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1
Powell, Robert. "Industry value at risk in Australia." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2007. https://ro.ecu.edu.au/theses/297.
Повний текст джерелаАнотація:
Value at Risk (VaR) models have gained increasing momentum in recent years. Market VaR is an important issue for banks since its adoption as a primary risk metric in the Basel Accords and the requirement that it is calculated on a daily basis. Credit risk modelling has become increasingly important to banks since the advent of Basel 11 which allows banks with sophisticated modelling techniques to use internal models for the purpose of calculating capital requirements. A high level of credit risk is often the key reason behind banks failing or experiencing severe difficulty. Conditional Value at Risk (CVaR) measures extreme risk, and is gaining popularity with the recognition that high losses are often impacted by a small number of extreme events.
2
Vekstein, Daniel. "Dynamics of organizational growth in the international automobile industry." Diss., The University of Arizona, 1993. http://hdl.handle.net/10150/186248.
Повний текст джерелаАнотація:
The phenomenon of organizational growth has traditionally been assumed to be indeterminate largely due to chance or accidents found in organizational worlds. This research takes up the causal processes underlying the growth (and decline) of virtually all world-class manufacturers in the international automobile industry from 1946 to 1989. Two models are developed as alternative explanations for the long-term trends observed in growth rates and their differences across firms. The models are estimated with a nonlinear method and tested through various empirical implications. The model that seems most consistent with the data shows unambiguously that they were not generated by a random or chance process but by underlying processes of collective learning, innovation, and outnovation in technologies and organizational routines. Firms that had generated different rates in these processes differed as hypothesized in their long-term growth performance. The dynamics of collective learning processes, as measured by the parameters of the model, largely explain the dynamics of organizational growth in the world automobile industry, hence, the dynamics of interorganizational competition. The results from tests of ecological hypotheses suggest that organizational ecology might benefit from the application of matrices of collective learning rates generated from interorganizational learning curves, particularly where ecology seeks to explain patterns of competition by organizational size. As shown, this research strategy is general and gauges directly interactions among organizations over long periods. It is also flexible in dealing with various levels of analysis in longitudinal and cross-sectional dimensions. As also shown, the collective learning theory, its model, and the ecology of interorganizational learning curves derived from them can help in evaluating empirically the competitive potential of firms by indicators of innovation and outnovation relative to other firms, patterns of competition (gauged by relative learning rates) among firms, and any changes of those patterns over time. Thus, the research strategy used here provides potentially useful causal analyses as well as meaningful measures on which different organizations can be compared, with each other and with themselves. These measures may also provide important benchmarks and diagnostics for strategic management.
3
Gestrelius, Sara. "Mathematical models for optimising decision support systems in the railway industry." Licentiate thesis, Mälardalens högskola, Inbyggda system, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-27758.
Повний текст джерелаАнотація:
After the deregulation of the Swedish railway industry, train operating companies compete for and on the same infrastructure. This makes the allocation of rail capacity a most delicate problem, and for a well-functioning railway system the allocation must be fair, efficient and functional. The capacity allocation tasks include e.g. constructing the yearly timetable and making track allocation plans for rail yards. The state of practice is that experienced planners construct the schedules manually with little or no decision support. However, as the planners are often faced with large combinatorial problems that are notoriously hard to solve there is a great potential in implementing optimising decision support systems. The research presented in this licentiate thesis aims at developing and examining mathematical models and methods that could be part of such support systems. The thesis focuses on two planning problems in particular, and the presented methods have been developed especially for the Swedish railway system. First of all, a model for optimising a train timetable with respect to robustness is presented. The model tries to increase the number of alternative meeting locations that can be used in a disturbed traffic situation and has an execution time of less than 5 minutes when solving the problem for the track section between Boden and Vännäs. Secondly, the problem of generating efficient classification bowl schedules for shunting yards is examined. The aim is to find the track allocation that minimises the number of required shunting movements while still respecting all operational, physical and time constraints imposed by the yard. Three optimisation models are presented, and simple planning rules are also investigated. The methods are tested on historic data from Hallsberg, the largest shunting yard in Sweden, and the results show that while the simple planning rules are not adequate for planning the classification bowl, two of the optimisation models consistently return an optimal solution within an acceptable execution time.
4
Soares, Darrow P. "Curriculum in mathematics for air conditioning and refrigeration." CSUSB ScholarWorks, 1996. https://scholarworks.lib.csusb.edu/etd-project/1239.
Повний текст джерела
5
Booth, Darcie Lee. "A strategic capacity planning tool for a firm in the newsprint industry." Thesis, University of British Columbia, 1990. http://hdl.handle.net/2429/30599.
Повний текст джерелаАнотація:
A strategic planning tool has been developed to help a firm in the North American newsprint industry decide whether to expand its capacity. This tool can also be used as an industry model, to forecast capacity decisions under various conditions. Key features of the model are the explicit consideration of the interdependence between firms and the recognition of the lumpiness of capacity expansion. Individual firms and groups of firms are modelled. All firms are assumed to determine their best capacity option taking into consideration the capacity decisions of other firms. The model uses an open loop Nash equilibrium concept to solve the capacity expansion problem. Firms also simultaneously determine their profit-maximizing production in each year, given their capacities. Demand functions for each year are specified, and demand scenarios may be subject to uncertainty.
The model was applied to the newsprint industry for the 1979 to 1983 time period. The top five firms in the industry were modelled as individual firms. The next eight firms were modelled as two groups of four identical firms. The behaviour of the fringe (i.e., the remaining 20% of total industry capacity) was forecast exogenously. Historical firm and industry capacities, production levels and prices were compared to model simulations under three different assumptions for firm objectives: profit maximization, market share maximization subject to a profitability constraint, and maximization of expected utility assuming exponential utility functions for all firms (with different assumptions about attitudes of firms towards risk). The constrained market share maximization hypothesis best explained observed behaviour. Multiple equilibria were often computed and methods for addressing this problem were discussed.Business, Sauder School of
Graduate
6
Ranasinghe, Kulatilaka Arthanayake Malik Kumar. "Quantification of risks during feasibility analysis for capital projects." Thesis, University of British Columbia, 1986. http://hdl.handle.net/2429/26730.
Повний текст джерелаАнотація:
The purpose of this thesis is to propose a consistent theory and a model based on it to estimate the uncertainty of project duration, cost, revenue, and net present value probabilistically. The model can be used to assist decision making on such strategic, feasibility analysis issues as contingency provision, reliability of an estimate for the "go-no go" decision, adopting phased or fast-track construction, etc.
Project cost and revenue are evaluated in terms of current and discounted dollars, thereby emphasising the economic effect of time and inflation on net present value which is considered as the decision criterion.
The model is derived mathematically by treating all the issues which effect the estimation of project cost, duration and revenue through the mechanism of linked work packages. Issues found to be significant in the evaluation of work package duration are: the scope of work, the productivity, and the labour usage. For work package cost they are: the duration and the starting time, unit rates for labour, equipment, and materials, labour and equipment usage, sub-contractor and indirect cost, inflation and interest rates. For revenue the issues are: the gross revenue, operating & maintenance cost, inflation rates, duration, and the starting time.
Moments of work package cost, duration and revenue streams are first evaluated using subjective estimates of percentiles for the independent variables, deriving moment information from these estimates, and then processing this information using the expectation operator on the Taylor series expansion of the performance measure about the mean. These moments along with the Pearson family of distributions are used to quantify the uncertainty of project duration, cost, revenue, and net present value. The decision maker is provided with probabilistic estimates, of duration, cost and revenue at both the work package/revenue stream and project levels and of the net present value. A computer program is developed to implement the proposed theory and to organise and simplify the calculation process.Applied Science, Faculty of
Civil Engineering, Department of
Graduate
7
Summers, Deborah A. "Use of optimization models to solve labor planning and scheduling problems for the service industry." Thesis, Georgia Institute of Technology, 1998. http://hdl.handle.net/1853/24107.
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8
Amidon, Bruce Douglas. "An economic analysis of counterfeit threaded fasteners in the construction industry." Thesis, Monterey, California : Naval Postgraduate School, 1990. http://handle.dtic.mil/100.2/ADA231492.
Повний текст джерелаАнотація:
Thesis (M.S. in Management)--Naval Postgraduate School, June 1990.Thesis Advisor(s): Carrick, Paul M. Second Reader: Gates, William R. "June 1990." Description based on signature page on October 16, 2009. DTIC Descriptor(s): Mathematical models, industries, problem solving, screw threads, engineering, fastenings, game theory, force(mechanics), economic analysis, construction DTIC Indicator(s): Threaded fasteners, fasteners, game theory, theses Author(s) subject terms: Threaded fasteners; substandard fasteners; game theory Includes bibliographical references (p. 50-51). Also available online.
9
Malone, Brett. "Multidisciplinary optimization in aircraft design using analysis technology models." Thesis, This resource online, 1991. http://scholar.lib.vt.edu/theses/available/etd-10102009-020042/.
Повний текст джерела
10
Bailey, Robert Reid. "Input-output modeling of material flows in industry." Diss., Georgia Institute of Technology, 2000. http://hdl.handle.net/1853/19104.
Повний текст джерела
11
Maundu, Maingi. "The performance of the Canadian food, beverages and tobacco processing industries : an extension of the profit-cost margin model to a pricing model." Thesis, University of British Columbia, 1990. http://hdl.handle.net/2429/29576.
Повний текст джерелаАнотація:
This study was undertaken to achieve three major objectives:
1. to estimate an econometric structure-profitability model for Canadian food, beverages
and tobacco processing industries;
2. to estimate a structure-price model of the sector to compare with the profit model; and
3. to make inferences about the performance of the sector, with reference to market power and industry efficiency.
The above objectives were accomplished by comparing empirical regression results of the two models by using the following approach. First, the statistical significance of the estimated coefficients was used to determine which factors should be considered of importance in explaining performance. Secondly, the signs on the estimated coefficients were used to determine the direction of the influence of market structure on performance. Lastly, a comparison of the size and statistical significance of the difference in the respective
coefficients was used to determine which of the two performance indexes (profitability and prices) is most affected by market structure.
From the study four broad conclusions were arrived at. Seller concentration and advertising do have an increasing effect on profitability, but this influence does not derive from market power (price increases). Instead, increases in these factors appear to promote price competition. However, tariff protection has an increasing effect on both profitability and prices. Furthermore, the net effect of tariffs is significantly larger on prices than on profitability.
Industry growth and market isolation factors have an increasing effect on profitabilty. But they have no significant influence on relative prices. Exports have a decreasing effect on profitability and prices. Increases in input prices may lead to increases in ouput prices.
Two broad implications can be drawn from the above results. First, price competition and industry efficiency can be enhanced by (either condoning or encouraging) high market shares, advertising, exports and industry growth.
Secondly, although tariffs can increase industry profitability, they may also lead to relatively larger increases in domestic output prices. Similarly, changes in input prices may lead to increases in output prices. Therefore, high tariffs and input prices may serve as barriers to competition, and allow inefficiency to persist in an industry.Land and Food Systems, Faculty of
Graduate
12
Law, Gordon Ki-Wai. "Decision support system for construction cycle design." Thesis, University of British Columbia, 1987. http://hdl.handle.net/2429/26715.
Повний текст джерелаАнотація:
The objective of this thesis is to develop a conceptual design of a computerized environment for detailed design of construction activities associated with projects characterized by significant repetition.
High-rise building construction is used as the example of repetitive construction projects. The construction cycle design of a typical floor structure is studied to gain an understanding of the difficulty and complexity involved in the activity design process. Modeling techniques currently used in construction planning, modeling techniques developed in the field of operations research, and assembly line balancing techniques used in industrial engineering are reviewed to determine their applicability for detailed construction cycle design.
Using the concept of decision support systems developed in the fields of management science and knowledge engineering for solving ill-structured and ill-defined problems, a conceptual design of a decision support system for construction cycle design is developed.Applied Science, Faculty of
Civil Engineering, Department of
Graduate
13
Mkondweni, Ncedo S. "Modelling and optimal control of fed-batch fermentation process for the production of yeast." Thesis, Peninsula Technikon, 2002. http://hdl.handle.net/20.500.11838/1122.
Повний текст джерелаАнотація:
Thesis (MTech (Electrical Engineering))--Peninsula Technikon, Cape Town, 2002Fermentation is the process that results in the formation of alcohol or organic acids on the basis of growth of bacteria, moulds or fungi on different nutritional media (Ahmed et al., 1982). Fermentation process have three modes of operation i.e. batch, fed-batch and continuous mode ofoperation. The process that interests a lot of control engineers is the fed-batch fe=entation process (Johnson, 1989). The Fed-batch process for the production ofyeast is considered in the study. The considered yeast in the study is the Saccharomyces cerevisiae. It grows in both aerobic and anaerobic environmental conditions with maximum product in the aerobic conditions, also at high concentration of glucose (Njodzi, 2001). Complexity of fedbatch fe=entation process, non-linearity, time varying characteristics, application of conventional analogue controllers provides poor control due to problems in tuning individual loops and the process characteristics. The problem for control of the fedbatch process for the production of yeast is further complicated by the lack of on-line sensors, lack of adequate models as a result of poorly understood dynamics. The lack of on-line sensors results in the impossibility of tuning the analogue controllers in real time. The process for propagation of yeast in aerobic conditions is considered in the dissertation. The experiments are conducted at the University of Cape Town (VCT), Department of Chemical Engineering with a bioreactor and bio-controller are combined in a Biostat ® C lab scale plant (B. Braun Biotech International, 1996). The bio-controller has built in PID controller loops for control variables, with the ability to adjust the controller parameters i.e. P, D and I through the serial interface (Seidler, 1996).
14
Myoga, Maya. "Comparisons of Total Factor Productivity in the U.S. Electric Industry." PDXScholar, 1987. https://pdxscholar.library.pdx.edu/open_access_etds/344.
Повний текст джерелаАнотація:
Since the onset of the recession in the 1970's, consumers have frequently expressed frustration with what appear to be ever-increasing utility bills, blaming what they perceive as unnecessarily high rates on industry inefficiency. From the industry perspective, inefficiency is not only the problem which has developed since the recession. The more critical issue is the industry's transition from a noncompetitive environment to a competitive one. In the past, the electric utility industry did not have to compete because each utility operated in an exclusive service territory, and each was regulated by the government. However, currently the industry is experiencing increased competition, both indirect and direct. The indirect competition has taken the form of alternative energy sources such as natural gas and such new technology sources as solar, wind, co-generation power, etc. Electric utility companies have also experienced direct competition among themselves for industrial and commercial customers. The latter has resulted because the price of electricity significantly influences management decisions about where to locate their plants. Thus, efficient operation of electric generation is an extremely important task both for customers and industry. Productivity measures, then, are vital to the industry's economic well-being. This study used three different models to measure and compare the total factor productivity of 95 electric utility companies from 1974 to 1984: the translog econometric model, the superlative index model, and the Craig and Harris model. First, the translog econometric model was applied to Investigate characteristics of the production structure for the electric utility industry. Next, the total factor productivity was calculated using each of the three models. Finally, the superlative index model was applied for bilateral and multilateral comparisons to the following categories: industry as a whole, six regions, five types of generation, and four different output levels.
15
Kelly, Allan D. "Dynamic finite element modeling and analysis of a hermetic reciprocating compressor." Thesis, This resource online, 1992. http://scholar.lib.vt.edu/theses/available/etd-01242009-063231/.
Повний текст джерела
16
JORGENSEN, EDWARD JOHN. "SPECIFICATION ERRORS IN ESTIMATING COST FUNCTIONS: THE CASE OF THE NUCLEAR ELECTRIC GENERATING INDUSTRY." Diss., The University of Arizona, 1987. http://hdl.handle.net/10150/184149.
Повний текст джерелаАнотація:
This study is an application of production-cost duality theory. Duality theory is reviewed for the competitive and rate-of-return regulated firm. The cost function is developed for the nuclear electric power generating industry of the United States using capital, fuel and labor factor inputs. A comparison is made between the Generalized Box-Cox (GBC) and Fourier Flexible (FF) functional forms. The GBC functional form nests the Generalized Leontief, Generalized Square Root Quadratic and Translog functional forms, and is based upon a second-order Taylor-series expansion. The FF form follows from a Fourier-series expansion in sine and cosine terms using the Sobolev norm as the goodness of fit measure. The Sobolev norm takes into account first and second derivatives. The cost function and two factor shares are estimated as a system of equations using maximum likehood techniques, with Additive Standard Normal and Logistic Normal error distributions. In summary, none of the special cases of the GBC function form are accepted. Homotheticity of the underlying production technology can be rejected for both the GBC and FF forms, leaving only the unrestricted versions supported by the data. Residual analysis indicates a slight improvement in skewness and kurtosis for univariate and multivariate cases when the Logistic Normal distribution is used.
17
FAVALLI, RENATA C. "Modelagem e simulacao do processo de atomizacao na industria de revestimento ceramico." reponame:Repositório Institucional do IPEN, 2002. http://repositorio.ipen.br:8080/xmlui/handle/123456789/11016.
Повний текст джерелаАнотація:
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Tese (Doutoramento)
IPEN/T
Instituto de Pesquisas Energeticas e Nucleares - IPEN/CNEN-SP
FAPESP:96/11957-7
18
Gunnarsson, Helene. "Supply chain optimization in the forest industry /." Linköping : Department of Mathematics, Linköpings universitet, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-8856.
Повний текст джерела
19
Chen, Jie, and 陈洁. "Managerial incentive contracts in newly listed firms." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B47179065.
Повний текст джерелаАнотація:
Newly listed firms have a short history of stock value, and may initially not rely on stock price information in incentive contracting as much as seasoned firms. In this thesis, I examine managerial incentive contracts in newly listed firms by comparing CEO compensation between IPO firms and seasoned firms. For IPOs listed on NYSE from 1993 to 2001, a matching sample of seasoned firms was obtained according to criteria in industry, size and book-to-market ratio. By examining the multi-dimensions of CEO incentives, including cash compensation, option grants, stock ownership, and dismissal for the first six years after listing, I document significant differences between IPOs and seasoned firms. I find that while the sensitivity of short-term incentive pay to shareholder return is lower in IPOs than in seasoned firms, long-term incentives from CEO stock ownership are significantly more important in newly listed firms. Moreover, although CEO turnover in an IPO firm is lower, it depends on both stock-price return and accounting performance. These IPO-seasoned differences diminish over time and disappear in three to five years. My findings suggest that to motivate the manager of a newly listed firm, the board avoids short-term uncertainty associated with new stocks while emphasizing the role of shareholder value in the long run.published_or_final_version
Economics and Finance
Master
Master of Philosophy
20
Tsang, Yick-tat, and 曾億達. "Modelling and forecasting the general financial performance of listed construction firms in Hong Kong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/198814.
Повний текст джерелаАнотація:
It is well recognised that construction firms encounter risk and are sensitive to trends and volatility in the business environment. Measuring the financial performance of a firm serves as the basis of monitoring and evaluating its management competence, resource allocation and corporate strategy in response to environmental change. Forecasting is paramount in responding to potential problems and perpetuating positive developments that result in sustainable competitiveness. Thus, an enriched understanding and prediction of the financial performance of construction firms are desirable for decision makers and other industry stakeholders. Notwithstanding that, little research attention has been paid to this premise conceptually and empirically. Thus, the overall aim of this study was to model and forecast the general financial performance of Hong Kong construction firms under the dynamic influence of the business environment.
This study involved the application of quantitative modelling using various statistical and econometric techniques. Multidimensional firm financial performance was first approximated using factor analysis based on the financial data of local publicly listed construction firms from 1992 to 2010. The factor model uncovers five common financial factors: liquidity, asset, leverage, profitability and activity. The time trends of these factors display diverse and cyclical patterns with irregular cycle periods.
Autoregressive integrated moving average (ARIMA) models were then constructed based on the Box-Jenkins approach, which provided univariate forecasts of the financial factors. The results reaffirmed that ARIMA models were highly effective in forecasting.
In conjunction with cross-correlation analysis, multiple linear regression (MLR) models were next used to explore the influence of environmental determinants on firm financial performance. The findings identified different sets of significant leading determinants for different financial factors. They further justified the dominance of sectoral factors in the determination of firm performance. Supported by empirical verification, a theoretical framework depicting the relationships between business environment and firm performance was proposed.
In conjunction with cross-correlation analysis, multiple linear regression (MLR) models were next used to explore the influence of environmental determinants on firm financial performance. The findings identified different sets of significant leading determinants for different financial factors. They further justified the dominance of sectoral factors in the determination of firm performance. Supported by empirical verification, a theoretical framework depicting the relationships between business environment and firm performance was proposed.
This study is among the first to apply advanced econometric techniques to develop reliable performance measurement and forecasting models. The results improve the theoretical framework by explaining the dynamic relationships between the financial performance and business environment of construction firms. The empirical findings of the quantitative analysis offer new implications for firms’ financial performance and the significant leading determinants in a local context. The outcomes of this study make seminal contributions to current knowledge and practice.published_or_final_version
Civil Engineering
Doctoral
Doctor of Philosophy
21
Dogan, Deniz. "Numerical optimization for mixed logit models and an application." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/28190.
Повний текст джерелаАнотація:
Thesis (M. S.)--Industrial and Systems Engineering, Georgia Institute of Technology, 2008.Committee Chair: Anton Kleywegt; Committee Co-Chair: Alexander Shapiro; Committee Member: Charles Rosa; Committee Member: Shabbir Ahmed; Committee Member: Sigrun Andradottir.
22
Khorram, E. "Some developments in the machine interference problem : Investigation of models for machine maintenance problems involving inhomogeneous and regularly patrolled machines, with applications to the textile industry." Thesis, University of Bradford, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.234254.
Повний текст джерела
23
李沛雄 and Pui-hung Johnelly Lee. "A manufacturing strategy: fuzzy multigoal mathematical programming to the Stanely cordless power tools." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B31265728.
Повний текст джерела
24
Phillips, Deborah Ann. "Employee engagement model for the multi-family rental housing industry." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/28231.
Повний текст джерелаАнотація:
Thesis (M. S.)--Building Construction, Georgia Institute of Technology, 2009.Committee Chair: Kangari, Roozbeh; Committee Co-Chair: Roper, Kathy; Committee Member: Castro, Daniel; Committee Member: Cummings, William; Committee Member: Thomas-Mobley, Linda.
25
Fan, Xiaolin. "Material flow in a wood-chip refiner." Thesis, McGill University, 1987. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=63977.
Повний текст джерела
26
Banik, Milon Marc. "Performance effects of strategic groups and task environments in food manufacturing industries : augmenting the Bain-Mason paradigm." Thesis, McGill University, 1992. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=56672.
Повний текст джерелаАнотація:
The concentration-profits relationship of the Bain-Mason paradigm is tested and an alternative "augmented model" is proposed which includes dimensions of task environments of food industries and industry strategy variables. The environment is characterized in terms of Dess and Beard's (1984) dimensions: munificence, dynamism and complexity.The augmented model was found to be a better descriptor of factors affecting the performance of the food industries than the Bain-Mason model. Profitability was found to be positively related to industrial concentration, and negatively related to munificence and complexity. No significant relationship between dynamism and profitability was found.
Further studies on the performance of the food manufacturing industries should include the use of strategic group typologies based on strategic behaviour specific to the food industries. It is also recommended that investigations of industry environments be conducted using multivariate measures of munificence, dynamism and complexity.
27
Chen, Hongqing. "An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model." PDXScholar, 1996. https://pdxscholar.library.pdx.edu/open_access_etds/1325.
Повний текст джерелаАнотація:
This dissertation focuses on testing and exploring the usage of the jump-diffusion two-beta asset pricing model. Daily and monthly security returns from both NYSE and AMEX are employed to form various samples for the empirical study. The maximum likelihood estimation is employed to estimate parameters of the jump-diffusion processes. A thorough study on the existence of jump-diffusion processes is carried out with the likelihood ratio test. The probability of existence of the jump process is introduced as an indicator of "switching" between the diffusion process and the jump process. This new empirical method marks a contribution to future studies on the jump-diffusion process. It also makes the jump-diffusion two-beta asset pricing model operational for financial analyses. Hypothesis tests focus on the specifications of the new model as well as the distinction between it and the conventional capital asset pricing model. Both parametric and non-parametric tests are carried out in this study. Comparing with previous models on the risk-return relationship, such as the capital asset pricing model, the arbitrage pricing theory and various multi-factor models, the jump-diffusion two-beta asset pricing model is simple and intuitive. It possesses more explanatory power when the jump process is dominant. This characteristic makes it a better model in explaining the January effect. Extra effort is put in the study of the January Effect due to the importance of the phenomenon. Empirical findings from this study agree with the model in that the systematic risk of an asset is the weighted average of both jump and diffusion betas. It is also found that the systematic risk of the conventional CAPM does not equal the weighted average of jump and diffusion betas.
28
Ma, Ho-yin, and 馬浩然. "Competitive tendering in construction: a study of some theoretical bidding models and their application in thelocal construction industry." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1987. http://hub.hku.hk/bib/B31262314.
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29
Sathisan, Shashi Kumar. "Encapsulation of large scale policy assisting computer models." Thesis, Virginia Polytechnic Institute and State University, 1985. http://hdl.handle.net/10919/101261.
Повний текст джерелаАнотація:
In the past two decades policy assisting computer models have made a tremendous impact in the analysis of national security issues and the analysis of problems in various government affairs. SURMAN (Survivability Management) is a policy assisting model that has been developed for use in national security planning. It is a large scale model formulated using the system dynamics approach of treating a problem in its entirety rather than in parts.
In this thesis, an encapsulation of SURMAN is attempted so as to sharpen and focus its ability to perform policy/design evaluation. It is also aimed to make SURMAN more accessible to potential users and to provide a simple tool to the decision makers without having to resort to the mainframe computers. To achieve these objectives a personal/microcomputer version of SURMAN (PC SURMAN) and a series of curves relating inputs to outputs are developed.
PC SURMAN reduces the complexity of SURMAN by dealing with generic aircraft. It details the essential survivability management parameters and their causal relationships through the life-cycle of aircraft systems. The model strives to link the decision parameters (inputs) to the measures of effectiveness (outputs). The principal decision variables identified are survivability, availability, and inventory of the aircraft system. The measures of effectiveness identified are the Increase Payload Delivered to Target Per Loss (ITDPL), Cost Elasticity of Targets Destroyed Per Loss (CETDPL), Combat Value Ratio (COMVR), Kill to Loss Ratio (KLR), and Decreased Program Life-Cycle Cost (DPLCC).
The model provides an opportunity for trading off decision parameters. The trading off of survivability enhancement techniques and the defense budget allocation parameters for selecting those techniques/parameters with higher benefits and lower penalties are discussed. The information relating inputs to outputs for the tradeoff analysis is presented graphically using curves derived from experimentally designed computer runs.M.S.
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GAVER, JENNIFER JANE. "INCENTIVE EFFECTS AND MANAGERIAL COMPENSATION CONTRACTS: A STUDY OF PERFORMANCE PLAN ADOPTIONS." Diss., The University of Arizona, 1987. http://hdl.handle.net/10150/184001.
Повний текст джерелаАнотація:
This study provides evidence concerning the endogenous determination of managerial compensation contracts. To avoid the confounding effect of tax considerations, we limit our attention to the choice among long-term nonqualified incentive plans. Specifically, we consider a two-part decision faced by the firm: (1) whether to add an accounting-based "performance plan" to the existing portfolio of compensation contracts and (2) if the firm adopts a plan, the choice between a "relative" or an "absolute" performance measure. Based on some behavioral implications of performance plans which distinguish them from alternative contracts, we develop hypotheses which relate the adoption and design of a performance plan to the firm's general incentive contracting environment. We test these hypotheses using a choice-based sample, evenly divided between performance plan adopters and nonadopters. For the purposes of parameter estimation, we use the multinomial logit model to reflect the qualitative, hierarchical nature of the decision setting. Our results indicate that variables which proxy for the incentive environment can explain which firms will adopt a performance plan, and also the type of performance measure used by the adopting firms.
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Andrade, Diogo Elias da Vinha. "Modelo para predição de resultados de ensaios de sistemas de refrigeração em tempo real." Universidade Tecnológica Federal do Paraná, 2012. http://repositorio.utfpr.edu.br/jspui/handle/1/207.
Повний текст джерелаАнотація:
Atualmente, a análise de desempenho de sistemas de refrigeração domésticos é realizada através de ensaios experimentais normalizados. Durante esses experimentos, diversas variáveis como pressões de trabalho, temperaturas em diversos pontos do sistema, corrente elétrica e potência consumida, são monitoradas. Porém, em muitos casos são necessárias mais de 24 horas para execução de um teste experimental (e.g., teste abaixamento de temperatura). Tendo em vista o tempo despendido nestes testes, propõe-se no presente trabalho um modelo matemático semi-empírico capaz de predizer o comportamento das variáveis do sistema testado e, com isso, antecipar o final do ensaio. O modelo, desenvolvido através das leis de conservação da massa e da energia, apresenta parâmetros que são ajustados a partir de informações experimentais obtidas durante a execução do próprio teste. Após a inicialização do ensaio, a cada período de tempo prédeterminado, os dados medidos são utilizados para determinar os parâmetros empíricos do modelo. Obtidas as constantes, simula-se o comportamento das principais variáveis do sistema de refrigeração até a condição de regime permanente. Com isso, o teste experimental pode ser finalizado com antecedência. O modelo desenvolvido é capaz de prever com boa precisão, a partir de duas horas de teste, a variação da vazão mássica e da pressão de sucção (com diferenças da ordem de 10% em regime permanente quando comparadas às variáveis experimentais), da pressão de condensação (com diferença da ordem de 5%) e da temperatura da parede do condensador (diferença da ordem de 2°C).The performance of household refrigeration systems are usually evaluated through experimental tests carried at in temperature and humidity controlled chambers. During the tests, the discharge and suction pressures, the temperature in several system positions, and the compressor power are measured. These tests are expensive and time-demanding, e.g., a single pull-down test can take more than 24 hours to be performed. Although the mathematical models have been proposed for decades as an alternative to the experiments, they are not sufficiently reliable to substitute completely the tests. Therefore, the current work proposes a semiempirical mathematical model to predict the system performance with the purpose of reducing the test time instead of replacing it. The model is based on the mass and energy conservation equations in which the constant parameters, such as conductance and capacitances, are calibrated from previous measured values of temperature and pressure. As soon as the parameters are obtained, a simulation is performed to forecast future values of temperature, pressure and compressor power and therefore, to anticipate the end of the test. Calibrations and simulations can be continuously performed as the test evolves. Preliminary results show that steadystate values of discharge and suction pressures can be predicted within error bands of 5 and 10%, respectively, after only two hours of a pull-down test being performed.
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Witosurapot, Suntorn, and wsuntorn@fivedots coe psu ac th. "Resolving competition for resources between multimedia and traditional Internet applications." Swinburne University of Technology, 2004. http://adt.lib.swin.edu.au./public/adt-VSWT20050309.123048.
Повний текст джерелаАнотація:
Although the Internet is the dominant broadband network, it still has a fundamental shortcoming in traffic management that does not properly support efficient use of resources together with differentiated quality of service for mixed traffic types. Even though a number of mechanisms have been proposed under key approaches of resource adaptation, resource reservation, and resource pricing, this problem remains unsolved to date because of its complexity and the way it relates to so many considerations of engineering and economics, and the diverse range of services desired by users. Hence it is considered difficult to devise a perfect mechanism that can universally solve this problem. In this respect, this dissertation contributes to insights into potential combinations and trade-offs of key approaches above in some efficient manner for managing traffic and scarce resources in the Internet. The first part of this work considers the combination of relaxed resource reservation and resource pricing schemes for handling the unfair bandwidth distribution problem in soft-bandwidth guarantee services of the Differentiated Services (DiffServ) Internet. We show that this unfairness problem can be handled using a network-user cooperative approach that addresses both individual user satisfaction and global optimization. We propose to add a mechanism based on price-based feedback signaling to DiffServ-capable routers providing Assured Forwarding (AF) Service so that they can offer per-flow signaling. This still allows them to work at an aggregate traffic level, hence the scalability feature of the DiffServ network can be retained. Our proposed mechanism allows the network to offer reliable service assurances via a distributed optimization algorithm, without introducing special protocols or requiring routers to have access of individual user requirements. Moreover, it can provide incentives for users to cooperate so that optimum performance can be accomplished. This approach has broad applicability and is relevant to all types of assured service classes. The second part of this work considers the combination of a specific resource pricing scheme based on a distributed optimization algorithm and multimedia adaptation schemes. Such a capability has not been available because most utility functions of multimedia applications do not meet the concavity constraints required by optimization algorithm. We proposed to overcome this limitation by redefining user utility functions into equivalent discrete forms and using combinatorial (discrete) optimization so that interfacing the resource-pricing scheme can be done in a normal way. However, to obtain feasible solutions in a scalable manner, an agent is included into the scheme for solving the combinatorial (discrete) optimization on behalf of a small group of users. In return, all users belonging to this group can benefit from social welfare maximization of their utilities over a network resource constraint. The last part of this work considers the combination of relaxed resource reservation and resource pricing schemes to enable a proper charging scheme for adaptive applications in the DiffServ Internet. We provide an optimization formulation of the problems of revenue and social welfare maximization, applied at a service provider (SP) who gives access to the DiffServ Internet. In this scheme, resources are provisioned per QoS-oriented class in a long time scale (service level agreement (SLA) duration), then priced based on user demand in the short time scale. We also show that the proposed charging scheme can provide feedback and incentives for users to use the network resource optimally via the standard packet marking, hence eliminating the need for specific pricing protocol. All of the proposals in this work can be used together, solving these key problems as a coordinated whole, and all use readily available network mechanisms.
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Verikios, George. "Understanding the world wool market : trade, productivity and grower incomes." University of Western Australia. School of Economics and Commerce, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0064.
Повний текст джерелаАнотація:
[Truncated abstract] The core objective of this thesis is summarised by its title: “Understanding the World Wool Market: Trade, Productivity and Grower Incomes”. Thus, we wish to aid understanding of the economic mechanisms by which the world wool market operates. In doing so, we analyse two issues trade and productivity and their effect on, inter alia, grower incomes. To achieve the objective, we develop a novel analytical framework, or model. The model combines two long and rich modelling traditions: the partial-equilibrium commodity-specific approach and the computable-general-equilibrium approach. The result is a model that represents the world wool market in detail, tracking the production of greasy wool through five off-farm production stages ending in the production of wool garments. Capturing the multistage nature of the wool production system is a key pillar in this part of the model . . . The estimated welfare gain for China is 0.1% of real income; this is a significant welfare gain. For three losing regions Italy, Germany and Japan the results are robust and we can be highly confident that these regions are the largest losers from the complete removal of 2005 wool tariffs. In both wool tariff liberalisation scenarios, regions whose exports are skewed towards wool textiles and garments gain the most as it is these wool products that have the highest initial tariff rates. The overall finding of this work is that a sophisticated analytical framework is necessary for analysing productivity and trade issues in the world wool market. Only a model of this kind can appropriately handle the degree of complexity of interactions between members (domestic and foreign) of the multistage wool production system. Further, including the nonwool economy in the analytical framework allows us to capture the indirect effects of changes in the world wool market and also the effects on the nonwool economy itself.
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Schreuder, F. A. "An investigation into global distribution systems in the crop protection industry and the development of distribution system managment model for particular application in South Africa and Australia." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/21185.
Повний текст джерелаАнотація:
Thesis (PhD)--Stellenbosch University, 2002.ENGLISH ABSTRACT: The traditional ways in which manufacturers of crop protection products exercised control over distribution systems have diminished in their impact. Control was based on quality products, the power of the brand, an installed customer base and a broad portfolio of mostly patented products. Manufacturers of crop protection products need to review the manner in which these products are marketed, which distribution system management models are to be used, and the importance that is placed on distribution system management in the marketing mix. The primary aim of this study was defined as: "The development of appropriate distribution system management models for application in South Africa and Australia~. The secondary aim was defined as: "Establishing the key factors which determine the relationship between manufacturers and distributorsn . The dominant economic characteristics of the global crop protection industry are deemed to consist of a global market valued at US $28,090 mio, a mature market in a decline phase, the rapid consolidation of industry players, increased generic product manufacturer activity and an overall decline in manufacturer profitability. In South Africa crop protection product manufacturers use approximately 46 independent distributors to market products on farms through 600 affiliated commissioned sales agents. In Australia the distribution of crop protection products is much more concentrated. Distribution is essentially controlled by five national distributors and their coupled salaried representatives. Manufacturers therefore rely on third parties for the marketing of their products to farmers in both countries. The applicable problem statement has been formulated to select a distribution system management model that will: (i) optimally balance direct distribution related cost and subsequent levels of control over distributors; (ii) maximise the probability that a distributor will buy and actively promote the complete product portfolio of a for high levels of interpersonal relationship maintenance; and (vi) manufacturers have to instill the philosophy that distribution system management is part of a manufacturer's strategic business and marketing focus and not simply a task to be performed by a third party.
AFRIKAANSE OPSOMMING: Die tradisionele maniare waarop die vervaardigers van oesbeskermingsprodukte beheer kan uitoefen oor verspreidingsisteme is nie meer so suksesvol nie. Beheer was gebaseer op kwaliteil produkte, die mag van die handelsmerk:n gevestigde klientebasis en 'n wye produktereeks,bestaande uit gepatenteerde produkte, Vervaardigers van oesbeskermingsprodulcte moet die wyse waarop hierdie produkte bemark word, watter verspreidingsisteem bestuursmodelle gebruik word en die belangrikheid wat geplaas word op die bestuur van die verspreidingsisteme in die totala bemarkingspoging in heroorweging neern. Die primere doelstelling van hierdie studie is: "Die ontwikkeling van toepaslike verspreidingsisteem bestuursmodelle vir toe passing in Suid-Afrika en Australia. "Die sekondere doelstelling is: "Die vas stelling van die sleutelfaktore wat die verhouding tussen velVaardigers (verskaffers) en verspreiders bepaar. Die dominante ekonomiese kenmerke van die globale oesbeskermingsindustrie is 'n markwaarde in VSA $ 28,090 miljoen, 'n stagnante mark in 'n agteruitgang lase, die drastiese konsolidasie van die industrie spelers, 'n toename in die aktiwiteite van die generiese produkvervaardigers en 'n algemene daling in die winsgewindheid van die vervaardigers. In Suid-Afrika gebruik die vervaardigers van die oesbeskermingsprodukte ongeveer 46 onafhanklike verspreiders om die produkte op plaasvlak te bemark met behulp van 600 geaffilieerde kommissie agente. Die verspreiding van oesbeskermingsprodukte is baie meer gekonsentreerd in Australie. Verspreiding word in wese beheer deur vyf nasionale verspreiders en hulle spanne van verkoopsteenwoordigers wat 'n salaris verdien. In beide lande moet velVaardigers van oesbeskermingsprodukte staatmaak op onafhanklike instansies vir die bemarking van hul produkte op plaasvlak. Die probleemsteiling is dus die uitdaging om 'n verspreidingsisteem bestuursmodel t9 ontwikkel wat: (i) . n optima Ie balans sal gee tussen direkte verspreidingskoste en gekoppelde vlakke van beheer oor verspreiders; (ii) die waarskynlikheid dat . n verspreider die betrokke produkreeks van die vervaardiger sal aankoop en aktief sal promoveer; (iii) dit kan bereik in . n mark waar verspreiders talle bronne het van soortgelyke produkte teen kompeterende pryse. Gebaseer op die sekondere navorsing wat gedoen is wit dit blyk dat daar 'n algemene konsensus is dat daar n nei9in9 weg is van transaksie spesifieke besigheidsverhoudings na besigheidsverhoudings gebaseer op vennootskap gebaseerde benaderings in die interaksie tussen vervaardigers (verskaffers) en verspreiders. Hierdie tipe besigheidsverhouding word gekenmerk deur hoe vlakke van onderlinge vertroue, wedersydse verbintenis, konflik hanteringsmeganismes en goeie wedersydse kommunikasie. Primere navorsing is in Suid-Afrika (253 respondente) en Australia (180 respondente) gedoen. Implikasies vir die konstruksie van verspreidingsisteem bestuursmodelle wat voortvloei uit hierdie navorsing sluit in die belangrikheid dat on vervaardiger on wye en gesogte produkreeks het, die vereiste dat produkte beproefde effektiwiteit het, produkte kompeterend geprys is, die vereiste vir hoe vlakke van verskaffer opvolgdiens en die vereiste vir goeie interpersoonlike verhouding tussen werknemers van beide die vervaardigers en die verspreiders. Hierdie elemente moet ondermeer gerugsteun word deur goeie kommunikasiesisteme. Die "idea Ie" verspreidingsisteem bestuursmodelle is vervolgens voorgestel vir beide Suid-Afrika en Australie, gebaseer op die bevindinge van ondermeer die sekondere- en primere navorsing. Hierdie mode lie het ten doel om toepaslike strukture en besigheidsbenaderings vir vervaardigers daar te stel om hulle behulpsaam te wees om die geidentifiseerde behoeftes van die verspreiders aan te spreek.
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Phan, Kenny. "Innovation Measurement: a Decision Framework to Determine Innovativeness of a Company." PDXScholar, 2013. https://pdxscholar.library.pdx.edu/open_access_etds/1017.
Повний текст джерелаАнотація:
Innovation is one of the most important sources of competitive advantage. It helps a company to fuel the growth of new products and services, sustain incumbents, create new markets, transform industries, and promote the global competitiveness of nations. Because of its importance, companies need to manage innovation. It is very important for a company to be able to measure its innovativeness because one cannot effectively manage without measurement. A good measurement model will help a company to understand its current capability and identify areas that need improvement.
In this research a systematic approach was developed for a company to measure its innovativeness. The measurement of innovativeness is based on output indicators. Output indicators are used because they cannot be manipulated. A hierarchical decision model (HDM) was constructed from output indicators. The hierarchy consisted of three levels: innovativeness index, output indicators and sub-factors.
Experts' opinions were collected and quantified. A new concept developed by Dr. Dundar Kocaoglu and referred to as "desirability functions" was implemented in this research.
Inconsistency of individual experts, disagreement among experts, intraclass correlation coefficients and statistical F-tests were calculated to test the reliability of the experts' judgments. Sensitivity analysis was used to test the sensitivity of the output indicators, which indicated the allowable range of the changes in the output indicators in order to maintain the priority of the sub-factors.
The outcome of this research is a decision model/framework that provides an innovativeness index based on readily measurable company output indicators.
The model was applied to product innovation in the technology-driven semiconductor industry. Five hypothetical companies were developed to simulate the application of the model/framework. The profiles of the hypothetical companies were varied considerably to provide a deeper understanding of the model/framework. Actual data from two major corporations in the semiconductor industry were then used to demonstrate the application of the model.
According to the experts, the top three sub-factors to measure the innovativeness of a company are revenue from new products (28%), market share of new products (21%), and products that are new to the world (20%).
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Bauer, Elizabeth Nanette. "MODIFICATION OF AN EXISTING BENTHAL MODEL FOR PAPER MILL WASTES." Thesis, The University of Arizona, 1985. http://hdl.handle.net/10150/275443.
Повний текст джерела
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Azanha, Alvaro Barbosa. "Avaliação de modelos matematicos na estimativa da estabilidade de flocos de milho em embalagens flexiveis." [s.n.], 2003. http://repositorio.unicamp.br/jspui/handle/REPOSIP/254560.
Повний текст джерелаАнотація:
Orientador: Jose de Assis Fonseca FariaDissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia de Alimentos
Made available in DSpace on 2018-08-03T16:20:14Z (GMT). No. of bitstreams: 1 Azanha_AlvaroBarbosa_M.pdf: 3398484 bytes, checksum: 16232746a9c01d957bd78ac9a6b08ef3 (MD5) Previous issue date: 2003
Resumo: Este estudo avaliou a utilização de três modelos matemáticos (Linear, Ponto Médio e Intervalo Logaritmo) para estimar a vida útil durante a estocagem de flocos de milho em embalagens plásticas flexíveis. Para verificar a adequação dos modelos matemáticos, foram realizados alguns experimentos reais com o produto como subsidio para as devidas comparações. Para a caracterização do produto foram determinados a isoterma de adsorção e os teores de umidade inicial e crítica. Esta última foi obtida, utilizando-se um método sensorial (Diferença de Controle) e um método instrumental. Para os ajustes das isotermas foram utilizados os modelos linear, polinomial cúbico e GAB. Foram determinadas as taxas de permeabilidade ao vapor de água (TPV A) das embalagens, as quais foram utilizadas nas simulações matemáticas. O modelo GAB foi o que apresentou melhor ajuste pelo valor de RMS (valor médio quadrático relativo). Dentre os modelos matemáticos estudados, o do Ponto Médio e o do Intervalo Logaritmo foram os que apresentaram uma melhor aproximação do modelo experimental real, com erro entre 4 a 6 %. A validação destes modelos para estimar a estabilidade de flocos de milho será muito valiosa para a indústria, pois se torna uma ferramenta importante no desenvolvimento de produtos, melhorias na formulação, processos e embalagens
Abstract: The objective of this work was to evaluate three different mathematical models (Linear, Middle Point and Logarithm Interval) to predict the stability of commercial corn flakes in flexible packages. The limit factor of corn flakes shelf life is the gain of moisture from the external environment, which causes loss of crispness becoming unacceptable to the consumer. In order to verify the adequacy of the different models, some laboratory experiments were done with the product to provide the necessary information to compare the performance of each mode!. The sorption isotherm of the product was determined by the desiccator method and adjusted by the following methods: linear, GAB and cubic polynomial. The water vapor transmission rates of the packages (High Density Polyethylene) were determined. Among the mathematical models studied, the Middle Point and Logarithm Interval had the best approximation with the shelf life determined experimentally, with error from 4 to 6%. The validation of these models to estimate the shelf life of corn flakes will become a very powerful tool for the industry, once it will help the research and development of new products, processes and packaging
Mestrado
Mestre em Tecnologia de Alimentos
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Fraga, Tatiana Balbi. "Desenvolvimento de uma ferramenta computacional para a programação da produção de empresas do setor de confecções do município de Nova Friburgo." Universidade do Estado do Rio de Janeiro, 2006. http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=507.
Повний текст джерелаАнотація:
Coordenação de Aperfeiçoamento de Pessoal de Nível SuperiorO problema de seqüenciamento da produção vem sendo estudado desde o início da década de 50 do século passado e tem recebido nestes últimos cinqüenta anos uma considerável atenção de pesquisadores de todo o mundo. Como resultado atualmente encontra-se disponível uma gama de métodos de otimização e aproximação voltados para solução deste tipo de problema, sendo que a aplicação destes métodos mostra-se limitada à solução de problemas padrões de seqüenciamento, os quais consideram um conjunto de simplificações que os distanciam dos problemas ocorrentes nos ambientes reais de produção. Nesta dissertação o problema de seqüenciamento da produção sob análise trata-se especificamente do problema ocorrente nas micro e pequenas empresas do setor de confecções situadas no município de Nova Friburgo, onde foi constatado que quase não há um planejamento prévio da produção e quando o mesmo ocorre é feito com base somente em informações empíricas sem a aplicação de nenhuma metodologia e sem o auxílio de qualquer ferramenta computacional. Tal falta de planejamento resulta em um mau aproveitamento dos recursos de produção e impede que a empresa possa produzir em maior escala, o que se mostra necessário já que usualmente a demanda supera a capacidade produtiva da maioria das empresas do setor de confecções, principalmente em se tratando do sub-setor de moda íntima o qual abrange a maioria das empresas do município de Nova Friburgo. Visando melhorar o potencial competitivo destas empresas, esta dissertação se propõe a modelar matematicamente o seu processo de produção e desenvolver uma ferramenta computacional para a programação da produção baseada no método Tabu Search.
The manufacturing scheduling problem has been investigated since the 50s of the past century, and has received in the last 50 years a lot of attention from researchers around the world. As a result of such research efforts a lot of approximation and optimization methods are now available for the solution of such problems. Nonetheless, the application of these methods has been limited to standard problems of scheduling which considers a member of simplifications that do not correspond to the practical situations found in real production sets. In the present dissertation the manufacturing scheduling problem is devoted to real small and companies of productions sector of Nova Friburgo, for which has been observed that there is almost no prior production planning made, and when it is performed it is based only on empirical information without the application of a methodology or the aid of a computational tool. Such lack of planning results in a poor use of the production resources and prevents the company to produce in a larger scale, which is necessary because usually the demand is larger than the production capability of the majority of the companies of productions sector, manly in the sub-sector of underwear which corresponds to the majority of the companies of Nova Friburgo. Seeking to enhance the competitive edge of such companies the present dissertation has the purpose of modeling the production process and develop a computational tool for the production scheduling based on the Tabu Search method.
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Wilkes, Henrike-Raija. "Marketing metrics as measurements of marketing efficiency : a case study of the car dealer group Tepass + Seiz KG." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/968.
Повний текст джерелаАнотація:
Thesis (MBA (Business Management))--Stellenbosch University, 2008.ENGLISH ABSTRACT: Marketing has long been seen as a qualitative discipline following a rather soft approach. This, in many circumstances, resulted in a loss of marketing's credibility against other more quantitative managerial disciplines. Out of this plight, numerous marketing practitioners and experts during the past two decades have developed ways to prove that marketing can indeed be quantifiable. Born were the theories of marketing metrics as tools to make marketing measurable and, thus, to justify its existence. As can be assumed, in most organisations, the existence of the marketing discipline is not threatened; yet, an increased importance is placed on the fact that marketing expenditure is located wisely and efficiently in order to make a contribution to bottom line. This is particularly significant for small and medium sized enterprises (SMEs) which typically have only small marketing budgets and dispose of limited marketing expertise. The purpose of this study is to examine whether such a medium sized enterprise, the Tepass + Seiz KG, a German group of car dealerships, shows a marketing behaviour typical for that of an SME and does not use a sophisticated system of marketing metrics to measure the efficiency of its marketing activities. Primarily, a literature review was performed to illustrate the role of marketing metrics within large corporations and smaller enterprises and to shed light to the typical marketing behaviour of SMEs. The subsequent examination of the Tepass + Seiz KG and its marketing performance measurement system was built onto the findings of that review. The study was conducted, following a single case study strategy with the use of in-depth interviews to collect the data. The analysis illustrated that the Tepass + Seiz KG, even though conducting numerous different marketing activities, shows a marketing behaviour typical for a medium sized enterprise and that it does not measure its marketing activities efficiently. Consequently, recommendations on how to improve its measurement systems were made and various marketing metrics were introduced and suggested for implementation. The development of a stringent marketing strategy in addition to the metrics recommended was found to be a necessary further step towards a sophisticated marketing management within this enterprise.
AFRIKAANSE OPSOMMING: Bemarking word lank reeds beskou as 'n kwalitatiewe dissipline met 'n taamlike sagte aanslag. Dit het onder vele omstandighede gelei tot 'n verlies aan geloofwaardigheid vir bemarking vergeleke met ander meer kwantitatiewe bestuursdissiplines. As gevolg hiervan het baie bemarkingspraktisyns en bemarkingskundiges oor die afgelope twee dekades maniere ontwikkel om te bewys dat bemarking inderdaad kwantifiseerbaar kan wees. Daaruit is die teorieë van bemarkingsmaatstawwe gebore as 'n instrument om bemarking meetbaar te maak en om sodoende die bestaan daarvan te regverdig. Daar kan aanvaar word dat die bestaan van die bemarkingsdissipline in die meeste organisasies nie bedreig word nie; nogtans word al meer klem gelê op die feit dat bemarkingsuitgawes slim en doeltreffend aangewend moet word om 'n bydrae tot winsgewendheid te lewer. Dit is veral belangrik vir klein en mediumgrootte ondernemings (KMO's), wat gewoonlik oor slegs klein bemarkingsbegrotings en beperkte bemarkingskundigheid beskik. Die doel van hierdie navorsingstudie was om te ondersoek of so 'n mediumgrootte onderneming, die Tepass + Seiz KG, 'n Duitse groep van motorhandelaars, bemarkingsgedrag tipies van 'n KMO toon en nie gebruik maak van 'n gesofistikeerde stelsel van bemarkingsmaatstawwe om die doeltreffendheid van sy bemarkingsaktiwiteite te meet nie. Daar is primêr 'n literatuuroorsig uitgevoer om die rol van bemarkingsmaatstawwe binne groot korporasies en kleiner ondernemings te illustreer en om lig te werp op die tipiese bemarkingsgedrag van KMO's. Die daaropvolgende ondersoek van die Tepass + Seiz KG en die metingstelsel vir sy bemarkingsprestasie is gebou op die bevindings van die literatuuroorsig. Die studie is uitgevoer volgens die strategie van 'n enkele gevallestudie met die gebruik van in-diepte onderhoude om die data in te samel. Die ontleding het aangetoon dat die Tepass + Seiz KG, hoewel daar baie verskillende bemarkingsaktiwiteite uitgevoer word, die tipiese bemarkingsgedrag van 'n mediumgrootte onderneming uitvoer en nie sy bemarkingsaktiwiteite doeltreffend meet nie. Gevolglik is aanbevelings gedoen oor hoe metingstelsels verbeter kan word en verskeie tipes bemarkingsmaatstawwe is voorgestel vir implementering. Daar is bevind dat die ontwikkeling van 'n streng bemarkingstrategie bykomend tot die aanbevole maatstaf 'n noodsaaklike verdere stap is vir gesofistikeerde bemarkingsbestuur binne hierdie onderneming.
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Huang, Huilin. "Modelling structural change in the U.S. demand for meat." Thesis, Virginia Tech, 1991. http://hdl.handle.net/10919/42003.
Повний текст джерелаАнотація:
Recent empirical research on meat demand has debated whether or not
the effects of changing meat prices can explain all the observed changes
in meat consumption patterns. This thesis provides a framework for
modelling and testing for structural change using three commonly used
demand system -- a linear demand system, an inverse demand system, and
the Almost Ideal Demand System (AIDS). Emphasis is placed on the
statistical adequacy of the models. Two specific issues are carefully
addressed: consumer concern for cholesterol and its effect on meat
demand, and the dynamics of adjustment in meat consumption.
When modelling the demand for beef, pork, chicken and turkey, none
of the three demand systems are found to be statistically adequate, and
consequently, cannot be used to address structural change issues for
these particular data and commodities. The AIDS models are re-estimated
in an attempt to model the demand for beef, pork, chicken and fish
instead of turkey. The dynamic versions of the AIDS models using either
a gradual shift spline path, a Farley-Hinich path, a variable measuring
cholesterol awareness, or the log of the cholesterol awareness variable
are all statistically adequate. Likelihood ratio tests on these models
indicate that structural change has occurred. The significance of the
cholesterol variable in the demand models indicates that health concern
is an important factor in meat purchasing decisions.
Master of Science
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MONROE, STUART ROBERT. "COMPUTER SIMULATION MODEL FOR STRATEGIC MANAGEMENT DECISIONS RELATED TO YUMA, ARIZONA CITRUS ORCHARDS (POLICY, OPTIMIZATION, OPERATIONS)." Diss., The University of Arizona, 1985. http://hdl.handle.net/10150/187986.
Повний текст джерелаАнотація:
This research assisted the Yuma, Arizona citrus orchard manager in his strategic planning for achieving a low-cost position in a focused segment of the citrus industry. Citrus growers in the Yuma district are faced with major changes in their competitive environment and must adopt new strategic plans in order to continue to compete effectively in what has recently become a global industry. Since the planning horizon for new citrus orchards is in excess of 20 years, a long range planning model was developed to aid in evaluating alternative operating strategies. This research established the interrelatedness of water, nitrogen, and phosphorous relative to the yields of Valenica Oranges, Lisbon Lemons, and Redblush Grapefruit on Rough Lemon, Sour Orange, and Troyer rootstocks. A computer simulation model was used to evaluate optimal operating policies for a variety of resource prices and market conditions. The methodology utilized in development of the simulation model was unique in that it emulates individual tree performance from the time of planting until maturation. Four operating strategies were investigated and the profit maximizing and cost minimizing strategies were found to be significant. Evaluation of market selling prices indicated that the profit maximizing strategy was optimal except at very low market prices where the cost minimization strategy was optimal. Price sensitivity for water and fertilizer resources was investigated. Operating strategies were not affected by water price increases over the foreseeable future, however, price changes in nitrogen and phosphorous were found to affect the optimal operating strategy primarily through the substitution of manure in the system. Existing horticultural practices in the Yuma growing area were confirmed by the research. Additional optimal operating strategies were suggested relative to market prices. The long run policy decision making process for orchard managers was enhanced.
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Li, Beibei 1980. "Determining the optimal location for a large organic food store in Montreal." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=101602.
Повний текст джерелаАнотація:
In this thesis, the optimal location for a large format, organic food retail store is determined using the Huff Model in Montreal, Canada. The Huff Model has been widely used in marketing analysis to determine the optimal location in a variety of contexts. First, the study used Statistics Canada 2001 food expenditure data for Montreal to generate a double log linear food expenditure model for Montreal consumers. Variance Inflation Factors were calculated to test if there were multicollinearity problems, and a Breusch-Pagen test was done to test for heteroskedasticity. Neither of the results showed any statistical problems. Second, AC Nielson survey results were used to facilitate the organic food expenditure calculation process. Third, the travel distance from all census tracts in Montreal to the candidate store locations were calculated using the Manhattan distance calculator (McLafferty and Grady, 2005). Finally, the Huff Model was used to calculate an attractiveness index for each candidate location. The conclusion from the results of the empirical analysis was that, among the 45 candidate locations, which are scattered all across Montreal, 5445 de Gaspe gained the highest attractiveness index. This location is situated close to relatively affluent and highly populated areas of the city, and is also very accessible. Not only is this just a few blocks from two metro stations, and close to city bus routes, it is also adjacent to several major streets such as Saint-Laurent to the west, Saint-Denis to the east, Rosemont to the north and Saint-Joseph to the south. This thesis has provided a new application of the Huff model, which could be used in various markets, and has provided an interesting combination of models from the field of Economic Geography, and Agricultural Economics.
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Silva, Jonhatan Magno Norte da. "Avaliação da relação entre fatores psicossociais e distúrbios osteomusculares:um estudo em uma empresa de calçados: um estudo em uma empresa de calçados." Universidade Federal da Paraíba, 2016. http://tede.biblioteca.ufpb.br:8080/handle/tede/8156.
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Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq
Currently, the most accepted model in the scientific community to explain the multifactorial origin of the pain is the biopsychosocial model. This model suggests that psychosocial factors also contribute to the onset of pain as well as physical / ergonomic factors. An branch important industrial of the secondary sector, the shoe industry has stood out negatively by the high number of work-related musculoskeletal disorders. Thus, the objective expected is investigate to the relationship between psychosocial factors and the development of musculoskeletal disorders related to work in production sectors of a great shoes industry. To achieve this objective, there was a systematic review in about 150 papers published in international journals with impact factor. We used the Nordic questionnaire to identify the symptoms of pain in the body segments. Psychosocial factors were evaluated by the scores of Job content questionnaire (JCQ) and the Effort-reward imbalance questionnaire (ERI), as well as other modern psychosocial factors, such as bullying, discrimination, job dissatisfaction, sexual harassment and stress. Quadrants were built to evaluate effect of the combination of demands (physical and psychological) with job control; and to evaluate the combination of effort and reward for the onset of pain. Ordinal logistic regression models were built relating the pain reported by employees and psychosocial factors, in order to verify the probability of a given psychosocial factors contribute to the emergence and worsening of pain in the worker's body. All body parts were affected by at least one psychosocial factor. It was observed that some psychosocial factors such as job dissatisfaction affect both sexes, leading to occurrence more frequent of pain in the wrist in men (OR = 2.61; 1.32-5.15) and women (OR = 3.88; 1.33-11.32). Factors such as stress, affect more men, leading to the appearance of more frequent pain (OR = 2.63; 1.26-5.45) and more intense pain (OR = 2.70; 1.32-5.52) in hands. Among women, other factors such as discrimination have impact on the appearance of more frequent pain (OR = 5.10; 1.52-17.13) and more intense pain (OR = 3.43; 1.15-10.23) in the neck. The quadrant that combines the high effort and low reward was the one that presented, for men, more risk for the appearance of frequent pain (OR = 14.35; 3.95-52.18) and intense pain (OR = 17.05; 4.61-63.12) in the neck; and more frequent pain (OR = 9.69; 2.30-40.79) and more intense (OR = 10.81; 2.58-45.23) at the head of women. Thus concluded that psychosocial factors may lead to the onset of pain in the regions of the human body.
Atualmente, o modelo mais aceito na comunidade científica para se explicar a origem multifatorial das dores é o modelo biopsicossocial. Esse modelo sugere que fatores psicossociais contribuem também para o aparecimento de dores, assim como os fatores físicos/ergonômicos. Um importante ramo industrial do setor secundário, a indústria de calçados vem se destacando negativamente pelo elevado número de distúrbios osteomusculares relacionados ao trabalho. Assim, o objetivo desse trabalho é verificar a relação entre os fatores psicossociais e o desenvolvimento de distúrbios osteomusculares relacionados ao trabalho nos setores de produção de uma indústria calçadista de grande porte. Para alcançar esse objetivo, fez-se uma revisão sistemática no entorno de 150 artigos publicados em periódicos internacionais com fator de impacto. Utilizou-se o questionário nórdico para identificar os sintomas de dor nos segmentos corporais. Já os fatores psicossociais foram avaliados pelos escores do Job content questionnaire (JCQ) e do Effort reward-imbalance questionnaire (ERI), além de outros fatores psicossociais modernos, como o bullying, discriminação, insatisfação no trabalho, assédio sexual e estresse. Quadrantes foram construídos para avaliar efeito da combinação de demandas (físicas e psicológicas) com controle sobre o trabalho; e para avaliar a combinação de esforço e recompensa sobre o aparecimento de dores. Construíram-se modelos de regressão logística ordinal relacionando às dores relatadas pelos colaboradores e os fatores psicossociais, no sentido de verificar a probabilidade de um dado fator psicossocial contribuir para o surgimento e agravamento da dor no corpo do trabalhador. Como resultados observou-se que todas as partes do corpo foram afetadas por pelo menos um fator psicossocial. Observou-se que alguns fatores psicossociais, como insatisfação no trabalho afetam ambos os sexos, levando ao aparecimento de dores frequentes no pulso em homens (OR=2,61; 1,32-5,15) e em mulheres (OR=3,88; 1,33-11,32). Fatores como o estresse, afetam mais os homens, levando ao aparecimento de dores mais frequentes (OR=2,63; 1,26-5,45) e intensas (OR=2,70; 1,32-5,52) nas mãos. Entre as mulheres, outros fatores como a discriminação apresentam impacto no aparecimento de dores mais frequentes (OR=5,10; 1,52-17,13) e mais intensas (OR=3,43; 1,15-10,23) na região do pescoço. O quadrante que combina a relação alto esforço e baixa recompensa foi o que apresentou, para os homens, maior risco para o aparecimento de dores frequentes (OR=14,35; 3,95-52,18) e intensas (OR=17,05; 4,61-63,12) no pescoço; e para dores mais frequentes (OR=9,69; 2,30-40,79) e mais intensas (OR=10,81; 2,58-45,23) na cabeça das mulheres. Assim, concluísse que fatores psicossociais podem levar ao aparecimento de dores nas regiões do corpo do humano.
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Xu, Lu. "The Importance of Construct Definition and Specification in Operations Management Structured Model Research: The Case for Quality and Sustainability Constructs in a Decision-Making Model." Thesis, University of North Texas, 2018. https://digital.library.unt.edu/ark:/67531/metadc1248479/.
Повний текст джерелаАнотація:
In the operations management research, the inconsistent use of the same term for different concepts and the use of the similar concepts for different constructs potentially causes theoretical and statistical problems. This research addresses the importance of construct definitions and specification methodologically within the context of quality and sustainability management. It involves three essays using multiple quantitative methods such as partial least squares structural equation modeling and multiple regression in different consumer decision-making models in the automobile industry. In the first two essays, a comprehensive literature review results in definition and contextualization of the quality and sustainability constructs as applied to operations management and marketing research. The relationships of these constructs with consumer behavior are empirically tested. Building upon the first two essays, the third essay addresses the methodological issues on formative and reflective measurements by summarizing a procedure of validating formative measurements. The quality construct was used to illustrate the methodology. This research contributes to the literature, theory, and practices in the area of quality and sustainability management.
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Frielingsdorf, Klaus. "Contractor evaluation and selection for projects using the analytic hierarchy process." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/52747.
Повний текст джерелаАнотація:
Thesis (MBA)--Stellenbosch University, 2002.ENGLISH ABSTRACT: Changes in the global salt market have presented Walvis Bay Salt Refiners with an opportunity to increase its current sales by approximately 40%. Following several pre-feasibility studies, the expansion project plan was created. The construction of new ponds, canals and sluices were to be performed by a subcontractor as selected through a tender process. The scope of the work comprised approximately 70% of the total project cost and it also represented the most critical part of the expansion project. Thomas Saaty’s Analytic Hierarchy Process, was used as a group decision support system for the selection of the most suitable subcontractor. The weighted average mean method was used to aggregate individual scores. A sensitivity analysis was performed following the final outcome to gain a deeper understanding of the problem, obtain a measure of margin between subcontractor scores and to check for the correctness of numbers.
AFRIKAANSE OPSOMMING: Veranderinge in die wêreld soutmark het vir Walvis Bay Salt Refiners 'n geleentheid gebied om sy verkope met ʼn beraamde 40% te verhoog. Na verskeie voorondersoeke is 'n volledige projekplan opgestel. Die vervaardiging van damwalle, kanale en sluise sou deur 'n kontrakteur gedoen word wat deur ʼn tenderprosedure gekeur sou word. Die omvang van hierdie gedeelte van die uitbreidingsprojek verteenwoordig ongeveer 70% van die totale projekkostes en is terselfdelyk die mees sensitiewe gedeelte van die projek. Thomas Saaty se Analytic Hierarchy Process is gebruik as die groepbesluitnemingsondersteuningstelsel om die mees geskikte kontrakteur te kies. Die geweegde gemiddelde is gebruik om die individuele oordele saam te voeg. Sensitiwiteits analise is uitgevoer nadat die finale uitslag bepaal is om sodoende beter insig in die probleem te ontwikkel, om ʼn beter onderskeiding tussen die kontrakteur puntetellings te kry en om die juistheid van die syfers na te gaan.
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Porto, Lia de Mendonça. "Modelagem de processo industrial de fermentação alcoolica continua com reatores de mistura ligados em serie." [s.n.], 2005. http://repositorio.unicamp.br/jspui/handle/REPOSIP/267408.
Повний текст джерелаАнотація:
Orientador: Silvio Roberto AndriettaTese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Quimica
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Resumo: Este trabalho consiste em determinar o modelo que melhor descreve a fermentação alcoólica industrial, em sistemas contínuos de reatores de mistura em série. Para determinação dos parâmetros cinéticos foi desenvolvido um programa utilizando os dados de análises feitas em amostras retiradas de usinas em operação. Dos modelos testados, o Tosseto (2002), Lee; Pagan; Rogers (1983) e Levenspiel (1980), não apresentaram incoerência física nem problema de convergência sendo estes indicados para descrever a cinética da fermentação alcoólica. Os parâmetros cinéticos comuns aos modelos apresentaram valores semelhantes, onde o parâmetro Ks' limitação pelo substrato, foi de 3,0:t 0,4, o valor da concentração limite pelo produto inibidor, Pmáx' foi 92:t 9 e o fator exponencial de inibição pelo produto, YN, foi 5,3:t 0,9. O fator de inibição pelo substrato do modelo Tosseto (2002), Ki, foi 27:t 5 . O parâmetro X máx ' inibição pela massa celular, e YM, fator exponencial desta inibição, para o modelo Lee; Pagan; Rogers (1983) foram 1O0:t 1 e 0,9:t 0,1, respectivamente. A escolha pelo modelo Tosetto (2002) para implementação do programa de simulação do processo foi devido à tentativa de uma maior abrangência na obtenção das constantes cinéticas devido à possibilidade de inibição pelo substrato. A simulação em regime permanente trata-se da resolução equações algébricas dos balanços de massa do sistema e é capaz de dimensionar a etapa de fermentação de novas plantas a serem implantadas, enquanto que a simulação em regime transiente, tem o intuito de avaliar modificações durante a operação da usina e as equações diferenciais obtidas a partir dos balanços de massa devem ser resolvidas por método numérico, que neste caso foi utilizado o Runge-Kutta de quarta ordem
Abstract: This work aimed to determinate a model that best describes the industrial scale alcoholic fermentation in continuous serial mixing reactors. Software was developed in order to establish the kinetics parameters, using analysis data performed on samples from operating plants. The models described by Tosseto (2002), Lee; Pagan; Rogers (1983) and Levenspiel (1980), did not display physical incoherence or even convergence problems that described alcoholic fermentation kinetics. The kinetics parameters shown in all models presented similar values, like K (substrate limitation) was 3,0:t 0,4, Pmáx (limited product concentration) was 92:t 9 and YN (product inhibition power factor) was 5,3:t 0,9. The K (substrate inhibition) studied by Tosseto (2002) was 27:t 5. X máx (cell mass inhibition) and YM (cell mass inhibition factor power) were respectively 1O0:t 1 and 0,9:t 0,1 to Lee; Pagan; Rogers (1983). The kinetics parameters abranger due the substrate inhibition obtained by Tosetto (2002) this model was chosen in order to implement the simulating software. The stady state simulation is about system' s mass balance algebric equations resolution and is capable to dimension the fermentation step in new plants to be implanted while the unstady state simulation have the intention to evaluate modifications during the plant operation and the differential equations obtained from mass balance must be resolved by numerical methods, in this case, was used the fouth order Runge-Kutta
Doutorado
Desenvolvimento de Processos Biotecnologicos
Doutor em Engenharia Química
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Gobira, Diogo Barboza. "Precificação de derivativos exóticos no mercado de petróleo." reponame:Repositório Institucional do BNDES, 2014. http://web.bndes.gov.br/bib/jspui/handle/1408/7023.
Повний текст джерелаАнотація:
Bibliografia: p. 109-111Dissertação (mestrado) - Instituto Nacional de Matemática Pura e Aplicada, Rio de Janeiro, 2014.
Estudamos a precificação de opções exóticas nos mercados de petróleo e de seus derivados. Iniciamos com uma análise exploratória dos dados, revisitando suas propriedades estatísticas e fatos estilizados relacionados às volatilidades e correlações. Subsidiados pelos resultados de tal análise, apresentamos alguns dos principais modelos forward para commodities e um vasto conjunto de estruturas determinísticas de volatilidades, bem como os respectivos métodos de calibragem, para os quais executamos testes com dados reais. Para melhorar o desempenho de tais modelos na precificação do smile de volatilidade, reformulamos o modelo de volatilidade estocástica de Heston para lidar com uma ou múltiplas curvas forward, permitindo sua utilização na precificação de contratos definidos sobre múltiplas commodities. Calibramos e testamos tais modelos a partir de dados reais dos mercados de petróleo, gasolina e gás, e comprovamos a sua superioridade frente aos modelos de volatilidade determinística. Para subsidiar a precificação de opções exóticas e contratos OTC, revisitamos dos pontos de vista teórico e prático assuntos como simulação de Monte Carlo, soluções numéricas para SDEs e exercício americano. Finalmente, por meio de uma bateria de simulações numéricas, mostramos como os modelos podem ser utilizados na precificação de opções exóticas que tipicamente ocorrem nos mercados de commodities, como as calendar spread options, crack spread options e as opções asiáticas.
We study the pricing of exotic options in the oil and its derivatives markets. We begin with a exploratory analysis of the data, revisiting statistical properties and stylized facts related to the volatilities and correlations. Based on this results, we present some of the main commodity forward models and a wide range of deterministic volatility structures, as well as its calibration methods, for which we ran tests with real market data. To improve the performance of such models in pricing the volatility smile, we reformulate the Heston stochastic volatility model to cope with one or multiple forward curves together, allowing its use for the pricing of multicommodity based contracts. We calibrate and test such models for the oil, gasoline and natural gas markets, confirming their superiority against deterministic volatility models. To support the tasks of exotic options and OTC contracts pricing, we also revisit, from the theoretical and practical points of view, tools and issues such as Monte Carlo simulation, numerical solutions to SDEs and American exercise. Finally, through a battery of numerical simulations, we show how the presented models can be used to price typical exotic options occurring in commodity markets, such as calendar spread options, crack spread options and Asian options.
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Raymond, Alexander William. "Investigation of microparticle to system level phenomena in thermally activated adsorption heat pumps." Thesis, Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/34682.
Повний текст джерелаАнотація:
Heat actuated adsorption heat pumps offer the opportunity to improve overall energy efficiency in waste heat applications by eliminating shaft work requirements accompanying vapor compression cycles. The coefficient of performance (COP) in adsorption heat pumps is generally low. The objective of this thesis is to model the adsorption system to gain critical insight into how its performance can be improved. Because adsorption heat pumps are intermittent devices, which induce cooling by adsorbing refrigerant in a sorption bed heat/mass exchanger, transient models must be used to predict performance. In this thesis, such models are developed at the adsorbent particle level, heat/mass exchanger component level and system level.
Adsorption heat pump modeling is a coupled heat and mass transfer problem. Intra-particle mass transfer resistance and sorption bed heat transfer resistance are shown to be significant, but for very fine particle sizes, inter-particle resistance may also be important. The diameter of the adsorbent particle in a packed bed is optimized to balance inter- and intra-particle resistances and improve sorption rate. In the literature, the linear driving force (LDF) approximation for intra-particle mass transfer is commonly used in place of the Fickian diffusion equation to reduce computation time; however, it is shown that the error in uptake prediction associated with the LDF depends on the working pair, half-cycle time, adsorbent particle radius, and operating temperatures at hand.
Different methods for enhancing sorption bed heat/mass transfer have been proposed in the literature including the use of binders, adsorbent compacting, and complex extended surface geometries. To maintain high reliability, the simple, robust annular-finned-tube geometry with packed adsorbent is specified in this work. The effects of tube diameter, fin pitch and fin height on thermal conductance, metal/adsorbent mass ratio and COP are studied. As one might expect, many closely spaced fins, or high fin density, yields high thermal conductance; however, it is found that the increased inert metal mass associated with the high fin density diminishes COP. It is also found that thin adsorbent layers with low effective conduction resistance lead to high thermal conductance. As adsorbent layer thickness decreases, the relative importance of tube-side convective resistance rises, so mini-channel sized tubes are used. After selecting the proper tube geometry, an overall thermal conductance is calculated for use in a lumped-parameter sorption bed simulation. To evaluate the accuracy of the lumped-parameter approach, a distributed parameter sorption bed simulation is developed for comparison. Using the finite difference method, the distributed parameter model is used to track temperature and refrigerant distributions in the finned tube and adsorbent layer. The distributed-parameter tube model is shown to be in agreement with the lumped-parameter model, thus independently verifying the overall UA calculation and the lumped-parameter sorption bed model.
After evaluating the accuracy of the lumped-parameter model, it is used to develop a system-level heat pump simulation. This simulation is used to investigate a non-recuperative two-bed heat pump containing activated carbon fiber-ethanol and silica gel-water working pairs. The two-bed configuration is investigated because it yields a desirable compromise between the number of components (heat exchangers, pumps, valves, etc.) and steady cooling rate. For non-recuperative two-bed adsorption heat pumps, the average COP prediction in the literature is 0.39 for experiments and 0.44 for models. It is important to improve the COP in mobile waste heat applications because without high COP, the available waste heat during startup or idle may be insufficient to deliver the desired cooling duty. In this thesis, a COP of 0.53 is predicted for the non-recuperative, silica gel-water chiller. If thermal energy recovery is incorporated into the cycle, a COP as high as 0.64 is predicted for a 90, 35 and 7.0°C source, ambient and average evaporator temperature, respectively. The improvement in COP over heat pumps appearing in the literature is attributed to the adsorbent particle size optimization and careful selection of sorption bed heat exchanger geometry.
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Gibson, Elizabeth Carole. "A Measurement System for Science and Engineering Research Center Performance Evaluation." PDXScholar, 2016. http://pdxscholar.library.pdx.edu/open_access_etds/3285.
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This research provides performance metrics for cooperative research centers that enhance translational research formed by the partnership of government, industry and academia. Centers are part of complex ecosystems that vary greatly in the type of science conducted, organizational structures and expected outcomes. The ability to realize their objectives depends on transparent measurement systems to assist in decision making in research translation.
A generalizable, hierarchical decision model that uses both quantitative and qualitative metrics is developed based upon program goals. Mission-oriented metrics are used to compare the effectiveness of the cooperative research centers through case studies.
The US National Science Foundation (NSF) industry university cooperative research center (IUCRC) program is the domain of organizational effectiveness because of its longevity, clear organizational structure, repeated use and availability of data. Not unlike a franchise business model, the program has been replicated numerous times gaining recognition as one of the most successful federally funded collaborative research center (CRC) programs. Understanding IUCRCs is important because they are a key US policy lever for enhancing translational research. While the program model is somewhat unique, the research project begins to close the gap for comparing CRCs by introducing a generalizable model and method into the literature stream.
Through a literature review, program objectives, goals, and outputs are linked together to construct a four-level hierarchical decision model (HDM). A structured model development process shows how experts validate the content and construct of the model using these linked concepts.
A subjective data collection approach is discussed showing how collection, analysis and quantification of expert pair-wise-comparison data is used to establish weights for each of the decision criteria. Several methods are discussed showing how inconsistency and disagreement are measured and analyzed until acceptable levels are reached.
Six case studies are used to compare results, evaluate the impact of expert disagreement and conduct criterion-related validity. Comparative analysis demonstrates the ability of the model to efficiently ascertain criteria that are relatively more important towards each center's performance score. Applying this information, specific performance improvement recommendations for each center are presented.
Upon review, experts generally agreed with the results. Criterion-related validity discusses how the performance measurement scoring system can be used for comparative analysis among science and engineering focused research centers. Dendrograms highlight where experts disagree and provide a method for further disagreement analysis. Judgment quantification values for different expert clusters are substituted into the model one-at-a-time (OAT) providing a method to analyze how changes in decisions based on these disagreements impact the results of the model's output. This research project contributes to the field by introducing a generalizable model and measurement system that compares performance of NSF supported science and engineering focused research centers.
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Pendyala, Chandra Mohan. "On the optimal location of transmitters for micro-cellular radio communication system design." Thesis, This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-07112009-040406/.
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