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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
71

Online Monitoring Systems of Market Reaction to Realized Return Volatility

Liu, Chi-chin 23 July 2008 (has links)
Volatility is an important measure of stock market performance. Competing securities market makers keep abreast of the pace of volatility change by adjusting the bid-ask spreads and bid/ask quotes properly and efficiently. For intradaily high frequency transaction data, the observed volatility of stock returns can be decomposed into the sum of the two components - the realized volatility and the volatility due to microstructure noise. The quote adjustments of the market makers comprise part of the microstructure noise. In this study, we define the ratio of the realized integrated volatility to the observed squared returns as the proportion of realized integrated volatility (PIV). Time series models with generalized error distributed innovations are fitted to the PIV data based on 70-minute returns of NYSE tick-to-tick transaction data. Both retrospective and dynamic online control charts of the PIV data are established based on the fitted time series models. The McNemar test supports that the dynamic online control charts have the same power of detecting out of control events as the retrospective control charts. The Wilcoxon signedrank test is adopted to test the differences between the changes of the market maker volatility and the realized volatility for in-control and out-of-control periods, respectively. The results reveals that the points above the upper control limit are related to the situation when the market makers can not keep up with the realized integrated volatility, whereas the points below the lower control limit indicate excessive reaction of the the market makers.
72

The effect of retrospective attention on memory systems

Reaves, Sarah Anderson 08 June 2015 (has links)
Prior research has shown that visual working memory (VWM) performance can be improved via retrospective cues (“retro-cues”) that spatially indicate which item currently being held in working memory will be probed at test. These studies have utilized electroencephalography (EEG) methods to monitor contralateral delay activity (CDA) event related potentials (ERPs) and assert that retro-cues benefit memory by reducing effective memory load. Here, we investigated the potential relationship between CDA amplitude and future long-term memory (LTM) performance. Emerging evidence from ERP and fMRI studies suggest that working memory maintenance can contribute to LTM formation, which suggests that memory systems are not as discrete as some models suggest. We investigated the hypotheses that A) the benefits afforded by the retro-cue in VWM will carry over into LTM, and B) CDA amplitude will be modulated by subsequent LTM performance. Results revealed that retro-cuing improved item accuracy at both VWM and LTM delays, suggesting that the two memory systems are interactive. Due to an insufficient amount of subsequent LTM misses, we were unfortunately too underpowered to detect a CDA depending on long-term memory performance. However, we found that posterior slow-wave potentials during the maintenance period did differ by subsequent LTM performance, which further suggests an interactive systems account of memory. We also sought to investigate what exactly the retro-cue cues. Prior research has focused on memory for items, but no study has questioned if the retro-cue also enhances memory for item location. To this end, the present study investigated the effect of retro-cueing on both item identity and item location. LTM Behavioral results revealed a retro-cue benefit for item accuracy but no benefit for item location, suggesting that the retro-cue selectively cues item identity.
73

The Effects of Aging on Associative Learning and Memory Retrieval in Causal Judgment

Arnold, Jessica Parks 01 October 2015 (has links)
Research has shown that detecting and judging causal relationships requires associative learning and memory. Retrospective revaluation of causal cues requires associative memory (Aitken, Larkin, & Dickinson, 2001) to bind multiple cues together and use these associations to retrieve unseen cues for revaluation of their associative value. The difficulty that older adults experience with respect to retrospective revaluation could occur because of their deficit in associative binding and retrieval (Mutter, Atchley, & Plumlee, 2012). Like retrospective revaluation, blocking requires cue – outcome associative learning, but unlike retrospective revaluation, blocking does not require binding two cues together nor does it require using the resulting association between these cues for retrieval. Older adults display no deficit in blocking (Hannah, Allan, & Young, 2012; Holder & Mutter, in submission). To assess the effects of aging on associative learning and memory in causal judgment, this study examined age effects in retrospective revaluation and blocking using an allergy scenario in a streamed-trial task (Hannah, Crump, Allan, & Siegel, 2009; Hannah et al., 2012). This study found that older and younger adults both displayed blocking effects, which supports past research. Additionally, it was found that older and younger adults displayed retrospective revaluation in working memory. The ability for older adults to display retrospective revaluation in working memory is a new finding. It suggests that there may be a decrement in associative long-term memory, but associative processes in working memory may be intact.
74

Affect in Secondary Students' Reading as Revealed by their Emotional Responses in Retrospective Miscue Analysis

Liwanag, Maria Perpetua Socorro U. January 2006 (has links)
The purpose of this study was to explore and understand the emotional responses of selected high school readers when they engage in retrospective miscue analysis.Several data sets were collected through audio and video taping of interviews, readings, and individual and group sessions. Analysis of the data involved the use of In Depth procedure of miscue analysis to examine readers' meaning construction, grammatical patterns, and word substitution similarities. Results from the miscue analysis sessions were used to engage the students in retrospective miscue analysis (RMA). RMA consisted of engaging readers to reflect and evaluate the reading process and strategies by analyzing their miscues. Their emotional responses during the RMA sessions were examined and analyzed to describe patterns in readers' revalued voices. Martin and White's (2005) appraisal theory was used to analyze student's emotional responses. Appraisal theory is based on Halliday's systemic functional linguistic view of language.Research findings indicated that readers became adept at articulating their own strategies, fine tuned their own affective stance about reading and used what they know about miscues and reading to better themselves as readers. Their emotional responses towards reading also changed over time as students began to use linguistic resources to agree, disagree, critique, and position their listeners to their own assessments and adapted their own revalued voice about who they are as readers. Readers' miscues also showed that they began to focus more on making meaning, thus improving their reading.
75

Risk of Stroke in Older Women Treated for Early Invasive Breast Cancer, Tamoxifen vs. Aromatase Inhibitors: A Population based Retrospective Cohort Study

Wijeratne, Don Thiwanka Dilshan 30 December 2010 (has links)
Tamoxifen and aromatase inhibitors are treatment options for women with breast cancer and evidence on the risk of stroke is important in choosing between these two options. A systematic review of two randomized controlled trials and their nine related trial reports showed different methods for adverse event reporting and inconsistent estimates of stroke risk. In an observational cohort study of 5443 Ontario women, aged 66 years or older with early stage breast cancer, 86 ischemic stroke events (1.6%) occurred during follow-up of 5 years. There was no statistically significant difference in the risk of stroke between the hormone therapy groups [adjusted HR for tamoxifen compared to AI 1.330 (0.810, 2.179)]. Results were similar across cardiovascular disease risk groups and were robust to different follow up periods and analytic methods. This study suggests that there is no significant difference in stroke between these treatment options.
76

Asmenų, padariusių nužudymus, gyvenimo retrospektyva (kriminologinė analizė) / Life retrospective of persons who committed murders (criminological analysis)

Pocius, Arvydas 02 June 2009 (has links)
Negalima teigti, kad nužudymą padarę asmenys ir jų nusikaltimas nesulauktų tyrėjų dėmesio. Atvirkščiai, tiek Lietuvoje, tiek pasaulyje šia problema užsiiminėjo daugelis labiausiai žinomų kriminologų, buvo atliekami platūs tyrimai, buvo parašyta daug darbų, taip pat ir padariusių didelį poveikį visai kriminologijos mokslo raidai. Mūsų tyrimas pirmą kartą vykdė sisteminę nužudymo veiksnių, apibūdintų pagrindinėse kriminologinėse teorijose ir išaiškintų vykdant tyrimus kitose šalyse, tyrimą Lietuvoje. Disertacijoje pirmą kartą atlikta sisteminė nužudymų teorijų ir tyrimo rezultatų apžvalga ir sisteminimas, ištirtas jų pasireiškimas Lietuvos sąlygomis. Disertacijos indėlis į bendrąjį kriminologijos mokslo vystymąsi siejamas su asmenų, padariusių nužudymus, raidos retrospektyvos tyrimu bei jų asmenybės raidos ir ypatumais įvairiais vystymosi etapais išaiškinimu. Disertaciniame darbe išnagrinėta žudikų gyvenimo retrospektyva, įvertintas jų gyvenimo kelias, išskiriami esminiai jų gyvenimo kelio faktoriai, turintys įtakos galimam nužudymų padarymui, retrospektyvinio tyrimo metu gautų duomenų pagrindu sukurta asmenų, padariusiųjų nužudymus (žudikų), tipologija. Tipologijos pagrindu gali būti kuriamos smurtinio nusikalstamo elgesio prevencijos programos. Tyrimo rezultatai gali būti panaudoti tolesniems šios srities tyrimams kitų nusikaltėlių atžvilgiu, taip pat organizuojant asmenų, padariusių nužudymus ir nuteistų, resocializaciją. / One could not state that persons who committed murders and their crimes have been left aside without any regard of investigators. On the contrary, both in Lithuania and in the world this problem has been analyzed by a number of well-known criminologists, wide studies have been performed, many works written, including those with a great impact on the development of the criminology. Within this research, murder factors described in the major criminological theories and cleared in studies of other countries are systematically analyzed in Lithuania for the first time. The systematic review of murder theories and research results was performed in the dissertation for the first time; also their exhibition under Lithuanian conditions was examined. The contribution of the dissertation into the general development of the criminology is referable to a murderer, the analysis of the development retrospective and the exposition of their personal development and peculiarities in different stages of the development. The dissertation analyzes the life retrospective of murderers, also assesses their lives, and distinguishes key factors of their lives leading to a likely murder. The murderer typology was created on the grounds of the data of the retrospective study. This typology may be employed in creating the prevention programme of violent criminal behaviour. The study results can be used in further researches of this field in respect of other criminals, also in the resocialization of... [to full text]
77

Screening for New Primary Cancers in Cancer Survivors: Systematic Review and Analysis of Nova Scotian Colorectal Cancer Survivors

Corkum, Mark 18 August 2011 (has links)
Little is known about the receipt of cancer screening for new primary cancers among Canadian cancer survivors. The objectives of this thesis are to i) synthesize evidence comparing receipt cancer screening between cancer survivors and non-cancer controls; and ii) analyze breast and cervical cancer screening receipt among Nova Scotian colorectal cancer (CRC) survivors. This thesis consists of a systematic review and meta-analysis, and a population-based cohort study of Nova Scotian CRC survivors. We found that while cancer survivors were more likely to receive cancer screening than the general population, a significant proportion of cancer survivors were not screened. We observed significant heterogeneity between studies, most of which remained unexplained after subgroup and sensitivity analyses. 30.1% and 47.9% of Nova Scotian CRC survivors never received a breast and cervical cancer screen after their CRC diagnosis. Receipt of pre-CRC diagnosis screening was strongly predictive of receiving screening post-diagnosis.
78

The importance of memory in retrospective revaluation learning

Chubala, Christine M. 17 August 2012 (has links)
Retrospective revaluation— learning about implied but unpresented cues— poses one of the greatest challenges to classical learning theories. Whereas theorists have revised their models to accommodate revaluation, the empirical reliability of the phenomenon remains contentious. I present two sets of experiments that examine revaluative learning under different but analogous experimental protocols. Results provided mixed empirical evidence that is difficult to interpret in isolation. To address the issue, I apply two computational models to the experiments. An instance-based model of associative learning (Jamieson et al., 2012) predicts retrospective revaluation and anticipates participant behaviour in one set of experiments. An updated classical learning model (Ghirlanda, 2005) fails to predict retrospective revaluation, but anticipates participant behaviour in the other set of experiments. I argue that retrospective revaluation emerges as a corollary of basic memorial processes and discuss the empirical and theoretical implications.
79

FLEXIBLE CODING STRATEGIES IN PIGEONS: RETROSPECTIVE AND PROSPECTIVE CODING USING A RADIAL MAZE ANALOG TASK

DiGian, Kelly Ann 01 January 2006 (has links)
Zentall, Steirn, and Jackson-Smith (1990) found evidence for dual coding in pigeons in a radial maze analog task. Specifically, they found that pigeons used retrospective coding in which previously chosen keys were remembered when a delay was interpolated early in a trial and prospective coding in which to-be-visited keys were remembered when a delay was interpolated late in a trial. An alternative explanation, the criterion shift hypothesis proposed by Brown, Wheeler, and Riley (1989), suggests that these data are consistent with dual coding because of an artifact of the correction procedures used by Zentall et al. The criterion hypothesis suggests that retrospective coding is used and that pigeons make choices more carefully after many choices have been made on delay trials as compared to control trials, which creates the appearance of prospective coding later in a trial. The present experiments tested this hypothesis using a new testing trial procedure and new, more conservative control trials. In experiment 1, the results of Zentall et al. were replicated using a fixed delay procedure instead of their original progressive delay procedure. Experiment 2 used a forced choice procedure after the delay to make the probability of making an error 50% on each trial type. Control trials also included a forced choice procedure to eliminate the assumptions required by the corrections procedure used by Zentall et al. The results were inconsistent with the retrospective coding account predicted by the criterion shift hypothesis and with the dual coding hypothesis. Instead, the results were consistent with a prospective coding account in which to-be-visited keys were remembered. These results were replicated in Experiment 3 using the pigeons from Experiment 1. The present findings have important implications for the field of comparative cognition.
80

EXAMINING THE VALIDITY OF THE LIFE HISTORY CALENDAR

Toney, Leslie-Ann C. Robertson 01 January 2005 (has links)
This study examined validity of the Life History Calendar by comparing retrospective and prospective reports of adolescent substance use. Agreement was calculated using kappa and phi coefficients for dichotomous variables, and Bivariate correlations for average substance use. Effects of potential personality, psychopathology, and demographic moderators on agreement were assessed through hierarchical regression analyses and curvilinear relations determined. Results reflected moderate agreement between retrospective and prospective reports of substance use, moderated by personality and psychopathology variables, particularly Agreeableness, symptoms of antisocial personality disorder, and symptoms of substance abuse. Agreement between retrospective and prospective reports was adequate for reports of alcohol and marijuana use for at least six years after initial reports of use. Agreement for cigarette reports was adequate a year after initial reporting.

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