abstract: Social insect colonies exhibit striking diversity in social organization. Included in this overwhelming variation in structure are differences in colony queen number. The number of queens per colony varies both intra- and interspecifically and has major impacts on the social dynamics of a colony and the fitness of its members. To understand the evolutionary transition from single to multi-queen colonies, I examined a species which exhibits variation both in mode of colony founding and in the queen number of mature colonies. The California harvester ant Pogonomyrmex californicus exhibits both variation in the number of queens that begin a colony (metrosis) and in the number of queens in adult colonies (gyny). Throughout most of its range, colonies begin with one queen (haplometrosis) but in some populations multiple queens cooperate to initiate colonies (pleometrosis). I present results that confirm co-foundresses are unrelated. I also map the geographic occurrence of pleometrotic populations and show that the phenomenon appears to be localized in southern California and Northern Baja California. Additionally, I provide genetic evidence that pleometrosis leads to primary polygyny (polygyny developing from pleometrosis) a phenomenon which has received little attention and is poorly understood. Phylogenetic and haplotype analyses utilizing mitochondrial markers reveal that populations of both behavioral types in California are closely related and have low mitochondrial diversity. Nuclear markers however, indicate strong barriers to gene flow between focal populations. I also show that intrinsic differences in queen behavior lead to the two types of populations observed. Even though populations exhibit strong tendencies on average toward haplo- or pleometrosis, within population variation exists among queens for behaviors relevant to metrosis and gyny. These results are important in understanding the dynamics and evolutionary history of a distinct form of cooperation among unrelated social insects. They also help to understand the dynamics of intraspecific variation and the conflicting forces of local adaptation and gene flow. / Dissertation/Thesis / Ph.D. Biology 2011

Business cycle is an important issue for economist. Because the fluctuations of product and employment have deep influences on people¡¦s life and social stability, almost every government tries to reduce the volatility of national business cycles. If we want to make it, we must realize it first. Since countries communicate with each other more frequently in recent decades, the volatility of national product cycles is not only influenced by domestic economic variables but also foreign ones. The purpose of this paper is to analyze the effect of transmission mechanism on international business cycles synchronization (BCCs). The major purpose of this paper is to analyze the effect of international vertical specialization on BCCs among industrial countries. There are two kinds of effect. One is indirect effect. Vertical specialization happens between industrial countries and developing countries, so it can reduce bilateral trade intensity among industrial countries. Through this way, BCCs among industrial countries will reduce. The other one is direct effect. Vertical specialization changes the economic structure of industrial countries. Industrial countries can focus on product development and market research. This kind of economic structure is less capital intensive, which lessens the effect of common shocks to industrial country¡¦s business cycles. BCCs among industrial countries will reduce. We measured the effect using the data from G6 (Canada, France, Germany, Japan, UK and US). The result is consistent with our inferance. Vertical specialization can reduce BCCs by reducing bilateral trade intensive among industrial countries. There is a negative relation between Vertical specialization and BCCs among industrial countries.

Motor vehicle crashes have increasingly become a serious concern for highway safety engineers and transportation agencies over the past few decades. This serious concern has led to a great deal of research activities. One of these activities is to develop safety analysis tools, specifically crash prediction models, for the purpose of reducing crashes and enhancing highway safety.Crash prediction models based on statistical or econometric modeling techniques are used for a variety of purposes; most commonly to estimate the expected crash frequencies from various roadway entities (highways, intersections, interstates, etc.) and also to identify geometric, environmental, and operations factors that are associated with crashes. A comprehensive review of prior literature indicates that many researchers have mainly focused on the development of aggregate crash prediction models based on single equation estimation techniques to identify the influences of geometric, environmental, and traffic variables on a single counted outcome. In some cases, however, more than one dependent variable might be of interest and hence several equations are formulated at the same time. Such a multiple equation structure may require simultaneous (or joint) estimation techniques under some situations.This dissertation research develops simultaneous estimation approaches to account for contemporaneous correlation and endogeneity problems in crash data. Specifically, seemingly unrelated negative binomial models and simultaneous equation models are developed to account for contemporaneous correlation between the disturbance terms across crash type models and to control for the endogenous relationship between the presence of left-turn lanes and angle crashes.Modeling crash types may provide certain advantages to gain insights as to 1) identification of high-risk sites with respect to specific types of crashes, which is not revealed through crash totals, and 2) the differences between conditions that lead to various crash types, but the disturbance terms across crash types might be contemporaneously correlated due to the unobserved common characteristics. Therefore, individual and simultaneous crash type models were estimated and the results of both models were compared. The results showed that a simultaneous estimation approach provides more efficient estimators relative to a single equation estimation technique.The presence of left-turn lanes has been treated as exogenous in crash prediction models, but in fact they are affecting each other. The bi-directional relationship between left-turn lanes and crashes results in endogeneity. This research investigated the endogenous relationship between left-turn lanes and crashes and developed simultaneous equation models to control for the endogeneity. The findings indicated that the presence of left-turn lanes is endogenously associated with crashes and the real effect of left-turn lanes on crashes can be obtained by controlling for endogeneity.

A concorrência nos mercados mundiais impõe a necessidade de aumento da competitividade das empresas que desejam assumir posições de liderança nos segmentos em que atuam. Neste ínterim, a programação de tarefas contribui para que as empresas promovam a eficiente utilização dos recursos produtivos visando a realização de seus objetivos estratégicos. Esta dissertação enfoca a programação de tarefas em máquinas paralelas não-relacionadas e com tempos de setup dependentes da sequência de processamento. Primeiramente é abordado o objetivo de minimização do atraso total e do tempo total para a conclusão de um conjunto de tarefas, através de uma heurística de três etapas que (i) ordena as tarefas pelo WSPT (Weighted Shortest Processing Time), (ii) aloca as tarefas às máquinas e (iii) aprimora a solução proposta pela etapa (ii) através de Tabu Search. Quando aplicada em um ambiente de manufatura real composto por duas máquinas paralelas não-relacionadas no processo de metalização de filmes plásticos em alto vácuo, a heurística resulta em um desvio de 1,1% para o tempo total de processamento das tarefas e 4,6% para o atraso total, em comparação ao resultado ótimo obtido por enumeração. Na sequência, o objetivo passa a ser a minimização simultânea do atraso e do adiantamento das tarefas através de uma heurística de três etapas que (i) caracteriza o conjunto de tarefas por um conjunto de métricas, (ii) aloca as tarefas às máquinas através de uma versão modificada do ATCS (Apparent Tardiness Cost with Setup) de Lee e Pinedo (1997), e (iii) aprimora a solução final com Tabu Search. A aplicação em dados reais resulta em 14% de desvio em relação à solução ótima obtida por enumeração. Quando aplicada em cenários com data de entrega, tempos de processamento e setup simulados, a heurística resulta em desvio médio de 18% da solução ótima gerada por enumeração para pelo menos 70% das simulações. / The competition in worldwide markets lead the companies to increase the competitiveness in order to take leading positions in their industries. In this sense, scheduling plays an important role leading the companies to reach their strategic goals through efficient utilization of manufacturing resources. This dissertation focuses on the scheduling unrelated parallel machines with sequence dependent setup times. First goal is to minimize the completion time and total weighted tardiness, through a three phase heuristic which (i) sort the jobs with WSPT, (ii) allocate the jobs to the machines and (iii) improve final solution with Tabu Search. Once applied to a real manufacturing environment composed by two unrelated parallel machines, in high vacuum plastic films metallisation process, the heuristic results in 1.1% of deviation from total weighted completion time and 4.6% of deviation from weighted tardiness, in relation to the optimal solution obtained from total enumeration. Next goal is the simultaneous minimization of weighted earliness and tardiness, through a three phase heuristic which (i) characterize the jobs, (ii) allocate the jobs to the machines with a modified version of Lee and Pinedo’s (1997) ATCS and (iii) improve final solution with Tabu Search. The application in real data results in 14% of deviation from the optimal solution obtained by enumeration. When applied to simulated scenarios of due date, processing and setup time, the heuristic results in average deviation of 18% from optimal solution obtained by enumeration to at least 70% of the simulations.

abstract: This study investigates the performance effects of cross-industry mergers and acquisitions (M&A) using a sample of firms listed in China’s Growth Entrepreses Market (GEM). Compared to firms listed in the Shanghai and Shenzhen Stock Exchanges, firms listed in the GEM are much smaller and tend to derive the majority of their revenues from a single industry. I first analyze the motives for firms listed in the GEM to engage in M&As and propose a set of factors that may influence their likelihood of M&A activities. Using data on 55 cross-industry M&As between January 1, 2012 and December 31, 2016, I find that investor generally responded positively in short-term, as indicated by the positive accumulated abonormal returns over the first five trading days following the announcements. Meanwhile, I found no evidence that investors benefited from cross-industry M&As in long-term over three years after the event. Further analysis suggests that the short-term effects of cross-industry M&As by GEM listed firms were influenced by the target firm’s market valuation, whether the M&A was paid by cash, the amount of the payment, and the degree of difference between the acquiring firm’s and the target firm’s industries. These findings have important implications for the investors and senior executives of firms listed in the GEM. / Dissertation/Thesis / Doctoral Dissertation Business Administration 2018

A concorrência nos mercados mundiais impõe a necessidade de aumento da competitividade das empresas que desejam assumir posições de liderança nos segmentos em que atuam. Neste ínterim, a programação de tarefas contribui para que as empresas promovam a eficiente utilização dos recursos produtivos visando a realização de seus objetivos estratégicos. Esta dissertação enfoca a programação de tarefas em máquinas paralelas não-relacionadas e com tempos de setup dependentes da sequência de processamento. Primeiramente é abordado o objetivo de minimização do atraso total e do tempo total para a conclusão de um conjunto de tarefas, através de uma heurística de três etapas que (i) ordena as tarefas pelo WSPT (Weighted Shortest Processing Time), (ii) aloca as tarefas às máquinas e (iii) aprimora a solução proposta pela etapa (ii) através de Tabu Search. Quando aplicada em um ambiente de manufatura real composto por duas máquinas paralelas não-relacionadas no processo de metalização de filmes plásticos em alto vácuo, a heurística resulta em um desvio de 1,1% para o tempo total de processamento das tarefas e 4,6% para o atraso total, em comparação ao resultado ótimo obtido por enumeração. Na sequência, o objetivo passa a ser a minimização simultânea do atraso e do adiantamento das tarefas através de uma heurística de três etapas que (i) caracteriza o conjunto de tarefas por um conjunto de métricas, (ii) aloca as tarefas às máquinas através de uma versão modificada do ATCS (Apparent Tardiness Cost with Setup) de Lee e Pinedo (1997), e (iii) aprimora a solução final com Tabu Search. A aplicação em dados reais resulta em 14% de desvio em relação à solução ótima obtida por enumeração. Quando aplicada em cenários com data de entrega, tempos de processamento e setup simulados, a heurística resulta em desvio médio de 18% da solução ótima gerada por enumeração para pelo menos 70% das simulações. / The competition in worldwide markets lead the companies to increase the competitiveness in order to take leading positions in their industries. In this sense, scheduling plays an important role leading the companies to reach their strategic goals through efficient utilization of manufacturing resources. This dissertation focuses on the scheduling unrelated parallel machines with sequence dependent setup times. First goal is to minimize the completion time and total weighted tardiness, through a three phase heuristic which (i) sort the jobs with WSPT, (ii) allocate the jobs to the machines and (iii) improve final solution with Tabu Search. Once applied to a real manufacturing environment composed by two unrelated parallel machines, in high vacuum plastic films metallisation process, the heuristic results in 1.1% of deviation from total weighted completion time and 4.6% of deviation from weighted tardiness, in relation to the optimal solution obtained from total enumeration. Next goal is the simultaneous minimization of weighted earliness and tardiness, through a three phase heuristic which (i) characterize the jobs, (ii) allocate the jobs to the machines with a modified version of Lee and Pinedo’s (1997) ATCS and (iii) improve final solution with Tabu Search. The application in real data results in 14% of deviation from the optimal solution obtained by enumeration. When applied to simulated scenarios of due date, processing and setup time, the heuristic results in average deviation of 18% from optimal solution obtained by enumeration to at least 70% of the simulations.

A concorrência nos mercados mundiais impõe a necessidade de aumento da competitividade das empresas que desejam assumir posições de liderança nos segmentos em que atuam. Neste ínterim, a programação de tarefas contribui para que as empresas promovam a eficiente utilização dos recursos produtivos visando a realização de seus objetivos estratégicos. Esta dissertação enfoca a programação de tarefas em máquinas paralelas não-relacionadas e com tempos de setup dependentes da sequência de processamento. Primeiramente é abordado o objetivo de minimização do atraso total e do tempo total para a conclusão de um conjunto de tarefas, através de uma heurística de três etapas que (i) ordena as tarefas pelo WSPT (Weighted Shortest Processing Time), (ii) aloca as tarefas às máquinas e (iii) aprimora a solução proposta pela etapa (ii) através de Tabu Search. Quando aplicada em um ambiente de manufatura real composto por duas máquinas paralelas não-relacionadas no processo de metalização de filmes plásticos em alto vácuo, a heurística resulta em um desvio de 1,1% para o tempo total de processamento das tarefas e 4,6% para o atraso total, em comparação ao resultado ótimo obtido por enumeração. Na sequência, o objetivo passa a ser a minimização simultânea do atraso e do adiantamento das tarefas através de uma heurística de três etapas que (i) caracteriza o conjunto de tarefas por um conjunto de métricas, (ii) aloca as tarefas às máquinas através de uma versão modificada do ATCS (Apparent Tardiness Cost with Setup) de Lee e Pinedo (1997), e (iii) aprimora a solução final com Tabu Search. A aplicação em dados reais resulta em 14% de desvio em relação à solução ótima obtida por enumeração. Quando aplicada em cenários com data de entrega, tempos de processamento e setup simulados, a heurística resulta em desvio médio de 18% da solução ótima gerada por enumeração para pelo menos 70% das simulações. / The competition in worldwide markets lead the companies to increase the competitiveness in order to take leading positions in their industries. In this sense, scheduling plays an important role leading the companies to reach their strategic goals through efficient utilization of manufacturing resources. This dissertation focuses on the scheduling unrelated parallel machines with sequence dependent setup times. First goal is to minimize the completion time and total weighted tardiness, through a three phase heuristic which (i) sort the jobs with WSPT, (ii) allocate the jobs to the machines and (iii) improve final solution with Tabu Search. Once applied to a real manufacturing environment composed by two unrelated parallel machines, in high vacuum plastic films metallisation process, the heuristic results in 1.1% of deviation from total weighted completion time and 4.6% of deviation from weighted tardiness, in relation to the optimal solution obtained from total enumeration. Next goal is the simultaneous minimization of weighted earliness and tardiness, through a three phase heuristic which (i) characterize the jobs, (ii) allocate the jobs to the machines with a modified version of Lee and Pinedo’s (1997) ATCS and (iii) improve final solution with Tabu Search. The application in real data results in 14% of deviation from the optimal solution obtained by enumeration. When applied to simulated scenarios of due date, processing and setup time, the heuristic results in average deviation of 18% from optimal solution obtained by enumeration to at least 70% of the simulations.

Submitted by Aline Amarante (1146629@mackenzie.br) on 2018-01-11T13:38:26Z No. of bitstreams: 2 DANIEL JOSÉ MACHADO.pdf: 9871325 bytes, checksum: 091c30080a6bcb9d1040d15d452cac6f (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Paola Damato (repositorio@mackenzie.br) on 2018-02-22T13:31:16Z (GMT) No. of bitstreams: 2 DANIEL JOSÉ MACHADO.pdf: 9871325 bytes, checksum: 091c30080a6bcb9d1040d15d452cac6f (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-02-22T13:31:16Z (GMT). No. of bitstreams: 2 DANIEL JOSÉ MACHADO.pdf: 9871325 bytes, checksum: 091c30080a6bcb9d1040d15d452cac6f (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2017-11-01 / Universidade Presbiteriana Mackenzie / Asset pricing remains a challenging issue in emerging economies, such as Brazil. The purpose of this research is to analyze the combination of regressors of the seminal models, starting from the Capital Assets Price Model (CAPM) of Sharpe (1964) and Lintner (1965), together with the 3-Factor (3F-FF) of Fama and French (1992), testing these and other regressors – macroeconomic, market, and industry factors – in the Arbitrage Pricing Theory (APT) model of Ross (1972) using a Seemingly unrelated regressions (SUR) framework. The result – classified by the BIC information criterion – indicates that the excess market return factor – along with just one more factor – with the exchange variation in the first place and with the size factor in the second, present greater explanatory power of the monthly return, over a period of 21 years (1996-2016), of the 13 portfolios used to represent the Brazilian stock market, than the traditional CAPM that was in third place. The conclusion is that, for the Brazilian market, the CAPM is still more significant than the 3F-FF, and this is more significant that APT with four factors. / A precificação de ativos continua sendo um tema desafiador em economias emergentes, como a brasileira. O objetivo desta pesquisa é analisar a combinação de regressores dos modelos seminais, partindo do Capital Assets Price Model (CAPM) de Sharpe (1964) e Lintner (1965), em conjunto com os 3-Fatores (3F-FF) de Fama e French (1992), testando estes e outros regressores – fatores macroeconômicos, de mercado e da indústria – no modelo Arbitrage Pricing Theory (APT) de Ross (1972), utilizando uma estrutura Seemingly unrelated regressions (SUR). O resultado – classificado pelo critério de informação BIC – aponta que o fator excesso de retorno do mercado – junto com apenas mais um fator – com a variação cambial em primeiro lugar e com o fator tamanho em segundo, apresentam maior poder explicativo do retorno mensal, durante um período de 21 anos (1996-2016), dos 13 portfolios utilizados para representar o mercado de ações brasileiro, do que o CAPM tradicional que ficou na terceira colocação. A conclusão é que, para o mercado brasileiro, o CAPM ainda é mais significativo que os 3F-FF, e este é mais significativo que o APT com quatro fatores macroeconômicos.

No description available.

Bottomland hardwood forests and pine forests in the southern United States provide valuable ecosystem services such as timber, recreation, wildlife habitat, carbon sequestration, floodwater storage, and sediment and nutrient retention. However, these forest ecosystems are threatened because of intensive forest management, forest land conversion, and urbanization. As private landownership dominates in this region, landowner participation is crucial for success of conservation programs facilitating ecosystem services. This research focused on three different aspects of private land conservation programs. First, it estimated the impact of environmental contextual factors, private land attributes and sociodemographic characteristics on landowner concern about environmental issues. Second, it determined the influence of private land attributes, environmental concerns, frequency of contacts with federal agencies and socioeconomic characteristics on landowner satisfaction with available conservation programs. Third, it estimated the monetary compensation required by landowners to implement conservation practices focused on increasing provision of ecosystem services. Data were collected using a mail survey and from online sources. Data were analyzed using seemingly unrelated regression and logistic regression models. Results indicated that private land attributes, particularly size of agricultural land owned, and landownership goals such as providing ecosystem services and profitability, had a greater magnitude of positive association with landowner concerns about environmental issues than other factors. Similarly, size of agricultural land owned, landownership goals such as profitability and personal recreation, concerns about wildlife habitat losses and frequent contacts with federal agencies were positively related to landowner satisfaction with conservation programs. Landowner willingness to participate in a conservation program was positively related to payment amount, concerns about wildlife habitat losses, frequency of contact with the Natural Resources Conservation Service (NRCS), and education level. Similarly, provision of clean water as landownership objective, concerns about hurricanes and tornadoes, and landowner age were negatively associated with landowner interests to participate in conservation programs. This research also quantified landowner median willingness to accept (WTA) compensation which was $229.98 ha-1 yr-1 for participation in a conservation program related to bottomland hardwood or pine forests. The findings help identify likely participants or landowners for conservation programs facilitating ecosystem services and determine actual conservation costs at a regional level.