Dissertations / Theses on the topic '(co)variance'

Co-channel interference limits the capacity of cellular systems, reduces the throughput of wireless local area networks, and is the major hurdle in deployment of high altitude communication platforms. It is also a problem for systems operating in unlicensed bands such as the 2.4 GHz ISM band and for narrowband systems that have been overlaid with spread spectrum systems. In this work we have developed model-based techniques for the demodulation of co-channel MSK signals. It is shown that MSK signals can be written in the linear model form, hence a minimum variance unbiased (MVU) estimator exists that satisfies the Cramer-Rao lower bound (CRLB) with equality. This framework allows us to derive the best estimators for a single-user and a two-user case. These concepts can also be extended to wideband signals and it is shown that the MVU estimator for Direct Sequence Spread Spectrum signals is in fact a decorrelator-based multiuser detector. However, this simple linear representation does not always exist for continuous phase modulations. Furthermore, these linear estimators require perfect channel state information and phase synchronization at the receiver, which is not always implemented in wireless communication systems. To overcome these shortcomings of the linear estimation techniques, we employed an autoregressive modeling approach. It is well known that the AR model can accurately represent peaks in the spectrum and therefore can be used as a general FM demodulator. It does not require knowledge of the exact signal model or phase synchronization at the receiver. Since it is a non-coherent reception technique, its performance is compared to that of the limiter discriminator. Simulation results have shown that model-based demodulators can give significant gains for certain phase and frequency offsets between the desired signal and an interferer.
Master of Science

Exploring the genetics of the efficiency of fertile AI dose production in rabbits The general aim of this thesis has been to analyse sources of variation for some of the most important components of fertile artificial insemination (AI) dose production in order to explore the interest and limitations of different strategies for their genetic improvement in a paternal line of rabbits selected for growth rate. These components refer to seminal production and quality traits, being considered the male reproductive performance (fertility and prolificacy) as the final expression of the effect of the seminal characteristics and the effect of the interaction among them and with the female. Genetic analyses of the seminal traits involved in AI dose production and growth rate were modelled using threshold and linear multiple-trait mixed models. Relationship between fertility and pH of the semen was analysed either using mixed or recursive mixed models. Male and female genetic contributions to fertility were estimated using additive or product threshold models and both models were compared by its ability of predicting fertility data. Existence of genotype x artificial insemination conditions for male effect on fertility and prolificacy was estimated under a Character state model. Finally, the product threshold model was used for estimating separately the effect of the environmental temperature on male and on female contributions to fertility. All inferences of this thesis have been done under a Bayesian approach. Male libido and variables related to the quality of the ejaculate such as presence of urine and calcium carbonates in the ejaculate, individual sperm motility, semen pH and suitability for AI of the ejaculate (which involves the subjective combination of several semen quality traits) were found to be lowly heritable, but repeatable.
Tusell Palomero, L. (2011). Exploring the genetics of the efficiency of fertile AI dose production in rabbits [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/11842
Palancia

Modern Portfolio theory, developed by Markowitz (1952), is based on finding the best trade-off between risk and expected return. This model assumes that returns are normally distributed. In real life, for the majority of the assets this assumption is not true, as generally the distribution of returns has negative skewness and fat tails. This is more evident in case of hedge funds, commodities or emerging markets portfolios. Therefore, in these cases, a portfolio allocation based on the first two moments does not seem to be the right procedure, because we cannot ignore the higher moments. So, we need to find a way to incorporate the higher moments in the portfolio allocation decision. This is the reason why in this dissertation we will extend the Markowitz model to the higher moments and we will analyze the impact that skewness and kurtosis have on portfolio allocation. To introduce the higher moments in the portfolio allocation, we will approximate the expected utility by a fourth order Taylor expansion and we will compare the portfolio allocation based on four moments with the portfolio based on the first two moments. To compare two different optimal portfolios we will use a measure called, Monetary Utility Gain/Loss (MUG) . Furthermore, in the issue of constructing the optimal portfolio allocation, we will consider different approaches for the estimation of the co-moments. We will describe in more details three different approaches: i. Sample approach ii. Constant Correlation approach iii. Shrinkage approach In the empirical part, we will use a fix-mixed rolling window strategy with different calibrations periods, sample periods and levels of risk aversion.

This paper examines return co-movements and volatility spillovers between major exchange rates before and after the introduction of euro. Dynamic correlations and VAR-based spillover index results suggest significant return co-movements and volatility spillovers, however, their extend is, on average, lower in the post-euro period. Co-movements and spillovers are positively associated with extreme episodes and US dollar appreciations. The euro (Deutsche mark) is the dominant net transmitter of volatility, while the British pound the dominant net receiver of volatility in both periods. Nevertheless, cross-market volatility spillovers are bidirectional, and the highest spillovers occur between European markets. (author's abstract)

As novas biotecnologias em reprodução, como a transferência de embriões e a fecundação in vitro, de certo modo, despertaram nos produtores e pesquisadores da área de melhoramento animal o interesse na seleção de fêmeas, antes pouco explorada dada a grande ênfase empregada na seleção e avaliação de reprodutores machos. A cada ano é percebido que a pecuária de corte funciona como uma empresa e, como tal, deve-se preocupar com todos os detalhes e não enfocando apenas um, como o mais importante, e é com isso que o Programa de Melhoramento Genético da Raça Nelore (PMGRN-USP) estuda cada vez mais um número maior de características como, stayability e suas possíveis aplicações à seleção das vacas Nelore, pois tem grande importância econômica. Com o objetivo de analisar a característica stayability sob enfoque Bayesiano, em registros de produção de vacas da raça Nelore, inicialmente foram implementados dois tamanhos de cadeia de Gibbs (225 ou 550 mil), dois períodos de descarte amostral (25 ou 50 mil) e duas formas de tomadas de amostra (a cada 1000 ou 250 rodadas). Os registros foram codificados como 0 (fracasso, ou menos de três partos até os 6 anos de idade) ou 1 (sucesso, ou pelo menos três partos até os 6 anos de idade) e os arquivos sofreram restrição ou não para NEP (Número Efetivo de Progênie), para número de touros dentro do grupo de contemporâneos (GC) e exclusão de grupos inteiros com média para a característica igual a 0 ou 1 (ou seja, sem variabilidade dentro do GC). Testaram-se três definições para GC. Utilizou-se o software MTGSAM for threshold (Multiple-Trait Gibbs Sampler for Animal Models), sob modelo unicaráter de touro-avô materno, para obtenção de componentes de (co)variância, estimativas de herdabilidade e soluções para cada touro (que originam as Diferenças Esperadas na Progênie - DEPs). As análises resultaram em amostras com baixa correlação serial, mostraram pequenas diferenças entre as estimativas pontuais de herdabilidade e alta correlação de rank para as DEPs dos 4180 touros avaliados. Adotou-se a implementação tamanho da cadeia/descarte amostral/amostragem como 225mil/25mil/1000 para as análises subseqüentes. A comparação entre estimativas de herdabilidade obtidas sob modelo de limiar e sob modelo linear não mostrou vantagens do primeiro, sendo que análises sob modelo linear, que têm reduzido tempo de processamento, poderiam ser preferidas quando houver muitos registros de produção, bastando transformar as estimativas de herdabilidade para escala subjacente. As comparações, sob modelo linear ajustadas para escala subjacente, entre a stayability padrão (0 ou 1) e a alternativa (considerando o número de partos até os seis anos de idade para aquelas vacas antes codificadas com valor 1), mostraram que podem ocorrer alterações na classificação de um número significativo de touros avaliados, mesmo sendo nas posições intermediárias do rank, talvez pela ligeira capacidade da característica alternativa em detectar variabilidade entre touros. Classificaram-se os 4180 touros em ordem decrescente e foram estudadas as genealogias dos 42 melhores (também chamados de TOP 1% ou aqueles que apresentam DEP para stayability superior a 57,6%) para identificar famílias importantes e avaliar a variabilidade genética da stayability. Além do touro Karvadi Imp. (essencialmente presente como avô, bisavô ou tataravô das mães dos touros TOP1%), outros genearcas com grande representatividade entre os TOP1% foram os touros Godhavari Imp. (via Kurupathy e Neofito), Rolex (via Cardeal), Rastã e Falo da BV (estes últimos pela via materna).
The new reproduction technologies like embryo transfer and in vitro fertilization brought to animal breeding researchers, and producers, a growing interest in the selection of females, which was a subject not well explored before, when the focus used to be only on evaluation and selection of males. The beef cattle industry is becoming more competitive each year, and the producers must think about all the aspects and details that can affect the production process. The PMGRN-USP (Nelore Breeding Program of the São Paulo University) studies a large number of traits to be used as selection criteria. Among these traits, there is stayability, which has a great economic importance. The aim of this project was to analyze the trait stayability, with a Bayesian approach, in a Nelore cattle population. Firstly, the implementation used two lengths of Gibbs chain (225 or 550 thousand), two periods of burn-in (25 or 50 thousand) and two thinning intervals (at each 1000 or 250 rounds). The cows were classified as 0 (failure, or less than three calves until six years of age), or 1 (success, or at least 3 calves until six years of age). The data were, or were not, restricted for NEP (Effective Number of Progeny), for number of sires in the contemporary group (GC), and for lack of variability in the contemporary group. Three different definitions of GC were tested. The software MTGSAM for threshold (Multiple-Trait Gibbs Sampler for Animal Models) was used, under an univariate sire-maternal grandsire model to get the (co)variance components, the heritability estimate and the solutions to each sire (that are used to get the Expected Progeny Differences - EPD). The results showed a low serial correlation in the samples, small differences among heritability estimates and a high rank correlation among the EPD estimates of the 4180 sires evaluated. The implementation 225000/25000/1000 was adopted to the subsequent analysis. The comparison between the heritability estimates obtained under the threshold model and the linear model didn’t show any advantage to the first. The analysis under linear models could be preferred because of its reduced processing time in large data sets, needing only a transformation of the heritability estimates to the underlying scale. The comparisons, under linear model adjusted to the underlying scale, between the standard stayalility (0 or 1) and the alternative (obtained from the perception of the fertility differences among the cows classified as 1) showed a variation in the position of a considerable number of sires in the rank, maybe because the alternative trait gets some additional variation among sires. 4180 sires were classified in a rank and the genealogies of the 42 best sires (or TOP 1%, or the ones with stayability EPD greater than 57,6%) were studied to identify major families and evaluate the genetic variation of stayability. Besides of Karvardi Imp (a bull very present as an ascendant (2, 3 or 4 generations) of the dams of the TOP1% sires), another founder sires with influence among the TOP1% were Godhavari Imp (via Kurupathy and Neofito), Rolex (via Cardeal), Rastã, and Falo da BV (the last two via maternal).

Magister Commercii (Industrial Psychology) - MCom(IPS)
The present study investigated the relationship between the Sense Of Coherence and Satisfaction With Life amongst the unemployed. The study attempted to test the following hypotheses. 1. People with a high Sense Of Coherence tend to be satisfied with their lives in general. 2. Demographic variables such as age, gender, race and level of education have an influence on the subjects' scores on the Sense Of Coherence and Satisfaction With Life scales. 3. Length of unemployment has an impact on the subjects' Sense Of Coherence and Satisfaction With Life. In this study, subjects were drawn from the Department of Manpower in the Western Cape region. The data were obtained from a sample of 100 participants. Of this 100, 52 were males. Subjects were asked to complete the Sense Of Coherence and the Satisfaction With Life scales. Statistical procedures that were used are Multiple Linear Regression analysis, Product Moment Correlational Co-efficients, Analysis of Variance test (ANOVA) and the Cronbach Alphas of the various scales. It was found that Sense Of Coherence correlated significantly with Satisfaction With Life, thus supporting the first hypothesis. This led to the conclusion that a person with a strong Sense Of Coherence tends to be more satisfied with his/her life. However, a person with a weaker Sense Of Coherence finds it difficult to make sense out of his/her life. It was also found that most of the demographic variables did not reach any statistical significance. The general trend in this sample was that younger people had higher education and had been unemployed for fewer years. In comparison, older people were found to have less education and had been unemployed for more years. It was concluded that formal and informal education system will be necessary to develop and equip both young and older people with the experience and skills to use at work. This study was concluded by the discussion of the implications of the findings and suggestions for future research.

In today’s society media is ubiquitous. Through its pervasiveness it plays an inextricable role in society, impacting on culture, economy, politics, education and communication. In a postmodern society technological advances have had a profound impact on the development of media, most notably digital media. The intention of this study was to establish whether, in the context of an assumed postmodern culture, young South African adults display behaviour that manifest the tenets of postmodernism in their reactions to contemporary marketing and/or marketing communication, as apparent through their attitudes towards retail shopping and brands, together with their attitudes towards and use of digital media. In this instance digital media is limited to social media and media accessible on mobile phones. The unique properties and interactive capabilities of digital media have altered the dynamics of communication and have given rise to new applications that were not previously possible. This poses challenges for organisations in terms of marketing communication practices with one of the problem areas being that marketers do not know:

• Whether young South African adults (Generation Y) exhibit postmodern behaviour, in the context of today’s postmodern culture.
• How young South African adults (Generation Y) use digital media?
• How to leverage the unique properties of digital media in marketing communication efforts directed towards young South African adults (Generation Y)?

The main purpose of this research was to reflect on the applicability of modern marketing and/or marketing communication theories, in their current state, in the context of a postmodern society, with specific emphasis on the use of digital media. The secondary purpose of the research was to investigate the affect of postmodern variables on Generation Y and the perspective of this population towards digital media and its role in marketing communication. The study aimed to contribute to the theoretical body of knowledge as follows:

• To question the application of modern marketing and/or marketing communication theories in postmodern society. In so doing, it suggested that in any given era marketing theories should be representative of the target society, therefore inferring the need to adjust existing theories and their application or formulate new ones that are representative of the specific era.
• To empirically determine whether Generation Y are exhibiting characteristics indicative of postmodern society.

Furthermore, the study added value from a practitioner perspective by contributing to new knowledge in the study of Generation Y and digital media. It is anticipated that an improved understanding of Generation Y’s attitudes towards marketing and digital media will serve to improve knowledge of how Generation Y will react in the future as they mature and potentially provide an indication of forthcoming generations’ attitudes towards marketing. Nine research objectives emanating from the research problem were empirically tested through a cross-sectional quantitative exploratory descriptive survey research design. Items in the survey were developed on the basis of observable postmodern characteristics presented in the literature and in consultation with a panel of experts. The survey was distributed by email, which provided a web-based link to access the survey, to the sampling frame; a database comprising of 2,265 students, between the ages of 18-34, enrolled full-time with the department of Marketing and Communication Management (University of Pretoria) during 2011. Convenience sampling was used until a sufficient quantity of fully completed surveys had been collected; 333 usable questionnaires were obtained. The collected data received statistical treatment primarily through the application of exploratory factor analysis and multivariate analysis of co-variance. The theoretical synthesis showed that characteristics of postmodernism are evident in society and affect marketing and/or marketing communication activities. The results of the empirical phase of the investigation demonstrated that respondents show postmodernism traits in their behaviour towards digital media and their reactions towards brands and marketing and/or marketing communication. The most dominant postmodern characteristics displayed by respondents were hyperreality, de-differentiation and fragmentation. Several factors were found to be statistically significant, which may be related to socio-economic conditions, behavioural patterns, and digital infrastructure. These were: ethnicity, cell phone usage, frequency of social media usage, cell phone plan, average monthly Internet expenditure for cell phones, use of Internet bundles on cell phones, and the device used most often to access the Internet. Social media use was identified as an important behavioural outcome by respondents, and the most significant influencing factors related to the dependence that respondents placed on their cell phones and the need to fulfil certain activities only available in the social media space. Finally a conceptual framework was proposed, which integrated theoretical and empirical findings. This framework suggested a broadening of certain roles within marketing and/or marketing communication, namely: consumers transforming to collaborators; communication transforming to interaction; and value exchange transforming to value-in-use. It is anticipated that this study has added to the theoretical level of knowledge by indicating the need to readdress principles and theories of marketing and/or marketing communication in the context of a postmodern society and in particular the use of digital media. An outcome of the study was the proposition of a conceptual framework, which addressed a number of aspects in the transformation from modern to postmodern marketing. Furthermore, at the practitioner level the study has broadened understanding of Generation Y’s behaviour towards digital media in the marketing and/or marketing communication context. Managerial recommendations were expressed on the basis of the theoretical and empirical findings.
Thesis (PhD)--University of Pretoria, 2011.
Marketing Management
PhD
Unrestricted

In today’s society media is ubiquitous. Through its pervasiveness it plays an inextricable role in society, impacting on culture, economy, politics, education and communication. In a postmodern society technological advances have had a profound impact on the development of media, most notably digital media. The intention of this study was to establish whether, in the context of an assumed postmodern culture, young South African adults display behaviour that manifest the tenets of postmodernism in their reactions to contemporary marketing and/or marketing communication, as apparent through their attitudes towards retail shopping and brands, together with their attitudes towards and use of digital media. In this instance digital media is limited to social media and media accessible on mobile phones. The unique properties and interactive capabilities of digital media have altered the dynamics of communication and have given rise to new applications that were not previously possible. This poses challenges for organisations in terms of marketing communication practices with one of the problem areas being that marketers do not know:

• Whether young South African adults (Generation Y) exhibit postmodern behaviour, in the context of today’s postmodern culture.
• How young South African adults (Generation Y) use digital media?
• How to leverage the unique properties of digital media in marketing communication efforts directed towards young South African adults (Generation Y)?

The main purpose of this research was to reflect on the applicability of modern marketing and/or marketing communication theories, in their current state, in the context of a postmodern society, with specific emphasis on the use of digital media. The secondary purpose of the research was to investigate the affect of postmodern variables on Generation Y and the perspective of this population towards digital media and its role in marketing communication. The study aimed to contribute to the theoretical body of knowledge as follows:

• To question the application of modern marketing and/or marketing communication theories in postmodern society. In so doing, it suggested that in any given era marketing theories should be representative of the target society, therefore inferring the need to adjust existing theories and their application or formulate new ones that are representative of the specific era.
• To empirically determine whether Generation Y are exhibiting characteristics indicative of postmodern society.

Furthermore, the study added value from a practitioner perspective by contributing to new knowledge in the study of Generation Y and digital media. It is anticipated that an improved understanding of Generation Y’s attitudes towards marketing and digital media will serve to improve knowledge of how Generation Y will react in the future as they mature and potentially provide an indication of forthcoming generations’ attitudes towards marketing. Nine research objectives emanating from the research problem were empirically tested through a cross-sectional quantitative exploratory descriptive survey research design. Items in the survey were developed on the basis of observable postmodern characteristics presented in the literature and in consultation with a panel of experts. The survey was distributed by email, which provided a web-based link to access the survey, to the sampling frame; a database comprising of 2,265 students, between the ages of 18-34, enrolled full-time with the department of Marketing and Communication Management (University of Pretoria) during 2011. Convenience sampling was used until a sufficient quantity of fully completed surveys had been collected; 333 usable questionnaires were obtained. The collected data received statistical treatment primarily through the application of exploratory factor analysis and multivariate analysis of co-variance. The theoretical synthesis showed that characteristics of postmodernism are evident in society and affect marketing and/or marketing communication activities. The results of the empirical phase of the investigation demonstrated that respondents show postmodernism traits in their behaviour towards digital media and their reactions towards brands and marketing and/or marketing communication. The most dominant postmodern characteristics displayed by respondents were hyperreality, de-differentiation and fragmentation. Several factors were found to be statistically significant, which may be related to socio-economic conditions, behavioural patterns, and digital infrastructure. These were: ethnicity, cell phone usage, frequency of social media usage, cell phone plan, average monthly Internet expenditure for cell phones, use of Internet bundles on cell phones, and the device used most often to access the Internet. Social media use was identified as an important behavioural outcome by respondents, and the most significant influencing factors related to the dependence that respondents placed on their cell phones and the need to fulfil certain activities only available in the social media space. Finally a conceptual framework was proposed, which integrated theoretical and empirical findings. This framework suggested a broadening of certain roles within marketing and/or marketing communication, namely: consumers transforming to collaborators; communication transforming to interaction; and value exchange transforming to value-in-use. It is anticipated that this study has added to the theoretical level of knowledge by indicating the need to readdress principles and theories of marketing and/or marketing communication in the context of a postmodern society and in particular the use of digital media. An outcome of the study was the proposition of a conceptual framework, which addressed a number of aspects in the transformation from modern to postmodern marketing. Furthermore, at the practitioner level the study has broadened understanding of Generation Y’s behaviour towards digital media in the marketing and/or marketing communication context. Managerial recommendations were expressed on the basis of the theoretical and empirical findings.
Thesis (PhD)--University of Pretoria, 2011.
Marketing Management
PhD
Unrestricted

The achievement of this research aimed to analyze the (co)variance s structures with better representation of the variation weight s sheep, measured in three ages, in two distinct groups: castrated and intact. 120 weights in 40 male sheep were used with a predominance of genotype Santa Ines, in semi-extensive system, in the period from January to May 2006, in Major Isidoro, inserted in the middle region of the Alagoas s semi-árido. Weights were taken at 150, 180 and 210 days old. The results indicated that the best structures residual variances were the Not Structured (UN) and First Order Factor Analytic (FA (1)). The mean weights between the castrated and intact animals, within each period, no significant differences by Tukey test (P<0.001).
Fundação de Amparo a Pesquisa do Estado de Alagoas
Com a realização dessa pesquisa objetivou-se analisar estruturas de (co)variâncias com melhor representação da variação das informações de pesos em ovinos, medido sem três idades, em dois grupos distintos: castrados e inteiros. Foram utilizadas 120 informações de pesagens em 40 ovinos, machos, com predominância de genótipo Santa Inês, em regime semi-extensivo, no período de janeiro a maio de 2006, no município de Major Isidoro, inserido na mesorregião do Sertão Alagoano. As pesagens foram realizadas aos 150, 180 e 210 dias de idade. Os resultados indicaram que as melhores estruturas de (co)variâncias residual foram: Não estruturada (UN) e Fator Analítico de Primeira Ordem (FA(1)). As médias dos pesos entre os animais castrados e inteiros, dentro de cada período, não apresentaram diferenças significativas pelo teste de Tukey (P<0,001).

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Globalization provoked in financial markets by means stock exchanges an interchange among the markets over the world. The aim of this study was to examine the relationship of the ten major main economic index of the world represented in New York (DJIA, S&P500 e Nasdaq), Tokyo (NIKKEI 225), London (FSTE 100), São Paulo (IBOV), Shanghai (SSE180), Paris (CAC-40), Frankfurt (DAX-30) and Buenos Aires (Merval) and looking for its co-integration, to demonstrate the behavior of these indexes and the long run equilibrium, from January of 2010 to March of 2011. To investigate the equilibrium and the long rum behavior the error correction model was used jointly with co-integration test and impulse response based on Cholesky decomposition. The results of this study show that the index of stock markets has long term equilibrium, and American markets, Argentina and English showed a strong influence over other markets. With this research we can infer that a relationship exists between the stock markets under study, confirming that the economy in a country can influence the others. In this sense, the contribution of this study, given this range of discussions involving the interconnection of economies with respect to trades made on the stock exchanges, was to show the relationships and influences in the world.
A internacionalização somada à abertura dos mercados financeiros transformou as economias antes fechadas em economias abertas, provocou um intercâmbio entre as economias mundiais por meio das bolsas de valores. O objetivo deste estudo é examinar a relação entre os dez principais índices econômicos do mundo, sendo eles: Nova York (DJIA, S&P500 e Nasdaq), Tóquio (Nikkei 225), Londres (FSTE 100), São Paulo (IBOV), Shangai (SSE180), Paris (CAC), Frankfurt (DAX-30) e Bueno Aires (Merval), por meio da análise de co-integrações para demonstrar o comportamento desses índices e seus equilíbrios no período de janeiro de 2010 a março de 2011. Para investigar e verificar o comportamento em longo prazo, foi utilizado o modelo de correção de erros e teste de impulso-resposta baseado na decomposição de Cholesky. Os resultados deste estudo mostram que existe equilíbrio em longo prazo entre os índices do mercado de ações. Os mercados americano, argentino e inglês mostraram forte influência sobre os demais mercados. Com esta pesquisa, verifica-se que existe uma relação entre os mercados de ações estudados, confirmando que a economia de um país influencia as demais. A contribuição deste estudo é verificar a assertiva das discussões atuais sobre a dependência das economias mundiais com as negociações por meio da bolsa de valores.

Foram utilizados arquivos com 104.101, 55.063 e 60.782 registros de pesos corporais, do nascimento aos 630 de idades, de bovinos da raça Guzerá, da Associação Brasileira dos Criadores de Zebu (ABCZ), referentes ao período de 1975 a 2001, para estimar componentes de (co)variância e parâmetros genéticos, de acordo com três abordagens de análise, cada uma com um arquivo, utilizando diferentes modelos estatísticos e a metodologia REML. Nestas abordagens foram obtidos valores das estimativas de variância e parâmetros genéticos de modelos unicaracterísticos; modelos uni e bicaracterísticos e, de modelos de regressão aleatória (MRA), respectivamente. Na primeira, com quatro modelos unicaraterísticos, observou-se que o modelo 1, considerado completo, por incluir os efeitos genéticos direto e materno (GM) e os efeitos de ambiente permanente materno e residual, não diferiu significativamente (P<0,05), pelo teste razão de verossimilhança do modelo 2, que exclui o GM. As herdabilidades diretas (h2) estimadas nos modelos 1 e 2, foram muito semelhantes. Os valores de h2 cresceram da primeira idade até a segunda idade, mantiveram os valores até o desmame e depois cresceram. As estimativas de variância genética materna foram baixas, principalmente antes da desmama. Na segunda usando diferentes modelos uni e bicaracterísticos, o comportamento das estimativas foi semelhante à primeira abordagem. Os valores de h2 das análises uni e bicaracterísticas, para os pesos ajustados às idades padrão de 120(P120), 205(P205), 365(P365) e 550(P550) dias de idades foram 0,15; 0,10; 0,17; 0,14 e 0,14; 0,10; 0,16; 0,15, respectivamente. As correlações genéticas diretas (ra) semelhantes nos modelos 1 e 2 para P120/P205, P120/P365, P120P550, P205/P365, P205/P550 e P365/P550 foram 0,80; 0,54; 0,54; 0,74; 0,62 e 0,95 e, 0,80; 0,54; 0,53; 0,74; 0,62 e 0,95 respectivamente. Na comparação entre os modelos 1 e 2, das análises uni e bicaracterísticas, o modelo 2, que exclui GM, proporcionou ajuste similar ao modelo 1. Na análise de regressão aleatória foram testados dez modelos com diferentes estruturas de variâncias residuais e combinações de ordens (k) dos efeitos aleatórios. Pelos critérios de informação de Akaike e Bayesiano de Schwarz, os MRA mais adequados foram os modelos Reg666-r10 (RegkAkCkQ-r10) e Reg653-r10 (RegkAkCkQ-r10), respectivamente, para os efeitos genético aditivo direto (kA), de ambiente permanente de animal (kC) e de ambiente permanente materno (kQ), com as variâncias residuais divididas em dez (r10) classes. As estimativas de h2 de peso ao nascer (PN), 205, 365 e 550 dias de idades, foram de 0,13, 0,43, 0,46 e 0,48, para o modelo Reg666-r10; para o modelo mais parcimonioso (Reg653-10), foram de 0,13, 0,46, 0,54 e 0,56, respectivamente. As correlações fenotípicas, genéticas, de ambientes permanentes animal e materno foram todas positivas e similares entre os MRA. No modelo mais parcimonioso, Reg653-10, as ra do PN/205, PN/365, PN/550, 205/365, 205/550 e 365/550 foram, 0,40, 0,40, 0,42, 0,68, 0,74 e 0,81, respectivamente. Os modelos com homogeneidade de variância foram inadequados. A variância do resíduo dividido em dez classes distintas de variâncias foi mais adequada para modelar a variação residual. Na comparação das três abordagens de análise foi constatado que o MRA constitui alternativa importante para análise de dados de crescimento de bovinos.
Three different files containing 104,101, 55,063 and 60,782 body weight records from birth to 630 days of age, collected from 1975 to 2001, from Guzera cattle belonging to the Brazilian Association of Zebu Breeders (ABCZ) were used in this study. The data were analyzed according to three different approaches, corresponding to one of those files, in order to estimate the (co)variance components and the genetic parameters by different statistical models and the REML methodology: variance estimates and genetic parameters of single-trait models, single and two-trait models, and of random regression models (RRM). Regarding the first analysis, where four single-trait models were used, it was observed that model 1, the complete one which included the direct genetic and maternal (GM) effects, as well as the maternal permanent environmental effect and residual, did not statistically (P<0.05) differ by the likelihood ratio test from model 2, which excluded the GM. Direct heritabilities (h2) estimated by models 1 and 2 were quite similar, and increased from first to second age, remained until weaning, and then increased. Estimates of maternal genetic variance were low, especially before weaning. The second analysis, which used different single and two-trait models, resulted in similar behavior of estimates to the first analysis. The h2 estimated by single and two-trait analyses, for weight records adjusted to 120(P120), 205(P205), 365(P365) and 550(P550) days of age were 0.15, 0.10, 0.17, 0.14 and, 0.14, 0.10, 0.16, 0.15, respectively. The direct genetic correlations (ra) by models 1 and 2 for P120/P205, P120/P365, P120/P550, P205/P365, P205/P550 and P365/P550 were 0.80, 0.54, 0.54, 0.74, 0.62, 0.95 and, 0.80, 0.54, 0.53, 0.74, 0.62, 0.95, respectively. When comparing models 1 and 2, by the single and two-trait analyses, it was verified that model 2, which excluded the GM, was equivalent to the complete model. In the random regression analysis ten models presenting different residual variance structures and order combinations (k) of random effects were evaluated. According to the Akaike Information Criterion and the Schwarz Bayesian Information Criterion, the most suitable RRM were the models Reg666-r10 (RegkAkCkQ-r10) and Reg653-r10 (RegkAkCkQ-r10), respectively, for the direct additive effect (kA), the animal permanent environmental effect (kC) and the maternal permanent environmental effect (kQ), with the residue variances divided into ten distinct variance classes (r10). The h2 estimates for weights at birth (PN), 205, 365 and 550 days of age were 0.13, 0.43, 0.46, 0.48 and 0.13, 0.46, 0.54, 0.56 for the Reg666-r10 model and for the most parsimonious model (Reg653-10), respectively. The phenotypic, genetic, animal permanent environmental and maternal permanent environmental correlations were all positive and similar for all RRM. Considering the most parsimonious model, Reg653-10, the ra between PN/205, PN/365, PN/550, 205/365, 205/550 and 365/550 were 0.40, 0.40, 0.42, 0.68, 0.74 and 0.81, respectively. Models with variance homogeneity were inadequate. The residual variance divided into ten distinct variance classes was the most suitable to model the residual variation. In the comparison of the three approaches of analysis it was evidenced that the RRM constitutes important alternative for analysis of growth data of bovines.

This thesis focuses on impact of jumps and simultaneous jumps (co-jumps) in asset prices on future volatility. Our main contribution to the empirical literature lies in the use of panel Heterogeneous Autoregressive (HAR) model that allows us to obtain average effect of jumps for both the portfolio of 29 U.S. stocks and 8 individual market sectors our stocks belong to. On top of that we investigate the effect of sign for both jumps and co-jumps. The estimation results indicate that the impact of jumps on future volatility is positive whereas for co-jumps it is negative. We also document tendency of downward jumps and co-jumps to be followed by increase in volatility and that upward jumps and co-jumps are followed by decrease in volatility. Finally, results for individual sectors reveal that estimated effects vary across industries - for cyclical sectors volatility is in general more sensitive to negative jumps and less sensitive to positive jumps than for defensive sectors.

Lifelong development is largely programmed prenatally. Genetic and epigenetic factors, such as mitochondrial (mt) DNA variation and parent-of-origin effects, significantly contribute to variation in important prenatal phenotypes that determine lifetime development, including placenta and fetal musculoskeletal system. Such effects initially impact on transcriptome expression levels and eventually give rise to altered phenotypic traits. However, data regarding the overall magnitude and specificity of maternal and paternal genome effects in mammalian prenatal development is lacking. The present study aimed to dissect and quantify differential maternal and paternal genome effects on specific placental and fetal traits, and associated transcriptomic events which drive prenatal development. A large bovine fetal resource (n=73), consisting of both purebreds and reciprocal hybrids with Bos taurus taurus (Angus) and Bos taurus indicus (Brahman) (epi) genetics, was used in this study. We examined 41 gross- and histo-morphological placental and fetal traits, 51 fetal bone weight and geometry parameters, and 22 myofibre characteristics and muscle mass parameters using morphometrical and/or immunohistochemical methods. Expression of the long non-coding RNA H19 in fetal muscle was determined by real time quantitative PCR. Profiles of mRNA and microRNA expression were obtained with microarrays that contained 24,027 and 13,133 mammalian probe sets, respectively, to assess transcript abundances in fetal liver. Phenotypic data were analysed by Analysis of Variance (ANOVA) using general linear models with nested effects and transcriptome data were analysed with microarray ANOVA procedures. The analyses identified 49 significant placental and fetal traits, including five principal components representing 51 bone parameters, and H19 gene expression levels in muscle, with ANOVA model significance levels (P) ranging from 3×10⁻²-9×10⁻¹⁷. We showed that parental genomes contributed to the largest proportion of variation explained by linear models for a majority of placental and fetal traits. Fetal sex was the next most significant factor to explain variation in these traits and non-genetic maternal effects, such as post-conception weight gain and final maternal weight, explained the least amount of variation. Significant effects of the maternal genome (P<5×10⁻²-5×10⁻¹³) predominantly contributed to genetic variation in: (i) Gross- and histo-morphological placental traits and fetal organ weights (59.6−99.9%,); (ii) most extracted principle components (PCs) representing bone weight and geometry traits, including PC1/bone mass (74%), PC3/limb elongation (73%), PC4/flat bone elongation (74%) and PC5/axial skeletal growth (97%) and (iii) most myofibre characteristics including fast myofibre cross-sectional area (CSA, 93%), total cell CSA (82%), absolute mass of studied muscles (59-88%) and H19 transcript abundance in fetal muscle (76%). Conversely, significant paternal genome (P<4×10⁻²-7×10⁻⁸) predominantly contributed to genetic variation in: (i) Fetal fluids weight (73%), umbilical cord weight and length (73%), maternal placenta (70%) and umbilical cord (83%) efficiencies; (ii) PC2/limb ossification (95%) and (iii) Relative mass of studied muscles to fetal weight (54-97%). Further, using nested effects in ANOVA, we found that maternal genome strongly determined regressions between placental weights and umbilical cord traits (P<4×10⁻²-2×10⁻⁶), whereas paternal genome and/or fetal sex determined regressions between weight of fetus, fetal organ and fetal fluid s and umbilical cord traits (P<5×10⁻²-10×10⁻⁸). For fetal liver transcription profiles, maternal genome strongly affected expression levels of: (i) Twenty-four mRNA transcripts (false discovery rate, FDR adjusted P<4×10⁻²-10×10⁻⁶), 13 of which were located in the mt genome and (ii) ten autosomal non-coding RNA transcripts including mammalian SNORD113-9, small nucleolar (sno)RNA, MIR187 and MIR1973 microRNA (FDR adjusted P<5×10⁻²-8×10⁻³). Paternal genome moderately affected expression levels of: (i) Forty-seven autosomal mRNA transcripts (FDR adjusted, P<5×10⁻²-4×10⁻²) (ii) MIR184 microRNA transcripts in five mammalian species (FDR adjusted, P<5×10⁻²-4×10⁻²). Two significant coexpression networks, between 86 significant mRNAs and non-coding RNA transcripts, were also identified for differential maternal and paternal genome effects. Our results show, for the first time, that a wide range of phenotypic and molecular traits within the placental-fetal system are affected by differential maternal and paternal genome and fetal sex effects. Identified differential maternal and paternal genome effects on specific placental and fetal traits are consistent with expression patterns of parent-of-origin effects predicted by both conflict-of-interest and maternal-offspring coadapdation hypotheses, thereby providing important insights to accommodate both hypotheses that explain the evolutionary basis of genomic imprinting effects. Observed complex, and predominantly maternal genome, effects are suggested to result from interaction between epigenetic factors from nuclear and mt genomes via RNA interference. This is further evidence for complex epigenetic crosstalk and coordination that contributes to mammalian prenatal development. Identified morphological and transcriptional modules within the placental-fetal system help to provide a new level of understanding prenatal development, i.e., systematic integration of omics data. Detailed molecular profiles of all core tissues and organs are now required to elucidate genetic, epigenetic and non-genetic components and interactions that control variation in placental and fetal phenotype. Future studies linking genome and epigenome with phenome data covering the complete placental-fetal system will provide a new multi-layer picture of understanding coordination for molecular and phenotypic events driving mammalian prenatal development.
Thesis (Ph.D.) -- University of Adelaide, School of Animal and Veterinary Sciences , 2014.