individual de uma unidade motora das outras que estão simultaneamente ativas, seu uso em clínica prática se dá comumente através de métodos invasivos, empregando eletrodos de agulha ou fios implantados. Apesar da EMG de superfície ser não-invasiva e, portanto mais apropriada para aplicações clínicas, não é usada em clínica porque não há até o presente um método satisfatório para decomposição do sinal EMG de superfície. Um EMG de superfície é muito mais difícil de decompor devido a significante superposição dos Potenciais de Ação das UMs (MUAPs) e a relação sinal-ruído relativamente baixa, se comparada aos métodos invasivos. Defendemos que a separação da atividade individual das UMs pode ser feita de modo não-invasivo aliando-se técnicas de aquisição altamente especializadas com técnicas usadas em reconhecimento de padrões. Desenvolvemos um método para decomposição de EMGs de superfície, a partir do qual foi possível extrair características relevantes das UMs, que permitem seu uso em avaliação e diagnóstico de desordens neuromusculares. Em nossa abordagem, o sinal EMG é inicialmente captado sob contração isométrica fraca usando eletrodos desuperfície. O sinal EMG bruto passa em seguida por um filtro Diferencial Passa-Baixas Ponderado (DPBP) em série com um detector de picos, que detecta os picos de MUAPs e extrai suas formas de onda. Na sequência, o conjunto de MUAPs extraído é classificado por uma rede neural SOM, e os MUAPs agrupados pela similaridade de suas formas de onda. No próximo passo a informação temporal dos disparos é checada, eliminando possíveis erros de classificação, e finalmente os Trens de MUAPs (MUAPTs) das UMs individuais são reconstituídos do EMG original. As estatísticas de disparos (IPI) bem como as formas de ondas dos MUAPs das respectivas UMs são então extraídas e armazenadas para estudos posteriores. Resultados preliminares obtidos com EMGs normais e patológicos, extraídos de membros superiores sob contração fraca, indicam que, o método mostrou-se apto a decompor EMGs de superfícies, além de potencial para aplicações em estudos clínicos não-invasivos de disfunções neuromusculares.Informações sobre as características funcionais e estruturais da unidade motora (UM) são altamente relevantes em investigações fisiológicas e nos estudos clínicos das disfunções neuromusculares. A eletromiografia (EMG) é um método adequado para obtenção dessas informações. Entretanto, devido à dificuldade na separação da atividade individual de uma unidade motora das outras que estão simultaneamente ativas, seu uso em clínica prática se dá comumente através de métodos invasivos, empregando eletrodos de agulha ou fios implantados. Apesar da EMG de superfície ser não-invasiva e, portanto mais apropriada para aplicações clínicas, não é usada em clínica porque não há até o presente um método satisfatório para decomposição do sinal EMG de superfície. Um EMG de superfície é muito mais difícil de decompor devido a significante superposição dos Potenciais de Ação das UMs (MUAPs) e a relação sinal-ruído relativamente baixa, se comparada aos métodos invasivos. Defendemos que a separação da atividade individual das UMs pode ser feita de modo não-invasivo aliando-se técnicas de aquisição altamente especializadas com técnicas usadas em reconhecimento de padrões. Desenvolvemos um método para decomposição de EMGs de superfície, a partir do qual foi possível extrair características relevantes das UMs, que permitem seu uso em avaliação e diagnóstico de desordens neuromusculares. Em nossa abordagem, o sinal EMG é inicialmente captado sob contração isométrica fraca usando eletrodos desuperfície. O sinal EMG bruto passa em seguida por um filtro Diferencial Passa-Baixas Ponderado (DPBP) em série com um detector de picos, que detecta os picos de MUAPs e extrai suas formas de onda. Na sequência, o conjunto de MUAPs extraído é classificado por uma rede neural SOM, e os MUAPs agrupados pela similaridade de suas formas de onda. No próximo passo a informação temporal dos disparos é checada, eliminando possíveis erros de classificação, e finalmente os Trens de MUAPs (MUAPTs) das UMs individuais são reconstituídos do EMG original. As estatísticas de disparos (IPI) bem como as formas de ondas dos MUAPs das respectivas UMs são então extraídas e armazenadas para estudos posteriores. Resultados preliminares obtidos com EMGs normais e patológicos, extraídos de membros superiores sob contração fraca, indicam que, o método mostrou-se apto a decompor EMGs de superfícies, além de potencial para aplicações em estudos clínicos não-invasivos de disfunções neuromusculares. / Information on the functional and structural characteristics of the motor unit (MU) they are highly important in physiologic investigations and in the clinical studies of the neuromuscular dysfunctions. The electromyography (EMG) it is an appropriate method for obtaining of that information. However, due to the difficulty in the separation of the individual activity of a motor unit of the another that are simultaneously active, your use in practical clinic happen commonly through methods invasive, employing needle electrodes or implanted threads. In spite of surface EMG to be non-invasive and, therefore more appropriate for clinical applications, it is not used at clinic because there is not until the present a satisfactory method for decomposition of the surface EMG sign. A surface EMG is much more difficult of decomposing due to significant overlap of the Motor Unit Action Potentials (MUAPs) and the relationship sign-noise relatively low, if compared to the invasive methods. We defended that the separation of the individual activity of MUs can be made in way non-invasive allying highly specialized acquisition techniques with techniques used in recognition of patterns. We developed a method for decomposition of surface EMGs, starting from which was possible to extract important characteristics of MUs, which allow your use in evaluation and diagnosis of neuromuscular disorders. In our approach, the sign EMG is captured initially under weak isometriccontraction using surface electrodes. The sign EMG raw raisin soon after for a Biased Low-Pass Differential filter (BLPD) in series with a detector of peaks, that detects the peaks of MUAPs and it extracts your wave forms. In the sequence, a SOM neural network classifies the set of extracted MUAPs, and MUAPs are clustered by the similarity in your wave shape. In the next step the temporal information of the discharges is checked, eliminating possible classification mistakes, and finally the MUAPs Trains (MUAPTs) of individual MUs they are reconstituted of original EMG. The statistics of discharges (IPI) as well as the forms of waves of MUAPs of respective MUs are then extracted and stored for subsequent studies. Results preliminaries obtained with normal and pathological EMGs, extracted of superior members under weak contraction, they indicate that, the method was shown capable to decompose surfaces EMGs, besides potential for applications in clinical studies non-invasive of neuromuscular dysfunctions.
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A voz do servidor público da UFPA: um estudo sobre os sentidos da promoção da saúde no local de trabalhoTEIXEIRA, Maria de Nazaré Barbosa 21 September 2018 (has links)
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Previous issue date: 2018-09-21 / Introdução: A Política Nacional de Atenção à Saúde e Segurança do Trabalho do Servidor Público Federal (PASS) se consolidou como política de Estado, sendo um instrumento legal das ações de promoção e vigilância a saúde entre os órgãos públicos da Administração Pública Federal do executivo. A PASS norteia-se por três eixos: assistência à saúde do servidor; perícia em saúde e vigilância e promoção à saúde. Esse último eixo preconiza que sejam desenvolvidas ações transformadoras nos contextos de trabalho, capazes de repercutir em ganho de saúde para os servidores. Metodologia: Estudo descritivo e exploratório; abordagem de pesquisa qualitativa, com aporte teórico-metodológico das práticas discursivas de Spink (2010). A pesquisa se constituiu de entrevistas semiestruturadas e teve como objetivo investigar os sentidos atribuídos a promoção da saúde pelos servidores da UFPA. Participaram da entrevista 17 (dezessete) servidores públicos federais do quadro de pessoal da UFPA. Resultado e discussão: A análise das entrevistas ocorreu por meio de dois processos distintos: o conhecimento dos servidores acerca da “saúde” e da “promoção da saúde”, evidenciado por meio de termos/palavras, e o da elaboração de quatro categorias que emergiram a posteriori, das falas dos participantes, sendo: 1- os sentidos acerca da promoção da saúde no local de trabalho; 2- ganhos de saúde no trabalho com a promoção da saúde; 3 promoção, vigilância e intervenção em saúde; e 4- informação, a base para o ganho de saúde. As categorias foram interpretadas a partir das narrativas, à luz dos parâmetros dos cinco campos centrais de ação da promoção da saúde propostos na carta de Ottawa, das diretrizes que integram o conjunto de ações da PASS e do referencial teórico. O resultado da pesquisa apontou a necessidade de avançar nas discussões acerca de saúde, riscos, vulnerabilidade, território, intersetorialidade, autonomia crítica, empoderamento e participação social entre outros, como um caminho para o enfrentamento de situações que impedem o ganho de saúde. É a partir de novas posturas socioambientais, de interação social e de reorientação do serviço de saúde que os interlocutores almejam ganhos de saúde. Das falas emergiu a necessidade que o planejamento institucional priorize programa e projetos com o propósito de: melhorar a infraestrutura do campus da UFPA em Belém; promover a qualidade de vida no trabalho; e de capacitar os servidores com foco na política de atenção à saúde e segurança do trabalho do servidor (PASS), incluindo as ações de vigilância aos ambientes e processos de trabalho e promoção à saúde do servidor. Conclusão: No serviço público, as ações de promoção da saúde têm como finalidade a melhoria dos ambientes, da organização e do processo de trabalho, de modo a promover uma cultura de valorização da saúde por meio das mudanças de hábitos e determinadas atitudes comportamentais no nível individual e/ou coletivo que implica na redução da morbimortalidade no mundo do trabalho. Contudo, para que isso ocorra, são necessárias mudanças de posturas socioambientais, de interação social e de reorientação do serviço de saúde. Além disso, no planejamento institucional deve constar programas e projetos de melhoria da promoção da qualidade de vida no trabalho e de capacitação do trabalhador no sentido de desenvolver suas habilidades pessoais favoráveis ao ganho de saúde. / Introduction: The National Policy for Civil Servant’s Health and Work Security (Política Nacional de Atenção à Saúde e Segurança do Trabalho do Servidor Público Federal – PASS) is an established state policy, and is used as a legal tool for promoting and surveilling health among the public organs of the Federal Public Administration in the executive. PASS leads three principles: health assistance for civil servants; health and vigilance expertise; and health promotion. The latter recommends that changing actions must be developed in the workplace in order to reflect health gain for the servants. Methodology: Descriptive and exploratory study; qualitative research approach with a theoretical and methodological support based on the discursive practices by Spink (2010). The research consisted of a semi-structured interview, and aimed at investigating civil servants’ production of meanings on health promotion in the workplace. 17 (seventeen) federal civil servants from UFPA’s personnel took part in the interview. Result and discussion: The interviews were analyzed through two distinct processes: servants’ knowledge on “health” and “health promotion” – which was highlighted by terms/words – and the elaboration of four categories that appeared a posteriori about participants’ speech, considering: 1- the meanings about health promotion in the workplace; 2- health gain in the workplace due to health promotion; 3- health promotion, vigilance and intervention; and 4- information as a support for health gain. The categories were interpreted based on the narratives in light of the five main fields of health promotion proposed by the Ottawa charter, the guidelines that comprise the set of actions from PASS, and the theoretical background. The research result indicated the need of improving the theoretical discussions on health, risks, vulnerability, territory, intersectorality, critical autonomy, empowerment, and social participation as a way to face situations that prevent health gain. The interlocutors aim at gaining health from new social and environmental attitudes, social interactions, and health service reorientations. From the narratives, there was the need for an institutional planning that prioritizes programs and projects with the purpose of: improving UFPA’s campus infrastructure in Belém; promoting life quality in the workplace; and qualifying the servants about the policy for civil servants’ health and work security (PASS), which includes vigilance to environment and work process, and health promotion to servants. Conclusion: In the civil service, outside the healthcare sector, actions for health promotion aim at improving environment, organization, and work process in order to promote a health valuation culture through changing habits and behavioral attitudes individually and collectively, and to reduce morbimortality in the workplace. However, it can only happen through changes in social and environmental attitudes, social interactions, and health service reorientations. Furthermore, the institutional planning must have programs and projects to enhance life quality promotion in the workplace, and qualify the servants to develop their personal skills suitable for health gain. / UFPA - Universidade Federal do Pará
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Coupling source term, mineral reactivity and flow in radionuclide transportIwalewa, Tajudeen January 2017 (has links)
The focus of this work is to investigate the dissolution of MW25, a non-radioactive simulant of UK high-level nuclear waste borosilicate glass, and to predict its performance in the near field of a geological repository. A single-pass flow-through (SPFT) experimental system was used to measure the forward dissolution rates of MW25. Experiments were conducted in two parts. Experiment Part 1 considers the dissolution of the waste glass in deionised water at 40 and 90 oC and circum-neutral pH. Experiment Part 2 considers the dissolution of the waste glass in simulant groundwaters, with similar compositions to groundwaters of Callovo-Oxfordian clay (lower-strength sedimentary rock (LSSR)) and Borrowdale Volcanic Group rocks (higher-strength rock (HSR)), at 40 oC and pH 7. The forward dissolution rate measured in deionised water was found to be approximately one order of magnitude higher at 90 oC than at 40 oC. A similar release was observed for Si, Mg and Al at 40 oC and 90 oC, whereas the B, Cs, Na, Li and Mo showed an order of magnitude increase when the temperature was increased from 40 to 90 oC for low q/S values. The activation energy (Ea) of the reactions shows that the dissolution process is a surface phenomenon. At 90 oC the net effect of the processes governing MW25 dissolution led to the preferential release of boron and alkali metals relative to the release of Si during the transient dissolution stage, accompanied by an increase in the concentration of silicic acid. This suggests that the solution activity of silicic acid at a higher temperature has a weak influence on the release of the mobile elements. The forward dissolution rate measured in LSSR simulant groundwater was found to be slightly higher than that measured in HSR simulant groundwater. The dissolution behaviour of MW25 in both groundwaters is consistent with its behaviour in deionised water at 40 oC, with the dissolution rates of elements increasing as flow rates were increased. However, forward dissolution rates measured in the simulant groundwaters were lower than the forward dissolution rates measured in deionised water under these experimental conditions. This is attributable to the interaction of the components of the simulant groundwaters with the glass, as revealed by post-reaction surface analyses, and a consequential lower alkalinity of the leachates collected in the experiments with simulant groundwater than in deionised water. Reactive chemical transport simulations of waste glass dissolution and radionuclide release in a hypothetical near field were conducted over a time span of a million years with GoldSim. The results showed that enclosing the waste glass in a steel canister covered by a copper canister and emplacing the waste package in a granite host rock is optimal for the long-term isolation of the radionuclides. The waste glass was found to play a significant role in the overall performance of the near field. This study features a new method for estimating the surface area of reacted glass powder more accurately than the geometric surface area estimate, which is the preferred standard method among researchers.
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Ghost Water ExhibitionSharp, Michael G. 01 March 2017 (has links)
The Ghost Water exhibition of artworks by Michael Sharp was comprised of four main works titled: 30 x 60 Minute Grid Series, Suspension, History/Prehistory, and Lake Bonneville Remnants. The artwork was created as a reaction to the land that once held the prehistoric Lake Bonneville and to its current remnant Great Salt Lake. The work explores the dialogue between absence and presence.
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金融集團業務經營之法律問題-以關係人交易規範為中心 / A study of regulation of financial business -based on related party transaction朱美蓮 Unknown Date (has links)
金融機構所經營之業務涵蓋種類繁多、型式各異並各有其相關之法令,而金融機構透過直接或間接投資方式,一般而言將構成金融集團間之關係人及其交易,本論文之目的在於分析各種金融集團關係人交易相關法令之缺漏,並進而提出建議。
本文首先從現行金融機構經營及投資規範及金融機構關係人交易法律規範,歸納整理出相關法規機制,並探討現行該等關係人及交易之法律規範之「過」與「不足」之處。
此外,本文也參考美國法及跨國性金融監理機構之相關規範,藉此與我國相關規範比較,以作為我國相關立法之參考方向。
接著,本文再以金融機構關係人之實際相關案例,深入分析本國實務上常見之問題,以探討實務上對關係人的認定標準,並釐清現行金融監理對關係人間非常規交易之管理缺漏。
最後本文以上述之分析結果,提出對現行金融機構關係人相關法規之建議,以提供未來修法之參考。 / Due to deregulation and globalization in banking system, financial institutions are increasingly burring traditional differences between banking, insurance, and other institutions. As results, intra-group transactions cause more concern about the conflicts of interests.
From a legal point of view, different legal relationships will confer different rights and impose different duties on financial parties. Therefore, it is sensible to analyze the legal nature of the relationships of different participants and their roles in financial institutions’ related party transactions.
This study presents an analysis of regulations of related party transactions within Financial Conglomerates, and proposes reforms to deal with conflicts of interest:
Firstly, discusses the regulations about the business scope of financial holding company, bank, securities and insurance company. Then further analyzes the regulations of related party transactions within each above financial parties.
Secondly, depicts the American regulatory scheme and the frames guidelines and principles of international financial supervisory institutions. The former focuses on the background of banking regulations and the latest issue about The Dodd-Frank Act. The later includes the Basel Committee on Banking Supervision (BCBS), the International Organization of Securities Commissions (IOSCO), the International Association of Insurance Supervisors (IAIS), the International Swaps and Derivatives Association (ISDA) and the Joint Forum on Financial Conglomerates. A comparative analysis of regulations of the above and Taiwan was made.
Thirdly, further analyzes the controversial issues of intra-group transactions based on several judicial cases, and then discusses the operational deficiencies of financial institutions and flaws of law and regulations.
Finally, summarizes the said issues and propositions about related party transactions of financial institutions.
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An empirical statistical model relating winds and ocean surface currents : implications for short-term current forecastsZelenke, Brian Christopher 02 December 2005 (has links)
Graduation date: 2006 / Presented on 2005-12-02 / An empirical statistical model is developed that relates the non-tidal motion of the ocean surface currents off the Oregon coast to forecasts of the coastal winds. The empirical statistical model is then used to produce predictions of the surface currents that are evaluated for their agreement with measured currents. Measurements of the ocean surface currents were made at 6 km resolution using Long-Range CODAR SeaSonde high-frequency (HF) surface current mappers and wind forecasts were provided at 12 km resolution by the North American Mesoscale (NAM) model. First, the response of the surface currents to wind-forcing measured by five coastal National Data Buoy Center (NDBC) stations was evaluated using empirical orthogonal function (EOF) analysis. A significant correlation of approximately 0.8 was found between the majority of the variability in the seasonal anomalies of the low-pass filtered surface currents and the seasonal anomalies of the low-pass filtered wind stress measurements. The U and the V components of the measured surface currents were both shown to be forced by the zonal and meridional components of the wind-stress at the NDBC stations. Next, the NAM wind forecasts were tested for agreement with the measurements of the wind at the NDBC stations. Significant correlations of around 0.8 for meridional wind stress and 0.6 for zonal wind stress were found between the seasonal anomalies of the low-pass filtered wind stress measured by the NDBC stations and the seasonal anomalies of the low-pass filtered wind stress forecast by the NAM model. Given the amount of the variance in the winds captured by the NAM model and the response of the ocean surface currents to both components of the wind, bilinear regressions were formed relating the seasonal anomalies of the low-pass filtered NAM forecasts to the seasonal anomalies of the low-pass filtered surface currents. The regressions turned NAM wind forecasts into predictions of the seasonal anomalies of the low-pass filtered surface currents. Calculations of the seasonal cycle in the surface currents, added to these predicted seasonal anomalies, produced a non-tidal estimation of the surface currents that allowed a residual difference to be calculated from recent surface current measurements. The sum of the seasonal anomalies, the seasonal cycle, and the residual formed a prediction of the non-tidal surface currents. The average error in this prediction of the surface currents off the Oregon coast remained less than 4 cm/s out through 48 hours into the future.
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Modelatge multimodal de transicions i asimetries en línies three-line-microstripRodríguez Cepeda, Juan Pablo 07 April 2010 (has links)
Una línia de transmissió three-line-microstrip consisteix en tres pistes paral·leles practicades sobre la cara d'un dielèctric amb un pla de massa inferior. La propagació en aquesta línia es pot descriure en termes de tres modes fonamentals anomenats ee, oo i oe. Tot i que aquests modes són ortogonals interaccionen entre sí a qualsevol transició, discontinuïtat o asimetria. En el pla d'una transició o asimetria es genera un intercanvi d'energia o conversió modal en el que prenen part tots els modes.En aquest treball s'analitza la conversió modal que s'origina en un conjunt de transicions i asimetries construïdes sobre línies three-line-microstrip. L'estudi es realitza aplicant la tècnica de l'anàlisi multimodal. L'ús d'aquesta tècnica permet la deducció d'una sèrie de models multimodals (un per a cada transició) que proporcionen una anàlisi simple, rigorosa i quantitativa d'aquest fenomen.La validesa d'aquest estudi es verifica de manera experimental. Els bons resultats obtinguts demostren que els models multimodals proposats prediuen de manera precisa el comportament de les transicions. Aquest fet permet el seu ús per analitzar circuits o estructures constituïts per trams de tres pistes acoblades. En el cas d'aquesta tesi, han estat aplicats als camps de l'EMC i de les microones. Pel que fa a l'EMC, s'ha realitzat un estudi de l'acoblament i la integritat del senyal en configuracions de PCB amb trams de tres pistes acoblades. Aquest estudi ha permès identificar les transicions i asimetries en aquests circuits com a possibles fonts d'interferència i de degradació dels senyals ja que la conversió modal es pot interpretar com a un procés d'interferència que involucra tots els senyals presents. Pel que fa a les microones, s'ha realitzat una anàlisi multimodal de filtres spurline. Aquesta anàlisi ha permès desenvolupar dues noves estructures, la principal característica de les quals és la seva compacitat que, a diferència d'altres estructures similars, s'aconsegueix permetent la presència d'un nou mode en el procés de ressonància. L'ús dels models multimodals per a l'anàlisi d'aquestes estructures ha permès una interpretació clara i senzilla del seu funcionament així com el desenvolupament d'una sèrie de regles de disseny que permeten un ajust fàcil i ràpid de certs paràmetres dels filtres com ara la freqüència central i l'ample de banda. / Una línea de transmisión three-line-microstrip consiste en tres pistas paralelas practicadas sobre la cara de un dieléctrico con un plano de masa inferior. La propagación en esta línea se puede describir en términos de tres modos fundamentales llamados ee, oo i oe. Aunque estos modos son ortogonales interaccionan entre se en cualquier transición, discontinuidad o asimetría. En el plano de una transición o asimetría se genera un intercambio de energía o conversión modal en el que toman parte todos los modos.En este trabajo se analiza la conversión modal que se origina en un conjunto de transiciones i asimetrías construidas sobre líneas three-line-microstrip. El estudio se realiza aplicando la técnica del análisis multimodal. El uso de esta técnica permite la deducción de una serie de modelos multimodales (un per a cada transición) que proporcionan un análisis simple, riguroso i cuantitativo de este fenómeno.La validez de este estudio se verifica de manera experimental. Los buenos resultados obtenidos demuestran que los modelos multimodales propuestos predicen de manera precisa el comportamiento de las transiciones. Este hecho permite su uso para analizar circuitos o estructuras constituidos por tramos de tres pistas acopladas. En esta tesis doctoral, han sido aplicados a los campos de la EMC i de las microondas. En el primero de ellos, se ha realizado un estudio del acoplamiento y la integridad de la señal en configuraciones de PCB con tramos de tres pistas acopladas. Este estudio ha permitido identificar las transiciones y asimetrías en estos circuitos como posibles fuentes de interferencia y de degradación de las señales ya que la conversión modal se puede interpretar como a un proceso de interferencia que involucra todas las señales presentes. En el campo de las microondas, se ha realizado un análisis multimodal de filtros spurline. Este análisis ha permitido desarrollar dos nuevas estructuras, cuya principal característica es su compacidad que, a diferencia de otras estructuras similares, se consigue permitiendo la presencia de un nuevo modo en el proceso de resonancia. El uso de los modelos multimodales para el análisis de estas estructuras ha permitido una interpretación clara i sencilla del su funcionamiento así como el desarrollo de una serie de reglas de diseño que permiten un ajuste fácil i rápido de ciertos parámetros de los filtros como por ejemplo la frecuencia central y el ancho de banda. / A three-line-microstrip transmission line consists of three parallel coupled strips printed on a grounded dielectric substrate. The propagation in this line can be described in terms of three fundamental modes, namely the ee, oo and oe modes. These modes are orthogonal and propagate independently unless a transition or asymmetry is present in the line. Any transition or asymmetry will generate an energy exchange or modal interaction among all the propagating modes. In this work, the modal interaction of a set of transitions and asymmetries in three-line-microstrip transmission lines is analyzed. The study is carried out by using the multimodal analysis. By means of this technique a set of multimodal circuit models (one for each transition) is derived. These models provide a simple and a quantitative interpretation of the modal interaction.The proposed multimodal analysis is experimentally validated. The obtained results show that the derived multimodal models accurately predict the behavior of the transitions. Due to this fact, they can be used for the analysis of circuits and structures composed of three-coupled-strip sections. In this work, the models have been applied to both the EMC and microwave fields. In the former, they have been employed to study the cross-talk and signal-integrity problems in PCB configurations involving tree-coupled-trace sections. The performed analysis has shown that transitions and asymmetries in these circuits must be considered as a source of interference and signal degradation since the modal interaction can be interpreted as an interference process that involves all the present signals. In the latter, a multimodal analysis of spurline filters has been performed. This study has allowed the derivation of two new filter structures whose main feature is their compactness, which, in contrast to other analogous filters, is achieved by allowing the presence of an additional mode in the resonance process. The use of the multimodal models for the analysis of these structures has permitted both a simple interpretation of the filter operation and the derivation of a set of design rules which allows a rapid fine tuning of some filter parameters such as the center frequency and the bandwidth.
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