Global ETD Search

31	MODELAGEM DE DIMENSÕES DA QUALIDADE DE APARTAMENTOS VIA TEORIA DE RESPOSTA AO ITEM E TEORIA CLÁSSICA DE TESTES / QUALITY DIMENSIONS MODELING OF APARTMENTS VIA ITEM RESPONSE THEORY AND CLASSICAL TEST THEORY Schrippe, Patrícia 09 February 2015 (has links) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This dissertation aims to analyze the items and dimensions of quality related to apartments in the city of Santa Maria / RS. It is underlined that quality investigated comes to compliance with the characteristics required by customers. About the methodological proceedings, 39 characteristics of location qualities, position and typological were listed according to the bibliography and sequentially reviewed by the real estate agencies. Subsequently, on the real estate agencies, data were collected of 500 apartments sold on 04/01/2013 to 08/25/2014; representing 37% of apartments sold in the city in that period. The data analysis began with the classical theory of tests, using Exploratory Factor Analysis and Confirmatory Factor Analysis sequentially, using the varimax rotation; which identified two factors, based on the criterion of Kaiser. Thus, the approach of Item Response Theory was opportunity, with the logistic model of two parameters as well, the presentation of the critical aspects on the use of Item Response Theory. The first model of Item Response Theory, whose latent trait was named quality of apartments about status, are compost of four items; while the second model, the latent trait quality of apartments about utility, no identified items Sequentially, it was found that the analyzed apartments had scores between 80 to 90, thus, it is clear that most of the apartments investigated for status have the score features 80 in ITR. Therefore it is possible conclude that the proposed objective of this dissertation was achieved. / Esta dissertação visa analisar os itens e dimensões da qualidade referentes aos apartamentos da cidade de Santa Maria/RS. Salienta-se que a qualidade estudada se trata da satisfação das características requeridas pelos clientes. Acerca dos procedimentos metodológicos, 39 características acerca de qualidades de localização, posição e tipológicas foram elencados de acordo com a bibliografia e sequencialmente verificados nas agências imobiliárias. Posteriormente, nas agências imobiliárias, foram coletados dados de 500 apartamentos vendidos nos períodos de 04/01/2013 a 25/08/2014; representando 37% dos apartamentos vendidos na cidade no referido período. O tratamento dos dados iniciou com a Teoria Clássica dos Testes, utilizando a Análise Fatorial Exploratória e sequencialmente a Análise Fatorial Confirmatória, utilizando a rotação ortogonal varimax; que apontou dois fatores, tendo como base o critério de Kaiser. Oportunizando assim a abordagem da Teoria de Resposta ao Item, apresentando o Modelo Logístico de dois parâmetros bem como, a apresentação dos aspectos críticos acerca da utilização da Teoria de Resposta ao Item. O primeiro modelo da Teoria de Resposta ao Item, cujo traço latente foi denominado qualidade dos apartamentos quanto ao status do apartamento, é composto por quatro itens; enquanto o segundo modelo, de traço latente qualidade dos apartamentos quanto à utilidade, não gerou itens. Sequencialmente, verificou-se que os apartamentos analisados possuíam escore entre 80 a 90, por conseguinte, é possível afirmar que a maioria dos apartamentos investigados quanto a status possuem as características de escore 80 na TRI. Portanto, é possível afirmar que, o objetivo proposto da presente dissertação foi alcançado. Mercado Imobiliário Imóveis urbanos Apartamentos Psicometria Teoria de Resposta ao Item Modelo Logístico de dois parâmetros Teoria Clássica de Testes Correlação de Pearson Real Estate Market Urban real estate Apartments Psychometrics Item Response Theory Logistic model of two parameters Classical Test Theory Pearson Correlation
32	Evoluční optimalizace analogových obvodů / Evolutionary Optimisation of Analogue Circuits Mihulka, Tomáš January 2017 (has links) The aim of this work was to create a system for optimisaton of specific analog circuits by evolution using multiple fitness functions . A set of experiments was run, and the results analyzed to evaluate the feasibility of evolutionary optimisation of analog circuits . A requirement for this goal is the study and choice of certain types of analog circuits and evolutionary algorithms . For the scope of this work , amplifiers and oscillators were chosen as target circuits , and genetic algorithms and evolutionary strategies as evolutionary algorithms . The motivation for this work is the ongoing effort to automate the design and optimisation of analog circuits , where evolutionary optimisation is one of the options .
33	Komparace konsolidace demokracie na území bývalého východního bloku / Comparison of Democratic Consolidation in Former Eastern Bloc Bárta, Vít January 2016 (has links) The aim of this thesis is to numerically evaluate democratic consolidation in Eastern European countries of the former Eastern Bloc. To compare these countries with each other and decide which of these countries can be considered as consolidated democracies. Secondary aim is to find which factors supported this consolidation or at least correlate with it. Theoretical basis of this work is Wolfgang Merkel's theory of democratic consolidation. He divides democratic consolidation into four levels: constitutional consolidation, representative consolidation, behavioral consolidation and democratic consolidation of the political culture. Each level of democratic consolidation is numerically expressed, with usage of Bertelsmann's transformation index data, separately for all states in two-year intervals since 2005 to 2015. Based on that, overall democratic consolidation is calculated. Therefore, we can compare countries between each other and in time. Correlation between factors supporting consolidation and overall democratic consolidation is expressed by Pearson correlation coefficient. This work is beneficial in creating and describing method, which can be used for numerical expression of democratic consolidation in any state since 2005 to 2015 without author's subjective influence. Another benefit is...
34	Studying the effectiveness of dynamic analysis for fingerprinting Android malware behavior / En studie av effektivitet hos dynamisk analys för kartläggning av beteenden hos Android malware Regard, Viktor January 2019 (has links) Android is the second most targeted operating system for malware authors and to counter the development of Android malware, more knowledge about their behavior is needed. There are mainly two approaches to analyze Android malware, namely static and dynamic analysis. Recently in 2017, a study and well labeled dataset, named AMD (Android Malware Dataset), consisting of over 24,000 malware samples was released. It is divided into 135 varieties based on similar malicious behavior, retrieved through static analysis of the file classes.dex in the APK of each malware, whereas the labeled features were determined by manual inspection of three samples in each variety. However, static analysis is known to be weak against obfuscation techniques, such as repackaging or dynamic loading, which can be exploited to avoid the analysis. In this study the second approach is utilized and all malware in the dataset are analyzed at run-time in order to monitor their dynamic behavior. However, analyzing malware at run-time has known weaknesses as well, as it can be avoided through, for instance, anti-emulator techniques. Therefore, the study aimed to explore the available sandbox environments for dynamic analysis, study the effectiveness of fingerprinting Android malware using one of the tools and investigate whether static features from AMD and the dynamic analysis correlate. For instance, by an attempt to classify the samples based on similar dynamic features and calculating the Pearson Correlation Coefficient (r) for all combinations of features from AMD and the dynamic analysis. The comparison of tools for dynamic analysis, showed a need of development, as most popular tools has been released for a long time and the common factor is a lack of continuous maintenance. As a result, the choice of sandbox environment for this study ended up as Droidbox, because of aspects like ease of use/install and easily adaptable for large scale analysis. Based on the dynamic features extracted with Droidbox, it could be shown that Android malware are more similar to the varieties which they belong to. The best metric for classifying samples to varieties, out of four investigated metrics, turned out to be Cosine Similarity, which received an accuracy of 83.6% for the entire dataset. The high accuracy indicated a correlation between the dynamic features and static features which the varieties are based on. Furthermore, the Pearson Correlation Coefficient confirmed that the manually extracted features, used to describe the varieties, and the dynamic features are correlated to some extent, which could be partially confirmed by a manual inspection in the end of the study. Android malware dynamic analysis droidbox cuckoodroid droidscope mobsf malware behavior correlation pearson correlation cosine similarity euclidean distance chebyshev distance mahalanobis distance similarity analysis static features dynamic features tf-idf AMD Android malware dataset malware dataset UpDroid EC2 Computer and Information Sciences Data- och informationsvetenskap
35	Feature selection in short-term load forecasting / Val av attribut vid kortvarig lastprognos för energiförbrukning Söderberg, Max Joel, Meurling, Axel January 2019 (has links) This paper investigates correlation between energy consumption 24 hours ahead and features used for predicting energy consumption. The features originate from three categories: weather, time and previous energy. The correlations are calculated using Pearson correlation and mutual information. This resulted in the highest correlated features being those representing previous energy consumption, followed by temperature and month. Two identical feature sets containing all attributes1 were obtained by ranking the features according to correlation. Three feature sets were created manually. The first set contained seven attributes representing previous energy consumption over the course of seven days prior to the day of prediction. The second set consisted of weather and time attributes. The third set consisted of all attributes from the first and second set. These sets were then compared on different machine learning models. It was found the set containing all attributes and the set containing previous energy attributes yielded the best performance for each machine learning model. 1In this report, the words ”attribute” and ”feature” are used interchangeably. / I denna rapport undersöks korrelation och betydelsen av olika attribut för att förutspå energiförbrukning 24 timmar framåt. Attributen härstammar från tre kategorier: väder, tid och tidigare energiförbrukning. Korrelationerna tas fram genom att utföra Pearson Correlation och Mutual Information. Detta resulterade i att de högst korrelerade attributen var de som representerar tidigare energiförbrukning, följt av temperatur och månad. Två identiska attributmängder erhölls genom att ranka attributen över korrelation. Tre attributmängder skapades manuellt. Den första mängden innehåll sju attribut som representerade tidigare energiförbrukning, en för varje dag, sju dagar innan datumet för prognosen av energiförbrukning. Den andra mängden bestod av väderoch tidsattribut. Den tredje mängden bestod av alla attribut från den första och andra mängden. Dessa mängder jämfördes sedan med hjälp av olika maskininlärningsmodeller. Resultaten visade att mängden med alla attribut och den med tidigare energiförbrukning gav bäst resultat för samtliga modeller. Short-term load forecasting energy consumption forecasting Linear regression SVR Random Forest machine learning regression feature selection attribute selection Pearson correlation Mutual information correlation matrix Two-way ANOVA Tukey’s HSD test. Kortsiktig lastprognos Energiförbrukningsprognos Linjär regression SVR Random forest Maskininlärning Attributval Pearson-korrelation Ömsesidig information Korrelationsmatris Tvåvägs ANOVA Tukey’s HSD-test. Computer and Information Sciences Data- och informationsvetenskap
36	市場風險值管理之應用分析以某金融控股公司為例 / The analysis of Market Risk VaR management ：the case of financial holding company 周士偉, Chou, Jacky Unknown Date (has links) 2008年次貸風暴橫掃全球金融市場，Basel II制度歷經多年的實施，卻無法有效防阻金融風暴的發生。觀察2008已採用內部模型法之主要國際金融機構之年報，亦發現採用蒙地卡羅模擬法之代表銀行『德意志銀行』於該年度竟發生了35次穿透，市場風險管理到底出了什麼問題？這是被極度關心的現象，產官學界也對此現象提出了許多議題。2012年的現在，次貸的風暴尚未遠去，新的歐債危機也正在蔓延，若金融風暴再次來臨，市場風險管理是否能克服次貸風暴後所凸顯的缺失，市場風險管理的價值除被動管理外，是否還可以進階到主動預警，以作為經營決策的重要參考資訊？這些都是國內金融機構需積極面對的急迫的市場風險管理議題。個案金控的市場風險管理機制致力於解決次貸以來所凸顯的市場風險管理議題、提升市場風險衡量的精準度、擴大市場風險管理之應用範圍，並將市場風險管理的價值由被動管理角色進階到主動預警角色，以期作為經營決策的重要參考。經過多年的淬煉，其發展理念與經驗應具相當參考價值，故本論文以個案金融控股公司(以下簡稱個案金控)之實務經驗進行個案研究，除分析個案金控市場風險管理機制的基礎架構外，也將研究重心放在個案金控如何在此基礎架構下，開發多種進階市場風險量化管理功能。本論文除研究個案金控如何完善市場風險值量化機制外，也對各量化功能的實施結果進行分析，以期研究成果可更客觀的作為其他金融控股公司未來發展進階市場風險衡量機制之參考。市場風險風險值經濟價值信託基金操作風險風險因子一般風險值壓力風險值條件風險值增額風險值邊際風險值變異數-共變異數法歷史模擬法蒙地卡羅模擬法隱含波動度厚尾順景氣循環標準法內部模型法市場流動性風險外生性市場流動性風險內生性市場流動性風險流動性調整後風險值壓力測試回溯測試 Market Risk Value at Risk Economic Value Active Management VaR Tracking Error Risk Factor Common VaR Stressed VaR Conditional VaR Incremental VaR Marginal VaR Variance-Covariance Approach Historical Simulation Approach Monte Carlo Simulation Approach Fat Tail Time-Varying Volatility pro-cyclical Standardized Approach Internal Models Approach Implied Volatility Generalized Error Distribution Bernoulli trial test Likelihood ratio test Unconditional Coverage Test Conditional Coverage Test Backward Looking Model Forward Looking Model Forecasting VaR Pearson Correlation Cholesky decomposition Kendall Correlation Copula method Future Volatility Disconnection Market Liquidity Risk Exogenous Market Liquidity Risk Endogenous Market Liquidity Risk Liquidity-adjusted VaR Stress Test Backtesting Net Interest Income Re-pricing Model Maturity Model Duration Model

Page generated in 0.117 seconds