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Steyn, Dirk. "Portfolio construction using index regression models". Master's thesis, University of Cape Town, 2008. http://hdl.handle.net/11427/4933.
Pełny tekst źródłaIn this dissertation we review the Sharpe Index Model and an innovation on this model introduced by Hossain, Troskie and Guo (2005b). These models are extended to the multi index framework. We then empirically investigate the impact of the models on portfolio creation over an extensive data set. Next we extend these models by modelling the regression residuals as ARMA and GARCH(l, 1) processes and investigate the effect on the resulting portfolios. We then introduce the topic of bounded influence regression and apply it to financial data by down weighting extreme returns prior to regression. A new weighting function is introduced in this dissertation and the effects on the efficient frontiers and resulting market portfolios for the chosen set of shares are investigated.
Strevell, Alex. "Construction factors influencing beef demand index results". Thesis, Kansas State University, 2014. http://hdl.handle.net/2097/18276.
Pełny tekst źródłaDepartment of Agricultural Economics
Ted Schroeder
Demand indices are used by many industries as a measurement tool to track changes and make yearly comparisons. Many different sources use demand indices to track the demand for beef. Indexes are an important tool to help better understand why demand shifts the way that it does and help strategically plan for the future of the industry. There are a wide variety of beef demand indices out in academia and many are constructed in different ways. This study advances the literature by testing which factors of index construction effect the results the greatest. This study tested four separate factors in the construction of demand indices. These iterations are as follows, changes in retail price data, changes in elasticities chosen, changes in export data, and changes in construction in terms of quantities instead of prices. Changes in retail price data do not appear to be statistically different. All estimates in this study where elasticities were changed appear to be different statistically, however the level of concern with this finding may be minimal due to the small increments of change in magnitudes of difference between indices. Results from omitting export data does appear to result in statistically different indices, but again the level of concern with the difference may be small. Finally, index construction in terms of prices versus construction in terms of quantities does not appear to have statistically different results, as the indices in this comparison move similarly. For all practical purposes in industry, it does not appear to matter which index is chosen for comparisons, as long as one remains consistent with which index is chosen for comparisons.
Akintoye, Sunday Akintola. "Construction tender price index : modelling and forecasting trends". Thesis, University of Salford, 1991. http://usir.salford.ac.uk/14768/.
Pełny tekst źródłaChang, Soon-woong. "Development and assessment of the Tier II Work Force Strategy Implementation Index". Access restricted to users with UT Austin EID Full text (PDF) from UMI/Dissertation Abstracts International, 2002. http://wwwlib.umi.com/cr/utexas/fullcit?p3077617.
Pełny tekst źródłaOliveira, de Azevedo Heloisa Helena. "The construction of teaching professionality". Pontificia Universidad Católica del Perú, 2013. http://repositorio.pucp.edu.pe/index/handle/123456789/116992.
Pełny tekst źródłaEl presente artículo fue construido a partir de los resultados de una investigación sobre las estrategias de formación desarrolladas por docentes vinculados a la construcción de la profesionalidad de futuros profesores de educación infantil y educación primaria. A partir del análisis del contenido de las entrevistas, se busca conocer lo que piensan los formadores acerca de la profesión docente y las acciones formativas que realizan, dirigidas a la construcción de la profesionalidad de futuros profesores. Teniendo como referencial teórico la concepción históricocrítica de la educación, se constata que los formadores han buscado romper con el paradigma tradicional de la formación docente, mediante el desarrollo de nuevas alternativas de aprendizajes y la construcción de una nueva profesionalidad que supere la cultura del aislamiento y del pensar individualizado
Lester, Nicholas, i nml@cs rmit edu au. "Efficient Index Maintenance for Text Databases". RMIT University. Computer Science and Information Technology, 2006. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20070214.154933.
Pełny tekst źródłaCho, Chung-suk. "Development of the project definition rating index (PDRI) for building projects /". Digital version accessible at:, 2000. http://wwwlib.umi.com/cr/utexas/main.
Pełny tekst źródłaShrestha, Joseph, H. David Jeong i Douglas D. Gransberg. "Critical Analysis of Current Practices of Highway Construction Cost Index (HCCI) Calculation and Utilization". Digital Commons @ East Tennessee State University, 2016. https://dc.etsu.edu/etsu-works/5473.
Pełny tekst źródłaERIC, AIDOO, i ZHENG SAIJING. "HAPPINESS INDEXTHE CONSTRUCTION AND ANALYSIS". Thesis, Högskolan Dalarna, Statistik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:du-4853.
Pełny tekst źródłaHo, Ching-ching Mary, i 何晶晶. "Socially responsible investment indices in Asian markets : merging stakeholder theories with social construction for improved index construction methodology". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hdl.handle.net/10722/193511.
Pełny tekst źródłapublished_or_final_version
Kadoorie Institute
Doctoral
Doctor of Philosophy
Roselli, Néstor. "Collaborative construction using chat in different tasks". Pontificia Universidad Católica del Perú, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/101459.
Pełny tekst źródłaEl objetivo fue caracterizar la interacción colaborativa de díadas, a través del chat, en seis tareas cognitivas: resolver un problema lógico, elaborar una historia, leer una tabla de datos, ordenar jerárquicamente opiniones, brindar una explicación científica de un hecho fáctico e interpretar un texto literario. La hipótesis central era que el tipo de tarea implica distintos tipos de intercambio colaborativo. Se examinaron 11 díadas de estudiantes universitarios. Los resultados muestran diferencias muy significativas entre las seis tareas en lo que hace al patrón sociocognitivo, sobre todo entre las tareas lógico-inteligentes y las tareas abiertas o interpretativas. Finalmente, hay diferencias muy notorias en la evaluación metacognitiva que hacen los participantes del grado de dificultad e interés de cada tarea.
Kahraman, Serhan. "Determination Of A Price Index For Escalation Of Building Construction Costs In Turkey". Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/12606388/index.pdf.
Pełny tekst źródłaAl-Sobayel, Hana I. "Construction and validation of the Saudi Knee Function Scale, a knee osteoarthritis index". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp04/mq22264.pdf.
Pełny tekst źródłaKurpicz, Florian [Verfasser], Johannes [Akademischer Betreuer] Fischer i Simon J. [Gutachter] Puglisi. "Parallel text index construction / Florian Kurpicz ; Gutachter: Simon J. Puglisi ; Betreuer: Johannes Fischer". Dortmund : Universitätsbibliothek Dortmund, 2020. http://d-nb.info/121352055X/34.
Pełny tekst źródłaGidado, Kassim. "Numerical index of complexity in building construction to its effect on production time". Thesis, University of Brighton, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.357220.
Pełny tekst źródłaRamjee, Shivani. "The construction of a price index for the South African Medical Scheme Industry". Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/5709.
Pełny tekst źródłaMezali, Hakim. "Methods for solving problems in financial portfolio construction, index tracking and enhanced indexation". Thesis, Brunel University, 2013. http://bura.brunel.ac.uk/handle/2438/10183.
Pełny tekst źródłaQiu, Jian Bang, i 邱建邦. "Construction of Liquidity Bond Index". Thesis, 1997. http://ndltd.ncl.edu.tw/handle/27339230955281802374.
Pełny tekst źródłaChiu, Pei-Ting, i 邱佩亭. "Stock Index Construction and Performance Evaluation". Thesis, 2009. http://ndltd.ncl.edu.tw/handle/79988209687945964316.
Pełny tekst źródła淡江大學
保險學系保險經營碩士班
97
Because of development of passive investment strategy, the exchange traded funds become the most popular investment tool. The stock index is the tracing sign of passive investment commodity, so it becomes more and more important. As well as the innovation of financial product, the stock index also presents with a new appearance. For instance, the construction way and choosing condition and qualifications all have the new pioneering work. This research uses the Sequential probability ratio test to select stock shares through stock month return, and compare the performance, whether it could defeat the current stock index. Sampling period was from September, 2001 to December, 2008, and constructing 50 index and 100 index, industrial stock index and large-cap, med-cap and small-cap stock index separately, according to TSE and OTC listed company in Taiwan, and compared them with the corresponding benchmark. The entire period performance of TSE & OTC 50 and 100 indexes all surpass the benchmark. Industrial stock index have more than half index surpassing the benchmark. TSE electrical machinery index which surpasses the benchmark under each comparison is the best among TSE stock indexes. OTC electronic and Chemical, Biotechnology and Medical Care index is the best of OTC stock indexes.
莊智祥. "Index Fund Construction via Goal Programming". Thesis, 1998. http://ndltd.ncl.edu.tw/handle/88634996878555610422.
Pełny tekst źródła國立政治大學
應用數學研究所
86
Creating index-tracking stock baskets has been accepted by more and more investors or institutes as one part of a total investment strategy. In practice, the selection methods widely adopted are some simplified methods (e.g. stratification) combined with some criteria, and some optimization models to minimize the traditional tracking error. Simplified method facilitates for obtaining a feasible answer, optimal in no sense, while the optimization model usually requires larger computational efforts. For bridging the gap between having efficiency and seeking optimality, we propose a goal programming model and develop an efficient solution algorithm. We also suggest a new measure of tracking error basing on the absolute difference between the value of the benchmark and the index computed from the portfolio obtained from our model. Empirical analyses employ the Morgan Stanley Capital International (MSCI) Taiwan Index to assess the tracking efficacy of the model. Computational results show that the constru-cted portfolio can track the index with error less than 0.8%.
Yuan-shuen, Yu, i 游源順. "The exploration on domestic construction price index". Thesis, 1994. http://ndltd.ncl.edu.tw/handle/89300516859114957492.
Pełny tekst źródła林國義. "Construction of Semiconductor Overall Fab Performance Index Hierarchy Structure and Index control". Thesis, 2009. http://ndltd.ncl.edu.tw/handle/03432611200817346232.
Pełny tekst źródłaHuang, Yan-Kai, i 黃彥凱. "The Impact of the Housing Price Index,Cement and Steel Stocks Index on Taiwan Stocks Construction Index". Thesis, 2018. http://ndltd.ncl.edu.tw/handle/322hz5.
Pełny tekst źródła國立臺灣大學
經濟學研究所
106
This thesis mainly distinguishes the revenue of housing price index, the cost of steel, cement stock index, market supply and demand factors(such as quantity of money and lending rate) to explore how to influence the construction of stock index, in order to provide information on investment in construction investment. Due to the fact that the variables in this paper are based on time-series data and may have stochastic trend, so we employ the unit root test and make them stationary. Then, explored the long term trend between each interpretation variables and construction index by Cointegration test, explored the leading or backward indicator between each interpretation variables and construction index by Granger Causality test, explored the short-term impact of variables on the construction stock index by Vector Error Correction Model, and finally proposes significant variables on the error correction model to establish a multiple regression to explore various factors for the impact of construction stock index. The result of our empirical research which is based on statistical methods are as follows as: (1) In the cointegration results, we find that Construction stock index, steel prices of H type and Cement stock index have positive long-term trends, Construction stock index and lending rate have negative long-term trend. (2) In the Granger Causality results, we find that Construction stock index synchronizes steel prices of H type, and leads rest of interpretation variables. (3) In the Vector Error Correction model results, we find that changes of the construction stock index is inversely affected by two-period-lag of Housing price index and M2 quantity of money, and positively affected by one-period-lag of cement stock index, steel price of H type, and real estate burden rate. (4) In the multiple regression results, we find that one-period-lag of cement stock index has positive influence on construction stock index, and one-period-lag of lending rate and two-period-lag of quantity of M2 have negative influence on construction stock index.
Chiang, Yueh-Ting, i 蔣岳廷. "Construction of Spillover Index Among Stock, Gold, and Exchange Rate Implied Volatility Index". Thesis, 2014. http://ndltd.ncl.edu.tw/handle/36976558937454149293.
Pełny tekst źródła銘傳大學
財務金融學系碩士班
102
This paper examines the impact of the spillover index for volatility indices on stock returns. Specifically, this paper constructs the spillover Matrices by using the data of the S&P 500 (VIX), gold volatility index (GVZ), and exchange rate volatility index (EVZ). We estimate the directional spillover index and total spillover index based on Diebold and Yilmaz’s (2012) forecast-error variance decompositions in a generalized vector autoregressive framework. The empirical results show that while the volatility indices for S&P 500, gold, and exchange rate have no significant effects on subsequent U.S. and EURO stock returns, the spillover index of volatility indices has a significant impact on subsequent the U.S. and EURO stock returns. This finding implies that the spillover index of volatility indices contains more information on market returns than the individual volatility index. Our empirical results provide useful information for policy makers, investors, and risk managers.
Wu, Si-Shuang, i 吳思萱. "Empirical Studies of Different Index Portfolio Construction Models". Thesis, 2002. http://ndltd.ncl.edu.tw/handle/55235296815508922290.
Pełny tekst źródła實踐大學
企業管理研究所
90
Portfolio can be divided into two main groups by investors’ conception: active and passive operation. Active operation investors think they can find a portfolio with better performance than benchmark index. Passive operation investors think that the stock market is efficient, they just want to predict the movement of benchmark index. Passive portfolio is also called index portfolio. The objective of index portfolio is to construct a portfolio for tracking the movement of the benchmark index. The study tries to construct index portfolio by different approaches in Excel environment. And we also consider the real situation of trading that we cannot trade remnant stocks. This study constructs four index portfolio models with two optimization approaches: Genetic Algorithm and Mathematical Planning. These four models are “Genetic Algorithm Index Portfolio Model”、 “Mathematical Planning Index Portfolio Model”、 ”Mathematical Planning Model under Even Stock Index Portfolio”、”Genetic Algorithm Model under Even Stock Index Portfolio Model”. We use the “Mean Square Error” and “Mean Absolute Error” as the measurement indexes to analyze and compare the performance of these two optimization approaches in different training period. The major empirical results are as following: 1. “Genetic Algorithm Index Portfolio Model” have better tracking ability than“Mathematical Planning Index Portfolio Model” in out-sample. 2. In this study, we use the length of sample data as the index of separating experiment areas. When the length of sample data is 100, the tracking error is smaller than 200. For this reason, while constructing the index portfolio model, the length of sample data should be adjusted up to time interval. 3. In whatever experiment areas, the index portfolio constructed by Genetic Algorithm index portfolio model contains more stocks than that by Mathematical Planning index portfolio model. However, the tracking error of Mathematical Planning index portfolio model is larger than Genetic Algorithm index portfolio model. 4. There must be more even stocks contained in Genetic Algorithm Model under Even Stock Index Portfolio than those in Mathematical Planning Model under Even Stock Index Portfolio. Keyword:Genetic Algorithm、Mathematical Planning、Index Portfolio、Even Stock
CHEN, HSIEH HO, i 陳協和. "THE CONSTRUCTION OF TAIWAN MULTI-INDEX EQUITY MODEL". Thesis, 1995. http://ndltd.ncl.edu.tw/handle/07630348671564988027.
Pełny tekst źródłaHsu, Pai-Hsin, i 許百欣. "Construction Of Flexible Inverted Index For Large Data". Thesis, 1995. http://ndltd.ncl.edu.tw/handle/00269848978290036000.
Pełny tekst źródła國立中正大學
資訊工程研究所
83
When we face a huge volume of data in the computer system, we need information retrieval system to retrieve data which we want. Many information retrieval systems are based on inverted index. The main problem of the inverted index is that the size of inverted file is always very large. In this thesis, we proposed a new method called "range index" to store the index list which can reduce the size overhead of inverted index. Our method also allows the users to control the query time and inverted file size tradeoff flexibly. We proposed four algorithms for constructing range index. We will discuss these algorithms and compare the difference about size of produced inverted file and the constructing time for each algorithm. In different conditions, the effect of the range index on the query time is not the same. We also collected *. We can see the relationship between the query time and these different conditions of range index.
LU, CHIN HUANG, i 呂金晃. "Electric and machinery construction projects engineer performance Index". Thesis, 2006. http://ndltd.ncl.edu.tw/handle/8gn2z2.
Pełny tekst źródła國立臺灣科技大學
企業管理系
94
The study is to evaluate engineer performance indexs in electric and machinery construction projects.Taiwan is an island with limited natural resources. Developing industry and business play an important role in maintaining its export-based economy. Besides, Taiwan’s electric products are facing highly completive environment, which leads to a serious challenge to electric and machinery construction projects. This research is expected the following three objects. Firstlt, set up a set of performances assess factors which are suitable for the engineers in electric and machinery construction projects. Secondly, with the process that is assessed, carry on performance assessment and management to seek suitable assess model. Third, offer engineers' standard basis of assessment for the electric and machinery construction industry, the engineer can manage and study oneself through it. Moveover, the research uses Delphi Technique to evaluate candidate performance indexes. We build four main performance constructs, which are project achievements, professional ability, work attitude, and environment factors. There are totally fifty-five performance indexs. We get seven important performance indexs after using Delphi Technique to evaluate candidate performance indexes. Those performance indexs can be used to evaluate engineer’s performance in the future.
Tsai, Yi-Jhang, i 蔡宜璋. "Index Portfolio Construction Based on Fuzzy Goal Programming". Thesis, 2011. http://ndltd.ncl.edu.tw/handle/70838623269197700937.
Pełny tekst źródła國立中興大學
科技管理研究所
99
Mutual fund is one of favorite tools of the investors. Individual investors need no efforts on stock-picking and market-timing because the investing risk can be lowered through the professional management. But the researches indicate that most actively managed mutual fund’ performance is difficult to beat the market, and index investing is more and more popular among the investors. Index investing instruments, such as index funds and ETFs, aim to track the market performance. In practical, an index tracking portfolio has to pay the transaction cost due to following the change of benchmark index and also has to remain certain cash position. This result in the higher tracking error, therefore we want to pursuit both tracking error minimization and excess return maximization to attain the real performance tracking. Both are conflicting objectives. Goal programming is suitable for handling multiple conflicting objectives, but the basic goal programming concept is first to set up the crisp goals. In the real financial environment, the desired/expected level of the decision maker is usually imprecise. Minimizing the tracking error and maximizing the excess return are both represented as “fuzzy goals” in this research. Results show that through certain membership function and tracking model, an index tracking portfolio whose tracking error is lower than 0050 index fund but excess return is similar to 0050 index fund can be constructed.
Chih-Yuan, Yang, i 楊智元. "The Construction and Performance of Taiwan Index Fund". Thesis, 1996. http://ndltd.ncl.edu.tw/handle/52239107725615863686.
Pełny tekst źródła國立臺灣大學
財務金融學系
84
The index fund is a popular goods after 1970''s , and its most significant characterictic is to simulate one fund of market portfolios. The basic theory beyond the finanical irroation is that the market is efficient. Consequently, the mutual fund managers can''t beat the market in the long run, so the conservat method is to make the index fund performance keep up with the market, not beaten by the market. Under these circumstances , the index fund only the has systematic risk and it can also diversify the risk effectively . On the other hand , the index fund only needs fewer researchers and low management fees, so it''s very cost-saving and convenient to investors. In the U.S the magnitude of index fund has been growing very fast , but in Taiwan only Investment & Trust Corporations has issued this commodity. As a result , the thesis uses 1990-1994 as sample periods and uses the following three models to construct Taiwan index fund ; Simple Capitalization-Weighted Method, Stratified Capitalization- Weighted Method and the Optimization Approach Model. Some of the important conclusions are as follow: 1.Under the three models, the beta and correlation cofficient of the index fund is near to one, the results shows the construct stock index fund is good proxy of market portfolio. 2.From 1990-1994, the Tracking Error of every model and sample groups is decreasing gradually. 3.The Tracking Error of the Optimization Approach is smaller than that of the Simple Capitalization-Weighted.
Tsai, Ai-Li, i 蔡艾秝. "Construction of China Commodity Index and Strategic Asset Allocation". Thesis, 2012. http://ndltd.ncl.edu.tw/handle/72486724748709906274.
Pełny tekst źródła國立清華大學
計量財務金融學系
100
Based on the information from Futures Industry Association (FIA), the scale of the commodity futures market in China exceeded the U.S. and let the former become the largest commodity futures market in the world at the end of 2010. However, the commodity index in China has not been well established such that it is not recognized as the reliable measure of general commodity price movement. Bodie and Rosansky (1980), Kaplan and Lummer (1998) and Gorton and Rouwenhorst (2006) pointed out that stocks and bonds are negatively correlated with commodity futures. As a result, a mixed portfolio of stocks and commodity futures are more efficient than a stand-alone stock portfolio. In addition, commodity is a real asset such that their price can reflect the variation of inflation. The positive correlation of commodity futures with inflation can also provide a good inflation hedge. We constructed the China Commodity Indexes that are designed to improve the efficiency of portfolio and provide a hedge against inflation. In order to maintain a long position of futures continuously, investing in futures requires that the investor roll his or her exposure. The futures return consists of rolling return and capital gain and we calculate the futures return including rolling return. S&P GSCI, DJ-UBS CI and TRJ/CRB are calculated by rolling the first nearby futures contracts monthly. However, the first nearby futures contract is not the highest volume of contract in the market of China’s commodity futures. We set a specific rolling method in the light of commodity trading characteristics and established the China Commodity Indexes that are focused on the efficiency of portfolio and inflation hedge.
Shieh, Shiu-Fang, i 謝秀芳. "Construction of Bayesian Quality Assessment Index on Software Development". Thesis, 1999. http://ndltd.ncl.edu.tw/handle/04541622333660245571.
Pełny tekst źródła洪宗熙. "The construction of qualification index for security guard recruitment". Thesis, 2009. http://ndltd.ncl.edu.tw/handle/39898185178292835105.
Pełny tekst źródła國立彰化師範大學
工業教育與技術學系
97
Abstract The security industry has developed over thirty years in Taiwan. The related laws and regulations have been updated. Many customers have been used to the security guard service. However, at the same time there persist worries with the quality of security guards. Therefore, th e importance of the recruitment qualifications for security guards cannot be undervalued. The study aims to construct the recruitment qualification indices of security guards. Integrating the opinions of the scholars, customers, and experts, three major indices, including “personal background”, “mo r a l i t y, habits and appearance” and “professional knowledge, ability and experiences”, and seventeen secondary indices were established. Analytic Hierarchy Process was conducted to t e s t t he consistency of the indices and to determin e their r e l a t i v e weights. The findings show that among the three major indices , “mo r a l i t y, habits and appearance” is mos t l y highlighted, followed by “professional knowledge, ability and experiences” and “personal background”. Among the seventeen secondary indices, “no bad habits such as smoking, drinking and eating betel nuts” gets the highest p r i o r i t y, followed by “personal morality and loyalty” and “high alertness”. The least weighted one is “the working experiences”. The findings are expecte d t o s e rve as a usefu l reference for the security industry in recruiting security guards.
Li, Kuang-Yun, i 李匡雲. "Construction of Teacher Appraisal Index for Elementary School Teachers". Thesis, 2007. http://ndltd.ncl.edu.tw/handle/44512730398367567603.
Pełny tekst źródła國立臺南大學
教育學系課程與教學碩士班
95
This study aims to establish a set of “teacher appraisal index for elementary school teachers” for the purpose of self-evaluation for elementary school teachers and for the reference of educational administration authorities for implementing teacher appraisal. To achieve the research goal as aforementioned, this study adopts literature review and Delphi Technique as the main research methods to proceed with the establishment of the index. Based on the relevant literature review and the understanding of current teacher appraisal practices in different countries, the researcher drafted a primary “teacher appraisal index for elementary school teachers”; and conducted three times of Delphi questionnaire survey on twenty-two practical experts and by using the Kolomogorov-Smirnov one sample test to proceed with the identical analysis on the experts, the researcher has finally gained consensus from the experts to establish the “teacher appraisal index for elementary school teachers”. This index consists of five appraisal dimensions, professional knowledge and ability in curriculum, professional knowledge and ability in teaching, classroom management ability, professional development and professional attitude; and thirteen appraisal index including curriculum design, curriculum evaluation, teaching design, teaching practice, learning assessment, teaching evaluation, behavior management, context management, advanced professional study, research and development, educational concept, participation in administration and meta reflection, and they are further broken down into sixty-five appraisal items. Finally, based on the research result, the researcher has proposed the teacher appraisal index for elementary school teachers and provided suggestions on the application of the teacher appraisal index for elementary school teachers and further study in this respect for the reference of follow-up researchers.
Liu, Kuan-Ting, i 劉冠廷. "Portfolio Construction with Cluster Analysis: Evidence from Index Funds". Thesis, 2019. http://ndltd.ncl.edu.tw/handle/9gakk9.
Pełny tekst źródłaYOU, SHAN-JUNG, i 游珊蓉. "The Forecast of Construction Cost Index : Path Analysis Model". Thesis, 2015. http://ndltd.ncl.edu.tw/handle/23239082925956985375.
Pełny tekst źródła中華大學
營建管理學系碩士班
103
The construction engineering price index was affected the engineering price due to the outside environment, which often resulting in cost loss. This study had collected the relevant international financial price index, 2003 to 2013, which contained a total of 20 independent variables, while construction cost indexes(CCI) are as the dependent variables. Then found out the relevancy between the individual variable and CCI through Pearson correlation First, this study aimed to identify the most influential factors from the 21 independent variables through the cluster analysis and regression analysis, then, to understand the relationships among the relevant factors via path analysis model. Finally, to establish a predictive model based on the high correlation factors, and to explore its accuracy as for the reference of construction industry. The Pearson correlation findings showed that the international crude oil, monetary aggregates M2, the RMB exchange rate and the lagging indicator have the highest relevance with CCI. The cluster analysis divided the 21 independent variables into three groups, 9 are for the first groups, 8 are for the second, 4 are for the third groups. CCI belongs to the first group. The cluster analysis, chartered by path analysis model, findings showed that rice, grain and cereals index, Taiwan futures index, prosperity meanwhile index and the value of monetary aggregates M2 have a positive relationship with CCI . However, monetary aggregates M1B, and the rising RMB exchange rate have a negative relationship with CCI . The last findings from predictive model, three clusters respectively multiple stepwise regression analysis ,the third groups, of this study showed that this model can accurately predict the CCI to 98.2% through the RMB exchange rate, export price index and US dollar exchange rate.
Wu, Yu-hsin, i 吳育欣. "Construction of Real Estate Index of Taiwan and Application". Thesis, 2008. http://ndltd.ncl.edu.tw/handle/59539737273759994774.
Pełny tekst źródła朝陽科技大學
財務金融系碩士班
96
Examining the relationship between the real estate market and trends within the stock market is that it can yield a number of insights that may facilitate investors and speculators to forecast future performance from one market to the other. Owing to the real estate market is not as liquid and may be sluggish in prices when compared to the stock market; there is no adequate proxy index to demonstrate the whole Taiwan real estate market. Though, Sin-Yi Housing Price Index and Cathay Housing Price Index have been presented in Taiwan real estate market, however, it is a pity that the Sin-Yi Housing Index is limited by the number of transaction cases, and it just contains the information about the used house. Similarly, the object of the Cathay housing index is mainly from the new-house pricing information, and different from that in the second-hand housing market significantly. In this thesis, we adopt the strong points of the existed indices by weighted average approach with public available data to construct the new index to demonstrate the whole Taiwan real estate market (mainly included the information about the new-house pricing and the second-hand housing market) and term it as Taiwan Housing Price Index (THPI). The empirical results indicate that the causality tests show a strong unidirectional relationship running from the real estate market to the stock market and future markets (i.e., to show a strong unidirectional Granger causality from THPI to Taiwan Stock Market Index (TWS), Taiwan Index Future (TX) and MSCI Taiwan Index (STW). Finally, from this empirical evidence the trading strategies are developed which offers superior performances in Taiwan index future market.
Chang, Chin Cheng, i 章錦正. "Construction of Stock Index Simulation Portfolio Using Genetic Algorithm". Thesis, 2003. http://ndltd.ncl.edu.tw/handle/52527544558928777605.
Pełny tekst źródła國立臺北大學
企業管理學系
91
Investors face systematic risks and non-systematic risks while choosing their investing objects in stock market. Index funds provide a good way for risk averters to invest their money because they will face only systematic risks because of the effect of risk-diversification. We use genetic algorithm to construct a index simulating portfolio and use correlation coefficient as the evaluation function. We find out that using correlation coefficient as the evaluation function in the evaluating process is much more effective and efficient than other studies before. And while comparing to the performance of the Taiwan-50 index, our portfolios out-performed.
Lee, Mei-Hui, i 李美慧. "Construction and Measurement for Integrated Marketing Communication Performance index". Thesis, 2002. http://ndltd.ncl.edu.tw/handle/34143462199431931491.
Pełny tekst źródła義守大學
管理科學研究所
90
This research focus on analyzing Integrated Marketing Communication (IMC) from different perspectives, and how the IMC working. We have built the most suitable measurement from an abstract concept and evaluate the pros and cons of the IMC further. After using questionnaires to analyze how the corporations practice the concepts of IMC in Taiwan, we explored the acceptance and popularities of these corporations. Finally, we built the index of IMC performance measurement. By reviewing literatures, we found out related structures of the IMC and further developed questionnaires into two steps: the first step used “Experts’ opinion survey” to interview the top twenty advertising companies in Taiwan. After interviewing with six advertising companies, we divided the IMC performance into integrated degree and marketing performance, then modified the IMC performance measurement and organized to “Stakeholder-orient”, “Bicommunication”, “Database usage”, “CEO’s support”, “Department coordination”, “Information consistency”, “Complement on marketing and communication tools ”, “Planning the process of IMC”, “The way to budget” nine structures. Thus, checking and completion the importance of the IMC structures and marketing performance were done. The second step, we sent questionnaires to the top hundred companies to measure the main factors that affect the IMC, and analyzed their IMC performance. The research results are: 1.The more integrated degree does, the higher marketing performance gets. 2.There is high relation between integrated degree and “satisfaction” of marketing performance. 3.There are high relation between “planning” of integrated degree and “satisfaction” of marketing performance, and high relation between “implementation” of integrated degree and “proceeds” of marketing performance. 4.Through measuring the implementation degree of IMC in native intestine enterprises by Fuzzy Statistics, it can sign out that the implementation degree of IMC is higher than “Most implement”。
CHEN, MING-YAO, i 陳明堯. "Managing Construction Drawing!Documents with an Automatic Index System". Thesis, 1997. http://ndltd.ncl.edu.tw/handle/87909831807467562537.
Pełny tekst źródła國立台灣工業技術學院
工程技術研究所
85
This research studies automatic index system for managing construction documents. A drawing is usually part of the contents of an output ready sheet of A drawing can be a plan, an elevation, or a section.The relationbetween a drawing labeled details could be one-to-one o one-to-many .A detailcan be referred by labels many drawings , therefore, therelation betweena group of drawings and details can one-to-one ,one-to- many , many-to-one,or as complicate as many-to-many.Drawing docum-ents used to be preparedby artificially composing a drawing labeled de-tails in the same or separatesheets of paper. Normally,the number drawing may reach hundreds or thousands,when a design project has very contents or is in a large scale. Therelationship between a drawing and related may cross many sheets.Thecross-reference of design information becomes complicate to manage.The indexedrelationship between a drawing and its details is often changed due to modification occurred to drawing location, design contents, or index numbers. only index number is usually mis-referred,but also some of requiredcorrections can easily neglected. The reference problem becomes particularly obvious when the of drawing sheets increases dramatically.The problem usedto be solved by more experienced manpower reviewing drawings to ensure accuracy.The process is inefficient.The inefficiently process normally leaves neglectedconflicts to be solved on site.Although researches have been conducted ondesign and construction index system that handles cross-relationship amongdrawing contents is very for correctly managing drawings and their relateddetails.Auto-index system establishes the inter-relationship between a rawingAnd based on defined regions . The system is made by four parts : labelingsystem , coordinate system , index-referring system , and library-retrievingsystem. 1) Drawing coordinate system:The system divides drawing sheet into numbered starting from left to right and top to bottom . Each grid can be further divided numbered alphabetically.When a drawing is made ,the coordinatesystem will designate the drawing with an index number after comparing drawnarea with superimposed grids.Since no two drawingare allowed to be overlapped,each index is identical.2) Labeling system:The system is conducted bycircling a detail's location drawing.The label , which is a vertically dividedcircle , moves coincidentally its drawing changes location. The circle- shaped label is used to store a detail's.3) Index-referring system: The system linksa circled region inside a drawing to detail's index number and location. Thesystem consists of a function that change is made : all influenced indexeswill be sorted whenever a detail is drawn drawing to its details and an indextable that contains detail index ,drawing drawing index , and referred library. The system updates index number change is made : all influenced indexeswill be sorted whenever a detail is drawn relocated . If a detail is deleted ,alm labels in different drawings will be automatically .4) Library- retrievingsystem: The system increases draft efficiency when detail are provided : details are retrieved by directly linking circled regions to database indextable . In addition to eliminating draft , copy , or paste frequency, drawingalso reduced. The auto-index system is suitable to manage large amount ofdrawing facilitate automatic referring process.
PENG, MING-CHU, i 彭明珠. "The Study on the lead-lag Relationship among Fine Wine Index,Taiwan Electronic index,and Building Material and Construction Index". Thesis, 2016. http://ndltd.ncl.edu.tw/handle/76747424488867817502.
Pełny tekst źródła大葉大學
管理學院碩士在職專班
104
In this study, the unit root and vector autoregressive model (AR model) are used as research methods to explore the lead-lag relationship among the Liv-ex 100 Fine Wine Index, Taiwan Stock Exchange Electronics Sector Index and Construction Sector Index. The study period was from January, 2009 to June, 2014, totally 66 months of data collected. The empirical results show that the return rate of Liv-ex 100 Fine Wine Index does not significantly lead those of Construction sector Index and Electronics Sector Index, but the return rates of Construction Sector Index and Electronics Sector Index significantly lead that of Liv-ex 100 Fine Wine Index by one month of positive influence. Thus, the Liv-ex 100 Fine Wine Index does not play an indicative function on Construction sector Index and Electronics Sector Index. Key Words: Liv-ex 100 Fine Wine Index, Construction Sector Index, Electronics Sector Index, VAR Model
Lee, Cho-Han, i 李卓翰. "The Research of Project Performance Index for Construction Consultance Services". Thesis, 2010. http://ndltd.ncl.edu.tw/handle/18435333473499218639.
Pełny tekst źródła臺灣大學
土木工程學研究所
98
The management of the construction project life cycle in Taiwan only focuses on the construction stage, and does not include evaluation on the contractors. PCC pointed out that some engineers are responsible for hundreds of projects at the same time, and this causes poor quality. The main goal of this study is to propose a method for the evaluation of contractors to improve the construction quality in Taiwan. The main goal of this study is to propose criteria for the evaluation on construction consultance services based on the PCC project of 《To Propose Criteria for The Evaluation and Management System on Construction Contractors Service Providers Entrusted by Entities》. My research evaluation indexes are divided into “plan and design” and “supervision” phases. I have proposed 17 evaluation indexes for “plan and design” and 13 for “supervision” according to past literatures, interviews, surveys, and suggestions of experts, According to 122 surveys, I have quantified the opinions of testers to establish an objective evaluation criteria. There are four factors in the evaluation of the “plan and design” phase: project staffing, completeness and correctness, correctness of budgeting, and degree of project acquisition. There are 14 indexes under these 4 factors. There are three factors in the evaluation of the “supervision” phase: implementing supervisor’s work, the record and notify of site condition, and to take action to maintain engineering quality. There are 12 indexes under these 3 factors. The survey results are analyzed to find diversity between the opinions of public and private sectors to find the top five important indexes. Finally we set a Usability test table with five range operational definitions, and use 16 cases study do some analysis for proving useful and correct indexes.
Tseng, Yu-Jung, i 曾宥榕. "The Construction of Environmental Design Index of the Sustainable Farm". Thesis, 2011. http://ndltd.ncl.edu.tw/handle/59189751891434305634.
Pełny tekst źródła東海大學
景觀學系
99
In recent years, extreme climate anomalies, land over-exploitation and environmental destruction lead us to a serious shortage of agricultural food and food contamination. This causes serious problems of human existence, so the International Agri-Food and Agriculture Organization(FAO)asks the world to promote sustainable agriculture to improve crop shortage, environment, agriculture and the issue of economic imbalance. In sustainable environmental design, aspect of the domestic promotion of green building is currently the most mature. But the indicator system can only consider the life and ecology-oriented. And other relevant theories and research only focused on the transformation of leisure agriculture development and management of agricultural operations, but lack of agricultural production, environmental integration and design-related study of the physical environment. For this reason, this study of the concept of sustainable development analyzes the theory and its domestic and international sustainable agriculture development indicators. And combine further integration of the domestic farming industry and experts and scholars of the proposal. And to construct a suitable environment to improve agricultural in line with production, ecology, sustainable living Sansei symbiosis of farm environmental design factors as the assessment the main purpose of this study. This study integrated the literature and field visits to organic farms related to domestic success stories. Take Delphi two surveys of experts, the analysis sorted out the farm environment, sustainable design specifications. To conclude, the integration of the questionnaire by experts of the six environmental indicators, eco-oriented - "carbon reduction" and "environment;" living for - "landscape space" and "health and comfort; " production-oriented - the" natural resources " and "economic value", are in compliance with both indicators of sustainable farm Sansei. Finally the integration expertise, academic and practical operation selected through the analysis of 49 environmental factors, as Taiwan's future planning basis for sustainable farm design specifications. The results showed that: 1.The buffer space is usually reserved for man-made green corridor or to the formation of secondary forest. 2.The more diversity of landscape elements, the more changes in their environment. The better eco system are alike, the more biological diversity. 3.Regardless of whether the farm is new, its relationship with the surrounding neighborhood to the farm will be due to ecological protection, isolation sources of pollution, and other factors have a natural green belt. 4.Streams and irrigation and drainage system is an important biological corridor is definitely connected with the surrounding environment, must be put to good use and protection. 5.Showing the farm area is larger, the more operators of the concept of ecological conservation, the environment and development facilities on a more complete consideration, and to retain a larger habitat. 6.Farm ecosystem will take about 5 years later by the environment will be self-balanced.
Chen, Hui-Ju, i 陳慧如. "The Construction of a Responsiveness Index for the Local Government". Thesis, 2011. http://ndltd.ncl.edu.tw/handle/50051911500920943835.
Pełny tekst źródła國立臺灣大學
政治學研究所
99
Government Responsiveness is one of the most important spirits of the New Public Governance Theory nowadays. A democratic government has to clearly know what the public needs and properly make corresponding solutions to respond to public expectations on the policy making and decision stage. The government responsiveness refers to how far government policies satisfy public demands. This study has conducted a thorough literature review in public administration theory and developed an index system with three key dimensions to evaluate the government responsiveness according to theories of policy process. The three key dimensions are: Policy Responsiveness, Organizational Implementation Responsiveness, and Service Responsiveness. There are two sub-dimensions in Police Responsiveness – Participation System and Budget. Organizational Implementation Responsiveness contains Organizational Qualities, Resources Supply, and Public-Private Partnership. The Service Responsiveness includes Service Performance and Civil Feedback. The government responsiveness index was developed based on the outcomes of focus group and applied to police policy and senior citizens policies implemented by 23 local governments in Taiwan. The weights of key and sub-dimensions were generated via Analysis Network Process (ANP). This study concludes that the government responsiveness index system has the capability of being applied to other general and specific public policies as well. Besides, it especially focuses on the value of democratic participation, which differs from general performance measurements or satisfaction surveys conducted in the past. Overall, according to the capability of this government responsiveness index, this study expects that it does realize the unique spirit of responsiveness in the New Public Governance Theory.
HSU, CHING CHIEN, i 許經仟. "THE CONSTRUCTION AND PERFORMANCE MEASUREMENT OF TAIWAN STOCK INDEX FUND". Thesis, 1995. http://ndltd.ncl.edu.tw/handle/85736618139103817919.
Pełny tekst źródłaLiu, Yi-Chi, i 劉奕岐. "The Study of Managing Environment Misery Index for Construction Industry". Thesis, 2010. http://ndltd.ncl.edu.tw/handle/62bj6u.
Pełny tekst źródła國立臺北科技大學
土木與防災研究所
98
Construction industry managed misery index is the most important topic in construction Industry today. There are many scles to measure the degree of misery index. But no one had used for construction Industry . To resolve this issues, the study uses item analysis and factor analysis to reconstruct a new construction industry managed misery index scale with 3 subscales and 20 items. The questionnaires issued 200 and received 121 copies. There are 111 effective and 10 ineffective copies. Finally the study uses item analysis to confirm the new scale.The findings indicate that the 3 subscales and 20 items Construction industry managed misery index scale is a reasonable and an accurate measurement model. The scale includes “Industry Policies”, “management system” and “Business Environment” .The study wishes that the reconstruction of Construction industry managed misery index Scale can be a useful tool in Taiwan.
Ran, Mao-Chien, i 冉懋謙. "Research on the Construction of Leisure Scuba Diving Risk Index". Thesis, 2018. http://ndltd.ncl.edu.tw/handle/p96mpa.
Pełny tekst źródła樹德科技大學
經營管理研究所
106
In recent years, the population of leisure diving activities in Taiwan has increased day by day, which has also promoted the promotion of recreational scuba diving activities in Taiwan. It is important to reduce the risk of participating in diving activities. In order to establish the risk indicators for recreational scuba diving, this study explores the risks involved in recreational scuba diving to establish risk indicators for recreational scuba diving, and provides opinions and specific suggestions for the research results. Each scuba diver is used as a reference. This study used the Analytic Hierarchy Process (AHP) as a research tool and analyzed it using a hierarchical analysis method. The study compiled six indicators, namely: marine environment, weather and climate, general divers, professional divers, self-health status, and equipment. To establish the risk index of recreational scuba diving, the results of this study show that self-health assessment is the most important risk of leisure diving, showing that leisure diving is the most effective risk reduction factor for self-health, and then by professionals. Help to be more secure. The results of the study can provide a reference for subsequent research.
Chen, Lung-Jung, i 陳隆榮. "Construction of Evaluation Index for the Personal Mobile Learning System". Thesis, 2013. http://ndltd.ncl.edu.tw/handle/15386420446291783708.
Pełny tekst źródła國立屏東科技大學
技職教育研究所
101
With the progress of learning resources is also changing, not only is the use of traditional textbooks, teachers' guide, further computer-assisted instruction (CAI) and other learning resources. The literature study found that high-quality education system is nothing less than understanding involves teachers, students interact with the system itself, the three relationships. Multidimensional hierarchy involving students, teachers and the system of the three naturally differ. This study intends to personalized learning system designed for educators, learners and the system itself is constructed evaluation indicators, thus making prior to the study to collect relevant theory and literature, in order to further generalize and research. Purpose of the study is the use of Delphi technique survey to identify student learning and teacher satisfaction with the difference between the expectations of the design. Multi-angle view from teachers, students and learning system itself should be considerations to improve personalized learning system global quality, sub-project are as follows: First, the construction and analysis of teaching-oriented personal learning system evaluation indicators. Second, the construction and analysis of learning-oriented personal learning system evaluation indicators. Third, the construction and analysis of design-oriented personal learning system evaluation indicators.
Ou, Yu-Ting, i 歐鈺婷. "Study on the Index Construction of Bride Secretary’s Professional Competency". Thesis, 2015. http://ndltd.ncl.edu.tw/handle/24972898474597980747.
Pełny tekst źródła經國管理暨健康學院
健康產業管理研究所
103
This study aims at constructing the index of bride secretary’s professional competency, through relevant literature discussions, analyzing the connotation of bride secretary’s professional competency by the professional competency model. The research methods include Delphi Technique and Analytic Hierarchy Process (AHP). 15 specialists and scholars who are familiar with the professional field of bride secretary and working as bride secretary practically are invited to be the research object. After two times of amendments by Delphi Technique experts, the special professional competency index has been formed; at last, do questionnaire investigation by AHP to analyze the weighted performance of the professional competency index of bride secretary’s dimensions. The conclusions of this study are as follows: 1. The index construction of bride secretary’s professional competency includes 1 key purpose, 3 main functions, 8 sub-functions and 24 functional units; 2. Among the 3 sub-functions of possessing professional knowledge and quality of style design, “knowing well about the relevant knowledge of style design” has the highest weight; 3. Among the 3 functional units of knowing well about the relevant knowledge of style design, “possessing the techniques and application of integral matching” has the highest weight; 4. Among the 3 functional units of cultivating ability of appreciating popular aesthetics, “possessing the ability of design creation” has the highest weight; 5. Among the 3 functional units of possessing marketing strategy and application knowledge, “possessing team-working ability” has the highest weight; 6. Among the 3 sub-functions of providing professional skilled service in the day of wedding, “knowing well about the practical skills of wedding style” has the highest weight; 7. Among the 3 functional units of knowing well about the practical skills of wedding style, “possessing application ability of integral style design” has the highest weight; 8. Among the 3 functional units of knowing well about relevant services of wedding, “knowing customers demand and service arrangement” has the highest weight; 9. Among the 3 sub-functions of developing professional spirit and attitude to improve service quality, “possessing work ethic and moral ideas” has the highest weight; 10. Among the 3 functional units of pursuing the self-profession development, “possessing the spirit of actively participating in study” has the highest weight; 11. Among the 3 functional units of providing consultation and solving problem ability, “possessing work adaptability” and “possessing the spirit of caring customers actively” have the highest weight; 12. Among the 3 functional units of possessing work ethic and moral ideas, “keeping the appointment with customers” has the highest weight; 13. Among the main functions, “developing professional spirit and attitude to improve service quality” has the highest index weight; 14. Among the sub-functions, “possessing application ability of integral style design” has the highest index weight. In the end, according to the research conclusions, the study comes up with relevant suggestions to provide reference of the course development and textbook compilation for skill education or vocational training institutions.
Chu, Chih-Kai, i 朱志凱. "Construction of Bayesian Risk Factors Assessment Index on Information Security". Thesis, 2009. http://ndltd.ncl.edu.tw/handle/11482209712029493111.
Pełny tekst źródła元智大學
資訊管理學系
97
The goal of this research lies in application of construction of Bayesian Risk Factors Assessment Index on Information Security. Here, to integrate the viewpoints of the peaceful experts and the subjects that enterprises mainly pay attention to, and find out the key indicator that enterprises wish to promote their trouble-free service, then assist to help evaluate the security risk appraisal to enable the enterprises deeply realize the safe condition about their information, and complete themselves the information safe related decision-making. Adopt the expert interview and Delphi Method to divide the information security risk factors into 5 broad headings and 29 risk indicators. Based on Bayesian Theory, construct the appraisal targets and the patterns, and calculate the scores of the information security. There are first five important key indicators appeared, the higher level manager support and coordinate, the impediment and the detection between worm virus and the small dish program''s attack, the known hacker''s attack technique to carry on the protective measure, the information security equipment (information security software) to meet the demand, and fulfill the well-control management of the system using right and the gold key-password. Finally, the relevant analysis has confirmed validity of this appraisal pattern.