An arterial traffic control system influences the travel time characteristics of a corridor, including the average corridor travel time and the travel time reliability. However, reliability measures have typically been outside of the focus of arterial control system performance evaluation studies. To assess the effectiveness of arterial traffic control performance evaluation studies are normally limited to average measures of travel time, speed, or delay. As an advanced traffic management system, adaptive traffic control has been developed to address real time demand variability. Thus, an evaluation of the adaptive traffic control system based on reliability may be as important as evaluation based on average travel time or delay. In addition, arterial control systems may also affect the performance of side street traffic as well as arterial corridor traffic. The performance of side street traffic is another measure that should be used in the assessment of the effectiveness of any arterial traffic control system. Finally, an arterial's operational performance often changes throughout a day and over the arterial length. Thus, a system-wide measure that reflects the range of observed operations is needed to thoroughly assess the performance. Given these issues the goal of this research is the development of procedures to evaluate adaptive traffic control's effect on arterial characteristics such as travel time distribution, reliability, side street performance, and system-wide performance. The developed procedures were applied to the evaluation of an adaptive traffic control system, SCATS (Sydney Coordinated Adaptive Traffic System) in Cobb County, Georgia that replaced a semi-actuated coordinated control system. After the procedures were applied, it was found that SCATS produced a less extreme shape of travel time distribution, possibly due to the adaptive feature, but that it did not make statistically significant changes in the selected overall analysis measures. Also, it was found that the results of the performance evaluation can vary depending on the measures selected or the study period and location.

The aim of this thesis is to develop algorithmic methods for computing particular performance measures of interest for a general class of discrete-based insurance risk models. We build upon and generalize the insurance risk models considered by Drekic and Mera (2011) and Alfa and Drekic (2007), by incorporating a threshold-based dividend system in which dividends only get paid provided some period of good financial health is sustained above a pre-specified threshold level. We employ two fundamental methods for calculating the performance measures under the more general framework. The first method adopts the matrix-analytic approach originally used by Alfa and Drekic (2007) to calculate various ruin-related probabilities of interest such as the trivariate distribution of the time of ruin, the surplus prior to ruin, and the deficit at ruin. Specifically, we begin by introducing a particular trivariate Markov process and then expressing its transition probability matrix in a block-matrix form. From this characterization, we next identify an initial probability vector for the process, from which certain important conditional probability vectors are defined. For these vectors to be computed efficiently, we derive recursive expressions for each of them. Subsequently, using these probability vectors, we derive expressions which enable the calculation of conditional ruin probabilities and, from which, their unconditional counterparts naturally follow. The second method used involves the first claim conditioning approach (i.e., condition on knowing the time the first claim occurs and its size) employed in many ruin theoretic articles including Drekic and Mera (2011). We derive expressions for the finite-ruin time based Gerber-Shiu function as well as the moments of the total dividends paid by a finite time horizon or before ruin occurs, whichever happens first. It turns out that both functions can be expressed in elegant, albeit long, recursive formulas. With the algorithmic derivations obtained from the two fundamental methods, we next focus on computational aspects of the model class by comparing six different types of models belonging to this class and providing numerical calculations for several parametric examples, highlighting the robustness and versatility of our model class. Finally, we identify several potential areas for future research and possible ways to optimize numerical calculations.

Submitted by Guilherme Risério (guilherme.riserio@gmail.com) on 2014-03-17T18:48:40Z No. of bitstreams: 1 O DESEMPENHO DOS HEDGE FUNDS BRASILEIROS A PARTIR DA NÃO NORMALIDADE DE SEUS RETORNOS - GUILHERME RISERIO.pdf: 4785756 bytes, checksum: 67e0577d6e7563bff201f16f19a2fd59 (MD5) / Approved for entry into archive by PAMELA BELTRAN TONSA (pamela.tonsa@fgv.br) on 2014-03-17T19:15:53Z (GMT) No. of bitstreams: 1 O DESEMPENHO DOS HEDGE FUNDS BRASILEIROS A PARTIR DA NÃO NORMALIDADE DE SEUS RETORNOS - GUILHERME RISERIO.pdf: 4785756 bytes, checksum: 67e0577d6e7563bff201f16f19a2fd59 (MD5) / Made available in DSpace on 2014-03-17T19:26:19Z (GMT). No. of bitstreams: 1 O DESEMPENHO DOS HEDGE FUNDS BRASILEIROS A PARTIR DA NÃO NORMALIDADE DE SEUS RETORNOS - GUILHERME RISERIO.pdf: 4785756 bytes, checksum: 67e0577d6e7563bff201f16f19a2fd59 (MD5) Previous issue date: 2014-02-26 / Devido à utilização de estratégias distintas de investimento dos hedge funds brasileiros caracterizadas pelo uso de derivativos, operações alavancadas e vendas a descoberto, esses fundos apresentam significante não normalidade dos retornos gerados. Portanto, as medidas usuais de avaliação de performance são incapazes de fornecer resultados consistentes com o verdadeiro desempenho dos portfólios de hedge fund. Este trabalho irá utilizar duas metodologias não tradicionais para analisar a performance dos hedge funds brasileiros e determinar qual estratégia supera o mercado acionário. Serão utilizadas duas medidas não paramétricas, Almost Stochastic Dominância (ASD) e Manipulation-Proof Performance Measure (MPPM). Os resultados demonstram que os hedge funds brasileiros não superam os benckmaks utilizados na dominância de primeira ordem, mas quando analisada a dominância de segunda ordem sete estratégias apresentaram desempenho superior ao Índice Ibovespa.

A Medida Canadense de Desempenho Ocupacional (COPM) é uma entrevista semiestruturada utilizada para identificar mudanças na autopercepção do cliente em seu desempenho ocupacional ao longo do tempo. A COPM identifica problemas nas três áreas de desempenho ocupacional (autocuidado, produtividade e lazer) e quantifica prioridades, desempenho e satisfação relativos a estes problemas. O objetivo deste estudo é determinar a confiabilidade teste-reteste (intraexaminador e interexaminadores) e a validade divergente da COPM em idosos com Comprometimento Cognitivo Leve (CCL). A confiabilidade intraexaminador foi estudada em 27 sujeitos, os quais foram avaliados duas vezes pelo mesmo examinador em um intervalo médio de 16 dias. A confiabilidade interexaminadores foi estudada em outros 28 sujeitos que foram entrevistados por dois examinadores em um mesmo dia. A validade divergente foi avaliada em 58 sujeitos comparando os resultados da COPM com a Autoavaliação do Funcionamento Ocupacional (SAOF) e com a Lista de Identificação de Papéis Ocupacionais. No estudo de confiabilidade intraexaminadores as correlações entre os problemas priorizados, seus escores de desempenho e satisfação com este desempenho foram, respectivamente, de 0,78 (p<0,001), 0,52 (p=0,007) e 0,13 (p=0,284). No estudo de confiabilidade interexaminadores estas correlações foram 0,69 (p<0,001), 0,66 (p<0,001) e 0,67 (p<0,001). A correlação entre a COPM e SAOF foi de 0,42 (p=0,001) e entre a COPM e Lista de Identificação de Papéis Ocupacionais foi de 0,31 (p=0,017). A COPM apresentou boa confiabilidade dos problemas de desempenho ocupacional priorizados e moderada confiabilidade nos escores de desempenho destes problemas no estudo de confiabilidade teste-reteste. A validade divergente foi observada através da correlação significante e fraca entre a COPM e SAOF e entre a COPM e Lista de Identificação de Papéis Ocupacionais. Estes resultados sugerem que a COPM pode ser um instrumento útil para a autopercepção de problemas no desempenho ocupacional e na gradação do desempenho nestes problemas em idosos brasileiros com CCL / The Canadian Occupational Performance Measure (COPM) is a semi-structured interview used to identify changes in self-perception of client\'s occupational performance over time. The COPM identifies problems in the three areas of occupational performance (selfcare, productivity and leisure) and provides a score for the priorities, performance and satisfaction with these problems. The aim of this study is to determine the reliability test-retest (intra-rater and inter-rater agreement) and the divergent validity of COPM in olders with Mild Cognitive Impairment (MCI). The reliability of COPM was determined by intra-rater agreement in 27 subjects assessed twice by the same examiner in a mean interval of 16 days and by inter-rater agreement in 28 subjects assessed by two independent examiners in the same day. Divergent validity was assessed in 58 MCI subjects comparing the COPM with the Self Assessment of Occupational Functioning Scale (SAOF) and the Role Checklist. Intra-rater correlation of prioritized problems in occupational performance, the scores on performance in the problems and satisfaction with this performance were, respectively 0.78, p<0.001, 0.52, p=0.007 and 0.13, p=0.284. In the inter-rater part of the study the correlations were 0.69, p<0.001, 0.66, p<0.001 and 0.67, p<0.001. The correlation between the COPM and the SAOF was 0.42, p=0.001 and between the COPM and the Role Checklist it was 0.31, p=0.017. COPM has good reliability in intra and inter-rater agreement of prioritized problems in occupational performance and moderate reliability in the scores of performance in these problems. The divergent validity of COPM was confirmed with the low correlations between COPM and SAOF and between COPM and Role Checklist. These results suggest that the COPM can be an effective instrument for identifying self-perceived occupational performance problems and for the scores of performance in these problems in Brazilian older adults with MCI

[pt] O tema sistema de medição de desempenho tem sido muito estudado, tanto na academia, quanto na indústria. A área de Transporte Marítimo da Petrobras identificou a necessidade de reavaliar o seu sistema de medição de desempenho, o que motivou esta dissertação, que possui como objetivo elaborar uma proposta de melhoria com foco no desenho de um novo sistema de medição de desempenho com o intuito de aperfeiçoar o atual sistema. Para atingir esse objetivo, foi realizada a avaliação do atual sistema de medição de desempenho, identificando, descrevendo e analisando, as principais medidas de desempenho atualmente utilizadas pela área de Transporte Marítimo da Petrobras relacionadas ao desempenho da frota. O método de pesquisa utilizado consistiu na revisão da literatura acadêmica, na obtenção de dados extraídos dos sistemas de informação da empresa, na realização de entrevistas semi-estruturadas e estruturadas e entrevistas de validação para avaliar o atual sistema de medição de desempenho da frota, propor melhorias e verificar a extensão das mudanças sugeridas. Como resultado, foi identificada a necessidade de revisão de três das cinco medidas, resultando em uma proposta de sete medidas para avaliar o desempenho da frota, proposta esta validada pela área de Transporte Marítimo, por meio da realização de entrevistas. A validação do método proposto para a medição de algumas das medidas de desempenho foi reforçada com a utilização de dados históricos para posterior análise e apresentação aos gerentes e demais entrevistados da área de Transporte Marítimo. / [en] Performance measurement systems is an issue that has been intensively studied, both by scholars and by the practioners. The Maritime Transportation area of Petrobras has identified the need to re-evaluate its performance measurement system, which motivated this thesis, which has the purpose of proposing an improved performance measurement system. In order to achieve that, the current performance measurement system has been assessed, identifying, describing and analyzing the main performance measures currently used by the Maritime Transportation area in connection with the performance of its fleet. The research method applied consisted in literature review, collecting data from the company`s information systems, carrying out semi-structured and structured interviews, as well as validation interviews, in order to assess the current performance measurement system of the fleet, propose improvements and verify the extent of the suggested modifications. As a result, it has been identified the need to review three out of five measures, resulting in a proposition of seven measures to evaluate the performance of the fleet, such proposition being validated by the Maritime Transportation area through interviews. The validation of the proposed measuring method for some of the performance measures has been reinforced by the use of historical data for further anlysis and presentation to the managers and other interviewed persons in the Maritime Transportation area.

[pt] Os sistemas de medição de desempenho vêm sido objeto de pesquisas acadêmicas e implementados com sucesso em problemas logísticos complexos. Com a exploração do pré-sal, o planejamento e acompanhamento das atividades logísticas de exploração e produção (E e P) de petróleo passaram a ter grande relevância. Face a estas necessidades, a medição adequada do desempenho é um dos pontos capitais para aprimorar a logística das atividades de E e P. Esta dissertação tem como objetivo revisar o sistema de medição de desempenho existente com o intuito de aperfeiçoar o acompanhamento logístico dos atendimentos às necessidades das unidades marítimas. Para isto, foi realizado um mapeamento dos processos de atendimento e dos sistemas e ferramentas de tecnologia da informação, bem como entrevistas com os envolvidos nas operações logísticas, para avaliação do método de medição de desempenho utilizado. Como resultado, a única medida de desempenho utilizada foi revista e foram elaboradas nove novas medidas de desempenho adequadas ao acompanhamento logístico do atendimento às unidades marítimas da Petrobras. Foi desenvolvido um sistema de medição de desempenho, que implementa as medidas propostas. O sistema foi testado com dados históricos da programação logística e apresentado aos especialistas. / [en] Performance measurement systems have been the subject of academic research and have been successfully implemented within complex logistical problems. With the pre-salt exploration, planning and monitoring of oil exploration and production (E and P) logistics activities have gained great importance. Given these needs, a proper supply chain performance measurement is one of the key points to improve the E and P activities logistics. Therefore, this thesis has the objective of reviewing the existing performance measurement system with the intention of improving the E and P activities logistics monitoring. To evaluate the performance measurement method used, the mapping of the processes and of the information technology systems and tools was conducted, as well as interviews with those involved with the logistics operations. As a result, the only measure of performance used was revised and eight new performance measures, appropriated with the E and P activities logistics monitoring, have been elaborated. A performance measurement system was developed with the proposed measures. The system was tested with historical data and presented to the specialists.

<p>Terrain generation is a convoluted and a popular topic in the VFX industry. Whether you are part of the film/TV or gaming industry, a terrain, is a highly nuanced feature that is usually present. Regardless of walking on a desert like terrain in the film, Blade Runner 2049 or fighting on different planets like in Avatar, 3D terrains is a major part of any digital media. The purpose of this thesis is about developing a workflow for large-scale terrains using complex data sets and utilizing this workflow to maintain a balance between the procedural content and the artistic input made especially for smaller companies which cannot afford an enhanced pipeline to deal with major technical complications. The workflow consists of two major elements, development of the tool used to optimize the workflow and the recording and maintaining of the efficiency in comparison to the older workflow. </p> <p> </p> <p> My research findings indicate that despite the increase in overall computational abilities, one of the many issues that are still present is generating a highly advanced terrain with the added benefits of the artists and users’ creative variations. Reducing the overall time to simulate and compute a highly realistic and detailed terrain is the main goal, thus this thesis will present a method to overcome the speed deficiency while keeping the details of the terrain present.</p>

Syfte: Syftet med denna studie är att skapa en förståelse för hur processen ser ut då organisationer rekonstruerar sina belöningssystem. Metod: Studien har utgått från en kvalitativ metod med en abduktiv ansats. Studien är baserad på fyra semistrukturerade intervjuer med franchisetagare för mäklarorganisationer i Gävle. Resultat &amp; Slutsats: Med en utgångspunkt i det empiriska materialet och teorin som grund har en modell utformats för att besvara hur samspelet mellan ledning och medarbetare påverkar rekonstruktionen av mäklarorganisationers belöningssystem. Denna modell kan redogöra för hur ledningen gör avvägningar mellan organisationens mål och medarbetarnas åsikter för att nå målkongruens. Examensarbetets bidrag: Studien har bidragit med en förståelse för hur processen går till hos mäklarorganisationer gällande rekonstruktion av deras belöningssystem. Studien visar samspelet som finns mellan ledning och medarbetare och hur denna detta spelar en stor roll för rekonstruktionen. Studien skapar en förståelse för Principal-agentteorin och Kontingensteorins roll inom organisationer vid rekonstruktion av belöningssystem. Förslag till fortsatt forskning: På grund av att studien endast studerar en specifik bransch kan det med säkerhet inte svara på om resultatet hade varit detsamma om det applicerats inom en annan bransch. Förslag till vidare forskning är således att testa vår modell för att undersöka hur samspelet mellan ledning och medarbetare påverkar rekonstruktionen av organisationers belöningssystem inom andra branscher. / Aim: The aim with this study is to examine how the process looks like when organizations reconstruct their reward systems. Method: The study applies a qualitative research method with an abductive approach. The study is based on four semi-structured interviews with franchisees for real estate organizations in Gävle. Result &amp; conclusions: Based on the empirical material and the theoretical background a model has been reconstructed to answer how the interplay between governance and coworkers affect the reconstruct of real estate organizations reward systems. With this model we can see how the governance makes trade-offs between the goals of the organizations and the coworkers’ opinions to achieve goal congruence. Contribution of the thesis: The study has contributed with an understanding for how the process works in real estate organizations regarding their reward system. The study shows the interplay between management and employees and how this dynamic plays a major role in the reconstruction. The study provides an understanding of the Principal Agent theory and Contingency Theory’s role within organizations when they reconstruct their reward systems. Suggestions for future research: Due to the fact that this study only examines one industry we cannot with certainty know if the results would be the same if applied in another environment. A suggestion for further research is thus to test our model to examine how the interplay between governance and coworkers affect the reconstruction of an organization's reward system within another industry.

This thesis investigates the possibility to adapt Overall Equipment Effectiveness (OEE), tothe development process in the shipbuilding industry.More specifically the development process wasdelimited to the phases; design, work preparation, production and verification.Ordinarily, OEE is a performance measurement for mass production. Itincludes aquality parameter which has been the focus of this thesis. Both literature review and case study investigation show that process quality is of critical importance in the shipbuilding industry because of the needs for dimensional accuracy and high-quality assemblage.The three main factors affecting process quality are;the flow of information between engineering phaseand productionphase, and the amount of rework and delays. The factors wereevaluated along an optimization method with a specific attention to process quality. Acase studywas conductedto confirm the relevance of the literature review on factors affecting process qualityand allowedto gather factors in process quality that are relevant to the industry.In light of those results, I re-developed a model providingnew measurement of what I call OPQE (Overall Process Quality Efficiency).This study contributes to a betterunderstanding of process quality in ETO(Engineering-To-Order)industries. Notably it shows how deviations that require rework and causesdelays are impacting process quality. It also shows that detecting errors early in the process of production is essential for insuring quality control. An error detected late affects negatively process quality and increases cost.

[pt] Sistemas de Medição de desempenho (SMDs) vem ganhando crescente destaque nos ambientes corporativo e acadêmico, tornando-se uma importante ferramenta para a gestão de operações. Contudo, ainda há uma carência de estudos de SMD contemplando a indústria automotiva, em particular, em elos específicos de sua cadeia de suprimentos como os associados aos terminais de veículos em áreas portuárias. A literatura acadêmica também carece de mais estudos com evidências empíricas sobre a aplicabilidade dos SMDs que, em sua maioria, concentram-se em metodologias de estudo de caso ou surveys. Neste contexto, o objetivo desta dissertação é desenhar um SMD, com foco no conjunto de indicadores de desempenho, para as operações de um terminal de veículos localizado no porto do Rio de Janeiro. A presente dissertação utiliza o método empírico de pesquisa-ação e apresenta as lições aprendidas no desenho do SMD que culminou no desenvolvimento de um Painel de Bordo experimental, abastecido com seis meses de dados reais. O SMD forneceu suporte a alta administração para tomadas de decisão, além de corroborar questões chaves da literatura referentes ao desenvolvimento do SMD, como a importância do apoio da alta administração, mitigação dos efeitos das limitações dos sistemas de informação, clareza e simplicidade no desenho do SMD de maneira que seja evitado o excesso de indicadores de desempenho no sistema. / [en] Performance Measurement Systems (PMSs) have gained increasing prominence in the corporate and academic environments, becoming an essential tool for operations management. However, there is still a lack of PMSs studies contemplating the automotive industry, particularly, in specific links of its supply chain such as those associated with vehicle terminals in port areas. The academic literature also lacks more studies with empirical evidence on the applicability of PMS, which mostly focuses on case study methodologies or surveys. Within this context, the objective of this dissertation is to design a PMS, focusing on the set of performance indicators, for the operations of a vehicle s terminal located in the port of Rio de Janeiro. This dissertation uses the empirical action-research method and presents the lessons learned in the design of the PMS, which culminated in the development of an experimental Maple Panel, supplied with six months of real data. The PMS provided support to top management for decision making, in addition to corroborating key issues in the literature regarding, like highlighting the importance of support from top management, mitigating the effects of the limitations of information systems, clarity and simplicity in the design of SMD in order to avoid excessive performance indicators in the system.