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1
Hummel, Véronique. "Comparaison de deux créoles indianocéaniques avec le sango : le cas des particules préverbales." Electronic Thesis or Diss., La Réunion, 2024. http://www.theses.fr/2024LARE0018.
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Cette thèse propose pour la première fois une étude comparative de deux créoles indianocéaniques avec une langue centrafricaine, à partir des marqueurs préverbaux. Elle s’appuie sur une constatation empirique : il existe un marqueur préverbal a en sango (langue nationale de République centrafricaine) dont la fonction syntaxique peut être comparée à celle du i en créole réunionnais et du créole seychellois. Ce parallélisme forme le point de départ d’une interrogation qui s’est exprimée ainsi : peut-on définir une règle expliquant la restructuration du pronom personnel de la 3e personne en différents morphèmes, quelles que soient les langues d’origine ?Pour répondre à cette question, j’ai comparé les pronoms personnels d’une trentaine de langues de contact présentées dans The Atlas of Pidgin & Creole Language Structures, et j’ai cherché à comprendre les logiques de restructuration qui ont abouti à la formation d’autres morphèmes, notamment des copules et des marqueurs préverbaux. Je constate des logiques parallèles entre quelques langues oubanguiennes et deux créoles indianocéaniques à base française, notamment dans la « fabrication » d’un marqueur préverbal, lui-même issu de la restructuration d’un pronom personnel de la langue-cible. En revanche, la proximité phonologique du préfixe pluralisateur a- avec le marqueur préverbal a du sango ne se retrouve pas dans les créoles indianocéaniques, qui ont chacun un pluralisateur très différent du marqueur préverbal i.à l’instar du a du sango, le marqueur préverbal i est réservé à la 3e personne en seychellois, alors qu’il s’est étendu à toutes les personnes du réunionnais. Ces spécificités ne s’expliquent pas par un présumé « substrat » africain des créoles, car l’étude de divers morphèmes des langues africaines (et du malgache) contributrices des créoles ne montre pas de traces syntaxiques de ces langues. Seule la présence d’un pronom a dans les créoles du golfe de Guinée, issu de l’edo, constitue une exception qui s’explique par l’histoire du peuplement de cette région. Cette particularité n’a pas été reproduite dans les créoles indianocéaniques.Cette thèse montre le caractère « normal » (au sens des règles d’évolution des langues) des créoles réunionnais et seychellois, tout en insistant sur leurs singularités. Réunionnais et seychellois sont les seuls créoles à base française à posséder un marqueur prédicatif, en l’occurrence de forme i, et celui-ci n’obéit pas aux mêmes règles en réunionnais et en seychellois. Cette thèse montre que ces singularités s’expliquent plus par des logiques internes que par des contacts de langues. Elle appelle d’autres comparaisons avec d’autres langues, pour tenter notamment de préciser les descriptions morphosyntaxiques des différents i seychelloisThis thesis proposes for the first time a comparative study of two Indian Oceanic Creoles with a Central African language, with particular reference to preverbal markers. It is based on empirical observation: there is a preverbal marker a in Sango (national language of the Central African Republic) whose syntactic function can be compared to that of i in Reunion and Seychelles Creoles. This parallelism forms the starting point of an interrogation that expresses itself as follows: can we define a rule accounting for the restructuring of the 3rd person pronoun into different morphemes, regardless of the original languages?To answer this question, I compare the personal pronouns of about thirty contact languages presented in The Atlas of Pidgin & Creole Language Structures, and I try to understand the restructuring principles resulting in the formation of other morphemes, including copulas and preverbal markers. I note parallel principles between some Oubanguian languages and two French-based Indian Creoles, particularly in the creation of a pre-verbal marker, itself resulting from the restructuring of a personal pronoun of the target language. On the other hand, the phonological proximity of the pluralizing prefix a- with the preverbal marker a of Sango is not found in the Indian Oceanic Creoles, each of which has a pluralizer that is very different from the preverbal marker i.Like the a of Sango, the preverbal marker i is reserved for the 3rd person in Seychelles Creole, while it has been extended to all persons in Reunion Creole. These specificities cannot be accounted for by an alleged African “substrate” of the Creoles, because the study of various morphemes of the African languages (and Malagasy) which contributed to these Creoles does not show any syntactic traces of these languages. Only the presence of a pronoun a in the Creoles of the Gulf of Guinea, inherited from Edo, constitutes an exception which can be accounted for by the history of settlement in this region. This peculiarity has not been reproduced in the Indian Oceanic Creoles.This thesis shows the “normal” character (in the sense of rules of linguistic change) of Reunion and Seychelles Creoles, while insisting on their singularities. Reunion and Seychelles Creoles are the only French-based Creoles possessing a predicative marker (more precisely, a morpheme i). This unit does not obey the same rules in Reunion and Seychelles Creole. This thesis aims to show that these singularities are best explained by internal dynamics than by language contacts. It calls for further comparisons with other languages, in particular in order to try to clarify the morphosyntactic descriptions of the different Seychelles Creole i
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Nguyen, Thuc Thanh Tin. "Etude contrastive de la temporalité en français et en vietnamien." Phd thesis, Université René Descartes - Paris V, 2013. http://tel.archives-ouvertes.fr/tel-00959868.
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Alors que les valeurs temporelles, aspectuelles et modales en français sont principalement exprimées par les déterminants grammaticaux du verbe, l'expression de la temporalité en vietnamien s'appuie sur des marqueurs d'ordre lexical. L'objectif de cette recherche a été de montrer la différence qui existe dans la manière d'exprimer la temporalité en français et en vietnamien et donc de concevoir l'expression des valeurs temporelles, aspectuelles et modales dans chacune de ces langues. Ces valeurs étant véhiculées par des déterminants grammaticaux du verbe en français et par des marqueurs lexicaux en vietnamien, l'analyse a consisté tout d'abord à préciser les valeurs de ces éléments dans chaque langue, après avoir rappelé les points de vue de certains prédécesseurs dans ces domaines. Ensuite, une étude contrastive d'un extrait du Petit Prince en français et de deux de ses traductions en vietnamien a permis de mettre en évidence non seulement les facteurs qui régissent la présence ou l'absence de marqueurs en vietnamien, mais aussi les changements de sens et d'effets stylistiques qu'induisent le passage d'une langue à l'autre et le choix singulier qu'est à même de faire le traducteur. Cette recherche peut donc avoir une incidence immédiate pour l'enseignement du français à des apprenants vietnamiens et plus largement à des étudiants de Français Langue Etrangère comme pour la traduction.
3
Takahashi, Sonoko. "The Interrogative Marker KA in Japanese." Connect to this title online, 1995. http://www.ohiolink.edu/etd/view.cgi?acc%5Fnum=osu1116614186.
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Dahl, Therese, Rikard Nordlund, and Filippa Thornander. "High-end toiletries for kids - A study of the development and the predicted future of the market." Thesis, Halmstad University, School of Business and Engineering (SET), 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1851.
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This study aims to obtain a better understanding of the development of the kids market. The aim is also to find out the future directions of this market, with a focus on high-end toiletries for children. Furthermore, the authors will highlight important marketing aspects that need to be considered both by companies entering the market, as well as companies already operating on the market.
The authors already had expectations and general knowledge about the topic, due to its frequent media publicity during recent years, therefore a deductive approach was the most suitable one. Moreover, a qualitative method with open interviews was used in order to obtain a deeper knowledge about the topic.
The result from the interviews indicates a future growth on the kids market. Companies have to focus a lot on the kids in the future in order to avoid a revenue decline in this particular customer segment.
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Li, Xi Yang. "Three Essays on Stock Market Return Predictability:The Role of Average Correlation of Industry Portfolio Returns." Thesis, Griffith University, 2018. http://hdl.handle.net/10072/381533.
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Stock market return predictability has long been one of the key and unsolved areas of research in finance. Although the stock market has been argued to follow a random walk, researchers have struggled to improve the accuracy of predicting stock market returns through extensively examining forecasting variables such as financial ratios, economic indicators, and behaviour factors. Pollet and Wilson (2010) have recently developed a new predicator and claimed that average correlation reveals the movement of the systematic component of the market return and it predicts the stock market returns.
This thesis uses the newly developed predictor, average correlation, to predict stock market returns, both in the US and across a number of developed countries and emerging countries. Three interrelated studies are sequentially undertaken to examine the predictive power of average correlation for future stock market returns.
The first study uses the average correlation of the 48 Fama-French industry portfolio returns in the US stock market to predict the US stock market returns. To juxtapose average correlation with conventional predictors, a number of forecasting variables, including term spread, default spared, dividend price ratio, the cyclically adjusted price-to-earnings ratio and investor sentiment, are incorporated in the model.
The second study uses 27 non-US financial markets and extends the analysis to the relatively less explored area relating to the predictability of the international stock market returns. The average correlation of industry portfolio returns in each financial market, including more forecasting variables such as industrial production, gross domestic production and financial crisis dummies, is used to predict the stock returns of the financial markets under study.
The third study further extends the analysis and uses both the US average correlation from the first study and the local average correlation from the second study as predictors for the stock market returns of each financial market. The US average correlation is posited as capturing the global influence on a particular financial market, while the local average correlation is used to represent the domestic influence within that financial market.
The key findings of the thesis are summarised as follows. First, average correlation is a significant predictor for the US stock market returns at a two-month lag and for the returns of other stock markets with a one-month lag. Second, average correlation outperforms all predictors conventionally used in the US stock market, as well as in most other international stock markets. Third, the US and local average correlations predict the local stock market returns, indicating that the global influence has an impact on the local stock market returns and that the US average correlation successfully captures such an influence. The research findings suggest that the average correlation is closely related to stock market returns. The findings of the thesis would be of interest to policymakers as well as stock market practitioners who wish to formulate effective trading strategies.Thesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Dept Account,Finance & Econ
Griffith Business School
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Dappiti, Ramana Reddy, and Mohan Krishna Thalluri. "Brownian Dynamic Simulation to Predict the Stock Market Price." Thesis, Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2627.
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Stock Prices have been modeled using a variety of techniques such as neural networks, simple regression based models and so on with limited accuracy. We attempt to use Random Walk method to model movements of stock prices with modifications to account for market sentiment. A simulator has been developed as part of the work to experiment with actual NASDAQ100 stock data and check how the actual stock values compare with the predictions. In cases of short and medium term prediction (1-3 months), the predicted prices are close to the actual values, while for longer term (1 year), the predictions begin to diverge. The Random Walk method has been compared with linear regression, average and last known value across four periods and has that the Random Walk method is no better that the conventional methods as at 95% confidence there is no significant difference between the conventional methods and Random Walk model.Prediction of stock markets has been the research interest of many scientists around the world. Speculators who wish to make a “quick buck” as well as economists who wish to predict crashes, anyone in the financial industry has an interest in predicting what stock prices are likely to be. Clearly, there is no model which can accurately predict stock prices; else markets would be absolutely perfect! However, the problem is pertinent and any improvement in the accuracy of prediction improves the state of financial markets today. This forms the broad motivation of our study.
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Triulzi, Tiziana. "Identification of markers to predict benefit from trastuzumab treatment." Thesis, Open University, 2017. http://oro.open.ac.uk/49229/.
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Despite the clinical benefit of trastuzumab, some patients do not respond to this therapy. Aims of this study are to identify new predictive biomarkers to distinguish responsive from de novo resistant tumours and to have new insights into the biological characterisation of trastuzumab activity. Whole-transcriptome analysis of primary HER2-positive breast carcinomas (BCs) treated with adjuvant trastuzumab identified a tumour subgroup, characterised by high ERBB2/low ESR1 expression, with good clinical outcome, and allowed the development of a trastuzumab risk model (TRAR) able to identify patients with high- and low-risk of relapse. Application of TRAR model to available datasets and to a new series of HER2-positive BC patients treated with neoadjuvant trastuzumab designated TRAR as predictive of response rather than associated to low aggressiveness. Our analyses showed that tumours exquisitely sensitive to treatment are addicted to HER2, enriched in immune pathways and have a peculiar circulating NK profile, characterised by high expression of the NKG2D receptor. Enrichment of immune system- and tyrosine kinase receptor signaling-related pathways was found associated also with response to trastuzumab monotherapy in clinical samples, suggesting the possibility to treat HER2-addicted tumours with trastuzumab monotherapy. Accordingly TRAR-low, high-NKG2D- and -MHC-II-expressing tumours were associated with response to one cycle of trastuzumab alone. In addition, increase of MHC-II gene expression upon a single cycle of trastuzumab characterised patients who benefit from the following combination with chemotherapy. Characterisation of biological features of TRAR-low tumours showed high infiltration of macrophages and CD8+ T cells, together with the expression of chemokines involved in their recruitment and of immune checkpoint ligands. In vitro analysis demonstrated a direct regulation of CCL2 and PD-L1 by HER2 signals. Overall, we described a tool able to identify BCs responsive to trastuzumab and understood that in these tumours HER2 is crucial for tumour growth, for infiltration of pro-trastuzumab immune cells and their suppression.
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Wu, King Yin Marco. "Integrating fluorescence visualization with clinical markers to predict oral cancer recurrences." Thesis, University of British Columbia, 2016. http://hdl.handle.net/2429/59116.
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One reason for the poor survival rate of oral cancer is the high rate of recurrence (REC). The objective of this study is to investigate how fluorescence visualization (FV) may play in the prediction of oral cancer REC at a site previously treated for oral cancer. We will confirm previously identified clinical factors for REC such as lesion presence and TB status, and analyze if any combinations of these three factors at varying follow-up time intervals can suggest a higher risk for REC. Information for this study will come from patients enrolled in the BC Oral Cancer Prediction Longitudinal study. Patients are eligible if: 1) they had a primary tumour diagnosis of SCC or CIS; 2) were treated with curative intent; and 3) had at least one recall visit within one year after completion of initial treatment. Data analyzed: 1) demographic and lifestyle habit information; 2) primary tumour information; 3) oral clinicopathological features during follow-up at 6, 12, 18, and 24 months. For this thesis, 232 patients have been identified that fit the inclusion criteria. Of those, 34 patients developed recurrence, and 198 patients remained tumour free throughout their follow-up period. Demographic, smoking, alcohol and FV status were not found to be associated with a recurrence. Of significance, OPL status at all follow-up intervals (P<0.01), TB at 6, 12, 24 months (P<0.05), and TBFV at 6 and 12 months (P<0.05) were associated with REC. There is a higher percentage of REC in patients with TB+FV+ status than other combinations of TBFV status, with significance found at 6 and 12 months follow-up post-treatment. With known risk factors for predicting REC, clinicians can recognize patients at increased risk, improving the chance of early detection. This can also drive clinician decision-making for patients deemed high-risk, increasing surveillance and improving patient care.Dentistry, Faculty of
Graduate
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Nilsson, Oscar, and Okumu Emmanuel Latim. "Does Implied Volatility Predict Realized Volatility? : An Examination of Market Expectations." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-218792.
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The informational content of implied volatility and its prediction power is evaluated for time horizons of one month. The study covers the period of November 2007 to November 2013 for the two indices S&P500 and OMXS30. The findings are put in relation to the corresponding results for past realized volatility. We find results supporting that implied volatility is an efficient, although biased estimator of realized volatility. Our results support the common notion that implied volatility predicts realized volatility better than past realized volatility, and that it also subsumes most of the informational content of past realized volatility.
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Oz, Emrah. "Can Relative Yield Curves Predict Exchange Rate Movements? Example From Turkish Financial Market." Master's thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/12612505/index.pdf.
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Exchange rate forecasting is hard issue for most of floating exchange rate economies. Studying exchange rate is very attractive matter since almost no model could beat random walk in short run yet. Relative yields and information in relative yield curves are contemporary topics in empirical literature and this study follows Chen and Tsang (2009) who model exchange rate changes with relative factors obtained from Nelson-Siegel (1987) yield curve model and find that relative factor model can forecast exchange rate change up to 2 years and perform better than random walk in short run. Analysis follows the methodology defined by Chen and Tsang (2009) and TL/USD, TL/EUR exchange rate changes are modeled by the relative factors namely relative level, relative slope and relative curvature. Basically, 162 weekly datasets from 09.01.2007 to 16.03.2010 are used and the relative factors for each week are estimated. Afterwards, regression analysis is made and results show that relative level and relative curvature factors are significant up to 4-6 weeks horizon but relative slope does not provide any valuable information for exchange rate prediction in Turkish financial market. Length of forecasting horizon of relative factor model is too short when compared to other exchange rate models. Since it is accepted that exchange rates follow random walk, we provided some tests to compare performance of the model. Similar to the literature, only short run performance of relative factor model is compared to random walk model and concluded that the relative factor model does not provide better forecasting performance in Turkish financial market
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Almakrami, Mohammad Yahia. "The Use of Financial Statements to Predict the Stock Market Effects of Systemic Crises." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cgu_etd/85.
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The financial crisis of 2007-2009 had divesting effects around the globe. Many financial institutions and government officials failed to see the build up of problems predicting the crisis and hence failed to take actions to keep the crisis from breaking out. Thus, it is important to see if the emerging problems could have been identified in advance in order to develop types of analysis that could help us avoid future crises. A full investigation of such possibilities will require many different studies taking different approaches. This dissertation contributes to that collective effort by investigating the extent to which balance sheet information could have been used to identify the emerging problems. We implement our research strategy by analyzing what types of balance sheet information did the best job of explaining how hard different major financial institutions were hit during the crisis.
We constructed a large data set of financial variables from the financial reports of financial institutions over the years 2002 to 2011. We used this data to developed models to predict the damage to an individual firm when a systemic crisis occurred based on its financial position and performance over varying time periods and relative to other institutions’ characteristics. We used changes in stock market prices as our measure of performance. We found that the financial leverage ratio and the mismatch between current assets and current liabilities are the most significant ratios to predict the degree of stock market declines each institution would face if a systemic crisis occurred. We quantified the degree of the financial leverage and current ratios in two different ways, an average level and accumulated time-weighted rate of change over different lags of periods using two different estimation techniques. We found that the financial leverage and current ratios can be used as early warning signals based on both the multivariable fractional polynomials estimation technique and structural equation modeling. However, the out-of-sample tests showed that the imbalance between current assets and current liability would be the only significant predictor of the changes in stock market prices. The test confirmed that the changes in pre-crisis stock prices are less sensitive to the leverage ratio but more sensitive during crisis.
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Borgil, Bayasgalan. "We could predict good responders to vagus nerve stimulation: a surrogate marker by slow cortical potential shift." Kyoto University, 2017. http://hdl.handle.net/2433/228229.
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Carlini, Sophia Magdalena. "Adenylate kinase values in cerebrospinal fluid as a marker to predict neurological outcome in children with meningitis." Thesis, Cape Technikon, 1997. http://hdl.handle.net/20.500.11838/1456.
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Thesis (Master's Diploma(Technology (Medical Technology))-- Cape Technikon, 1997Meningitis in children is a common and serious disease. Bacterial and tuberculous meningitis often lead to neurological complications. A sensitive marker to predict brain damage in children with meningitis could be of great importance. Frithz F et aI, 1982 suggested that increased adenylate kinase values could indeed be used as a marker for brain damage. Adenylate kinase (AK) is an enzyme present in brain tissue. Low concentrations are present in normal cerebrospinal fluid (CSF) « 1 uti). Increased concentrations were found in cases of ischemic brain damage (Frithz et aI, 1982), malignant brain tumours (Ronquist G et aI, 1977) and bacterial meningitis. As AK has a low molecular weight (22,00 Daltons), in comparison to other kinases (40,000 Daltons) it is one of the first enzymes that can be detected in the CSF after brain damage and it can thus be used as a reliable marker for brain cell damage. The aim of this study was to quantify the AK values in CSF of children with bacterial and tuberculous meningitis and to evaluate their use to predict the neurological outcome in children with bacterial and tuberculous meningitis. Eighty eight children with tuberculous meningitis (TBM) and thirty three children with bacterial meningitis were included in the study. Sixty children with suspected meningitis but who were later diagnosed with urinary tract infections, gasto-enteritis, bronchitis, febrile convulsions or other non-neurological infections were used as controls. The results showed raised AK values in the CSF of children with bacterial- and TB meningitis. There was a statistically significant difference of AK values between stage III and II TBM AK values in patients at week 1 after diagnosis (p=0,03). There was also a statistically significant correlation between CSF AK values and lactate concentrations (P=0,001) which reflected hypoxic brain metabolism. Although AK values did not always correlate directly with the patients’ clinical outcome, there is proof that increased AK values in CSF can be used to predict neurological outcome.
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Ruskan, Anna. "The Expression and Contents of Non-Morphological Evidentiality in Lithuanian: the Case of Neuter Adjectives and Adverbs." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2013~D_20131015_155903-04638.
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The aim of the research is to analyse the expression and contents of non-morphological evidentiality in Lithuanian realized by neuter (non-agreeing) adjectives and adverbs. The thesis focuses on the non-agreeing adjectives and the adverbs that derive from the semantic domains of perception, comparison and knowledge and thus have the potential to acquire evidential meanings. The study explores the morphosyntactic properties (Complement-Taking-Predicates and adverbials) of the markers under consideration, their quantitative parameters and semantic functional distribution in fiction and academic discourse. The study is corpus-driven and the data have been obtained from the Corpus of the Contemporary Lithuanian Language, namely from the subcorpus of fiction, and from the Corpus of Academic Lithuanian. The analysis of the morphosyntactic properties of the markers and their semantic functional distribution suggests that in Lithuanian the non-agreeing adjectives convey evidential meanings more frequently than the adverbs because the adverbs mainly function as predicate modifiers. The main evidential value is inference based on perceptual or conceptual sources of evidence. The non-agreeing adjectives and the adverbs under consideration can also express the meanings of epistemic modality, expectation or function as pragmatic markers.Pagrindinis darbo tikslas yra išanalizuoti nemorfologinio evidencialumo raišką ir turinį, realizuojamus bevardės giminės (nederinamaisiais) būdvardžiais ir prieveiksmiais grožinės literatūros tekstuose ir lietuvių mokslo kalboje. Tyrimo objektą sudaro nederinamieji būdvardžiai ir prieveiksmiai, kurių leksinės reikšmės atspindi semantinius laukus, turinčius potencialą žymėti žinių šaltinį. Darbe analizuojami šių vienetų morfosintaksiniai bruožai (komplementiniai predikatai ir adverbialai), tiriami jų kiekybiniai rodikliai ir atskleidžiama semantinė funkcinė distribucija. Šioje disertacijoje atliekamas tyrimas naudojant tekstynų metodologiją. Tyrimo medžiaga yra surinkta iš grožinės literatūros patekstynio, esančio Dabartinės lietuvių kalbos tekstyne ir Lietuvių mokslo kalbos tekstyno. Nederinamųjų būdvardžių ir prieveiksmių morfosintaksinių bruožų ir semantinių funkcinių ypatybių analizė suponuoja, kad lietuvių kalboje nederinamieji būdvardžiai dažniau perteikia žinių šaltinio reikšmes negu prieveiksmiai, nes šie vartojami kaip predikato modifikatoriai. Pagrindinė evidencinė reikšmė, būdinga nagrinėjamiems žymikliams, yra numanymas, pagrįstas percepciniu arba konceptualiuoju žinių šaltiniu. Nagrinėjami vienetai vartojami ir kaip episteminiai, vertinimo arba pragmatiniai žymikliai.
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Ruskan, Anna. "Nemorfologinio evidencialumo raiška ir turinys lietuvių kalboje: bevardės giminės būdvardžiai ir prieveiksmiai." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2013~D_20131015_155916-63242.
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Pagrindinis darbo tikslas yra išanalizuoti nemorfologinio evidencialumo raišką ir turinį, realizuojamus bevardės giminės (nederinamaisiais) būdvardžiais ir prieveiksmiais grožinės literatūros tekstuose ir lietuvių mokslo kalboje. Tyrimo objektą sudaro nederinamieji būdvardžiai ir prieveiksmiai, kurių leksinės reikšmės atspindi semantinius laukus, turinčius potencialą žymėti žinių šaltinį. Darbe analizuojami šių vienetų morfosintaksiniai bruožai (komplementiniai predikatai ir adverbialai), tiriami jų kiekybiniai rodikliai ir atskleidžiama semantinė funkcinė distribucija. Šioje disertacijoje atliekamas tyrimas naudojant tekstynų metodologiją. Tyrimo medžiaga yra surinkta iš grožinės literatūros patekstynio, esančio Dabartinės lietuvių kalbos tekstyne ir Lietuvių mokslo kalbos tekstyno. Nederinamųjų būdvardžių ir prieveiksmių morfosintaksinių bruožų ir semantinių funkcinių ypatybių analizė suponuoja, kad lietuvių kalboje nederinamieji būdvardžiai dažniau perteikia žinių šaltinio reikšmes negu prieveiksmiai, nes šie vartojami kaip predikato modifikatoriai. Pagrindinė evidencinė reikšmė, būdinga nagrinėjamiems žymikliams, yra numanymas, pagrįstas percepciniu arba konceptualiuoju žinių šaltiniu. Nagrinėjami vienetai gali būti vartojami ir kaip episteminiai, vertinimo arba pragmatiniai žymikliai.The aim of the research is to analyse the expression and contents of non-morphological evidentiality in Lithuanian realized by neuter (non-agreeing) adjectives and adverbs. The thesis focuses on the non-agreeing adjectives and the adverbs that derive from the semantic domains of perception, comparison and knowledge and thus have the potential to acquire evidential meanings. The study explores the morphosyntactic properties (Complement-Taking-Predicates and adverbials) of the markers under consideration, their quantitative parameters and semantic functional distribution in fiction and academic discourse. The study is corpus-driven and the data have been obtained from the Corpus of the Contemporary Lithuanian Language, namely from the subcorpus of fiction, and from the Corpus of Academic Lithuanian. The analysis of the morphosyntactic properties of the markers and their semantic functional distribution suggests that in Lithuanian the non-agreeing adjectives convey evidential meanings more frequently than the adverbs because the adverbs mainly function as predicate modifiers. The main evidential value is inference based on perceptual or conceptual sources of evidence. The non-agreeing adjectives and the adverbs under consideration can also express the meanings of epistemic modality, expectation or function as pragmatic markers.
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Vernikov, A. "Does corporate governance really predict firms market values in emerging markets? The case of Russian banks." Thesis, Ukrainian Academy of Banking of the National Bank of Ukraine, 2013. http://essuir.sumdu.edu.ua/handle/123456789/59281.
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There is a need to add to the literature on the nexus between corporate
governance and company valuation in emerging market countries. Conventional wisdom suggests a positive connection between the two and several authors claim to have proven it empirically.
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Mohiuddin, Mohhamed Khalid. "Post-operative Crohn's disease : can non-invasive faecal markers predict post-operative course of Crohn's disease." Thesis, University of Newcastle Upon Tyne, 2011. http://hdl.handle.net/10443/1147.
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Background: Identifying Crohn’s disease recurrence in symptomatic patients after ileocaecal resection is difficult as symptoms may reflect the effect of surgery rather than active disease. The aim of this study was to evaluate faecal concentrations of granulocyte degradation products (faecal calprotectin and faecal lactoferrin) in this post-operative setting. Methods: A post-operative cohort of 104 patients (median follow up of 24 months) provided a single stool sample. A second cohort of 13 patients was followed prospectively for 1 year with regular faecal calprotectin (FC) and faecal lactoferrin (FL) measurements. Faecal measurements were compared with symptom diaries, the Harvey Bradshaw Index (HBI), endoscopic examination, C-reactive protein (CRP) and platelet measurement. Results: Both faecal calprotectin and faecal lactoferrin correlated significantly with Harvey Bradshaw Index (r = 0.532, P< 0.001, r = 0.687, P< 0.001 respectively). Twenty eight patients with severely clinically active disease had high mean (s.e) levels of faecal calprotectin (661.1(119.1) μg/g) and faecal lactoferrin (116.6(32.2) μg/g); and forty three patients with clinically inactive disease had low levels of faecal calprotectin (70.2(27.1) μg/g) and faecal lactoferrin (5.9(2.4) μg/g). In patients with mild to moderately clinically active disease, faecal calprotectin and faecal lactoferrin identified individuals with and without recurrent inflammatory disease. In the uncomplicated course, both markers (faecal calprotectin and lactoferrin) normalized within 2 months. Faecal markers were more accurate at predicting clinical disease activity than C-reactive protein, platelet count or endoscopic appearance. Conclusion: Faecal calprotectin and faecal lactoferrin are non-invasive tests that can help to identify disease recurrence in symptomatic post-operative patients [1].
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Zhao, Richard Folger. "Can model-based forecasts predict stock market volatility using range-based and implied volatility as proxies?" Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/13917.
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Mestrado em FinançasThis thesis attempts to evaluate the performance of parametric time series models and RiskMetrics methodology to predict volatility. Range-based price estimators and Model-free implied volatility are used as a proxy for actual ex-post volatility, with data collected from ten prominent global volatility indices. To better understand how volatility behaves, different models from the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) class were selected with Normal, Student-t and Generalized Error distribution (GED) innovations. A fixed rolling window methodology was used to estimate the models and predict the movements of volatility and, subsequently, their forecasting performances were evaluated using loss functions and regression analysis. The findings are not clear-cut; there does not seem to be a single best performing GARCH model. Depending on the indices chosen, for range-based estimator, APARCH (1,1) model with normal distribution overall outperforms the other models with the noticeable exception of HSI and KOSPI, where RiskMetrics seems to take the lead. When it comes to implied volatility prediction, GARCH (1,1) with Student-t performs relative well with the exception of UKX and SMI indices where GARCH (1,1) with Normal innovations and GED seem to do well respectively. Moreover, we also find evidence that all volatility forecasts are somewhat biased but they bear information about the future volatility.
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Jordan, Tamara. "Identification of genetic markers that predict cancer sensitivity to the anticancer drugs 5-FU and Irinotecan." Thesis, Bangor University, 2015. https://research.bangor.ac.uk/portal/en/theses/identification-of-genetic-markers-that-predict-cancer-sensitivity-to-the-anticancer-drugs-5fu-and-irinotecan(f0c36c3f-6cdd-4e9a-8948-b89c84e0b5ed).html.
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Nurmenniemi, S. (Sami). "Usefulness of book-to-market ratio and strength of future residual incomes to predict future stock returns." Master's thesis, University of Oulu, 2015. http://urn.fi/URN:NBN:fi:oulu-201505211552.
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In the past academic research have displayed strong evidence that stocks with the relatively low valuation earn higher future returns than stocks with relatively high valuation. This kind of value anomaly seems to exist for example between firms with high and low book-to-market ratio. In addition there is a lot of evidence that future stock returns can be predicted by analyzing past financial information. Especially the value relevant fundamentals which are usually the main components of equity valuation models seems to consist useful information about the future stock prices.
In this thesis it is investigated if the investment strategy based on book-to-market valuation ratio and the main fundamental components of residual income valuation model can generate abnormal future stock returns. Strategy focuses on high book-to-market firms which past financial information indicates strong future residual incomes for these firms. These pieces of information are recognized by analyzing the return on equity and expected return on equity which are the main components of residual income model.
The results shows that investment strategy based on book-to-market ratio and strength of future residual incomes generates higher mean returns than equally weighted market portfolio in the U.S markets during the years 1970–2010. Furthermore the strategy outperforms high book-to-market portfolio by mean return margin of 11.5%-points. Strategy seems to be quit robust across time as well when it is outperforming equally weighted market and high book-to-market portfolios almost 80% of the time. The returns appears to be highest among firms with the smallest market value and lowest among the large-sized firms. However the benefits of using fundamental based screening are stronger among medium-sized firms which indicates that superior return performance of the investment strategy is not driven by small firm effect.
It seems also that the superior returns are not at least fully compensation for extra risk. Actually the strategy prefers the stocks with the low earnings variability and leverage together with high liquidity which are argued to be appropriate proxies for risk. Also the explanation of Fama and French (1992) which argues that abnormal returns of high book-to-market firms are due high distress of these firms is not supported by results presented in this thesis. In fact the strategy prefers firms with low distress and still generates higher mean returns than high book-to-market firms on average. This indicates that there could be undervalued stocks in the market which are successfully identified by investment strategy based on valuation ratio and analyzing past financial information.
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Schultheis, Anne Maria [Verfasser]. "Angiogenesis Gene Polymorphisms as Molecular Markers to Predict Recurrence in Stage III Colon Cancer / Anne Maria Schultheis." Köln : Deutsche Zentralbibliothek für Medizin, 2011. http://d-nb.info/1009933345/34.
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Mirzabekov, Aziz. "Can dividend payouts and future earnings be predicted based on stock market liquidity and capital structure? : Nordic IT Companies’ dividend policy analysis." Thesis, Umeå University, Umeå School of Business, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34477.
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Dividend policy has significant impact on the company's capital market, in particular the dynamics of the price of its shares. Dividends represent cash income of shareholders and to some extent, signal them about success of the firm they have invested. From that point of view dividend policy has crucial impact on investment decisions.
Numbers of valuation models based on dividend payouts exist in the financial theory and they imply importance of dividends in making investment decisions. Alternatively some authors argue that role of the dividends is overestimated, as investors do not separate dividends and capital earnings. I believe that dividend policy has broad influence not only on share valuation, but also on capital structure of the company and its stock market liquidity.
Study intended to discover if dividend payouts and future earnings can be predicted based on stock market liquidity and capital structure. I have analysed 72 companies associated with Nordic information technologies market and tried to find main characteristics of dividend policy adopted in those companies. I have divided my research question into three parts and studied hypotheses which are associated with the research question.
I found relationship of dividend policies with future earnings growth power, firm capital structure and market liquidity. As a result of my study I have observed financial statements data and obtained the following outcome: (1) with stable dividend policy, payout ratio is positively related to the future earnings growth rate (2) companies that have less liquid stock markets are more likely to pay dividends (3) companies with low leverage ratios have more probability of paying dividends. Also I have found that historically low payout ratio is harbinger of low or even negative earnings growth rates.
I believe that based on findings mentioned above, effective investment policy could be created. For the investor who favours to invest in company with high earnings growth perspectives and receive high dividends in the future, results of the study could be interesting. According to the results of the research, for “dividend preferring” investor, funds should be invested in the company with constantly high payout ratio, low stock market liquidity and debt-to-equity ratio below 1. In that case the probability of meeting investment expectations would be much higher.
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Frölich, Matthias Frank [Verfasser], and Andreas [Akademischer Betreuer] Jung. "The polymorphic DNA marker rs849142 predicts skin toxicity in anti-EGFR treatment of metastatic colorectal cancer / Matthias Frank Frölich ; Betreuer: Andreas Jung." München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2018. http://d-nb.info/1170582745/34.
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Gregory, R. Kate. "Use of molecular markers to predict prognosis and response to neoadjuvant chemoendocrine treatment in primary carcinoma of the breast." Thesis, University of Newcastle Upon Tyne, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.285379.
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Mattsson, Henrik, and Jonas Vikström. "Currency Future Efficiency : Do Currency Futures Predict Future Spot Exchange Rates?" Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45940.
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This paper has tested the efficiency, weak form according to EMH, of the currency future market. The efficiency test has been incorporated in the research question since the market has to be efficient in order for the future to work as predictor of the future spot rate - Can currency futures be used as a tool for predicting futures spot exchange rate? The two sub questions are - Is the prediction power of currency futures stable over time and is the prediction power of currency futures similar for different currencies? The main theory in the research is the Efficient Market Hypothesis and the Random Walk Hypothesis. The research was conducted with a positivistic philosophy in conjunction with a realistic approach. Since the research question has been deducted from the theoretical framework the research has a deductive approach, a quantitative technique was adapted when the data at hand was mainly future and spot rate data. Data on 13 currencies ranging from 2005 to 2010 was used. The prices were available in weekly intervals for all currencies except for the Brazilian real, Swiss frank and the Mexican peso. The statistical test that was used is the Augmented Dickey-Fuller test and the Phillips-Ouliaris cointegration test. The test was conducted on the whole timeframe. After that, the data was divided into three sub periods to show if the efficiency where different in the period before the crises (2005-2007), during the crises (2008-2009) and after the crises (2010). The test has also been done on annual and quarterly data to show if the length of the time period tested has an effect on efficiency. The PO test has been conducted on all data and the ADF test has been conducted on the whole timeframe and the sub periods. The results show that, ten of the currencies which we had weakly data, the future is a good predictor of the future spot exchange rate. This is true when the tests are done on an interval of one year and more. For the three currencies that we had monthly data, the results showed cointegration on the whole timeframe. When shorter time periods were tested the currencies that consisted of monthly data showed no cointegration sooner than the weakly data. When test is done on quarterly data, only one test is cointegrated. It cannot concluded that, the future was not a good predictor for the future spot exchange rate during this time, merely that this particular test might be the true one and that the tests where not able to capture it. Several reasons for this are presented in the analysis chapter, where the statistical tests and their design are mentioned among other reasons.
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Palm, Karen J. "Using predicted market values for ecologically valuable natural lands in land preservation program optimal targeting scheme application to Maryland's GreenPrint program /." College Park, Md. : University of Maryland, 2005. http://hdl.handle.net/1903/2990.
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Thesis (M.S.) -- University of Maryland, College Park, 2005.Thesis research directed by: Dept. of Agricultural and Resource Economics. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.
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Hagen, Johannes. "On the Predictive Power of Layoffs and Vacancies : Can Advanced Notices of Dismissal and Vacancies Help Predict Unemployment? A Study of the Swedish Labor Market Between 1988 and 2010." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-131125.
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The purpose of this paper is to investigate the predictive power of the variables advanced notice of dismissal (layoffs) and vacancies for the unemployment rate. Based on the Box Jenkins Methodology, the paper makes use of Granger causality and out-of-sample tests to compare the forecast performance of a naïve reference model and the two models extended to include either lagged values of layoffs or vacancies. It is shown that layoffs make up a significant leading variable, exhibiting particularly strong predictive power at forecast horizons of 2-6 months. It is also shown that the predictive power of vacancies is more ambiguous. Vacancies constitute a valuable explanatory variable for the unemployment rate, but does not possess the same leading, predictive qualities as layoffs.
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Bachmann, Martin [Verfasser], Annette [Akademischer Betreuer] Zeyner, and Gerhard [Akademischer Betreuer] Breves. "Methodic investigations on the suitability of plant and synthetic n-alkanes as markers to predict feed intake and digestibility in horses : [kumulative Dissertation] / Martin Bachmann ; Annette Zeyner, Gerhard Breves." Halle, 2016. http://d-nb.info/1122438656/34.
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Gaze, Laetitia. "Le préverbe i en créole réunionnais : étude de syntaxe comparée." Thesis, La Réunion, 2019. http://www.theses.fr/2019LARE0007/document.
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Cette thèse s'inscrit dans le champ de la linguistique classique. Elle aborde l'étude du fonctionnement syntaxique du préverbe i en créole réunionnais. Un inventaire précis de ses emplois d'un point de vue descriptif est fait afin de déterminer ses conditions d'apparition et les conditions où il n'apparaît pas. Deux grandes catégories d'hypothèses sont confrontées : les hypothèses à base sémantique et les hypothèses à base purement syntaxique. Il s'agit de démontrer le bien-fondé de la seconde approche et les point faibles de la première. Les théories déjà publiées sur le problème du i sont examinées. Pour mieux saisir la valeur du i réunionnais, une comparaison des structures des créoles à base lexicale française est réalisée : le créole réunionnais qui est au premier plan de notre recherche ; les créoles mauricien et seychellois de la région de l'océan Indien et les créoles martiniquais, guadeloupéen et haïtien de la région de l'océan AtlantiqueThis thesis is part of the field of classical linguistics. It deals with the study of the syntactic functioning of the preverb i in Reunion creole. A precise inventory of its uses from a descriptive point of view is made in order to determine its conditions of appearance and the conditions in which it does not appear. Two major categories of hypotheses are confronted: seamantic-based hypotheses and purely syntactical hypotheses. This is to demonstrate the merits of the second approach and the weak points of the first. Already published theories on the problem of i are examined. To better understand the value of Reunionese i, a comparaison of the structures of French-based creole languages is carried out: Reunion creole which is at the forefront of our reseach; Mauritian and Seychellois Creoles in Indian ocean region and Martinican, Guadeloupe and Haitian creoles of the Atlantic ocean region
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Petitprez, Florent. "Integrated analysis and clinical impact of immune and stromal microenvironments in solid tumors Quantitative analyses of the tumor microenvironment composition and orientation in the era of precision medicine Transcriptomic analysis of the tumor microenvironment to guide prognosis and immunotherapies Tumor microenvironment quantification tool draws a comprehensive map of the tumor microenvironment of non-hematologic human cancers The mMCP-counter method to estimate abundance of tissue-infiltrating immune and stromal cell populations using gene expression in murine samples Immune sub-classes in sarcoma predict survival and immunotherapy response Intra-tumoral tertiary lymphoid structures are associated with a low risk of hepatocellular carcinoma early recurrence Association of IL-36γ with tertiary lymphoid structures and inflammatory immune infiltrates in human colorectal cancer Immune-based identification of cancer patients at high risk of progression Tumor-infiltrating and peripheral blood T-cell immunophenotypes predict early relapse in localized clear cell renal cell carcinoma PD-L1 expression and CD8+ T-cell infiltrate are associated with clinical progression in patients with node-positive prostate cancer Intratumoral classical complement pathway activation promotes cancer progression." Thesis, Sorbonne Paris Cité, 2018. http://www.theses.fr/2018USPCB104.
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Les tumeurs sont composées de cellules malignes et d'une grande variété de cellules non-tumorales, en particulier des cellules immunitaires qui forment le micro-environnement tumoral (MET). Il a été démontré que la composition du MET était associée au devenir clinique des patients, en termes de survie et de réponses thérapeutiques. Avec le développement récent des immunothérapies qui ciblent des éléments spécifiques du MET, l'immunité anti-tumorale a soulevé un intérêt majeur. Plusieurs méthodologies ont été mises au point afin d'étudier la composition du MET, avec une précision toujours plus grande. En particulier, des méthodes comme MCP-counter permettent d'exploiter les données transcriptomiques de la tumeur entière afin de quantifier les différentes populations qui composent le MET. Le volet méthodologique de ce travail de thèse a ainsi consisté à proposer une amélioration de MCP-counter, en particulier pour l'analyse de données RNA-Seq. Une adaptation de la méthode pour des données issues de modèles murins (mMCP-counter) est également proposée. MCP-counter permet d'analyser rapidement le MET de larges séries de tumeurs. Un second volet de cette thèse consiste en l'application de cette méthode pour établir une classification immunitaire des sarcomes des tissus mous, un type de cancer rare, hétérogène et agressif. Cette classification immunitaire a permis de mettre en évidence des groupes de tumeurs faiblement ou fortement infiltrés, ainsi qu'un groupe marqué par une forte vascularisation. De manière intéressante, la classification immunitaire permet de prédire la réponse des patients aux immunothérapies. Ce travail a aussi démontré un rôle important des structures lymphoïdes tertiaires (SLT). Les SLT sont des structures de type noeud lymphatique composées de lymphocytes B et T qui se forment dans la tumeur ou à proximité de celle-ci. Au sein des SLT, une réponse immunitaire anti-tumorale peut se former et maturer. L'intérêt porté aux SLT est de plus en plus important pour de nombreux types de cancers. Dans la plupart des types de cancer, une forte infiltration de la tumeur par des lymphocytes T, en particulier CD8+, est associée à une meilleure survie des patients. Cependant, le carcinome rénal à cellules claires et le cancer de la prostate sont des exceptions à cette règle. En effet, dans ces deux cancers urologiques, la présence dans la tumeur de lymphocytes T est associée à une survie plus courte des patients, ainsi qu'à une rechute et une progression plus précoce. Ces exceptions sont détaillées dans une troisième partie de cette thèse, par une description minutieuse du MET, ainsi que par l'analyse de l'implication du système du complément. Dans leur ensemble, les résultats présentés dans cette thèse démontrent qu'en combinant différentes méthodes d'analyse, in silico, in situ et in vivo, il est possible d'obtenir une vision extrêmement complète du MET. La connaissance des types cellulaires présents dans la tumeur ainsi que leur orientation fonctionnelle permet de guider le soin apporté aux patients et d'améliorer leur devenir clinique. La description complète du MET ouvre la voie à une médecine personnalisée pour les patients atteints de cancerTumors are composed not only of malignant cells but also contain a vast variety of non-malignant cells, notably immune cells forming the tumor microenvironment (TME). The composition of the TME was shown to be associated with clinical outcome for cancer patients, in terms of survival and therapeutic responses. With the relatively recent development of immunotherapies targeting specific elements of the TME, tumor immunology has risen a strong interest and holds a strong therapeutic potential. Several methodologies have been developed to study the composition of the TME with an increased precision. Notably, some methods such as MCP-counter enable the use of the tumor bulk transcriptome to quantify cell populations composing the TME. The methodological aspect of this PhD project consisted in setting up an enhanced version of MCP-counter that can be readily applied to RNA-Seq data, as well as propose an adaptation of the method for mouse models. Using MCP-counter, the TME of large series of tumors can be easily analyzed. The application part of this PhD work consisted of applying MCP-counter to establish an immune-based classification of soft-tissue sarcoma, a rare, aggressive and heterogeneous cancer type. The immune classification notably allowed to identify immune low and high groups, and a group characterized by a strong vasculature. Interestingly, the classification was notably found to be predictive of the patients' response to immunotherapies. It also highlighted an important role of tertiary lymphoid structures (TLS). TLS are lymph-node-like structures composed of T and B cells that form within the tumor or in close proximity. They are a site of formation and maturation of antitumoral immune responses. TLS are raising a growing interest in many malignancies. In most cancer types, a strong infiltration by T cells, in particular CD8+ T cells, is associated with a favorable clinical outcome. However, clear-cell renal cell carcinoma and prostate cancer are exceptions to this general rule. Indeed, in these urological cancers, an increased infiltration by T cells is associated with a decreased patient survival and with earlier relapse and disease progression. In a third part of this thesis, these exceptions are investigated with more details by scrutinizing the TME, and questioning the implication of the complement system. Overall, this thesis presents how the combination of several analysis methods, in silico, in situ and in vivo, can help achieve an extremely precise description of the TME. Knowing accurately what cell populations and what their functional orientation can help guide patients care and improve clinical outcome. Complete description of the TME opens the way towards personalized medicine for cancer patients
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CHO, YI-HAUSN, and 卓奕璇. "A study of market approval for medical device with no predicate device." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/4q88nr.
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碩士世新大學
企業管理研究所(含碩專班)
107
With the development of technology, the application of medical devices becomes more broadly due to new technological principle, new structure, new material or new intended use of medical devices which do not have predicate device previously approved to market by the health competent authority. This will be an issue which registration routes the manufacturer should follow and how to make these medical devices with no predicate device to conform with the related regulations prior to marketing a medical device. The purpose of this study is to investigate the market approval of medical device with no predicate device in the U.S. and Taiwan. The discussion is from the definition, classification, registration routes of medical devices in the U.S. and Taiwan, and to extend to the registration of medical device with no predicate device in the U.S through Premarket Approval, novel and low-risk medical device classification process (De Novo Classification Process) and 510(k). Furthermore, the registration of medical device with no predicate device in Taiwan is researched and from interview of personnel in the medical device industry the suggestions and difficulties of medical device with no predicate device in registration process is revealed in this study. Finally, through the information collection and personnel’s interview, this study provides some suggestions on the market approval of medical device with no predicate device for the manufacturers who would like to design and develop such medical devices.
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黃家駿. "Using Neural Networks to Predict Stock Market." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/19581245915549110792.
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碩士國立彰化師範大學
企業管理學系
101
This paper uses the Back-propagation neural network (BPNN), Echo-state network (ESN) and Time delay neural network (TDNN) to predict several stock index (include American, Canada, Japan, Taiwan, France, German and England). Our data sampled from DataStream from 2002/1 to 2012/12, total eleven years daily data. We compare Back-propagation neural network, Echo-state network and Time delay neural network. To compare the different neural network objectively, we will run the neural network ten times continuously for each countries, and get the average RMSE. The one with lower average root mean square error (average RMSE) would be the best forecasting system. The experimental result is that Back-propagation neural network has the lowest testing average RMSE and the lowest forecasting average RMSE. Therefore, in short run forecasting, Back-propagation neural network is better than Echo-state network and Time delay neural network. This is because TDNN and ESN are instability in the experiment.
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CHEN, HONG-RONG, and 陳宏榮. "Can investor sentiment predict Taiwan stock market?" Thesis, 2016. http://ndltd.ncl.edu.tw/handle/39221583803615553644.
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CHEN, YI-FAN, and 陳怡帆. "Can Google Trends Predict Housing Market in Taiwan?" Thesis, 2018. http://ndltd.ncl.edu.tw/handle/b8b4g6.
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碩士國立雲林科技大學
財務金融系
106
To study the relationship between sentiment and consumer confidence index, and whether the sentiment can predict the housing trading volume and price, the study follows Beracha & Wintoki (2013), to construct positive and negative sentiment indicators from Google Trends search. We use “Agent”,” housing loan”, “loan rate” as keywords for people who conduct web search before make housing decision. This study uses principal component analysis (PCA) extracts positive and negative sentiment indicators from several keywords, and use vector auto-regression model (VAR) to analyze the impact of sentiment indicators on housing volume and price. The impulseresponse model is applied to analyze the reaction when the housing volume and price are affected by positive and negative sentiment indicators. The results show that, positive and negative sentiment indicators have significant relationships with housing volume and price. The positive sentiment indicator will positively affect the housing volume after half a year, and affect the house price one year later. However, the negative sentiment indicator will positively influence on the housing volume after one year, and negatively influence house price after half a year. The empirical results of this study show that, when investors are more optimistic about the market, the housing volume will react earlier before price; whereas if investors are more pessimistic about the market, the housing price will lead before trading volume. This result indicates that investor sentiment has a significant impact on the housing market and suggests that Google Trends can be a useful tool to timely inspect of investor sentiment for possible changes in future housing market.
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Yen, Chiao-Yuan, and 嚴巧媛. "Do The Market Sentiment Indices Predict Stock Returns?" Thesis, 2018. http://ndltd.ncl.edu.tw/handle/z65nq8.
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碩士淡江大學
財務金融學系碩士在職專班
106
The purpose of this paper is to explore whether the market sentiment indices predict Stock Returns, Using Volatility index and SKEW index as a proxy variable to observe, the sample date is from 31th, July, 2001 to 21th, July, 2017. On the same time, we are also including Oil and Yield for analysis to provide investors suggestion for the portfolio and hedging. The paper is using ARJI model to catch and analysis the relationship between stock market, bond market, and oil markets. The empirical result is shown that the volatility index and stock market is negative affect. And the variation of volatility is shown investors sentiment is persistent and reduce. And both of volatility index and SKEW index have volatility clustering characteristic. It cannot be ignored. The fluctuation of international oil prices just does not have significant affect with stock returns due to political factor. And the policy factor issue also affects the bond markets.
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LIEN, YU-HSIN, and 連佑鑫. "Financial News Predicts Stock Market Using Deep Learning Techniques." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/z25ee6.
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碩士東吳大學
資訊管理學系
106
Stock prices reflect companies' financial statements and the business performances of economies. Investors can make decisions based on numerical analysis or textual information from web news, newspapers, or financial forums. However, it is difficult to analyze different sources of information. The stock analysis was mostly based on the structured information; some literature has applied text mining techniques to deal with unstructured data within financial news. This study proposes to combine structured and unstructured data analyses toward forecasting the Taiwan stock market. Recent years have seen a breakthrough in the development of deep learning, applying it to natural language processing and getting better results than traditional statistical models. First, we use text mining to deal with textual data including Word2Vec, bag-of-words (BoW) for word representation. Next, we utilize machine learning to train the prediction model, including SVM, Deep Neural Network (DNN), Long Short-Term Memory (LSTM) and Convolutional Neural Network (CNN). Our experimental dataset is based on 83 companies selected from the FTSE TWSE Taiwan 50 Index from. We include 13 daily closing market information from the Taiwan Stock Exchange and gather 8-month financial news from Taiwan yahoo.com. Finally, our experiment result illustrated the purposed model which combine structured and unstructured methods were significantly better than other methods. The investor can avoid their loss of investment, and good at predict stock’s rise and fall.
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Lin, Yu-Hsuan, and 林雨萱. "The Ability of Frequent Traders to Predict Market Returns in Taiwan Futures Market." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/70933071160662151190.
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碩士國立臺灣師範大學
管理研究所
103
This study aims to investigate the impact of market return in the futures markets for frequent traders’ order aggressiveness and order imbalance. The TAIEX Futures (TX), the mini-TAIEX Futures (MTX) are used as our research subject, and we use two regulations to define two kinds of frequency traders. Calculate the market return, order aggressiveness and order imbalance by full market and frequency traders. After that, we can observe the anticipation of market return for these variables in futures markets. According to references, it indicated that market return will influence by order aggressiveness and order imbalance. We use order aggressiveness and order imbalance as independent variables, market volume, market open interest and market volatility as control variables, and market return as dependent variables. We use GARCH model and examine their relationship. The result shows that both frequent traders’ order aggressiveness and order imbalance influences market returns significantly.
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Hong, Yu-En, and 洪于恩. "Applying Market Profile to Predict Short Term Trend of Taiwan Index Futures Market." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/zfzgnb.
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碩士國立交通大學
財務金融研究所
105
The research is based on theory of Market Profile, applying TPO chart which is composed of TPO to a shorter time period. The research adopts Back Propagation Neural Network, using technical analysis index and Market Profile index as input data. We attempt to extract the knowledge of variation of market logic and market structure by judgement of their physical strength. According to the results, we find that applying Market Profile to a shorter time period (15 seconds candle line) can have a stronger profitability than using technical analysis index. Moreover, compared to applying Market Profile to a longer time period (1minute candle line), we have a better profit each contract but worse accuracy using a shorter time period. From our experiment, it shows that when we apply Market Profile to a short-term time period, it still has a certain degree of ability to predict trend of market.
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Huang, Jen-Yu, and 黃仁佑. "Market Trading Volume Predict System: Case of Pomelo in Taiwan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/6nda7t.
Full textAbstract:
碩士國立中興大學
資訊管理學系所
103
In Taiwan, pomelo is an occasional fruit of Mid-Autumn Festival and the annual demand is concentrated at this time, prone to supply and demand imbalance. If the amount of pomelo production can be accurately predicted, according to the prediction, not only the farmers can adjust their planting plan, but the government can also adjust countermeasures to stablize market price. Pemelo production is very vulnerable to soil quality, cultivation techniques, pest, and climate factors during its growth period. These factors will determine the amount of Pomelo production; hence, accurately predicting the future pomelo production is too complicated and impractical. The traditional methods adopt estimated acreages and the amount of production per unit area to calculate the future amount of pomelo production. However, it cannot offer an accurate prediction result as a result of many factors about pomelo production. Since the actual pomelo production amount cannot be acquired, so the intelligent information technology cannot be effectively applied to predict pomelo production amount. In Taiwan, the trading volume in wholesale market is about 77.21% of the total pomelo production. The trading volume in wholesale markets and production is highly co-related. Therefore it is feasible to predict the pomelo trading volume in wholesale markets and then to derive pomelo production from the predicted trading volume. In the wholesale market, each trading volume is precisely recorded and there are only a few wholesale markets in Taiwan relative to the pomelo planting areas. It is more economic, cost-saving, and accurate to predict the pomelo trading volume in wholesale markets. In this research , a genetic algorithm based prediction model about pomelo trading volume of a wholesale market is provided. This model is employed to predict the pomelo trading volume of wholesale markets in Madou of Tainan and Chiayi. The experimental results demonstrate that the model provides only 3.5% error prediction rate in Madou, and 3.2% in Chiayi.
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Ru-SiangLiou and 劉如祥. "Using Financial News and Market Data to Predict Stock volatility." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/w52u2k.
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ZHANG, ZHI-MING, and 張志銘. "A study of integrating stock market indexes to predict stock price." Thesis, 1992. http://ndltd.ncl.edu.tw/handle/31392282911731993631.
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Charbonneau, Louis. "Evolution of an artificial market and its use to predict future stock prices." Thesis, 2008. http://spectrum.library.concordia.ca/976326/1/MR45455.pdf.
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We propose a model of a deterministic artificial stock market driven by a chromosome that encodes the different trading rules of its agents as individual genes. We first define a stylized version of a price-adjustment mechanism that is calibrated to real market data to interpret any random chromosome. Once the gene is activated, we use a steady-state genetic algorithm to invert the market, namely to infer which chromosome is activated in order to generate a given financial time-series without any a priori knowledge of its agent structure. This reconstructed active chromosome is then used to generate price forecasts. These forecasts are analyzed and compared to the standard ARIMA time-series forecasting method.
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Chung, Chun-Da, and 鍾俊達. "Using Neural Network to Predict Taiwan Money Market Rate--30 Days Commercial Paper." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/24113129246357366433.
Full textAbstract:
碩士東吳大學
企業管理學系
91
Thirty-day commercial paper transactions have played a leading role in Taiwan money market with short-term interest rate, but there are few researches on its importance. The study used the thirty-day commercial paper transactions as the study object to investigate its market important status. In order to precisely build up the forecasted model of the market trend of thirty-day commercial paper transactions, the study compared multiple regression, ARIMA of time serious, and neural network to make sure the precision and quality of the forecasting model. Based on the previous drawbacks of traditional model error and sampling error of linear structural error, the study provided neural network to make up those mistakes. The forecasting future rate is persuaded, though the forecasting comparison result is not significant. The forecasting performance of ARIMA and multiple regression method got better result.
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Chou, Yu Yuan, and 周鈺淵. "Applying Swarm Intelligence Algorithm in SVR to Predict Stock Market-Value Weighted Index." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/52sb83.
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Chang, Gui-Ju, and 張惠茹. "Does Systemic Risk Predict Downturns for the Economy and Stock Market in Taiwan?" Thesis, 2014. http://ndltd.ncl.edu.tw/handle/97920005910096067791.
Full textAbstract:
碩士國立交通大學
財務金融研究所
102
Our study builds on the CoVaR proposed by Adrian and Brunnermeier (2011) and VaR methodology, which allows us to aggregate the time-varying estimates of the systemic and catastrophic risk contribution for each firm in our sample. The result shows that both measures of systemic risk and catastrophic risk have predicted power for the economy and stock market in Taiwan. We find that the aggregate nonfinancial VaR is negatively significantly related to Taiwan GDP. Compared to the impact of the catastrophic risk from the financial sector in the U.S., the effect of the catastrophic risks in Taiwan is influenced more by nonfinancial sector. Furthermore, the lagged one-month and two-month financial ∆CoVaR and the lagged one- to five-month nonfinancial VaR are negatively significant in explaining Taiwan weighted index. Although the significance of the aggregate systemic risk measures is different for financial and nonfinancial sectors, the aggregate ∆CoVaR measure still captures the influence of financial sector in Taiwan.
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Dias, Tiago Melo. "Can machine learning algorithms predict football players´ market values? A data-driven approach." Master's thesis, 2020. http://hdl.handle.net/10362/104504.
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Football players transfer fees have been increasing in an unprecedented manner in the last decade. As so, it is crucial for football clubs to correctly assess the value of its players. To tackle this problem, this thesis proposes a data-driven solution. After assembling a dataset with data regarding football players’ characteristics, on-field performance indicators and market values, Machine Learning algorithms were used to construct a prediction model. The final proposed modelis a Random Forest regression, whichregistered a coefficient of determination (R2)of 0.88in the test set, displaying a promising outcome for future research.
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LIN, HSI-YU, and 林錫佑. "Apply Fuzzy Inference System to Predict TAIEX Based on International Stock Market Indices." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/4yx3ws.
Full textAbstract:
碩士朝陽科技大學
企業管理系高階產業經營碩士在職專班
106
Fuzzy decision tree (FDT), which has been widely used in recent years, is a new algorithm that combines fuzzy theories with decision trees. FDTs only require a small amount of data to generate rules for making decisions, which makes FDTs practical tools for assessing the constantly changing stock market. In addition, by making continual revisions, prediction accuracy can be achieved. This study investigated the linking relationships between the Taiwanese stock market and international stock markets, where methods such as the decision tree decision tree decision tree decision tree decision tree decision tree decision tree decision tree decision tree decision tree decision tree method and themethod and the method and themethod and themethod and themethod and themethod and themethod and themethod and themethod and themethod and themethod and themethod and the FDT method were used to identify the effect of major international stock markets on the Taiwanese stocks and provide investors with a viable tool to increase their investment efficiency and rewards. In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a In this study, a total of 19total of 19total of 19total of 19total of 19total of 19total of 19total of 19 total of 19total of 19 variables were selected from the StockQ website; the variables consisted of 18 international stock markets and an exchange rate. The data were collected for the period from Jan. 1, 2014 to Sept. 30, 2017. The results showed that certain variables (e.g., the Hang Seng Index and the S&P 500 Index) and changes in certain international stock markets (e.g., the Korean, Australian, Indian, and Russian stock markets) exhibited an effect on Taiwan’s stock market and contributed to its ups and downs. These results can serve as references to investors when devising investment strategies to elevate their investment success rates.
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Kusuma, Rosdyana Mangir Irawan, and 郭祿丁. "Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/633mux.
Full textAbstract:
碩士元智大學
資訊工程學系
106
Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic factors. This work explores the predictability in the stock market using Deep Convolutional Network and candlestick charts. The outcome is utilized to design a decision support framework that can be used by traders to provide suggested indications of future stock price direction. We perform this work using various types of neural networks like convolutional neural network, residual network and visual geometry group network. From stock market historical data, we converted it to candlestick charts. After that, these candlestick charts will be feed as input for training a Convolution neural network model. This Convolution neural network model will help us to analyze the patterns inside the candlestick chart and predict the future movements of stock market. Using Taiwan 50 and Indonesian 10 stock market historical time series data we can achieve a promising results- 92.2 % and 92.1 % accuracy for Taiwan and Indonesia stock market respectively. Our performance results significantly outperform the existing methods.
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chang, cheng-yi, and 張政一. "Applying Back propagation Neural Network to predict Stock price : evidence from Taiwan stock market." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/34228470240764500486.
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碩士中國文化大學
國際企業管理研究所
89
Stock market is an important part of Economics. Companys can finance from stock market and investors also can get profit from stock market. Therefore, for a country, stock market really is a way to develop economics. The past, people almost use regression and time series to predict stock price. But recently, artificial neural network is a new way to predict stock price. My research will predict stock price by an artificial neural network. This paper has four conclusion: 1. The factor analysis can’t speed Back-propagation neural network converge. 2. For Back-propagation neural network, the best predict stock higher or lower period is week. 3. For Back-propagation neural network, the best predict stock price period is week. 4. The more training period has the more predict correct rate. But the more variables uncertainly increase predict correct rate.
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Lin, Chung-Yueh, and 林宗岳. "Does Stock Traders’ Order Aggressiveness Predict Future Return? Evidence from an Order-driven Market." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/8952q4.
Full textAbstract:
碩士國立暨南國際大學
財務金融學系
104
Abstract This paper examines the relation between order aggressiveness, stock return and investment performance across investor classes on the Taiwan Stock Exchange. We combine the intraday order-level data, transaction-level data, and display information to construct the daily value-weighted order aggressiveness and investment performance across investor types. Our results reveal several findings: 1) Foreign investors and mutual funds are more aggressive than other institutions and individuals in both buy and sell sides. 2) There exist asymmetric effects between buy and sell orders. 3) Professional institutions’ aggressive buy orders and their large sell orders are related to the informed trading. 4) Our main results are not driven by firm size, turnover rates, and market conditions.