Dissertations / Theses: 'Variant management'

1

Shakeri, Mojdeh. "Variant configuration and management : challenges and opportunities." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/118520.

Full text

Abstract:

Thesis: S.M. in Engineering and Management, Massachusetts Institute of Technology, System Design and Management Program, 2018.
Page 72 blank. Cataloged from PDF version of thesis.
Includes bibliographical references (pages 69-71).
The goal of this thesis is to understand the complexity of configuring and managing variants in Simulink, a model-based design tool that is used in different industries such as automotive, aerospace, and healthcare; and to simplify it by analyzing its capabilities and proposing different solutions using different modeling, workflow and visualization techniques. Models play a major role in system engineering. Model-based development methods have gained widespread adoption in the past two decades. Simulink has been used by thousands of engineers around the world to design and simulate engineering systems. Any improvement in Simulink directly simplifies engineers' workflows and enables them to achieve their tasks more efficiently and effectively. I have studied variability concepts and use cases of configurators in different domains such as (1) personal customization of products (mass customization), (2) choice navigation in retail, and (3) software and model-based design tools. This has enabled me to understand complexities of configurators in different domains, and learn how some of the complexities have been addressed or managed. I conclude that the variant support in Simulink lacks some capabilities to fully support variability for large real-world applications in industry. To improve Simulink variant configuration and management, I propose solutions based on "feature modeling" and "interactive configurator" concepts. Use of "Binary Decision Diagrams" is recommended to achieve higher runtime performance when using interactive configurators for large modular systems and large teams. Also, I propose different visualization techniques to enable model designers to understand variant relationships in the model, check whether they have modeled the variants properly, and help them to further modularize their systems.
by Mojdeh Shakeri.
S.M. in Engineering and Management

APA, Harvard, Vancouver, ISO, and other styles

2

Avak, Björn. "Variant management of modular product families in the market phase /." Düsseldorf : VDI Verlag, 2006. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=16885.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Liu, C.-K. "A generic assembly relations model for product family variant management." Thesis, Cranfield University, 1999. http://dspace.lib.cranfield.ac.uk/handle/1826/11342.

Full text

Abstract:

The objective of this thesis is to develop generic assembly relations to support variant management to aid the product development for products as families. The advent of the buyers' market has encouraged manufacturers to offer products as families to meet customers needs for differentiation. This creates the corresponding need for representing the product and process variants in a way to support the assessment of impact of product variants. Through the study of literature and standards, the current status of product modelling and product family was captured. Existing models of product model have considered representation of products as one of a kind and do not have the necessary capability to incorporate the variation in production variants that is commonly seen in the assembly of families of product. A Generic Assembly Relations Model (GARM) has been developed to meet the requirements. The generic Bill-of-Material (GBQM) and generic Bill-of-Process (GBQP) have been introduced as a single formalism to represent the product and process variants. The proposed model supports the reuse of product/process variants through the Generic Assembly Relations and GBQM and GBQP. The integration is achieved by the generic relations which act as the bridge between product and process models. This research increases the understanding of how to model product and process in the product family environment. The GARM model works as a production support tool for the product family in the Concurrent Engineering environment. With the GARM model, different views of the requirements can be developed at an early stage; the designer can be supported with feedback information such as the change of product component and assembly process. The GARM model supports variant management to aid the product development for products as families. The impact of the product variant on assembly process can be evaluated through the model. It has been validated by illustrating how the data structure definition supports the evaluation of changes in product family assembly process definition when additional variants are added through an example from the Personal Computer industry.

APA, Harvard, Vancouver, ISO, and other styles

4

Liu, Chi-Kuang. "A generic assembly relations model for product family variant management." Thesis, Cranfield University, 1999. http://dspace.lib.cranfield.ac.uk/handle/1826/11342.

Full text

Abstract:

The objective of this thesis is to develop generic assembly relations to support variant management to aid the product development for products as families. The advent of the buyers' market has encouraged manufacturers to offer products as families to meet customers needs for differentiation. This creates the corresponding need for representing the product and process variants in a way to support the assessment of impact of product variants. Through the study of literature and standards, the current status of product modelling and product family was captured. Existing models of product model have considered representation of products as one of a kind and do not have the necessary capability to incorporate the variation in production variants that is commonly seen in the assembly of families of product. A Generic Assembly Relations Model (GARM) has been developed to meet the requirements. The generic Bill-of-Material (GBQM) and generic Bill-of-Process (GBQP) have been introduced as a single formalism to represent the product and process variants. The proposed model supports the reuse of product/process variants through the Generic Assembly Relations and GBQM and GBQP. The integration is achieved by the generic relations which act as the bridge between product and process models. This research increases the understanding of how to model product and process in the product family environment. The GARM model works as a production support tool for the product family in the Concurrent Engineering environment. With the GARM model, different views of the requirements can be developed at an early stage; the designer can be supported with feedback information such as the change of product component and assembly process. The GARM model supports variant management to aid the product development for products as families. The impact of the product variant on assembly process can be evaluated through the model. It has been validated by illustrating how the data structure definition supports the evaluation of changes in product family assembly process definition when additional variants are added through an example from the Personal Computer industry.

APA, Harvard, Vancouver, ISO, and other styles

5

Threlfall, William John. "A methodology for database management of time-variant encodings and/or missing information." Thesis, University of British Columbia, 1988. http://hdl.handle.net/2429/28349.

Full text

Abstract:

The problem presented is how to handle encoded data for which the encodings or decodings change with respect to time, and which contains codes indicating that certain data is unknown, invalid, or not applicable with respect to certain entities during certain time periods. It is desirable to build a database management system that is capable of knowing about and being able to handle the changes in encodings and the missing information codes by embedding such knowledge in the data definition structure, in order to remove the necessity of having applications programmers and users constantly worrying about how the data is encoded. The experimental database management language DEFINE is utilized to achieve the desired result, and a database structure is created for a real-life example of data which contains many examples of time-variant encodings and missing information.
Science, Faculty of
Computer Science, Department of
Graduate

APA, Harvard, Vancouver, ISO, and other styles

6

Vogel, Wolfgang [Verfasser], Rainer [Gutachter] Lasch, and Udo [Gutachter] Buscher. "Complexity management in variant-rich product development / Wolfgang Vogel ; Gutachter: Rainer Lasch, Udo Buscher." Dresden : Technische Universität Dresden, 2019. http://d-nb.info/1226944701/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Durbak, Leah M. "Estimating the Cost of Raccoon Rabies Variant in Ohio." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1406108318.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Hallier, Andrea Rae. "Variant-curation and database instantiation (Variant-CADI): an integrated software system for the automation of collection, annotation and management of variations in clinical genetic testing." Thesis, University of Iowa, 2016. https://ir.uiowa.edu/etd/2218.

Full text

Abstract:

One of the tools a clinician has in disease diagnosis and treatment is genetic testing. To generate value in genetic testing, the link between genetic variants and disease must be discovered, documented, and shared within the community. Working with two existing genomic variation tools, Kafeen and Cordova, a new set of features referred to as Variant-Curation and Database Instantiation (Variant-CADI) was identified, designed, implemented and integrated into the existing Cordova system to unite data collection, management and distribution into one cohesive tool accessible through user interfaces. This eliminates the user needing specialized knowledge of the underlying implementation, data pipeline or data management to collect desired disease specific genetic variations. Using this tool, new disease-specific variation database instances have been initialized and created as demonstrations of the utility of these applications.

APA, Harvard, Vancouver, ISO, and other styles

9

Hameed, Bilal [Verfasser], and Kurt [Akademischer Betreuer] Rothermel. "RFID-based real-time production monitoring in a variant production environment / Bilal Hameed ; Betreuer: Kurt Rothermel." Stuttgart : Universitätsbibliothek der Universität Stuttgart, 2016. http://d-nb.info/113014853X/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Balasubramaniam, Arjun, and Naga Lakshmana Naidu Navuluri. "Analysis and improvement of material handling in a highly customized multi-variant product-based production system." Thesis, Tekniska Högskolan, Högskolan i Jönköping, JTH, Produktionsutveckling, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-47399.

Full text

Abstract:

Twenty first century manufacturing is characterized by customer specific products. Customers expect greater differentiation in the products that companies offer to them, thus changing the whole landscape of production. Greater the variety of products being offered to customers, greater is the complexity of shop floor operations. This complexity is translated to all the operations in the shop floor including material handling and inventory control. To overcome this situation, many manufacturers have turned to “Lean Manufacturing” to gain a competitive edge in the market by reducing costs and improving productivity in all operations throughout the shop floor. Therefore, this purpose of this thesis is to analyze the material handling of a highly customized multi-variant product-based production system. The thesis represents a case study that was done at a caravan manufacturing company in Tenhult, Sweden. During the study, data was gathered from field notes, observations and multiple semi-structured interviews. The findings were analyzed with respect to a theoretical background which was generated through an extensive literature review that was carried out throughout the research. Our analysis was based on a systems approach where the findings were categorized into three dimensions that affect material handling and inventory control. These dimensions are warehouse management systems, culture, and production management, which contribute to successful implementation of lean into the material handling operations and inventory control. In conclusion, the results show that efficient material handling and inventory control can only be achieved by finding a synergy between technology, people and organization. Our results also show that soft issues like organizational culture and employee culture need to be addressed along with technological issues because only when an alignment between people, technology and business objectives and values is achieved, lean implementation can be successful. Our results also show the need for better supplier customer collaboration to reduce inventory levels and material handling operation.

APA, Harvard, Vancouver, ISO, and other styles

11

Walch, Markus [Verfasser], and A. [Akademischer Betreuer] Albers. "Variantenentwicklung im ZHO-Modell im Kontext der PGE - Produktgenerationsentwicklung – Methode zur Entscheidungsunterstützung bei der Konzeptentwicklung in der Angebotsphase auf Basis abgeleiteter Varianten = Variant Development using the System Triple Approach in the Context of PGE - Product Generation Engineering – Method for Decision Support during Concept Development in the Offering Phase based on Derived Variants / Markus Walch ; Betreuer: A. Albers." Karlsruhe : KIT-Bibliothek, 2017. http://d-nb.info/1140118463/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

Sadílek, Tomáš. "Využití nástrojů projektového managementu v event managementu." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-193243.

Full text

Abstract:

The aim of this thesis is to determine possibilities and real use of project management tools in event management, in sphere built on project bases, but that is also very dynamic and changing even in realisation. The thesis focuses on software support for managing projects and project teams, that are applicable in event management. The research was made for the selection of optimal tool for realization of leasure time, public event Ladronkafest. Selection is based on multi-criteria decision evaluation process, that is implemented after consultation with professionals in event management. The chosen software was tested on some smaller event. During the test users realized some negatives about this program and decided not use it.

APA, Harvard, Vancouver, ISO, and other styles

13

Braun, Felix [Verfasser], Kristin [Akademischer Betreuer] Paetzold, Kristin [Gutachter] Paetzold, and Rainer [Gutachter] Stark. "Application of algorithm-based validation tools for the validation of complex, multi-variant products / Felix Braun ; Gutachter: Kristin Paetzold, Rainer Stark ; Akademischer Betreuer: Kristin Paetzold ; Universität der Bundeswehr München, Fakultät für Luft- und Raumfahrttechnik." Neubiberg : Universitätsbibliothek der Universität der Bundeswehr München, 2021. http://d-nb.info/1241842949/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

14

Kehrer, Timo [Verfasser]. "Calculation and propagation of model changes based on user-level edit operations : a foundation for version and variant management in model-driven engineering / Timo Kehrer." Siegen : Universitätsbibliothek der Universität Siegen, 2015. http://d-nb.info/1077914199/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

15

Ariba, Yassine. "Sur la stabilité des systèmes à retards variant dans le temps : théorie et application au contrôle de congestion d'un routeur." Phd thesis, Université Paul Sabatier - Toulouse III, 2009. http://tel.archives-ouvertes.fr/tel-00442454.

Full text

Abstract:

Cette thèse s'inscrit dans une thématique pluridisciplinaire explorant les liens existants entre la théorie de la commande et les réseaux informatiques. L'idée consiste à appliquer les outils de l'Automatique pour la stabilisation du trafic dans les réseaux de communication. Premièrement, nous nous sommes intéressés à l'analyse de stabilité des systèmes à retards variables au travers de deux approches temporelles. D'une part, nous avons considéré la méthode de Lyapunov-Krasovskii dans laquelle nous avons élaboré des fonctionnelles en adéquation avec de nouvelles modélisations du système (segmentation du retard, dérivée temporelle). D'autre part, la stabilité a également été abordée avec une approche entrée-sortie, empruntant alors les outils de l'analyse robuste. Le système à retard est alors réécrit comme l'interconnexion d'une application linéaire avec une matrice constituée d'opérateurs définissant le système original. Après avoir revisité le principe de séparation quadratique, nous développons des opérateurs auxiliaires afin de caractériser au mieux la dynamique retardée et proposer des critères moins pessimistes. Deuxièmement, la méthodologie développée est ensuite utilisée pour le problème de contrôle de congestion d'un routeur lors de communications TCP. Ce protocole de bout en bout est sensible à la perte de paquet et modifie en conséquence son taux d'émission selon l'algorithme du AIMD. Il s'agit alors de commander le taux de perte par l'intermédiaire d'un mécanisme d'Active Queue Management situé au niveau du routeur afin de réguler le trafic. Les résultats théoriques sont ensuite évalués à l'aide du simulateur de réseaux NS-2.

APA, Harvard, Vancouver, ISO, and other styles

16

Patel, Raakhee Navin. "An Ethnographic Study of Doctor-Patient Communication within Biomedicine and Its Indian Variant in Mumbai." Case Western Reserve University School of Graduate Studies / OhioLINK, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=case1619705858186443.

Full text

APA, Harvard, Vancouver, ISO, and other styles

17

Petersson, Rickard. "Managing product family variance : Development of product family architecture and its realization in a PLM system." Thesis, Tekniska Högskolan, Högskolan i Jönköping, JTH, Industriell produktutveckling, produktion och design, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44698.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Munir, Qaiser, and Muhammad Shahid. "Software Product Line:Survey of Tools." Thesis, Linköping University, Department of Computer and Information Science, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-57888.

Full text

Abstract:

software product line is a set of software-intensive systems that share a common, managed set of features satisfying the specificneeds of a particular market segment or mission. The main attractive part of SPL is developing a set of common assets which includes requirements, design, test plans, test cases, reusable software components and other artifacts. Tools for the development of softwareproduct line are very few in number. The purpose of these tools is to support the creation, maintenance and using different versions ofproduct line artifacts. This requires a development environment that supports the management of assets and product development,processes and sharing of assets among different products.

The objective of this master thesis is to investigate the available tools which support Software Product Line process and itsdevelopment phases. The work is carried out in two steps, in the first step available Software Product Line tools are explored and a list of tools is prepared, managed and a brief introduction of each tool is presented. The tools are classified into different categoriesaccording to their usage, relation between the tools is established for better organization and understanding. In the second step, two tools Pure::variant and MetaEdit+ are selected and the quality factors such as Usability, Performance, Reliability, MemoryConsumption and Capacity are evaluated.

APA, Harvard, Vancouver, ISO, and other styles

19

Fabuš, Pavel. "Návrh strategie rozvoje malé a střední firmy podnikající v odpadovém hospodářství." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-75555.

Full text

Abstract:

The diploma Thesis is aimed to the application of strategy planning cycle for the small and medium enterprise operating in the waste management industry. The main goals of the Thesis were the internal and external analysis of the company. Considering the results to propose and evaluate some strategic options for the further development of the company and make an appropriate recommendation to the management. According to the results of the analysis the competitive advantage of the company is its specific know-how and the strong work team. The two proposed strategy variants are based on the gained data of the analysis. The first option of the company development is focused on the improvement of its processes and the company as a whole. The second strategy variant is aimed to the development of services provided. After the assessment of the variants from the three points of view: suitability, acceptability and feasibility, only the first variant seemed to be acceptable. Eventually the first option was recommended to the management of the company.

APA, Harvard, Vancouver, ISO, and other styles

20

Kozelský, Aleš. "Realizace montážní linky ventilů AdBlue." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2011. http://www.nusl.cz/ntk/nusl-229424.

Full text

Abstract:

This diploma thesis concerns in design and realization of assembling line of a 2/2 seat valve for commercial vehicles sector. Design is using Autodesk Inventor. Thesis describes phases and goals of project management – in this case management of technological/manufacturing transfer.

APA, Harvard, Vancouver, ISO, and other styles

21

Gronau, Norbert, and Simone Schmid. "Martüberblick : Konfiguratoren in ERP-/PPS-Systemen." Universität Potsdam, 2005. http://opus.kobv.de/ubp/volltexte/2006/682/.

Full text

Abstract:

Die Orientierung am Kunden und dessen individuellen Wünschen ist heutzutage von großer Bedeutung. Mit Hilfe eines Produktkonfigurationssystems ist es möglich, Produkte nach bestimmten Regeln aus bestimmten Bauteilen virtuell zu entwickeln [1] und somit die gewünschten Leistungsmerkmale der Kunden auf ihre Durchführbarkeit hin zu überprüfen. In der vorliegenden Marktuntersuchung wurden die Leistungsfähigkeit von Konfiguratoren sowohl in ERP-/PPS-Systemen als auch als Stand-alone-Lösung untersucht und darauf überprüft, inwiefern sie zur Bewältigung komplexer und variantenreicher Produktgestaltungsaufgaben geeignet sind.
Market research : configurators in ERP-/PPS-Systems:

Today customer orientation is of great importance. With the help of a product-configuration-system it is possible to develop products virtually under specific rules and therefore to prove the customer capability characteristics for their practicability. In the present market research the capability of configurators in ERP-/PPS-systems as well as in stand-alone-solutions were checked and it was tested to what extend they are suitable to cope with complex product implementation.
-------
© GITO mbH Berlin

APA, Harvard, Vancouver, ISO, and other styles

22

Leidlich, Jonathan, Peter Robl, and Julien Raphael Mrowka. "Methoden für die durchgängige Anwendung einer EBOM mithilfe klassenbasierter Substitutionsobjekte." Thelem Universitätsverlag & Buchhandlung GmbH & Co. KG, 2021. https://tud.qucosa.de/id/qucosa%3A75871.

Full text

Abstract:

Innerhalb der Initiative zur vierten industriellen Revolution, bei der Menschen, Produkt und Maschine in Echtzeit vernetzt sind, geht der Trend weg von der Serienfertigung und hin zur „Losgröße 1“. Die ansteigende Anzahl an Varianten bringt jedoch auch höhere Verwaltungsaufwände mit sich. Um dem entgegenzuwirken wird die Methode der funktional substituierbaren Bauteile eingeführt. Diese ermöglicht die Verwaltung von technisch substituierbaren Komponenten innerhalb der Stücklisten einer konkreten Variante. Durch die Integration der Methoden FIM (Functional-Information-Model) und FIA (Functional-Information-Assembly) wird ein weiterer Schritt zur 3D-Modell-basierten Stückliste gemacht. Unter Zuhilfenahme dieser Methoden wird die notwendige Veränderung Darstellung der Struktur der im Produkt enthaltenen Bauteile während des Produktentstehungsprozesses beschrieben. Dabei werden die verwendeten Begriffe klar definiert und voneinander abgegrenzt.

APA, Harvard, Vancouver, ISO, and other styles

23

Miknevičiūtė, Aušra. "Kazlų Rūdos miesto vandentiekio ir nuotekų tinklų renovacijos variantų analizė." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2007. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2007~D_20070816_153242-75501.

Full text

Abstract:

Tiriamasis objektas - Kazlų Rūdos miesto vandentiekio ir nuotekų tinklų išplėtimo projektas. Šio projekto rangovas – UAB „Inžineriniai tinklai“ Siekiant apibūdinti analizuoto projekto esmę bei naudą, yra pateikiama miesto požeminių komunikacijų infrastruktūra, techniniai projekto rodikliai, paskaičiuojamos laiko sąnaudos atskiru nagrinėjamu variantu. Darbo tikslas – išanalizuoti galimus vandentiekio ir buities nuotekų tinklų renovacijos darbų vykdymo metodus ir parinkti racionaliausią. Nagrinėjami trys inžnerinių tinklų renovavimo variantai: linijos klojimas atviru būdu; linijos klojimas atviru būdu, naudojant inventorinius išramstymus; dalies linijos klojimas esamo vamzdyno renovavimo būdu, laisvu ilgavamzdžio įtraukimu (ilgis 273m ), kitos dalies betranšėjiniu vamzdynų įrengimo būdu - valdomu gręžimu (ilgis 267m ). Atlikus požeminės linijos atskiros atkarpos ekonominius skaičiavimus atskiram variantui, nustatyta, jog optimaliausias vamzdyno renovavimo būdas yra trečiasis variantas, kadangi ekonominiu požiūriu paskaičiuota vamzdyno renovavimo kaina (1metro renovavimo kaina 282 Lt) yra mažiausia. Tuo tarpu technologiniu atžvilgiu trečiuoju variantu gaunamos mažesnės darbų sąnaudos bei sutrumpėja statybos laikas. Dėl našaus ir greito mechanizmo darbo bei dėl mažų žemės darbų apimčių nesutrikdomi eismų srautai, sumažėja įtaka trečiųjų asmenų veiklai.
The main objective - execution project of outside engineering networks in Kazlu Ruda town. The contractor of this project was stock company – “Inzineriniai tinklai”. Trying to rationally display the main point and the all benefits of analyzed project, it is useful to characterize all infrastructures, technical indexes of the project. The task of this work - works execution method analysis of outside engineering networks. There were chosen three alternative ways of pipes installation: open method of pipes installation; pipe installation using protective sheet plates; renovation of existing sewerage line (length 273m), another part - (length 267m) - montage using horizontal drilling method. After economical calculations and analysis, we can make a conclusion, that the most effective method of the sewerage line installation works are alternative number three, because this renovation method is cheapest and price of one metre networks installation is 282 Lt. In technological respects all ground works are minimized. According to searching place specific and replacement, using this method the traffic of this street it is not so limited also it is decreasing the influence to environment.

APA, Harvard, Vancouver, ISO, and other styles

24

Wong, Kwok-chuen, and 黃國全. "Mean variance portfolio management : time consistent approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/196026.

Full text

Abstract:

In this thesis, two problems of time consistent mean-variance portfolio selection have been studied: mean-variance asset-liability management with regime switchings and mean-variance optimization with state-dependent risk aversion under short-selling prohibition. Due to the non-linear expectation term in the mean-variance utility, the usual Tower Property fails to hold, and the corresponding optimal portfolio selection problem becomes time-inconsistent in the sense that it does not admit the Bellman Optimality Principle. Because of this, in this thesis, time-consistent equilibrium solution of two mean-variance optimization problems is established via a game theoretic approach. In the first part of this thesis, the time consistent solution of the mean-variance asset-liability management is sought for. By using the extended Hamilton-Jacobi- Bellman equation for equilibrium solution, equilibrium feedback control of this MVALM and the corresponding equilibrium value function can be obtained. The equilibrium control is found to be affine in liability. Hence, the time consistent equilibrium control of this problem is state dependent in the sense that it depends on the uncontrollable liability process, which is in substantial contrast with the time consistent solution of the simple classical mean-variance problem in Björk and Murgoci (2010), in which it was independent of the state. In the second part of this thesis, the time consistent equilibrium strategies for the mean-variance portfolio selection with state dependent risk aversion under short-selling prohibition is studied in both a discrete and a continuous time set- tings. The motivation that urges us to study this problem is the recent work in Björk et al. (2012) that considered the mean-variance problem with state dependent risk aversion in the sense that the risk aversion is inversely proportional to the current wealth. There is no short-selling restriction in their problem and the corresponding time consistent control was shown to be linear in wealth. However, we discovered that the counterpart of their continuous time equilibrium control in the discrete time framework behaves unsatisfactory, in the sense that the corresponding “optimal” wealth process can take negative values. This negativity in wealth will change the investor into a risk seeker which results in an unbounded value function that is economically unsound. Therefore, the discretized version of the problem in Bjork et al. (2012) might yield solutions with bankruptcy possibility. Furthermore, such “bankruptcy” solution can converge to the solution in continuous counterpart as Björk et al. (2012). This means that the negative risk aversion drawback could appear in implementing the solution in Björk et al. (2012) discretely in practice. This drawback urges us to prohibit short-selling in order to eliminate the chance of getting non-positive wealth. Using backward induction, the equilibrium control in discrete time setting is explicit solvable and is shown to be linear in wealth. An application of the extended Hamilton-Jacobi-Bellman equation leads us to conclude that the continuous time equilibrium control is also linear in wealth. Also, the investment to wealth ratio would satisfy an integral equation which is uniquely solvable. The discrete time equilibrium controls are shown to converge to that in continuous time setting.
published_or_final_version
Mathematics
Master
Master of Philosophy

APA, Harvard, Vancouver, ISO, and other styles

25

Chan, Ching Yee. "Active fund management and crosssectional variance of returns." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/29434.

Full text

Abstract:

In active portfolio management, fund managers seek to follow an investment strategy with the objective of outperforming an investment benchmark index. Opportunities to outperform a benchmark in active fund management is made possible through crosssectional dispersion of returns in the market. It is cross-sectional volatility of returns that allows fund managers to identify changing trends in market relationships and to take advantage of market opportunities.Quarterly active share and active return data of Domestic General Equity funds was used to determine whether the level of active share and active return has a correlation with volatility measures such as cross-sectional variance of returns or the South African Volatility Index (SAVI). The actively-managed funds’ outperformance of the benchmark index during periods of differing cross-sectional variance was also looked at. Lastly, the possibility of whether market volatility can be used to inform fund investment decisions was also examined.The findings in this study are that there is no significant relationship between the crosssectional variance of returns, active share and active returns. In measuring fund performance in times of differing cross-sectional dispersion and breaking the analysis period into such intervals rather than as a continuous time series, active funds outperform the benchmark index during periods of low and moderate cross-sectional variance. The SAVI can be used as a fairly accurate and readily available approximation of cross-sectional variance.
Dissertation (MBA)--University of Pretoria, 2012.
Gordon Institute of Business Science (GIBS)
unrestricted

APA, Harvard, Vancouver, ISO, and other styles

26

Valášek, Martin. "Volba strategické varianty v organizaci Bohemians 1905, a. s." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-112894.

Full text

Abstract:

The aim of this thesis is to analyze a management problem in the organization Bohemians 1905, a.s. and submit recommendations to the board of the club for strategic choice options how to solve the management problem. The correct formulation of the problem will need to be analyze the current situation, put it in a strategic context and find the cause of the problem. This is done by Kepner-Tregoe methodology, C-E diagram and cognitive map. It will also need to develop objective solutions, design criteria, specify the possible solutions and determine the consequences of various options due to the proposed set of criteria. This is done by the value tree, a combination of multi-criteria evaluation under risk and certainty, probability trees and decision matrices. As a form of multi-criteria evaluation will be used in a specific form of the transfer bridge in the form of aggregated criteria of price/performance ratio of the options that allows create a list of preferred options.

APA, Harvard, Vancouver, ISO, and other styles

27

Medo, Malte [Verfasser]. "Kontinuierliche Planung der Fließfertigung von Varianten / Malte Medo." Aachen : Shaker, 2010. http://d-nb.info/1084536447/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Genin, Adrien. "Asymptotic approaches in financial risk management." Thesis, Sorbonne Paris Cité, 2018. http://www.theses.fr/2018USPCC120/document.

Full text

Abstract:

Cette thèse se propose de traiter de trois problèmes de gestion des risques financiers en utilisant différentes approches asymptotiques. La première partie présente un algorithme Monte Carlo d’échantillonnage d’importance pour la valorisation d’options asiatiques dans des modèles exponentiels de Lévy. La mesure optimale d’échantillonnage d’importance est obtenue grâce à la théorie des grandes déviations. La seconde partie présente l’étude du comportement asymptotique de la somme de n variables aléatoires positives et dépendantes dont la distribution est un mélange log-normal ainsi que des applications en gestion des risque de portefeuille d’actifs. Enfin, la dernière partie, présente une application de la notion de variations régulières pour l’analyse du comportement des queues de distribution d’un vecteur aléatoire dont les composantes suivent des distributions à queues épaisses et dont la structure de dépendance est modélisée par une copule Gaussienne. Ces résultats sont ensuite appliqués au comportement asymptotique d’un portefeuille d’options dans le modèle de Black-Scholes
This thesis focuses on three problems from the area of financial risk management, using various asymptotic approaches. The first part presents an importance sampling algorithm for Monte Carlo pricing of exotic options in exponential Lévy models. The optimal importance sampling measure is computed using techniques from the theory of large deviations. The second part uses the Laplace method to study the tail behavior of the sum of n dependent positive random variables, following a log-normal mixture distribution, with applications to portfolio risk management. Finally, the last part employs the notion of multivariate regular variation to analyze the tail behavior of a random vector with heavy-tailed components, whose dependence structure is modeled by a Gaussian copula. As application, we consider the tail behavior of a portfolio of options in the Black-Scholes model

APA, Harvard, Vancouver, ISO, and other styles

29

Hanel, Mario. "Cash Pooling-Varianten in Theorie und Praxis eine kritische Würdigung /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02606713002/$FILE/02606713002.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

30

Deng, Hui. "Mean-variance optimal portfolio selection with a value-at-risk constraint." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B41897213.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Xiao, Guanli. "Variance Risk Premium in GOLD VIX Market." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/619.

Full text

Abstract:

In this thesis, I study the variance risk premium in Gold VIX market. Using synthetically created variance swaps, I quantify the variance risk premium to be average -0.068 in absolute terms and -0.358 in log return terms, meaning that purchasing volatility in Gold VIX is generally unprofitable. Although the average negative risk premium is not statistically significant, the mean log return of risk premium is robust with Newey-West test. Furthermore, I attempt to test whether risk premium vary with time or the level of the swap rate, but obtain unclear results.

APA, Harvard, Vancouver, ISO, and other styles

32

Chao, Jackson Sheng-Kuang. "Analysis of variance impact on manufacturing flow time." Thesis, Massachusetts Institute of Technology, 1991. http://hdl.handle.net/1721.1/13339.

Full text

Abstract:

Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1991, and Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1991.
Includes bibliographical references (leaves 119-120).
by Jackson Sheng-Kuang Chao.
M.S.

APA, Harvard, Vancouver, ISO, and other styles

33

Hillebrand, Dietmar. "Erklärung der Varianz fundamentaler Kennzahlen und Renditeprognosen deutscher Aktien /." Baden-Baden : Nomos Verl. Ges, 2007. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015923897&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA.

Full text

APA, Harvard, Vancouver, ISO, and other styles

34

Downs, Michael D. "Flight hour cost variance in the Naval Air Reserve an analysis of possible sources /." Thesis, Monterey, California : Naval Postgraduate School, 1990. http://handle.dtic.mil/100.2/ADA242561.

Full text

Abstract:

Thesis (M.S. in Management)--Naval Postgraduate School, December 1990.
Thesis Advisor(s): Moses, Douglas. Second Reader: Liao, Shu S. "December 1990." Description based on title screen as viewed on March 30, 2010. DTIC Identifier(s): Naval Air Reserve, Flight Hour Program, Cost per Hour, Aviation Depot Level Repairables, Fourth Marine Aircraft Wing, Theses. Author(s) subject terms: Naval Air Reserve, Flight Hour Program, Cost per Hour, Aviation Depot Level Repairables, Fourth Marine Aircraft Wing. Includes bibliographical references (p. 67-68). Also available in print.

APA, Harvard, Vancouver, ISO, and other styles

35

Deng, Hui, and 鄧惠. "Mean-variance optimal portfolio selection with a value-at-risk constraint." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B41897213.

Full text

APA, Harvard, Vancouver, ISO, and other styles

36

Hogan, Reed M. "Quantifying the Variance Risk Premium in VIX Options." Scholarship @ Claremont, 2011. http://scholarship.claremont.edu/cmc_theses/147.

Full text

Abstract:

This thesis uses synthetically created variance swaps on VIX futures to quantify the variance risk premium in VIX options. The results of this methodology suggest that the average premium is -3.26%, meaning that the realized variance on VIX futures is on average less than the variance implied by the swap rate. This premium does not vary with time or the level of the swap rate as much as premiums in other asset classes. A negative risk premium should mean that VIX option strategies that are net credit should be profitable. This thesis tests two simple net credit strategies with puts and calls, and finds that the call strategy is profitable while the put strategy is not.

APA, Harvard, Vancouver, ISO, and other styles

37

Pískatá, Petra. "Vliv nejistoty modelů projektů na investiční rozhodování." Doctoral thesis, Vysoké učení technické v Brně. Fakulta stavební, 2020. http://www.nusl.cz/ntk/nusl-433595.

Full text

Abstract:

This doctoral thesis widely analyses the process of investment decision-making. In its individual parts, it researches models used for planning, analysing and evaluation of investments projects, but also models used for final decision about realization of the investment. Investing activity is present in world economic cycle in all it’s phases. Capital sources used for financing if the investment projects are scarce and must be handled with care. For this reason, there are many supportive methodologies and models employed in managing of the investments as well as instruments developed to miti-gate the potential project risks. However, even utilization of these instruments and models can’t guarantee the expected results. There are uncertainties, errors and in-accuracies in the process that can thwart investment decisions. The aim of the thesis is to analyse the investment decision-making process (from the initial idea to the realization of the investment project) and to identify the main un-certainties – factors influencing the success / error rate of models for investment project planning as well as the decision on their realization. The main outcome of the thesis is an overview of these factors and recommenda-tions on how to work with these factors and make the process as effective as possi-ble. Another output is an analysis and recommendations for the use of financing sources and mix of the instruments that should be used to mitigate the potential impact of risks that are connected to all investment projects.

APA, Harvard, Vancouver, ISO, and other styles

38

Lu, I.-Chen (Jennifer). "Robust portfolio management with multiple financial analysts." Thesis, Loughborough University, 2015. https://dspace.lboro.ac.uk/2134/18045.

Full text

Abstract:

Portfolio selection theory, developed by Markowitz (1952), is one of the best known and widely applied methods for allocating funds among possible investment choices, where investment decision making is a trade-off between the expected return and risk of the portfolio. Many portfolio selection models have been developed on the basis of Markowitz's theory. Most of them assume that complete investment information is available and that it can be accurately extracted from the historical data. However, this complete information never exists in reality. There are many kinds of ambiguity and vagueness which cannot be dealt with in the historical data but still need to be considered in portfolio selection. For example, to address the issue of uncertainty caused by estimation errors, the robust counterpart approach of Ben-Tal and Nemirovski (1998) has been employed frequently in recent years. Robustification, however, often leads to a more conservative solution. As a consequence, one of the most common critiques against the robust counterpart approach is the excessively pessimistic character of the robust asset allocation. This thesis attempts to develop new approaches to improve on the respective performances of the robust counterpart approach by incorporating additional investment information sources, so that the optimal portfolio can be more reliable and, at the same time, achieve a greater return.

APA, Harvard, Vancouver, ISO, and other styles

39

Van, Niekerk Leon. "The hedging effectiveness of futures contracts : comparison of the Mean Gini and Mean Variance frameworks." Thesis, Stellenbosch : Stellenbosch University, 2003. http://hdl.handle.net/10019.1/53640.

Full text

Abstract:

Thesis (MBA)--Stellenbosch University, 2003.
ENGLISH ABSTRACT: When hedging with futures contracts the hedge ratio is one of the fundamental figures needed to set up a successful hedging strategy. The Mean Variance framework has been used for some time to calculate hedge ratios for this exact purpose. Certain assumptions are implicit in the Mean Variance framework such as the assumed normality of returns and assumed quadratic utility functions of investors. The validity of these assumptions has been questioned in the literature. The Mean Gini framework is first and second order stochastically dominant implying that there is no assumption regarding the return process or the utility function of investors. This study compares these two frameworks regarding the hedge ratios generated by each and their subsequent hedging effectiveness. The results indicate that neither one of the two frameworks generate the most effective hedge ratios all the time. The Mean Gini framework is, however, preferred above the Mean Variance framework for a significant number of futures contracts evaluated. It can therefore be concluded that making use of the Mean Variance framework for all futures contracts would have resulted in numerous ineffective hedging situations.
AFRIKAANSE OPSOMMING: Wanneer verskansing met termynkontrakte gedoen word is, die verskansingsverhouding een van die fundamentele veranderlikes waaroor 'n besluit geneem moet word. Vir 'n geruime tyd word die Minimum Variansie verskansingsverhouding vir hierdie doel gebruik. Implisiet in die Minimum Variansie raamwerk is die aannames dat opbrengste normaal verdeel is en dat die beleggersnutsfunksie kwadraties van aard is. Die geldigheid van hierdie aannames het reeds heelwat kritiek in die literatuur ontlok. Die Gemiddelde Gini raamwerk is eerste en tweede graads stochasties dominant, wat impliseer dat geen aannames aangaande die opbrengs of die beleggersnutsfunksie gemaak word nie. Die studie vergelyk beide raamwerke rakende die verskansingsverhoudings deur elk gegenereer en die gepaardgaande verskansingdoeltreffendheid. Die resultate toon dat nie een van die twee raamwerke vir alle kontrakte die mees effektiewe verskansingsverhouding genereer nie. Die Gemiddelde Gini raamwerk word egter vir 'n beduidende aantal van die termynkontrakte bestudeer bo die Minimum Variansie raamwerk verkies.

APA, Harvard, Vancouver, ISO, and other styles

40

Kraus, Peter K. [Verfasser], Klaus [Akademischer Betreuer] Feldmann, Klaus [Gutachter] Feldmann, Gunther [Gutachter] Reinhart, Manfred [Herausgeber] Geiger, and Klaus [Herausgeber] Feldmann. "Plattformstrategien - Realisierung einer varianz- und kostenoptimierten Wertschöpfung / Peter K. Kraus ; Gutachter: Klaus Feldmann, Gunther Reinhart ; Betreuer: Klaus Feldmann ; Herausgeber: Manfred Geiger, Klaus Feldmann." Erlangen : Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU), 2005. http://d-nb.info/1200210964/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

41

Kraus, Peter Karl [Verfasser], Klaus [Akademischer Betreuer] Feldmann, Klaus [Gutachter] Feldmann, Gunther [Gutachter] Reinhart, Manfred [Herausgeber] Geiger, and Klaus [Herausgeber] Feldmann. "Plattformstrategien - Realisierung einer varianz- und kostenoptimierten Wertschöpfung / Peter K. Kraus ; Gutachter: Klaus Feldmann, Gunther Reinhart ; Betreuer: Klaus Feldmann ; Herausgeber: Manfred Geiger, Klaus Feldmann." Erlangen : Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU), 2005. http://nbn-resolving.de/urn:nbn:de:bvb:29-opus4-123991.

Full text

APA, Harvard, Vancouver, ISO, and other styles

42

Blanc, Sebastian M. [Verfasser], and T. [Akademischer Betreuer] Setzer. "Bias-Variance Aware Integration of Judgmental Forecasts and Statistical Models / Sebastian M. Blanc ; Betreuer: T. Setzer." Karlsruhe : KIT-Bibliothek, 2016. http://d-nb.info/112049818X/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

43

Cheng, Enoch. "Connections between no-arbitrage and the continuous time mean-variance framework." Diss., Restricted to subscribing institutions, 2009. http://proquest.umi.com/pqdweb?did=1836268281&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

Kotrčová, Štěpánka. "Návrh na zvýšení konkurenceschopnosti podniku - variantní řešení." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224465.

Full text

Abstract:

This thesis deals with the creation of competitive strategy proposal for the company, which operates in the sphere of offering the services related to property management. The theoretical knowledge related to the topic is given first. In the analytical part is evaluated the current status of the internal and external environment. Then it is suggested a strategy to increase the competitiveness of the company, which is based on the information obtained from previous two parts of the thesis.

APA, Harvard, Vancouver, ISO, and other styles

45

Asumeng-Denteh, Emmanuel. "Transaction costs and resampling in mean-variance portfolio optimization." Link to electronic thesis, 2004. http://www.wpi.edu/Pubs/ETD/Available/etd-0430104-123456/.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

Hwang, Irene S. "Optimizing inventory levels using financial, lifecycle and forecast variance data." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/39593.

Full text

Abstract:

Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management; and, (S.M.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science; in conjunction with the Leaders for Manufacturing Program at MIT, 2007.
Includes bibliographical references (leaves 47-48).
Significant inventory write-offs have recently plagued ATI Technologies, a world leader in graphics and media processors. ATI's product-centric culture has long deterred attention from supply chain efficiency. Given that manufacturing lead time exceeds customer order lead time for its semiconductors, ATI relies heavily on their demand forecasting team to instigate supply chain activities. The PC business unit forecasting team translates market information into product-line forecast and also sets finished goods inventory levels intended to offset demand uncertainty. Today's inventory decisions are made in response to customer escalations, often ignoring financial implications. To add necessary rigor when setting these inventory levels, this thesis presents a model using wafer and unit cost, profit margin, product lifecycle stage and historical forecast error to categorize products into inventory risk levels. The resultant risk levels become a critical input to monthly demand-supply meetings with marketing, operations and senior executives - the outcome of which are wafer orders and assembly and test plans at the world's largest contract foundries and subcontractors. Finally, the 2006 acquisition of ATI by Advanced Micro Devices (AMD) offers unforeseen flexibility, scale and challenges to the outsourced semiconductor supply chain.
by Irene S. Hwang.
S.M.
M.B.A.

APA, Harvard, Vancouver, ISO, and other styles

47

Hill, Nichole L. "Dosimetric Verification of Respiratory-Gated Radiation Therapy using a Dynamic Phantom for Commissioning the Varian Real-Time Position Management System." University of Toledo Health Science Campus / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=mco1383904310.

Full text

APA, Harvard, Vancouver, ISO, and other styles

48

Cetiner, Demet. "A Risk-sensitive Approach For Airline Network Revenue Management Problems." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608920/index.pdf.

Full text

Abstract:

In this thesis, airline network revenue management problem is considered for the case with no cancellations and overbooking. In literature, there exist several approximate probabilistic and deterministic mathematical models developed in order to maximize expected revenue at the end of the reservation period. The aim of this study is to develop models considering also the risks involved in the proposed booking control policies. Two linear programming models are proposed which incorporate the variance of the revenue. The objective of the models is to effectively balance the tradeoff between the expectation and variance of the revenue. The performances of the proposed models are compared to the previous models through a numerical study. The seat allocations resulting from the mathematical models are used in a simulation model working with several booking control policies. The probability distributions of the revenues are investigated and the revenues are compared in terms of expectation, standard deviation, coefficient of variation and probability of poor performance. It is observed that the use of the proposed models decreases the variability of the revenue and thereby the risk of probability of poor performance. Also, the expected revenues obtained by implementing the solutions of the proposed models with nested booking control policies turn out to be higher than other probabilistic models as long as the degree of variance incorporation is within some interval. When compared with the deterministic models, the proposed models provides for the decision makers with alternative, preferable policies in terms of the expectation and the variability measures.

APA, Harvard, Vancouver, ISO, and other styles

49

De, Wet Walter Albert. "A structural GARCH model an application to portfolio risk management /." Pretoria : [s.n.], 2005. http://upetd.up.ac.za/thesis/available/etd-04132005-143137.

Full text

APA, Harvard, Vancouver, ISO, and other styles

50

Vanderwal, April. "Factors that Influence the Management Recommendations Breast Surgeons Provide to Women with Pathogenic Variants in Moderate Penetrance Breast Cancer Susceptibility Genes." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1592133660069865.

Full text

APA, Harvard, Vancouver, ISO, and other styles

Dissertations / Theses on the topic 'Variant management'

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