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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.
31

Finančné plánovanie a hodnotenie investicie do splynovne / Financial planning and valuation of the investment into gasifier power plant

Ďurčák, Matej January 2011 (has links)
This diploma thesis based on a result of the European Union's intention to increase the share of electricity produced from renewable energy sources in the total production, Slovak Republic currently subsidises building gasifier power plants (high efficiency combined production) to produce electricity and thermal energy from the biomass. Therefore, this thesis aims to build a financial plan of gasifier, which will be used for the evaluation of the investment from the point of view of an investor. Valuation depends mainly on the economic benefits of the project with regards to the assessment of business environment. The work contains a sensitivity analysis to determine what impact on the value of the cash flows will make a percentage change in one variable.
32

Mesh free methods for differential models in financial mathematics

Sidahmed, Abdelmgid Osman Mohammed January 2011 (has links)
Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.
33

The Investigation of Land Utilization and Water Resource Requirements by Fuzzy Linear Programming

Lin, Sheng-Chang 03 August 2003 (has links)
Under the consideration of ¡§avoiding the overusing the ground water¡¨, ¡§proper planning for the utilization of the land in the land-subsidence areas¡¨, and ¡§facilitating the exploitation of surface water and substitute water¡¨, we take eight counties included in the ground-water-constrained areas in Kaohsiung as illustrations to discuss the issue of optimal planning for matching the land-use and the demand of water resource. Compared with the traditional Linear Programming, Fuzzy Linear Programming has received a great deal of attention in the recent years for its strength on working out results more fitting in with the uncertainty faced while making decisions in practice, and we adopt this model to solve the problem in this study. By separately following the Zimmermann¡¦s Symmetric Model, Werners¡¦s Symmetric Model and combining model of Delgado¡¦s Model and Flexible Programming, we show that setting 2006 as the target year, our models can properly describe linguistic objective and vague constraints after taking the uncertainty of the result into account and work out the optimal-alterative-based planning.
34

Mesh free methods for differential models in financial mathematics

Sidahmed, Abdelmgid Osman Mohammed January 2011 (has links)
Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.
35

Implementation Of Stanag 4285 Hf Modem Software On Tms320c54x Digital Signal Processor

Orumlu, Erhan 01 August 2004 (has links) (PDF)
In this research, STANAG 4285 HF modem software is implemented on TMS320C54x fixed point digital signal processor. The software is optimized in order to meet real-time operation requirements. A fractionally spaced least mean square (LMS) decision feedback equalizer (DFE) is employed for the receiver. In order to improve the convergence of the LMS algorithm a multipass technique is utilized. Based on Watterson&rsquo / s model, an HF channel simulator is employed for evaluating the performance of the modem. The simulation results show that the convergence of the LMS algorithm is improved by using multipass technique. It is also shown that the software meets the real-time operation requirements.
36

DESENVOLVIMENTO DE UM SISTEMA COMPUTACIONAL DE APOIO AO PLANEJAMENTO ESTRATÉGIO PESSOAL / DEVELOPING A COMPUTER-AIDED SYSTEM FOR STRATEGIC PERSONNEL PLANNING

Oliveira, Gláucia Londero de 26 January 2009 (has links)
This thesis presents a computational tool to aid the Strategic Personnel of Estrada. The Model of Strategic Personnel Planning of Estrada is composed of five areas of expertise or performance: individual planning, professional planning, family planning, business planning and personal social participation planning. The developed tool is simple to use, and can be accessed by who is doing the planning and who is helping the planning. The planning is always tied to a period, and should be reviewed periodically to keep in line with the desires of the person, so the system should also allow the same person to have different plans. / Esta dissertação apresenta uma ferramenta computacional para auxiliar o Planejamento Estratégico Pessoal de Estrada. O Modelo de Planejamento Estratégico Pessoal de Estrada é composto por cinco áreas de atuação ou desempenho: planejamento individual, planejamento profissional, planejamento familiar, planejamento de negócios pessoais e planejamento da participação social. A ferramenta desenvolvida é simples de usar, e pode ser acessada tanto por quem está realizando o planejamento como quem está auxiliando o desenvolvimento. O planejamento está sempre vinculado a um período, e deve ser revisado periodicamente para que se mantenha em consonância com os anseios da pessoa, por isso o sistema deve também permitir que a mesma pessoa tenha diferentes planejamentos.
37

Contribuição do modelo de organização de Karl Weick para a compreensão teórica do processo de entendimento compartilhado entre usuários e desenvolvedores sobre as demandas de desenvolvimento de sistemas de informação

Malanovicz, Aline Vieira January 2011 (has links)
Esta pesquisa tem como objetivo principal investigar a possível contribuição do modelo de organização de Karl Weick (1973) para a compreensão teórica do processo de entendimento compartilhado entre usuários e desenvolvedores sobre as demandas de desenvolvimento de sistemas de informação. A pesquisa se justifica pela atualidade do tema e pela relevância da abordagem. Embora existam muitas pesquisas sobre o tema, o problema de comunicação (misunderstanding) sobre as demandas permanece atual nas empresas. Além disso, as pesquisas existentes adotam abordagens preponderantemente pragmáticas e deixam uma lacuna em relação à adoção de abordagens mais compreensivas. Dentre as teorias adotadas nos estudos organizacionais, o modelo de organização como processo, de Karl Weick (1973), pareceu oferecer potencial explicativo para processos dinâmicos como o entendimento compartilhado sobre as demandas. Esse modelo foi adotado como base conceitual do trabalho, sendo estendido na forma de proposições que expressam sua possível aplicação ao objeto de pesquisa. Essa aplicação foi investigada com uso do método Estudo de Caso único em profundidade com múltiplas fontes de coleta de dados (entrevistas individuais, observação participante e consulta documental) e múltiplas unidades de análise (dez projetos de desenvolvimento ou alteração de sistemas de informação). Os resultados da pesquisa foram provenientes da técnica de Análise de Conteúdo, utilizada para a descrição analítica de cada projeto, a identificação de indícios dos conceitos do modelo teórico e a geração de categorias dos dados empíricos. Esse processo de análise permitiu a verificação da plausibilidade de cada proposição. Com base nessa análise, a consolidação feita por comparação e agrupamento dos projetos, por verificação das transições entre os elementos, e pela identificação de divergências entre o modelo teórico e os dados empíricos permitiu a investigação e o desenvolvimento de uma possível contribuição do modelo de Weick (1973) como alternativa para a compreensão teórica do objeto de pesquisa. Esse resultado também permitiu identificar outras diferentes perspectivas para novas pesquisas baseadas na abordagem adotada (como a perspectiva de serviços, de sensemaking e a de subculturas organizacionais), o que pode configurar uma contribuição acadêmica inovadora e relevante. / The present study aims to investigate the potential contribution of Weick’s organizing model (1973) to theoretical comprehension of the shared understanding process between users and developers about demands of information systems. The relevance of this issue rises from the existence of many other investigations about it and the remaining of the misunderstanding problem about demands in practice. A great deal of papers has approached this issue pragmatically, showing an opportunity to researches which adopt comprehensive approaches. One of the most studied organizational theories, namely Weick’s organizing model (1973), potentially offer an alternative point of view to this dynamic process and was adopted as the conceptual basis of this investigation. An extension or application of the model to the research object was developed in form of research propositions. An in-depth case-study was developed with multiple data sources (individual interviews, participant observation and documents consulting) and multiple analysis units (ten information systems development projects). Content Analysis techniques offered the results, including analytical descriptions of each project, identification of clues of model concepts and generation of categories from empirical data. This analytical process allows verifying plausibility of each theoretical proposition. A consolidation was done by comparing projects, verifying transitions among elements, identifying divergences between conceptual model and empirical data. This entire process made possible an investigation and the development of a potential contribution of Weick’s organizing model as an alternative mode for theoretical comprehension of this research object. These results also allow identifying other alternative perspectives for new investigations based on this approach (for example, perspectives of services, sensemaking and organizational subcultures), which can be seen as innovative and relevant academic contributions.
38

Řízení změn ve vybrané společnosti / Change management in selected company

LEHEROVÁ, Věra January 2009 (has links)
The subject of thesis "Change management in selected company`` is analyse of internal and external environment on the basis of SWOT and STEP analysis. Furthermore, analyse of business processes in a particular company. The theoretical part is aimed at defining the basic concepts and methods descriptions of change management. In the practical part I am mapping the processes in the company and suggesting their reengineering. Based on the analysis I am suggesting the possibilities of further changes in the company.
39

Contribuição do modelo de organização de Karl Weick para a compreensão teórica do processo de entendimento compartilhado entre usuários e desenvolvedores sobre as demandas de desenvolvimento de sistemas de informação

Malanovicz, Aline Vieira January 2011 (has links)
Esta pesquisa tem como objetivo principal investigar a possível contribuição do modelo de organização de Karl Weick (1973) para a compreensão teórica do processo de entendimento compartilhado entre usuários e desenvolvedores sobre as demandas de desenvolvimento de sistemas de informação. A pesquisa se justifica pela atualidade do tema e pela relevância da abordagem. Embora existam muitas pesquisas sobre o tema, o problema de comunicação (misunderstanding) sobre as demandas permanece atual nas empresas. Além disso, as pesquisas existentes adotam abordagens preponderantemente pragmáticas e deixam uma lacuna em relação à adoção de abordagens mais compreensivas. Dentre as teorias adotadas nos estudos organizacionais, o modelo de organização como processo, de Karl Weick (1973), pareceu oferecer potencial explicativo para processos dinâmicos como o entendimento compartilhado sobre as demandas. Esse modelo foi adotado como base conceitual do trabalho, sendo estendido na forma de proposições que expressam sua possível aplicação ao objeto de pesquisa. Essa aplicação foi investigada com uso do método Estudo de Caso único em profundidade com múltiplas fontes de coleta de dados (entrevistas individuais, observação participante e consulta documental) e múltiplas unidades de análise (dez projetos de desenvolvimento ou alteração de sistemas de informação). Os resultados da pesquisa foram provenientes da técnica de Análise de Conteúdo, utilizada para a descrição analítica de cada projeto, a identificação de indícios dos conceitos do modelo teórico e a geração de categorias dos dados empíricos. Esse processo de análise permitiu a verificação da plausibilidade de cada proposição. Com base nessa análise, a consolidação feita por comparação e agrupamento dos projetos, por verificação das transições entre os elementos, e pela identificação de divergências entre o modelo teórico e os dados empíricos permitiu a investigação e o desenvolvimento de uma possível contribuição do modelo de Weick (1973) como alternativa para a compreensão teórica do objeto de pesquisa. Esse resultado também permitiu identificar outras diferentes perspectivas para novas pesquisas baseadas na abordagem adotada (como a perspectiva de serviços, de sensemaking e a de subculturas organizacionais), o que pode configurar uma contribuição acadêmica inovadora e relevante. / The present study aims to investigate the potential contribution of Weick’s organizing model (1973) to theoretical comprehension of the shared understanding process between users and developers about demands of information systems. The relevance of this issue rises from the existence of many other investigations about it and the remaining of the misunderstanding problem about demands in practice. A great deal of papers has approached this issue pragmatically, showing an opportunity to researches which adopt comprehensive approaches. One of the most studied organizational theories, namely Weick’s organizing model (1973), potentially offer an alternative point of view to this dynamic process and was adopted as the conceptual basis of this investigation. An extension or application of the model to the research object was developed in form of research propositions. An in-depth case-study was developed with multiple data sources (individual interviews, participant observation and documents consulting) and multiple analysis units (ten information systems development projects). Content Analysis techniques offered the results, including analytical descriptions of each project, identification of clues of model concepts and generation of categories from empirical data. This analytical process allows verifying plausibility of each theoretical proposition. A consolidation was done by comparing projects, verifying transitions among elements, identifying divergences between conceptual model and empirical data. This entire process made possible an investigation and the development of a potential contribution of Weick’s organizing model as an alternative mode for theoretical comprehension of this research object. These results also allow identifying other alternative perspectives for new investigations based on this approach (for example, perspectives of services, sensemaking and organizational subcultures), which can be seen as innovative and relevant academic contributions.
40

Estudo da função de correlação do modelo de Potts na rede de Bethe. / Study of pair correlation function of the Potts model in the Bethe lattice.

Alexandre Souto Martinez 21 November 1988 (has links)
Neste trabalho consideramos o modelo de Potts na árvore de Cayley submetida a um campo magnético. Esse campo pode ser representado pela interação dos spins da árvore com um spin adicional, denominado spin fantasma. Essa nova rede passa a ser chamada de árvore de Cayley fechada e assimétrica. Sendo uma rede hierárquica, ela representa soluções exatas que são obtidas quando as técnicas do grupo de renormalização no espaço real são aplicadas. Subtraindo os efeitos de superfície e considerando somente o interior da árvore (rede de Bethe), esses resultados reproduzem os resultados da aproximação de campo médio de Bethe-Peierls. Com a finalidade de estudar a função de correlação do modelo de Potts na rede de Bethe, consideramos primeiramente uma cadeia de Potts interagindo com um spin fantasma. Através das regras de composição em série e paralelo e do método da quebra e colapso para as trasmissividades térmicas (função de correlação) obtemos uma fórmula de recorrência para a função de correlação entre quaisquer dois spins na cadeia. Mostramos então que pela invariança translacional da rede de Bethe qualquer par de spins pode ser mapeado no sistema anterior. A seguir consideramos o modelo de Potts de um estado na árvore de Cayley fechada e assimétrica. Decimando os spins interiores da unidade geradora da rede, obtemos um mapa polinomial quadrático para a transformação do grupo de renormalização (mapa de Bethe-Peierls). O diagrama de fase desse sistema é então obtido do conjunto de Mandelbrot através de uma transformação de Mobius. O mapa de Bethe-Peierls apresenta dois pontos fixos, que são relacionados com as fases ferro e paramagnética e o regime caótico é identificado com a fase vidro de spin. Esse sistema revela ser o exemplo mais simples de vidro de spin de McKay-Berker-Kirkpatrick. Na rede de Bethe e a campo nulo esse sistema apresenta transições de fase de segunda ordem. Analisando o comportamento crítico da função de correlação e de suas derivadas, vemos que se identificarmos a função de correlação entre o spin fantasma e qualquer spin da rede com a magnetização (por spin) e a função de correlação entre dois spins primeiros vizinhos com a energia interna do sistema, cinco expoentes críticos ((&#948, &#946, &#947 &#8217, &#945, &#945 &#8217) são calculados e satisfazem as relações de escala. Para ilustrar o procedimento recursivo apresentado para calcular a função de correlação entre dois spins separados por ligações m na rede de Bethe, consideramos os spins de Potts de um estado. Obtemos então de forma explícita as correlações para m=1, 2 e 3.0 / In this work we consider the Potts model on the Cayley tree subjected to a magnetic Field. This field can be represented by the interaction of the tree spins with an additional one, denominated ghost spin. This new lattice is then called closed-asymmetric Cayley tree. Being a hierarchical lattice it comes to have exact solutions which are obtained when the real-space renormalization group techniques are applied. Subtracting the surface effects and considering only the tree interior (Bethe lattice), these results reproduce the results of Bethe-Peierls mean-field approximation. With the objective of studying the pair-correlation function of the Potts model on the Bethe lattice, we at first consider a Potts chain interacting with a ghost spin. Throughout the series-parallel composition rules and the break-collapse method for the thermal transmissivities (pair-correlation function) we obtain a recursive relation for the correlation function between any two spins on the chain. We then show, due to the translational invariance of the Bethe lattice, that any pair of spins can be mapped into the latter system. Next we consider the one-state Potts model on the closed asymmetric tree. Decimating the inner spins of the generating unit for the lattice, we obtain a quadratic polynomial map for the renormalization group transformation (Bethe-Peierls map). The phase diagram of this system is obtained from the Mandelbrot set throughout a Mobius transformation. The Bethe-Peierls map has two stable fixed points which are related to the ferro and paramagnetic phases and the chaotic regime is identified with the spin-glass phase. This system turns out to be the simplest example of a McKay-Berker-Kirkpatrick spin glass. On the Bethe lattice with vanishing field this system presents second-order phase transitions. Analyzing the critical behavior of the pair-correlation function and of this derivatives, we see that if we identify the correlation function between the ghost spin and any spin on the lattice with the magnetization (per spin), and the correlation function between two nearest-neighbor spins with the internal energy of the system, five critical exponents (&#948, &#946, &#947 &#8217, &#945, &#945 &#8217) are calculated and they satisfy the scaling relations. In order to illustrate the recursive procedure presented to calculate the pair-correlation function between spins m bonds apart on the Bethe lattice, we consider the one-state Potts spins. We obtain explicitly the correlation for m=1, 2 and 3.

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