京都大学 / 新制・課程博士 / 博士(医学) / 甲第23567号 / 医博第4781号 / 新制||医||1054(附属図書館) / 京都大学大学院医学研究科医学専攻 / (主査)教授 花川 隆, 教授 永井 純正, 教授 渡邊 直樹 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DGAM

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Bakgrund: Aktieindex används världen över som placeringsalternativ, jämförelsemått inom portföljförvaltning och som underlag för portföljoptimering. Forskare har under senare tid ifrågasatt index viktade efter börsvärdet och alternativa viktningsmetoder för index har framtagits som substitut till det kapitalviktade indexet och prestationsjämförelser har gjorts. Studier har främst gjorts i USA och denna studie ämnar göra en liknande undersökning på den svenska marknaden.  Syfte: Syftet med vår studie är att undersöka alternativa viktningsmetoder på det svenska aktieindexet OMXS30 och dess historiska prestation under åren 1995-2011 i förhållande till det traditionellt kapitalviktade OMXS30. Syftet är vidare att analysera de alternativt viktade indexen som grund för portföljoptimering enligt Single-Index Model.  Genomförande: Fem alternativt viktade index konstrueras i studien där viktningen grundas på fundamentala värden, Sharpekvoter, standardavvikelse, likaviktning och handelsvolym och jämförs prestationsmässigt mot OMXS30. Indexen används sedan vid portföljoptimering enligt SIM där aktiers och portföljers karakteristika analyseras. Indexens prognostisering av betavärden utvärderas i studien för att urskilja om något index är mer träffsäkert gällande aktiens beta för nästkommande period.  Slutsats: Ett flertal av de konstruerade alternativa indexen genererar signifikant högre avkastning till lägre risk i den nedgångsperiod som analyserats varför dessa kan ses som en mer lönsam investering. Tendenser till högre avkastning för den totala perioden finns även om signifikanta skillnader inte föreligger. De alternativa indexen har föranlett skilda allokeringsbeslut vid portföljoptimeringen vilket har gett stora utslag i portföljernas förväntade prestation såväl som faktisk prestation efter optimeringen genomförts. / Background: Stock market indexes are widely used as investment strategies and as a benchmark when portfolios are being constructed and evaluated. Researchers have recently questioned the capital weighted index in favor of other available weighting schemes. By comparing alternative weighted indexes to the traditionally capital weighted index one has been made aware of the significantly lower risk adjusted performance for the capital weighted index.  Aim: Our aim is to investigate in alternative weighting schemes used on the Swedish index OMXS30 and evaluate the historical performance of these alternative indexes in comparison to the traditionally capital weighted index during the period 1995-2011. Furthermore, our objective is to analyze the effects alternative weighting schemes have on portfolio optimization through Single-Index Model.  Completion: To fulfill the purpose of this thesis, five alternative weighting schemes have been applied on the Swedish index OMXS30. The weights have been calculated on fundamental measures, Sharpe ratios, standard deviation, equally weighted and trade volume and they have been compared to the traditionally cap-weighted index. Furthermore, the constructed indexes will be used to optimize portfolios with Single Index Model to compare the portfolios characteristics when different indexes have been used.  Results/Findings: The majority of the alternative weighted indexes generate significantly higher returns in one of our analyzed periods and this was during a market recession. For the total analyzed period no statistical differences among the indexes could be determined even though differences in total return are made clear. The indexes had a big effect on the portfolio optimization in terms of different share allocation.

Diploma thesis explores the possibility of using diffusion-weighted images in medicine. The paper is a brief physical principle of operation of the magnetic resonance as a tool for non-destructive imaging of the internal structure of substances, the principle of the display contrast as T1, T2 and diffusion weighted images, the course of the sequence for obtaining images with different contrast. Medicine is faced with the problem of classification of pathological tissue in the brain. Contrast diffusion-weighted images does not visually determine the shape of pathological tissue in the form of a tumor or edema. With the T1 and T2 weighted images were calculated mask corresponding tumor and edema, that have been applied to the diffusion-weighted images. Images of the tumor and edema have been subjected diffusivity measurements and statistical evaluation for the purpose of classifying the type of tumor. Investigations were seven findings glioma and metastatic five awards. The research was focused on classifying pathological tissue.

SNA provides a wide range of tools that allow examination of telecommunications graphs. Those graphs contain vertices representing cell phone users and lines standing for established connections. Many sna tools do not incorporate the intensity of interaction. This may lead to wrong conclusions because the difference between best friends and random contacts can be defined by the accumulated duration of talks. To solve this problem, we propose a closeness centrality measure (ewc) that incorporates line values and compare it to Freeman's closeness. Small exemplary networks will demonstrate the characteristics of the weighted closeness compared to other centrality measures. Finally, the ewc will be tested on a real-world telecommunications graph provided by a large Austrian mobile service provider and the advantages of the ewc will be discussed. / Series: Research Report Series / Department of Statistics and Mathematics

The well know constraint satisfaction problem (CSP) can be generalized to a class of optimization problems - VCSP. In 2012, D. A. Cohen, M. C. Cooper, P. Creed, P. G. Jeavons and S. Živný proved that weighted clones and weighted relational clones play the same role for the VCSP as do clones and relational clones for the CSP. However the structure of weighted clones remains unknown even for two element domain. This thesis presents a more detailed proof of the result mentioned above and then it investigates the structure of weighted clones. For Boolean domain, we present a complete classification of weighted clones over all seven minimal clones. Powered by TCPDF (www.tcpdf.org)

In this work we study the Generalized Lane-Emden equation and the interplay between the exponents involved and their consequences on the existence and non existence of radial solutions on a unit ball in n dimensions. We extend the analysis to the phase plane for a clear understanding of the behavior of solutions and the relationship between their existence and the growth of nonlinear terms, where we investigate the critical exponent p and a sub-critical exponent, which we refer to as ^p. We discover a structural change of solutions due the existence of this sub-critical exponent which we relate to the same change in behavior of the Lane- Emden equation solutions, for ; = 0; andp = 2, due to the same sub-critical exponent. We hypothesize that this sub-critical exponent may be related to a weighted trace embedding.

Thesis (M.M. (Finance & Investment))--University of the Witwatersrand, Faculty of Commerce, Law and Management, Graduate School of Business Administration, 2015. / e period 2000:q1 – 2014:q3 in South Africa. In addition, the paper examines the impact that the exchange rate volatility exerts on the different forms of capital flows. Consequently, the aim of the study is to examine whether the volatility in the exchange rate is a significant determinant of foreign investor capital into South African markets as well as to empirically establish the dynamic relationship that can be observed between capital flows and exchange rate volatility. A trade weighted exchange rate was constructed from which the conditional variance GARCH (1,1) model is applied to estimate exchange rate volatility. The findings from the multiple regression analysis reveal that exchange rate volatility has a statistically significant negative impact on the aggregated capital flows to South Africa. Using the bi-variate vector autoregressions (VARs), the Granger-causality test, impulse response and variance decomposition, the results show there is a dynamic interrelationship between exchange rate volatility and the aggregated and disaggregated capital flows. Furthermore, the VAR specifications results reveal that portfolio flows exhibits a strong bi-directional causality with exchange rate volatility as well as explaining a significant percentage of innovations in exchange rate volatility. This suggests that fluctuations in the exchange rate can be explained by portfolio flows into South Africa’s capital markets. The recommendations for authorities resulting from the findings include, a monetary policy that mitigates the rand exchange rate volatility in an effort to attenuate the adverse subduing effects it has on capital flows in South Africa. Further broadening financial instruments and derivatives available for investors to hedge against exchange rate volatility and a meticulous management of portfolio flows is imperative to ensure prevention of its destabilizing effect on the exchange rate.

Graphs can effectively model biomolecules, computer systems, and other applications. A weighted graph is a graph in which values or labels are assigned to the edges of the graph. However, in this thesis, we assign values to the vertices of the graph rather than the edges and we modify several standard graphical measures to incorporate these vertex weights. In particular, we designate the degree of each vertex as its weight. Previous research has not investigated weighting vertices by degree. We find the vertex weighted domination number in connected graphs, beginning with trees, and we define how weighted vertices can affect eccentricity, independence number, and connectivity.

If every vertex in a graph G has the same degree, then the graph is called a regular graph. That is, if deg(v) = r for all vertices in the graph, then it is denoted as an r-regular graph. A graph G is said to be vertex-weighted if all of the vertices are assigned weights. A generalized definition for degree regularity for vertex-weighted graphs can be stated as follows: A vertex-weighted graph is said to be rw-regular if the sum of the weights in the neighborhood of every vertex is rw. If all vertices are assigned the unit weight of 1, then this is equivalent to the definition for r-regular graphs. In this thesis, we determine if a graph has a weighting scheme that makes it a weighted regular graph or prove no such scheme exists for a number of special classes of graphs such as paths, stars, caterpillars, spiders and wheels.