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1
RIVA, SARA. "Factorisation de Syst`emes Dynamiques Discrets." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2022. https://hdl.handle.net/10281/404709.
Texte intégralRésumé :
Un Sistema Dinamico finito a tempo Discreto (SDD) è costituito da un insieme finito X, chiamato insieme degli stati, e da una funzione f che associa a uno stato v lo stato f(v). I SDD sono uno modello formale per rappresentare fenomeni che compaiono in Fisica, Matematica, Biologia e, naturalmente, in Informatica. Sebbene la formalizzazione matematica e i risultati ottenuti fino ad oggi siano eleganti e significativi, spesso non sono molto adatti nella pratica a causa del loro elevato costo computazionale.
In letteratura è noto che i SDD, dotati di opportune operazioni di somma e prodotto, formano un semianello commutativo. Questa struttura algebrica permette di scrivere equazioni polinomiali in cui i coefficienti e le incognite sono SDD. In particolare, se siamo interessati a una dinamica derivata da dati sperimentali, possiamo scrivere un'equazione con la dinamica come termine destro costante e le ipotesi sulla funzione f (o sulle sue proprietà) in un termine polinomiale a sinistra. La ricerca di soluzioni a questa equazione permette di comprendere meglio il fenomeno e le sue proprietà.
Questo approccio è interessante, ma presenta importanti limitazioni dal punto di vista computazionale. La soluzione di un'equazione polinomiale (con diverse variabili) è, in generale, indecidibile e, anche se ci concentriamo sul caso della validazione delle ipotesi, il costo computazionale rimane elevato. L'idea è quindi quella di cercare approssimazioni che diano informazioni rilevanti sulle soluzioni dell'equazione originale. È possibile introdurre tre astrazioni (equazioni più semplici) per identificare: il numero di stati delle variabili, il comportamento asintotico o il comportamento transitorio (ciò che accade prima che il sistema si stabilizzi). Ognuna di esse è costruita da un punto di vista teorico e algoritmico per introdurre un metodo per eseguire la validazione delle ipotesi sui SDD. In questa tesi si dimostra che, attraverso trasformazioni algebriche, è possibile enumerare le soluzioni di un'equazione polinomiale con un termine costante enumerando le soluzioni di un numero finito di equazioni più semplici. Infine, viene esplorata la connessione tra queste equazioni semplici e il problema della cancellazione (noto nella teoria dei grafi). Inoltre, questo permette di trovare un limite superiore lineare al numero di soluzioni.<br>A Finite Discrete-time Dynamical System (DDS) consists of a finite set X, called state space, and a function f, called next-state map (which associates to a state v the state f(v)). DDS are a formal tool for modelling phenomena that appear in Physics, Mathematics, Biology, and, of course, in Computer Science. While the mathematical formalisation and the results that found up to nowadays are elegant and meaningful, often they are not very suitable in practice because of their high computational cost. In the literature, it is known that DDS equipped with appropriate sum and product operations form a commutative semiring. This algebraic structure allows us to write polynomial equations in which the coefficients and unknowns are DDS. In particular, if we are interested in some dynamics derived from experimental data, we can write an equation with this as a constant right-hand term and model assumptions about the function f (or its properties) in a polynomial left-hand term. Finding solutions to this equation allow us to better understand the phenomenon and its properties.
This approach is interesting but it has important limitations from a computational point of view. Solving a polynomial equation (with several variables) is, in general, undecidable, and even if we focus on the case of hypothesis validation, the computational cost remains high. The idea is then to look for approximations that give relevant information about the solutions of the original equation. It is possible to introduce three abstractions (simpler equations) to identify: the number of states of the variables, the asymptotic behaviour, or the transient behaviour (what happens before the system stabilises). Each one is built from a theoretical and algorithmic point of view to introduce a method to perform hypothesis validation on DDS. In this thesis, it is shown that through algebraic transformations, it is possible to enumerate the solutions of a polynomial equation with a constant term by enumerating a finite number of simpler equations. Finally, the connection between the solution of these simple equations and the cancellation problem known in graph theory is explored. This allowed us to find a linear upper bound on the number of solutions.
2
Terreni, Samantha <1991>. "OIL - GARCHY." Master's Degree Thesis, Università Ca' Foscari Venezia, 2016. http://hdl.handle.net/10579/10148.
Texte intégralRésumé :
Il lavoro mira a fornire un quadro interpretativo dell’importanza che il petrolio ha avuto da sempre nelle vite degli esseri umani. Ho deciso di dividerlo in due parti. La prima parte, “History of Oil” sarà a sua volta divisa in cinque capitoli.
Il primo capitolo si focalizzerà sulla storia del petrolio, partendo dai suoi più antichi usi e facendo successivamente riferimento all’uso dell’olio di balena. Il secondo capitolo sarà dedicato alla descrizione della più importante famiglia di sempre: i Rockefeller e alla loro scoperta dell’oro nero in California. Nel terzo capitolo, invece, verranno spiegate le più importanti scoperte del petrolio nel mondo. Infine , nella quarta e quinta parte verranno descritte le compagnie petroliere operanti sul territorio.
Dopo questo breve excursus storico, il lavoro sposterà l’attenzione su un punto di vista strettamente politico, in particolare si riferirà alle manovre messe in atto dagli Stati uniti.
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Questa parte verrà divisa in ordine cronologico, partendo dal periodo antecedente la prima guerra mondiale, successivamente si concentrerà sul periodo post prima guerra mondiale, post seconda guerra mondiale e, dopo aver focalizzato l’attenzione sulle vicende degli anni ottanta, verrà fornita una descrizione sulle teorie neoliberali, specialmente quelle messe in atto da Reagan.
Cosa ci attenderà il futuro?
L'ultima sessiose riguarderà conclusioni ed opinioni personali
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Terreni, Samantha <1991>. "OIL - GARCHY." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10149.
Texte intégralRésumé :
Il lavoro mira a fornire un quadro interpretativo dell’importanza che il petrolio ha avuto da sempre nelle vite degli esseri umani. Ho deciso di dividerlo in due parti. La prima parte, “History of Oil” sarà a sua volta divisa in cinque capitoli.
Il primo capitolo si focalizzerà sulla storia del petrolio, partendo dai suoi più antichi usi e facendo successivamente riferimento all’uso dell’olio di balena. Il secondo capitolo sarà dedicato alla descrizione della più importante famiglia di sempre: i Rockefeller e alla loro scoperta dell’oro nero in California. Nel terzo capitolo, invece, verranno spiegate le più importanti scoperte del petrolio nel mondo. Infine , nella quarta e quinta parte verranno descritte le compagnie petroliere operanti sul territorio.
Dopo questo breve excursus storico, il lavoro sposterà l’attenzione su un punto di vista strettamente politico, in particolare si riferirà alle manovre messe in atto dagli Stati uniti.
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Questa parte verrà divisa in ordine cronologico, partendo dal periodo antecedente la prima guerra mondiale, successivamente si concentrerà sul periodo post prima guerra mondiale, post seconda guerra mondiale e, dopo aver focalizzato l’attenzione sulle vicende degli anni ottanta, verrà fornita una descrizione sulle teorie neoliberali, specialmente quelle messe in atto da Reagan.
Cosa ci attenderà il futuro?
L'ultima sessiose riguarderà conclusioni ed opinioni personali
4
Trolliet, Fabrice. "Les gardes à vue dérogatoires." Aix-Marseille 3, 2002. http://www.theses.fr/2002AIX32024.
Texte intégralRésumé :
Les gardes à vue dérogatoires peuvent se concevoir comme l'application aux civils, de méthodes ayant fait leur preuve, lors de la guerre d'Algérie, entre les mains des militaires. Ainsi, analyser les gardes à vue dérogatoires en terme de tortures légales revient à mettre en oeuvre une démonstration en deux temps. Le premier consistant à évoquer l'histoire et les raisons d'être des gardes à vue dérogatoires notamment, au travers de la Cour de sûreté de l'état et de la guerre d'Algérie, afin de démontrer que la garde à vue applicable en matière de terrorisme ou de trafic de stupéfiants peut servir à briser la résistance physique et psychologique d'une personne dont on recherche l'aveu. Le second revient à évoquer la valeur des garanties juridiques applicables tant lors des gardes à vue de droit commun, que lors des gardes à vue dérogatoires : placement, prolongation, droits de la personne gardée à vue, intervention du médecin, intervention de l'avocat, formalisme, déroulement. .<br>The derogatory police custodies can conceive as the application to the civilians, of methods having given evidence, during the war of Algeria, in the hands of the servicemen. So, to analyze the derogatory police custodies in term of legal tortures returns to one to operate a demonstration at two times. The first one consisting in evoking the history and the reasons for being derogatory Police custodies notably, through the Court of security of the state and the war of Algeria to demonstrate that the applicable police custody in terrorism or in drug trafficking can serve for breaking the physical and psychological resistance of a person whose police looks for the confession. The second means evoking the value of the applicable legal guarantees as during the police custodies of common law, as during the derogatory police custodies : investment, continuation, rights of the person kept guarded at sight, intervention of the doctor, intervention of the lawyer, formalism, progress.
5
Cabrol, Isabelle. "La poésie surréaliste espagnole à la croisée des avant-gardes esthétiques et des avant-gardes politiques." Paris 3, 2003. http://www.theses.fr/2003PA030136.
Texte intégralRésumé :
Ce travail porte sur la poésie surréaliste espagnole, entre 1929 et 1934, dans les rapports qu'elle entretient avec les avant-gardes esthétiques et les avant-gardes politiques. Les poètes concernés sont Rafael Alberti, Emilio Prados, José María Hinojosa, Luis Cernuda, Federico García Lorca, Manuel Altolaguirre, Xavier Abril, Pablo Neruda. Il s'agit de montrer que le surréalisme espagnol, au tournant des années 20 et 30, est redevable des "ismes" du premier tiers du XXème siècle, et qu'il joue un rôle moteur dans le processus de politisation de la poésie espagnole. Dans un premier temps, l'étude est centrée sur les enjeux idéologiques de l'avant-garde poétique, entre 1909 et 1929 : dans ces " antécédents ", sont analysées les figures majeures de l'avant-garde européenne, du futurisme russe et italien au surréalisme, en passant par l'Esprit Nouveau, le dadai͏̈sme, l'ultrai͏̈sme, le créationnisme et le " groupe " de la Residencia de Estudiantes de Madrid. Dans un deuxième temps, on tente de voir quels sont les choix de l'avant-garde espagnole, au tournant des deux décennies, à partir de trois documents : deux enquêtes de La Gaceta Literaria et l'Anthologie de la poésie espagnole de Gerardo Diego. Enfin, le travail s'attache à faire la lumière sur la dimension collective et programmatique, subversive et révolutionnaire du surréalisme, à travers le cas du " groupe Litoral " de Málaga<br>This work endeavors to establish and identify the relationships of Spanish surrealist poetry with both the esthetic and the political avant-gardes, between 1929 and 1934. The study specifically focuses on the work of poets such as Rafael Alberti, Emilio Prados, José María Hinojosa, Luis Cernuda, Federico García Lorca, Manuel Altolaguirre, Xavier Abril, and Pablo Neruda. It aims at demonstrating how deeply the various 'isms' of the early 20th century have influenced Spanish surrealism well into the late 1920s, a process which in turn made it possible for the driving force of surrealism to help radicalize Spanish poetry during the 1930s. By first offering a detailed analysis of all the major European avant-garde movements - from Russian and Italian futurism to dadaism, ultraism and Esprit Nouveau along with an overview of their respective leaders' most influential work - including the famous "Residencia de Estudiantes group", the first part of the study focuses on the ideological stakes that come to light between 1909 and 1929. It then proceeds to detail the Spanish avant-garde's choices at the turn of the 1920s; this part is based on a thorough analysis of two surveys carried out by La Gaceta Literaria, and G. Diego's Anthology of Spanish poetry. Finally, through the example of the Malaga 'Litoral group', the work seeks to establish the fully-fledged collective and programmatic character of a subversive and revolution-oriented Spanish surrealism
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Garth, Katy. "Time-related centile ranges for quality of life outcomes in renal transplantation." View the abstract Download the full-text PDF version, 2008. http://etd.utmem.edu/ABSTRACTS/2008-032-Garth-Index.html.
Texte intégralRésumé :
Thesis (Ph.D.)--University of Tennessee Health Science Center, 2008.<br>Title from title page screen (viewed on July 31, 2008). Research advisor: Donna Hathaway, Ph.D. Document formatted into pages (ix, 79 p. : ill.). Vita. Abstract. Includes bibliographical references (p. 58-65).
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Gauffin, Nanna. "Moderskapet i Till Julia : en hermeneutisk tolkning av Margareta Garpes drama Till Julia." Thesis, Södertörn University College, Södertörn University College, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-388.
Texte intégralRésumé :
<p>The purpose with this essay is to illustrate the problematical mother-daughterrelation in Mar-gareta Garpes drama/play “To Julia” through a psychoanalytic and philosophical perspective. To get a deeper understanding for the relations between mother and daughter, and the kind of motherhood that Gloria is practising in the play I have used a hermeneutic method in search for answers to the questions: Why does Gloria take a position as a so called friend or sister in the interaction with her daughter Julia? Why is not mother Gloria capable to be mature, caring and nursing in the interaction with Julia? </p><p>Through Gloria Margareta Garpe is giving me possible answers: Gloria is still seeing herself as a rejected and lonely child. The role of the daughter Julia in her mother’s life is to fill an empty space that was created in Gloria’s adolescence when she experienced the same feelings as Julia in present time in the play. The same confused mix of Julia’s and her mother’s feel-ings and needs, Gloria felt in her own childhood. </p><p>How a woman turns out as a mother depends on a variety of factors. Mature, caring mother-hood is an act of awareness, responsibility, moral, reflection and adaptation. This can lead to the kind of freedom that de Beauvoir refers to as the ambiguous “reality” meaning the “exis-tence”. The mother who sees her child as a friend or sibling has not emancipated herself from a symbiosis with her own mother. Margareta Garpe illustrates in practise in the play “To Julia” both de Beauvoir´s and Stern’s theories. According to my own interpretation Julia has not yet emancipated herself from her mother Gloria in the end of the play. But her understand-ing for Gloria’s motherhood has increased through their confrontations in the play. </p>
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Sundström, Dennis. "Automatized GARCH parameter estimation." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-213725.
Texte intégralRésumé :
This paper is about automatizing parameter estimation of GARCH type conditional volatility models for the sake of using it in an automated risk monitoring system. Many challenges arise with this task such as guaranteeing convergence, being able to yield reasonable results regardless of the quality of the data, accuracy versus speed of the algorithm to name a few. These problems are investigated and a robust framework for an algorithm is proposed, containing dimension reducing and constraint relaxing parameter space transformations with robust initial values. The algorithm is implemented in java with two models, namely the GARCH and gjr-GARCH model. By using real market data, performance of the algorithm are tested with various in-sample and out-of-sample measures, including backtesting of the widely used risk measure Value-at-Risk. The empirical studies conclude that the more complex gjr-sGARCH model with the conditional student’s t distribution was found to yield the most accurate results. However for the purpose of this paper the GARCH orgjr-GARCH seems more appropriate.<br>Denna uppsats undersöker möjligheten att automatisera approximationen av GARCH parametrar, där syftet är att använda algoritmen till ett automatiserat riskhanteringssystem. Med detta uppstår flera utmaningar som att garantera konvergens, kunna erhålla rimliga resultat oavsett datakvalitet, avvägning mellan algoritmens snabbhet och precision för att nämna några. Uppsatsen undersöker dessa problem och föreslår ett robust ramverk för en algoritm som innehåller transformationer av parameterrymden. Där dessa transformationer reducerar dimensionen av problemet samt reducerar antalet randvillkor. Algoritmen är implementerad i java med två modeller, GARCH och gjr-GARCH. Vidare så är algoritmen testad genom att använda riktig marknadsdata, där olika metoder använts för att utvärdera algoritmen. Modellerna som används backtestas på historisk data och det empiriska resultatet av detta talar för att gjr-sGARCH modellen med student’s t fördelning levererar noggrannast resultat. Det är dock den mest komplexa modellen som används i denna uppsats och för denna uppsats ändamål anses GARCH eller gjr-GARCH modellerna mer passande.
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Solda, Grazielle Yumi. "Modelos de memória longa, GARCH e GARCH com memória longa para séries financeiras." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-03052008-170204/.
Texte intégralRésumé :
O objetivo deste trabalho é apresentar e comparar diferentes métodos de modelagem da volatilidade (variância condicional) de séries temporais financeiras. O modelo ARFIMA é empregado para capturar o comportamento de memória longa observado na volatilidade de séries financeiras. Por sua vez, o modelo GARCH é utilizado para modelar a volatilidade variando no tempo destas séries. Finalmente, o modelo FIGARCH é utilizado para modelar a dinâmica dos retornos de séries temporais financeiras juntamente com sua volatilidade. Serão apresentados alguns estimadores para os parâmetros dos modelos estudados. Foram realizadas simulações dos três tipos de modelos com o objetivo de comparar o comportamento dos estimadores para diferentes valores dos parâmetros. Por fim, serão apresentadas aplicações em séries reais.<br>The goal of this project is to present and compare differents methods of modeling volatility (conditional variance) in financial time series. ARFIMA model is applied to capture long memory behavior of volatility in financial time series. GARCH model is used to model the temporal variation in financial volatility. Finally, FIGARCH model is used to model dynamic of financial time series returns as well as its volatility behavior. We present some estimators for the studied models. Estimators behavior of the three types of models for different parameters is assessed through a simulation study. At last, applications to real data are presented.
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Zheng, Lingyu. "Estimation of the linkage matrix in O-GARCH model and GO-GARCH model." Diss., Temple University Libraries, 2010. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/102486.
Texte intégralRésumé :
Statistics<br>Ph.D.<br>We propose new estimation methods for the factor loading matrix in modeling multivariate volatility processes. The key step of the methods is based on the weighted scatter estimators, which does not involve optimizing any objective function and was embedded with robust estimation properties. The method can therefore be easily applied to high-dimensional systems without running into computational problems. The estimation is proved to be consistent and the asymptotic distribution is derived. We compare the performance with other estimation methods and demonstrate its superiority when using both simulated data as well as real-world case studies.<br>Temple University--Theses
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Auksoriūtė, Vilma. "Ketverių metų vaikų gebėjimas tarti kalbos garsus." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100902_231525-15130.
Texte intégralRésumé :
Bakalauro darbo tikslas išanalizuoti ketverių metų vaikų gebėjimą tarti kalbos garsus. Tyrimu siekiama išanalizuoti vaikų gebėjimą tarti kalbos garsus skiemenyse, žodžiuose, sakiniuose, sudėtingos skiemeninės struktūros žodžiuose. Analizuojant tyrimo duomenis, fiksuoti garsų tarimo trūkumai, jų gausos ir įvairovės. Tyrimo metodu buvo pasirinkta tarties tikrinimo kortelė. Tyrime dalyvavo 100 ketverių metų amžiaus vaikų. Jie buvo pasirinkti atsitiktinai. Tirti buvo tie, kurie tuo metu lankė darželį. Tyrimu nustatyta, kad dauguma keturmečių tardami įvairius kalbos vienetus susiduria su sunkumais. Tik trečdalis vaikų tardami atskirus garsus, skiemenis, žodžius, sakinius, sudėtingos skiemeninės struktūros žodžius nesusiduria su sunkumais, taria juos taisyklingai. Analizuojant garsų grupių tarimo trūkumus, nustatyta, kad santykis tarp vienos ir kelių garsų grupių tarimo trūkumų yra beveik vienodas. Sunkesnius garsus tiriamieji keičia kitais, praleidžia, papildomai įveda, iškraipo arba neišlaiko skiemeninės žodžio struktūros. Pastebėta, kad dažniausia tarimo trūkumų forma sigmatizmas ir rotacizmas. Rečiau pasitaikė kapacizmo, gamacizmo, jotacizmo atvejų.<br>The purpose of The Bachelor Thesis was to analyze the four – year – old children‘s ability to pronounce spesch sounds. The research deals with children's ability to pronounce speech sounds in syllables words, sentences and in words with a complex syllabic structure. Defects of the sounds pronunciation, their abundance and diversity were recorded when analyzing the survey data. Method of the research was pronunciation testing card. There were 100 four-year-old children in this research. Children, who attended kindergarten at the time, were selected at random. The results of research showed that most four-year-old children have difficulties with the pronunciation of various speech units. Only a third of the children do not face difficulties in pronunciation of individual speech sounds, syllables, words, sentences, words with a complex syllabic structure. They pronounce them correctly. Analysis of the sound’s groups pronunciation defects revealed that the ratio of the pronunciation between one and several groups of sounds is nearly equal. The respondents replaced more complicated sounds to others, elided, added extra, mangled or failed the syllabic structure of the words. It was noticed that the most common form of pronunciation defects were sigmatism and rhotacism. Cases of kapacism, gamacism, jotacism were rear.
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Bebin, Guasch Sofía, Portales Carolina Budnevich, Ferrer Constanza Margozzini, and Garcés Josefina Sabaté. "Proyecto de título Enoturismo Viña Garcés Silva." Tesis, Universidad de Chile, 2015. http://repositorio.uchile.cl/handle/2250/135612.
Texte intégralRésumé :
Seminario para optar al título de Ingeniero Comercial, Mención Administración<br>Autores no autorizan el acceso a texto completo de su documento<br>Cada año es mayor el número de viñas que abren sus puertas a turistas para dar a conocer sus procesos productivos y viñedos, generando que el enoturismo sea una industria que está en pleno desarrollo en Chile, presentando un crecimiento de un 7% en su último registro para el año 2013 y un 14% para el año 2012.
Por otro lado, la apertura de una viña al turismo trae consigo bastantes consecuencias positivas, dentro de las cuales destacan el aumento de las ventas directas, la mayor fidelización y conocimiento de la marca por parte de los clientes, lo que genera mayor lealtad, un mejor posicionamiento competitivo, mayores beneficios indirectos y diversificación del negocio producto del turismo enológico.
En este contexto de crecimiento de la industria y mayores ventajas para las viñas, detectamos la oportunidad para la Viña Garcés Silva de abrir sus puertas al enoturismo con el objetivo de mantenerse competitiva en el mercado vitivinícola y poder aumentar las ventas directas y sus ingresos. Pero además de estas ventajas, el enoturismo permite aprovechar los recursos con los que cuenta la empresa y ser participes del crecimiento que Chile quiere fomentar para la industria del enoturismo, el cual aún no se encuentra consolidado en el país. Por lo tanto, surje una oportunidad para la viña de ser parte del desarrollo de la industria enoturistica del país, y poder obtener ventajas adicionales producto del impulso que se espera para el rubro durante los próximos años. Es por esto que desarollaremos un modelo de negocio para la viña, donde seamos participes del importante crecimiento que presenta la industria hoy y sus positivas proyecciones futuras.
Este modelo de negocio cuenta con siete distintos tipos de tour para satisfacer las distintas necesidades de nuestro público objetivo. Nuestra oferta, se basa en tours que ofrecen desde degustaciones hasta días de trekking y picnic, integrando almuerzos privados, paseos en bicicleta por la viña, tours nocturnos y tours para crear tus propios vinos. Esta amplia oferta de tours busca ofrecer diversidad y la posibilidad de complementar las actividades vitivinícolas que ofrece la viña, asegurando la sustentabilidad y cuidado del valle.
Para poder llevar a cabo este proyecto, se necesita realizar una inversión inicial de $5.177.414, la cual es utilizada para financiar el capital de trabajo y los gastos operacionales que incluyen los implementos necesarios para poder llevar a cabo los tours, como bicicletas y cascos, copas para degustar, elementos de laboratorio y la construcción de un sector habilitado para realizar el tour de los picnics.
Se determina que, tanto la inversión inicial del proyecto como el capital de trabajo, serán financiados en un 100% con fondos propios de la viña.
Por otro lado, para los ingresos anuales se considera un 5% de crecimiento de éstos, el cual se explica en un 3% por ajustes inflacionarios presentados por el Banco Central y un 2% de aumento de margen en las ganancias anuales. En relación a los costos, también se les aplicó un crecimiento de un 3% por inflación, dejando exentos a los gastos en remuneraciones de éste ajuste.
La estimación de la demanda, se ajusta por un crecimiento calculado en base al promedio de los crecimientos de los últimos años, el cuál arrojó un valor de 25% utilizado para los primeros seis años. Luego, se estima que este crecimiento va a disminuir a un valor de un 22% para el séptimo y octavo año, para finalmente llegar a una cifra de un 20% para el noveno y décimo año.
Con todos los supuestos y estimaciones realizadas, se obtuvo un margen de ventas de 73% y se utilizó una tasa de descuento de un 10%, la cual es actualmente usada para descontar los flujos de la viña.
El VAN obtenido a 10 años es de $71.383.638, lo que afirma que el proyecto generará beneficios que serán percibidos en el cuarto año de funcionamiento, una vez recuperada la inversión de capital realizada. La TIR alcanzada luego de haber descontado los flujos es de un 28%, resultado favorable, debido a que es mayor que la tasa de descuento utilizada.
Dado los resultados positivos que arroja el proyecto, se espera que la Viña Garcés Silva lleve a cabo su implementación, obteniendo beneficios positivos a largo plazo, tanto tangibles como intangibles.
13
Shimizu, Kenichi. "Bootstrapping stationary ARMA-GARCH models." Wiesbaden Vieweg + Teubner, 2009. http://d-nb.info/996781153/04.
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14
He, Changli. "Statistical properties of GARCH processes." Doctoral thesis, Stockholm : Economic Research Insitute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/460.htm.
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15
Sepúlveda, Ana Margarida Queirós. "Modelos Heterocedásticos - ARCH e GARCH." Master's thesis, Faculdade de Economia da Universidade do Porto, 2010. http://hdl.handle.net/10216/57365.
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Sepúlveda, Ana Margarida Queirós. "Modelos Heterocedásticos - ARCH e GARCH." Dissertação, Faculdade de Economia da Universidade do Porto, 2010. http://hdl.handle.net/10216/57365.
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17
Pawlik, Joanna. "Negotiating Surrealism : postwar American avant-gardes after Breton." Thesis, University of Sussex, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.505900.
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18
Konopacki, Pierre. "Synthèse automatique de gardes EB[indice supérieur 3]." Mémoire, Université de Sherbrooke, 2008. http://savoirs.usherbrooke.ca/handle/11143/4748.
Texte intégralRésumé :
Dans le cadre de développement de systèmes d'informations, les méthodes formelles de spécification peuvent réduire le développement aux seules phases d'analyse et de conception. La méthode EB[indice supérieur 3] est une de ces méthodes. Elle se base sur une algèbre de processus dont les actions peuvent être gardées. Une garde permet de soumettre leur exécution à une condition. Les gardes sont des expressions logiques définies sur les attributs des entités du système. Ces attributs sont stockés dans une base de données relationnelle. Ce mémoire présente un algorithme qui permet de générer une implémentation en Java et SQL des gardes d'une spécification EB[indice supérieur 3] . Il est implémenté dans EB[indice supérieur 3] GG, un outil intégré dans la plateforme APIS, plateforme qui supporte la méthode EB[indice supérieur 3] . Dans ce mémoire, nous présentons l'algorithme élaboré pour réaliser la traduction des définitions de gardes vers du code exécutable et son implémentation. Nous définissons les opérateurs du langage de description des gardes. L'algorithme détaillé dans ce mémoire se base sur la description de ce langage afin d'implémenter les opérateurs en utilisant une forme normale définie à partir d'un sous-ensemble des opérateurs des gardes.
19
Cape, Anouck. "Ecrivains et fous au temps des avant-gardes." Paris 10, 2007. http://www.theses.fr/2007PA100017.
Texte intégralRésumé :
La figure du fou a été fondatrice dans les discours, les pratiques d'écriture et jusque dans les trajectoires de vie des écrivains d'avant-garde. Cette thèse se propose d'étudier les diverses modalités d'un processus identificatoire entre le fou et le poète entre 1900 et 1950 ; elle apporte un éclairage nouveau sur l'histoire littéraire et culturelle de la première moitié du XXe siècle en montrant de quelle manière l'avant-garde littéraire a intégré et subverti l'héritage psychiatrique. Dans les romans d'avant-garde, le personnage du fou criminel, issu de la théorie de la dégénérescence, incarne régulièrement le double de l'écrivain, qui le charge de proclamer son violent refus de la civilisation moderne, À travers de nombreux débats et de nouvelles pratiques de publication les écrits de fous, jusqu'alors considérés comme pathologiques, deviennent des textes littéraires à part entière. Enfin, la manière dont l'avant-garde a incorporé ces textes rejaillit d'une part dans ses propres expériences langagières, largement inspirées des écrits de fous, et d'autre part dans la manière même dont peut alors être envisagée une trajectoire artistique : non plus infamante, la folie est désormais au contraire considérée comme un gage d'authenticité<br>The representation of the insane has played a fundamental part in the discourses, writing practices, and even life trajectories of French Avant-Garde artists. This thesis studies the various ways through which the insane and the poet became identified with one another between 1900 and 1950. It brings a new light on early twentieth century French cultural and literary histories, showing the manner in which the literary Avant-Garde integrated and subverted psychiatric tradition. In Avant-Garde novels, the character of the insane criminal, borrowed from Degeneration Theory, is regularly thought as the double of the writer who uses it to express his own violent rejection of modem civilization. Furthermore, numerous debates and new publication practices modified the status of the writings of the insane: from a pathological testimony, they became recognized as literary works. Finally, the influence of these texts on the Avant-Garde is manifest in its own linguistic experimentation, largely inspired by the works of the insane, and in its new interpretation of the artist's life trajectory. Insanity was no longer stigmatized but became a gage of authenticity
20
Sáenz, Valenzuela Diego. "Clasificación de garras de pollo mediante imágenes digitales." Tesis, Universidad de Chile, 2016. http://repositorio.uchile.cl/handle/2250/143136.
Texte intégralRésumé :
Ingeniero Civil Eléctrico<br>En las plantas faenadoras de pollos se busca sacar el máximo provecho a cada animal, por lo que no solo se comercializan sus partes altas en carne como lo son la pechuga y el trutro, sino que también se venden partes como alas, interiores y patas. El presente trabajo trata de la categorización de patas, ya que no todas tienen el mismo precio, sino que se dividen en categorías dependiendo de su peso y cantidad de defectos, siendo las más grandes y sanas las mejor valoradas. Actualmente, la categorización de patas de pollo se hace de forma manual, lo cual puede estar sujeto a la subjetividad de cada operador, toma bastante tiempo y, a su vez, se refleja en el balance de las empresas como un alto costo fijo por mano de obra. Dado lo anterior, se vuelve muy interesante la automatización de procesos que permitan aumentar su eficiencia en la separación por categorías.
En la industria del pollo, las patas del animal son conocidas como garras y sus categorías son llamadas calibres, los que dependen del peso y cantidad de defectos de cada garra. En este trabajo de título se proponen y comparan distintas metodologías para definir el calibre de una garra a partir de dos imágenes, mostrando su parte superior e inferior. Debido a la complejidad del problema, solo se consideran garras sin fracturas o raspaduras, limitando la clasificación a garras con defectos reconocibles por su color como lo son las cutículas, callos y hematomas.
Tras probar distintos métodos para clasificar las garras según sus calibres, se llega a uno que consiste en una cuantificación de defectos utilizada como entrada para un clasificador en base a rangos, el cual, con un 97.4% de exactitud, demostró ser el mejor método para definir el calibre. La cuantificación mencionada consiste en utilizar una cascada de clasificadores binarios, con las intensidades RGB de los pixeles como entrada, identificando aquellos que muestran cutícula, callo, hematoma o garra sana, para finalmente obtener la cuantificación con la suma de pixeles de cada defecto.
Como conclusión se puede decir que, a pesar de las limitaciones impuestas para el desarrollo de la metodología propuesta, se han logrado los objetivos planteados en forma satisfactoria, logrando obtener un método de clasificación de garras, escalable a la industria faenadora de pollos.
21
Gonzalez, Menendez Maria. "Alfred Jarry, le Dieu sauvage des avant-gardes." Thesis, Paris 4, 2012. http://www.theses.fr/2012PA040196.
Texte intégralRésumé :
Alfred Jarry est connu en tant qu’écrivain, poète et dramaturge, comme le créateur d’Ubu roi, du théâtrede l’absurde et d’opéras bouffes. Personnalité farouche, extravagante, sauvage, il fut admiré par l’avantgarde,que ce soit par Apollinaire, Marinetti, Tzara, Breton, mais aussi par de nombreux artistes.Cependant, Alfred Jarry reste aujourd’hui un inconnu de l’histoire de l’art.L’objet de cette recherche est de découvrir l’autre facette d’Alfred Jarry, celle de l’artiste, du critiqued’art, de l’esthète, du prophète et de comprendre la place de l’art dans sa vie et son influence sur lemilieu et la production artistique avant-gardiste. Au cours de cette étude nous chercherons à savoirpourquoi tant d’artistes divers, issus de différentes générations, lui ont rendu hommage tout au long duXXe siècle. Mais aussi pourquoi Jarry et sa créature Ubu sont devenus les fétiches créatifs d’artistescomme André Derain, Pablo Picasso et Joan Miró. La question se pose enfin de savoir pourquoi AndréBreton voit en Alfred Jarry un initiateur et un éclaireur esthétique dont le feu sauvage illumine lecheminement de l’avant-garde au XXe siècle<br>Alfred Jarry was a renowned writer, poet and playwright, the famous creator of Ubu roi, he pioneeredthe Theatre of the Absurd and comic operas. Jarry’s fierce, extravagant and wild personality wasadmired by the key figures of the avant-garde such as Apollinaire, Marinetti, Tzara, Breton and otherartists alike. Nevertheless, Jarry still remains largely out of focus of current art historical research.The main objective of this survey is to uncover a different facet of Jarry’s personality that of an artist,art critic, aesthete, prophet, and to assess the role of art in his life as well as his influence on the avantgardecreative circles and its artistic outcome. This survey outlines the reasons for generations ofvarious artists paying homage to Jarry throughout the 20th century. The research uncovers the groundsfor Jarry’s and his creation Ubu’s turning into fetish-like figures for artists such as André Derain, PabloPicasso and Joan Miró. Finally we will focus on Andre Breton’s vision of Jarry as aesthetic pioneer andan innovator whose wild ideas served as a beacon to illuminate the way forward for the 20th centuryavant-garde
22
Descamps, Béatrice. "Modélisation des échangeurs garnis à pluie de particules." Grenoble 2 : ANRT, 1988. http://catalogue.bnf.fr/ark:/12148/cb376130725.
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23
Schönheit, Clien [Verfasser], Karsten [Akademischer Betreuer] Fehlhaber, Karsten [Gutachter] Fehlhaber, Manfred [Akademischer Betreuer] Gareis, Manfred [Gutachter] Gareis, and Thomas [Gutachter] Alter. "Untersuchungen zur mikrobiologischen Sicherheit von marinierten, vorverpackten Schweinefleischzubereitungen / Clien Schönheit ; Gutachter: Karsten Fehlhaber, Manfred Gareis, Thomas Alter ; Karsten Fehlhaber, Manfred Gareis." Leipzig : Universitätsbibliothek Leipzig, 2011. http://d-nb.info/1237895944/34.
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24
Fortain, Aude. "CARACTERISATION DES PARTICULES EN GARES SOUTERRAINES." Phd thesis, Université de La Rochelle, 2008. http://tel.archives-ouvertes.fr/tel-00294977.
Texte intégralRésumé :
La qualité de l'air dans les gares souterraines est un sujet émergeant en lien direct avec l'exposition des personnes à la pollution de l'air intérieure et extérieure. Ainsi, le travail réalisé lors de cette thèse consistait à mieux caractériser les particules présentes dans ces enceintes ferroviaires. <br />La première partie de ce travail présente un état de l'art des connaissances de la pollution particulaire dans les gares souterraines. Les particularités chimiques et des concentrations par rapport à l'air extérieur sont mises en avant, ainsi que l'intérêt d'étudier les concentrations en nombre.<br />La deuxième partie est consacrée à la caractérisation des particules durant une dizaine de jours d'exploitation ainsi qu'à l'étude de la faisabilité de mesures Lidar dans une enceinte ferroviaire. Cette étude a permis de mettre en évidence des particularités chimiques et des concentrations suivant différentes périodes ainsi que l'intérêt du Lidar pour étudier le transport des particules dans un tel volume.<br />La troisième partie a permis d'étudier trois sources spécifiques à une gare, la ventilation, les voyageurs et les trains en s'intéressant plus particulièrement aux concentrations en nombre de chaque source. En fonction des scenarii d'étude, nous avons pu mettre en évidence un apport particulier de chaque source. <br />Enfin une quatrième partie a permis d'étudier l'application d'un modèle global pour calculer les évolutions des concentrations en gare et de mettre en évidence les difficultés rencontrées pour déterminer certaines données d'entrée.<br />Les perspectives quant à la connaissance de sources, à la surveillance de la qualité de l'air et la modélisation sont présentées en conclusion.
25
Hagerud, Gustaf E. "A new non-linear GARCH model." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/444.htm.
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26
許偉才 and Wai-choi Hui. "Optimal asset allocation under GARCH model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31222717.
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27
CALDEIRA, ANDRE MACHADO. "GARCH MODELS IDENTIFICATION USING COMPUTATIONAL INTELLIGENCE." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2009. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14872@1.
Texte intégralRésumé :
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>Os modelos ARCH e GARCH vêm sendo bastante explorados tanto
tecnicamente quanto em estudos empíricos desde suas respectivas criações em
1982 e 1986. Contudo, o enfoque sempre foi na reprodução dos fatos estilizados
das séries financeiras e na previsão de volatilidade, onde o GARCH(1,1) é o mais
utilizado. Estudos sobre identificação dos modelos GARCH são muito raros.
Diante desse contexto, este trabalho propõe um sistema inteligente para melhorar
a identificação da correta especificação dos modelos GARCH, evitando assim o
uso indiscriminado dos modelos GARCH(1,1). Para validar a eficácia do sistema
proposto, séries simuladas foram utilizadas. Os resultados derivados desse sistema
são comparados com os modelos escolhidos pelos critérios de informação AIC e
BIC. O desempenho das previsões dos modelos identificados por esses métodos
são comparados utilizando-se séries reais.<br>ARCH and GARCH models have been largely explored technically and
empirically since their creation in 1982 and 1986, respectively. However, the
focus has always been on stylized facts of financial time series or volatility
forecasts, where GARCH(1,1) has commonly been used. Studies on identification
of GARCH models have been rare. In this context, this work aims to develop an
intelligent system for improving the specification of GARCH models, thus
avoiding the indiscriminate use of the GARCH(1,1) model. In order to validate
the efficacy of the proposed system, simulated time series are used. Results are
compared to chosen models through AIC and BIC criteria. Their performances are
then compared by using real data.
28
Prono, Todd Andrew. "Garch-based identification of endogenous regressors." Thesis, Boston College, 2006. http://hdl.handle.net/2345/1810.
Texte intégralRésumé :
The first chapter presents new methods for identifying the structural parameters of linear triangular systems, simultaneous systems, and structural vector autoregressions. The second chapter presents a new method for identifying an endogenous regressor in linear models of time series data<br>Thesis (PhD) — Boston College, 2006<br>Submitted to: Boston College. Graduate School of Arts and Sciences<br>Discipline: Economics
29
Sampaio, Jhames Matos. "Estimação indireta de modelos R-GARCH." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05072012-195407/.
Texte intégralRésumé :
Processos lineares não capturam a estrutura dos dados em finanças. Há uma variedade muito grande de modelos não lineares disponíveis na literatura. A classe de modelos ARCH (Autoregressive Conditional Heterokedastic) foi introduzida por Engle (1982) com o objetivo de estimar a variância da inflação. A idéia nesta classe é que os retornos sejam não correlacionados serialmente, mas a volatilidade (variância condicional) dependa de retornos passados. A classe de modelos GARCH (Generalized Autoregressive Conditional Heterokedastic) sugerida por Bollerslev (1986, 1987, 1988) pode ser usada para descrever a volatilidade com menos parâmetros que um modelo ARCH. Modelos da classe GARCH são processos estocásticos não lineares, suas distribuições tem cauda pesada com variância condicional dependente do tempo e modelam agrupamento de volatilidade. Apesar da razoável descrição, a forma como os modelos acima foram construídos apresentaram algumas limitações no que se refere ao peso das caudas em suas distribuições não condicionais. Muitos estudos em dados financeiros apontam para caudas com peso considerável. Modelos R-GARCH (Randomized Generalized Autoregressive Conditional Heterokedastic) foram propostos por Nowicka (1998) e incluem os modelos ARCH e GARCH possibilitando o uso de inovações estáveis além da conhecida distribuição normal. Estas permitem captar melhor a propriedade de cauda pesada. Como a função de autocovariância não existe para tais processos introduz-se novas medida de dependência. Métodos de estimação e análises empíricas da classe R-GARCH, assim como de suas medidas de dependência não estão disponíveis na literatura e são o foco deste trabalho.<br>Linear processes do not capture the structure of financial data. There is a large variety of nonlinear models available in literature. The class of ARCH models (Autoregressive Conditional Heterokedastic) was introduced by Engle (1982) in order to estimate inflation\'s variance. The idea is that, in this class, returns are serially uncorrelated, but the volatility (conditional variance) depends on past returns. The class of GARCH models (Generalized Autoregressive Conditional Heterokedastic) suggested by Bollerslev (1986, 1987, 1988) can be used to describe the volatility with less parameters than ARCH-type models. GARCH-type models are nonlinear stochastic processes, their distribution are heavy-tailed with time-dependent conditional variance model and they model clustering of volatility. Despite the reasonable description, the way that GARCH models are built imposes limits on the heaviness of the tails of their unconditional distribution. Many studies in financial data point to considerable heaviness of the tails. The class of Randomized Generalized Autoregressive Conditional Heterokedastic (R-GARCH) were proposed by Nowicka (1998) and include the ARCH and GARCH models allowing the use of stable innovations in place of normal distribution. This distribution allows to capture the heaviness tail property. As the autocovariance function does not exist for these processes a new measure of dependence was introduced. Estimation methods and empirical analysis of R-GARCH class, as well as their measures of dependence are not available in literature and are the focus of this work.
30
Fortain, Aude. "Caractérisation des particules en gares souterraines." La Rochelle, 2008. http://www.theses.fr/2008LAROS231.
Texte intégralRésumé :
La qualité de l’air dans les gares souterraines est un sujet émergeant en lien direct avec l’exposition des personnes à la pollution de l’air intérieure et extérieure. Ainsi, le travail réalisé lors de cette thèse consistait à mieux caractériser les particules présentes dans ces enceintes ferroviaires. La première partie de ce travail présente un état de l’art des connaissances de la pollution particulaire dans les gares souterraines. Les particularités chimiques et des concentrations par rapport à l’air extérieur sont mises en avant, ainsi que l’intérêt d’étudier les concentrations en nombre. La deuxième partie est consacrée à la caractérisation des particules durant une dizaine de jours d’exploitation ainsi qu’à l’étude de la faisabilité de mesures Lidar dans une enceinte ferroviaire. Cette étude a permis de mettre en évidence des particularités chimiques et des concentrations suivant différentes périodes ainsi que l’intérêt du Lidar pour étudier le transport des particules dans un tel volume. La troisième partie a permis d’étudier trois sources spécifiques à une gare, la ventilation, les voyageurs et les trains en s’intéressant plus particulièrement aux concentrations en nombre de chaque source. En fonction des scenarii d’étude, nous avons pu mettre en évidence un apport particulier de chaque source. Enfin une quatrième partie a permis d’étudier l’application d’un modèle global pour calculer les évolutions des concentrations en gare et de mettre en évidence les difficultés rencontrées pour déterminer certaines données d’entrée. Les perspectives quant à la connaissance de sources, à la surveillance de la qualité de l’air et la modélisation sont présentées en conclusion<br>Air quality in underground station becomes a very important topic for studying people exposure at pollution of indoor and outdoor air. In this way, the aim of this work was to better characterise particles in this kind of area. The first part of this work presents a state of the art about underground station particle pollution. Chemical and concentration specificities compared to outdoor air are underscored as well as the interest of studying number concentration. The second part is dedicated to the study of the particles during ten or so days as well as the feasibility study of Lidar measurements in an underground station. This measurement campaign permits to show chemical and concentration specificities according to different traffic periods as well as the interest of Lidar measurement to study particle dispersion in such large volume. In the third part, three specific sources were studied, namely ventilation, passengers and trains by considering particularly number concentration for each source. According to the different scenario, we have shown different contribution for each source. At last, in a forth part, we studied the implementation of a global model to calculate particle concentration in an underground station and we have shown the difficulties to determine input data. The perspectives regarding to the knowledge of the sources, the survey of air quality and the modelling are presented in conclusion
31
Shadat, Wasel Bin. "Specification testing of Garch regression models." Thesis, University of Manchester, 2011. https://www.research.manchester.ac.uk/portal/en/theses/specification-testing-of-garch-regression-models(56c218db-9b91-4d8c-bf26-8377ab185c71).html.
Texte intégralRésumé :
This thesis analyses, derives and evaluates specification tests of Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) regression models, both univariate and multivariate. Of particular interest, in the first half of the thesis, is the derivation of robust test procedures designed to assess the Constant Conditional Correlation (CCC) assumption often employed in multivariate GARCH (MGARCH) models. New asymptotically valid conditional moment tests are proposed which are simple to construct, easily implementable following the full or partial Quasi Maximum Likelihood (QML) estimation and which are robust to non-normality. In doing so, a non-normality robust version of the Tse's (2000) LM test is provided. In addition, a new and easily programmable expressions of the expected Hessian matrix associated with the QMLE is obtained. The finite sample performances of these tests are investigated in an extensive Monte Carlo study, programmed in GAUSS.In the second half of the thesis, attention is devoted to nonparametric testing of GARCH regression models. First simultaneous consistent nonparametric tests of the conditional mean and conditional variance structure of univariate GARCH models are considered. The approach is developed from the Integrated Generalized Spectral (IGS) and Projected Integrated Conditional Moment (PICM) procedures proposed recently by Escanciano (2008 and 2009, respectively) for time series models. Extending Escanciano (2008), a new and simple wild bootstrap procedure is proposed to implement these tests. A Monte Carlo study compares the performance of these nonparametric tests and four parametric tests of nonlinearity and/or asymmetry under a wide range of alternatives. Although the proposed bootstrap scheme does not strictly satisfy the asymptotic requirements, the simulation results demonstrate its ability to control the size extremely well and therefore the power comparison seems justified. Furthermore, this suggests there may exist weaker conditions under which the tests are implementable. The simulation exercise also presents the new evidence of the effect of conditional mean misspecification on various parametric tests of conditional variance. The testing procedures are also illustrated with the help of the S&P 500 data. Finally the PICM and IGS approaches are extended to the MGARCH case. The procedure is illustrated with the help of a bivariate CCC-GARCH model, but can be generalized to other MGARCH specifications. Simulation exercise shows that these tests have satisfactory size and are robust to non-normality. The marginal mean and variance tests have excellent power; however the covariance marginal tests lack power for some alternatives.
32
Hui, Wai-choi. "Optimal asset allocation under GARCH model /." Hong Kong : University of Hong Kong, 2000. http://sunzi.lib.hku.hk/hkuto/record.jsp?B2160616X.
Texte intégral
33
Choden, C. Kezang. "Integer-valued ARCH and GARCH models." OpenSIUC, 2016. https://opensiuc.lib.siu.edu/theses/1990.
Texte intégralRésumé :
The models for volatility, autoregressive conditional heteroscedastic (ARCH) and generalized autoregressive conditional heteroscedastic (GARCH) are discussed. Stationarity condition and forecasting for simple ARCH(1) and GARCH(1,1) models are given. The model for discrete time series is proposed to be negative binomial integer-valued GARCH model, which is a generalization of the Poisson INGARCH model. The stationarity conditions and the autocorrelation function are given. For parameter estimation, three methodologies are presented with a focus on maximum likelihood approach. Simulation study on a sample size of 100 and 500 are carried out and the results are presented. An application of the model to a real time series with numerical example is given indicating that the proposed methodology performs better than the Poisson and double Poisson model-based methods.
34
Börjesson, Carl, and Ossian Löhnn. "Univariate GARCH models with realized variance." Thesis, Uppsala universitet, Statistiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073.
Texte intégralRésumé :
This essay investigates how realized variance affects the GARCH-models (GARCH, EGARCH, GJRGARCH) when added as an external regressor. The GARCH models are estimated with three different distributions; Normal-, Student’s t- and Normal inverse gaussian distribution. The results are ambiguous - the models with realized variance improves the model fit, but when applied to forecasting, the models with realized variance are performing similar Value at Risk predictions compared to the models without realized variance.
35
Garbas, Jens-Uwe [Verfasser]. "Scalable Wavelet-Based Multiview Video Coding / Jens-Uwe Garbas." München : Verlag Dr. Hut, 2010. http://d-nb.info/1009972251/34.
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36
Aguiar, Paulo Marcos de. "Controle simultâneo de força e posição para garras antropomórficas." Universidade de São Paulo, 2001. http://www.teses.usp.br/teses/disponiveis/18/18135/tde-02022016-171513/.
Texte intégralRésumé :
É apresentada uma aproximação para controle simultâneo de força e posição para garras antropomórficas, a fim de se obter uma manipulação segura de objetos e ferramentas. Para que a aproximação seja satisfatória, deve-se levar em consideração a variação da força e da posição no tempo, a geometria da garra, as características de rigidez, a geometria do objeto, as possibilidades e tipos de contato. A análise cinestática do sistema garra-objeto, é feita com o auxílio da Teoria Helicoidal. Esta teoria permite análises e representações de problemas complexos do espaço dimensional igual a seis, no espaço Euclidiano tridimensional. Isso é possível pois esta teoria foi desenvolvida utilizando as coordenadas de Plücker, que descrevem uma reta com seis informações. Essa abordagem traz vantagens quando comparada a métodos tradicionais e torna possível a obtenção de um controlador que considera a influência de cada dedo no processo da pega. No caso de robôs trabalhando de forma cooperativa, e no sistema de pega e manipulação de objetos, a mesma abordagem pode ser utilizada.<br>This work presents a simultaneous force and position control approach - a kinestatic controller -, applied to the manipulation of objects and tools using an anthropomorphic gripper. To approximate in a efficient way, the functions accomplished by a human hand, the controller should be conceived taking into consideration: the time-variable information of space and forces, the gripper geometry, the gripper elastic characteristics, the object geometry and the intermittent contacts possibilities. To take the gripper and object characteristics into consideration the screw theory was employed. The screw theory allows the analysis in the three-dimensional Euclidean space of six-dimensional complex problems. This is possible since the theory was based on Plücker coordinates, which are used to describe lines in space using six inputs. This theory provides severaI advantages when compared to anothers traditional methods. Using this theory it is possible to construct a controller that takes in account the fingers or robots (when it works cooperatively) influences in the grasping and manipulating processes.
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Christófoglou, Mártha-'Ellī. ""Avant-gardes" et politisation dans l'art néohellénique (1965-1975)." Paris 1, 1989. http://www.theses.fr/1989PA010508.
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Le principal objectif de cette thèse est de contribuer à l'examen de la réalité culturelle de la Grèce contemporaine. La période: 1965-1975, a été choisie pour son exemplarité: c'est pendant cette décennie que le rapport art-politique acquiert une importance fondamentale dans la vie artistique grecque. La place des formes d'art dites d'avant-garde, dans l'art néohellénique, doit être évaluée par rapport à certains facteurs propres à la culture grecque. Ces facteurs sont: 1. Le rôle idéologique et esthétique des modelés tirés de la tradition locale. 2. L'influence de l'art moderne occidental et, plus particulièrement, parisien. 3. L'émigration des artistes. 4. L'engagement politique très apparent pendant les années 1960 et 1970, c'est à dire avant, pendant, et après la dictature de 1967-1974. 5. La prédominance de l'individualisme des artistes grecs, qui défavorise les mouvements collectifs. L'étude de ces problèmes devrait permettre l'approche d'un aspect important de la culture grecque d'aujourd'hui.
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Gareis, Matthias [Verfasser]. "Innovative robotergestützte UHF-RFID-Inventur- und Lokalisierungssysteme / Matthias Gareis." München : Verlag Dr. Hut, 2021. http://d-nb.info/123842306X/34.
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Wu, Hao. "Forecasting the time-varying beta of UK and US firms: evidence from GARCH and non-GARCH models." Thesis, University of Southampton, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.494769.
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Wang, Yizhe. "A Study on GARCH volatility processes in pricing derivatives." Thesis, University of Bradford, 2017. http://hdl.handle.net/10454/17407.
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In this thesis the GARCH models are applied to evaluate financial options and futures. In the first application, the GARCH models in parsimonious form are studied for pricing the S&P500 options. Unlike previous studies that focus on developed formulation, the results indicate that simplified models provide effective performance and it is the simple GARCH model that yields the least valuation error. To our consideration, examining model possessing simplification is of practical importance because model estimation becomes readily accessible through available econometric software, which circumvent programming barriers in implementing alternative one’s own pricing methods.
The second application consider the component GARCH models for currency option pricing. The valuation results favour the component formulations particularly in the pricing of long term contracts. Volatility modelling results indicate that the return-volatility relationship is symmetric in the long run, but over the short term asymmetry also arises in the EURUSD and GBPUSD exchange rates.
The third application evaluates canola futures in Canada in relation to spot market price. Results confirm the cointegrating relationship with threshold corresponding to transaction and adjustment cost. And it is the futures market that adjusts actively to price disparities but in the meantime there is volatility spillover from futures to the spot market.
Overall, our empirical assessments indicate the importance of the time varying volatility and the improvements achieved in option pricing and futures evaluation. We believe the present study’s analysis provides useful suggestions and further guidance to practitioners and investors for the pricing and trading in the equity and foreign exchange markets, also to the market agents to better evaluate price uncertainty in order to guard against adverse price changes.
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Schloemp, Erika Laura. "Estudo da dinâmica de um ninhal de garças (Ardeidae) e Biguás (Phalacrocoracidae) na Reserva do Instituto de Botanica, São Paulo-SP." Universidade de São Paulo, 1995. http://teses.usp.br/teses/disponiveis/11/11142/tde-20181127-155212/.
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O ninhal da Reserva do Instituto de Botânica, situado às margens do Lago das Garças, surgiu provavelmente na década de 70. O primeiro registro de atividade foi em 1986 e desde então são 3 as espécies nidificantes que compõe esta colônia: Phalacrocorax oliváceos, Cosmerodius albus e o Nycticorax nycticorax. Nos anos de 1990 a 1991 ocorreu uma intensa atividade com pelo menos 6000 indivíduos reprodutivos ocupando 4,24ha de mata. O resultado desta ocupação, acrescido das condições climáticas (geada e seca) foi a degradação da mata, refletida através da mortalidade de árvores aparecimento de espécies invasoras e crescimento rápido e excessivo de cipós. Esta pesquisa teve início em 1991 e termino em 1993. Neste último ano foi realizado um levantamento das espécies arbóreas com DAP ≥ 5,0cm na área sob influência do ninhal foram levantadas 104 espécies arbóreas distribuídas em 80 gêneros e 43 famílias. 72 espécies foram utilizadas para nidificação. Foi possível constatar que são quatro os fatores que vão determinar a atividade do ninhal: as condições climáticas, a oferta de alimento, proteção contra predadores e a qualidade da vegetação para nidificação<br>not available
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Garth-Greeves, Alix. "The detection of non-steroidal anti-inflammatory drugs in keratinous matrices." Thesis, Anglia Ruskin University, 2016. https://arro.anglia.ac.uk/id/eprint/701347/1/Garth-Greeves_2016.pdf.
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The problems of non-steroidal anti-inflammatory drugs (NSAIDs) as environmental contaminants is an area of concern. NSAIDs are heavily relied upon to treat pain and inflammation. With such prevalence, these compounds are now entering the environment via many routes, such as water discharge and contaminated food. This results in subsequent exposure and effects on various animal species. One such example is diclofenac, which was associated with the extinction of Gyps vultures in Asia. The detection of diclofenac was based on post-mortem samples i.e. after a large decline in populations. In this research non-invasive samples i.e hairs and feathers are analysed pre-mortality as a preventive measure for early detection.
A simultaneous liquid chromatography-mass spectrometry (LC-MS) method for detection of eighteen compounds, either of known toxicological effects or future threat (NSAIDs - aceclofenac, carprofen, diclofenac, flunixin, ketoprofen, mefenamic acid, meloxicam, nimesulide, phenylbutazone, piroxicam and suxibuzone; metabolites - oxyphenylbutazone, 3-hydroxymethyl mefenamic acid, 4-hydroxydiclofenac, 4-hydroxynimesulide, 5-carboxymeloxicam, 5-hydroxyflunixin and 5-hydroxypiroxicam) has been developed and validated. A newly optimised sample preparation method was applied to hairs/feathers.
Precision of the analytical method was within 10% relative standard deviations for the majority of compounds. Recoveries averaged 83% and limits of detection (LOD) ranged 0.01 to 0.2μg/g. For diclofenac, flunixin, mefenamic acid, oxyphenylbutazone, piroxicam and 5-hydroxyflunixin, LODs were lower than previously reported. Various animal hairs/feathers were analysed (n=20) and in two samples piroxicam and phenylbutazone were individually detected, at 1.2μg/g ± 0.002 and 1.8μg/g ± 0.011 respectively.
The LC-MS method reported here has been validated for the first time using animal hair/feather samples. This range of NSAIDs and metabolites have never been reported before. LODs and LOQs of metabolites are reported for the first time. The detection of piroxicam and phenylbutazone in feathers highlights the viability of testing keratinous matrices.
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Sauget, Stéphanie. "À la recherche des pas perdus : une histoire des gares parisiennes au XIXe siècle /." Paris : Tallandier, 2009. http://catalogue.bnf.fr/ark:/12148/cb41453419k.
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Koether, Paul. "GARCH-like models with dynamic crash-probabilities." [S.l.] : [s.n.], 2005. http://deposit.ddb.de/cgi-bin/dokserv?idn=976610248.
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Enocksson, David, and Joakim Skoog. "Evaluating VaR with the ARCH/GARCH Family." Thesis, Uppsala universitet, Statistiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-168283.
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The aim of the thesis is to identify an appropriate model in forecasting Value-at-Risk on a morevolatile period than that one from which the model is estimated. We estimate 1-day-ahead and10-days-ahead Value-at-Risk on a number of exchange rates. The Value-at-Risk estimates arebased on three models combined with three distributional assumptions of the innovations, andthe evaluations are made with Kupiec's (1995) test for unconditional coverage. The data rangesfrom January 1st 2006 through June 30th 2011. The results suggest that the GARCH(1,1) andGJR-GARCH(1,1) with normally distributed innovations are models adequately capturing theconditional variance in the series.
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Khalilzadeh, Amir Hossein. "Variance Dependent Pricing Kernels in GARCH Models." Thesis, Uppsala universitet, Analys och tillämpad matematik, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-180373.
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Skoglund, Jimmy. "Essays on random effects models and GARCH." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (Ekonomiska forskningsinstitutet vid Handelshögsk.) (EFI), 2001. http://www.hhs.se/efi.summary/553.htm.
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Bezerra, Pedro Correia Santos. "SVR-GARCH com misturas de kernels gaussianos." reponame:Repositório Institucional da UnB, 2016. http://repositorio.unb.br/handle/10482/20864.
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Dissertação (mestrado)—Universidade de Brasília, Departamento de Administração, Programa de Pós-graduação em Administração, 2016.<br>Submitted by Fernanda Percia França (fernandafranca@bce.unb.br) on 2016-06-24T13:54:25Z
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2016_PedroCorreiaSantosBezerra.pdf: 1873991 bytes, checksum: 4cf775ac8f467cc83417f0bfde464f97 (MD5)<br>Durante o desenvolvimento deste trabalho o autor recebeu auxílio financeiro da CAPES.<br>A previsão da volatilidade dos retornos financeiros é fundamental em finanças empíricas. Nos últimos 15 anos, a máquina de suporte vetorial para regressão (Support Vector Regression (SVR)) foi proposta na literatura para estimação e previsão da volatilidade devido à sua capacidade de modelar as caudas pesadas, agrupamento de volatilidade e efeito de alavancagem dos retornos financeiros (Santamaria-Bonfil et al., 2015, Cavalcante et al., 2016). Evidências empíricas sugerem que o mercado de capitais oscila entre vários estados (ou regimes) (BenSaida, 2015), em que a distribuição global dos retornos é uma mistura de distribuições normais (Levy e Klaplansky, 2015). Neste contexto, o objetivo deste trabalho foi implementar misturas de kernels gaussianos no modelo SVR com variáveis de entrada do GARCH (1,1) (denominado SVR-GARCH) para capturar os regimes de mercado e aprimorar as previsões da volatilidade. O SVR-GARCH com combinação convexa de um, dois três e quatro kernels gaussianos foi comparado com o random walk, SVR-GARCH com kernel de ondaleta de Morlet, SVR-GARCH com kernel de ondaleta de Chapéu Mexicano, GARCH(1,1), EGARCH(1,1) e GJR(1,1) com distribuição normal, t-Student, t-Student assimétrica e distribuição de erro generalizada (GED) para a série de log-retornos diários do Ibovespa de 22 de dezembro de 2007 a 04 de janeiro de 2016. Para selecionar os parâmetros ótimos do SVR e do kernel, utilizou-se a técnica de validação combinada com o procedimento de grid-search e análise de sensibilidade. Para comparar o desempenho preditivo dos modelos, utilizou-se o Erro Quadrático Médio (MSE), Erro Quadrático Normalizado (NMSE), Raiz Quadrada do Erro Quadrático Médio (RMSE) e o teste de Diebold-Mariano. Os resultados empíricos indicam que o modelo SVR-GARCH com kernel de ondaleta de Chapéu Mexicano e random walk têm desempenho preditivo superior em relação aos demais modelos. Ademais, o SVR-GARCH com mistura de dois, três e quatro kernels gaussianos é superior ao SVR-GARCH com kernel de ondaleta de Morlet e um kernel gaussiano, o que também é uma novidade e contribuição deste trabalho. Por fim, esta dissertação confirma os achados da literatura em relação à superioridade do SVR na modelagem dos fatos estilizados da volatilidade das séries financeiras em relação aos modelos GARCH linear e não-linear com caudas pesadas. ________________________________________________________________________________________________ ABSTRACT<br>Volatility forecasting plays an important role in empirical finance. In the last 15 years, a number of studies has used the Support Vector Regression to estimate and predict volatility due to its ability to model leptokurtosis, volatility clustering, and leverage effect of financial returns (Santamaria-Bonfil et al., 2015, Cavalcante et al., 2016). Empirical evidence suggests that the capital market oscillates between several states (or regimes) (BenSaida, 2015), in which the overall distribution of returns is a mixture of normal distributions (Levy and Klaplansky, 2015). In this context, the objective of this dissertation is to use a mixture of Gaussian kernels in the SVR based on GARCH (1,1) (heretofore SVR-GARCH) in order to capture the regime behavior and to improve the one-period-ahead volatility forecasts. In order to choose the SVR parameters, I used the validation technique (holdout method) based on grid-search and sensitivity analysis. The SVR-GARCH with a linear combination of one, two, three and four Gaussian kernels is compared with \textit{random walk}, SVR-GARCH with Morlet wavelet kernel, SVR-GARCH with Mexican Hat wavelet kernel, GARCH, GJR and EGARCH models with normal, student-t, skewstudent- t and Generalized Error Distribution (GED) innovations by using the Mean Squared Error (MSE), Normalized Mean Squared Error (NMSE), Root Mean Squared Error (RMSE) and Diebold Mariano test. The out-sample results for the Ibovespa daily closing price from August 20, 2013 to January 04, 2016 shows that the random walk model and SVR-GARCH with Mexican Hat wavelet kernel provide the most accurate forecasts. The outcomes also highlight the fact that the SVR GARCH with a mixture of two, three and four Gaussian kernels has superior results than the SVR GARCH with Morlet wavelet kernel and a single Gaussian kernel. Moreover, consistent with the findings of the literature, I confirm that the SVR has superior empirical results in modeling financial time series stylized facts than the linear and non-linear GARCH models with fat-tailed distributions.
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Hamadeh, Tawfik. "Inférence statistique de modèles GARCH non linéaires." Lille 3, 2010. http://www.theses.fr/2010LIL30048.
Texte intégralRésumé :
Dans cette thèse, nous étudions les problèmes d'estimation et de tests d'hypothèses de deux vastes classes de modèles GARCH non linéaires. Tout d'abord, nous considérons plusieurs méthodes d'estimation d'une classe de modèles GARCH à seuil en puissance. Sous des conditions très faibles, nous étudions les propriétés asymptotiques de ces estimateurs dans les deux situations suivantes. Dans un premier temps nous supposons la puissance connue. Nous établissons les propriétés de l'estimateur du quasi-maximum de vraisemblance (QMV). Nous considérons également deux suites d'estimateurs des moindres-carrés ordinaires, dans le cas ARCH pur du modèle et nous montrons que, pour certaines valeurs de la puissance, ces estimateurs peuvent être plus efficaces que l'estimateur du QMV. Dans un second temps nous considérons le cas où la puissance est inconnue, et est conjointement estimée avec les autres paramètres. Les propriétés asymptotiques du QMV sont établies sous l'hypothèse que le bruit a une densité. De plus, nous étudions une classe d'estimateurs qu quasi-maximum de vraisemblance non gaussiens dans la situation concrète où la densité des erreurs est mal spécifiée. Nous montrons que cette classe d'estimateurs peut fournir des alternatives performantes à l'estimateur du QMV standard, en particulier, lorsque les erreurs ont des queues de distribution épaisses. Des tests d'asymétrie sont proposés. Dans la deuxième partie de cette thèse, nous introduisons une classe générale de processus GARCH faibles contenant une grande famille de modèles à hétéroscédasticité conditionnelle. Nous proposons une représentation consistant en deux équations ARMA : la première porte sur le processus observé, et la deuxième sur une certaine fonction de l'innovation linéaire du processus observé. Sous des hypothèses d'ergodicité et de mélange, er certaines conditions des moments sur le processus observé, nous établissons la convergence et la normalité asymptotique de l'estimateur des moindres carrés en deux étapes. Nous considérons également l'estimation de la matrice de covariance asymptotique de cet estimateur. La plupart de ces résultats asymptotiques sont illustrés par des expériences de simulation et sont appliqués à des séries financières<br>This thesis is devoted to the statistical inference of two wide classes of non linear GARCH models. Firstly, several estimation methods of a class of power-transformed treshold GARCH models are considered in two situations. When the power of the transformation is known, the asymptotic properties of the quasi-maximum likelihood estimator (QMLE) are established under mild conditions. Two sequences of least-squares estimators are also considered in the pure ARCH case, and it is shown that they can be asymptotically more accurate than the QMLE for certain power transformations. In the case where the power of the transformation is jointly estimated with others parameters, the asymptotic properties of the QMLE are proven under the assumption that the noise has a density. Moreover, we establish the consistency and the asymptotic normality of a class of non-gaussian QML estimators in the case where alternatives to the classical QML estimator, especially, when the rescaled errors are heavy tailed. In the second part of this thesis, we introduce a general class of weak GARCH processes with contains a large family of volability models. This representation consists of two ARMA equations, the first one on the observed process and the second one on a function of its linear innovation. Under some moment conditions, strong mixing and stationarity assumptions, the asymptotic properties of two-stage least-squares estimator for the proposed model are established. We also consider the estimation of the asymptotic covariance matrix of this estimator
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Wei-Li, Zhuang. "GARCH VEGA." 2002. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0009-0112200611325963.
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