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RUIU, PIETRO. "Energy Management in Large Data Center Networks." Doctoral thesis, Politecnico di Torino, 2018. http://hdl.handle.net/11583/2706336.
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In the era of digitalization, one of the most challenging research topic regards the energy consumption reduction of ICT equipment to contrast the global climate change. The ICT world is very sensitive to the problem of Greenhouse Gas emissions (GHG) and for several years has begun to implement some countermeasures to reduce consumption waste and increase efficiency of infrastructure: the total embodied emissions of end-use devices have significantly decreased, networks have become more energy efficient, and trends such as virtualization and dematerialization will continue to make equipment more efficient.
One of the main contributor to GHG emissions is data centers industry, which provision end users with the necessary computing and communication resources to access the vast majority of services online and on a pay-as-you-go basis. Data centers require a tremendous amount of energy to operate, since the efficiency of cooling systems is increasing, more research efforts should be put in making green the IT system, which is becoming the major contributor to energy consumption.
Being the network one of the non-negligible contributors to energy consumption in data centers, several architectures have been designed with the goal of improving energy-efficient of data centers. These architectures are called Data Center Networks (DCNs) and provide interconnections among the computing servers and between the servers and the Internet, according to specific layouts.In my PhD I have extensively investigated on energy efficiency of data center, working on different projects which try to tackle the problems from different views. The research can be divided into two main parts with the Energy Proportionality as connection argument.
The main focus of the work is about the trade-off between size and energy efficiency of data centers, with the aim to find a relationship between scalability and energy proportionality of data centers. In this regard, the energy consumption of different data center architectures have been analyzed, varying the dimension in terms of number of server and switches. Extensive simulation experiments, performed in small and large scale scenarios, unveil the ability of network-aware allocation policies in loading the the data center in a energy-proportional manner and the robustness of classical two- and three-tier design under network-oblivious allocation strategies.
The concept of energy proportionality, applied to the whole DCN and used as efficiency metric, is one of the main contributions of the work. Energy proportionality is a property defining the degree of proportionality between load and the energy spent to support such load, thus devices are energy proportional when any increase of the load corresponds to a proportional increase of energy consumption. A peculiar feature of our analysis is in the consideration of the whole data center, i.e., both computing and communication devices are taken into account. Our methodology consists of an asymptotic analysis of data center consumption, whenever its size (in terms of servers) become very large.
In our analysis, we investigate the impact of three different allocation policies on the energy proportionality of computing and networking equipment for different DCNs, including 2-Tier, 3-Tier and Jupiter topologies. For evaluation, the size of the DCNs varies to accommodate up to several thousands of computing servers. Validation of the analysis is conducted through simulations. We propose new metrics with the objective to characterize in a holistic manner the energy proportionality in data centers. The experiments unveil that, when consolidation policies are in place and regardless of the type of architecture, the size of the DCN plays a key role, i.e., larger DCNs containing thousands of servers are more energy proportional than small DCNs.
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Гузь, М. М., and Н. Воробей. "Оцінка ефективності банківської реклами." Thesis, Українська академія банківської справи Національного банку України, 2006. http://essuir.sumdu.edu.ua/handle/123456789/62114.
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SANTOS, Yuri Dantas dos. "Análise da eficiência dos gastos públicos municipais em ensino fundamental no seridó potiguar." Universidade Federal de Campina Grande, 2016. http://dspace.sti.ufcg.edu.br:8080/jspui/handle/riufcg/1676.
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Diante da importância da educação na formação cidadã e profissional, faz-se necessário que os recursos empregados nessa área sejam utilizados de forma eficiente. Este trabalho procura responder ao seguinte problema de pesquisa: qual a eficiência dos municípios do Seridó Potiguar quanto aos seus gastos com educação no âmbito do ensino fundamental? A partir do qual, traçou-se como objetivo geral: analisar a eficiência dos gastos municipais em educação, no nível do ensino fundamental, no contexto do Seridó Potiguar. A pesquisa classificou-se como: descritiva, quanto aos objetivos; pesquisa documental, quanto aos procedimentos utilizados; e quantitativa, quanto à abordagem do problema. Os sujeitos da investigação foram os 25 municípios do Seridó – Rio Grande do Norte, referentes aos quais foram extraídos 14 indicadores, distribuídos em três dimensões alusivas: ao financiamento da educação, aos recursos educacionais não financeiros e ao desempenho do aluno. Por falta de dados, 5 municípios foram excluídos do estudo. Utilizando-se do método PROMETHEE II, de apoio multicritério à decisão, foram constituídos índices representativos de cada uma das três dimensões e índices que permitem visualizar a eficiência em educação sob quatro perspectivas distintas. Os resultados quanto ao Índice de Eficiência Bruta do Gasto com Educação (IEBGE) revelaram que os municípios mais eficientes em prover recursos educacionais não financeiros estiveram entre os últimos no financiamento do ensino fundamental. Por outro lado, os menos eficientes ficaram entre os primeiros no ranking do financiamento, revelando que somente aplicar recursos não torna o município eficiente. Quanto ao Índice de Eficiência Líquida do Gasto com Educação (IELGE), evidenciou-se que os municípios mais eficientes em conseguir desempenho de seus alunos ocuparam posições medianas no ranking do financiamento, indicando que a aplicação de recursos, em certa medida, é importante para que o município seja eficiente. Pelo Índice de Eficiência na Operacionalização dos Recursos Educacionais Não Financeiros (IEORENF), percebeu-se que municípios eficientes em ofertar tais recursos não necessariamente o são em termos de geri-lo de modo a proporcionar o aprendizado do discente. Por fim, no Índice de Eficiência Total do Gasto com Educação (IETGE), os municípios mais eficientes também ocuparam posições intermediárias no ranking do financiamento da educação, confirmando a inferência de que certa quantidade de gastos é benéfica à eficiência dos municípios, todavia, o principal está na forma como esses recursos são utilizados. Já os municípios menos eficientes estiveram entre os que mais financiaram o ensino fundamental, endossando a afirmativa de que somente efetuar gastos não melhora a eficiência. Acrescente-se que somente realizar gastos não melhora o desempenho do aluno, pois se identifica que estes mesmos municípios também são os últimos no ranking do desempenho do aluno. O estudo apresentou como limitação o fato de propor um novo modelo de indicadores, carecendo de uma maior aplicação a fim de ser validado. Por fim, propõe-se a replicação da pesquisa ampliando o espaço temporal e a quantidade de municípios, bem como a análise da influência de fatores externos sobre a educação.
Given the importance of education in civic and vocational training, it is necessary that the resources employed in this area are used efficiently. This paper seeks to answer the following research problem: what the efficiency of the municipalities of Seridó Potiguar about their spending on education within the elementary school? From which, if traced the general objective: to analyze the efficiency of municipal spending on education in the elementary school level, in the context of Seridó Potiguar. The survey ranked as descriptive, as the objectives; survey and documentary research, as the procedures used; and quantitative, on the approach to the problem. The subjects of the research were the 25 municipalities of Seridó - Rio Grande do Norte, concerning which were taken from 14 indicators, divided into three allusive dimensions: the financing of education, non-financial educational resources and student achievement. For lack of data, five municipalities were excluded. Using the PROMETHEE II method of multi-criteria decision support, were recognized representative indices of each of the three dimensions and indexes that let you see the efficiency in education from four perspectives distintas. Os results regarding the Expenditure Gross Efficiency Ratio with Education (EGERE) revealed that the most efficient municipalities in providing nonfinancial educational resources were among the last in the financing of primary education. On the other hand, the least efficient were among the first in the ranking of financing, revealing that only apply resources does not make efficient municipality. As for Expenditure Net Efficiency Ratio with Education (ENERE), it showed that the most efficient municipalities in achieving performance of his students occupied middle positions in the ranking of funding, indicating that the application of resources to some extent, it is important to that the municipality is efficient. The Efficiency Ratio in the Operationalization of Non-Financial Educational Resources (ERONFER), it was noted that efficient municipalities in offering such resources are not necessarily in terms of manage it to provide the learning of the student. Finally, in the Total Efficiency Index Spending on Education (TEISE), the most efficient municipalities also occupied intermediate positions in the ranking of education funding, confirming the inference that a certain amount of spending is beneficial to the efficiency of municipalities, however, the main is in how these resources are used. Already the least efficient municipalities were among the more funded elementary school, endorsing the statement that only make expenditures does not improve efficiency. Adding that only hold spending does not improve student achievement, as it identifies these same municipalities are also the last in the ranking of student performance. The study had as limitation the fact of proposing a new model of indicators, lacking a larger application in order to be validated. Finally, research replication is proposed extending the timeline and the number of municipalities, as well as the analysis of the influence of external factors on education.
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Caputo, Marina Maitto. "Avaliação de doze cultivares de laranja doce de maturação precoce na região sudoeste do Estado de São Paulo." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/11/11136/tde-16082012-081058/.
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É restrito o número de cultivares utilizado nos pomares comerciais, embora a diversidade de gêneros, espécies, cultivares e clones de citros seja grande. No entanto, o processamento industrial baseia-se em quatro cultivares principais, a Hamlin, como precoce, a Pêra como meia estação e a Natal e Valência como tardias. Alicerçada nestas quatro cultivares, o processamento industrial de sucos utiliza-se de frutos de junho a dezembro, com maior intensidade, e até fevereiro do ano seguinte quando a oferta diminui, sendo março a maio o período da entressafra. Por esse motivo, é de extrema importância selecionar cultivares que produzam nesse período. O objetivo, este trabalho foi avaliar o desempenho horticultural de doze cultivares de laranja doce de maturação precoce e identificar aquelas superiores à laranja Hamlin, com intuito de oferecer ao citricultor da região sudoeste do Estado de São Paulo, novas opções que produzam frutos de qualidade, tanto para fruta in natura como para processamento industrial e que tenham produção antecipada. As cultivares avaliadas foram Hamlin (cultivar precoce padrão), Westin, Pineapple, Rubi, Seleta Vermelha, Mayorca, Valência 2, Olivelands, Kawatta, IAPAR 73, Salustiana e Valência Americana. O delineamento experimental foi o inteiramente casualizado, com quatro repetições, compostas por três plantas de cada cultivar. Os dados referentes ao crescimento vegetativo (altura, diâmetro de planta e volume de copa), produção e eficiência produtiva, morfologia dos frutos (massa, largura, comprimento, tamanho, espessura da casca e número de sementes) e características de qualidade interna dos frutos (SST, acidez, porcentagem de suco, ratio, índice tecnológico, ácido ascórbico, índices de cor da polpa e da casca) foram coletados. As médias foram comparadas com a cultivar padrão Hamlin e analisadas pelo teste Dunnett. Para avaliar simultaneamente as características, foram aferidos os índices de desempenho para identificar cultivares promissoras que atendessem aos requisitos tanto para o processamento industrial como para o consumo in natura. Oliverlands foi a cultivar de laranja doce que registrou maior altura de planta e volume de copa, maior produção de frutos e maior eficiência produtiva em relação a cultivar Hamlin. Para o processamento industrial, a laranja Westin apresentou alto índice de desempenho enquanto que as laranjas Valência 2 e Salustiana registraram índices de desempenho favoráveis para consumo in natura. Não foram observados cultivares de laranja doce com dupla aptidão para o processamento industrial e consumo in natura na região sudoeste do Estado de São Paulo.The number of sweet orange cultivars used in commercial orchards in Brazil is restricted, although the diversity of genera, species, cultivars and clones of citrus is great. However, the industrial processing is based on four main cultivars, the \'Hamlin\', as early maturing, the \'Pera\', as mid-season, and \'Natal\' and \'Valencia\' as late maturing cultivars. Anchored on these four cultivars, the orange juice industry processes fruits from June through December with greater intensity, January and February with lower supply, and the period from March through May is considered off season. Therefore, it is extremely important to select varieties that produce during this period. The objective of this study was to evaluate the horticultural performance of twelve early maturing sweet orange cultivars and identify those better than the \'Hamlin\' sweet orange, aiming to offer new options for producing fruits with quality, as for fresh fruit market as for industrial utilization, during early citrus harvest season in the southwest region of São Paulo state. The cultivars \'Hamlin\' (early maturing standard cultivar), \'Westin\', \'Pineapple\', \'Ruby\', \'Seleta Vermelha\', \'Mayorca\', \'Valencia 2\', \'Oliverlands\', \'Kawatta\', \'IAPAR 73\', \'Salustiana\' and \'Valencia Americana\' were evaluated. The experimental design was completely randomized with four replications, consisting of three plants of each cultivar per plot. Data concerning vegetative growth (plant height, stem diameter and canopy volume), production and yield efficiency, fruit morphology (mass, width, length, size, shell thickness and number of seeds) and the characteristics of internal fruit quality (total soluble solids, acidity, percentage of juice, \"ratio\", technological index, ascorbic acid, color indexes of pulp and peel) were collected The averages were compared to \'Hamlin\' sweet orange (standard cultivar) and analyzed by Dunnett test. To evaluate the characteristics simultaneously, performance indexes were estimated for identifying promising cultivars for utilization as for juice industry as for consumption fresh fruit market. \'Oliverlands\' was the sweet orange cultivar which showed higher plant height and plant volume, higher production and yield efficiency as compared to \'Hamlin\' sweet orange. The cultivar \'Westin\' showed higher performance index for the industrialization process, whereas \'Valencia 2\' and \'Salustiana\' sweet oranges had adequate performance indexes for fresh fruit market. There was no cultivar of sweet orange that had the simultaneous ability for the juice industry and for fresh fruit market in the southwestern region of Sao Paulo state.
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Gomes, Kátia Teresinha Guerra. "Níveis de eficiência de mercados internacionais através da precificação de ações de empresas do setor de seguros." Pontifícia Universidade Católica de São Paulo, 2012. https://tede2.pucsp.br/handle/handle/1050.
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Previous issue date: 2012-10-22This dissertation aims at the study of 22 companies of the international insurance segment in order to ascertain whether insurers already consider in the price of its shares the expectations of future crises and also analyze which insurance market is more efficient. To this purpose, this work studied and presented results on the following aspects: a study of 20 companies of highest market value of the international insurance segment, verifying the performance of rolling stock of each comparing with the market index of the stock exchange on which the action is negotiated. Additionally, conducted an analysis between the Brazilian insurance markets and other markets studied in the sample, verifying if the insurance segment in Brazil presents itself more efficient than international markets surveyed; and third, and last, an analysis of the stock indexes out of reshaping crisis moments as selected sample. For this survey, the methodology which has been used was the study of events. According to the results observed in this work and except that the findings are limited to the sample observed, the results indicate the occurrence of the generation of statistically significant abnormal returns after the announcement of the crisis. For the windows immediately before and after the event window, was not observed to generate statistically significant abnormal returns. Thus, we accepted the null hypothesis, assuming indications anticipated adjustments, resulting from an accumulation of factors. The results comparison among companies of the 4 sub samples showed the absence of a default behavior for the series as a whole. And considering that economic crises are the result of continuous systemic adverse events, with the results published in the media, it is reasonable to accept that the prices gradually adjusted before the measurement point
A presente dissertação tem por objetivo o estudo do retorno das ações ordinárias de 22 empresas do segmento de seguros internacional a fim de verificar se elas já embutiram no preço de suas ações as expectativas de crises futuras e também analisar qual mercado segurador se apresenta mais eficiente. Para tanto, este trabalho estudou e apresentou resultados sobre os seguintes aspectos: um estudo das 20 empresas de maior Valor de Mercado que compõem o segmento de seguros internacional, verificando o desempenho evolutivo das ações de cada uma delas comparando com o índice de mercado da Bolsa de Valores na qual a ação é negociada. Adicionalmente, efetuou-se uma análise entre o mercado segurador brasileiro e os demais mercados estudados na amostra, verificando se o segmento de seguros no Brasil se apresenta mais eficiente que os mercados internacionais pesquisados; e em terceiro e último, uma análise dos índices bursáteis nos momentos das crises financeiras selecionadas como amostra. Para tal pesquisa, utilizou-se da metodologia de estudo de eventos. De acordo com os resultados observados nesse trabalho e ressalvado que as conclusões se limitam à amostra observada, conclui-se que os resultados evidenciaram a ocorrência da geração de retornos anormais estatisticamente significativos, após o anúncio da crise. Para as janelas imediatamente anteriores e posteriores a janela do evento, não foi observada a geração de retornos anormais estatisticamente significativos. Com isso, aceitou-se a hipótese nula, assumindo indícios de ajustes antecipados, resultantes de um acumulo de fatores. A comparação dos resultados entre as empresas das 4 sub amostras evidenciaram a inexistência de um comportamento padrão para a série como um todo. E ainda considerando que as crises econômicas são resultantes de uma continuidade de eventos sistêmicos adversos, com seus resultados divulgados na mídia, é admissível aceitar que os preços gradualmente se ajustaram antes do ponto de medição
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Подвальна, Н. Е., Н. Э. Подвальная, and N. Podvalna. "Аналітичне обґрунтування ефективності функціонування готельних підприємств." Diss., Одеський національний економічний університет, 2014. http://dspace.oneu.edu.ua/jspui/handle/123456789/3705.
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У дисертаційній роботі досліджено теоретично-методичні аспекти функціонування готельних підприємств. Уточнено понятійний апарат за темою дослідження, систематизовано показники комплексного аналізу ефективності діяльності готельних підприємств. Проаналізовано сучасний стан і динаміку розвитку готельних підприємств України та Одеського регіону, визначено основні проблеми та перспективи розвитку. Апробовано методичний підхід до оцінки ефективності діяльності готельних підприємств з використанням багатовимірних статистичних методів, що дозволяє розмежувати сукупність готелів м. Одеса з метою індитифікації сильних та слабких сторін. Запропоновано для підвищення економічної ефективності готельного підприємства комплексний механізм на засадах процесного підходу, який складається з двох систем оцінки ефективності: системи операційного управління та системи стратегічного управління. Запропоновано основні етапи комплексного аналізу ефективності функціонування готельних підприємств: організаційний; оціночний; стратегічний; управлінський; контролюючий. Методика знайшла відображення в діяльності готельних підприємств та використовується для пошуку резервів підвищення ефективності діяльності.Диссертационное исследование направлено на теоретическое обоснование и усовершенствование методических аспектов анализа эффективности деятельности гостиничных предприятий на основе функционально-оценочных составляющих и разработку комплексного механизма обеспечения эффективного функционирования на принципах процессного подхода. В диссертационной работе исследованы теоретико-методические аспекты функционирования гостиничных предприятий. Уточнен понятийный аппарат по теме исследования. Предложено авторское определение понятия "эффективность", под которым, в отличие от существующих толкований, понимать степень достижения результата при оптимальном использовании ресурсов и расходов с учетом фактора времени, который дает возможность оценить эффективность деятельности предприятия в ретроспективе, текущем операционном цикле и в перспективе с целью принятия соответствующих управленческих решений. Предложена методика комплексной оценки эффективности гостиничных предприятий, в которой показатели объединены в две основные группы: функциональные и оценочные. Разработаны критериальные направления каждой из групп. В основу предложенной методики включены показатели, которые позволяют комплексно оценить эффективность функционирования гостиничных предприятий. Проанализировано состояние и динамика развития гостиничных предприятий Украины и Одесского региона за последние 13 лет, определены основные проблемы и перспективы развития. Обосновано использование определенных аналитических методов в оценке состояния, тенденций и направлений развития гостиничного хозяйства Украины, которые позволяют всесторонне изучить и охарактеризовать ситуацию, которая сложилась на предприятиях гостиничного хозяйства. Апробирован методический подход к оценке эффективности деятельности гостиничных предприятий с использованием многомерных статистических методов, что позволяет размежевать совокупность гостиниц г. Одесса с целью идентификации сильных и слабых сторон их деятельности. Предложен комплексный механизм, основанный на принципах процессного подхода, для повышения экономической эффективности гостиничного предприятия, который состоит из двух систем оценки эффективности: системы операционного управления и системы стратегического управления. Исследовано целесообразность использования взаимосвязи систематического анализа гостиничных предприятий с управленческим учетом, аудитом и информационно-коммуникационными технологиями. Предложены основные этапы комплексного анализа эффективности функционирования гостиничных предприятий: организационный; оценочный; стратегический; управленческий; контролирующий. Методика нашла отображение в деятельности гостиничных предприятий и используется для поиска резервов повышения эффективности деятельности.
In dissertation work it is investigational in methodical aspects of functioning of hotel enterprises. A concept vehicle is specified after the theme of research, systematized the indexes of complex analysis of efficiency of activity of hotel enterprises. The modern state and dynamics of development of hotel enterprises of Ukraine and Odessa region is analyses, certainly basic problems and prospects of development. It is approved methodical approach to the estimation of efficiency of activity of hotel enterprises with the use of multidimensional statistical methods, that allows to delimit the aggregate of hotels Odessa with the purpose of authentication strong and weak sides. A complex mechanism is offered for the increase of economic efficiency of hotel enterprise on principles of process approach, which consists of two systems of estimation of efficiency: operating control and strategic control system systems. The basic stages of complex analysis of efficiency of functioning of hotel enterprises are offered: organizational stage; evaluation; strategic; administrative; supervisory. A method found the reflection in activity of hotel enterprises and is used for the search of backlogs of increase of efficiency of activity.
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Беллауар, Абдеррахман. "Підвищення ефективності експлуатації компресорних станцій шляхом вдосконалення конструктивних елементів газоперекачувальних агрегатів." Thesis, Івано-Франківський національний технічний університет нафти і газу, 2010. http://elar.nung.edu.ua/handle/123456789/1968.
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Робота присвячена питанням удосконалення конструкцій елементів газоперекачувальних агрегатів (ГПА) з відцентровим нагнітачем (ЦБН)
компресорних станцій. Проаналізовані надійність ГПА, спосіб її підвищення і її зв'язок із залишковим ресурсом, а також вплив вібрації на технічний стан ГПА і можливості використання її для проведення діагностування і віброконтролю ГПА.
Виявлено інформаційні показники, за якими можна визначити технічний стан ГПА; розроблено метод самоорганізації моделей і отримано рівняння регресії; створено тривимірну параметричну комп'ютерну модель ЛУ; складено програму управління геометричними параметрами ЛУ; оптимізовано конструкцію
лабіринтного ущільнення ГПА з ВН за критерієм мінімального тиску в останньому зазорі ЛУ; проаналізовано дані по відмовах ГПА; побудовано графік залежності кількості нарядів на ремонт від часу, витраченого на ремонт (крива АВС); уточнено періодичність технічного обслуговування ГПА за їх поточним технічним станом на основі аналізу АВС і з використанням комп'ютерних баз даних.The present thesis is devoted to the problems of improving the design elements of the gas-pumping units (GPU) with centrifugal compressor (CC) of compressor stations. The reliability of GPU, methods of its improvement and its connection with residual life, as well as influence of vibration on technical state of GPU and potential for its use aiming at GPU diagnosis and vibration-based diagnostics are analyzed. Information indexes to determine technical state of GPU are exposed; method of selforganization of models and regression equation are obtained; three-dimensional parametric computer model labyrinth seal is created; the program to manage geometries of labyrinth seal is made; construction of GPU with CC labyrinth seal on the criterion of the least pressure in the last gap is optimized; information on the malfunctions of GPU is analyzed; dependence of the repair work orders amount on the time expanded on the repair (ABC curve) is diagrammed; periodicity of maintenance of GPU on their current technical state based on the analysis of ABC and with a use of computer databases is specified.
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RAGAZZI, Fernanda Gi?como. "Determina??o dos indicadores de efici?ncia econ?mica, composi??o dos custos de produ??o e principais ?ndices zoot?cnicos em propriedades leiteiras na regi?o Norte Fluminense." Universidade Federal Rural do Rio de Janeiro, 2014. https://tede.ufrrj.br/jspui/handle/jspui/1627.
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The dairy cattle exploration in Brazil is an important activity in the economic and social development process of the country. The aim of this study was to analyze production indices: birth rate, calving interval, service period and milk production, as well as, indicators of economic efficiency: crude margin, net margin and result (profit or loss) and the composition of production costs of 20 dairy farms in the Norte Fluminense. Were determined the components of the production costs: operating cost, effective operational cost and total cost. The dairy farms obtained the following averages for production indices: birth rate of 57.4 ? 12.18% with a coefficient of variation of 21.22%, calving interval of 13.5 ? 0.68 months with a coefficient of variation 5.05%, period of 116.2 ? 9.23 days service with a coefficient of variation of 7.95% and milk production of 6.1 ? 2.58 liters per day with a coefficient of variation of 41.96 %. Average crude margin of R$ 32,514.51 ? R$ 20,905.58 with a coefficient of variation of 64.30% and an average net margin of R$ 29,239.05? R$ 20,840.88 with a coefficient of variation of 71.28% was found, and producers remain in business in the short term is possible pay the actual operating cost. And result (loss), on average - R$ 124,050.95 ? R$ 27,757.68 with a coefficient of variation of 22.38%. By presenting injury, revenues does not remunerate investment, ie, the financial fixed assets in equity as land, improvements and so on. The low production indicex regarding the birth rate and milk production must be improved to obtain higher revenues in the activity and better milk production. The highest percentage of participation in the composition of revenue and the costs of investment was the asset value when recorded, and the sale of milk and the purchase of animals, respectively, when not accounted for this item. Regarding expenses with funding, the highest percentages were related to labor, grazing, concentrated feed and roughage supplementation. Producers remain analyzed short-term activity, but for improvement in production should be production indices with greater use of technical assistance for the return on economic efficiency.
A explora??o da bovinocultura de leite no Brasil constitui importante atividade no processo de desenvolvimento econ?mico e social do Pa?s. O objetivo do presente trabalho foi analisar os ?ndices zoot?cnicos: taxa de natalidade, intervalo de partos, per?odo de servi?o e produ??o de leite, bem como, os indicadores de efici?ncia econ?mica: margem bruta, margem l?quida e resultado (lucro ou preju?zo) e a composi??o dos custos de produ??o de 20 propriedades leiteiras na regi?o Norte Fluminense. Foram determinados os componentes do custo de produ??o: custo operacional, custo operacional efetivo e custo total. As propriedades leiteiras obtiveram as seguintes m?dias para os ?ndices zoot?cnicos: taxa de natalidade de 57,4 ? 2,18% com coeficiente de varia??o de 21,22%, intervalo de partos de 13,5 ? 0,68 meses com coeficiente de varia??o de 5,05%, per?odo de servi?o de 116,2 ? 9,23 dias com coeficiente de varia??o de 7,95% e produ??o de leite de 6,1?2,58 litros por dia com coeficiente de varia??o de 41,96%. Foi encontrada margem bruta m?dia de R$ 32.514,51 ? R$ 20.905,58 com coeficiente de varia??o de 64,30% e margem l?quida m?dia de R$ 29.239,05 ? R$ 20.840,88 com coeficiente de varia??o de 71,28%, permitindo aos produtores permanecerem na atividade no curto prazo sendo poss?vel o pagamento do custo operacional efetivo. E resultado (preju?zo) na m?dia de - R$ 124.050,95 ? R$ 27.757,68 com coeficiente de varia??o de 22,38%. Por apresentar preju?zo, a receita obtida n?o remunera o investimento realizado, ou seja, o ativo financeiro imobilizado em patrim?nio como terras, benfeitorias e etc. Os baixos ?ndices zoot?cnicos referentes ? taxa de natalidade e produ??o de leite devem ser melhorados para obten??o de maiores receitas na atividade e melhor produ??o de leite. A maior porcentagem de participa??o na composi??o das receitas e nas despesas de investimento foi o valor imobilizado, quando contabilizado, e a venda do leite e a compra de animais, respectivamente, quando n?o contabilizado, o valor imobilizado. Com rela??o ?s despesas com custeio, as maiores porcentagens foram referentes ? m?o de obra, a pastagem, a alimenta??o concentrada e a suplementa??o volumosa. Os produtores analisados permanecem no curto prazo na atividade, por?m para aumentar a produ??o devem ter melhorados os ?ndices zoot?cnicos com maior utiliza??o da assist?ncia t?cnica para obten??o de maior retorno de efici?ncia econ?mica.
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Мазур, І. М. "Управління використанням виробничих потужностей як фактор підвищення ефективності нафтогазовидобувних підприємств." Thesis, Івано-Франківський національний технічний університет нафти і газу, 2008. http://elar.nung.edu.ua/handle/123456789/4253.
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Дисертаційна робота присвячена дослідженню ефективності функціонування виробничих систем, економічного змісту та особливостей оцінки ефективності виробництва і виробничої потужності нафтогазовидобувних підприємств. На основі проведеного дослідження обгрунтовано та запропоновано механізм функціонування нафтогазовидобувних підприємств у системі ринкових відносин. Проаналізовано природно-сировинну базу та формування виробничих потужностей нафтогазовидобувних підприємств Західного нафтогазоносного регіону, ефективність їх використання та стан технічного і ремонтного обслуговування свердловин. Досліджено роль регулювання виробничої потужності у системі управління ефективністю виробництва, обґрунтовано ефективність запровадження системи планово-попереджувальних ремонтів свердловин, проведено оцінку ефективності організаційно-технологічних заходів при регулюванні виробничих потужностей в умовах інформаційної економіки, теоретично обґрунтовано визначення технологічної та економічної ефективності методів відновлення продуктивності свердловин.В диссертации изучены условия повышения эффективности деятельности производственных систем, экономический смысл и особенности оценки эффективности производства и производственной мощности нефтегазодобывающих предприятий, подтвержден и проанализирован механизм функционирования нефтегазодобывающих предприятий в системе рыночных отношений. Определено, что предприятие является открытой системой, которая может существовать при условии активного взаимодействия с внешним окружением. Оно получает из окружения производственные факторы и превращает их в блага и отходы, которые возвращает во внешнее окружение. Разработано систему показателей на основе призмы эффективности, которая разрешает конкретизировать важные составляющие стратегии предприятия, его бизнес-процессов и возможностей, которые необходимо анализировать с целью управления для осуществления желаний всех заинтересованных субъектов. Система показателей, построенная на принципах призмы эффективности, может использоваться и в случае анализа и регулирования локальной эффективности при концентрации на определённой стороне или основном бизнес-процессе. В результате проведённого исследования дано определение проектному, нормативному и практическому показателям производственной мощности, установлено соотношение между ними, а также плановыми и фактическими показателями. Разработанная система показателей эффективности проведения ремонтных работ будет использована при разработке методики определения эффективности внедрения планово-предупредительных ремонтов в скважинах и технологической эффективности использования производственных мощностей. Между нефтегазодобывающими предприятиями, государственными и местными органами власти возникает «конфликт интересов». Комплексное решение которого в пределах государства или региона воплощается в разработке региональных и промышленных программ развития нефтегазового комплекса. Сегодня состоялись внешние и внутренние экономические условия для пересмотра возможности использования скважин, которые находятся в консервации, бездеятельности и контрольных скважин. Существует перспектива вовлечения в разработку небольших месторождений. Резервом наращивания производственных мощностей является вовлечение в разработку месторождений, эксплуатация которых прекращена, но имеются значительные локальные остатки нефти или газа. Существенным резервом служит осуществление работ по уплотнению сети добывающих скважин на месторождениях с нестойкими породами, где ликвидация скважин обусловлена геологическими причинами. Рост цен на нефть и газ на мировом рынке, усовершенствование методов интенсификации добычи, геофизических исследований разрешают вовлекать в разработку скважины, которые ликвидировались через незначительные дебиты, за счёт углубления, перехода на другие продуктивные горизонты. Это обеспечит более полное извлечение тяжело добываемых запасов нефти и газа. Для нефтегазодобывающего предприятия предложено систему регулирования эффективности производства за результатами, которых следует достичь, поскольку это разрешает выполнять директивы вертикально интегрированной компании. Предложено механизм регулирования эффективности производства полнотой использования производственной мощности, разработано трехуровневую систему показателей для оценки эффективности функционирования предприятия, определения производства и процесса для регулирования. Предложено целевую функцию, которая используется для оценки эффективности производства. Использование целевой функции разрешает выбирать наиболее эффективный вариант внедрения проектов по регулированию производственной мощности по месторождений и залежей. Разработано алгоритм определения экономической эффективности работ, которые проводятся в скважинах и влияют на технологические или экономические характеристики их работы. Осуществлено классификацию инноваций в добыче нефти и газа по объектам и направленны влияния, что позволило разработать системную методику их оценки. Разработан алгоритм определения сравнительной и абсолютной эффективности внедрения инноваций в производство для разных вариантов, предусматривающих и не предусматривающих увеличение добычи нефти. Предложено систему показателей для изучения экологической составляющей при внедрении технико-технологических инноваций в производство и расчёта экономической эффективности природоохранных мероприятий.
Dissertation is devoted to research the efficiency of the production systems functioning, economic essence and special features of the producing efficiency and production capacity of the enterprises. The mechanism of functioning of oil and gas output enterprises is analysed on the basis of the conducted research in the system of market relations. The oil and gas resources and forming of production capacities of enterprises in the Western region were studied, and efficiency of their use and mining holes technical and repair maintenance were analyzed in the dissertation too. The role of adjusting of production capacity was explored for the efficiency of the producing managing, introduction of the system of planned-preventive repairs of mining holes was recommended as the way of the increase of the producing efficiency. The efficiency of the organizational technological projects was explored. The methods of determination of technological efficiency and economic efficiency were adapted for intensification of oil and gas output, and for renewal of mining holes productivity too.
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Verney, Steven P. "Pupillary responses index : information processing efficiency across cultures /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2000. http://wwwlib.umi.com/cr/ucsd/fullcit?p9992386.
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Chung, Y. Peter. "A transactions data test of stock index futures market efficiency and index arbitrage profitability." The Ohio State University, 1989. http://rave.ohiolink.edu/etdc/view?acc_num=osu1272488542.
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Lester, Nicholas, and nml@cs rmit edu au. "Efficient Index Maintenance for Text Databases." RMIT University. Computer Science and Information Technology, 2006. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20070214.154933.
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All practical text search systems use inverted indexes to quickly resolve user queries. Offline index construction algorithms, where queries are not accepted during construction, have been the subject of much prior research. As a result, current techniques can invert virtually unlimited amounts of text in limited main memory, making efficient use of both time and disk space. However, these algorithms assume that the collection does not change during the use of the index. This thesis examines the task of index maintenance, the problem of adapting an inverted index to reflect changes in the collection it describes. Existing approaches to index maintenance are discussed, including proposed optimisations. We present analysis and empirical evidence suggesting that existing maintenance algorithms either scale poorly to large collections, or significantly degrade query resolution speed. In addition, we propose a new strategy for index maintenance that trades a strictly controlled amount of querying efficiency for greatly increased maintenance speed and scalability. Analysis and empirical results are presented that show that this new algorithm is a useful trade-off between indexing and querying efficiency. In scenarios described in Chapter 7, the use of the new maintenance algorithm reduces the time required to construct an index to under one sixth of the time taken by algorithms that maintain contiguous inverted lists. In addition to work on index maintenance, we present a new technique for accumulator pruning during ranked query evaluation, as well as providing evidence that existing approaches are unsatisfactory for collections of large size. Accumulator pruning is a key problem in both querying efficiency and overall text search system efficiency. Existing approaches either fail to bound the memory footprint required for query evaluation, or suffer loss of retrieval accuracy. In contrast, the new pruning algorithm can be used to limit the memory footprint of ranked query evaluation, and in our experiments gives retrieval accuracy not worse than previous alternatives. The results presented in this thesis are validated with robust experiments, which utilise collections of significant size, containing real data, and tested using appropriate numbers of real queries. The techniques presented in this thesis allow information retrieval applications to efficiently index and search changing collections, a task that has been historically problematic.
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Acar, Esra. "Efficient index structures for video databases." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/12609322/index.pdf.
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Content-based retrieval of multimedia data has been still an active research area. The efficient retrieval of video data is proven a difficult task for content-based video retrieval systems. In this thesis study, a Content-Based Video Retrieval (CBVR) system that adapts two different index structures, namely Slim-Tree and BitMatrix, for efficiently retrieving videos based on low-level features such as color, texture, shape and motion is presented. The system represents low-level features of video data with MPEG-7 Descriptors extracted from video shots by using MPEG-7 reference software and stored in a native XML database. The low-level descriptors used in the study are Color Layout (CL), Dominant Color (DC), Edge Histogram (EH), Region Shape (RS) and Motion Activity (MA). Ordered Weighted Averaging (OWA) operator in Slim-Tree and BitMatrix aggregates these features to find final similarity between any two objects. The system supports three different types of queries: exact match queries, k-NN queries and range queries. The experiments included in this study are in terms of index construction, index update, query response time and retrieval efficiency using ANMRR performance metric and precision/recall scores. The experimental results show that using BitMatrix along with Ordered Weighted Averaging method is superior in content-based video retrieval systems.
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Sinha, Pratik. "Ventilatory ratio : a simple bedside index to monitor ventilatory efficiency." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/14374.
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A lack of a simple index that monitors ventilatory efficiency at the bedside has meant that oxygenation has been the predominant variable that is used to monitor adequacy of ventilatory strategies and disease severity in mechanically ventilated patients. Due to complexities in its measurement, deadspace ventilation, the traditional method to track ventilatory failure, has failed to become integral in the management of mechanically ventilated patients. Ventilatory ratio (VR) is an easy to calculate index that uses variables measured at the bedside: [Mathematical equation appears here. To view, please open pdf attachment] where [Symbols appears here. To view, please open pdf attachment] is taken to be 100 ml.kg-1.min-1 based on predicted body weight and [Symbols appears here. To view, please open pdf attachment] is taken to be 5 kPa. Physiological analysis of VR dictates that it is influenced by deadspace fraction and CO2 production. Physiological analysis of VR was validated in a benchside lung model and a high fidelity computational cardiopulmonary physiology model. The impact of CO2 production on VR was investigated in patients undergoing laparoscopic surgery who received exogenous intraperitoneal CO2. This showed that delta values of the 2 variables were linear. The variability of CO2 production was examined in ICU patients and results of the study showed that variability of CO2 production was small. In an ICU population correlation of VR was stronger with deadspace in comparison to CO2 production. Of these two variables, deadspace had the greater effect on VR. The clinical uses of VR were examined in 4 databases of ICU patients. VR was significantly higher in non-survivors compared to survivors. Higher values of VR were associated with increased mortality and more ventilator days. A rising values of VR over time was also associated with worse outcome. VR is a simple bedside index that provides clinicians with useful information regarding ventilatory efficiency and is associated with outcome.
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Al-khasawneh, Jamal. "Bank Efficiency Dynamics and Market Reaction around Merger Announcement." ScholarWorks@UNO, 2006. http://scholarworks.uno.edu/td/1031.
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We study, using the non-parametric data envelopment approach, we investigated the long-run profit efficiency dynamics and the short-run market reaction of nine pre-classified merger deals of merging and non-merging U.S. banks over the time period from 1992 to 2003. Our main results are as follows: First, merger deals that match least efficient acquirers with the least efficient targets could improve their profit efficiency four years following the merger event, unlike all other merger deals. Second, we find that mergers match least efficient acquirers with the least efficient targets could also achieve significant positive cumulative access returns (CARs) while all other deals were followed by significant negative CARs. Third, we find that, in general, that large-size acquirers have and maintain higher and efficiency scores than targets and non-merging banks. Fianally, the value-maximizing mergers are mostly large in size and match banks with clear chances to increase their future efficiency rankings.
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Burianec, Dominik. "Testování efektivnosti kapitálového trhu v evropských ekonomikách." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-205612.
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This master´s thesis deals with testing the efficiency of capital markets. The subject to verification of the stock markets of Austria, Hungary, Germany, Great Britain, Czech Republic and Poland during the 2006-2016Q1. The aim of this work is to test the weak formo f efficiency in these markets. The hypothesis was tested using the ACF test ADF and KPSS tests, variance ratio test, run test and test of January effect.
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Qin, Nan. "Three essays on mispricing and market efficiency." Diss., Virginia Tech, 2014. http://hdl.handle.net/10919/49671.
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This dissertation consists of three essays. The first essay studies the impact of indexing on stock price efficiency. Indexing has experienced substantial growth over the last two decades because it is an effective way of holding a diversified portfolio while minimizing trading costs and taxes. In this paper, we focus on one negative externality of indexing: the effect on efficiency of stock prices. Based on a sample of large and liquid U.S. stocks, we find that greater indexing leads to less efficient stock prices, as indicated by stronger post-earnings-announcement drift, greater deviations of stock prices from the random walk and greater return predictability from lagged order imbalances. We conjecture that reduced incentives for information acquisition and arbitrage induced by indexing are probably the main cause of the degradation in price efficiency, but we find no evidence supporting a direct impact from passive trading or any effect through liquidity.
The second essay investigates the effect of price inefficiency on idiosyncratic risk and stock returns. I finds that price inefficiency in individual stocks contributes to expected idiosyncratic volatility. If idiosyncratic risk is priced, greater price inefficiency could be associated with higher expected returns. Consistent with this hypothesis, this paper then finds a positive relation between price inefficiency and future stock returns. This return premium of price inefficiency is not explained by traditional risk factors, illiquidity, or transactions costs. It is also evidently different from the return bias related to Jensen's inequality. This paper thus provides new insights about the determinants of expected stock returns, and new supporting evidence that idiosyncratic risk is priced.
The third essay examines whether the upward return bias generated by Jensen's inequality could lead to better performance of equally-weighted (EW) indexes than value-weighted (VW) index when stock prices are not fully efficient. We find that, for a wide range of U.S. stock indexes, EW indexes deliver better four-factor adjusted returns than VW ones do even after deducting transaction costs. Consistent with our hypothesis that the outperformance of EW indexes comes from mispricing, we find that this outperformance concentrates in stocks with greater mispricing, as measured by deviation of stock prices from random walk. Findings in this essay not only imply a potentially winning investment strategy, but also provide new insight into a long-term debate on causes of the outperformance of the EW indexes.Ph. D.
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Pokharel, Krishna Prasad. "Measuring the efficiency and productivity of agricultural cooperatives." Diss., Kansas State University, 2016. http://hdl.handle.net/2097/32944.
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Doctor of PhilosophyDepartment of Agricultural Economics
Allen M. Featherstone
This dissertation focuses on measuring the efficiency and productivity for agricultural cooperatives in the United States using the data envelopment analysis (DEA) approach. Economic measures such as cost efficiency, economies of scale, and economies of scope are measured by estimating a cost frontier in a multiproduct framework. Productivity growth is measured using the biennial Malmquist index approach. The cost frontier is the basis for calculating cost efficiency, economies of scale, and economies of scope as the cost frontier estimation in a multiproduct approach describes how cost changes as output changes. The estimates of economies of scale and scope have important implications for agricultural cooperatives because most of the cooperatives sell more than one product. Understanding the impact of changing output levels or mixes on the cost structure is helpful to improve the performance of cooperatives. Further, scope economies estimate the percentage of cost savings through product diversification in a multiproduct firm. The trade-off between cost efficiency and multiproduct scale economies allows the estimation of whether a higher percentage of cost can be eliminated by becoming cost efficient or changing the scale of operations. The economic measures are estimated using a single cost frontier (multi-year frontier) and annual cost frontiers. Multiproduct economies of scale and economies of scope exist indicating that increasing scale and product diversification can reduce cost for agricultural cooperatives. The mean values of product-specific economies of scale for all outputs are close to one indicating that cooperatives are operating close to constant returns to scale. The comparison between cost efficiency and scale economies suggests that smaller cooperatives can save a higher percentage of cost by increasing the scale of operations rather than just becoming cost efficient. Because larger incentives exist for small cooperatives to increase scale, mergers will likely continue until economies of scale are exhausted in the industry. Annual estimates show that agricultural cooperatives have become less cost efficient over time, but economies of scale and economies of scope remain consistent across years. Many agricultural cooperatives face economies of scale indicating that variable returns to scale as opposed to constant returns to scale is the appropriate technology for modeling agricultural farm marketing and supply cooperatives. Further, the Kolmogorov-Smirnov (KS) test and two sample t-test are used to examine whether economic measures estimated from a single frontier and annual frontiers are statistically different. The KS test and t-test indicate that economic measures obtained from the single frontier are statistically different from those measures calculated from annual frontiers. This indicates that the cost frontier has shifted over time. Productivity growth of agricultural cooperatives is estimated using the biennial Malmquist productivity index (BMI) under variable returns to scale over the period 2005 to 2014. The BMI avoids numerical infeasibilities under variable returns to scale compared to traditional methods. The BMI is decomposed into efficiency change and technical change to evaluate the sources of productivity growth. Overall, agricultural cooperatives gained 34% cumulative productivity growth during the decade allocated by -2% and 37% cumulative technical efficiency change and technical change over the study period. Technical change was the major source of productivity growth rather than efficiency change. Cooperatives can achieve higher productivity by increasing managerial efficiency and by investing in technology.
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Azizan, Noor Azlinna. "Stock index futures efficiency : comparison study between Malaysia, Singapore and London." Thesis, University of Liverpool, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.400409.
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Zhou, Ying Jie. "Efficient query evaluation using hybrid index organization." Thesis, University of Macau, 2011. http://umaclib3.umac.mo/record=b2492931.
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Gupta, Chirag. "EFFICIENT K-WORD PROXIMITY SEARCH." Case Western Reserve University School of Graduate Studies / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=case1197213718.
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Ap, Gwilym O. M. "The efficiency, information content and intraday behaviour of UK index option prices." Thesis, Swansea University, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.635790.
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There is only sparse published evidence on the behaviour of the prices of traded financial options in the UK. This thesis addresses this void in the literature by investigating several aspects of index options pricing on the London market. The efficiency of the market is tested directly by means of an event study based on the 1992 UK general election, and indirectly by examining the predictive power of the implied volatility from options. The option market appears less efficient than the stock market in its response to the public information from opinion polls, but does appear to have become more efficient since the previous election. Implied volatility is found to be inferior to historical volatility as a forecast of realised volatility over the remaining life of the option. Several other properties of implied volatility are also discussed, including the smile, the term structure and behaviour around expiry days. Forward/forward volatility is also examined as a measure of the market's expectation of future volatility. The behaviour of the underlying asset around option expiry days is also examined. The final two parts of this study offer a particular contribution by examining patterns in bid-ask spreads, returns and volatility on an intraday basis. The intraday patterns in bid-ask spreads differ slightly from the evidence from stock markets, and market structure is identified as a possible reason. The time of day return patterns reported for stock markets and US options markets are generally not replicated for the UK options market. However, a U-shaped intraday pattern in volatility is consistent with previous work.
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Bull, Torres Maria. "An Index to Measure Efficiency of Hospital Networks for Mass Casualty Disasters." Doctoral diss., University of Central Florida, 2012. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/5145.
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Disaster events have emphasized the importance of healthcare response activities due to the large number of victims. For instance, Hurricane Katrina in New Orleans, in 2005, and the terrorist attacks in New York City and Washington, D.C., on September 11, 2001, left thousands of wounded people. In those disasters, although hospitals had disaster plans established for more than a decade, their plans were not efficient enough to handle the chaos produced by the hurricane and terrorist attacks. Thus, the Joint Commission on Accreditation of Healthcare Organizations (JCAHO) suggested collaborative planning among hospitals that provide services to a contiguous geographic area during mass casualty disasters. However, the JCAHO does not specify a methodology to determine which hospitals should be included into these cooperative plans. As a result, the problem of selecting the right hospitals to include in exercises and drills at the county level is a common topic in the current preparedness stages. This study proposes an efficiency index to determine the efficient response of cooperative-networks among hospitals before an occurrence of mass casualty disaster. The index built in this research combines operations research techniques, and the prediction of this index used statistical analysis. The consecutive application of three different techniques: network optimization, data envelopment analysis (DEA), and regression analysis allowed to obtain a regression equation to predict efficiency in predefined hospital networks for mass casualty disasters. In order to apply the proposed methodology for creating an efficiency index, we selected the Orlando area, and we defined three disaster sizes. Then, we designed networks considering two perspectives, hub-hospital and hub-disaster networks. In both optimization network models the objective function pursued to: reduce the travel distance and the emergency department (ED) waiting time in hospitals, increase the number of services offered by hospitals in the network, and offer specialized assistance to children. The hospital network optimization generated information for 75 hospital networks in Orlando. The DEA analyzed these 75 hospital networks, or decision making units (DMU's), to estimate their comparative efficiency. Two DEAs were performed in this study. As an output variable for each DMU, the DEA-1 considered the number of survivors allocated in less than a 40 miles range. As the input variables, the DEA-1 included: (i) The number of beds available in the network; (ii) The number of hospitals available in the network; and (iii) The number of services offered by hospitals in the network. This DEA-1 allowed the assignment of an efficiency value to each of the 75 hospital networks. As output variables for each DMU, the DEA-2 considered the number of survivors allocated in less than a 40 miles range and an index for ED waiting time in the network. The input variables included in DEA-2 are (i) The number of beds available in the network; (ii) The number of hospitals available in the network; and (iii) The number of services offered by hospitals in the network. These DEA allowed the assignment of an efficiency value to each of the 75 hospital networks. This efficiency index should allow emergency planners and hospital managers to assess which hospitals should be associated in a cooperative network in order to transfer survivors. Furthermore, JCAHO could use this index to evaluate the cooperating emergency hospitals* plans. However, DEA is a complex methodology that requires significant data gathering and handling. Thus, we studied whether a simpler regression analysis would substantially yield the same results. DEA-1 can be predicted using two regression analyses, which concluded that the average distances between hospitals and the disaster locations, and the size of the disaster explain the efficiency of the hospital network. DEA-2 can be predicted using three regressions, which included size of the disaster, number of hospitals, average distance, and average ED waiting time, as predictors of hospital network efficiency. The models generated for DEA-1 and DEA-2 had a mean absolute percent error (MAPE) around 10%. Thus, the indexes developed through the regression analysis make easier the estimation of the efficiency in predefined hospital networks, generating suitable predictors of the efficiency as determined by the DEA analysis. In conclusion, network optimization, DEA, and regressions analyses can be combined to create an index of efficiency to measure the performance of predefined-hospital networks in a mass casualty disaster, validating the hypothesis of this research. Although the methodology can be applied to any county or city, the regressions proposed for predicting the efficiency of hospital network estimated by DEA can be applied only if the city studied has the same characteristics of the Orlando area. These conditions include the following: (i) networks must have a rate of services lager than 0.76; (ii) the number of survivors must be less than 47% of the bed capacity EDs of the area studied; (iii) all hospitals in the network must have ED and they must be located in less than 48 miles range from the disaster sites, and (iv) EDs should not have more than 60 minutes of waiting time. The proposed methodology, in special the efficiency index, support the operational objectives of the 2012 ESF#8 for Florida State to handle risk and response capabilities conducting and participating in training and exercises to test and improve plans and procedures in the health response.Ph.D.
Doctorate
Industrial Engineering and Management Systems
Engineering and Computer Science
Industrial Engineering
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Park, Jungsoo S. M. Massachusetts Institute of Technology. "The simulation analysis on the accuracy and efficiency of MIT transaction index." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/45399.
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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 2008.Includes bibliographical references (leaf 43).
The paper aims to investigate the improvement that Ridge regression brings to the commercial real estate index estimation. The MIT transaction based index extends the use of the last model by Fisher, Gatzlaff, Geltner and Haurin (2003.) They address the sample selection bias and the noise effect of the transaction prices in small sample. To correct sample selection bias, MIT transaction index use the Heckman two-step. In addition to the correction of sample selection bias the MIT transaction based index applies the Ridge filters into the index creation procedures to dampen the effect of noise in transaction prices on estimations. Among them, this paper primarily focuses on: (1) investigating error structures, defined by the difference between the true market return and the estimated index return; (2) examining the efficiency improvement of the Ridge Regression as estimation method over Ordinary Least Square (OLS); (3) selecting the proper value of weight factor "k." The findings on the error structures are as follows. First, MIT transaction index does not suffer from smoothing and lagging which is apparent in the appraisal based index. Second, with larger sample size, the estimated market indexes become close to the true market values. In addition, the estimated market index is more biased when it uses small number of sample. Third, the error does not cumulate over time regardless of the sample size. To correct noise effect on the estimation procedure under the observation poor scenario, this study examines the efficiency of the Ridge regression. First, we examine the qualitative form of relationship between ridge coefficients and the control factor of "k." Generally, ridge trace is not significantly changed with respect to "k." It might be argued that the noise effect is not severe in the estimation procedure, yet the introduction of ridge regression apparently improves the estimation. Indeed, between k =4 and 5 ridge coefficients stabilize. Second, to investigate the improvement of ridge regression, we examine the mean square error.
(cont.) Between k = 4 and 5, mean square error, defined by the difference between the true and estimated market index, achieve the lowest value. Taken together, the system stabilizes between k = 4 and 5 and achieve the minimum mean squared error. This result leads to the conclusion that we can obtain better estimation using the control factor of 5.
by Jungsoo Park.
S.M.
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Murray, Nicholas P. "An assessment of the efficiency and effectiveness of simulated auto racing performance psychophysiological evidence for the processing efficiency theory as indexed through visual search characteristics and P300 reciprocity /." [Florida] : State University System of Florida, 2000. http://etd.fcla.edu/etd/uf/2000/ane5961/Dissertation%5FNicholas%5FMurray.pdf.
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Thesis (Ph. D.)--University of Florida, 2000.Title from first page of PDF file. Document formatted into pages; contains vi, 124 p.; also contains graphics. Vita. Includes bibliographical references (p. 106-117).
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Walheer, Barnabé. "Efficiency analysis: a multi-output nonparametric approach." Doctoral thesis, Universite Libre de Bruxelles, 2016. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/239283.
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Benchmarking is a technique used by Decision Making Units (DMUs) to enable continuous quality improvement. Benchmarking includes almost any activity that compares a DMU's performance with some standard. Benchmarking offers the possibility of optimizing the DMU's processes, services, outcomes and products through those comparisons. Quite often, benchmarking is understood to be an act of imitating or copying but in reality benchmarking proves to be a concept that helps in innovation rather than imitation. Though benchmarking is not new, it has become popular both as an analytical research instrument and a practical decision-support tool. To some, benchmarking is not a choice; it is a necessity. Indeed, the penalty for neglecting proper benchmarking is loss of competitive edge, which is the key to survival and profitability.Usually, benchmarking involves four distinct phases. Phase I: determine the set of comparison partners. There are three types of benchmarking procedure: internal benchmarking (i.e. the benchmark is chosen within the same organization), functional benchmarking (i.e. the benchmark is chosen regardless of which industry they are) and competitive benchmarking (i.e a competitor is used as the benchmark). Phase II: collect the data. Much information is already in the public domain (financial reports, newspaper reports, analysts' reports) but it is unlikely to provide all the information required for a successful benchmarking exercise. Phase III: analyze the collected information which results in the creation of a model and an identification of performance gaps. The model will have huge influence on the results. It is crucial to motivate all assumptions made in that phase. The model could be specific to the benchmarking exercise. Phase IV: the action phase. Analyzing the reasons for the performance differentials and use the findings to redefine goals, redesign processes, and change expectations regarding the evaluated DMU's own functions and activities.Amongst the models chosen in Phase III, Data Envelopment Analysis (DEA) has received more and more attention in the benchmarking literature. The goal of such analysis is to evaluate the efficiency of a DMU by comparing its input-output performance to that of other DMUs operating in a similar technological environment. The increasing attention for DEA could be explained by two main reasons. On the one hand, DEA does not resort to any unverifiable parametric/functional specifications of the production technology but rather lets the data speak for themselves by reconstructing the production possibilities using the observed inputs and outputs and imposing some technology axioms (such as monotonicity, convexity, returns-to-scale). Consequently, DEA is nonparametric in nature. On the other hand, deviation from efficiency, which is measured as the distance to the reconstructed production possibilities, is very easily computed. Indeed, the computation of the efficiency measures merely requires solving simple linear programming problems.Recently, Cherchye et al (2008, 2013) argued that standard DEA models provide a black-box treatment of efficiency production behavior since they ignore the links between inputs and outputs, i.e. they implicitly assume that all the inputs produce all the outputs simultaneously. This assumption is not plausible in several applications (e.g. employees that are allocated to different productions processes, specific capital which is used to produce only one type of goods). These authors suggested a multi-output nonparametric efficiency measurement technique, based on a cost minimization condition, which uses available information on the allocation of inputs to outputs. The new methodology characterizes each output by its own production technology while accounting for interdependencies between the different output-specific technologies giving rise to scope economies. This methodology provides a more realistic modelling of the production process and has a bigger ability to detect inefficient behavior (i.e. has more discriminatory power) than standard DEA techniques.In this thesis, we extend the method suggested by Cherchye et al (2008, 2013) in several directions. Firstly, we incorporate bad outputs (in contrast to good outputs). This extension deals in a natural way with several limitations of existing DEA approaches to treat undesirable outputs. As demonstrated with our application to the electricity sector. Next, we extend the methodology to allow for output-specific returns-to-scale assumptions. This allows for a more flexible model that does not force the practitioners to choose the same returns-to-scale assumption for all the outputs (as it is the case for the standard DEA model). This simultaneous choice could be difficult to defend in several settings but it is surely the case when undesirable outputs are present in the production process, as demonstrated in our application. Next, we extend the methodology for multi-output producers by considering a dynamic context. We suggest a new productivity index which takes the form of a Malmquist Productivity Index. Finally, we also generalize the method of Cherchye et al (2008, 2013), based on a cost minimization condition, to a profit maximization condition. This establishes a novel DEA toolkit for profit efficiency assessments in situations with multiple inputs and multiple outputs. We apply this new model to the case of electricity plants.Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
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Suhariyanto. "Productivity growth, efficiency and technical change in Asian agriculture : a Malmquist index analysis." Thesis, University of Reading, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298849.
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Zeng, Zhenxing. "A study on the pricing efficiency of Hong Kong's index derivative warrant market." HKBU Institutional Repository, 2009. http://repository.hkbu.edu.hk/etd_ra/1198.
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Janů, Jakub. "Vícekriteriální analýza indexu lidského rozvoje." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-192388.
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Diploma thesis describes the problem of quantitative expression of the quality of life. For this purpose is used one of the most widespread indicators of quality of life - Human Development Index. This paper describes its basic characteristics, method of calculation, its advantages and drawbacks. One of the objectives of this paper is the elimination of these shortcomings by alternative method of calculation. The methods of multi-criteria evaluation of alternatives and data envelopment analysis models are applied for these purposes. One part of this paper is a theoretical description of the tasks of multi-criteria decision making and their classification into the methods for multi-criteria evaluation of alternatives and into the methods of multi-criteria linear programming. In this paper are used methods WSA, TOPSIS and PROMETHEE, based on the definition of the theoretical characteristics of the methods of multi-criteria evaluation of alternatives. These methods are applied on the source data, obtained from a model of the human development index. After calculation, the results obtained are analyzed and written into the conclusion. Another alternative approach to obtain the level of human development is to evaluate the degree of efficiency of countries using data envelopment analysis models in comparison with the human development index. For these purposes is written the theoretical background, which defines the basic types of data envelopment analysis models. These theoretical findings serve as the basis for the practical analysis by the BCC output oriented model and by the corresponding model of super efficiency. The results of these calculations are analyzed and subsequently written into the final conclusion.
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Maniadakis, Nikolaos. "A cost Malmquist index approach to productivity measurement with an application to health care services provision." Thesis, University of Warwick, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323208.
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Matacic, Tyler Joseph. "A Novel Index Method for Write Optimization on Out-of-Core Column-Store Databases." Youngstown State University / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=ysu1484310394495048.
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Zhang, Zhi Hua. "On the efficiency of Hong Kong Mini-Hang Seng index futures and options markets." Thesis, University of Macau, 2004. http://umaclib3.umac.mo/record=b1636276.
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SHEN, HUI-MIN, and 沈慧敏. "Evaluating the Performances and Mean-Variance Efficiency of Japanese Indexes." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/41580296932158338556.
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Liao, Hui-Ling, and 廖惠玲. "Efficiency Evaluation of Taiwna''s Electronic Industry with Multiple Indexes of Performance." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/23075807295148475182.
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碩士國立雲林科技大學
企業管理系碩士班
90
Due to the swift changing of the industries and internationalization, the performance of the electric industry in the international market gradually catches the public eye. The electric industries achieve its goal of leading the industries in Taiwan, no matter in the stock market or in the global competitive market. Recently, conferring on the each industry performance of management is the one of stresses to the industry researches. And using DEA to confer is fairly much. DEA is able to confer multiproduct, and not have to suppose the form of functions, and deal with ratio and non-ratio data at the same time. DEA is easier and more objective than the traditional financial-ratio method, so we hope to use DEA to estimate the performance of electronic subsidiary industry. The increasing of a business value can be resulted from the traditional business transactions, and incorporeal property is valued gradually. Besides financial performance, indexes of non-financial performance have to become a standard in measuring performance of businesses management. We hope to find the relationship between non-financial index of “a investigation in popularity of benchmarking” in the CW’s magazine and the financial performance. We hope businesses to find out the weakness in performance of management and to improve and enhance it to promote the performance of management.
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Syu, Shao-Wei, and 許少維. "A Study on Sentiment indexes, System Risk, and Forecast Efficiency — Taiwan Cell Phone Industry." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/ehmenz.
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碩士國立臺中科技大學
財務金融研究所碩士班
106
The purpose of this study is to investigate how sentiment indicators affect the relationship between systemic risk and predictive efficiency of mobile phone industry stocks. Global smartphone shipments grew by 2.3% in 2016 compared with the same period in 2015, and it shows the mobile phone industry is booming. Around the world, Taiwan''s component manufacturers occupy a huge market and it leads the world gradually. In the investment market, in addition to the market mechanism will affect the investment remuneration, investor sentiment may also affect the results of the changes. This study based on behavioral finance as the beginning-point, to understand the behavior of investors and financial markets, further consolidated financial management and psychology. This paper uses OLS regression analysis to explore the impact of sentiment indicators on systemic risk. A generalized autoregressive conditional heteroskedasticity model GARCH(1,1) is used to analyze how the daily rate of return is influenced by the investor sentiment indicators, and the Root Mean Squared Error (RMSE) is also used to measure whether information based on sentiment indicators can improve predictive efficiency. The empirical results show that when sentiment variables are considered in the models of the systemic risk and the predictive efficiency of stock returns, the sentiment indicators have a significant effect on the systemic risk. This means that this approach contributes to the prediction of stock returns and will effectively reduce the error in forecasting efficiency and thus improve efficiency.
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Lin, Meng-hua, and 林孟樺. "A Study on the Simultaneous Relationship between Efficiency Indexes of Securities Investment Trust Companies and their Mutual Funds." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/ed3vd4.
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碩士朝陽科技大學
財務金融系碩士班
93
This study evaluated the efficiency of the securities investment trust companies and mutual funds with data envelopment analysis (DEA). The authors adopted the three stages least square (3SLS) of simultaneous equation models to proceed the analysis. The purpose of this study is to explore the influences of managerial efficiency and characteristics of securities investment trust companies, as well as characteristics of funds, on the performance of mutual funds. The useful sample encompassed 874 open-end equity mutual funds in Taiwan ranging from 1998 to 2004. The results revealed that the managerial efficiency, net-profit ratio, and total assets turnover of securities investment trust companies are positively associated with efficiency of funds. In terms of characteristics of funds, the performance of funds is more efficient when the amounts of funds of issue are not excess, as well as the securities investment trust companies are neither financial holding companies nor foreign investors. Finally, the replacement of fund managers and the expense ratio charged by securities investment trust companies are negatively associated with the efficiency of funds.
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Yu, Chia-Fen, and 俞佳芬. "The efficiency test of stock price indexes in Asian emerging markets:. applying the panel unit root test with multiple structural breaks." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/34578160583155305356.
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碩士淡江大學
財務金融學系碩士班
94
This paper applies random walk hypothesis to investigate whether stock-price indexes of nine Asia emerging markets can be characterized as random walk (unit root) or mean reversion processes. A more powerful test which allows for the presence of multiple structural breaks in the underlying series developed by Carrion-i-Silvestre, del Barrio and López-Bazo (2005) is employed. Results provide strong support for the random walk hypothesis.
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Tambaram, Kailasam Gayathri. "Efficient skycube computation using bitmaps derived from indexes." 2006. http://www.lib.ncsu.edu/theses/available/etd-07202006-175506/unrestricted/etd.pdf.
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Lu, Pei-Hua, and 呂珮華. "Supporting Efficient XML Query Processing Using Double Indexes." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/23y476.
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碩士國立中興大學
資訊科學與工程學系所
99
XML is a semi-structured markup language that allows the exchange and storage of information across the web. To retrieve XML data efficiently, many indexing methods were proposed. Most of the literatures construct and store the index in main memory to support fast access. A limitation is that most of them assume the index can fit into the main memory. It may not be suitable as the size of the XML document increases. Another issue that is worth discussing is the reuse of evaluated query. There are hundreds of thousands of query patterns can be composed for an XML document. However, only few of them are meaningful and invoked in practice. Every time a query is invoked, the evaluation is processed once again. Taken as a whole, the system wastes a lot of time doing same work. To overcome this problem, a double indexes method is proposed. The XML index is built for indexing an XML document and Query index is to index a set of queries, which is generated from query load. The proposed system only loads query index into memory to reduce memory usage. The experimental results show that the Query index improves query performance greatly compared with some existing systems. The Query index is updated according to the new coming queries. Even though a query is new for the system, it is recorded in the Query index after query evaluation is completed. When a large number of queries are processed in batch, the average query time is below 3 ms.
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Ku, Tsung-Han, and 古宗翰. "Space-Efficient Indexes for Some New Bioinformatics Applications." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/68956143224185546341.
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博士國立清華大學
資訊工程學系
102
This thesis studies the dictionary matching problem and its related variations {\it approximate} dictionary matching problem, {\it circular} dictionary matching problem, and an application {\it text indexing with wildcards problem}. Given a set $\D$ of $d$ patterns of total length $n$, the dictionary matching problem is to index $\D$ such that for any query text $T$, we can locate the occurrences of any pattern within $T$ efficiently. This problem can be solved in optimal $O(|T|+occ)$ time by the classical Aho-Corasick automaton where $occ$ denotes the number of occurrences. The space requirement is $O(n)$ words which is far from optimal (i.e. succinct space or compressed space). When $\D$ contains a total of $n$ characters drawn from an alphabet set $\Sigma$ of size~$\sigma$, Hon et al.~(2008) gave an $nH_k(\D)+o(n\log\sigma)$-bit index which supports a query in $O(|T|(\log^{\epsilon} n+ \log d)+ occ)$ time, where $\epsilon >0$ and $nH_k(\D)$ denotes the $k$th-order entropy of $\D$. Recently, Belazzougui~(2010) has proposed an elegant scheme, which takes $n\log\sigma +O(n)$ bits of index space and supports a query in optimal time. In this thesis, we provide connections between Belazzougui's index and XBW compression of Ferragina and Manzini (2005), and show that Belazzougui's index can be slightly modified to be stored in $nH_k(\D)+O(n)$ bits, while query time remains optimal; this improves the compressed index by Hon et al.~(2008) in both space and time. For the {\it approximate} dictionary matching problem, we consider the one error case instead of the $k$ errors case (i.e. general case), where $k$ is an constant number larger than~0. In the one error case, we consider a substring of $T[i..j]$ an occurrence of $P$ whenever the edit distance between $T[i..j]$ and $P$ is at most one. For this problem, the best known indexes are by Cole et al. (2004), which requires $O(n+ d\log{d})$ words of space and reports all occurrences in $O(|T|\log{d}\log{\log{d}}+occ)$ time, and by Ferragina et al. (1999), which requires $O(n^{1+\epsilon})$ words of space and reports all occurrences in $O(|T|\log\log n + occ)$ time. Although there have been successes in compressing the dictionary matching index while keeping the query time optimal (as described on the above). However, a compressed index for approximate dictionary matching problem is still open. In this thesis, we propose the first such index which requires an optimal $nH_k+O(n)+o(n\log\sigma)$-bit index space. The query time of our index is $O(\sigma |T|\log^3{n}\log{\log{n}}+occ)$. Circular patterns are those patterns whose cyclic shifts are also valid patterns. These patterns arise naturally in bioinformatics and computational geometry. In this thesis, we consider succinct indexing schemes for a set of $d$ circular patterns of total length~$n$, with each character drawn from an alphabet $\Sigma$ of size $\sigma$. Our succinct index which needs $n\log\sigma(1+o(1))+O(n)=O(d\log n)$ bits is based on the popular Burrows-Wheeler transform (BWT) on circular patterns, while the dictionary matching problem or the pattern matching problem can be solved efficiently. Sometimes the text string $T$ could have wildcard characters inside. Therefore, suppose $T=T_1\phi^{k_1}T_2\phi^{k_2}\cdots\phi^{k_d}T_{d+1}$ whose total length is $n$, where characters of each $T_i$ are chosen from an alphabet $\Sigma$, and $\phi$ denotes a wildcard symbol. The text indexing with wildcards problem is to index $T$ such that when we are given a query pattern $P$, we can locate the occurrences of $P$ in $T$ efficiently. This problem has been applied in indexing genomic sequences that contain single-nucleotide polymorphisms (SNP) because SNP can be modeled as wildcards. Recently Tam et al. (2009) and Thachuk (2011) have proposed succinct indexes for this problem. In this thesis, we will show how to apply the index of dictionary matching problem to solve this problem, and we present the first compressed index for this problem, which takes only $nH_h +o(n\log \sigma)+O(d\log n)$ bits of space, where $H_h$ is the $h$th-order empirical entropy~($h=o(\log_{\sigma} n)$) of $T$.
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Chen, Nikon, and 陳迺綱. "Examining the Efficiency ofthe Taiwan Index Options." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/73270690292006583868.
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Chun, Lu Yi, and 盧易駿. "Taiwan Stock Index Futures Markets Efficiency Tests." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/86392025501170092368.
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碩士靜宜大學
企業管理學系
88
Abstract Taiwan stock index futures contracts are traded in the futures markets in Hong Kong、Singapore and USA, showing that foreign investor much needing Taiwan stock index futures contracts to manage their investment risk. This thesis presents some evidence of market efficiency on Taiwan stock index futures in Taiwan (TAIMAX) and Singapore(SIMEX). This study employs ADF and PP unit root tests to examine stationary of the time series data of the stock index futures prices, and examines the lead-lag relationship by cointegration analysis and Error-Correction Model(ECM). In addition, GARCH(1,1)-M model is utilized to examine the existence of risk premium, and to test the efficiency in the two futures markets. SIMAX’s sample period start from 8/1/1997 to 2/25/2000, having 693 observations. TIMAX’s sample period start from 7/21/1998 to 2/25/2000, totaling 426 observations. The observations are the daily settlement prices. The empirical findings can be summarized as following: 1. The four time series data have first-order differences. The spot and future prices of SIMAX and TIMAX can be characterized random walk. 2. The SIMAX future and spot prices have cointegration relationship. TIMAX futures and spot prices also have cointegration relationship. Those results satisfy the necessary condition of the efficient market hypothesis. 3. In Granger Causality, the SIMAX futures and spot prices have feedback relationship. However, the TIMAX futures and spot prices don’t have feedback or spontaneous relationship. 4. For lead-lag relationship, the SIMAX futures prices and SIMAX spot prices lead each other, but TIMAX futures prices just lead TIMAX spot prices. To compare the two futures markets, SIMAX lead TIMAX. 5. Since there is no risk premium found from the GARCH(1,1)-m model test, results are largely supportive of weak efficiency in two Taiwan stock index future market.
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CHUN, HUANG YI, and 黃亦駿. "Efficiency Test of the Taiwan Index Options Market." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/98317464994842571072.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士班
91
Abstract Taiwan index options are the emerging derivative in Taiwan future market. This paper uses several no arbitrage conditions（lower boundary, put-call parity, call＆put spread, box spread, butterfly spread）to examine the efficiency of Taiwan index options market. We also compare the number and size of violations of theoretical pricing relationships before and after the introduction of Polaris’ option lottery to test the change of the market efficiency. During the period December 24, 2001 through January 28, 2003, we find that there are few arbitrage opportunities on lower boundary the most fundamental relationship for options. On the put-call parity, call options without transaction costs are undervalued. But the number of arbitrage opportunities declines when taking transaction costs and short sale constraints into account. On every no arbitrage condition, the arbitrage opportunity is less than ten percent when taking transaction costs into account. It means that we support efficiency of Taiwan index options market after taking transaction costs and short sale constraints into account. Besides, after the introduction of option lottery, most of arbitrage mean value decrease significantly although the number of arbitrage opportunities increase in some parts of conditions. In terms of arbitrage mean value, the market efficiency is improved after the event. In addition, when we use futures as the trade underlying of index options instead of index on no arbitrage conditions, not only the situation that call options are undervalued is improved but also the arbitrage mean value declines significantly. It means that using futures to hedge or arbitrage is better than index because of lower cost and higher liquidity. Keywords：Taiwan index options, no arbitrage conditions, market efficiency
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Liu, Chia-i., and 劉佳宜. "Coupling Efficiency of Graded-Index Polymer Optical Fiber." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/a92cur.
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碩士國立中山大學
機械與機電工程學系研究所
97
The effects of geometry parameters of graded-index polymer optical fiber (GI-POF) components on the coupling efficiency and signal mixed proportion are studied in this thesis. Simulation and experimental approaches are used to investigate the effects of light sources on the coupling efficiency of misalighment, Y-couplers and V-groove couplers. Two different light sources are employed in this study: Laser diode (LD) and vertical-cavity surface-emitting laser (VCSEL). The optimum coupling angle and refractive index of filler in the Y-coupler are studied with a light-emitting diode (LED) light source. A good agreement between the simulation and the experiment results is shown in this work. Furthermore, two V-groove array arrangements, i.e. the parallel V-groove array and the skew V-groove array, are proposed in this study to mix multi-light-sources. The optimum parameters of V-groove are designed to achieve the highest coupling efficiency. The performances of different V-groove array arrangements have also been demonstrated for multi-signal mixing.
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Daya, Wael, Khelifa Mazouz, and Mark C. Freeman. "Information efficiency changes following FTSE 100 index revisions." 2012. http://hdl.handle.net/10454/5954.
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This study examines the impact of FTSE 100 index revisions on the informational efficiency of the underlying stocks. Our study spans the 1986–2009 period. We estimate the speed of price adjustment and price inefficiency from the partial adjustment with noise model of Amihud and Mendelson (1987). We report a significant improvement (no change) in the informational efficiency of the stocks added to (deleted from) the FTSE 100 index. The asymmetric effect of additions and deletions on informational efficiency can be attributed, at least partly, to certain aspects of liquidity and other fundamental characteristics, which improve following additions but do not diminish after deletions. Cross-sectional analysis also indicates that stocks with low pre-addition market quality benefit more from joining the index.
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Lin, Jie-Ru, and 林婕汝. "A Flexible Sequential Pattern Mining Algorithm with Efficient Indexes for Support Counting." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/89475436838377085332.
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碩士逢甲大學
資訊工程所
96
Sequential pattern mining has gathered great attention in recent years due to its broad applications. Most of the existing methods are in two categories: (1) candidate-generation-and-test approaches such as GSP, requiring multiple database scans, (2) pattern-growth approaches such as PrefixSpan, scanning the projected database which might be several times larger than the original database. Methods from both categories must set minimum support thresholds in advance. To remedy these problems, we propose a new approach, Fast Sequential Pattern Enumeration (FSPE), to mine sequential patterns without the need to predetermine the minimum support threshold. The FSPE scans the transaction database only once to enumerate all candidate sequences with efficient indexing of their support counters. Using our approach one can produce meaningful rules very easily for any item that appears at least once in the sequence database.
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Бочарова, М. Ю. "Удосконалення діяльності комерційних банків з іноземними інвестиціями, як фактор підвищення їх міжнародної конкурентоспроможності (на прикладі АТ «ОТП Банк»)." Thesis, 2019. http://dspace.oneu.edu.ua/jspui/handle/123456789/10901.
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У роботі розглядаються теоретичні основи конкурентоспроможності в банківському секторі, досліджено сутність, класифікацію та регулювання міжнародних комерційних розрахунків, узагальнено методи оцінки міжнародної конкурентоспроможності банку.
Зроблено аналіз основних економічних показників діяльності АТ «ОТП Банк», проведено аналіз діяльності АТ «ОТП Банк» в обслуговуванні зовнішньоекономічної діяльності, оцінено його міжнародну конкурентоспроможність.
Пропонуються основні напрями удосконалення діяльності банку за рахунок нових підходів до оцінки ризиків відповідно до вимог Базельського комітету та удосконалення інформаційного й організаційного забезпечення, застосування стратегії CRM та платформи CORREQTS.Diploma work consists of three divisions. A research object is activity of commercial banks with foreign investments and their international competitiveness on the example of JSC «ОТP BANK». Theoretical bases of competitiveness are in-process examined in a bank sector, essence, classification and adjusting of international commercial calculations, is investigational, the methods of estimation of international competitiveness of bank are generalized. The analysis of basic economic indicators of activity is done on JSC «ОТP BANK», the analysis of activity is conducted in maintenance of foreign economic activity, including - from realization of international commercial calculations. Basic directions of improvement of activity are offered due to the new going near the estimation of risks in accordance with the requirements of the Basel committee and improvement of dataware and organization, implementation of SRM system and platform CORREQTS.
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Chen, Chia-Tien, and 陳家天. "A Study of Arbitrage Efficiency Between the TSE Index Futures and Index Options." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/93383172167769505429.
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碩士國立高雄第一科技大學
財務管理所
91
The study according to the Put-Call-Futures parity theory by Tucker(1991), considering Taiwan’s present transaction cost (commission, transaction tax, capital cost) and differential rates of lending and borrowing to match the traded prices date within one minute, and the time interval within five minutes intraday. By using the strategy of execute-and-hold divided into the short hedge arbitrage and the long hedge arbitrage, by the strategy of execute-and-hold. The study period from TSE Index option entering to the market in 2002 is focusing on TSE Index future and TSE Index option is trying to find the relationship between arbitrage opportunity and market pricing efficiency. In conclusion, the cost of commission has a greater ratio in all transaction costs, because of the result market maker the arbitrage opportunity and arbitrage profit are greater than a non-market-maker. This study uses the Put-Call-Futures parity to exam- -ine between TSE Index future and TSE Index option contracts, market maker still has arbitrage opportunity to gain arbitrage profit. From market maker point of view, the market is not efficient. A non-market-maker can not gain more than the arbitrage pr- ofit of the transaction costs. From a non-market-maker point of view, the market still has efficiency.
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Chou, Hou-Jen, and 周厚任. "A study of onshore international equity fund efficiency index：A metafrontier approach." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/57418161516936974079.
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碩士玄奘大學
財務金融學系碩士班
96
This thesis analyzes the efficiency of mutual funds issued by Taiwanese security investment trust companies. Their investment targets mainly comprise stocks and securities issued in offshore regions. We selected 18 mutual funds in the years 2005 to 2007 as the samples. The method used in our research is known as data envelopment analysis (DEA) as well as the newly developed method of metafrontier (MF). The output is expressed as returns and inputs are cumulative turnover, expenses, loads and standard deviation. Our results show that applied index of technology gap ratio (TGR) can fully compare the performance of different groups of fund. Furthermore, we also find the primary factor affecting TGR is the loads element.
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kang, Deng-Chieh, and 康登傑. "A RESEARCH ON EFFICIENCY OF TAIWAN INDEX OPTION MARKET." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/43249150396054973937.
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碩士南華大學
財務管理研究所
92
This research adopts the option and transaction data of Index option and futures relatively.We exam the arbitrage chances with ox-post approach. The subject of research iswilling to find weather having profit of arbitrage in our sample, when the Put-Call Parityand B-S model is fitted. And we use regression approach to check the profit which isobvious or not. Finally, the regression can help us to judge weather the option market is efficient.The range of research is from 1/1/2003 to 10/31/2003.The result is as follows: 1. It appears 7.16% of the arbitrage chance using Put-Call Parity and 16.38% chance using B-S model. 2. Under the Put-Call Parity approach, The chance of arbitrage only takes place to 295 times is least. The chance of arbitrage in B-S model is 675 times. Under the Put-Call Parity, average profit is maximum reaching 4.84,but the average profit of put of B-S is 1.95 that is minimum. The total profit of the Call of B-S maximum as 1766.07. 3. In regard to the frequency of the occurrence, the time zone of opening and closing appears that the arbitrage chances are slightly higher than other time zones, its chance of arbitrage distributes to present like the W shape. 4. The result of regression in Put-Call Parity approach is found that the profit of arbitrage is obvious. Under B-S model, no matter call or put, the result isn’t obvious.Because the model appear it still has obvious arbitrage profit, and it appears Index option market isn’t efficient.