Dissertations / Theses on the topic 'Difference-in-difference model'

To see the other types of publications on this topic, follow the link: Difference-in-difference model.

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Difference-in-difference model.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Scherbov, Sergei, and Dalkhat Ediev. "Does selection of mortality model make a difference in projecting population ageing?" Max Planck Institute for Demographic Research, 2016. http://dx.doi.org/10.4054/DemRes.2016.34.2.

Full text
Abstract:
Background: In low mortality countries, assessing future ageing depends to a large extent on scenarios of future mortality reduction at old age. Often in population projections mortality reduction is implemented via life expectancy increases that do not specify mortality change at specific age groups. The selection of models that translate life expectancy into age-specific mortality rates may be of great importance for projecting the older age groups of future populations and indicators of ageing. Objective: We quantify how the selection of mortality models, assuming similar life expectancy scenarios, affects projected indices of population ageing. Methods: Using the cohort-component method, we project the populations of Italy, Japan, Russia, Sweden, and the USA. For each country, the given scenario of life expectancy at birth is translated into age-specific death rates by applying four alternative mortality models (variants of extrapolations of the log-mortality rates, the Brass relational model, and the Bongaarts shifting model). The models are contrasted according to their produced future age-specific mortality rates, population age composition, life expectancy at age 65, age at remaining life expectancy 15 years, and conventional and prospective old-age dependency ratios. Conclusions: We show strong differences between the alternative mortality models in terms of mortality age pattern and ageing indicators. Researchers of population ageing should be as careful about their choice of model of age patterns of future mortality as about scenarios of future life expectancy. The simultaneous extrapolation of age-specific death rates may be a better alternative to projecting life expectancy first and then deriving the age patterns of mortality in the second step.
APA, Harvard, Vancouver, ISO, and other styles
2

Sawyer, Jason. "Crossing Boundaries: Building a Model to Effectively Address Difference in Community Practice." VCU Scholars Compass, 2014. http://scholarscompass.vcu.edu/etd/3455.

Full text
Abstract:
Community organizing has a rich tradition within the field of social work. Prevailing community practice models, approaches, and frameworks remain primarily based on practice wisdom, experience, and intuition. Difference, pervasive in various contemporary contexts of practice, largely mediates interactions at the community level. Although difference is addressed at various levels of the practice continuum and within the IFSW and NASW codes of ethics, few methodologically driven tools exist within the literature to guide practitioners. This grounded theory study initiates early development of a community practice model based on forging alliances across boundaries of difference. The Critical Difference Engagement model is based on local community leaders’ and organizers’ experiences working across dimensions of power, race, gender, age, sexual orientation, and socio-economic status, it provides practitioners with a framework for social change and building solidarity across difference in multiple contexts.
APA, Harvard, Vancouver, ISO, and other styles
3

McInerney, David J. "A triangular grid finite-difference model for wind-induced circulation in shallow lakes /." Title page, table of contents and abstract only, 2005. http://web4.library.adelaide.edu.au/theses/09PH/09phm4790.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Peluso, Alina. "Novel regression models for discrete response." Thesis, Brunel University, 2017. http://bura.brunel.ac.uk/handle/2438/15581.

Full text
Abstract:
In a regression context, the aim is to analyse a response variable of interest conditional to a set of covariates. In many applications the response variable is discrete. Examples include the event of surviving a heart attack, the number of hospitalisation days, the number of times that individuals benefit of a health service, and so on. This thesis advances the methodology and the application of regression models with discrete response. First, we present a difference-in-differences approach to model a binary response in a health policy evaluation framework. In particular, generalized linear mixed methods are employed to model multiple dependent outcomes in order to quantify the effect of an adopted pay-for-performance program while accounting for the heterogeneity of the data at the multiple nested levels. The results show how the policy had a positive effect on the hospitals' quality in terms of those outcomes that can be more influenced by a managerial activity. Next, we focus on regression models for count response variables. In a parametric framework, Poisson regression is the simplest model for count data though it is often found not adequate in real applications, particularly in the presence of excessive zeros and in the case of dispersion, i.e. when the conditional mean is different to the conditional variance. Negative Binomial regression is the standard model for over-dispersed data, but it fails in the presence of under-dispersion. Poisson-Inverse Gaussian regression can be used in the case of over-dispersed data, Generalised-Poisson regression can be employed in the case of under-dispersed data, and Conway-Maxwell Poisson regression can be employed in both cases of over- or under-dispersed data, though the interpretability of these models is ot straightforward and they are often found computationally demanding. While Jittering is the default non-parametric approach for count data, inference has to be made for each individual quantile, separate quantiles may cross and the underlying uniform random sampling can generate instability in the estimation. These features motivate the development of a novel parametric regression model for counts via a Discrete Weibull distribution. This distribution is able to adapt to different types of dispersion relative to Poisson, and it also has the advantage of having a closed form expression for the quantiles. As well as the standard regression model, generalized linear mixed models and generalized additive models are presented via this distribution. Simulated and real data applications with different type of dispersion show a good performance of Discrete Weibull-based regression models compared with existing regression approaches for count data.
APA, Harvard, Vancouver, ISO, and other styles
5

King-Smith, Leah. "Resonances of difference : creative diplomacy in the multidimensional and transcultural aesthetics of an indigenous photomedia practice." Thesis, Queensland University of Technology, 2006. https://eprints.qut.edu.au/16321/1/Leah_King-Smith_Thesis.pdf.

Full text
Abstract:
Multidimensional aesthetics in photomedia practice shift the emphasis away from the culturally dominating singularity of the camera's eye-piece towards a supple interplay of semi-transparent image planes and shifting positions. Using various image-capture devices that can produce digital, film, still or moving pictures, I create bodies of work that invite the viewer to see many perspectives simultaneously. The challenge is to implement the effectiveness of the technologies and simultaneously dislodge those principles and values fundamental to their imperialist cultural backgrounds. My practice investigates a diplomatic negotiability of aesthetic language to accommodate conceptual and cultural difference/s. Located on the print surface or in animated sequences are symbolic representations that disclose histories, cultures, times and places in subtle and ambiguous ways. The interplay of allure and resistance, repetition and change, are strategies that reveal the delicate and paradoxical nature of the multidimensional psyche.
APA, Harvard, Vancouver, ISO, and other styles
6

King-Smith, Leah. "Resonances of difference : creative diplomacy in the multidimensional and transcultural aesthetics of an indigenous photomedia practice." Queensland University of Technology, 2006. http://eprints.qut.edu.au/16321/.

Full text
Abstract:
Multidimensional aesthetics in photomedia practice shift the emphasis away from the culturally dominating singularity of the camera's eye-piece towards a supple interplay of semi-transparent image planes and shifting positions. Using various image-capture devices that can produce digital, film, still or moving pictures, I create bodies of work that invite the viewer to see many perspectives simultaneously. The challenge is to implement the effectiveness of the technologies and simultaneously dislodge those principles and values fundamental to their imperialist cultural backgrounds. My practice investigates a diplomatic negotiability of aesthetic language to accommodate conceptual and cultural difference/s. Located on the print surface or in animated sequences are symbolic representations that disclose histories, cultures, times and places in subtle and ambiguous ways. The interplay of allure and resistance, repetition and change, are strategies that reveal the delicate and paradoxical nature of the multidimensional psyche.
APA, Harvard, Vancouver, ISO, and other styles
7

Stone, Peter (Peter Robert). "A new model for electric force microscopy and its application for electrostatically generated phase difference in tapping mode AFM." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/32855.

Full text
Abstract:
Thesis (S.B.)--Massachusetts Institute of Technology, Dept. of Materials Science and Engineering, 2005.
Includes bibliographical references (leaf 37).
The harmonic force balance method was used to model and simulate electric force microscopy (EFM) and electrostatically generated phase difference in tapping mode AFM (EPTA) measurements. Simulations show that the harmonic force balance approach matches and explains EFM and EPTA experimental results well. Simulations also show that the model depended on both geometric and materials parameters. The harmonic force balance model was subsequently used to directly simulate a previously performed EPTA experiment. Data obtained from the model showed a remarkable similarity to the experimentally obtained data, thus validating the use of the harmonic force balance model to simulate EPTA data.
by Peter Stone.
S.B.
APA, Harvard, Vancouver, ISO, and other styles
8

Jahng, Seungmin Kolenikov Stanislav. "A mixed model for variance of successive difference of stationary time series modeling temporal instability in intensive longitudinal data /." Diss., Columbia, Mo. : University of Missouri--Columbia, 2008. http://hdl.handle.net/10355/6279.

Full text
Abstract:
Title from PDF of title page (University of Missouri--Columbia, viewed on Feb. 18, 2010). The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Dr. Stanislav Kolenikov, Thesis Supervisor Includes bibliographical references.
APA, Harvard, Vancouver, ISO, and other styles
9

Wewel, Solvejg Andrea. "Essays in Household Economics and Econometrics." Thesis, Boston College, 2018. http://hdl.handle.net/2345/bc-ir:107901.

Full text
Abstract:
Thesis advisor: Arthur Lewbel
My doctoral research comprises both structural empirical work in the field of household economics (Chapters 1 and 3) and reduced-form theoretical work in econometrics (Chapter 2). The first chapter quantifies consumption gains in the form of consumption expenditure savings for couples living together versus apart. Moreover, I comprehensively analyze the key drivers of heterogeneity in consumption gains across couples. The second chapter, which is joint work with Stefan Hoderlein, develops the first difference-in-differences model for binary choice outcome variables when treatment effects are heterogeneous. Finally, in the third chapter, I study the realized gains in consumption levels upon move-in from single to couple and move-out from couple to single, separately by gender. Chapter 1. In “Heterogeneity in Consumption Gains from Living Together as a Couple”, I estimate consumption gains from living together versus apart. Specifically, this chapter quantifies these gains from consumption economies of scale for married as well as unmarried cohabiting couples in the U.S. I also comprehensively analyze the determinants of heterogeneity in consumption gains. For this purpose, I extend a recent collective household model to incorporate heterogeneity in consumption economies of scale and perform structural estimation using data from the Panel Study of Income Dynamics (PSID). I find that couples living together save an average of 14 percent in annual consumption expenditures compared to their counterfactual spending when living apart. Moreover, older couples and homeowner couples experience higher consumption economies of scale and thus higher consumption gains. I do not detect marital status to be a determining factor. These results have implications for appropriate adjustment of poverty thresholds across households of different sizes. Chapter 2. In “Binary Choice Difference-in-Differences Model with Heterogeneous Treatment Effects”, we develop the first Difference-in-Differences Model for binary choice outcome variables when treatment effects are heterogeneous. Our main result establishes identification of the average treatment effect on the treated (ATT). Moreover, we present two extensions. First, we show identification of the joint distribution of the actual and counterfactual latent outcome variable in the treatment group. Second, we extend the basic model to allow for the inclusion of covariates. We suggest an estimator for the ATT and evaluate its finite sample properties with the help of Monte Carlo simulations. Chapter 3. In “Realized Consumption Gains from Living Together as a Couple by Gender”, I am among the first to analyze how consumption gains from living together as a couple are split between men and women and whether this varies by individual-level or couple-level observables. Understanding individual-level consumption gains is important for rationalizing marriage and cohabitation decisions on the micro-level, and marriage and cohabitation patterns on the macro-level. I use the extended collective household model from Chapter 1 and data from the PSID to estimate male and female realized consumption gains from moving in as a couple and moving out of a couple. Average realized consumption gains upon move-in are positive for women and negative for men. This reverses for dissolving couples. Lastly, individuals who move in with their spouse have higher realized consumption gains than individuals who decide to cohabit without a marriage certificate
Thesis (PhD) — Boston College, 2018
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
APA, Harvard, Vancouver, ISO, and other styles
10

Cavayero, Chloe N. "The use of the developmental individual difference relationship-based (DIR) model on a child with autism in the classroom environment." Honors in the Major Thesis, University of Central Florida, 2009. http://digital.library.ucf.edu/cdm/ref/collection/ETH/id/1245.

Full text
Abstract:
This item is only available in print in the UCF Libraries. If this is your Honors Thesis, you can help us make it available online for use by researchers around the world by following the instructions on the distribution consent form at http://library.ucf.edu/Systems/DigitalInitiatives/DigitalCollections/InternetDistributionConsentAgreementForm.pdf You may also contact the project coordinator, Kerri Bottorff, at kerri.bottorff@ucf.edu for more information.
Bachelors
Office of Undergraduate Studies
Interdisciplinary Studies
APA, Harvard, Vancouver, ISO, and other styles
11

Parameswaran, Sreeja. "Solar Energy Conversion in Plants and Bacteria Studied Using FTIR Difference Spectroscopy and Quantum Chemical Computational Methodologies." Digital Archive @ GSU, 2009. http://digitalarchive.gsu.edu/phy_astr_diss/32.

Full text
Abstract:
This dissertation presents a study of the molecular mechanism underlying the highly efficient solar energy conversion processes that occur in the Photosystem I (PS I) reaction centers in plants and bacteria. The primary electron donor P700 is at the heart of solar energy conversion process in PS I and the aim is to obtain a better understanding of the electronic and structural organization of P700 in the ground and excited states. Static Fourier Transform Infra-Red (FTIR) difference spectroscopy (DS) in combination with site directed mutagenesis and Density Functional Theory (DFT) based vibrational frequency simulations were used to investigate how protein interactions such as histidine ligation and hydrogen bonding modulate this organization. (P700+-P700) FTIR DS at 77K were obtained from a series of mutants from the cyanobacterium Synechocystis sp. 6803 (S. 6803) where the amino acid residues near the C=O groups of the two chlorophylls of P700 where specifically changed. (P700+-P700) FTIR DS was also obtained for a set of mutants from C. reinhardtii where the axial ligand to A0-, the primary electron acceptor in PS I was modified. The FTIR DS obtained from these mutants provides information on the axial ligands, the hydrogen bonding status as well as the polarity of the environment of specific functional groups that are part of the chlorophyll molecules that constitute P700. Assignment of the FTIR bands to vibrational modes in specific types of environment is very difficult. In order to assist the assignment of the difference bands in experimental spectra DFT based vibrational mode frequency calculations were undertaken for Chl-a and Chl-a+ model molecular systems under different set of conditions; in the gas phase, in solvents using the Polarizable Continuum Model (PCM), in the presence of explicit solvent molecules using QM/MM methods, and in the presence of axial ligands and hydrogen bonds. DFT methods were also used to calculate the charge, spin and redox properties of Chl-a/Chl-a’ dimer models that are representative of P700, the primary electron donor in PS I.
APA, Harvard, Vancouver, ISO, and other styles
12

Eck, Johanna, and Johansson Sofie. "Social media acceptance in B2B marketing : A study exploring the reasons behind the difference in social media usage between B2B and B2C markets." Thesis, Luleå tekniska universitet, Institutionen för ekonomi, teknik och samhälle, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-79891.

Full text
Abstract:
Social media is a fast growing platform when it comes to marketing. It is, however, used to a greater extent by business-to-consumer (B2C) companies than by business-to-business (B2B) companies. Because of this there has been considerably less research done concerning marketing on social media for B2B, compared to B2C.  This study explores why social media marketing is less common in B2B than B2C. This was done by conducting eleven one-on-one interviews with people who work at different B2B companies, and who have influence over their respective company’s marketing process. To analyse and evaluate the findings of this study the Technology Acceptance Model (TAM) was used. By identifying the external variables that deter B2B companies from using social media the perceived usefulness and ease of use were analysed in order to explore what affects the difference in social media acceptance for marketing between B2B and B2C companies.  The findings of this study show that the perceived ease of use is the dominant factor that deters B2B companies from using social media for marketing purposes. This is however not the reason for the difference between B2B and B2C. The difference can instead be explained by a more negative perception of the usefulness of marketing on social media. This negative perception is a result of the characteristics of social media, the industry the company is operating within, as well as the company’s products and customers.
Sociala medier är en snabbt växande plattform när det kommer till marknadsföring. Det används dock i större utsträckning av business-to-consumer (B2C) företag än av business-to-business (B2B) företag. På grund av detta har det gjorts betydligt mindre forskning gällande marknadsföring på sociala medier för B2B än vad som har gjorts för B2C. Denna studie utforskar varför marknadsföring på sociala medier är mindre vanligt i B2B än B2C. Detta har gjorts genom att genomföra 11 intervjuer, öga-mot-öga, med personer som arbetar på olika B2B-företag och som har inflytande över sitt respektive företags marknadsföringsprocess. För att analysera och utvärdera resultaten från denna studie användes Technology Acceptance Model (TAM), en modell som mäter acceptansen av olika tekniska plattformar. Genom att identifiera de externa variabler som hindrar B2B-företag från att använda sociala medier analyserades användbarheten och användarvänligheten, som den uppfattas av dem intervjuade, för att undersöka vad som påverkar skillnaden i sociala media acceptans i marknadsföringssyfte mellan B2C- och B2B-företag.  Resultaten av denna studie visar att den upplevda användarvänligheten är den dominerande faktorn som hindrar B2B-företag från att använda sociala medier för marknadsföringssyften. Detta är dock inte orsaken till skillnaden mellan B2B och B2C. Skillnaden kan istället förklaras av en negativare uppfattning av användbarheten av marknadsföring på sociala medier. Denna negativa uppfattning är ett resultat av egenskaperna hos sociala medier, den bransch som företaget är verksam inom, samt företagets produkter och kunder.
APA, Harvard, Vancouver, ISO, and other styles
13

Johansson, Sofie, and Johanna Eck. "Social media acceptance in B2B marketing : A study exploring the reasons behind the difference in social media usage between B2B and B2C markets." Thesis, Luleå tekniska universitet, Institutionen för ekonomi, teknik och samhälle, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-79893.

Full text
Abstract:
Social media is a fast growing platform when it comes to marketing. It is, however, used to a greater extent by business-to-consumer (B2C) companies than by business-to-business (B2B) companies. Because of this there has been considerably less research done concerning marketing on social media for B2B, compared to B2C.  This study explores why social media marketing is less common in B2B than B2C. This was done by conducting eleven one-on-one interviews with people who work at different B2B companies, and who have influence over their respective company’s marketing process. To analyse and evaluate the findings of this study the Technology Acceptance Model (TAM) was used. By identifying the external variables that deter B2B companies from using social media the perceived usefulness and ease of use were analysed in order to explore what affects the difference in social media acceptance for marketing between B2B and B2C companies.  The findings of this study show that the perceived ease of use is the dominant factor that deters B2B companies from using social media for marketing purposes. This is however not the reason for the difference between B2B and B2C. The difference can instead be explained by a more negative perception of the usefulness of marketing on social media. This negative perception is a result of the characteristics of social media, the industry the company is operating within, as well as the company’s products and customers.
Sociala medier är en snabbt växande plattform när det kommer till marknadsföring. Det används dock i större utsträckning av business-to-consumer (B2C) företag än av business-to-business (B2B) företag. På grund av detta har det gjorts betydligt mindre forskning gällande marknadsföring på sociala medier för B2B än vad som har gjorts för B2C. Denna studie utforskar varför marknadsföring på sociala medier är mindre vanligt i B2B än B2C. Detta har gjorts genom att genomföra 11 intervjuer, öga-mot-öga, med personer som arbetar på olika B2B-företag och som har inflytande över sitt respektive företags marknadsföringsprocess. För att analysera och utvärdera resultaten från denna studie användes Technology Acceptance Model (TAM), en modell som mäter acceptansen av olika tekniska plattformar. Genom att identifiera de externa variabler som hindrar B2B-företag från att använda sociala medier analyserades användbarheten och användarvänligheten, som den uppfattas av dem intervjuade, för att undersöka vad som påverkar skillnaden i sociala media acceptans i marknadsföringssyfte mellan B2C- och B2B-företag.  Resultaten av denna studie visar att den upplevda användarvänligheten är den dominerande faktorn som hindrar B2B-företag från att använda sociala medier för marknadsföringssyften. Detta är dock inte orsaken till skillnaden mellan B2B och B2C. Skillnaden kan istället förklaras av en negativare uppfattning av användbarheten av marknadsföring på sociala medier. Denna negativa uppfattning är ett resultat av egenskaperna hos sociala medier, den bransch som företaget är verksam inom, samt företagets produkter och kunder.
APA, Harvard, Vancouver, ISO, and other styles
14

Talukdar, Muhammad Bakhtear U. "CFO Turnover, Firm’s Debt-Equity Choice and Information Environment." FIU Digital Commons, 2016. http://digitalcommons.fiu.edu/etd/2618.

Full text
Abstract:
The CEO and CFO are the two key executives of a firm. They work cohesively to ensure the growth of the firm. After the adoption of the Sarbanes Oxley Act (SOX) in 2002, the importance of CFOs has increased due to their personal legal obligation in certifying the accuracy of financial statements. Only a few papers such as Mian (2001), Fee and Hadlock (2004), and Geiger and North (2006) focus on CFOs in the pre-SOX era. However, a vacuum exists in research focusing exclusively on CFOs in the post-SOX era. The purpose of this dissertation is to delve into a comprehensive investigation of the CFOs. More specifically, I answer three questions: a) does the CEO change lead to the CFO change? b) does the CFO appointment type affect the firm’s debt-equity choice? and c) does the CFO appointment affect the firm’s information environment? I use Shumway’s (2001) dynamic hazard model in answering question ‘a’. For question ‘b’, I use instrumental variable (IV) regression under various estimation techniques to control for endogeneity. For part ‘c’, I use the cross sectional difference-in-difference (DND) methodology by pairing treatment firms with control firms chosen by the propensity scores matching (PSM). I find there is about a 70% probability of CFO replacement after the CEO replacement. Both of their replacements are affected by prior year’s poor performance. In addition, as a custodian of the firm’s financial reporting, the CFO is replaced proactively due to a probability of restatement of earnings. I find firms with internal CFO hires issue more equity in the year of appointment than firms with external hires. The promoted CFO significantly improves the firm’s overall governance which helps the firm obtain external financing from equity issue. However, I find that CFO turnover does not significantly affect the firm’s information environment. To ensure that my finding is not due to mixing up of samples of good and distressed firms together, I separated distressed firms and re-ran my models and my finding still holds. This dissertation fills the gap in the literature with regards to CFOs and their post SOX relationship with the firm.
APA, Harvard, Vancouver, ISO, and other styles
15

Myrestam, Isak. "Does infrastructure pave the way for higher property demand? : A difference-in-differences analysis of the effect of the Bothnia Line on real estate prices in Västerbotten." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-415115.

Full text
Abstract:
This study explores the concept of improved train infrastructure in Sweden and how it affects the attractiveness of cities. The research uses a difference-in-differences model to determine whether the construction of the Bothnia Line in northern Sweden has had an impact on real estate prices in the municipalities Nordmaling and Robertsfors between 2008-2016. By employing the hedonic price model, the study finds evidence that house-specific factors such total house size in square meters, location near water and size of backyard all play a role in determining the final purchase price of houses in the two municipalities. However, the findings of this study do not indicate that the launch or the subsequent investments on the Bothnia Line has had any measurable impact on the real estate prices in the region. This is in line with previous research on the project.
APA, Harvard, Vancouver, ISO, and other styles
16

Yu, Haishan. "Essays on Environmental and Energy Economics." Doctoral thesis, Uppsala universitet, Nationalekonomiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-222837.

Full text
Abstract:
Essay I: In January, 2005, the EU launched the first international emissions trading system (EU ETS), aimed at reducing carbon emissions in a cost-effective way by means of a market-based instrument. In this paper, we use the treatment/control, before/after design of the natural experiment approach to investigate the treatment effect of the EU ETS on the profitability of a sample of Swedish energy firms in 2005 and 2006. We also investigate whether under-cap and over-cap firms respond differently to the EU ETS. The estimation results in general suggest no significant impact in 2005 and a negative significant impact in 2006. The sub-sample analysis suggests that profitability of under-cap and over-cap firms were affected differently by the EU ETS in 2005, but not in 2006. Essay II: The paper empirically explores the possible causes behind electricity price jumps in the Nordic electricity market, Nord Pool. A time-series model (a mixed GARCH-EARJI jump model) capturing the common statistical features of electricity prices is used to identify price jumps. By the model, a categorical variable is defined distinguishing no, positive and negative jumps. The causes for the jumps are then explored through the use of ordered probit models in a second stage. The empirical results indicate that the structure of the market plays an important role in whether shocks in the demand and supply for electricity translate into price jumps. Essay III: Scientific evidence indicates that human development faces multiple and interacting regime-switching environmental thresholds such as climate change, ocean acidification and biodiversity loss. And crossing one or more such thresholds would trigger rapid and large changes in our life-support system with widespread consequences. This paper attempts to study the effects of such thresholds on human well-being in a growth theoretical framework. We derive the accounting prices of pollution stocks such as the concentration of greenhouse gases for the risk of triggering catastrophic events, which are needed for conducting a dynamic cost-benefit analysis. We first analyze a simple model with a single threshold and then extend it to a planar system with correlated double thresholds with a joint probability distribution. the results can be applied for analyzing global climate change and ocean acidification risks, which are highlighted in a Nature article by Rockström et al. (2009). Essay IV: Lump-sum transfers as a means of tackling climate change are mainly perceived as a theoretical construct to achieve the first best Pareto optimum. The previous literature on lump-sum transfers normally focuses on the two polar cases: the absence of lump-sum transfers and perfect or unconstrained lump-sum transfers, leaving the middle way aside. In this paper, we attempt to explore the unmarked part by developing a model where transfer costs are explicitly taken into account. We show that whether the Pareto optimum characterized by the equalization of marginal abatement costs is attainable depends on the formation of transfer costs. When the marginal transfer cost is zero, the separability of equity and efficiency under perfect lump-sum transfers is kept. However, when the marginal transfer cost is positive, the optimum with equalization of marginal abatement costs is neither attainable, nor desirable. We also simulate a policy experiment in China to review the optimal abatement and transfer patterns between China's provinces within a framework of imperfect lump-sum transfers. The highlighted welfare gains is supportive of considering lump-sum transfers as a national climate change policy.
APA, Harvard, Vancouver, ISO, and other styles
17

McKay, Ian Ross. "Assessing orientations to cultural difference of the faculty of a university foundation programme in the Gulf Cooperation Council : a mixed-methods approach informed by the Intercultural Development Continuum and using the Intercultural Development Inventory." Thesis, University of Exeter, 2013. http://hdl.handle.net/10871/13781.

Full text
Abstract:
This study examined the orientations to cultural difference of sojourner educators in the Foundation Program at Qatar University to determine if orientations were correlated with select demographic and experiential variables, including gender, age, time overseas, education level, formative region, ethnic minority status, job position, length of time in Qatar, intercultural marriage, default language, formal teacher training, and overseas development organization experience. This study used a sequential mixed-method design. Perceived and Developmental Orientations were measured using the Intercultural Development Inventory© (V.3), which produced a measure of each respondent’s orientation to cultural difference. Focus group interviews were conducted to engage participants in explaining and interpreting the findings. Five focus groups of three to six participants each were conducted. Most of the teachers were found to operate from within the transitional orientation of Minimization, although individual scores ranged from Denial to Adaptation. On average, the educators were found to overestimate their orientations by 31 points. A positive correlation between orientation and formative region was found, with participants from North America showing the highest orientation. Statistically significant differences emerged for orientations when comparing Middle East and North African (MENA) and North American formative regions. Formative region was found to account for 4.8% of the variance in orientation and is a significant fit of the data. Focus groups participants speculated that (a) core differences regarding multiculturalism in MENA and North American cultures help explain the results, (b) aspects of the workplace culture and both the broader MENA and local Qatari culture encourage a sense of exclusion, and (c) external events further complicate cross-cultural relations. The study findings add to the literature by providing baseline orientation data on sojourner educators in post-secondary education in the GCC region, and by confirming some of the findings of similar studies. The study provides practitioners with suggestions for staffing and professional development. Future research should focus on the measurement of orientations in broader samples of educators, changes in orientation over time in Qatar and other cultural contexts, differences in orientation among short-term vs. long-term expatriates, the impact of employment systems and societal structures on orientations in sojourner educators, the impact of educator orientation to cultural difference on student achievement, and the design of effective cross-cultural professional development for educators.
APA, Harvard, Vancouver, ISO, and other styles
18

Yi, Hye Yon. "Turing instabilities in a S-I-R model /." Online version of thesis, 2008. http://hdl.handle.net/1850/5901.

Full text
APA, Harvard, Vancouver, ISO, and other styles
19

Woods, Berietta F. "Numerical instabilities in finite-difference models of ordinary differential equations." DigitalCommons@Robert W. Woodruff Library, Atlanta University Center, 1989. http://digitalcommons.auctr.edu/dissertations/389.

Full text
Abstract:
We investigate various mechanisms for the occurrence of numerical instabilities in the discrete modeling of ordinary differential equations by finite-differences. The Logistic equation is used to illustrate the three types of numerical instabilities. Our results can be easily generalized to arbitrary first-order differential equations.
APA, Harvard, Vancouver, ISO, and other styles
20

Kluge, Tino. "Pricing derivatives in stochastic volatility models using the finite difference method." Master's thesis, Universitätsbibliothek Chemnitz, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-195504.

Full text
Abstract:
The Heston stochastic volatility model is one extension of the Black-Scholes model which describes the money markets more accurately so that more realistic prices for derivative products are obtained. From the stochastic differential equation of the underlying financial product a partial differential equation (p.d.e.) for the value function of an option can be derived. This p.d.e. can be solved with the finite difference method (f.d.m.). The stability and consistency of the method is examined. Furthermore a boundary condition is proposed to reduce the numerical error. Finally a non uniform structured grid is derived which is fairly optimal for the numerical result in the most interesting point
Das stochastische Volatilitaetsmodell von Heston ist eines der Erweiterungen des Black-Scholes-Modells. Von der stochastischen Differentialgleichung fuer den unterliegenden Prozess kann eine partielle Differentialgleichung fuer die Wertfunktion einer Option abgeleitet werden. Es wird die Loesung mittels Finiter Differenzenmethode untersucht (Konsistenz, Stabilitaet). Weiterhin wird eine Randbedingung und ein spezielles nicht-uniformes Netz vorgeschlagen, was zu einer starken Reduzierung des numerischen Fehlers der Wertfunktion in einem ganz bestimmten Punkt fuehrt
APA, Harvard, Vancouver, ISO, and other styles
21

Kluge, Tino. "Pricing derivatives in stochastic volatility models using the finite difference method." Master's thesis, Universitätsbibliothek Chemnitz, 2003. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200300086.

Full text
Abstract:
The Heston stochastic volatility model is one extension of the Black-Scholes model which describes the money markets more accurately so that more realistic prices for derivative products are obtained. From the stochastic differential equation of the underlying financial product a partial differential equation (p.d.e.) for the value function of an option can be derived. This p.d.e. can be solved with the finite difference method (f.d.m.). The stability and consistency of the method is examined. Furthermore a boundary condition is proposed to reduce the numerical error. Finally a non uniform structured grid is derived which is fairly optimal for the numerical result in the most interesting point
Das stochastische Volatilitaetsmodell von Heston ist eines der Erweiterungen des Black-Scholes-Modells. Von der stochastischen Differentialgleichung fuer den unterliegenden Prozess kann eine partielle Differentialgleichung fuer die Wertfunktion einer Option abgeleitet werden. Es wird die Loesung mittels Finiter Differenzenmethode untersucht (Konsistenz, Stabilitaet). Weiterhin wird eine Randbedingung und ein spezielles nicht-uniformes Netz vorgeschlagen, was zu einer starken Reduzierung des numerischen Fehlers der Wertfunktion in einem ganz bestimmten Punkt fuehrt
APA, Harvard, Vancouver, ISO, and other styles
22

Kluge, Tino. "Pricing derivatives in stochastic volatility models using the finite difference method." [S.l. : s.n.], 2002. http://www.bsz-bw.de/cgi-bin/xvms.cgi?SWB10447116.

Full text
APA, Harvard, Vancouver, ISO, and other styles
23

Kluge, Tino. "Illustration of stochastic processes and the finite difference method in finance." Universitätsbibliothek Chemnitz, 2003. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200300079.

Full text
Abstract:
The presentation shows sample paths of stochastic processes in form of animations. Those stochastic procsses are usually used to model financial quantities like exchange rates, interest rates and stock prices. In the second part the solution of the Black-Scholes PDE using the finite difference method is illustrated
Der Vortrag zeigt Animationen von Realisierungen stochstischer Prozesse, die zur Modellierung von Groessen im Finanzbereich haeufig verwendet werden (z.B. Wechselkurse, Zinskurse, Aktienkurse). Im zweiten Teil wird die Loesung der Black-Scholes Partiellen Differentialgleichung mittels Finitem Differenzenverfahren graphisch veranschaulicht
APA, Harvard, Vancouver, ISO, and other styles
24

Ghanam, Boushra. "Toward an integrated process model of consumer grudgeholding : does gender make any difference?" Thesis, Brunel University, 2016. http://bura.brunel.ac.uk/handle/2438/14502.

Full text
Abstract:
As consumers or customers, when we go into a shop and buy a product or, these days, when we buy something online, we expect not only the product itself to be fit for purpose but we also expect that we, the customers, get good customer service. If we get good or excellent customer service, we leave the shop feeling satisfied and positive in some way. How do shops, online or otherwise, or any other organisations, such as banks, hospitals or universities help to ensure that their employees deliver the appropriate customer service? It is still the main challenge. Thus, there are instances when a customer does not get the service that they deserve, or believe that they deserve. A happy, satisfied customer may perhaps tell others and thus encourage others to buy or go to that particular shop or organisation thus benefiting the business (new customers, who will spend money). However, there is evidence that an angry, upset dissatisfied customer will almost certainly tell five, or perhaps more, people of their bad experience. This is, clearly, bad for the business in question. No wonder, then, that businesses want, and need, to ensure that they have happy, satisfied customers and not dissatisfied or grudgeholders. Given the importance of customer satisfaction to businesses/organisations, the literature in this area demonstrates that there is still much to further understand about not only customer satisfaction but, importantly, customer dissatisfaction. Dissatisfaction can be short and easily forgotten and it might be argued that this might not negatively affect a business/organisation too much in terms of future business. However, if a customer experiences or believes that they have suffered a great deal of negative emotions such as anger, fear, disappointment, betrayal and/or disgust, as well as perhaps telling many people, potential future customers about their bad experience they may well, also, take more direct action in the form of either making a formal complaint to the business/organisation, or perhaps retaliating in some way either immediately or at the nearest opportunity. Such a customer may hold a grudge against the business/organisation which is not only bad for the customer for their mental health (holding a grudge is negative) but is also bad for the business/organisation, too. Unfortunately, despite vital advances in dissatisfaction and complaining behaviour research, the psychological cognitive-emotive process underlying consumers’ coping behaviour have been neglected in the literature, as major work on this issue did not take into account the different negative emotions responsible for grudge and their impact on the grudgeholding coping responses. Dealing with those customers who are more than dissatisfied is time consuming for a business/organisation. Time is money. It is therefore important that, if businesses/organisations are to better understand their customers’ feeling and thinking to be able to predict their behaviours in order to make them happy returners instead of angry revengers. Therefore, it is essential to understand the experiences of grudgeholding customers through a process model and to look closely at issues related to grudgeholding, including the wide range of retaliatory behaviours. These might well vary according to factors such as the cost of the product (dissatisfaction might be greater for a goods or service costing a lot of money compared to something costing very little) but it may also vary according to individual characteristics of the customers themselves. Gender also plays its part, perhaps, that is, men and women may possibly think, feel and behave differently when it comes to holding grudge or retaliating as always controversial disputes exist in terms of gender differences. For example, females complain and spread the word more aligning with their communal stereotypical nature, and males like bargains and shop to win according to their agentic stereotypical nature. There is a need to further explore the consumer grudgeholding behaviour and why emotion is an important factor when talking about grudgeholding, the behaviours undertaken by those who hold a grudge and the impact of grudges on businesses/organisations if businesses/organisations are to better deal with their customers. Therefore, a cognitive-emotive process model is developed based mainly on cognitive appraisal theory to better understand consumers grudgeholding through deeper insight on their cognitions and emotions. The model is designed due to the lack of attention to the role of emotion in the dissatisfying marketplace experience. The model presents cognitive appraisal as the key element in the evaluation of grudgeholding consumer stress and aggression. Stressful appraisal outcomes are posited to elicit emotive reactions that, in combination with cognitive appraisal, impact the type of coping strategy used by the grudgeholder. Two coping strategies (problem focused and emotion focused) are recognized and discussed. Key propositions are presented to answer some questions about consumer grudgeholding behaviours such as (causes of grudge, product or service involved, the cost, the emotions generated, the coping behaviours like complaining and word-of-mouth, the corrective actions, the current emotions, the purchase intentions and future behaviours). To achieve the aims of this study, the research described in this thesis adopts the positivist research, quantitative research approach. According to the exploratory nature of this research, self-administered questionnaires are used for data generation. Closed and open-ended questions (specifically propping questions) were both used in the research as a way of motivating the respondent’s memory to retrieve a previous experience and recall actions and behaviours. Using both closed and open-ended questions provides the research with expected and unexpected answers. The research used non-probability sampling; namely, convenience sampling consisted of 786 responses to undergraduates and postgraduates British students whose age groups range from 18 to 39.The survey data were subsequently edited, coded and entered in SPSS 20 for analysis. The ultimate contribution of this study stems from explaining the consumer grudgeholding phenomenon by designing a cognitive-emotive process model that takes the role of consumer’s emotion into account. The findings revealed that emotion made a critical difference, especially anger. Gender gap was relatively small between the young British males and females. Angry females shared their negative experiences with others more than angry males. Besides, females shop to love and males shop to win.
APA, Harvard, Vancouver, ISO, and other styles
25

Meletiadis, Ananias. "The deterrence effect of the implementation of the Department of Defense's drug prevention policy among military personnel." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2004. http://library.nps.navy.mil/uhtbin/hyperion/04Mar%5FMeletiadis.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
26

Abbe, Marisa Kristine. "An Analysis of Cultural Competence, Cultural Difference, and Communication Strategies in Medical Care." Case Western Reserve University School of Graduate Studies / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=case1283441352.

Full text
APA, Harvard, Vancouver, ISO, and other styles
27

Cofield, Jormell Bland. "Difference in ninth-grade student performance between small learning communities and traditional high school models." DigitalCommons@Robert W. Woodruff Library, Atlanta University Center, 2012. http://digitalcommons.auctr.edu/dissertations/434.

Full text
Abstract:
The purpose of this causal-comparative research study was to determine the extent to which ninth-grade student performances are impacted by the small learning community model. The urban high school of interest performed higher than the district in all accountability areas, and was comparable to the state in all areas except ninth-grade on track performance. Transforming this urban school district into small learning conmiunities was planned in order to address the needs of students with the ultimate goal of increasing the graduation rate and lowering the dropout rate. The urban school district being investigated in this study began the SLC transformation process with one school. That high school went from a comprehensive high school traditional model with a magnet program to the SLC model with four different academies. This one comprehensive school is phasing the SLC academies in by grade level. This affords the school the ability to make adjustments as the model is phased in during 4 years. The SLC model and traditional model of high school and the impact of the school model on ninth-grade student performance measures. It was proposed that the following variables were directly related to ninth-grade student achievement: number of absences; scores on the science, mathematics, and literature EOCTs; number of disciplinary referrals; GPA; and grade promotion. An investigation was also conducted to determine if there was a relationship between school model, gender, and student performance. Teacher perceptions are analyzed to determine their reflections on the processes for any correlations to the student outcomes. The study was designed to determine if those basic needs are met through the SLC model or the traditional school model. The Statistical Package for Social Sciences (SPSS) to analyze the data. Analyses of variance were used to compare six of the dependent variables between the two school models and for comparisons of these same variables among the four academies. The interviews were transcribed and coded to established dominant and emergent themes as it related to ninth-grade student achievement. Based on the findings, there were statistically no differences between the SLC and traditional school model for the ninth grade measures such as EOCT scores in mathematics, science, and English, grade point average and the number of disciplinary referrals. In addition, students enrolled in the traditional school model had significantly fewer absences, and there were a larger percentage of ninth grades students promoted in the traditional model than students who were enrolled in the SLC model. The researcher concludes that in year one of the implementation of the SLC model there was no significant impact on ninth grade student outcomes.
APA, Harvard, Vancouver, ISO, and other styles
28

Amenta, Pablo Marco. "On finite difference solutions for the ocean wave spectrum in regions of non-uniform water depth." Thesis, Virginia Tech, 1989. http://hdl.handle.net/10919/44698.

Full text
Abstract:

This investigation is concerned with the determination of the sea state in terms of wave spectra. The phenomenum was calculated for two different bathymetries.

The purpose is to develop a finite difference method with an upwind differencing scheme to g solve several formulations of the wave action conservation equation. The computations were done in the wave number space and the frequency direction space. For the case of a beach with constant slope the results were compared with the analytical solution. For the case of an elliptical submerged shoal, they were compared with experimental data.

The results of the computer code showed a fairly good qualitative agreement with the actual values for a smooth distribution of input energy.
Master of Science

APA, Harvard, Vancouver, ISO, and other styles
29

Jung, Kyung Tae. "On three-dimensional hydrodynamic numerical modelling of wind induced flows in stably stratified waters : a Galerkin-finite difference approach." Title page, contents and summary only, 1989. http://web4.library.adelaide.edu.au/theses/09PH/09phj95.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
30

Ottosson, Martin. "Jobbskatteavdraget och dess effekter på sysselsättningen - En difference-in-differences analys av reformens tre första år." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-144623.

Full text
Abstract:
I denna studie undersöks hur införandet av jobbskatteavdraget 2007 och de två utbyggnaderna 2008-2009 påverkade arbetsmarknaden i form av sysselsättning, arbetslöshet, långtidsarbetslöshet och sysselsättning i åldersgruppen 55-64 år. Med utgångspunkt från en tillämpning av konsumtionsteorin, med arbetsutbudet i fokus, så görs en difference-in-differences analys av reformens tre första år i jämförelse med tre år innan dess införande. Resultaten visar att införandet av jobbskatteavdraget har haft en positiv effekt på arbetsmarknaden i form av en större andel avbefolkningen i arbete, medan ytterliggare steg av jobbskatteavdraget ger estimat som tyder på att effekten blir en minskad aktivitet på arbetsmarknaden.
APA, Harvard, Vancouver, ISO, and other styles
31

Farquhar, Megan Elizabeth. "Cardiac modelling with fractional calculus: An efficient computational framework for modelling the propagation of electrical impulses in the heart." Thesis, Queensland University of Technology, 2018. https://eprints.qut.edu.au/120682/1/__qut.edu.au_Documents_StaffHome_StaffGroupH%24_halla_Desktop_Megan_Farquhar_Thesis.pdf.

Full text
Abstract:
Heart failure is one of the most common causes of death in the western world. Many heart problems are linked to disturbances in cardiac electrical activity. Further understanding of how electrical impulses propagate through the heart may lead to new diagnosis and treatment options. Using our novel numerical scheme, we are able to conduct preliminary investigations into the effect of fixed and variable order fractional Laplacian operators for modelling propagation of electrical impulses through the heart. We implement our numerical framework to solve the coupled monodomain, Beeler-Reuter model. Preliminary results confirm the effectiveness of our numerical scheme, and pave the way to exciting areas of future research.
APA, Harvard, Vancouver, ISO, and other styles
32

Haque, Amil. "Modeling of the excited modes in inverted embedded microstrip lines using the finite-difference time-domain (FDTD) technique." Thesis, Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/26582.

Full text
Abstract:
Thesis (M. S.)--Electrical and Computer Engineering, Georgia Institute of Technology, 2009.
Committee Chair: Tentzeris, Emmanouil; Committee Member: Andrew Peterson; Committee Member: Laskar, Joy; Committee Member: Papapolymerou, Ioannis. Part of the SMARTech Electronic Thesis and Dissertation Collection.
APA, Harvard, Vancouver, ISO, and other styles
33

Al-Showaikh, Faisal Nasser Mohammed. "Numerical modelling of some systems in the biomedical sciences." Thesis, Brunel University, 1998. http://bura.brunel.ac.uk/handle/2438/6628.

Full text
Abstract:
Finite-difference numerical methods are developed for the solution of some systems in the biomedical sciences; namely, a predator-prey model and the SEIR (Susceptible/Exposed/ Infectious/Recovered) measles model. First-order methods are developed to solve the predator-prey model and one second-order method is developed to solve the SEIR measles model. The predator-prey model is extended to one-space dimension to incorporate diffusion. The SEIR measles model is extended to one-space dimension to incorporate (i) diffusion, (ii) convection and (iii) diffusion-convection. The SEIR measles model is extended further to model diffusion in two-space dimensions. The reaction terms in these systems of partial differntial equations contain nonlinear expressions. Nevetheless, it is seen that the numerical solutions are obtained by solving a linear algebraic system at each time step, as opposed to solving a nonlinear algebraic systems, which is often required when integrating non-linear partial differential equations. The development of each numerical method is made in the light of experience gained in solving the system of ordinary differential equations for each system. The numerical methods proposed for the solution of the initial-value problem for the predator-prey and measles models are characterized to be implicit. However, in each case it is seen that the numerical solutions are obtained explicitly. In a series of numerical experiments, in which the ordinary differential equations are solved first of all, it is seen that the proposed methods have superior stability properties to those of the well-known, first-order, Euler method to which they are compared. Incorporating the proposed methods into the numerical solution of partial differential equations is seen to lead to economical and reliable methods for solving the systems.
APA, Harvard, Vancouver, ISO, and other styles
34

Nixon, John Bruce. "Dispersion modelling using finite-difference methods with application to larval western king prawn (Pencieus latisulcatus) in Spencer Gulf, South Australia /." Title page, contents and abstract only, 1996. http://web4.library.adelaide.edu.au/theses/09PH/09phn736.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
35

Heuer, Christof. "High-order compact finite difference schemes for parabolic partial differential equations with mixed derivative terms and applications in computational finance." Thesis, University of Sussex, 2014. http://sro.sussex.ac.uk/id/eprint/49800/.

Full text
Abstract:
This thesis is concerned with the derivation, numerical analysis and implementation of high-order compact finite difference schemes for parabolic partial differential equations in multiple spatial dimensions. All those partial differential equations contain mixed derivative terms. The resulting schemes have been applied to equations appearing in computational finance. First, we develop and study essentially high-order compact finite difference schemes in a general setting with option pricing in stochastic volatility models on non-uniform grids as application. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In the numerical study we obtain high-order numerical convergence also for non-zero correlation and non-smooth payoffs which are typical in option pricing. In all numerical experiment a comparative standard second-order discretisation is significantly outperform. We conduct a numerical stability study which indicates unconditional stability of the scheme. Second, we derive and analyse high-order compact schemes with n-dimensional spatial domain in a general setting. We obtain fourth-order accuracy in space and second-order accuracy in time. A thorough von Newmann stability analysis is performed for spatial domain with dimensions two and three. We prove that a necessary stability condition holds unconditionally without additional restrictions on the choice of the discretisation parameters for vanishing mixed derivative terms. We also give partial results for non-vanishing mixed derivative terms. As first example Black-Scholes Basket options are considered. In all numerical experiments, where the initial conditions were smoothened using the smoothing operators developed by Kreiss, Thomée and Widlund, a comparative standard second-order discretisation is significantly outperformed. As second example the multi-dimentional Heston basket option is considered for n independent Heston processes, where for each Heston process there is a non-vanishing correlation between the stock and its volatility.
APA, Harvard, Vancouver, ISO, and other styles
36

Andersson, Per-Åke. "Computation of Thermal Development in Injection Mould Filling, based on the Distance Model." Licentiate thesis, Linköping University, Linköping University, Optimization, 2002. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-5733.

Full text
Abstract:

The heat transfer in the filling phase of injection moulding is studied, based on Gunnar Aronsson’s distance model for flow expansion ([Aronsson], 1996).

The choice of a thermoplastic materials model is motivated by general physical properties, admitting temperature and pressure dependence. Two-phase, per-phase-incompressible, power-law fluids are considered. The shear rate expression takes into account pseudo-radial flow from a point inlet.

Instead of using a finite element (FEM) solver for the momentum equations a general analytical viscosity expression is used, adjusted to current axial temperature profiles and yielding expressions for axial velocity profile, pressure distribution, frozen layer expansion and special front convection.

The nonlinear energy partial differential equation is transformed into its conservative form, expressed by the internal energy, and is solved differently in the regions of streaming and stagnant flow, respectively. A finite difference (FD) scheme is chosen using control volume discretization to keep truncation errors small in the presence of non-uniform axial node spacing. Time and pseudo-radial marching is used. A local system of nonlinear FD equations is solved. In an outer iterative procedure the position of the boundary between the “solid” and “liquid” fluid cavity parts is determined. The uniqueness of the solution is claimed. In an inner iterative procedure the axial node temperatures are found. For all physically realistic material properties the convergence is proved. In particular the assumptions needed for the Newton-Mysovskii theorem are secured. The metal mould PDE is locally solved by a series expansion. For particular material properties the same technique can be applied to the “solid” fluid.

In the circular plate application, comparisons with the commercial FEM-FD program Moldflow (Mfl) are made, on two Mfl-database materials, for which model parameters are estimated/adjusted. The resulting time evolutions of pressures and temperatures are analysed, as well as the radial and axial profiles of temperature and frozen layer. The greatest differences occur at the flow front, where Mfl neglects axial heat convection. The effects of using more and more complex material models are also investigated. Our method performance is reported.

In the polygonal star-shaped plate application a geometric cavity model is developed. Comparison runs with the commercial FEM-FD program Cadmould (Cmd) are performed, on two Cmd-database materials, in an equilateral triangular mould cavity, and materials model parameters are estimated/adjusted. The resulting average temperatures at the end of filling are compared, on rays of different angular deviation from the closest corner ray and on different concentric circles, using angular and axial (cavity-halves) symmetry. The greatest differences occur in narrow flow sectors, fatal for our 2D model for a material with non-realistic viscosity model. We present some colour plots, e.g. for the residence time.

The classical square-root increase by time of the frozen layer is used for extrapolation. It may also be part of the front model in the initial collision with the cold metal mould. An extension of the model is found which describes the radial profile of the frozen layer in the circular plate application accurately also close to the inlet.

The well-posedness of the corresponding linearized problem is studied, as well as the stability of the linearized FD-scheme.


Report code: LiU-TEK-LIC-2002:66.
APA, Harvard, Vancouver, ISO, and other styles
37

Karadogan, Erol. "Numerical Modeling Of Re-suspension And Transport Of Fine Sediments In Coastal Waters." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/2/12605676/index.pdf.

Full text
Abstract:
In this thesis, the theory of three dimensional numerical modeling of transport and re-suspension of fine sediments is studied and a computer program is develped for simulation of the three dimensional suspended sediment transport. The computer program solves the three dimensional advection-diffusion equation simultaneously with a computer program prepared earlier for the simulation of three dimensional current systems. This computer program computes the velocity vectors, eddy viscosities and water surface elavations which are used as inputs by the program of fine sediment transport. The model is applied to Bay of Izmir for different wind conditions.
APA, Harvard, Vancouver, ISO, and other styles
38

Crooks, Matthew Stuart. "Application of an elasto-plastic continuum model to problems in geophysics." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/application-of-an-elastoplastic-continuum-model-to-problems-in-geophysics(56bc2269-3eb2-47f9-8482-b62e8e053b76).html.

Full text
Abstract:
A model for stress and strain accumulation in strike slip earthquake faults is presented in which a finite width cuboidal fault region is embedded between two cuboidal tectonic plates. Elasto-plastic continuum constitutive equations model the gouge in the fault and the tectonic plates are linear elastic solids obeying the generalised Hooke's law. The model predicts a velocity field which is comparable to surface deformations. The plastic behaviour of the fault material allows the velocities in the tectonic plate to increase to values which are independent of the distance from the fault. Both of the non-trivial stress and strain components accumulate most significantly in the vicinity of the fault. The release of these strains during a dynamic earthquake event would produce the most severe deformations at the fault which is consistent with observations and the notion of an epicenter. The accumulations in the model, however, are at depths larger than would be expected. Plastic strains build up most significantly at the base of the fault which is in yield for the longest length of time but additionally is subject to larger temperatures which makes the material more ductile. The speed of propagation of the elasto-plastic boundary is calculated and its acceleration towards the surface of the fault may be indicative of a dynamic earthquake type event.
APA, Harvard, Vancouver, ISO, and other styles
39

Navera, Umme Kulsum. "Development of a model for predicting wave-current interactions and sediment transport processes in nearshore coastal waters." Thesis, Cardiff University, 2004. http://orca.cf.ac.uk/55916/.

Full text
Abstract:
A two-dimensional numerical model has been developed to simulate wave-current induced nearshore circulation patterns in beaches and surf zones. The wave model is based on the parabolic wave equation for mild slope beaches. The parabolic equation method has been chosen because it is a viable means of predicting the characteristics of surface waves in slowly varying domains and in its present form dissipation and wave breaking are also included. The two dimensional parabolic mild slope equation was discretised and solved in a fully implicit manner, so stability did not create a major problem. This wave model was then embedded into the existing numerical model DIVAST. The sediment transport formulae from Van Rijn was used to calculate the nearshore sediment transport rate.
APA, Harvard, Vancouver, ISO, and other styles
40

Xu, Yang. "Performance Analysis of Point Source Model with Coincident Phase Centers in FDTD." Digital WPI, 2014. https://digitalcommons.wpi.edu/etd-theses/214.

Full text
Abstract:
The Finite Difference Time Domain (FDTD) Method has been a powerful tool in numerical simulation of electromagnetic (EM) problems for decades. In recent years, it has also been applied to biomedical research to investigate the interaction between EM waves and biological tissues. In Wireless Body Area Networks (WBANs) studies, to better understand the localization problem within the body, an accurate source/receiver model must be investigated. However, the traditional source models in FDTD involve effective volume and may cause error in near field arbitrary direction. This thesis reviews the basic mathematical and numerical foundation of the Finite Difference Time Domain method and the material properties needed when modeling a human body in FDTD. Then Coincident Phase Centers (CPCs) point sources models have been introduced which provide nearly the same accuracy at the distances as small as 3 unit cells from the phase center. Simultaneously, this model outperforms the usual sources in the near field when an arbitrary direction of the electric or magnetic dipole moment is required.
APA, Harvard, Vancouver, ISO, and other styles
41

Fantinel, Vinícius Dias. "Impactos da criação da ANCINE e das leis de incentivo à cultura sobre o cinema brasileiro." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2013. http://hdl.handle.net/10183/87468.

Full text
Abstract:
O presente trabalho avalia os impactos da criação da agência reguladora do cinema brasileiro (Ancine) sobre o cinema nacional. A metodologia econométrica utilizada é a difference-in-differences, na qual o grupo de controle é composto pelos filmes estrangeiros e o de tratamento pelos filmes brasileiros, todos estes exibidos nas salas de cinema brasileiras. Serão avaliados os impactos nas variáveis renda e público. Alguns controles serão adicionados às regressões com o objetivo de descobrir e isolar o efeito das outras variáveis que podem estar causando mudanças nas variáveis explicadas, tais como preço médio de ingresso e valores captados pelos produtores de filmes nacionais através das leis de incentivo à cultura. Os resultados indicam que não há evidências de que a criação da Ancine tenha criado um diferencial positivo tanto do público quanto da renda dos filmes brasileiros em relação aos estrangeiros. Os diferenciais entre público e renda devem-se ao valor captado pelos filmes nacionais através das leis de incentivo à cultura e à diferença de preços existente entre os filmes produzidos no Brasil e no exterior.
This paper evaluates the impact of the creation of the regulatory agency of the Brazilian cinema (Ancine) on Brazilian cinema. The econometric methodology used is the difference-in-differences, in which the control group is composed of foreign films and the treatment group by Brazilian films, all displayed in Brazilian cinemas. We will evaluate the impacts on income and moviegoers. Some controls are added to the regressions in order to discover and isolate the effect of other variables that may be causing changes in the variables explained, such as the average ticket price and the amount raised by the film producers obtained through national laws to encourage culture. The results indicate that there is no evidence that the creation of Ancine has created a positive differential nor the moviegoers as well as the income of Brazilian films towards foreigners. The spreads between moviegoers and income are due to the amount raised by the films through national laws to encourage culture and the price difference between the films produced in Brazil and abroad.
APA, Harvard, Vancouver, ISO, and other styles
42

Hagen, Clinton Ernest. "Comparing the performance of four calculation methods for estimating the sample size in repeated measures clinical trials where difference in treatment groups means is of interest." Oklahoma City : [s.n.], 2008.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
43

Schwarz, Rebecca M. "Cell Phone Communication Versus Face-to-Face Communication: The Effect of Mode of Communication on Relationship Satisfaction and the Difference in Quality of Communication." [Kent, Ohio] : Kent State University, 2008. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=kent1227282130.

Full text
Abstract:
Thesis (M.A.)--Kent State University, 2008.
Title from PDF t.p. (viewed Jan. 5, 2010). Advisor: Richard Serpe. Keywords: cell phone, cellular phone, relationship satisfaction, mode of communication, quality of communication, communication technology. Includes bibliographical references (p. 113-115).
APA, Harvard, Vancouver, ISO, and other styles
44

Sousa, André Pacheco. "Payroll taxes and their effects on wages and employment stability." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/11193.

Full text
Abstract:
Mestrado em Economia Monetária e Financeira
Esta dissertação explora a importância da taxa social única (TSU) e analisa a seguinte questão: Qual é o efeito nos salários e na estabilidade do emprego de uma redução da taxa social única? Desde 2009 que o Governo Português tem vindo a implementar cortes na TSU para alguns grupos específicos, no mercado de trabalho, com o objetivo de fomentar o emprego e os salários. Foram utilizados dados anuais entre 2009 e 2013 dos Quadros de Pessoal e dos registos da Segurança Social, este último com uma frequência mensal. Utilizando a metodologia das diferenças-nas-diferenças (DID), foram analisadas as recentes mudanças no mercado de trabalho Português e estimados efeitos positivos e significativos em termos de emprego. Contudo, existem pequenos impactos negativos nos salários, especialmente em trabalhadores com menos de 45 anos, mas também efeitos negativos na estabilidade do emprego com o uso deste tido de medidas.
This dissertation explores the importance of the payroll tax (TSU) and tries to analyze que following question: What is the effect on wages and employment stability of a reduction in the payroll tax? Since 2009, Portuguese Government have been implementing cuts in the payroll tax for some specific groups, in the labor market, with the aim of boosting employment and wages. I used annual data between 2009 and 2013 from Quadros de Pessoal and Social Security records, the latter on a monthly basis. Using the difference-in-differences (DID) methodology, I analyzed these recent changes in the Portuguese labor market and I estimate positive and significant effects on employment. However, I found not only small negative impact on wages, especially in workers with less than 45 years old, but also negative effects on employment stability with the use of these kinds of measures.
APA, Harvard, Vancouver, ISO, and other styles
45

Volpert, Thibault. "Étude d'un schéma différences finies haute précision et d'un modèle de fil mince oblique pour simuler les perturbations électromagnétiques sur véhicule aérospatial." Thesis, Toulouse, ISAE, 2014. http://www.theses.fr/2014ESAE0042/document.

Full text
Abstract:
Les travaux de cette thèse concerne l’étude d’une méthode élément finis d’ordre spatial élevé que l’on peut assimilé à une extension du schéma de Yee. On parle alors de méthode différences finies d’ordre élevé. Après avoir donné, dans un premier chapitre, un historique non exhaustif des principales méthodes utilisées pour résoudre les équations de Maxwell dans le cadre de problèmes de CEM et montré l’ intérêt de disposer d’un solveur de type "différences finies d’ ordre élevé", nous présentons dans un deuxième chapitre le principe de la méthode. Nous donnons pour cela les caractéristiques du schéma spatial et temporel en précisant les conditions de stabilité de la méthode. En outre, dans une étude purement numérique, nous étudions la convergence du schéma. On se focalise ensuite sur la possibilité d’utiliser des ordres spatiaux variable par cellules dans chaque direction de l’espace. Des comparaisons avec le schéma de Yee et un schéma de Galerkin Discontinu particulier sont ensuite effectuées pour montrer les gains en coûts calcul et mémoire et donc l’intérêt de notre approche par rapport aux deux autres. Dans un troisième chapitre, nous nous intéressons à l’étude de modèles physiques indispensable au traitement d’un problème de CEM. Pour cela, nous nous focalisons particulièrement sur un modèle de fil mince oblique, des modèles de matériaux volumiques et minces et enfin sur la prise en compte de sol parfaitement métallique dans une agression de type onde plane. Chaque modèle est détaillé et validé par comparaison avec des solutions analytiques ou résultant de la littérature, sur des exemples canoniques. Le quatrième chapitre est dédié à une technique d’hybridation entre notre méthode et une approche Galerkin Discontinu en vue de traiter des géométries possédant des courbures. Nous donnons pour cela une stratégie d’hybridation basée sur l’échange de flux qui garantie au niveau continue la conservation d’une énergie. Nous présentons ensuite quelques exemples montrant la validité de notre approche dans une stratégie multi-domaines/multi-méthodes que nous précisons. Enfin le dernier chapitre de cette thèse concerne l’exploitation de notre méthode sur des cas industriels en comparaisons avec d’autres méthodes ou des résultats expérimentaux
This thesis is about the study of a high spatial finite element method whichcan be assimilated at an extension of the Yee schema. In the next, this method is also called high order finite difference method. In the first chapter, we give a non exhaustive recall of the major methods used to treat EMC problems and we show the necessity to have this kind of schema to simulate efficiently some EMC configurations. In the second chapter, the principle of the numerical method is presented and a stability condition is given. A numerical study analysis of the schema convergence is also done. Next, we show the interest to have the possibility to use local spatial order by cell in each direction of the computational domain. Some canonic examples are given to show the advantages interms of CPU time and memory storage of the method by comparison with Yee’s scheme and DG approach. In the third chapter, we define and validate on several examples,some physical models as thin wire, materials and perfectly metallic ground in presence of a plane wave, to have the possibility to treat EMC problems. The fourth chapter is about a hybridization strategy between our high order FDTD method and a DG schema.We focalize our study on a hybrid method which provides an energy conservation of the continuous problem. A numerical example is given to validate the method. Finally, in the last chapter, we present some simulations on industrial problems to show the possibility of the method to treat realistic EMC problems
APA, Harvard, Vancouver, ISO, and other styles
46

Thurnham, A. J. "Computational modelling of the neural systems involved in schizophrenia." Thesis, University of Hertfordshire, 2008. http://hdl.handle.net/2299/1842.

Full text
Abstract:
The aim of this thesis is to improve our understanding of the neural systems involved in schizophrenia by suggesting possible avenues for future computational modelling in an attempt to make sense of the vast number of studies relating to the symptoms and cognitive deficits relating to the disorder. This multidisciplinary research has covered three different levels of analysis: abnormalities in the microscopic brain structure, dopamine dysfunction at a neurochemical level, and interactions between cortical and subcortical brain areas, connected by cortico-basal ganglia circuit loops; and has culminated in the production of five models that provide useful clarification in this difficult field. My thesis comprises three major relevant modelling themes. Firstly, in Chapter 3 I looked at an existing neural network model addressing the Neurodevelopmental Hypothesis of Schizophrenia by Hoffman and McGlashan (1997). However, it soon became clear that such models were overly simplistic and brittle when it came to replication. While they focused on hallucinations and connectivity in the frontal lobes they ignored other symptoms and the evidence of reductions in volume of the temporal lobes in schizophrenia. No mention was made of the considerable evidence of dysfunction of the dopamine system and associated areas, such as the basal ganglia. This led to my second line of reasoning: dopamine dysfunction. Initially I helped create a novel model of dopamine neuron firing based on the Computational Substrate for Incentive Salience by McClure, Daw and Montague (2003), incorporating temporal difference (TD) reward prediction errors (Chapter 5). I adapted this model in Chapter 6 to address the ongoing debate as to whether or not dopamine encodes uncertainty in the delay period between presentation of a conditioned stimulus and receipt of a reward, as demonstrated by sustained activation seen in single dopamine neuron recordings (Fiorillo, Tobler & Schultz 2003). An answer to this question could result in a better understanding of the nature of dopamine signaling, with implications for the psychopathology of cognitive disorders, like schizophrenia, for which dopamine is commonly regarded as having a primary role. Computational modelling enabled me to suggest that while sustained activation is common in single trials, there is the possibility that it increases with increasing probability, in which case dopamine may not be encoding uncertainty in this manner. Importantly, these predictions can be tested and verified by experimental data. My third modelling theme arose as a result of the limitations to using TD alone to account for a reinforcement learning account of action control in the brain. In Chapter 8 I introduce a dual weighted artificial neural network, originally designed by Hinton and Plaut (1987) to address the problem of catastrophic forgetting in multilayer artificial neural networks. I suggest an alternative use for a model with fast and slow weights to address the problem of arbitration between two systems of control. This novel approach is capable of combining the benefits of model free and model based learning in one simple model, without need for a homunculus and may have important implications in addressing how both goal directed and stimulus response learning may coexist. Modelling cortical-subcortical loops offers the potential of incorporating both the symptoms and cognitive deficits associated with schizophrenia by taking into account the interactions between midbrain/striatum and cortical areas.
APA, Harvard, Vancouver, ISO, and other styles
47

Li, Yuh-Yuh. "Social Structure, Social Control, and Crimein in Rural Communities: A Test of Social Disorganization Theory." The Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=osu1237993548.

Full text
APA, Harvard, Vancouver, ISO, and other styles
48

Kuo, I.-Tsen, and 郭奕岑. "The effects of New Labor Pension System on Household Saving : Evidence by Difference in Difference Model." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/2x2tme.

Full text
Abstract:
碩士
淡江大學
經濟學系碩士班
102
This paper investigates the effects that the implementation of the new system of labor pension on household savings in Taiwan. Due to Taiwan''s aging society, it is the most important issue to improve the economic security of the olds. The "New Labor Pension Mechanism" was implemented in 2005 by Council of Labor Affairs. Relative to the previous system, the new system is characterized by the continuation of working seniority and may increase workers’ expectations of their future wealth.  Previous literature has explored the implementation of National Health Insurance Policy on savings, and they found NHI has significant negative effects on savings. This study further suggests that the effects of labor pension reform could greater than the NHI’s effect. We use Difference-in-Difference model to estimate a 12-year sample of "Panel Study of Family Dynamics" in Taiwan. Estimation results show that New Labor Pension Mechanism’s implementation significantly reduces household savings and the effects are higher for lower education level workers.  Explaining by Income elasticity of savings, pension’s wealth effect on those with higher socioeconomic status is relatively small, otherwise, larger. This study supplements the limitation of researches for New Labor Pension Mechanism and could be a reference for Taiwan''s old age security policy.
APA, Harvard, Vancouver, ISO, and other styles
49

HSU, JUI-SHENG, and 許瑞盛. "The Impact of Kaohsiung's Explosive Event on Neighboring Housing Price:Analysis of Difference-in-difference and Quantile Regression Model." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/w96ege.

Full text
Abstract:
碩士
國立屏東大學
不動產經營學系碩士班
106
In the middle of the night of July 31, 2014, Kaohsiung City's Cianjhen District and Lingya District failed to deal with the leakage of flammable gas in underground petrochemical pipelines in a timely manner, causing heavy disasters. The public's awareness of the risk of underground pipelines has increased instantaneously, and because of the considerable gap between the purchasers' filtering and analysis of the reconstruction information in the disaster areas, there are two positive and negative views on the housing price in the gas explosion area: one is to announce the existing industrial pipeline inquiry system. Impact on the housing market, causing the pipeline to fall through the road section and causing the volume to shrink; the other is to consider the positive management through the reconstruction of the disaster area and the appropriate management after the pipeline information is transparent, and believe that both underground pipelines and gas explosions have limited impact on housing prices. In order to investigate the impact of gas explosion events on residential prices in gas explosion areas, this paper uses the difference method and component regression model in the difference. According to the traffic control scope of the gas explosion disaster announced by the Kaohsiung Municipal Government, it is set as the experimental group and the control group respectively. conduct empirical research. The OLS estimates show that the residential price in the gas explosion area decreased by 0.2% after the gas explosion, but it did not reach a significant level, indicating that the price in the gas explosion area was not significantly affected by the gas explosion incident. The results of component regression showed that in the gas explosion area after gas explosion, the price of 0.1-component house decreased by 6.4%, which did not reach a significant level; the house price of 0.25 component decreased by 5.7%, reaching a significant level; the house price of 0.5 component decreased by 4.3%. Significant level; residential price increased by 0.2% at 0.75, which did not reach significant level; residential price decreased by 4.7% at 0.9%, which did not reach a significant level. It shows that the gas explosion incident caused the price drop in the middle and low price and the middle price in the gas explosion zone.
APA, Harvard, Vancouver, ISO, and other styles
50

Bo-HaoHuang and 黃柏豪. "Finite-difference-time-domain model of four-level gain medium using VORPAL partical-in-cell finite-difference-time-domain program." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/78044382538330303870.

Full text
Abstract:
碩士
國立成功大學
光電科學與工程學系
102
The applications of laser gain medium have been extendedly investigated. Vorpal PIC-FDTD program has a function to implement the iterative solving of differential equations by user writing the solving procedure. Therefore, we can use Vorpal to model the four-level laser gain medium. Furthermore, the interaction between the surface plasmon fields and the gain medium can be examined under this function of VORPAL. In this thesis, we first examined the iterative equations of a four-level gain medium within the FDTD simulations architecture. Then they are implemented in Vorpal program. Finally, the properties of output power vs. input power for a slab of four-level gain medium are examined and analyzed. In the future, we hope to combine surface plasmon effect and four-level gain medium in VORPAL to model a plasmonic laser.
APA, Harvard, Vancouver, ISO, and other styles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography