This research employs a non-parametric, fractional, linear programming method, Data Envelopment Analysis to examine the Customer Service Representative resource allocation efficiency of a major Canadian bank’s model. Two DEA models are proposed, (1) to evaluate the Bank’s national branch network in the context of employment only, by minimizing Full Time Equivalent (FTE) while maximizing over-the-counter (OTC) transaction volume; and (2) to evaluate the efficacy of the Bank’s own model in meeting the desired customer satisfaction benchmarks by maximizing fraction of transactions completed under management’s target time. Non-controllable constant-returns-to-scale and variable-returns to-scale model results are presented and further broken down into branch size segments and geographical regions for analysis. A comparison is conducted between the DEA model results and the Bank’s performance ratios and benchmarks, validating the use of the proposed DEA models for resource allocation efficiency analysis in the banking industry.

Cloud computing allows users to tap into a massive pool of shared computing resources such as servers, storage, and network. These resources are provided as a service to the users allowing them to “plug into the cloud” similar to a utility grid. The promise of the cloud is to free users from the tedious and often complex task of managing and provisioning computing resources to run applications. At the same time, the cloud brings several additional benefits including: a pay-as-you-go cost model, easier deployment of applications, elastic scalability, high availability, and a more robust and secure infrastructure. One important class of applications that users are increasingly deploying in the cloud is database management systems. Database management systems differ from other types of applications in that they manage large amounts of state that is frequently updated, and that must be kept consistent at all scales and in the presence of failure. This makes it difficult to provide scalability and high availability for database systems in the cloud. In this thesis, we show how we can exploit cloud technologies and relational database systems to provide a highly available and scalable database service in the cloud. The first part of the thesis presents RemusDB, a reliable, cost-effective high availability solution that is implemented as a service provided by the virtualization platform. RemusDB can make any database system highly available with little or no code modifications by exploiting the capabilities of virtualization. In the second part of the thesis, we present two systems that aim to provide elastic scalability for database systems in the cloud using two very different approaches. The three systems presented in this thesis bring us closer to the goal of building a scalable and reliable transactional database service in the cloud.

In the present study, the relationship between dispositional affectivity and job performance was investigated under the potential mediating effects of job satisfaction. The study was conducted in three phases. In Phase I, the scale development phase, an assistant evaluation form (AEF) was developed by collecting job analytic information from 35 Teaching Assistants (TAs) and critical incidents from 38 faculty members from a wide range of departments in Middle East Technical University (METU). In the second phase of the study, the pilot study, factor structure of the AEF was examined using principle component analyses. Pilot data were gathered from the faculty members working in different departments at METU. Results yielded two factors underlying the AEF. The first factor was named task performance, the second factor was named contextual performance. In the main study phase of the study, hypotheses were tested by gathering dispositional affectivity and job satisfaction data from 103 TAs, and performance evaluation data from 103 instructors whom the TAs had worked with during the previous semester. Results supported only the hypothesis stating that positive affectivity (PA) would predict job satisfaction. Results are discussed along with the limitations of the study and suggestions for future research.

Network emulation has been widely used to aid in the development and evaluation of real-time applications. Many of today s applications and protocols need to be tested and evaluated in large scale network environments such as the Internet, which requires emulation tools that meet the requirements of scale, accuracy, timeliness. Due to physical resource constraints in network emulators, existing emulation tools fail to meet these requirements as they are either limited to small and static networks, use simplified network models, or fail to deliver timely emulation results. If more physical resources are devoted to network emulation by utilizing high performance computing facilities, the accuracy and scalability of network emulation can be greatly improved. However, for many users, high performance computing facilities may not be readily available in a local laboratory environment, and co-locating application code with a remote high performance computing facility may be cumbersome and inconvenient. This thesis proposes a network emulation approach called ROSENET (RemOte SErver-based Network EmulaTion) that utilizes a distributed server-based architecture in which local low-fidelity emulators provide real-time QoS predictions to distributed applications, coupled with a remote large scale high-fidelity simulator that continuously updates and calibrates the local low-fidelity emulators. A library-based modeling approach based on online simulation data collection is proposed and a system identification modeling technique is presented. Experimental results examining emulation end-to-end delay and loss show that ROSENET provides a promising approach to network emulation supporting accuracy and scale while meeting real-time constraints. Challenges faced in applying ROSENET to real world applications are addressed through two case studies including applying synthetic workload on DARPA s NMS network topology for large scale network simulation and a contemporary real-time distributed VoIP application Skype.

This thesis consists of three essays in behavioral finance: One for the Gain, Three for the Loss is a study of loss aversion in portfolio choice. Using historical returns, I find that the pain of a loss must be greater than three times the pleasure of a gain for investors to hold finitely leveraged portfolios. For lower rates of loss aversion, in particular those proposed in the earlier experimental literature, portfolio allocation to risky assets is infinite. All Guts, No Glory: Trading and Diversification among Online Investors explores the cross-sectional portfolio performance of 16,831 investors at an online discount brokerage firm. Investors hold undiversified portfolios, show a strong preference for risk, and trade aggressively. I show that investors with high portfolio turnover underperform their benchmarks. The degree of diversification, a proxy for investor skill, has a separate and distinct positive effect on performance. Equity Mutual Fund Flows and Stock Returns in Sweden uses time series methods to characterize the relation between unexpected flows to equity mutual funds and returns on the Swedish stock market. I find that concurrent unexpected flows and returns are strongly positively correlated. Unexpected flows have a distinct effect on returns even when other risk factors are considered. / Diss. Stockholm : Handelshögsk., 2004

Development of the advanced, real-time methods for monitoring of bioaerosols is becoming increasingly important. At present, the Ultraviolet Aerodynamic Particle Sizer (UVAPS, Model 3312, TSI, St. Paul., MN) is the only commercially available method for in-situ, continuous measurements of viable airborne microorganisms. Research included in this thesis aimed towards comprehensive evaluation of the method over a wide range of operating conditions, linking the experimental results to the theoretical basis of its design and operation, and to developing a scientific basis for its application to real-time monitoring of bioaerosols. Specifically, due to a growing concern in the general community about the environmental and health aspects of biological aerosols originated from various types of agricultural operations including animal farming, this research was focussed on developing a research methodology/strategy for applying the method to the investigation of bioaerosols in the swine confinement buildings (SCB). Investigations under controlled laboratory conditions were primarily concerned with selectivity, sensitivity, counting efficiency, and detection limits of the spectrometer. This study also examined the effect of physiological state (metabolic activity) of bacteria on the performance characteristics of the method. The practical implications of the research findings are discussed in this thesis. Further field investigations undertaken on a pig farm advanced understanding of the UVAPS performance in the real-life environmental settings. The research also provided a new insight on the particle size distribution and the effect of on-farm-activities on aerosol load inside the SCBs, for both biological and non-biological aerosols. This study has proved that the UVAPS is a powerful tool for investigation of viable bioaerosols in the environment. However, this method is limited to detection of active metabolising bacteria that excludes dormant bacterial spores. In addition, the method is very sensitive to physiological state of bacteria and to the effect of adverse environmental conditions on metabolic activity of airborne bacteria, which may decrease the amount of the intrinsic fluorophores in the cells below sensitivity level iv of the monitor. Possible limitations of this technology include also the lack of selectivity and thus interferences from the non-microbial organic components of airborne particles. In addition, the sensitivity of the method is insufficient for monitoring viable bacteria in the environments with relatively low concentrations of bioaerosols. In order to increase sensitivity of the method, it would be desirable to concentrate the bioaerosols into a smaller volume with the aim of high-volume virtual impactors (aerosol concentrators) prior to the monitoring. Therefore, in the indoor environments where an application of the concentrator is not feasible, the utilisation of the UVAPS may be problematic. Due to the intrinsic limitations, the method is not recommended for the direct measurements of viable bioaerosols and should be used in conjunction with the conventional biosamplers for obtaining more realistic insights into the microbial air quality. Nevertheless, the UVAPS has been found to be an adequate method for the investigation of the dynamics of biological aerosols in real-time. Overall, this thesis contributes to the advancing of the understanding of the method and may assist in developing new, more advanced technologies for the real-time monitoring of viable bioaerosols, as well as in developing sampling strategies for the application of the method to various bioaerosol studies.

Bank-managed equity funds are not inferior to their non-bank counterparts. Previous research reporting relative underperformance of bank-managed funds ignored their differing fiduciary standards. To evaluate bank and non-bank funds facing similar fiduciary responsibilities, domestic retail funds approved for Singapore’s Central Provident Fund Investment Scheme were examined, as they meet the same standard for managing social security savings. Returns from these funds correlate highly with market performance. Even though these fund returns exceeded guaranteed interest rates, they did not outperform their market index.With financial market deregulation in Southeast Asia, local banks in small economies withstand erosion of business by foreign competitors. Banks, in order to increase profits, compete with local as well as foreign insurance and investment companies by offering mutual fund products. To remain competitive, banks need to shed their reputation for not being able to generate impressive fund returns, as their funds are not inferior to those from insurance and investment companies in terms of assets under management, expenditures, returns and risk. To gain competitive advantage, banks can differentiate their fund characteristics and reduce portfolio management costs.Mutual fund characteristics can affect expected returns or transaction costs. Factors affecting expected returns include asset allocation and systematic risk, while transaction costs include explicit and implicit ones, which can be measured by expense ratios and size of funds respectively. Insignificance of transaction cost determinants in affecting actual returns can be attributable to dominance of factors affecting expected returns.

Bank-managed equity funds are not inferior to their non-bank counterparts. Previous research reporting relative underperformance of bank-managed funds ignored their differing fiduciary standards. To evaluate bank and non-bank funds facing similar fiduciary responsibilities, domestic retail funds approved for Singapore’s Central Provident Fund Investment Scheme were examined, as they meet the same standard for managing social security savings. Returns from these funds correlate highly with market performance. Even though these fund returns exceeded guaranteed interest rates, they did not outperform their market index.With financial market deregulation in Southeast Asia, local banks in small economies withstand erosion of business by foreign competitors. Banks, in order to increase profits, compete with local as well as foreign insurance and investment companies by offering mutual fund products. To remain competitive, banks need to shed their reputation for not being able to generate impressive fund returns, as their funds are not inferior to those from insurance and investment companies in terms of assets under management, expenditures, returns and risk. To gain competitive advantage, banks can differentiate their fund characteristics and reduce portfolio management costs.Mutual fund characteristics can affect expected returns or transaction costs. Factors affecting expected returns include asset allocation and systematic risk, while transaction costs include explicit and implicit ones, which can be measured by expense ratios and size of funds respectively. Insignificance of transaction cost determinants in affecting actual returns can be attributable to dominance of factors affecting expected returns.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Innovation is now recognized as an essential factor for the competitiveness of organizations, part of the strategy and linked directly to organizational performance. In this context, the study aims to identify aspects that contribute to the management of innovation, defining a scenario of retailer, outlining an overview of the current capacity of innovation, identifying the relevance of dimensions related to innovation, strategic actions, challenges and benefits achieved. As for the procedures, the research literature is characterized as descriptive and as to the nature, quality and quantity analyzed statistically, and a diagnosis that defines behaviors and trends in relation to the management of innovation in retail stores nationwide. The research will be conducted in one of the largest networks of Brazilian electronics, the sixteen States relating to the four regions of operation. The diagnosis was constructed from the diagnostic tool of the Center for Innovation and Competitiveness Program - Graduate in Production Engineering UFSM adapted for the retail industry based on national and international authors, in order to check the management of innovation in Brazilian retail. The diagnosis had adopted eight dimensions: Strategy, Culture, Relationships, Financial Structure, Process, People and Leadership. After application of the diagnosis can be verified innovation management and innovative potential of the retail network, to identify the main challenges and benefits contributing to perceptions of the factors that actually influence one in the management of innovation in retail stores nationwide. / A inovação passou a ser reconhecida como fator essencial para a competitividade das organizações, inserida na estratégia e ligada diretamente ao desempenho organizacional. Nesse contexto, o estudo objetiva identificar aspectos que contribuam para a gestão da inovação, definindo um cenário da rede varejista, esboçando um panorama atual da capacidade de inovação, identificando a relevância das dimensões relacionadas à inovação, ações estratégicas, desafios e benefícios conquistados. Quanto aos procedimentos, a pesquisa se caracteriza como bibliográfica-descritiva e, quanto à natureza, qualitativa e quantitativa analisada estatisticamente, sendo um diagnóstico que define comportamentos e tendências em relação à gestão da inovação no varejo nacional. A pesquisa será realizada em uma das maiores redes de eletroeletrônicos do Brasil, nos dezesseis estados referentes às quatro regiões de atuação. O diagnóstico foi construído a partir da ferramenta de diagnóstico do Núcleo de Inovação e Competitividade Programa de Pós-graduação em Engenharia da Produção da UFSM adaptada para o setor varejista com base em autores nacionais e internacionais, a fim de verificar a gestão da inovação no varejo brasileiro. O diagnóstico adotado apresentou oito dimensões: estratégia, cultura, relacionamento, financeiro, estrutura, processo, pessoa e liderança. Após a aplicação do diagnóstico, pode-se verificar a gestão da inovação e o potencial inovador da rede varejista; identificar os principais desafios e benefícios colaborando para a percepção dos fatores que realmente influenciam na gestão da inovação no varejo nacional.

Les systèmes embarqués ont évolué d'une manière spectaculaire et sont devenus partie intégrante de notre quotidien. En réponse aux exigences grandissantes en termes de nombre de fonctionnalités et donc de flexibilité, les parties logicielles de ces systèmes se sont vues attribuer une place importante malgré leur manque d'efficacité, en comparaison aux solutions matérielles. Par ailleurs, vu la prolifération des systèmes nomades et à ressources limités, tenir compte de la performance est devenu indispensable pour bien les concevoir. Dans cette thèse, nous proposons une démarche rigoureuse et intégrée pour la modélisation et l'évaluation de performance tôt dans le processus de conception. Cette méthode permet de construire des modèles, au niveau système, conformes aux spécifications fonctionnelles, et intégrant les contraintes non-fonctionnelles de l'environnement d'exécution. D'autre part, elle permet d'analyser quantitativement la performance de façon rapide et précise. Cette méthode est guidée par les modèles et se base sur le formalisme $mathcal{S}$BIP que nous proposons pour la modélisation stochastique selon une approche formelle et par composants. Pour construire des modèles conformes au niveau système, nous partons de modèles purement fonctionnels utilisés pour générer automatiquement une implémentation distribuée, étant donnée une architecture matérielle cible et un schéma de répartition. Dans le but d'obtenir une description fidèle de la performance, nous avons conçu une technique d'inférence statistique qui produit une caractérisation probabiliste. Cette dernière est utilisée pour calibrer le modèle fonctionnel de départ. Afin d'évaluer la performance de ce modèle, nous nous basons sur du model checking statistique que nous améliorons à l'aide d'une technique d'abstraction. Nous avons développé un flot de conception qui automatise la majorité des phases décrites ci-dessus. Ce flot a été appliqué à différentes études de cas, notamment à une application de reconnaissance d'image déployée sur la plateforme multi-cœurs STHORM. / In the present work, we tackle the problem of modeling and evaluating performance in the context of embedded systems design. These have become essential for modern societies and experienced important evolution. Due to the growing demand on functionality and programmability, software solutions have gained in importance, although known to be less efficient than dedicated hardware. Consequently, considering performance has become a must, especially with the generalization of resource-constrained devices. We present a rigorous and integrated approach for system-level performance modeling and analysis. The proposed method enables faithful high-level modeling, encompassing both functional and performance aspects, and allows for rapid and accurate quantitative performance evaluation. The approach is model-based and relies on the $mathcal{S}$BIP formalism for stochastic component-based modeling and formal verification. We use statistical model checking for analyzing performance requirements and introduce a stochastic abstraction technique to enhance its scalability. Faithful high-level models are built by calibrating functional models with low-level performance information using automatic code generation and statistical inference. We provide a tool-flow that automates most of the steps of the proposed approach and illustrate its use on a real-life case study for image processing. We consider the design and mapping of a parallel version of the HMAX models algorithm for object recognition on the STHORM many-cores platform. We explored timing aspects and the obtained results show not only the usability of the approach but also its pertinence for taking well-founded decisions in the context of system-level design.