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1
Shiptsova, Rimma O. "Linkages among agricultural trade, development, and the demographic transition /." The Ohio State University, 1998. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487953567771918.
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Smit, Steven. "The Impact of the Carry Trade on Global Currency Markets." Master's thesis, Faculty of Science, 2019. http://hdl.handle.net/11427/30991.
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This work analyses the effect of the carry trade factor, statistically derived from a comprehensive basket of currencies, on currencies in various heuristically defined global risk appetite regimes. Findings of a heightened (lessened) impact of this factor for Emerging/Commodity (Developed/European) currencies in the presence of high risk are presented. The risk appetite process is additionally analysed by modelling it as a Markov-switching model, providing evidence of three inherent regimes, with properties roughly consistent with findings in the literature.
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Jägerstedt, Hannes. "Seasonal Adjustment of Weekly Trade Data." Thesis, Uppsala universitet, Statistiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-445075.
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The main objective of this paper is to equip the trade policy analyst with an appropriate method of seasonally adjusting trade data with weekly observations. To that end, a structural time series model containing a trend, seasonal and irregular component is specified. The seasonal component is represented by a time-varying periodic spline. Casting the model in state-space form enables time-varying parameters as well as use of the powerful Kalman filter for trend estimation. The resulting trend can then be interpreted as a seasonally adjusted series. A simulation exercise shows that the correct trend is identified with an average absolute error of 0.4 percent. An application to Swedish imports during 2017-2021 shows that the model produces a reasonable trend estimate when applied in 'real-time' and that its application is preferred to smoothing the series using a simple moving average.
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Foley, Michael. "An Exploratory Statistical Analysis of NASDAQ Provided Trade Data." ScholarWorks @ UVM, 2014. http://scholarworks.uvm.edu/graddis/295.
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Since Benoit Mandelbrot's discovery of the fractal nature of financial price series, the quantitative analysis of financial markets has been an area of increasing interest for scientists, traders, and regulators. Further, major technological advances over this time have facilitated not only financial innovations, but also the computational ability to analyze and model markets.
The stylized facts are qualitative statistical signatures of financial market data that hold true across different stocks and over many different timescales. In pursuit of a mechanistic understanding of markets, we look to accurately quantify such statistics. With this quantification, we can test computational market models against the stylized facts and run controlled experiments. This requires both discovery of new stylized facts, and a persistent testing of old stylized facts on new data.
Using NASDAQ provided data covering the years 2008-2009, we analyze the trades of 120 stocks. An analysis of the stylized facts guides our exploration of the data, where our results corroborate other findings in the existing body of literature. In addition, we search for statistical indicators of market instability in our data sets. We find promising areas for further study, and obtain three key results.
Throughout our sample data, high frequency trading plays a larger role in rapid price changes of all sizes than would be randomly expected, but plays a smaller role than usual during rapid price changes of large magnitude. Our analysis also yields further evidence of the long term persistence in the autocorrelations of signed order flow, as well as evidence of long range dependence in price returns.
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Li, Yating. "Currency crash risk in the carry trade." Thesis, University of Glasgow, 2017. http://theses.gla.ac.uk/8393/.
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This thesis provides a systematic study of currency crash risk and funding liquidity risk in carry trade strategy in the foreign exchange (FX) market. Carry trade, which involves longing currencies with high interest rate and shorting currencies with low interest rate, is a popular currency trading strategy in the FX market for obtaining annualized excess return as high as 12%. This thesis studies exchange rates of 9 currencies over 13 years from a microstructure perspective. We identify a global skewness factor and use it to measure the currency crash risk. Applying a portfolio approach in cross-sectional asset pricing, we find that global skewness factor explains more than 80% of carry trade excess returns. On the other hand, funding liquidity is effective in predicting the future currency crash risk. Funding liquidity explains more than 70% of carry trade excess returns. We also use the coefficient of price impact from customer order flows to measure the liquidity, which reveals heterogeneous information content possessed by different types of customers. We find that the order flow implied liquidity risk factor can explain a fraction of carry trade excess returns but with small risk premium on quarterly basis. We provide empirical evidence to show that the excess return and crash risk in carry trade is endogenous; i.e., the crash risk premium is inherent in carry trade process. As the natural condition widely affects all investors, we argue that funding constraints are effective in explaining the excess returns of carry trade. When capital moves smoothly in a liquid condition and investor have sufficient funding supply, carry trade is prosperous in the FX market. When investors hit their funding constraints, market-wide liquidity drop, which force the carry trade positions diminishing. The exchange rates respond as that the low interest rate currencies appreciate and high interest rate currencies depreciate, which exacerbates currency crash risk and induces large loss to carry traders. Our cross-sectional analysis provides empirical evidence to show that funding constraints helps to explain the forward premium puzzle and push the exchange rate shift back to the direction the UIP expects.
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Kazungu, Khatibu. "Trade liberalization and the structure of production in Tanzania." Thesis, University of Glasgow, 2009. http://theses.gla.ac.uk/625/.
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This thesis explores the role of trade and trade liberalization policies on Tanzanian economy with special focus on the performance of agricultural sector. In terms of methodology, we first use parametric and non-parametric tests to evaluate the impact of liberalization policies on the growth rate of exports. Secondly, we use ordinary least square and instrumental variable to test the “inverse relationship hypothesis” and then we estimate the effect of liberalization on land productivity. We also extend this analysis to Uganda in order to ascertain whether similar findings could be replicated in other developing countries. Thirdly, we employ the co-integration technique to evaluate the effects of openness on economic growth. The parametric and non-parametric tests shows that: despite the marked variation in the composition of traditional exports especially during the late 1990s; largely from coffee and cotton to cashewnuts and tobacco, the contribution of trade liberalization in fostering export growth is rather weak. Second, although the volume of food crops during the post reform period is much higher than before the reforms, there are no symptoms of increased growth overtime. The empirical evidence from econometric analysis shows the existence of diminishing returns to land in the agricultural sector. On the other hand, the impact of trade liberalization on land productivity is mixed; while in some traditional exports its impact is negative and significant, in others the impact is positive but not significant. Contrary to the conventional wisdom as documented in the traditional theories of comparative advantage, the problem with Tanzanian agriculture is not related to the land size but low productivity. Interestingly, these results are also replicated in the Ugandan case. The cointegration analysis shows that the share of trade to GDP is negatively correlated with economic growth. In general, the contribution of this thesis has wider implications in the development policy, at least for the case of Tanzania and other developing countries. First, trade liberalization policies are counterproductive unless diminishing returns to land is squarely addressed. Secondly, the existence of diminishing returns to land is incompatible with the simple prediction of the theory of comparative advantage. The presumption behind trade liberalization is that specialization according to the “comparative advantage” doctrine would inevitably enhance increased productivity (i.e., efficiency). Our results do not conform to this presumption. Third, diminishing returns means that as production increases with international specialization, every additional unit of commodity produced would be more expensive to produce. Fourth, the persistence of diminishing returns to land is incompatible with poverty reduction.
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Mysyk, Jessica Marie. "Supply Chain Operations Planning in a Carbon Cap and Trade Market." Bowling Green State University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1587675401823912.
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Bjarnason, Halldor. "The foreign trade of Iceland, 1870-1914 : an analysis of trade statistics and a survey of its implications for the Icelandic economy." Thesis, University of Glasgow, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.390736.
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Dufour, Alfonso. "Essays on the econometrics of inter-trade durations and market liquidity /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9944222.
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Wang, Tengyao. "Spectral methods and computational trade-offs in high-dimensional statistical inference." Thesis, University of Cambridge, 2016. https://www.repository.cam.ac.uk/handle/1810/260825.
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Spectral methods have become increasingly popular in designing fast algorithms for modern highdimensional datasets. This thesis looks at several problems in which spectral methods play a central role. In some cases, we also show that such procedures have essentially the best performance among all randomised polynomial time algorithms by exhibiting statistical and computational trade-offs in those problems. In the first chapter, we prove a useful variant of the well-known Davis{Kahan theorem, which is a spectral perturbation result that allows us to bound of the distance between population eigenspaces and their sample versions. We then propose a semi-definite programming algorithm for the sparse principal component analysis (PCA) problem, and analyse its theoretical performance using the perturbation bounds we derived earlier. It turns out that the parameter regime in which our estimator is consistent is strictly smaller than the consistency regime of a minimax optimal (yet computationally intractable) estimator. We show through reduction from a well-known hard problem in computational complexity theory that the difference in consistency regimes is unavoidable for any randomised polynomial time estimator, hence revealing subtle statistical and computational trade-offs in this problem. Such computational trade-offs also exist in the problem of restricted isometry certification. Certifiers for restricted isometry properties can be used to construct design matrices for sparse linear regression problems. Similar to the sparse PCA problem, we show that there is also an intrinsic gap between the class of matrices certifiable using unrestricted algorithms and using polynomial time algorithms. Finally, we consider the problem of high-dimensional changepoint estimation, where we estimate the time of change in the mean of a high-dimensional time series with piecewise constant mean structure. Motivated by real world applications, we assume that changes only occur in a sparse subset of all coordinates. We apply a variant of the semi-definite programming algorithm in sparse PCA to aggregate the signals across different coordinates in a near optimal way so as to estimate the changepoint location as accurately as possible. Our statistical procedure shows superior performance compared to existing methods in this problem.
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Schreuder, Nicolas. "A study of some trade-offs in statistical learning : online learning, generative models and fairness." Electronic Thesis or Diss., Institut polytechnique de Paris, 2021. http://www.theses.fr/2021IPPAG004.
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Les algorithmes d'apprentissage automatique sont reconnus pour leurs performances impressionnantes sur de nombreuses tâches que l'on croyait dédiées à l'esprit humain, de la reconnaissance des chiffres manuscrits (LeCun et al. 1990) au pronostic du cancer (Kourou et al. 2015). Néanmoins, l'apprentissage automatique devenant de plus en plus omniprésent dans notre quotidien, il existe un besoin croissant de comprendre précisément leurs comportements et leurs limites.La théorie de l'apprentissage statistique est la branche de l'apprentissage automatique qui vise à fournir un formalisme de modélisation solide pour les problèmes d'inférence ainsi qu'une meilleure compréhension des propriétés statistiques des algorithmes d'apprentissage.Il est important de noter que la théorie de l'apprentissage statistique permet (i) de mieux comprendre les cas dans lesquels un algorithme fonctionne bien (ii) de quantifier les compromis inhérents à l'apprentissage pour des choix algorithmiques mieux informés (iii) de fournir des informations pour développer de nouveaux algorithmes qui finira par surpasser ceux existants ou s'attaquer à de nouvelles tâches. S'appuyant sur le cadre d'apprentissage statistique, cette thèse présente des contributions liées à trois problèmes d'apprentissage différents : l'apprentissage en ligne, l'apprentissage des modèles génératifs et, enfin, l'apprentissage équitable.Dans la configuration d'apprentissage en ligne - dans laquelle la taille de l'échantillon n'est pas connue à l'avance - nous fournissons des bornes de déviations (ou intervalles de confiance) uniformes dans la taille de l'échantillon dont la largeur a le taux donné dans la loi du logarithme itéré pour une classe générale de M-estimateurs convexes -- comprenant la moyenne, la médiane, les quantiles, les M-estimateurs de Huber.En ce qui concerne les modèles génératifs, nous proposons un cadre pratique pour étudier les modèles génératifs adversariaux (Goodfellow et al. 2014) d'un point de vue statistique afin d'évaluer l'impact d'une (éventuelle) faible dimensionnalité intrinsèque des données sur l'erreur du modèle génératif. Dans notre cadre, nous établissons des limites de risque non asymptotiques pour le minimiseur du risque empirique (MRE).Enfin, notre travail sur l'apprentissage équitable consiste en une large étude de la contrainte de parité démographique (DP en anglais), une contrainte populaire dans la littérature sur l'apprentissage équitable. La parité démographique contraint essentiellement les prédicteurs à traiter les groupes définis par un attribut sensible (par exemple, le sexe ou l'origine ethnique) pour qu'ils soient « traités de la même manière ». En particulier, nous proposons un cadre statistique minimax pour quantifier précisément le coût en risque d'introduire cette contrainte dans le cadre de la régression<br>Machine learning algorithms are celebrated for their impressive performance on many tasksthat we thought were dedicated to human minds, from handwritten digits recognition (LeCunet al. 1990) to cancer prognosis (Kourou et al. 2015). Nevertheless, as machine learning becomes more and more ubiquitous in our daily lives, there is a growing need for precisely understanding their behaviours and their limits.Statistical learning theory is the branch of machine learning which aims at providing a powerful modelling formalism for inference problems as well as a better understanding of the statistical properties of learning algorithms.Importantly, statistical learning theory allows one to (i) get a better understanding of the cases in which an algorithm performs well (ii) quantify trade-offs inherent to learning for better-informed algorithmic choices (iii) provide insights to develop new algorithms which will eventually outperform existing ones or tackle new tasks. Relying on the statistical learning framework, this thesis presents contributions related to three different learning problems: online learning, learning generative models and, finally, fair learning.In the online learning setup -- in which the sample size is not known in advance -- we provide general anytime deviation bounds (or confidence intervals) whose width has the rate given in the Law of Iterated Logarithm for a general class of convex M-estimators -- comprising the mean, the median, quantiles, Huber’s M-estimators.Regarding generative models, we propose a convenient framework for studying adversarial generative models (Goodfellow et al. 2014) from a statistical perspective to assess the impact of (eventual) low intrinsic dimensionality of the data on the error of the generative model. In our framework, we establish non-asymptotic risk bounds for the Empirical Risk Minimizer (ERM).Finally, our work on fair learning consists in a broad study of the Demographic Parity (DP) constraint, a popular constraint in the fair learning literature. DP essentially constrains predictors to treat groups defined by a sensitive attribute (e.g., gender or ethnicity) to be “treated the same”. In particular, we propose a statistical minimax framework to precisely quantify the cost in risk of introducing this constraint in the regression setting
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Searle, Nicola C. "The economics of trade secrets : evidence from the Economic Espionage Act." Thesis, University of St Andrews, 2010. http://hdl.handle.net/10023/1632.
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This thesis reports on the economic analysis of trade secrets via data collected from prosecutions under the U.S. Economic Espionage Act (EEA.) Ratified in 1996, the EEA increases protection for trade secrets by criminalizing the theft of trade secrets. The empirical basis of the thesis is a unique database constructed using EEA prosecutions from 1996 to 2008. A critical and empirical analysis of these cases provides insight into the use of trade secrets. The increase in the criminal culpability of trade secret theft has important impacts on the use of trade secrets and the incentives for would-be thieves. A statistical analysis of the EEA data suggest that trade secrets are used primarily in manufacturing and construction. A cluster analysis suggests three broad categories of EEA cases based on the type of trade secret and the sector of the owner. A series of illustrative case studies demonstrates these clusters. A critical analysis of the damages valuations methods in trade secrets cases demonstrates the highly variable estimates of trade secrets. Given the criminal context of EEA cases, these valuation methods play an important role in sentencing and affect the incentives of the owners of trade secrets. The analysis of the lognormal distribution of the observed values is furthered by a statistical analysis of the EEA valuations, which suggests that the methods can result in very different estimates for the same trade secret. A regression analysis examines the determinants of trade secret intensity at the firm level. This econometric analysis suggests that trade secret intensity is negatively related to firm size. Collectively, this thesis presents an empirical analysis of trade secrets.
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Cunha, Rui Manuel Maneira. "As medidas como elemento caracterizador da arquitectura, entre os séculos XIII e XVIII, com base na Vila de Monsaraz-elementos caracterizadores da arquitectura urbana." Master's thesis, Instituições portuguesas -- UTL-Universidade Técnica de Lisboa, 1997. http://dited.bn.pt:80/29873.
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Johanisová, Lucie. "Reported & Reported: differences among local and international game hunting data and potential reasons on the example of South Africa." Thesis, Mittuniversitetet, Institutionen för ekoteknik- och hållbart byggande, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-39217.
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The South African wildlife tourism industry is based on trophy hunting and together with international wildlife trade it can represent a major treat to biodiversity conservation. Annually, thousands of hunters participate in hunting activities in South Africa and thousands of trophy items are traded across international borders. This research is a result of comprehensive quantitative analysis in how far data of trophy hunting kills and data of trophy export are consistent on the example of South Africa. Data were extracted from 2 different sources: trade data reported under the CITES Trade Database on export of trophy items from South Africa within the year 2018; South African Professional Hunting statistics (SAPHs) containing trophy kills information for each species and the country of origin of the hunter. In the year 2018, a total of 3,126 hunting trophy items of 28 endangered taxa were exported out of South Africa to 37 countries that contributed to trophy hunting trade in South Africa. However, 64 countries participated in trophy hunting of endangered taxa in South Africa and a total of 4,726 trophy kills of 28 trophy-hunted endangered taxa were reported. Therefore, the level of inconsistence in data of trophy hunting kills and data of trophy hunting export is significant and differs to varying degrees across the countries contributing to trophy hunting and CITES-listed trophy-hunted species. This research provides possible reasons for the inconsistency and propose recommendations for improving the CITES reporting system.<br><p>2020-06-10</p>
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Gillings, Mark. "Ceramic production in a Roman frontier zone: A comparative Neutron Activation and Petro-Textural analysis of Roman coarse pottery from selected sites on and around the Antonine wall, Scotland." Thesis, University of Bradford, 1991. http://hdl.handle.net/10454/3374.
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A series of recent excavations on the 2nd Century
AD Antonine frontier forts of the Midland Scottish
valley, have produced results which suggest that the
army was making its own pottery on an appreciable
scale. This was at a time when pottery production was
thought to have moved almost exclusively into civilian
hands.
The possible local ware groups identified by the
excavations were largely independent of firm source
indicators such as kiln and waster material and the
number of available samples was often-small.
A program of Neutron Activation and Thin Section
petrological analyses was undertaken along with an
investigation into Textural Analysis, a facet of the
Petrological toolkit. The aim was both to define the
site ware groups and a group of specialist vessels
thought to be local to Scotland, the Mortaria, and to
make statements as to their provenance.
Although the Mortaria analysis was limited by
problems of sample group size and availability, by
improving the objectivity of the statistical handling
of the derived data sets and developing methods for the
high level study of textural data, the site ware groups
were defined successfully at both the "intrall and
"inter" site levels. The analyses also furnished
interpretations as to the mode and nature of the site
production schemes.
Through the full analysis of' site Daub samples
linked to more traditional provenancing techniques, in
all but one case the ware groups could be assigned to
the source sites, where contrasting production modes
could be identified with military as opposed to
civilian production.<br>SERC
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Gillings, Mark. "Ceramic production in a Roman frontier zone : a comparative Neutron Activation and Petro-Textural analysis of Roman coarse pottery from selected sites on and around the Antonine wall, Scotland." Thesis, University of Bradford, 2009. http://hdl.handle.net/10454/3374.
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A series of recent excavations on the 2nd Century AD Antonine frontier forts of the Midland Scottish valley, have produced results which suggest that the army was making its own pottery on an appreciable scale. This was at a time when pottery production was thought to have moved almost exclusively into civilian hands. The possible local ware groups identified by the excavations were largely independent of firm source indicators such as kiln and waster material and the number of available samples was often-small. A program of Neutron Activation and Thin Section petrological analyses was undertaken along with an investigation into Textural Analysis, a facet of the Petrological toolkit. The aim was both to define the site ware groups and a group of specialist vessels thought to be local to Scotland, the Mortaria, and to make statements as to their provenance. Although the Mortaria analysis was limited by problems of sample group size and availability, by improving the objectivity of the statistical handling of the derived data sets and developing methods for the high level study of textural data, the site ware groups were defined successfully at both the "intrall and "inter" site levels. The analyses also furnished interpretations as to the mode and nature of the site production schemes. Through the full analysis of' site Daub samples linked to more traditional provenancing techniques, in all but one case the ware groups could be assigned to the source sites, where contrasting production modes could be identified with military as opposed to civilian production.
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Warnqvist, Åsa. "Poesifloden : Utgivningen av diktsamlingar i Sverige 1976–1995." Doctoral thesis, Uppsala universitet, Litteraturvetenskapliga institutionen, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8329.
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The subject of this dissertation is the publishing of poetry in Sweden 1976–1995. The purpose is to examine the position of poetry in the Swedish book market and in the literary process. It is an empirical and statistical study based primarily on an inventory of the published works. The study shows that the publication of Swedish poetry collections in 1976–1995 consisted of 3 848 titles (new works only), which was more than ever before. Publication was consistent over the period, partly due to the allocation of the literature grant introduced by the Swedish government in 1975, but also to the technical development which made it possible for small and private publishers to release collections of poetry at a lower cost. The main publishers were the general publishing houses of Bonniers, Norstedts and Wahlström & Widstrand, but more than a third of the collections were published by vanity press and self publishers. Publication was strongly concentrated to the capital area. Regardless of the size of the publisher, poetry collections were printed in small numbers and generally sold poorly. Along with the technical development offset-printed books replaced duplicated publications, and more books were hardbound. The publishing houses made bigger efforts than ever before to publish female poets. The number increased over the period, but the men were still in a clear majority by 1995. The women were also largely responsible for rejuvenating the body of authors. The number of debutants was relatively constant during the period. The results in this dissertation indicate a hierarchic order among the publishing houses that determine the conditions for the authors and their works. This is verified through analyses of coverage in the national and regional daily papers, as well as three analyses of the authorships of Yngve Aldhagen, Else-Britt Kjellqvist and Bruno K. Öijer. The dissertation concludes that poetry exists on the publishing lists mainly for symbolical reasons; to publish poetry gives cultural capital to the publishers.
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Zhou, Da Sheng. "Eigenvalues statistics for restricted trace ensembles." Thesis, University of Macau, 2010. http://umaclib3.umac.mo/record=b2182958.
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Gobira, Diogo Barboza. "Precificação de derivativos exóticos no mercado de petróleo." reponame:Repositório Institucional do BNDES, 2014. http://web.bndes.gov.br/bib/jspui/handle/1408/7023.
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Bibliografia: p. 109-111<br>Dissertação (mestrado) - Instituto Nacional de Matemática Pura e Aplicada, Rio de Janeiro, 2014.<br>Estudamos a precificação de opções exóticas nos mercados de petróleo e de seus derivados. Iniciamos com uma análise exploratória dos dados, revisitando suas propriedades estatísticas e fatos estilizados relacionados às volatilidades e correlações. Subsidiados pelos resultados de tal análise, apresentamos alguns dos principais modelos forward para commodities e um vasto conjunto de estruturas determinísticas de volatilidades, bem como os respectivos métodos de calibragem, para os quais executamos testes com dados reais. Para melhorar o desempenho de tais modelos na precificação do smile de volatilidade, reformulamos o modelo de volatilidade estocástica de Heston para lidar com uma ou múltiplas curvas forward, permitindo sua utilização na precificação de contratos definidos sobre múltiplas commodities. Calibramos e testamos tais modelos a partir de dados reais dos mercados de petróleo, gasolina e gás, e comprovamos a sua superioridade frente aos modelos de volatilidade determinística. Para subsidiar a precificação de opções exóticas e contratos OTC, revisitamos dos pontos de vista teórico e prático assuntos como simulação de Monte Carlo, soluções numéricas para SDEs e exercício americano. Finalmente, por meio de uma bateria de simulações numéricas, mostramos como os modelos podem ser utilizados na precificação de opções exóticas que tipicamente ocorrem nos mercados de commodities, como as calendar spread options, crack spread options e as opções asiáticas.<br>We study the pricing of exotic options in the oil and its derivatives markets. We begin with a exploratory analysis of the data, revisiting statistical properties and stylized facts related to the volatilities and correlations. Based on this results, we present some of the main commodity forward models and a wide range of deterministic volatility structures, as well as its calibration methods, for which we ran tests with real market data. To improve the performance of such models in pricing the volatility smile, we reformulate the Heston stochastic volatility model to cope with one or multiple forward curves together, allowing its use for the pricing of multicommodity based contracts. We calibrate and test such models for the oil, gasoline and natural gas markets, confirming their superiority against deterministic volatility models. To support the tasks of exotic options and OTC contracts pricing, we also revisit, from the theoretical and practical points of view, tools and issues such as Monte Carlo simulation, numerical solutions to SDEs and American exercise. Finally, through a battery of numerical simulations, we show how the presented models can be used to price typical exotic options occurring in commodity markets, such as calendar spread options, crack spread options and Asian options.
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Hellroth, Sven. "Från arbetsstatistik till konjunkturöversikt : arbetarfrågan och etablerandet av en statlig konjunkturbevakning i Sverige 1893-1914." Doctoral thesis, Stockholms universitet, Ekonomisk-historiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-62857.
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This thesis investigates the emergence and establishment of an early public monitoring system of the Swedish economy prior to the First World War. The study relies on a careful examination of the source materials with the view to map why and how the monitoring of the Swedish economy emerged, who demanded it, how the public supervision of the economy was organised and administrated and the results of the efforts. The common driving force was an increasing political interest in Sweden and elsewhere over the labour issue towards the end of the nineteenth century. In fact, the establishment of the monitoring system of the Swedish economy was largely the result of a broader international statistical respons to the labour question by the end of that century. The emergence of a public monitoring of the economy was driven by a general need for measuring the effect of industrialisation on the labour market, especially the growing problems with episodes of involuntary unemployment in the industrialised countries towards the end of the century. The thesis is divided in two parts with a total of ten chapters. It is written within a traditional narrative structure, that is, the beginning, the middle and the end. The first part examines the emergence of the surveillance of the labour market and consists of three chapters according to the narrative structure covering the period 1893-1913. The second part consists of three chapters that investigate the establishment of a monthly economic survey of the Swedish economy between 1910 and 1914, structured in the same way as the part one. The establishment of this early public monitoring of the Swedish economy should be regarded as a forerunner of the National Institute of Economic Research (Konjunkturinstitutet) 1937.
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Holm, Mattias. "Impact of analyst’s target prices and stock recommendations on the returns of the stocks traded on the Stockholm Stock Exchange." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-85150.
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TORTI, FRANCESCA. "Advances in the forward search: methodological and applied contributions." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2010. http://hdl.handle.net/10281/7791.
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The thesis is about the Forward Search, an approach to robust data analysis proposed and developed in the last 15 years mainly by Atkinson, Riani and Cerioli.
It is a general method for detecting unidentified subsets and masked outliers in complex data and for determining their effect on models fitted to the data.
This thesis approaches the Forward Search in the regression context under different perspectives, motivated by issues encountered in concrete application contexts related to the analysis of international trade data.
The main contributions of the thesis can be summarised as follows.
Firstly, it is investigated how the Forward Search achieves its nominal size and how it faces with the multiple testing issue.
Secondly, the Forward Search algorithm is relaxed in order to identify outliers with arbitrary significance levels, other than the standard 1% that is inherent to the method.
Thirdly, it reports the results of a rigorous and extensive assessment of the actual size and power of the Forward Search in comparison with the today reference methods in robust regression (LMS and LTS). The results empirically prove that the Forward Search can achieve at the same time high power and small size.
Fourthly, the Forward Search is extended to identify and validate homogeneous sub-populations in the data that, in regression, manifest as mixtures of linear components.
Finally the Forward Search is addressed from the exploratory data analysis perspective, discussing new dynamic and interactive graphical tools aimed at extracting information from the numerous plots produced by the Forward Search.
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Koller, Simon. "Multiple Time Series Analysis of Freight Rate Indices." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-288500.
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In this master thesis multiple time series of shipping industry and financial data are analysed in order to create a forecasting model to forecast freight rate indices. The data of main interest which are predicted are the two freight rate indices, BDI and BDTI, from the Baltic Exchange. The project investigates the possibilities for aggregated Vector Autoregression(VAR) models to outperform simple univariate models, in this case, an Autoregressive Integrated Moving Average(ARIMA) with seasonal components. The other part of this thesis is to model market shocks in the freight rate indices, given impulses in the other underlying VAR-model time series using the impulse response function. The main results are that the VAR-model forecast outperforms the ARIMA-model in forecasting the tanker freight rate index (BDTI), while the the bulk freight rate index(BDI) is better predicted by the simple ARIMA when calculating the forecast mean square error.<br>I denna avhandling analyseras multipla tidsserier över rederinärings- och finansiell data i syfte att skapa en prognosticerande modell för att prognosticera fraktratsindex. Dataserierna som i huvudsak prognosticeras är fraktratsindexen BDI och BDTI från Baltic exchange. I projektet undersöks om en aggregerad Vektor Autoregressiv(VAR) modell överträffar en univariat modell, i detta fall en Autoregressive Integrated Moving Average(ARIMA) med säsongsvariabel. I andra delen av denna avhandling modelleras chocker i fraktratsindexen givet impulser i de andra underliggande tidsserierna i de aggregerade VAR-modellerna. Huvudresultaten är att VAR-modellens prognos överträffar ARIMA-modellen för tankerraterna (BDTI), medan bulkraterna(BDI) bättre prognosticeras av ARIMA-modellen, i avseende på prognosernas beräknade mean square error.
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Häggbom, Marcus, and Shayan Nafar. "Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252299.
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The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the market drastically overvalues the price of an asset, causing its market value to increase hyperbolically, only to suddenly collapse once the untenable perceived future prospects of the asset are realized. Hence, it remains crucial for investors to be able to sell off assets residing within a bubble before they burst and their value is significantly diminished. Thus, portfolio optimization methods capable of accounting for financial bubbles in stock dynamics is a field of great value and interest for market participants. Portfolio optimization with respect to the mean-field is a relatively novel approach to accounting for the bubble-phenomenon. Hence, this paper investigates a previously unattempted method of portfolio optimization, providing a mean-field solution to the mean-variance trade-off problem, as well as providing new definitions of stock dynamics capable of diverting investors from bubbles.<br>Finansiella bubblor är ett fenomen som har påverkat marknader sedan 1600-talet. Bubblor tenderar att skapas när marknaden kraftigt övervärderar en tillgång vilket orsakar en hyperbolisk tillväxt i marknadspriset. Detta följs av en plötslig kollaps. Därför är det viktigt för investerare att kunna minska sin exponering mot aktier som befinner sig i en bubbla, så att risken för stora plötsliga förluster reduceras. Således är portföljoptimering där aktiedynamiken tar hänsyn till bubblor av högt intresse för marknadsdeltagare. Portföljoptimering med avseende på medelfältet är ett relativt nytt tillvägagångssätt för att behandla bubbelfenomen. Av denna anledning undersöks i detta arbete en hittills oprövad lösningsmetod som möjliggör en medelfältslösning till avvägningen mellan förväntad avkastning och risk. Där-utöver presenteras även ett antal nya modeller för aktier som kan bortleda investerare från bubblor.
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Kleinwächter, Kai. "Statistik: Rüstungswettlauf mit sich selbst." Universität Potsdam, 2009. http://opus.kobv.de/ubp/texte_eingeschraenkt_welttrends/2009/3416/.
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Pham, Thi Hoai Phuong <1993>. "INTRA-INDUSTRY TRADE IN AGRICULTURAL PRODUCTS BETWEEN VIETNAM AND EUROPEAN UNION (EU) MEMBERS." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/16841.
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Vietnam is still primarily an agricultural country where farmers and land workers occupy the most substantial proportion of the national population. Therefore the growth of agricultural trade would contribute to enhancing the incomes and living standards of the Vietnamese rural population. In particular, Intra – industry trade (IIT) in farm products is regarded as a significant attribute to the growth of Vietnamese agricultural trade. The study focuses on calculating and analyzing IIT in the agricultural-food sector between Vietnam and the European Union (EU) members and identifying the country-specific determinants affecting the IIT level. From that, suggestions for Vietnam to improve the agricultural industry and expand agricultural exports in the context of newly signed EU-Vietnam Free Trade Agreement (EVFTA) will be discussed.
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Munduruca, Danilo Felipe Viana. "Comércio exterior como estratégia de crescimento econômico : uma proposta de priorização de produtos exportáveis para a economia sergipana." Universidade Federal de Sergipe, 2010. https://ri.ufs.br/handle/riufs/4521.
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Relying on the Export Base Theory, which says that expansion of exports has a multiplier effect on the activities of domestic non-exporting, impacting the tertiary sector of the local
economy by creating demand for services and increasing income levels and employment of the population, this dissertation seeks to characterize the trade in Sergipe and show criteria that can support strategies to promote exports. Therefore, initially characterized the importance of foreign trade to economic growth and the factors relevant to its expansion. To this end, it approaches the theoretical aspects related to the Theory of Export Base and the Economic Base, and characterized by analysis of patterns of international trade, what are the main determinants of exports at the firm. Next, in order to extract lessons, includes examples of countries that have adopted an export-oriented model as a strategy for economic growth and achieved success, highlighting the case of Italy, South Korea and Mexico. In addition, we carried out a characterization of the main actions and instruments that, in general, have been
developed in Brazil, considering the increasing export activity. Finally, it is a specific analysis for the State of Sergipe, which is divided into two main parts. The first part takes place a
characterization of the economy, pointing out which are the major economic sectors and what the main features of its foreign trade, especially those related to exports. In the second part, suggestions are based on the theory of comparative advantage, the products of Sergipe with
higher export potential. The results indicate that a total of 99 items exported by Sergipe in 2007, 35 have no export potential, 8 are dynamic and, 56 have export potential.<br>Fundamentando-se na Teoria da Base Exportadora, a qual preconiza que a expansão das exportações exerce um efeito multiplicador sobre as atividades do mercado interno não
exportador, impactando no setor terciário da economia local por meio da criação de demanda por serviços e, por conta disso, incrementando os níveis de renda e de emprego da população, esta dissertação procura caracterizar o comércio exterior em Sergipe e apresentar critérios que possam subsidiar estratégias de promoção de exportações. Para tanto, caracteriza-se inicialmente a importância das vendas externas para o crescimento econômico e quais os fatores relevantes para sua expansão. Com este intuito, abordam-se no referencial teórico os aspectos referentes à Teoria da Base Exportadora e da Base Econômica, além de assinalar, através da análise dos modelos de comércio internacional, quais seriam os principais determinantes para as exportações, ao nível da firma. Na seqüência, com o objetivo de se extrair lições, apresentam-se exemplos de países que adotaram um modelo voltado para exportação como estratégia de crescimento econômico e que obtiveram êxito, destacando-se o caso da Itália, da Coréia do Sul e do México. Além disso, realiza-se uma caracterização das principais ações e instrumentos que, no âmbito geral, vêm sendo desenvolvidas no Brasil, tendo em vista o incremento da atividade exportadora. Por fim, faz-se uma análise específica para o Estado de Sergipe, sendo esta dividida em duas partes principais. Na primeira realizase uma caracterização econômica do Estado apontando quais são os seus principais setores econômicos e quais as principais características do seu comércio exterior, sobretudo, àquelas relacionadas às exportações. Na segunda parte, apontam-se, com base na Teoria das Vantagens Comparativas, quais os produtos de Sergipe que apresentam maior potencial exportador. Os resultados indicam que, de um total de 99 itens exportados por Sergipe em 2007, 35 não apresentam potencial exportador, 8 são dinâmicos e, 56 apresentam potencial
exportador.
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He, Cheng. "La formation des unités de travail : le cas de Songjiang (1949-1957)." Thesis, Lyon 2, 2009. http://www.theses.fr/2009LYO20006.
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Cette thèse examine la transformation du système d’organisation des entreprises et entités administratives à Songjiang, une ville situées à la périphérie de Shanghai, après la prise du pouvoir par le parti communiste chinois en 1949. La période étudiée concerne la première décennie de transformation socialiste jusqu’à la veille du Grand Bond en avant. La thèse établit tout d’abord la place de Songjiang dans l’espace régional et les systèmes d’administration locale pré-existants au régime communiste. La mise en place d’une nouvelle administration se fait rapidement et sans heurts et s’accompagne d’un travail important d’enquête sur le tissue social et économique. C’est sur la base de ces enquêtes que le système des unités de travail est mis en place. Il se traduit par des restrictions grandissantes des activités économiques privées et la prise de contrôle de la production par des entités contrôlées par les autorités locales. L’artisanat et le commerce, les deux activités principales de Songjjiang, font l’objet d’une étude détaillée qui souligne le grand souci des autorités d’obtenir une connaissance très fine de ces secteurs en vue de modifier radicalement le système économique local<br>The dissertation examines the transformation of the system of organization of companies and administrative entities in Songjiang, a town located in the vicinity of Shanghai, after the takeover by the Chinese Communist Party in 1949. The period under study deals with the first decade of socialist transformation until the eve of the Great Leap Forward in 1957. The dissertation first established the place of Songjiang in the regional context and the pre-existing systems of local administration. The establishment of the new communist administration proceeded quickly and smoothly. It was accompanied by an important work of survey of the social and economic system. It is on the basis of these surveys that the system of work units was implemented. It turned into increasing restrictions on the private economic sector and the takeover of production by entities under the control of the local authorities. Handicraft and trade, the two main activities in Songjiang, became the focus of detailed studies that show the concern of the new administration to acquire a deep knowledge of these sectors before the planned radical transformation of the local economic system
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Polák, Josef. "Hodnocení komerčního rizika při exportu do Číny." Doctoral thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2013. http://www.nusl.cz/ntk/nusl-233753.
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This PhD thesis focuses on current issues of commercial risk in international trade, particularly on the evaluation of commercial risk when exporting to China. This PhD thesis presents initial theoretical framework for solution of the problem and also presents statistical results of primary research conducted for Czech exporters necessary to meet the objectives of the dissertation. The aim of this PhD thesis is to construct the model for assessment of commercial risks of exporting to China. The constructed model is probabilistic model, while outcoming results of resulting commercial risk rating based on the averaging of the probable costs or losses caused by the effects of commercial risk which may arise in exporting business entity at unsecured contract, and may take considerable values. The constructed model allows both, to calculate with costs in their absolute probable values as well as to calculate with costs in their relative values as percentages of the contract value. The issue of trade with China is broad and encompasses several disciplines. This implies a large potential for further research which aims in particular to the modeling of knowledge, and by extension created the probabilistic model to the knowledge model.
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Al-Qaisi, Aws K. "Statistical blind signal processing for single trace and 2D multicomponent seismic wavefield." Thesis, University of Newcastle Upon Tyne, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.545782.
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Lesesvre, Didier. "Arithmetic Statistics for Quaternion Algebras." Thesis, Sorbonne Paris Cité, 2018. http://www.theses.fr/2018USPCD040.
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Les formes automorphes sont des objets centraux en théorie des nombres. En dépit de leur omniprésence, elles demeurent mystérieuses et leur comportement est loin d'être entièrement compris. Considérer ces formes automorphes au sein de familles a un effet régularisant, et ouvre la voie aux résultats en moyenne : voilà l'esprit des statistiques arithmétiques. La famille de toutes les représentations automorphes d'un groupe réductif donné, appelée famille universelle du groupe, est particulièrement importante. Dans le cas des formes intérieures de GL(2), autrement dit les groupes d'unités d'algèbres de quaternions, la formule des traces de Selberg est une puissante méthode d'approche. Il existe une notion de taille sur les formes automorphes, le conducteur analytique, permettant de tronquer la famille universelle en un ensemble fini pour lequel ces problèmes de statistiques arithmétiques ont un sens.Une loi de comptage pour la famille universelle tronquée est établie, avec un terme d'erreur gagnant par une puissance dans le cas totalement défini, et une constante à forte teneur géométrique. Cette loi de Weyl est généralisée en un résultat d'équirépartition par rapport à une mesure explicite, et mène à vérifier les conjectures de Sato-Tate dans ce cadre. Des statistiques sur les petits zéros des fonctions L associées sont établies, menant à dévoiler partiellement le type de symétrie des algèbres de quaternions.Plusieurs indices sont mentionnés laissant à croire que d'autres groupes sont abordables par les mêmes méthodes, et les lois de comptage conjecturales pour certains groupes unitaires et symplectiques de petits rangs sont énoncées<br>Automorphic forms are central objects in modern number theory. Despite their ubiquity, they remain mysterious and their behavior is far from understood. Embedding them in wider families has a smoothing effect, allowing results on average: these are the aims of arithmetic statistics. The whole family of automorphic representations of a given reductive group, referred to as its universal family, is of fundamental importance. In the case of inner forms of GL(2), that is to say groups of units of quaternion algebras, the Selberg trace formula is a powerful method to handle it. There is a way to define a suitable notion of size, the analytic conductor, allowing to truncate the universal family to a finite one amenable to arithmetic statistics methods. A counting law for the truncated universal family is established, with a power savings error term in the totally definite case and a geometrically meaningful constant. This Weyl's law is generalized to an equidistribution result with respect to an explicit measure, and leads to answer the Sato-Tate conjectures in this case. Statistics on low-lying zeros are provided, leading to uncover part of the type of symmetry of quaternion algebras.Strong evidence is provided that further ground groups should be amenable as well to the same methods and conjectural counting laws are given in the case of symplectic and unitary groups of low ranks
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Carlsson, Simon, and Erik Allgårdh. "Factors Affecting the Number of Trades in ETPs on Nordic Derivatives Exchange." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275691.
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This thesis examines which factors that affect the number of trades in exchange-traded products (ETPs) on Nordic Derivatives Exchange. Multiple linear regression is used to model the relationship between the number of trades and 65 initially chosen predictor variables. The predictor variables include various indices, commodities, stocks, and volatility measures. Two models are presented, one of which includes a lagged dependent variable. These models explain 89% and 92% of the variance within the data. Foremost, the results confirm previous research advocating the volatility to play a significant role on the number of trades, but now also shown for ETPs. Currency exchange rates, equity indices and palladium are also shown to be statistically significant. In addition, interpretations of the results are given and suggestions for further research.<br>Den här uppsatsen undersöker vilka faktorer som påverkar antalet avslut i börshandlade produkter (ETP:er) på Nordic Derivatives Exchange. Multipel linjär regression används för att undersöka relationen mellan antalet avslut och 65 på förhand valda regressionsvariabler som vi anser intressanta att undersöka. Dessa regressionsvariabler består av bland annat olika index, råvaror, aktier samt volatilitetsmått. Två modeller presenteras, varav en inkluderar en laggad beroende variabel. Dessa två modeller förklarar 89 % respektive 92% av variationen i datan. Resultatet visar att volatiliteten har en signifikant påverkan med avseende på antal avslut vilket bekräftar tidigare forskning, men visas nu gälla även för ETPer. Valutakurser, aktieindex och palladium visas vara signifikanta. Vidare ges tolkning av resultatet och förslag på framtida forskning.
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Peacock, Claire. "Symbolic regulation : human rights provisions in preferential trade agreements." Thesis, University of Oxford, 2018. http://ora.ox.ac.uk/objects/uuid:75c35b2d-c40e-4366-a7d0-188615137ccc.
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While the multilateral trading system views human and labour rights issues as outside of its remit, states increasingly incorporate regulation in these areas into their bilateral reciprocal preferential trade agreements, "HR-PTAs. This dissertation investigates the emergence of HR-PTAs, testing alternative explanations derived from conventional "public interest" and "private interest" theories of regulation against a new theory of "symbolic regulation." According to the public interest theory of regulation, regulation is motivated by benevolent legislators' commitment to correcting market or social problems. The private interest theory of regulation instead views regulation as the result of private interest groups capturing the regulatory apparatus in order to regulate in their own self-interest. Unlike its counterparts, the symbolic theory of regulation suggests that regulation may also be created for the primary purpose of reassuring regulatory advocates that their demands have been heard, rather than to regulate a given issue area. This dissertation argues that for the states behind them, HR-PTAs are primarily a symbolic form of regulation. Legislators create HR-PTAs to appease domestic human and labour rights organizations, while defending their trade interests through the non-enforcement of their provisions. Using longitudinal network analysis to analyse original data from 415 preferential trade agreements in force from 1989 to 2009, paired with case study evidence from the EU, US, and Canada, this dissertation finds support for the symbolic regulation explanation of HR-PTAs. It shows that a state's commitment to HR-PTAs depends less on the public interest or the desires of private interest groups than on its need to accommodate human and labour rights advocates. Symbolic regulation however should not be dismissed. It sets precedents, creates policy space, facilitates softer forms of cooperation, and can fuel political accountability politics. When this occurs, states may use HR-PTAs or other forms of symbolic regulation to achieve their seeming purpose.
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Viswanathan, Ashok. "A statistical prediction model for the inspection process in an outbound automotive supply chain." Diss., Online access via UMI:, 2007.
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Thesis (M.S.)--State University of New York at Binghamton, Thomas J. Watson School of Engineering and Applied Science, Department of Systems Science and Industrial Engineering, 2007.<br>Includes bibliographical references.
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Follows, Michael John. "A statistical-dynamical climate model to trace gas transport and chemistry in the troposphere." Thesis, University of East Anglia, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.278041.
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Fekerlová, Martina. "Intrastat v praxi." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-193604.
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This work focuses on issues of Intrastat and its main goal is to describe the collection and processing of data, sending statistical reports customs administration and the subsequent identification of the most common mistakes and problems. The thesis is indirectly divided into theoretical and practical part. In the theoretical section are described the concepts related to the international movement of goods and Intrastat. Component of practical part is also the methodology of work, which includes research question and ways of getting information. It is about a qualitative research, precisely observations, analysis of documents and interviews in several companies in the Pilsen Region. The resulting data were processed and the result is a description of the most common problems. The thesis includes proposals for solutions to eliminate these fauls.
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Tukker, Arnold, Koning Arjan de, Anne Owen, et al. "Towards Robust, Authoritative Assessments of Environmental Impacts Embodied in Trade: Current State and Recommendations." Wiley, 2018. http://dx.doi.org/10.1111/jiec.12716.
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Global multiregional input-output databases (GMRIOs) became the standard tool for track
ing environmental impacts through global supply chains. To date, several GMRIOs are
available, but the numerical results differ. This paper considers how GMRIOs can be made
more robust and authoritative. We show that GMRIOs need detail in environmentally
relevant sectors. On the basis of a review of earlier work, we conclude that the highest
uncertainty in footprint analyses is caused by the environmental data used in a GMRIO,
followed by the size of country measured in gross domestic product (GDP) as fraction of
the global total, the structure of the national table, and only at the end the structure of
trade. We suggest the following to enhance robustness of results. In the short term, we
recommend using the Single country National Accounts Consistent footprint approach,
that uses official data for extensions and the national table for the country in question,
combined with embodiments in imports calculated using a GMRIO. In a time period of
2 to 3 years, we propose work on harmonized environmental data for water, carbon,
materials, and land, and use the aggregated Organization for Economic Cooperation and
Development (OECD) Inter-Country Input-Output GMRIO as default in combination with
detailing procedures developed in, for example, the EXIOBASE and Eora projects. In the
long term, solutions should be coordinated by the international organizations such as the
United Nations (UN) Statistical Division, OECD, and Eurostat. This could ensure that when
input-output tables and trade data of individual countries are combined, that the global
totals are consistent and that bilateral trade asymmetries are resolved.
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Cederlöf, Jonas. "Are the labor market conditions causing the terms of trade to deteriorate? : A statistical evaluation of the Prebisch- Singer hypothesis." Thesis, Stockholms universitet, Statsvetenskapliga institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-88437.
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The study examines to what extent weak labor unions and an abundance of labor have a negative effect on less developed countries terms of trade, as hypothesized by Hans Singer (1950) and Rául Prebisch (1950). Using a sample from panel data for 74 less developed countries during the period 1980 – 2010 in OLS-regressions with fixed effects, I find some evidence that weak labor unions and abundance of labor is negatively correlated with the terms of trade, which could be interpreted in favor of the Prebisch-Singer hypothesis. The marginal effect of an abundance of labor also appears to have less negative impact on the terms of trade as labor unions grow stronger.
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Hasenohr, Edward Joseph. "Statistical analysis of trace element distributions in rocks and soils of the Breckenridge Mining District Summit County, Colorado /." The Ohio State University, 1987. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487327695621244.
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Gustavsson, Ulrika, and Lova Rosenqvist. "Further Development of Njord, a Statistical Instrument for Estimating International Installed Photovoltaic Capacities : A Customs Data Analysis." Thesis, Linköpings universitet, Energisystem, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-176814.
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The global photovoltaic (PV) market is growing, contributing to reduced climate emissions from electricity production. Historically, PV deployment mainly occurred in developed and electrified countries with a high level of certainty over their electrical system. Recently, this trend has started to change, contributing to a more globally distributed PV market. In primarily two of the emerging markets, Africa and the Middle East, the statistical situation is weak or non-existent, making it hard to monitor and track the PV development. PV devices can be grid-connected or off-grid, installed in PV parks or in smaller household applications, which further complicates the monitoring. As a result, the best available statistics on these markets, provided by the International Renewable Energy Agency (IRENA), are to a major part based on estimations not built on any official data. In a pilot study a instrument prototype, Njord, for converting monetary trade data of PV devices into installed PV capacities was initiated, with the aim to provide more accurate estimates for these markets. Njord is in this study further developed, by increasing its resolution and adjusting assumptions. Further, an additional conversion factor, namely PV module weight, is implemented to improve the accuracy of the predictions. The time frame of Njord is enlarged enabling estimates of accumulated capacities, in contrast to previously only annual installations. The instrument methodology is based on a bottom-up approach of processing import and export customs data, and converting the data to installed capacities using the price and weight of a PV module per wattage. In addition to the further development of Njord, the trade data is used to map and analyse monetary trade flows and thereby market values. Identified improvements concerned, among others, to adjust the percentage of PV modules in the customs code for countries without specific codes, and to fill data gaps with additional mirror data. The weight conversion factor was initially implemented as a parallel instrument to the price based. The two conversion factors were then combined into an instrument choosing the most suitable conversion factor with regards to a number of constraints. The instrument performance was validated against reference countries with well documented PV markets, qualitatively customs data, and small domestic PV manufacturing. For the reference countries and the comparative period of 2016 – 2018, the total deviations were improved from spanning 11.1 % – 17.0 % to 0.5 – 22.6 %. The best performance is seen for the most recent years of 2018 and 2019, with total deviations of 0.5 % and 4.1 % respectively. Njord shows high performance for estimating accumulated capacity, with a deviation of 4.3 % in the end of 2019. When applying Njord to the markets of interest, Africa and the Middle East, the results are significantly higher than the IRENA estimates, with a result of 118 % higher for Africa and 127 % higher for the Middle East. This indicates that the PV deployment in these emerging markets could be underestimated in today's statistical situation. In combination with the instrument results, mapping trade flows has shown to give comprehensive information about the PV markets of interest and shows the potential of using trade data for this type of analysis. China distinguishes as the dominant trade partner for both Africa and the Middle East, in line with the global PV market. Although these markets are small relative the global PV context, there was in 2019 still a net import of PV modules of in total 879 million US$ for Africa and 728 million US$ for the Middle East, and the markets are growing fast. Further, mapping trade flows has shown to identify manufacturing countries on the markets of interest, which there also is a lack of information on. The trade patterns and its inherent monetary values could be used to for example identify market development and business opportunities.
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Langer, Roman. "Statistická analýza vysokofrekvenčních časových řad finančních trhů." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2011. http://www.nusl.cz/ntk/nusl-237000.
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The goal of this Master's thesis is to analyze financial data by focusing primarily on the search of market inefficiencies that may lead to capitalization of found anomalies. The data comes from various sources and they need to be preprocessed. The analysis is based on high frequency time series statistical methods. The resultant characteristics are visualized.
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Aldà, Francesco [Verfasser], Hans Ulrich [Gutachter] Simon, and Alexander [Gutachter] May. "On the trade-off between privacy and utility in statistical data analysis / Francesco Aldà ; Gutachter: Hans Ulrich Simon, Alexander May ; Fakultät für Mathematik." Bochum : Ruhr-Universität Bochum, 2018. http://d-nb.info/1161942416/34.
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Deepshikha, Sharma. "Exploring trace elemental analysis of human remains from San Pablo Medieval site using ICP-MS." Master's thesis, Universidade de Évora, 2017. http://hdl.handle.net/10174/24450.
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A abordagem analítica do uso de Trace Elements (TEs) pode ser usada não só para entender o ambiente vivo e a dieta, mas até a diagênese pós mortem de qualquer resíduo humano usando a variabilidade nas composições elementares de dentes e ossos. Oito indivíduos foram amostrados do convento de San Pablo em Burgos usando seus dois tipos de tecido ósseo (ossos cortical e trabecular) do fêmur e esmalte dentário para cada caso. Três dessas amostras pertenciam à nave da igreja (século 16th -19th) enquanto o resto era encontrado no pátio do claustro pertencente ao século XIV-XVI. Essas amostras foram processadas na Espectrometria de Massa Plasmática Acoplada Induzamente (ICP-MS) para analisar as concentrações de Ca e P, bem como os TEs não essenciais e bio-essenciais, a fim de poder estabelecer a integridade das amostras e para descobrir quais TEs podem ser úteis para fazer inferências sobre a dieta antiga e a absorção diagenética e em que medida. Os dados de TE foram tratados usando diferentes ferramentas estatísticas e testes para encontrar possíveis diferenças de gênero ou mesmo diferenças intra-locais na dieta e também foram corroborados com informações coletadas a partir da análise de microwear. Verificou-se que a dieta dos indivíduos era de tipo misto com componentes vegetais e de carne, enquanto a presença de alimentos marinhos não pôde ser confirmada. Isto foi de acordo com os resultados de microwear para algumas das amostras. Usando as razões de Ba e Sr por Ca, verificou-se que os ossos corticais deram os resultados mais confiáveis para inferências sobre dieta, excluindo o uso de níveis de Mn e Fe que foram altamente afetados pela absorção diagenetica nos tecidos ósseos. Além disso, as amostras enterradas na nave da igreja podem estar consumindo mais proteínas de carne do que as enterradas no claustro, o que pode indicar uma diferença em seu status social ou uma mudança na dieta ao longo do tempo. Como esperado, para a maioria dos elementos, como Pb, Mn, Fe, Cu, os tecidos trabeculares foram os mais afetados pela absorção diagenetica, ademais, na em sua maioria superfície interna do eixo do fêmur; Abstract:
The analytical approach of using Trace Elements (TEs) can be used not only to understand the living environement and diet but even post-mortem diagenesis of any human remains using the variability in the elemental compositions of both teeth and bones. Eight individuals were sampled from the convent of San Pablo in Burgos using their two types of bone tissues (cortical and trabecular bones) from the femur and tooth enamel for each case. Three of these samples belonged to the church nave (16th -19th C) while the rest were found from the cloister courtyard belonging to 14th -16th Century. These samples were processed in solution mode Inductively Coupled Plasma Mass Spectrometry (ICP-MS) to analyse concentrations of Ca and P as well as both non-essential and bio-essential TEs in order to be able to establish the integrity of the samples and to find out which TEs can be helpful in making inferences on ancient diet and diagenetic uptake and to which extent. The TE data was treated using different statistical tools and tests to find possible gender differences or even intra-site differences in the diet and was also corroborated with information gathered from microwear analysis. It was found that the diet of the individuals was of a mixed type with both vegetal and meat components while presence of marine food could not be confirmed. This was in accordance with the microwear results for some of the samples. Using the Ba and Sr ratios to Ca, it was found that cortical bones gave the most reliable results for inferences on diet excluding the use of Mn and Fe levels which were both highly affected by diagenetic uptake in the bone tissues. Additionally, the samples buried in church nave might be consuming more meat proteins than those buried in the cloister which might indicate a difference in their social status or a change in the diet through time. As expected, for most of the elements such as Pb, Mn, Fe, Cu, trabecular tissues were the most affected by diagenetic uptake moreover mosly at the inner surface of the femur shaft.
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Altay, Serdar. "Hegemony, Private Actors, and International Institutions: Transnational Corporations as the agents of transformation of the trade regime from GATT to the WTO." Doctoral thesis, Università degli studi di Trento, 2011. https://hdl.handle.net/11572/369242.
Full textAbstract:
This dissertation aims to understand (1) the transformation of the trade regime from GATT to the WTO within the context of the world order, and (2) the roles of transnational corporations (TNCs) in this transformation. It provides a neo-Gramscian framework for analysis to fill a void in mainstream approaches in IR/IPE literatures on international regimes, which suffer from inadequacies in capturing the ‚intersubjective‛ nature of regimes and non-state actors’ roles in global politics. For neo-Gramscian scholars, international regimes are intersubjective entities that are amalgamations of ideas and power configurations inherent to historical structures. Hegemony is a concept that ties together the social forces as agents of historical change within international regimes and world orders. Hegemony refers to the translation of political power to legitimate authority through obtaining the consent of subordinate actors, and is expressed in the consensual aspect of the exercise of power in a given world order. This dissertation primarily contends that the transformation of the trade regime can be characterized as hegemonic because it occurred in conjunction with the transformation in the world order from U.S. post-war hegemony to neoliberal hegemony. With the transformation into the WTO, the legal scope of the trade regime was redesigned, and its normative content was redefined to reflect the ethical framework of neoliberalism. These changes were reflected in the newly acquired recognition of the enhanced legitimate authority of markets vis-à -vis states and the acknowledgement of the necessity to create binding disciplines over governments. The dissertation analyses two cases to understand the roles of TNCs in this transformation process with a particular focus on their activities and abilities to set the regime’s agenda. The first case study examines the incorporation of services into the GATT regime before and during the Uruguay Round negotiations (1986-1994), which arguably resulted in a redefinition of the liberalisation and non-discrimination norms. The second case analyses the failed attempt to integrate investment into the WTO before and during the Doha Round that began in 2001. Ultimately, the dissertation argues that U.S. based TNCs proved to be the hegemonic agents of regime transformation and played the leading role in the inclusion of services into the GATT regime. This was achieved by pursuing a high profile agenda-setting campaign from the late 1970s on. Their campaign succeeded in paradigmatically modifying established patterns of thought about trade, the normative content as well as intersubjective meanings of the regime in line with neoliberalism. On the other hand, the investment case suggests the emergence of certain limits to hegemonic ideas, institutions, and forces from the early-1990s on. European TNCs failed in their endeavours to further the regime transformation by integrating investment into the legal and normative framework of the WTO. TNCs’ preferences and strategies to set the WTO agenda were constrained and shaped within the context of contested neoliberal hegemony which was further influenced by the resistance and counter-hegemonic cross-border campaigns emerged in the domain of civil society. The analysis in this dissertation is conducted through an interpretative assessment of data compiled from secondary and primary resources including government proposals, negotiation texts, minutes of meetings, and business statements using the qualitative instruments of discourse analysis.
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Altay, Serdar. "Hegemony, Private Actors, and International Institutions: Transnational Corporations as the agents of transformation of the trade regime from GATT to the WTO." Doctoral thesis, University of Trento, 2011. http://eprints-phd.biblio.unitn.it/581/1/Thesis_Serdar_Altay_June_2011.pdf.
Full textAbstract:
This dissertation aims to understand (1) the transformation of the trade regime from GATT to the WTO within the context of the world order, and (2) the roles of transnational corporations (TNCs) in this transformation. It provides a neo-Gramscian framework for analysis to fill a void in mainstream approaches in IR/IPE literatures on international regimes, which suffer from inadequacies in capturing the ‚intersubjective‛ nature of regimes and non-state actors’ roles in global politics. For neo-Gramscian scholars, international regimes are intersubjective entities that are amalgamations of ideas and power configurations inherent to historical structures. Hegemony is a concept that ties together the social forces as agents of historical change within international regimes and world orders. Hegemony refers to the translation of political power to legitimate authority through obtaining the consent of subordinate actors, and is expressed in the consensual aspect of the exercise of power in a given world order. This dissertation primarily contends that the transformation of the trade regime can be characterized as hegemonic because it occurred in conjunction with the transformation in the world order from U.S. post-war hegemony to neoliberal hegemony. With the transformation into the WTO, the legal scope of the trade regime was redesigned, and its normative content was redefined to reflect the ethical framework of neoliberalism. These changes were reflected in the newly acquired recognition of the enhanced legitimate authority of markets vis-à-vis states and the acknowledgement of the necessity to create binding disciplines over governments. The dissertation analyses two cases to understand the roles of TNCs in this transformation process with a particular focus on their activities and abilities to set the regime’s agenda. The first case study examines the incorporation of services into the GATT regime before and during the Uruguay Round negotiations (1986-1994), which arguably resulted in a redefinition of the liberalisation and non-discrimination norms. The second case analyses the failed attempt to integrate investment into the WTO before and during the Doha Round that began in 2001. Ultimately, the dissertation argues that U.S. based TNCs proved to be the hegemonic agents of regime transformation and played the leading role in the inclusion of services into the GATT regime. This was achieved by pursuing a high profile agenda-setting campaign from the late 1970s on. Their campaign succeeded in paradigmatically modifying established patterns of thought about trade, the normative content as well as intersubjective meanings of the regime in line with neoliberalism. On the other hand, the investment case suggests the emergence of certain limits to hegemonic ideas, institutions, and forces from the early-1990s on. European TNCs failed in their endeavours to further the regime transformation by integrating investment into the legal and normative framework of the WTO. TNCs’ preferences and strategies to set the WTO agenda were constrained and shaped within the context of contested neoliberal hegemony which was further influenced by the resistance and counter-hegemonic cross-border campaigns emerged in the domain of civil society. The analysis in this dissertation is conducted through an interpretative assessment of data compiled from secondary and primary resources including government proposals, negotiation texts, minutes of meetings, and business statements using the qualitative instruments of discourse analysis.
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Tokunaga, Meagan. "Implementing (Environmental) Justice: Equity and Performance in California's S.B. 535." Scholarship @ Claremont, 2015. http://scholarship.claremont.edu/pomona_theses/137.
Full textAbstract:
This thesis evaluates the equity performance of a recent state environmental justice policy, California’s Senate Bill 535 (S.B. 535). “Environmental justice” refers to the disproportionate environmental harm imposed on low-income and minority communities. S.B. 535 uses competitive grants to provide funding to these communities. The research is centered around two questions: (1) to what extent has S.B. 535 experienced successful implementation in its first year of operation, and (2) how can policy actors improve implementation while balancing performance and equity goals? In regards to the first question, I utilize a case study of the policy’s implementation within 17 local governments in Riverside County. I find that the number of actors involved and the alignment of their interests prevent the policy from more successful implementation. Local government officials identify staff capacity as a primary concern in the program’s implementation. I then evaluate the policy’s balance of program performance and equity with an econometric analysis that characterizes the decisions of local governments to implement the policy. I find impressive equity performance, as low-income and minority populations are more likely to participate. The implementing governments have sufficient capacity to achieve program goals, as larger cities and cities with more staff per capita are more likely to participate. My findings support the use of competitive grants in environmental justice policies. The S.B. 535 grant program demonstrates the ability to distribute funding to governments with both socioeconomic disadvantage and the capacity for successful implementation. The analysis concludes with policy recommendations.
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Pomponio, Fabrizio. "Etude empirique, modélisation et applications des trades à limites multiples dans les carnets d'ordre." Phd thesis, Ecole Centrale Paris, 2012. http://tel.archives-ouvertes.fr/tel-00879857.
Full textAbstract:
Cette thèse étudie certains évènements particuliers des carnets d'ordre - les "trades traversants". Dans le premier chapitre, on définit les trades traversants comme étant ceux qui consomment la liquidité présente dans le carnet d'ordres sur plusieurs limites, sans laisser le temps à la meilleure limite de se remplir par l'arrivée de nouveaux ordres limites. On étudie leurs propriétés empiriques en fournissant des statistiques de liquidité, de volume, de distribution de leurs temps d'arrivées, de clustering et de relaxation du spread. Leur impact de marché est supérieur à celui des trades classiques, et ce même à volume comparable : les trades traversants présentent donc un contenu informationnel plus grand. On propose deux applications au problème du lead-lag entre actifs/marchés, d'abord pour répondre à la question de savoir quel actif bouge en premier, et ensuite pour mesurer la force du signal des trades traversants dans le cadre d'une stratégie d'investissement basée sur le lead-lag entre actifs. Le chapitre suivant approfondit l'étude empirique du clustering de l'arrivée des trades traversants. On y modélise leur arrivée par des processus stochastiques auto-excités (les processus de Hawkes). Une étude statistique de la calibration obtenue avec des modèles à noyaux exponentiels pour la décroissance temporelle de l'impact est menée et assure une modélisation satisfaisante avec deux processus indépendants, un pour le bid et un pour l'ask. La classe de modèles proposée à la calibration est bien adaptée puisqu'il n'existe pas d'effet inhibiteur après l'arrivée d'un trade traversant. On utilise ces résultats pour calculer un indicateur d'intensité basé sur l'arrivée des trades traversants, et améliorer ainsi une stratégie d'investissement de type "momentum". Enfin, une calibration non-paramétrique du noyau de décroissance temporel d'impact fournit une décroissance empirique encore plus forte qu'une loi exponentielle, et davantage proche d'une loi-puissance. Le dernier chapitre rappelle une méthode générale de détection statistique de sauts dans des séries temporelles de prix/rendements qui soit robuste au bruit de microstructure. On généralise les résultats empiriques connus à de nouveaux indices financiers. On adapte cette méthode de détection statistique de sauts à des trajectoires intraday afin d'obtenir la distribution de la proportion de sauts détectés au cours de la journée. Les valeurs extrémales et les plus grandes variations de cette proportion se déroulent à des heures précises de la journée (14 :30, 15 :00 et 16 :30, heure de Paris), déjà rencontrées dans l'étude des trades traversants. Grâce à eux, on propose une explication des caractéristiques principales du profil intraday de la proportion de sauts détectés par le test, qui s'appuie sur une modification de la part relative de chacune des composantes de sauts dans la trajectoire des actifs considérés (la composante des mouvements continus et celle liée aux mouvements de sauts purs).
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Liberati, Giorgia. "Application of Statistical Methods for the Evaluation of Anaerobic Digestion Process Parameters." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2017.
Find full textAbstract:
Sono stati condotti due studi sull’applicabilità di disegni sperimentali e metodi statistici a processi di digestione anaerobica (AD). Nel primo è stato effettuato uno screening di 11 elementi in traccia (TE) per la produzione di biometano dalla frazione organica di rifiuti solidi urbani (OF-MSW) e deiezioni avicole (CM), utilizzando il Plackett-Burman (PB) design. L’esperimento è stato condotto in condizioni mesofile in micro-reattori batch. L’influenza dei TE si è rivelata dipendente dal tipo di substrato utilizzato. Dall’analisi statistica, Fe, Se W, Cu, Mn e Ni sono risultati significativi per la mono-digestione della OF-MSW, mentre alcuno dei TE aggiunti alle condizioni con il CM si è rivelato altamente influente. Nel secondo studio, sono state testate diverse proporzioni di insilato di mais (CM), vinacce (GP) e acque di vegetazione olearie (OMW) per la produzione di biogas e con l’obiettivo di valutare gli effetti dovuti a tali combinazioni e individuare la miscela che massimizzasse il processo.
L’esperimento è stato condotto in condizioni termofile e in micro-reattori batch, applicando il three-factor mixture design, con la resa di metano e la produttività come variabili di risposta. I valori più alti di queste ultime, rispettivamente 163.31 ± 21.05 Nml CH4/g VS e 0.82 Nml CH4/d/ml, sono stati conseguiti dalle condizioni con elevate proporzioni di CS e basse di OMW. Il modello ottenuto dai dati sperimentali ha rivelato le interazioni sinergiche e antagonistiche tra i substrati. La co-digestione, rispetto alla mono-digestione, ha determinato un aumento della resa di metano, migliorando le performance del processo. Attraverso la metodologia response surface, le due risposte sono state ottimizzate simultaneamente ed è stata trovata la combinazione che le massimizzasse. I risultati sono stati validati sperimentalmente. L’analisi statistica si è rivelata un valido strumento per valutare e ottimizzare parametri di processo della digestione anaerobica.
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GOMES, MARCELO da S. "Determinacao de elementos metalicos em sedimentos da Baia do Almirantado, Ilha Rei George, Penisula Antartica." reponame:Repositório Institucional do IPEN, 1999. http://repositorio.ipen.br:8080/xmlui/handle/123456789/10762.
Full textAbstract:
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Einav, Amit. "Two problems in mathematical physics: Villani's conjecture and trace inequality for the fractional Laplacian." Diss., Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/42788.
Full textAbstract:
The presented work deals with two distinct problems in the field of Mathematical Physics.
The first part is dedicated to an 'almost' solution of Villani's conjecture, a known
conjecture related to a Statistical Mechanics model invented by Kac in 1956, giving a rigorous explanation of some simple cases of the Boltzmann equation. In 2003 Villani conjectured that the time it will take the system of particles in Kac's model to equilibrate is proportional to the number of particles in the system. Our main result in this part is a proof, up to an epsilon, of that conjecture, showing that for all practical purposes we can consider it to be true.
The second part of the presentation is based on a joint work with Prof. Michael Loss and is dedicated to a newly developed trace inequality for the fractional Laplacian, connecting between the fractional Laplacian of a function and its restriction to intersection of hyperplanes. The newly found inequality is sharp and the functions that attain equality in it are completely classified.