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Fuhr, Norbert et al (Hrsg /Eds ). "Initiative for the Evaluation of XML Retrieval (INEX) : INEX 2003 Workshop Proceedings, Dagstuhl, Germany, December 15-17, 2003". Gerhard-Mercator-Universitaet Duisburg, 2004. http://www.ub.uni-duisburg.de/ETD-db/theses/available/duett-07012004-093151/.
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Müllerová, Michaela. "Analýza marketingových aktivit neziskové organizace INEX-SDA". Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-261754.
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The aim of this thesis is to analyze marketing activities of nonprofit organization INEX-SDA and make recommendations relating to the marketing mix which would increase awareness of this foundation and also increase voluntary help from the public. The thesis is divided into two parts. First part deals with theoretical definition of marketing and its specifics related to the nonprofit sector. The theoretical part is followed by a practical part in which organization INEX-SDA and the individual elements of the marketing mix are specified. In this part there was also done marketing research. With the analysis of marketing activities information is obtained which together with the theoretical knowledge leads to recommendations relating to the marketing activities of this non-profit organization. The thesis ends with an overall summary.
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Zusková, Michaela. "Analysis of the marketing activities of the INEX-SDA non-profit organization". Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-264055.
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Non-profit organizations are an integral part of the Czech economy and important partner for the government. In today's economic environment, NGOs face increasing competition not only from other similar institutions, but also from for-profit oriented companies. They are, therefore, forced to adopt entrepreneurial marketing techniques in order to succeed in the market. The aim of this Master Thesis is to analyze the non-governmental, non-profit organization INEX-SDA including its marketing strategies, to interpret the results based on marketing theory and to suggest possible improvements that could lead to better public awareness of the chosen organization.
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Ferreira, Roberto Tatiwa. "Forecasting quarterly brazilian GDP growth rate with linear and non linear diffusion inex models". reponame:Repositório Institucional da UFC, 2005. http://www.repositorio.ufc.br/handle/riufc/659.
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FERREIRA, Roberto Tatiwa. Forecasting quarterly brazilian GDP growth rate with linear and nonlinear diffusion index models. Tese (Doutorado). Universidade Federal do Ceará, Programa de Pós Graduação em Economia, CAEN, Fortaleza, 2005.Submitted by Mônica Correia Aquino (monicacorreiaaquino@gmail.com) on 2011-08-12T20:16:58Z No. of bitstreams: 1 Tese_de_Roberto_Tatiwa_Ferreira_seguro_2011[1].pdf: 608496 bytes, checksum: b91e1027e0c3b1ca6eb0f0ad3ec02e3f (MD5)
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The present study uses linear and non-linear diffusion index models to produce one-step-ahead forecast of quarterly Brazilian GDP growth rate. Diffusion index models are like dynamic factors models. These factors are latent variables that represent a common property from the explanatory variables, then allowing a considerably reduction of its number in econometric models elaborated to attend the main objective of this work. The non-linear diffusion index models used in this thesis are not only parsimonious ones, but also they try to capture economic cycles using for this goal a Threshold diffusion index model and a Markov-Switching diffusion index model. The former is used, besides for forecasting purpose, also to test if there is a non-linear pattern in the quarterly Brazilian GDP growth rate.
Esta Tese estuda modelos lineares e não lineares de índices de difusão para prever, em um período à frente, a taxa de crescimento trimestral do PIB brasileiro. Os modelos de índice de difusão assemelham-se aos modelos de fatores dinâmicos. Estes fatores são variáveis não observáveis e representam uma característica em comum às variáveis explicativas, permitindo a redução significativa do número dessas no modelo econométrico proposto para atender o objetivo principal deste trabalho. Além de parcimoniosos, os modelos utilizados nesta Tese se propõem a capitar as fases de recessão e expansão econômica, através de modelos não lineares do tipo Threshold Effect e Markov-Switching, servindo o primeiro destes dois para testar a hipótese de que existe não linearidades na variável sob estudo.
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Beck, William Earl. "Maya Eclipses: Modern Data, the Triple Tritos and The Double Tzolkin". Master's thesis, University of Central Florida, 2007. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/3407.
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The Eclipse Table, on pages 51-58, of the Dresden Codex has long fascinated Maya scholars. Researchers use the mean-value method of 173.3 days to determine nodal passage that is the place where eclipses can occur. These studies rely on Oppolzer's Eclipse Canon and Schram's Moon Phase Tables to verify eclipse occurrences. The newer canons of Jean Meeus and Bao-Lin Liu use decimal accuracy. What would be the effect of modern astronomical data on the previous studies and the Maya Eclipse Table? The study utilizes a general view of eclipses that includes eclipses not visible to the Maya. Lunar eclipses are also included. This inquiry differs from previous studies by calculating the Maya dates of eclipses instead of nodal passage. The eclipse dates are analyzed using the three eclipse seasons, of the 520 days, which is the Double Tzolkin or twice the Sacred Calendar of the Maya. A simulation of the Eclipse Table, using the 59-day calendar, is created to test modern data against the Dresden Table. The length of the Table is the Triple Tritos of 405 lunations. The use of the Tritos instead of the Saros suggests the Table is independent of Western Astronomy. Advanced Astronomy is not needed to produce this Table; a list of eclipses could produce this table. The result of this inquiry will be to create a facsimile of the Eclipse Table, which can be compared to the Eclipse Table to test the structure, function and purpose of the Table.M.A.
Department of Liberal and Interdisciplinary Studies
Graduate Studies;
Liberal Studies MA
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Ali, Miran. "Changing a user’s search experience byincorporating preferences of metadata". Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-154608.
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Implicit feedback is usually data that comes from users’ clicks, search queries and text highlights. It exists in abun- dance, but it is riddled with much noise and requires advanced algorithms to properly make good use of it. Several findings suggest that factors such as click-through data and reading time could be used to create user behaviour models in order to predict the users’ information need. This Master’s thesis aims to use click-through data and search queries together with heuristics to create a model that prioritises metadata-fields of the documents in order to predict the information need of a user. Simply put, implicit feedback will be used to improve the precision of a search engine. The Master’s thesis was carried out at Findwise AB - a search engine consultancy firm. Documents from the benchmark dataset INEX were indexed into a search engine. Two different heuristics were proposed that increment the priority of different metadata-fields based on the users’ search queries and clicks. It was assumed that the heuristics would be able to change the listing order of the search results. Evaluations were carried out for the two heuristics and the unmodified search engine was used as the baseline for the experiment. The evaluations were based on simulating a user that searches queries and clicks on documents. The queries and documents, with manually tagged relevance, used in the evaluation came from a data set given by INEX. It was expected that listing order would change in a way that was favourable for the user; the top-ranking results would be documents that truly were in the interest of the user. The evaluations revealed that the behaviour of the heuristics and the baseline have erratic behaviours and metrics never converged to any specific mean-relevance. A statistical test revealed that there is no difference in accuracy between the heuristics and the baseline. These results mean that the proposed heuristics do not improve the precision of the search engine and several factors, such as the indexing of too redundant metadata, could have been responsible for this outcome.Implicit feedback är oftast data som kommer från användarnas klick, sökfrågor och textmarkeringar. Denna data finns i överflöd, men har för mycket brus och kräver avancerade algoritmer för att man ska kunna dra nytta av den. Flera rön föreslår att faktorer som klickdata och läsningstid kan användas för att skapa beteendemodeller för att förutse användarens informationsbehov. Detta examensarbete ämnar att använda klickdata och sökfrågor tillsammans med heuristiker för att skapa en modell som prioriterar metadata-fält i dokument så att användarens informationsbehov kan förutses. Alltså ska implicit feedback användas för att förbättra en sökmotors precision. Examensarbetet utfördes hos Findwise AB - en konsultfirma som specialiserar sig på söklösningar. Dokument från utvärderingsdatamängden INEX indexerades i en sökmotor. Två olika heuristiker skapades för att ändra prioriteten av metadata-fälten utifrån användarnas sök- och klickdata. Det antogs att heuristikerna skulle kunna förändra ordningen av sökresultaten. Evalueringar utfördes för båda heuristiker och den omodifierade sökmotorn användes som måttstock för experimentet. Evalueringarna gick ut på att simulera en användare som söker på frågor och klickar på dokument. Dessa frågor och dokument, med manuellt taggad relevansdata, kom från en datamängd som tillhandahölls av INEX. Evalueringarna visade att beteendet av heuristikerna och måttstocket är slumpmässiga och oberäkneliga. Ingen av heuristikerna konvergerar mot någon specifik medelrelevans. Ett statistiskt test visar att det inte är någon signifikant skillnad på uppmätt träffsäkerhet mellan heuristikerna och måttstocket. Dessa resultat innebär att heuristikerna inte förbättrar sökmotorns precision. Detta utfall kan bero på flera faktorer som t.ex. indexering av överflödig meta-data.
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Pehcevski, Jovan, i jovanp@cs rmit edu au. "Evaluation of Effective XML Information Retrieval". RMIT University. Computer Science and Information Technology, 2007. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20080104.142709.
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XML is being adopted as a common storage format in scientific data repositories, digital libraries, and on the World Wide Web. Accordingly, there is a need for content-oriented XML retrieval systems that can efficiently and effectively store, search and retrieve information from XML document collections. Unlike traditional information retrieval systems where whole documents are usually indexed and retrieved as information units, XML retrieval systems typically index and retrieve document components of varying granularity. To evaluate the effectiveness of such systems, test collections where relevance assessments are provided according to an XML-specific definition of relevance are necessary. Such test collections have been built during four rounds of the INitiative for the Evaluation of XML Retrieval (INEX). There are many different approaches to XML retrieval; most approaches either extend full-text information retrieval systems to handle XML retrieval, or use database technologies that incorporate existing XML standards to handle both XML presentation and retrieval. We present a hybrid approach to XML retrieval that combines text information retrieval features with XML-specific features found in a native XML database. Results from our experiments on the INEX 2003 and 2004 test collections demonstrate the usefulness of applying our hybrid approach to different XML retrieval tasks. A realistic definition of relevance is necessary for meaningful comparison of alternative XML retrieval approaches. The three relevance definitions used by INEX since 2002 comprise two relevance dimensions, each based on topical relevance. We perform an extensive analysis of the two INEX 2004 and 2005 relevance definitions, and show that assessors and users find them difficult to understand. We propose a new definition of relevance for XML retrieval, and demonstrate that a relevance scale based on this definition is useful for XML retrieval experiments. Finding the appropriate approach to evaluate XML retrieval effectiveness is the subject of ongoing debate within the XML information retrieval research community. We present an overview of the evaluation methodologies implemented in the current INEX metrics, which reveals that the metrics follow different assumptions and measure different XML retrieval behaviours. We propose a new evaluation metric for XML retrieval and conduct an extensive analysis of the retrieval performance of simulated runs to show what is measured. We compare the evaluation behaviour obtained with the new metric to the behaviours obtained with two of the official INEX 2005 metrics, and demonstrate that the new metric can be used to reliably evaluate XML retrieval effectiveness. To analyse the effectiveness of XML retrieval in different application scenarios, we use evaluation measures in our new metric to investigate the behaviour of XML retrieval approaches under the following two scenarios: the ad-hoc retrieval scenario, exploring the activities carried out as part of the INEX 2005 Ad-hoc track; and the multimedia retrieval scenario, exploring the activities carried out as part of the INEX 2005 Multimedia track. For both application scenarios we show that, although different values for retrieval parameters are needed to achieve the optimal performance, the desired textual or multimedia information can be effectively located using a combination of XML retrieval approaches.
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Kaeck, Andreas. "equity index and index derivative dynamics". Thesis, University of Reading, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529994.
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Elkatawneh, Hassan Hmoud. "Grievance Group Index, State Legitimacy Index, External Intervention Index, and Global Terrorism". ScholarWorks, 2019. https://scholarworks.waldenu.edu/dissertations/7288.
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The purpose of this quantitative cross-sectional study was to obtain a more accurate diagnosis of the factors that incite terrorism through examining the extent to which independent variables (the Group Grievance Index (GGI), the Legitimate State Index (LSI), and the External Intervention Index (EII)) can predict the dependent variable (the level of global terrorism (GTI)) for the period between 2006-2017. The study included data from the 162 member states of the United Nations, covering 99.7% of the world's population. Game theory and the political process theory provided the theoretical frameworks for the study. Multinomial logistic regression analysis was used to assess the effect of the interaction on the relation between GGI, SLI, EII, and GTI. The results of the study showed that the relationship between the level of terrorism and the independent variables varies according to the level of terrorism. Interaction between GGI, SLI, and EII was negatively associated with GTI in countries with low GTI risk with an adjusted odds ratio 0.99, but in the countries with a medium and high level of GTI, the relationship was positive, and the adjusted odds ratio was respectively 1.01 and 1.02. The findings benefit international and national security decision-makers by identifying the nature of the relationship between terrorism and the factors affecting it. As well, the importance of considering the interaction between variables that affect terrorism. The results of the study may serve to bring social change within government cultures in the third world when dealing with minorities and grievance groups. Furthermore, it may motivate third world nations to achieve legitimate representation within all social strata and push the international community to reduce interference in the affairs of other sovereign nations.
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Kutty, Sangeetha. "Enriching XML documents clustering by using concise structure and content". Thesis, Queensland University of Technology, 2011. https://eprints.qut.edu.au/48326/1/Sangeetha_Kutty_Thesis.pdf.
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With the growing number of XML documents on theWeb it becomes essential to effectively organise these XML documents in order to retrieve useful information from them. A possible solution is to apply clustering on the XML documents to discover knowledge that promotes effective data management, information retrieval and query processing. However, many issues arise in discovering knowledge from these types of semi-structured documents due to their heterogeneity and structural irregularity. Most of the existing research on clustering techniques focuses only on one feature of the XML documents, this being either their structure or their content due to scalability and complexity problems. The knowledge gained in the form of clusters based on the structure or the content is not suitable for reallife datasets. It therefore becomes essential to include both the structure and content of XML documents in order to improve the accuracy and meaning of the clustering solution. However, the inclusion of both these kinds of information in the clustering process results in a huge overhead for the underlying clustering algorithm because of the high dimensionality of the data. The overall objective of this thesis is to address these issues by: (1) proposing methods to utilise frequent pattern mining techniques to reduce the dimension; (2) developing models to effectively combine the structure and content of XML documents; and (3) utilising the proposed models in clustering. This research first determines the structural similarity in the form of frequent subtrees and then uses these frequent subtrees to represent the constrained content of the XML documents in order to determine the content similarity. A clustering framework with two types of models, implicit and explicit, is developed. The implicit model uses a Vector Space Model (VSM) to combine the structure and the content information. The explicit model uses a higher order model, namely a 3- order Tensor Space Model (TSM), to explicitly combine the structure and the content information. This thesis also proposes a novel incremental technique to decompose largesized tensor models to utilise the decomposed solution for clustering the XML documents. The proposed framework and its components were extensively evaluated on several real-life datasets exhibiting extreme characteristics to understand the usefulness of the proposed framework in real-life situations. Additionally, this research evaluates the outcome of the clustering process on the collection selection problem in the information retrieval on the Wikipedia dataset. The experimental results demonstrate that the proposed frequent pattern mining and clustering methods outperform the related state-of-the-art approaches. In particular, the proposed framework of utilising frequent structures for constraining the content shows an improvement in accuracy over content-only and structure-only clustering results. The scalability evaluation experiments conducted on large scaled datasets clearly show the strengths of the proposed methods over state-of-the-art methods. In particular, this thesis work contributes to effectively combining the structure and the content of XML documents for clustering, in order to improve the accuracy of the clustering solution. In addition, it also contributes by addressing the research gaps in frequent pattern mining to generate efficient and concise frequent subtrees with various node relationships that could be used in clustering.
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Zghidi, Samia. "Index participation units and the performance of index futures markets and index options markets". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape16/PQDD_0006/MQ40206.pdf.
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Walljaeger, Christoffer, i Susanna Uhrdin. "Index viktat efter omsättning : Presterar ett index viktat efter omsättning bättre än ett index viktat efter börsvärde?" Thesis, Stockholm University, School of Business, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6116.
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Om den effektiva marknadshypotesen inte gäller skulle varje aktie handlas över eller under aktiens verkliga värde. Om så är fallet skulle alla index som är viktade efter börsvärde automatiskt överexponeras när en aktie handlas över dess verkliga värde och underexponera när en aktie handlas under dess verkliga värde. Det här betyder att kapitalviktade index är fundamentalt och strukturellt bristfälliga och kommer kontinuerligt övervikta alla aktier som handlas över verkligt värde och undervikta all aktier som handlas under verkligt värde. Efter att läst Robert Arnotts forskningsartikel ”Redefining Indexation” väcktes intresset av att utföra studien på den svenska aktiemarknaden. Vi ville undersöka om artikelns huvudhypotes stämde även i Sverige, om annan viktning av index presterar bättre än den allmänt rådande kapitalviktningen. Vi valde att vikta indexet efter omsättning istället för börsvärde. Vårt index viktat efter omsättning lyckades dock inte prestera bättre mellan åren 1994-2004 jämför med vårt kapitalviktade index. Slutsatsen är att om man endast omviktar kapitalviktade index efter alternativa nyckeltal så presterar inte indexet bättre än det kapitalviktade indexet (S&P500 eller OMX100). För att uppnå de resultat som framkom i den amerikanska studien var vi även tvungna att lägga vikt på urvalet och göra urval efter de nyckeltal som vi skulle vikta efter. Vi skulle vara tvungna att skapa helt nya index där urvalet av aktier gjordes efter att vi rankat börsens alla företag efter vårt valda nyckeltal.
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Makarechi, Shariar. "Automation Performance Index". Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/14063.
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Automation is intended to improve overall building performance. Building Automation Systems (BAS) are attractive and popular due to their promise of increased operational effectiveness. BAS can be optimized and a well-designed and well-implemented BAS is expected to increase a buildings overall appeal and value as a result of improvement to its performance. In order to improve the level of automation in buildings, a measurement tool in the form of a performance index is needed. The goal of this research is to quantify a buildings level of automation-performance. The specific objective is to develop an Automation Performance Index (API) model for evaluating the extent of a buildings automation-performance. A methodology is outlined with ten tasks to accomplish the goals of this research and a criterion for each task is described.
An extensive literature research and expert survey are performed to identify the key parameters that influence the performance of BAS. Seminars related to the building automation and commissioning fields were also attended to obtain the views of practitioners, manufacturers experts, as well as scholars in the field of building automation and performance commissioning. A Delphi method of research approach is conducted through a series of interviews and surveys of industry and academia experts. The feedback from experts and the research from literature, industry and academic resources are combined, classified and categorized for identification of significant parameters around which Automation Performance Index (API) model can be defined.
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Karevoll, Njål. "Managing Index Repartitioning". Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for datateknikk og informasjonsvitenskap, 2011. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-13491.
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Careful architectural decisions are required in order to create a highly available and scalable search system. This requires an in-depth analysis and understanding of the architecture and context of each deployment. Different requirements placed upon the system by different deployments mean different solutions provide the best case by case result, thus benchmarks provide an invaluable source of information.This thesis provides an overview of common components and important aspects of a distributed search system. It then gives an overview of different partitioning techniques before going into the details of repartitioning and rebalancing in a document-partitioned full-text search system.A processing framework that draws inspiration from flow-based programming literature is introduced, which is shown a valuable tool in creating custom tailored search solutions. The implementation is used to benchmark different repartitioning and rebalancing strategies.In conclusion, the techniques mentioned in the thesis show great promise in creating custom, maintainable and flexible partitions. The processing framework enables each specific deployment to easily compare different partitioning schemes and associated manageability and maintenance costs to determine the best fit for any given situation.
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Ryding, Michael Philip. "The collaborative index". Thesis, Brunel University, 2006. http://bura.brunel.ac.uk/handle/2438/5481.
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Information-seekers use a variety of information stores including electronic systems and the physical world experience of their community. Within electronic systems, information-seekers often report feelings of being lost and suffering from information overload. However, in the physical world they tend not to report the same negative feelings. This work draws on existing research including Collaborative Filtering, Recommender Systems and Social Navigation and reports on a new observational study of information-seeking behaviours. From the combined findings of the research and the observational study, a set of design considerations for the creation of a new electronic interface is proposed. Two new interfaces, the second built from the recommendations of the first, and a supporting methodology are created using the proposed design considerations. The second interface, the Collaborative Index, is shown to allow physical world behaviours to be used in the electronic world and it is argued that this has resulted in an alternative and preferred access route to information. This preferred route is a product of information-seekers' interactions 'within the machine' and maintains the integrity of the source information and navigational structures. The methodology used to support the Collaborative Index provides information managers with an understanding of the information-seekers' needs and an insight into their behaviours. It is argued that the combination of the Collaborative Index and its supporting methodology has provided the capability for information-seekers and information managers to 'enter into the machine', producing benefits for both groups.
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Center, for Spiritan Studies Duquesne University. "Spiritan Horizons Index". Center for Spiritan Studies, Duquesne University, 2013. http://digital.library.duq.edu/u?/sphorizons,1627.
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Noonan, Patrick J., Todd A. Newton, Gregory C. Willden, Thomas B. Grace i William A. Malatesta. "iNET System Manager". International Foundation for Telemetering, 2014. http://hdl.handle.net/10150/578369.
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ITC/USA 2014 Conference Proceedings / The Fiftieth Annual International Telemetering Conference and Technical Exhibition / October 20-23, 2014 / Town and Country Resort & Convention Center, San Diego, CANetwork-based telemetry systems have unprecedented amounts of flexibility due to the ability to monitor, control, configure, coordinate, and visualize the operations of the flight test system. As a result of this flexibility, multiple tests can be conducted in a single flight; all it takes is reconfiguration of portions of the system. However, management of such a dynamic system is a complex task. As such, the integrated Network Enhanced Telemetry (iNET) Program is currently developing a System Manager application to provide a model for coordinated management of networked telemetry. The System Manager provides a user application for monitoring, controlling, configuring, coordinating, and visualizing the operations of the Telemetry Network System (TmNS) network. This paper describes the key requirements, capabilities, and development approach of the System Manager.
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Zheng, L. "Lossy index compression". Thesis, University College London (University of London), 2011. http://discovery.ucl.ac.uk/1302556/.
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This thesis primarily investigates lossy compression of an inverted index. Two approaches of lossy compression are studied in detail, i.e. (i) term frequency quantization, and (ii) document pruning. In addition, a technique for document pruning, i.e. the entropy-based method, is applied to re-rank retrieved documents as query-independent knowledge. Based on the quantization theory, we examine how the number of quantization levels for coding the term frequencies affects retrieval performance. Three methods are then proposed for the purpose of reducing the quantization distortion, including (i) a non-uniform quantizer; (ii) an iterative technique; and (iii) term-specific quantizers. Experiments based on standard TREC test sets demonstrate that nearly no degradation of retrieval performance can be achieved by allocating only 2 or 3 bits for the quantized term frequency values. This is comparable to lossless coding techniques such as unary, γ and δ-codes. Furthermore, if lossless coding is applied to the quantized term frequency values, then around 26% (or 12%) savings can be achieved over lossless coding alone, with less than 2.5% (or no measurable) degradation in retrieval performance. Prior work on index pruning considered posting pruning and term pruning. In this thesis, an alternative pruning approach, i.e. document pruning, is investigated, in which unimportant documents are removed from the document collection. Four algorithms for scoring document importance are described, two of which are dependent on the score function of the retrieval system, while the other two are independent of the retrieval system. Experimental results suggest that document pruning is comparable to existing pruning approaches, such as posting pruning. Note that document pruning affects the global statistics of the indexed collection. We therefore examine whether retrieval performance is superior based on statistics derived from the full or the pruned collection. Our results indicate that keeping statistics derived from the full collection performs slightly better. Document pruning scores documents and then discards those that fall outside a threshold. An alternative is to re-rank documents based on these scores. The entropy-based score, which is independent of the retrieval system, provides a query-independent knowledge of document specificity, analogous to PageRank. We investigate the utility of document specificity in the context of Intranet search, where hypertext information is sparse or absent. Our results are comparable to the previous algorithm that induced a graph link structure based on the measure of similarity between documents. However, a further analysis indicates that our method is superior on computational complexity.
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Araujo, Maria S., Ray D. Seegmiller, Patrick J. Noonan, Todd A. Newton, Chris S. Samiadji-Benthin, Myron L. Moodie, Thomas B. Grace i William A. Malatesta. "iNET Interoperability Tools". International Foundation for Telemetering, 2011. http://hdl.handle.net/10150/595620.
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ITC/USA 2011 Conference Proceedings / The Forty-Seventh Annual International Telemetering Conference and Technical Exhibition / October 24-27, 2011 / Bally's Las Vegas, Las Vegas, NevadaThe integrated Network Enhanced Telemetry (iNET) program has developed standards for network-based telemetry systems, which implementers and range users of Telemetry Network System (TmNS) equipment can use to promote interoperability between components. While standards promote interoperability, only implementation of the standards can ensure it. This paper discusses the tools that are being developed by the iNET program which implement the technologies and protocols specified in the iNET standards in order to ensure interoperability between TmNS components and provide a general framework for device development. Capabilities provided by the tools include system management, TmNS message processing, metadata processing, and time synchronization.
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Jacquelin, Michel. "Thesaurus index photographicus". Paris 1, 1990. http://www.theses.fr/1990PA010509.
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Le thesaurus articule son propos a travers un corpus d'images et un index de mots entrees, tous deux ranges par ordre alphabetique. Le raisonnement se construit dans le parcours de renvois a travers les textes et les photographies regroupes en constellations de notions (le photographe et la photographie, la photographie et l'ecriture, la photographie et l'usage social, la photographie et les usages artistiques, la photographie et l'histoire, la photographie et les sciences). Cette "encyclopedie macroscopique" de la photographie s'est constituee a partir du postulat suivant: l'usage de la photographie artistique doit se fonder sur les usages sociaux pour pouvoir affirmer sa specificite dans le champ des arts plastiques. L'usage artistique de la photographie developpe alors un certain nombre d'espaces de fictions ou d'images de l'art contemporain et de la societe. Notre propos n'est pas de parler "sur" ou "sous" la photographie. Nous ne sommes ni critique ni exegete. Notre sujet (la photographie) est la matiere meme de notre oeuvre, de nos photographies. Notre thesaurus est un espace, un ciel. Le lecteur est invite a y voyager. Voyager sous-entend un rapport dialectique entre distance et experience: c'est ce qui caracterise le mode de reception (voulu) de notre travailThe thesaurous articulates around a corpus of images and an index of entry words, both arranged in alphabetical order. Reasoning builds up through a series of cross-references from the texts to the photographs which are grouped in clusters of notions (the photographer and photography, photography and writing, photography and its social uses, photography andits artistic uses, photography and history, photography and science). This "macroscopic encyclopedia" of photography has been born from the following postulate: the artistic use of photography must rely on social uses in order to claim specificity in the field of plastic arts. The artistic uses of photography then develops a number of fictional areas or of images of contemporary art and society. Our purpose is not to talk "about" or "beneath" photography. We are no critic or no exegete. Our subject (photography) is the very matter of our "works", of our photographs. Our thesaurous is an area, a skyline. The reader is invited to travel around it. Travelling supposes a dialectic relationship between distance and experience, which is what characterizes the mode of deliberate reception of our work
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Baker, Jacob Edward. "Index to Boundaries". Kent State University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=kent1587578756695936.
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Toljan, Irena. "Urban Space Index". Thesis, KTH, Urbana och regionala studier, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-256001.
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Architects and urban designers have a unique background to deal with the experiential qualities of cities. Quality of urban spaces is an essential aspect of livability (Southworth, 2003). The quality of urban spaces is important, specifically the interaction between buildings and the street, and it has been explored by Jane Jacobs, Jan Gehl and many more. BIM and CIM is new technology to analyze and design buildings and cities. With fast technology development, there are many options today on how to deal with the experiential qualities and make a 3D model using image-based input.
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Janakiraman, Muralidharan. "Abstract Index Interfaces". PDXScholar, 1996. https://pdxscholar.library.pdx.edu/open_access_etds/5288.
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An index in a database system interacts with many of the software modules in the system. For systems supporting a wide range of index structures, interfacing the index code with the rest of the system poses a great problem. The problems are an order of magnitude more for adding new access methods to the system. These problems could be reduced manifold if common interfaces could be specified for different access methods. It would be even better, if these interfaces could be made database-system independent. This thesis addresses the problem of defining generic index interfaces for access methods in database systems. It concentrates on two specific issues: First, specification of a complete set of abstract interfaces that would work for all access methods and for all database systems. Second, optimized query processing for all data types including userdefined data types. An access method in a database system can be considered to be made up of three specific parts: Upper interfaces, lower interfaces, and type interfaces. An access method interacts with a database system through its upper interfaces, lower interfaces and type interfaces. Upper interfaces consist of the functions an index provides to a database system. Lower interfaces are the database-system dependent software modules an index has to interact with, to accomplish any system related functions. Type interfaces consist of the set of functions an index uses, which interpret the data type. These three parts together characterize an access method in a database system. This splitting of an access method makes it possible to define generic interfaces. In this thesis, we will discuss each of these three different interfaces in detail, identify functionalities and design clear interfaces. The design of these interfaces promote development of type-independent and database-system independent access methods.
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Holanda, Pedro Thiago Timbó. "SPST-Index : a self pruning splay tree index for database cracking". reponame:Repositório Institucional da UFPR, 2017. http://hdl.handle.net/1884/46126.
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Orientador : Prof. Dr. Eduardo Cunha de AlmeidaDissertação (mestrado) - Universidade Federal do Paraná, Setor de Ciências Exatas, Programa de Pós-Graduação em Informática. Defesa: Curitiba, 24/02/2017
Inclui referências : f. 41-43
Área de concentração: Ciência da computação
Resumo: Em Database Cracking, uma coluna de banco de dados se organiza fisicamente, de maneira autônoma, em partições, um índice é então criado para otimizar o acesso a essas partições. A árvore AVL é a estrutura de dados utilizada para implementar esse índice. Contudo, em termos de cache, ela é particularmente ineficiente para consultas de intervalos, já que seus nós acessados apenas algumas vezes e os nós frequentemente acessados estão espalhados por toda a árvore. Esse trabalho apresenta a Self-Pruning Splay Tree (SPST) que é uma estrutura de dados capaz de reorganizar os dados mais e menos acessados, melhorando o tempo de acesso para as partições mais acessadas. Para cada consulta de intervalo, a SPST rotaciona para a raiz os nós que apontam para os valores do predicado da consulta e o valor médio do intervalo. Eventualmente, os nós mais acessados da árvore irão permanecer próximos a raíz, melhorando a utilização da CPU e a atividade de cache. Os nós menos acessados permanecerão próximos às folhas e serão removidos para limparmos dados que não são utilizados, diminuindo o tamanho do índice e obtendo custos de leitura e atualização menores. Palavras-chave: Database Cracking, Índice para Cracking , Árvore Splay.
Abstract: In database cracking, a database is physically self-organized into cracked partitions with cracker indices boosting the access to these partitions. The AVL Tree is the current data structure of choice to implement cracker indices. However, it is particularly cache-inefficient for range queries, because the nodes accessed only for a few times (i.e, "Cold Data") and the most accessed ones (i.e, "Hot Data") are spread all over the index. This work presents the Self-Pruning Splay Tree (SPST) data structure to index database cracking and reorganize "Hot Data" and "Cold Data" to boost the access to the cracked partitions. To every range query, the SPST rotates to the root the nodes pointing to the edges and to the middle value of the predicate interval. Eventually, the most accessed tree nodes remain close to the root improving CPU and cache activity. On the other hand, the least accessed tree nodes remain close to the leaves and are pruned to clean up unused data in order to diminish the storage footprint with significant improvements: smaller lookup/update costs. Keywords: Database Cracking, Cracker Index, Splay Tree.
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Keskin, Sinan. "Implementation Of X-tree With 3d Spatial Index And Fuzzy Secondary Index". Master's thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/12612807/index.pdf.
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Multidimensional datasets are getting more extensively used in Geographic
Information Systems (GIS) applications in recent years. Due to large volume of these
datasets efficient querying becomes a significant problem. For this purpose, before
creating index structure with these enormous datasets, choosing an efficient index
structure is an urgent necessity.
The aim of this thesis is to develop an efficient, flexible and extendible index
structure which comprises 3D spatial data in primary index and fuzzy attributes in
secondary index. These primary and secondary indexes are handled in a coupled
structure. Firstly, a 3D spatial primary index is built by using X-tree structure, and
then a fuzzy secondary index is overlaid over the X-tree structure. The coupled
structure is shown more efficient on a certain class of queries than uncoupled index
structures comprising 3D spatial data in primary index and fuzzy attributes in
secondary index separately. In uncoupled index structure, we provided 3D spatial
primary index by using X-tree index structure and fuzzy secondary index by using
BPlusTree index structure.
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D'Andria, Gilberto Genco. "Development of an index test for granular materials - the flow index test". Thesis, Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/21461.
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Scherer, Tomas Andreas Scheiber. "Em busca de indicadores táticos, técnicos e físicos que interpretem o desempenho de jovens jogadores de futebol: Projeto INEX". Master's thesis, 2019. https://hdl.handle.net/10216/124343.
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Scherer, Tomas Andreas Scheiber. "Em busca de indicadores táticos, técnicos e físicos que interpretem o desempenho de jovens jogadores de futebol: Projeto INEX". Dissertação, 2019. https://hdl.handle.net/10216/124343.
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Čapková, Šárka. "Mezinárodní dobrovolnictví a jeho role v profesním a osobnostně sociálním rozvoji". Master's thesis, 2014. http://www.nusl.cz/ntk/nusl-323005.
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This diploma thesis investigates international volunteering in the context of professional, personal and social development of young volunteers. In the theoretical part, definition, history, forms and subjects involved are presented, together with the impacts and ethical questions related to the field. Next, the professional, personal and social development is defined and international volunteering is put in light as a source of important skills. The empirical part is concerned with one specific form of international volunteering - workcamps. Firstly, organisation INEX-SDA, which sends hundreds of youngsters to workcamps each year, is introduced. Next, methodology and results of an original qualitative research focused on the role of workcamps in workcamp-participants' lifes are discussed. The results suggest that workcamps have various impacts on and connectedness with the participants' development, the professional as well as the personal and social. By some, the workcamp's impact on their life and development is perceived as subtle, while others see significant effects, workcamps had on their life and skills. Whole spectrum of skills and values that can be acquired on workcamps is revealed and described in relation to career and personal life. Key words international volunteering, international...
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hsin-yi, Hsu, i 許信義. "The Price Discovery Relationship among Taiwan Spot Index, Index tures, Taiwan 50 Spot Index and 50 Index Futures". Thesis, 2005. http://ndltd.ncl.edu.tw/handle/23744930635048183633.
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碩士國立高雄應用科技大學
商務經營研究所
93
The purpose of this paper is to find out and compare with price discovery in four Taiwan spot Index, Index future, the Taiwan 50 Index and the 50 Index futures. All the data range from July 1,2004 to March 1,2005,172 are collected. The Research uses the five- minute transaction price data into four time series. The major models in this paper are Unit Root Test, Cointegration Test, Granger Causality Test, Vector Error Correction Model and Forecast Error Variance Decomposition. Empirical results indicate that all series data are stationary with unit root test. The Research also finds that most of the spot index and futures have bi-direction Granger causality in the six groups. The results from ECM show that: In the long-term, only Taiwan 50 Index futures lead Taiwan spot index and Taiwan index future lead Taiwan 50 spot Index, others mutual leads relationship. In the short-term Taiwan index future leads Taiwan spot Index, Taiwan 50 Index and the 50 Index futures. The result shows from Forecast Error Variance Decomposition, all of variance main Forecast source is Taiwan index future. According to above all of result show that Taiwan index future is the best in price discovery.
31
MU, HSUEH-FEN, i 穆雪芬. "The Study of Relationships among S&P500 Index,US Dollar Index,Commodity Index and High Yield Bond Index". Thesis, 2018. http://ndltd.ncl.edu.tw/handle/ag7r8a.
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碩士國立高雄應用科技大學
金融系金融資訊碩士在職專班
106
The major purpose of this study is researching the relationships among S&P 500, US dollar index, commodity and high yield bond. We used unit root test, Johansen co-integration test, vector error correction model, causality test, and vector auto-regression model to examine the variables respectively whether they have the stable and balanced relationship over a long period, and then analyzed the adjustment process of short-term dynamic imbalance of all variables, and explored the causal relationship with in every variable. The research data of this thesis are the monthly data from January 1994 to August 2017. Now the main empirical results of this research are summarized and analyzed as follows: 1. From the empirical result of Johansen Co-integration Test, we know that: According to the Johansen co-integration relationship, the S&P 500 index is positively correlated with the U.S. dollar index and the U.S. high-yield bond index; however, it is inversely related to the CRB commodity index. Further explanation, with other variables unchanged, the increase in the US dollar index and the US high-yield bond index caused the stock market to soar and the S&P 500 index to rise, but the rise of the CRB commodity index will also bring about the short of the stock market, which is, the decline of the S&P 500 index. 2. From the empirical result of the Granger Causality Test, we know that: From the Matching Causality Check we found that the CRB commodity index and the S&P 500 index are mutual feedback relationships, and the S&P 500 Index leads the U.S. dollar index and the U.S. high-yield bond index. Therefore, it can be used to predict changes in the US dollar index and the US high-yield bond index. In addition, the CRB Commodity Index has the leading relationship with the US High Yield Bond Index, which can also be used to forecast changes in the growth of the US high-yield bond index. 3. From the empirical result of the Impulse Response Function, we know that: When an impact occurs, the U.S. dollar index, S&P 500 stock index, CRB commodity index, and the U.S. high-yield bond index are affected by their own shocks. It is the largest from the beginning and it converges as the number of period increases. 4. From the empirical result of Forecast Error Variance Decomposition, we know that: The S&P 500 Index, the U.S dollar Index and the U.S. High Yield Bond Index get the strongest self-explanation. It means that the three indexes are the most exogenous. The CRB Commodity Index gets the weakest self- explanation and is affected other indexes.
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WAN, LU-CHIEN, i 萬露茜. "The Study of Relationships among Taiwan Stock Index，Taiwan Stock Index Futures，MSCI Taiwan Index and MSCI Taiwan Index Futures". Thesis, 2017. http://ndltd.ncl.edu.tw/handle/39748739589942336693.
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碩士國立高雄應用科技大學
金融系金融資訊碩士在職專班
105
This study explores the correlation between Taiwan Stock Index，Taiwan Stock Index Futures，MSCI Taiwan Index and MSCI Taiwan Index Futures. Among them, the non-constant measurement method, using Cointegration test as evidence, view the variable between the short, medium and long-term equilibrium relationship between the results found that there is a long-term equilibrium between the variables. In addition, the Granger Causibility Test shows that the MSCI Taiwan Index Futures has a two-way feedback on the Taiwan Stock Index and the MSCI Taiwan Index, and its changes will affect the Taiwan Stock Index and the MSCI Taiwan Index. Observe the changes in the MSCI Taiwan Index Futures . In the empirical study of the impact response function, the variables are affected by the impact of their own, but the fluctuation caused by other variables decreases rapidly with the increase of the time delay. At the same time, the MSCI Taiwan Index is the same as the other variables. The number of more impact of the longer time. Forecasting error variance decomposition empirical results, Taiwan Stock Index and the MSCI Taiwan Index of the highest degree of self-interpretation, the strongest exogenous, Taiwan Stock Index Futures and MSCI Taiwan Index Futures is the most endogenous.
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Qiu, An-Di, i 邱安迪. "Price Discovery function among Taiwan Stock Index, ETF, Index Futures and Mini Index Futures". Thesis, 2017. http://ndltd.ncl.edu.tw/handle/qqh2t8.
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碩士國立交通大學
財務金融研究所
105
Hasbrouck (1995) proposed Information Share Model as the main research method, during the period from January 4, 2010 to December 28, 2012 between five minutes of the closing price of the data, the Unit Root Test, cointegration test and vector error correction model (VECM) to the final use of information share model to explore the Taiwan weighted index spot, futures, mini futures and Taiwan 50ETF price discovery between the degree of contribution relationship, and finally the use of regression analysis to explore the impact of various market price factors, the empirical results show that Taiwan weighted index spot, futures, mini futures and Taiwan 50ETF exist a cointegration relationship. From the vector error correction model, it is found that under the long-term equilibrium relationship, Taiwan 50ETF price discovery is stronger and the spot price discovery is weaker. Information Share Model shows that futures have a better price discovery ability. Regression analysis results find that the proportion of foreign transactions factors that affect the ability of price discovery.
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郭怡君. "Reflective Index". Thesis, 1994. http://ndltd.ncl.edu.tw/handle/68031016080262520590.
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Zlatohlávek, Jaroslav. "Giniho index". Master's thesis, 2006. http://www.nusl.cz/ntk/nusl-269514.
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Chen, Chih-Yung, i 陳智永. "The Index Selections of the Taiwan Stock Index Futures". Thesis, 1998. http://ndltd.ncl.edu.tw/handle/41549001283207073321.
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碩士國立臺灣大學
財務金融學系
86
In January 1997, Taiwan Stock Index Futures were introduced by SIMEX and CME respectively. It was also introduced by Hong Kong this May. Taiwan Mercantile Exchange has already been established, and its first future contract will be "Capitalization Weighted Index Future." Under the consideration of the hedging demand of the institution investors, this article aims to examine the hedging efficiency of SIMEX MSCI Future and Capitalization Weighted Index Future. Are these two index futures the best? Our selection criteria are "the sensitivities of indices," "the correlation between index returns and fund returns," "manipulations," "the difficulties of arbitrages," and "the correlation between indices." Two conclusions are drawn from our empirical studies: (1) Capitalization Weighted Index Future and MSCI Index Future are not the best objective indices for mutual funds hedging. Besides Capitalization Weighted Index Future, Taiwan Mercantile Exchange can consider to introduce "Electrical Index Future" and "Non- Financial Index Future." (2) As the OTC Market grows up, we can also consider to introduce "OTC Index Future" as the hedging tool for OTC mutual funds.
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Wu, Ju-Ping, i 烏汝蘋. "The Relationship between Taiwan Index Futures and Stock Index". Thesis, 2007. http://ndltd.ncl.edu.tw/handle/22932994433915028958.
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碩士東吳大學
企業管理學系
95
The price discovery role of stock index futures was concerned by investors gradually since Taiwan's stock index futures has launched in 1998. This paper examines the relationship between Taiwan Stock Index and Taiwan Stock Index Futures by Unit Root Test, Cointegration Test, Vector Error Correction Model and Granger Causality Test. The data is every-five-minute price measured from October 2,2006 to March 30,2007. The empirical results are as following: 1.After first difference all the series are stable so that they are I(1) series. 2.There exists a long-term cointegration vector between series so that there is a long-term balance relationship between two series. 3.In the long term, the series are adjusted toward the equilibrium. 4. Taiwan Stock Index and Taiwan Stock Index Futures affect each other. 5. There are many studies about Taiwan Stock Index and Taiwan Stock Index Futures by daily data. However, the study about affection of different quarters is the exception and this is the main point of my study.
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LIU, TAI-CHEN, i 劉泰辰. "Analysis on Index Futures Trading Strategies with CDP Index". Thesis, 2019. http://ndltd.ncl.edu.tw/handle/432k22.
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碩士國立雲林科技大學
財務金融系
107
This paper uses program trading to design a trading strategies for investing in Taiwan index futures commodities. Using entry strategy, appearance strategy, contrarian operating system, and technical analysis indicators, this research explores the investing performance of Taiwan index futures commodity from 2016 to 2018. We first build a program trading system for generating trading signals for buying and selling, followed by automatically performing this programing trading. The empirical results show that the performances of six back-test are all positive, but the 30MA performed best performance among them. We suggest that this strategy can effectively respond to and profit from sudden market events. Moreover, because this strategy can respond to the suddenly changing market, it can effectively stop the loss, so it will not cause extreme trading loss. Keywords：Technical analysis, program trading, contrarian operating system.
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Tsai, Po-Jen, i 蔡博任. "The analysis of Taiwan stock index,Hang Seng China Stock index and China-concept Stock index". Thesis, 2005. http://ndltd.ncl.edu.tw/handle/16479731902927279935.
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碩士淡江大學
中國大陸研究所碩士班
93
The China Concept Stock is the popular issue in the stock market. The purpose of this study was to explore (1) the relationship between Taiwan Chinese stock index (TW) ､Hang Seng China stock index （HK）and China-concept stock index. To find the lead-lag relation and the efficiency of the market. The research period is from 2002/1/1 to 2004/12/31，725 daily data was calculated. Empirical results are summarized ac follows： 1.The finding form unit root test and cointegration test is the three index is no long-run relationships. 2.In addition , Granger''s Casuality test suggests that the Taiwan stock index is the dominant role in the three collected index. 3.The result of Impulse Response Analysis finds the relations of the Taiwan stock index is stonger than Hang Seng China index and Taiwan China-concept index.
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Hsu, Chi-wen, i 許繼文. "The investigation of intraday price discovery relationships between index options and index futures or spot index". Thesis, 2004. http://ndltd.ncl.edu.tw/handle/48355391763815952164.
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碩士國立高雄第一科技大學
金融營運所
92
The study explored the intraday price discovery relationship between index options and index futures or spot index. I sampled prices every five minutes, and used the Black-Scholes pricing model to convert the option price into the implied spot price. The option contract with the greatest liquidity is likely to reflect information most quickly. Therefore, I used the call option that is closest to maturity and nearest the money. The empirical results are as bellow. Fist, the implied spot price tends to lead the spot price in 20 minutes, but the spot price also shows some feedback toward the implied spot price. Factors such as the leverage and transaction costs help to explain the probability. Second, the implied spot price changes show no price discovery ability to the index futures price changes, but the index futures price changes take a lead to the implied spot price changes. Third, the index futures price changes show the best intraday price discovery ability among those three markets.
41
Lin, Tzu-Ling, i 林姿伶. "A study of the relationship Index among TSEC weighted Index , Financial stocks Index and Financial Stock". Thesis, 2014. http://ndltd.ncl.edu.tw/handle/50861776122791177086.
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碩士嶺東科技大學
財務金融研究所
102
The purpose of this research is to apply the VAR model to analyze the relationship between Taiwan stock indices, Financial industrial stocks indices and two stocks price indices. Data are collected from TEJ database. The research period from Jan. 1, 2009 to Jan. 1, 2014 , which includes 1245 daily data. In this research, the models (ARIMA, Granger causality test, VAR Model, Cointegration test, Variance decomposition and Impulse response) are used to analyze the relationship between Taiwan stock indices, Financial industrial stocks indices and two stocks price Indices. The empirical findings as fellows: 1.By Co-integration test, stock indices do not have long-term equilibrium. Differently, the impulse response will disappear during 1 th to 3th when the items have spontaneous interference individually by impulse response theory. 2.The result of Granger causality test show that there exists Granger Causality among the underlying stock indices. By using the forecast error variance decomposition to analyze the interaction relationship of all the models, the results generally confirm to the results of the Granger causality tests.
42
Chun-Hsien, Chang, i 張君賢. "The Study of Arbitrage in the Financial market:Cases in TSE Index, Index Futures and Index Options". Thesis, 2007. http://ndltd.ncl.edu.tw/handle/30508984387886930970.
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碩士長庚大學
企業管理研究所
95
This paper proposes intraday data to conduct an empirical study on the analysis of arbitrage practicability among Index Futures, Index Options, and TSE Index in the financial market from August 1, 2005 to December 30, 2005. We adopt the Exchange Trade Fund (ETF) as TSE Index to construct the arbitrage portfolio. We find that there is nearly no arbitrage chance between Index Futures and Index Options with transaction cost and there are many arbitrage chances between Index Futures and Exchange Trade Fund. Besides, we also observe the arbitrage signal will emerge over 10 minutes when the arbitrage portfolio is Index Futures and Index Options without transaction cost.
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Chang, Chia-Fu, i 張嘉夫. "A study of the Relationship between US Dollar Index , SSE Composite Index , Hang Seng Index and TAIEX Index During Quantitative Easing Monetary Policy". Thesis, 2017. http://ndltd.ncl.edu.tw/handle/71192859447284754632.
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碩士銘傳大學
財務金融學系碩士在職專班
105
This study explores a dataset of 1,815 items to observe the interrelationships of four variables during November.25 2005~November.25 2016 for US dollar index and the Shanghai Composite Index, the Hang Seng Index and the Taiwan Stock a, using appropriate econometric models to explore the influences thereon under quantitative easing of monetary policy. The empirical analysis of the study findings indicates the following conclusions: 1.Causality testing indicates that prior to the implementation of quantitative easing in monetary policy, The implementation of quantitative easing monetary policy during the rate hike before the dollar index for the Shanghai Composite Index, the Hang Seng Index and the Taiwan Stock Index has a significant impact on the dollar index and the Shanghai Composite Index there is a two-way feedback relationship; quantitative easing monetary policy period after the dollar index for The Hang Seng Index, the Hang Seng Index and the Taiwan Stock Indices have no significant effect, while the US Dollar Index is independent of the Shanghai Composite Index, Hang Seng Index and Taiwan Stock Indices, and the Hang Seng Index and the Taiwan Stock Index are independent. 2.The impact response analysis shows that the Shanghai and Shanghai indices are in the same period when the quantitative easing monetary policy is implemented, before and after rate hikes, and when the four variables are spontaneously disturbed, the period impact response In the first day of the reaction, the impact on each other are only short-term effects, and the impact of four variables with the passage of time gradually disappear, indicating that the system is stable convergence. 3.The forecasting variance analysis showed that the explanatory power of the Shanghai Composite Index and the Hang Seng Index fluctuated during the implementation of the quantitative easing monetary policy and the rate of change of the US Dollar Index and the Taiwan Stock Index declined and the rate of change of the Taiwan Stock Index slightly Has been affected by the Hang Seng
44
yu_liao, tse, i 廖則羽. "Price discovery on the Taiwan 50 index market: an analysis of spot index, index futures, and ETF". Thesis, 2007. http://ndltd.ncl.edu.tw/handle/76679094149037366711.
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碩士萬能科技大學
經營管理研究所
95
This paper investigates the price discovery function in three Taiwan 50 Index markets: spot index, index futures, and ETF markets. We use daily closing index prices data during 2003/06/30~2007/2/14. The Unit Root test, Cointegration test, EC-GJR GARCH model are applied in this paper. The main empirical results are as follows. Firstly, the result of cointegration test has shown that there is a long-run equilibrium relationship among Taiwan 50 spot index, index futures and ETF. Secondly, the volatility clustering effects and asymmetric effects among these index markets also exist. Thirdly, the results also indicate that the Taiwan 50 index futures have better function in price discovery process.
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Huang, 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.
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碩士國立臺灣大學
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.
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Tso, Pi-Chin, i 卓必靖. "Hedging Effectiveness Basedon the VIX Index for Taiwan Index Options". Thesis, 2004. http://ndltd.ncl.edu.tw/handle/kd5xy6.
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碩士銘傳大學
財務金融學系碩士在職專班
92
Chicago Board Options Exchange (CBOE) introduced VIX Index (Volatility Index) in 1993. VIX index utilizes the variability of volatility while trading options to measure expected future stock market volatility. The index can be used to characterize investors’ psychological response. Therefore, it is referred to as “the investor fear gauge.” In American stock market, VIX Index is also employed by institutional investors as the trading and hedging signal of judging the direction of the market. Taifex Index Options was introduced by Taiwan Futures Exchange in December, 2001. However, it has not prepared the corresponding VIX index yet. Simulating on the framework of preparing CBOE VIX, one of the main purposes of this study is to prepare the corresponding VIX index for Taiwan index options. Based on the prepared VIX index for Taiwan index options, another purpose of this study is to explore the hedging effectiveness of three spot indices, i.e., TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) index, Electron index, and Finance Insurance index, respectively, under different hedging models. Two types of hedging models are employed under this study: the ordinary least squares (OLS) models and the error correction model (ECM). The former type include three categories of OLS models: the price level, the change of the price level, and the percent change of the price level. The empirical results reveal that the longer the hedging period, the better the hedging effectiveness for all spot indices and for all hedging models. For the hedging models, the OLS model based on the price level has the highest hedging effectiveness, the ECM model is next. Finally, the VIX based hedging effectiveness is better than the conventional hedging models. For three spot indices to be hedged, the TAIEX index has the highest hedging effectiveness, the Electron index is next. The Finance Insurance index has the lowest hedging effectiveness. The possible reason for this result is that the correlation of Electron and Finance Insurance indices with the VIX index is not as high as that of TAIEX index, which is the underlying index when preparing the VIX index.
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Lin, Chang-Chou, i 林長洲. "Spillover Effects Among Exchange Rate, Stock Index , Stock Index Future". Thesis, 2004. http://ndltd.ncl.edu.tw/handle/24420558559120106174.
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碩士國立臺北大學
統計學系
92
Along with the trend of financial market that is motivated by liberalization and internationalization, capital is inflow and outflow within financial market consistently for arbitrage and hedge activities. Since the America Future market introduced the stock index future in 1982, Taiwan Future Exchange, (TAIFEX), also introduced Taiwan stock exchange capitalization weighted stock index future（TAIEX）in Jul. 21st 1998 and Electronic sector index futures, finance sector index futures in Jul 21st 1999, separately. As a result, the financial market is toward a multi-markets step by step in Taiwan. Also, recent articles concentrate more on discovery the relationship between stock, future, and exchange rates markets as well. According to the financial theory, exchange rates, stock, and future markets are related to one or another; the interaction within these three markets would influence our financial economy in a certain way in the coming future. This research collected daily data from Jul. 21st 1999 to Dec. 31st 2003 as the analysis period; I also use the Tri-GRACH model to analyze and to discuss the relationship and the direction of transformation between exchange rates vs. spot price/futures price 、exchange rates vs. Electronic sector index spot price/futures price, and exchange rates vs. Finance sector index spot price/ future price. Hopefully, it could offer as an investment reference to investors while they are doing their portfolio management and risk control. The conclusion as following: 一、The efficiency of interaction on the return （一）Exchanges rates The previous daily exchange rates does not effect the current spot price and futures price no matter it is a stock weighted index, electronic sector index, or finance sector index. （二）Spot price By taking stock capitalization weighted index, electronic sector index, or finance sector index into consideration, each sector’s previous spot price is influenced current futures price, but not exchange rates. （三）Futures price Both stock capitalization weighted index and finance sector index futures price are influenced current exchange rates and current spot price, except electronic sector index. 二、The efficiency of interaction on volatility （一）Exchange rates The previous daily exchange rates does not effect spot prices of stock capitalization weighted index and finance sector index , but effect electronic sector index futures price , effect spot and futures prices of stock capitalization weighted index, electronic sector index, and finance sector index. （二）Spot price By taking stock capitalization weighted index, electronic sector index, or finance sector index into consideration, each sector’s previous spot prices is influenced current exchange rates, but not each sector’s futures price. （三）Futures price Previous stock capitalization weighted index futures price influence current exchange rates but does not spot price ; Previous electronic sector index futures price influence current spot price but does not influence exchange rates ; Previous finance sector index futures price influence current spot price and exchange rates.
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Sheu, Maw Sheng, i 許茂盛. "Selection of Underlying Index for Stock Index Futures in Taiwan". Thesis, 1994. http://ndltd.ncl.edu.tw/handle/91717582479669724517.
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49
Lee, Cheng-Yu, i 李鎮宇. "A Study on Returns Between SRI Index and SIN Index". Thesis, 2010. http://ndltd.ncl.edu.tw/handle/26279634385856393991.
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碩士世新大學
財務金融學研究所(含碩專班)
98
This study targeted on the returns of the ethical and vicious indices and funds of U.S. securities market from April 16, 2003 to March 31, 2010 as research samples. Concerning the ethical perspective, the environment, clean energy, medical and health care and water resource indices and funds were selected in addition to the traditional social responsible indices and funds. With regard to the vicious perspective, the evil index and funds include the gambling, tobacco and liquor, defensive weapon, precious metal indices and funds. After the risk adjustment, the empirical research was conducted based on the Capital Asset Principle Model to compare the risk and performance between ethical and vicious investments of both bull and bear markets through AR-GRACH regression model. The finding of research shows that the vicious index return performs better than the ethical index return except during the post financial crisis period.
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Tsai, Chui-Chun, i 蔡垂君. "An Empirical Analysis of Taiwan Stock Index and Index Futures". Thesis, 2003. http://ndltd.ncl.edu.tw/handle/09711912019494877487.
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博士國立臺北大學
企業管理學系
91
ABSTRACT This thesis includes six chapters to investigate the relationship between Taiwan stock index and nearby-month stock index futures. The major contents are from chapter two to chapter five. These topics are price discovery function, price-volume relationship, maturity effect and day-of-the-week effect. We apply VECM-Bi-EGARCH model, Mann-Whitney test, ANOVA and Kruskal-Wallis test to demonstrate. The data of return is measured by five-minute, intra-day, open-to-open, close-to-close and overnight; the volume data is measured by five-minute and total amount in a day from January 2, 2001 to June 30, 2002. Chapter two investigates the price discovery function, asymmetric volatility and cross-market volatility transmission on Taiwan stock index and index futures. We apply VECM-Bi-EGARCH model to test the relationship of return between stock index and nearby-month stock index futures. Three major findings obtain regarding the price discovery function: (1) Taiwan stock index futures leads stock market by ten minutes to two days when five-minute data, intra-day and overnight data are tested. (2) Negative shocks on index futures markets result in higher volatility in spot market. (3) Unexpected shocks on the spot market induce higher volatility in the futures market, and vice versa. Chapter three investigates the price-volume relationship, asymmetric volatility and price-volume volatility transmission on Taiwan stock index and nearby-month index futures by VECM-Bi-EGARCH model. Four major findings obtain regarding the price-volume relationship: (1) Five-minute trading volume leads price by as long as ten minutes both spot and futures market alike. (2) The immediate inference would be that five-minute futures trading volume leads futures price, which in turn leads five-minute spot return. (3) Bad news occurred in both spot and futures markets tend to enlarge volatility of both markets. (4) Unexpected changes in the trading volume of spot and futures market closely interact with the returns of both markets, with most significant interaction found between trading volume and return volatility. Chapter four investigates the maturity effect on Taiwan stock index and nearby-month index futures by VECM-Bi-EGARCH model and Mann-Whitney test. Three major findings obtain regarding the maturity effect: (1) Near the maturity day, the volatility of return and volume on stock index and index futures are larger. The result is the same as Samuelson Hypothesis (1965,1967). (2) On the last hour of maturity day, only the volume of stock index is larger. The result is the same as Stoll & Whaley (1987, 1990b, 1991). (3) In the first exchange hour of next morning, the price and volume reversal. The return and volume of stock index and index futures is larger than the last hour. The result is also the same as Stoll & Whaley (1987, 1990b, 1991). Chapter five investigates the day-of-the-week effect on Taiwan stock index and nearby-month index futures by VECM-Bi-EGARCH model, ANOVA and Kruskal-Wallis test. Two major findings obtain regarding the day-of-the-week effect: (1) On Mondays, the return and volume are negative and smaller than the other exchange day. (2) Even in the maturity weeks, the return and volume are also negative and smaller on Mondays. The result is the same as French (1980).