Дисертації з теми "TSCE Model"
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Leopold, Henrik, Jan Mendling, and Artem Polyvyanyy. "Supporting Process Model Validation through Natural Language Generation." Institute of Electrical and Electronics Engineers (IEEE), 2014. http://dx.doi.org/10.1109/TSE.2014.2327044.
Повний текст джерелаALESI, NICOLA. "Osteoclast-specific Tsc2 deletion in mice increases bone mass: a model for the study of sclerotic bone lesions in Tuberous Sclerosis." Doctoral thesis, Università Politecnica delle Marche, 2017. http://hdl.handle.net/11566/245595.
Повний текст джерелаThe majority of TSC patients have sclerotic bone lesions, the pathogenesis of which is unknown. Sclerotic lesions may represent focal accumulation of excess bone. Normal bone is continuously remodeled by the actions of bone forming osteoblasts and bone resorbing osteoclasts (OC). A growing body of evidence suggests that loss of TSC1 or TSC2 in osteoblasts impacts normal skeletal growth, but the function of the TSC protein complex in OC is unknown. To examine the impact of the TSC2 protein in OC, we crossed the Cathepsin K-Cre (Ctsk-Cre) mice, where Cre is expressed in OC, with Tsc2fl/fl mice to generate CtskCre; Tsc2fl/fl mice, subsequently denoted as Tsc2ΔOC. Tsc2ΔOC male mice have strikingly elevated trabecular bone mass at 9 months of age (~3-fold increase, p<0.01) as well as increased cortical thickness (1.5-fold, p<0.05). Similar characteristics were observed at 3 months of age. As expected, OCs from Tsc2ΔOC mice had increased mTORC1 activity, consistent with the loss of TSC2, however they show normal maturation and secretory function in vitro. To assess OC function in vivo, we measured serum levels of the degradation products of C-terminal telopeptide of type I collagen (CTX-I), an established bone resorption marker. CTX-I was found normal in male and females at 3 months of age and in 9 months old female; slightly elevated in male at 9 month of age meaning OCs are not responsible for the phenotype. The serum concentration of procollagen type I N propeptide (P1NP), a marker of osteoblast activity, was elevated in Tsc2ΔOCmice in both sex at 3 and 9 months of age. OCs increase osteoblast activity through the secretion of Clastokines, a mechanism called coupling. CTHRC1 (a clastokine) mRNA was found increased (11 fold, p< 0.001) in the femurs of 3 months old Tsc2ΔOC mice, as well as at 9 months old. Our model suggests that loss of Tsc2 in OCs may stimulate osteoblastic bone formation through the mTORC1 dependent secretion of CTHRC1.
Kawabata, Daisuke. "Ameliorative effects of follistatin-related protein/TSC-36/FSTL1 on joint inflammation in a mouse model of arthritis." Kyoto University, 2004. http://hdl.handle.net/2433/148269.
Повний текст джерелаChiaramonte, E. "ALTERAZIONI ISTOPATOLOGICHE INDOTTE DA CELLULE UMANE LAM/TSC IN TOPI NUDI: UN MODELLO DI LINFANGIOLEIOMIOMATOSI. REVERSIONE DEL DANNO CON ANTICORPO ANTI-EGFR." Doctoral thesis, Università degli Studi di Milano, 2012. http://hdl.handle.net/2434/171330.
Повний текст джерелаTse, Oliver [Verfasser]. "SPn-systems in Radiative Heat Transfer and Natural Convection-Radiation Models: Parameter Identification and Optimal Control / Oliver Tse." München : Verlag Dr. Hut, 2011. http://d-nb.info/101560496X/34.
Повний текст джерелаMODA, FABIO. "Engineered adeno associated-viruses expressing anti-prp molecules and polyelectrolyte gold nanoparticles as new therapeutic strategies for prion diseases in mouse models." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2010. http://hdl.handle.net/10281/19196.
Повний текст джерелаMikwar, Abulaziz. "Modeling of Hybrid STATCOM in PSSE." Thesis, KTH, Elkraftteknik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-217118.
Повний текст джерелаSystem inom produktgruppen FACTS (Flexible AC Transmission Systems)har m¨ojligheten att st¨odja sp¨anning och h¨oja ¨overf¨oringskapacitet p°a existerandeledningar. F¨or att kunna specificera en FACTS-anl¨aggning sombeter sig som f¨orv¨antat i ett eln¨at beh¨ovs ett antal studier och n¨atanalyserutf¨oras. Delar av dessa studier ¨ar gjorda genom att anv¨anda verktyg f¨orkraftsystemanalys som t.ex. PSS®E, som ¨ar ett verktyg f¨or n¨atplaneringd¨ar fasvektorer och RMS-v¨arden anv¨ands i ber¨akningarna. Dessa verktyganv¨ands f¨or att evaluera stabilitet och utbyggnadsbehov i eln¨atet. Resultatenfr°an verktygen spelar en vital roll i investeringsbeslut i ett eln¨at.FACTS-system modelleras i PSS®E med hj¨alp av programmeringsspr°aketFORTRAN. Det ¨ar viktigt att anv¨anda korrekta modeller f¨or att undvikamissledande resultat. I denna Master-uppsats f¨oresl°as och utvecklasSTATCOM och Hybrid-STATCOM modeller i enlighet med ABBs kontrollstrategi.Modellerna testas i PSS®E och verifieras mot detaljerade modelleri PSCAD. Modellerna j¨amf¨ors ¨aven mot andra generiska modeller som ¨araccepterade och spridda ¨over branschen i stort.
Baba, Ibrahim El. "Contributions numériques en compatibilité électromagnétique impulsionnelle. Paradigme pour la caractérisation temporelle d'équipements." Thesis, Clermont-Ferrand 2, 2012. http://www.theses.fr/2012CLF22232/document.
Повний текст джерелаThe work presented in this thesis concerns the use of time techniques for impulsive ElectroMagnetic Compatibility (EMC) applications, mainly for Modes Stirred Reverberation Chamber (MSRC) studies. Contrary to approaches from frequency domain, obviously well-fitted for studies in resonant cavities, the main idea of this thesis was to study an original time method for MSRC investigation to propose new paradigms for equipment characterization. Originally developed in acoustics, the Time Reversal (TR) process recently applied to electromagnetic waves allows focusing it both in time and space. The process quality is even higher if the propagation environment is reverberant. Thus, the Reverberation Chambers (RC) are an ideal locations for TR implementation. After a study of parameters involved in the TR process coupled with the definition of specific numerical methods, the applications of TR in MSRC are exposed. In particular, the interest of selective focusing for radiated susceptibility tests is demonstrated. The importance of absorption and diffraction coefficients for MSRC equipment justifies their accurate and efficient characterization. To this end, the implementation of a temporal calculation of the Total Scattering Cross Section (TSCS) in RC is detailed. The application of this new technique to different forms of stirrers allows finally to face these results with those obtained from standard EMC test
Jayawardena, Nirodha Imali. "Essays on Stock Market Volatility using High-Frequency Data: The Role of Overnight Information." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/367621.
Повний текст джерелаThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
Griffith Business School
Griffith Business School
Full Text
El, Baba Ibrahim. "Contributions numériques en compatibilité électromagnétique impulsionnelle. Paradigme pour la caractérisation temporelle d'équipements." Phd thesis, Université Blaise Pascal - Clermont-Ferrand II, 2012. http://tel.archives-ouvertes.fr/tel-00720219.
Повний текст джерелаWagh, Baban. "Deterministic Two Stage Clonal Expansion Model of Breast Cancer Epidemiology and its Utility for Optimal Screening Policies in India." Thesis, 2017. http://etd.iisc.ac.in/handle/2005/4214.
Повний текст джерелаSilva, Cátia Alexandra Pinho. "Epileptogenesis and treatment options in a tuberous sclerosis complex epilepsy mouse model." Master's thesis, 2013. http://hdl.handle.net/10316/26077.
Повний текст джерелаTuberous Sclerosis Complex (TSC) is an autosomal dominant disorder, resulting from inactivating mutations in either Tsc1 or Tsc2 genes. It is characterized by multisystemic benign tumors throughout the body, including the brain, together with neurological abnormalities such as epilepsy, autism and mental retardation (Han and Sahin, 2011; Orlova and Crino, 2010). The TSC1/2 protein complex has been found to play a crucial role in the regulation of cell growth and proliferation via the mTORC1 pathway. In the central nervous system this complex is also responsible for orchestrating finely tuned systems that have distinctive roles under different conditions; such as dendritic arborisation or axonal outgrowth and targeting (Orlova and Crino, 2010). Given that 80 to 90% of all patients develop epileptic seizures (Han and Sahin, 2011), epileptogenesis is probably the most devastating and therapeutically challenging manifestation of TSC. Therefore, a rational preventive strategy is the targeting of the mTORC1 pathway, for its known contribution to epileptogenesis through protein synthesis and synaptic plasticity (Wong, 2010). Our lab has previously shown that global Tsc1 deletion in adult mice (using the CreER/loxP recombination system) results in epilepsy due to mTORC1 hyperactivation (Abs et al., in press). In order to further dissect the molecular mechanisms underlying epileptogenesis in TSC, we now induce Tsc1 deletion in adult mice, in a brain type cell-specific manner: using the Tsc1f/f αCaMKII-erT2-cre mouse model. These mice develop lethal epilepsy a few days after gene deletion onset Epileptogenesis and Treatment Options in a TSC Epilepsy Mouse Model 12 (assessed by EEG measurements). This epilepsy is accompanied by mTORC1 hyperactivation (assessed by western blotting and immunohistochemistry) and no obvious brain pathology (immunohistochemistry). Moreover, this mouse model is hereby used to test possible treatments for epilepsy in TSC. We use different treatment options, such as dual mTOR inhibitors and a S6K inhibitor (contributing also to the understanding of epileptogenesis in these mice). Together with other cell-specific Tsc1 inducible KO mouse models, this project allows us to investigate the contribution of different types of brain cells to epilepsy (particularly in TSC). It will also help unraveling the molecular changes caused by acute mTORC1 hyperactivation (after all the developmental stages have taken place) that induce epileptogenesis. In addition, we are able to test novel treatment options for epilepsy in our mouse model. This project and the use of complementary mouse models are of great importance to both the scientific and medical fields, since they aim at a better understanding of epilepsy in TSC and the investigation of possible treatments.
O Complexo Esclerose Tuberosa (TSC) é uma doença autossómica dominante, resultante de mutações inativantes em qualquer um dos genes Tsc1 ou Tsc2. A doença é caracterizada por tumores benignos espalhados pelo corpo, incluindo no cérebro, juntamente com anomalias neurológicas tais como: epilepsia, autismo e atraso mental (Han and Sahin, 2011; Orlova and Crino, 2010). O complexo proteico TSC1/2 desempenha um papel crucial na regulação do crescimento e proliferação celular através da via mTORC1. No SNC este complexo também é responsável por orquestrar sistemas finos com papéis distintos sob diferentes condições como arborização dendrítica ou crescimento e orientação axonal (Orlova and Crino, 2010). Tendo em conta que 80 a 90% de todos os pacientes desenvolvem convulsões epilépticas (Han and Sahin, 2011), a epileptogénese é provavelmente a manifestação mais devastadora e terapeuticamente a mais desafiante em TSC. Uma estratégia preventiva racional tem como objectivo a modulação da via mTORC1, pela sua conhecida contribuição na epileptogénese através da síntese proteica e plasticidade sináptica (Wong, 2010). O nosso laboratório demonstrou anteriormente que a eliminação global de Tsc1 em ratinhos apenas na idade adulta (usando o sistema de recombinação CreER/loxP) resulta no desenvolvimento de epilepsia devido à hiperactivação da via mTORC1 (Abs et al., in press). Epileptogenesis and Treatment Options in a TSC Epilepsy Mouse Model 14 De forma a dissecar os mecanismos moleculares subjacentes à epileptogénese em TSC, induzimos agora a eliminação de Tsc1 em ratinhos apenas na idade adulta, mas apenas em células específicas do cérebro: o modelo Tsc1f/f αCaMKII-erT2-cre. Estes ratinhos desenvolvem epilepsia letal logo após o início da deleção do gene (comprovado por meio de medições de EEG). Esta epilepsia é acompanhada por hiperativação da via mTORC1 (verificado por western blotting e imunohistoquímica) e é livre de patologia cerebral (imunohistoquímica). Além disso, este modelo de ratinho será aqui usado para testar possíveis tratamentos para a epilepsia em TSC. Temos testado diferentes opções de tratamento tais como: inibidores duais de mTOR e um inibidor da S6K (contribuindo também para a compreensão da epileptogénese nestes ratinhos). Juntamente com outros modelos de ratinho passíveis de sofrerem eliminação induzida de Tsc1, este projecto permite-nos investigar a contribuição de diferentes tipos celulares para a epilepsia (particularmente em TSC). Este protejo também nos ajudará a desvendar as alterações moleculares causadas pela hiperactivação aguda da via mTORC1 (após todas as fases de desenvolvimento terem ocorrido) que induzem epileptogénese. Além disso, poderemos testar novas opções terapêuticas para epilepsia com este mesmo modelo. Este projecto juntamente com o uso de modelos complementares de ratinho são de grande importância para ambos os domínios: científicos e médicos, uma vez que visam uma melhor compreensão da epilepsia em TSC e investigação de tratamentos emergentes.
Chou, Yu Wei, and 周育蔚. "Using the Neural Network to Build TSE Predicting Model." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/86878750357961167044.
Повний текст джерелаLi, Hsien-chung, and 李憲忠. "A Grey Markov Predicating Model on the TSEC Capitalization Weighted Stock Index." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/14860476016904047799.
Повний текст джерела立德大學
應用資訊研究所
96
Modeling and forecasting stock market volatility has been the subject to much recent empirical and theoretical investigation by academics. This thesis presents a Grey Markov predicating model to predict the TSEC capitalization weighted stock index (TAIEX). We will first give a brief description of Grey System Theory and Markov Chain model. It is discussed in this thesis that the Markov Chain model has been use to analysis the characteristic of the random system and Grey System Theory is an effective prediction method for the time series data. Then, the computing programs of Markov Chain model and Grey predicating model are developed with help of Delphi and MATLAB Platforms. Based on Markov Chain model, a Grey Markov predicating model is derived to predict the TAIEX. Through the Grey Markov predicating model, the TAIEX are described with its time series data. The results of this thesis developed an effective tool to predict the TAIEX.
Lin, Hua-tan, and 林華旦. "A Research on Financial Predicting Model in TSE Listed Electronic Companies." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/45465802849135253395.
Повний текст джерела國立雲林科技大學
財務金融系碩士班
94
For the past 5 years, there have been many companies in Taiwan suddenly announced bankruptcy and caused investors huge loses. Practically, it is very hard for investors to find out the failed companies in advance by simply reviewing the financial statements of these companies, especially if their managers had business ethical problems. The purpose of this study is to research the financial crisis prediction model. The data were collected from Taiwan listed and OTC electronic companies during the 2001 – 2005 periods of 22 financial distress companies and 88 financial normal companies, and divided the data into In-Sample and Out-of-Sample groups, then built and tested the feasibility of the model. We are using financial variables (mal- Operation of the core business, overdoing of cross-investment, holding the stock price by subsidiaries, excavation of the company’s assets etc.) and non-financial variables (changes Accountant or not, changes the financial manager or top manager or not), respectively, and compare them with the power of discrimination. According to the results of this study, we conclude some major results as follow: 1. The findings indicate that the financial crisis prediction model based on the simple Logistic model could not completely describe the key factors causing the financial crisis. It suggests that the non-financial factors should be included. 2. This study finds that the key non-financial variable affecting a company’s financial crisis is the company changes Accountant, changes financial manager or top manager. 3. In the integral prediction model (includes the financial variables and companies are better than financial prediction model
Sousa, Ana Catarina Baptista de. "Sex-dependent changes in brain microstructures organization and neurochemical profile in Tsc2 mouse model." Master's thesis, 2021. http://hdl.handle.net/10316/98263.
Повний текст джерелаO Complexo de Esclerose Tuberosa (CET) é uma doença hereditária, resultado de uma mutação num ou ambos os genes Tsc1 e Tsc2. Clinicamente, as manifestações incluem tumores benignos em diversos órgãos, como a pele, o cérebro e os rins. Esta doença apresenta elevada comorbidade com outros distúrbios, conhecidos como distúrbios neuropsiquiátricos associados ao CET (TAND), que incluem hiperatividade, agressão, transtornos do espectro do autismo (TEA) e deficiências intelectuais.A imagem por tensor de difusão (DTI) é uma técnica de ressonância magnética (MRI) que quantifica o movimento anisotrópico de moléculas de água, oferecendo informação estrutural relevante sobre o tecido cerebral. Outras técnicas, nomeadamente a imagem por amostra q generalizada (GQI), que quantifica anisotropia foi também aplicada nesta tese. Para além disto, a espectroscopia de protões por ressonância magnética (1H-MRS) foi utlizada para investigar o perfil neuroquímico cerebral do modelo de murganho Tsc2+/-.No presente estudo, observámos no córtex pré-frontal uma redução da anisotropia fracional (AF) em murganhos machos Tsc2+/-, acompanhada de um aumento na difusividade axial (DA) e difusividade média (DM) na amígdala. No sentido oposto, em fêmeas Tsc2+/- mostraram um aumento de AF e DA cortical. Relativamente aos dados de 1H-MRS, machos transgénicos apresentaram menores níveis de alanina (Ala) e glutationa (GSH) corticais, enquanto em fêmeas transgénicas, foi detetada uma sub-regulação em níveis de ácido gama-aminobutírico (GABA). No hipocampo, murganhos machos Tsc2+/- apresentaram níveis mais elevados de lactato, taurina e inositol. Os nossos resultados levam-nos a assumir que a organização estrutural do cérebro e o perfil neuroquímico do modelo de murganho Tsc2+/- é dependente do sexo. Para além disto, os resultados estão de acordo com o viés masculino nos distúrbios do espetro do autismo. Esta investigação ajuda um melhor entendimento dos efeitos neuronais deste distúrbio, e potencialmente auxilia o desenvolvimento de terapêuticas.
Tuberous sclerosis complex (TSC) is a hereditary disorder, resulting from a mutation in either Tsc1 or Tsc2. This disorder is characterized by benign tumours in several organ systems, such as the skin, brain and kidneys. TSC individuals also present high comorbidity with other disorders, often referred to as TSC-associated neuropsychiatric disorders (TAND), which include hyperactivity, aggression, autism spectrum disorders (ASD), epilepsy and intellectual impairments. Diffusion tensor imaging (DTI) is an MRI-based technique that quantifies the anisotropic movement of water molecules, providing relevant structural information in the brain tissue. Other techniques, namely generalized q-sampling imaging (GQI), that quantify anisotropy was also used in this thesis. Moreover, proton magnetic resonance spectroscopy (1H-MRS) was performed to investigate neurochemical profile of Tsc2+/- mouse model.Here, we observed that in prefrontal cortex there is a reduction of fractional anisotropy (FA) in male Tsc2+/- mice, together with an increase in axial diffusion (AD) and mean diffusivity (MD) in the amygdala. On the other hand, female Tsc2+/- mice displayed augmentation of cortical FA and AD. Concerning 1H-MRS data, we found that transgenic males exhibited lower levels of cortical alanine (Ala) and glutathione (GSH), while in transgenic females, detected a down-regulation of gamma-amino butyric acid (GABA) levels were detected. In the hippocampus, male Tsc2+/- mice showed higher lactate, taurine, and inositol levels, without changes in females.Our results lead us to postulate that brain structural organization and neurochemical profile of Tsc2+/- mouse model are sex-dependent. Furthermore, our results agree with the male bias described in autism spectrum disorders. This work may contribute to better understand the neural effects of Tsc2+/- disorder and potential therapeutic targets, and therefore possibly aid the development of therapeutic approaches.
Chou, Che-Yi, and 周哲毅. "The Empirical Study of the Financial Distress Prediction Model for Companies Listed on TSE." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/83006845723942324626.
Повний текст джерела國立臺北大學
會計學系
88
Because of financial crises in 1998 , Taiwan Stock Exchange Corporation(TSE) reissues“TSE’s regular and special governing procedure for listed-companies’ finance and business”. The purpose of this study is to establish the financial distress prediction model by using the fifteen accessing items listed in Article 5 of governing procedure. In 1998, the 12 distress firms along with the 102 non-distress firms were collected as a sample in this study. In addition, the fifteen accessing items that listed in Article 5 of governing procedure were adopted as independent variables. Furthermore, a prediction model was constructed through Wilcoxon test and Logit regression after analyzing the sample of the two different groups. The findings of this study are as follows: 1. During the period of 5 seasons, 4 seasons, and 3 seasons before financial distress, the statistical result of distress firms reflected more significantly than non-distress ones in the Wilcoxon test. 2. During each period as mentioned as above, the correct ratio of financial distress prediction model is from 83﹪to 86﹪. 3. Based on the weighted values of four variables as modifying financial prediction, invested income, the times of obtained immovable and securities, or financial ratio, the probability of financial distress companies is higher than the normal companies.
Lee, Chin-Shin, and 李建信. "The Valuation of TSE Index Options — Comparison of Performances between ANN and GANN Model." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/65349853021726710805.
Повний текст джерела真理大學
財經研究所
91
With the development of globalization and securitization, the needs and developments to derivative goods are germinating in Taiwan. With the issuing of Warrants, Taiwan stock index futures and Taiwan stock index options(TXO), investors can operate more flexible on market. But investors will get a profit or a loss depend on their correct judgment. Due to the reason, it is necessary to price TXO properly. This study applies traditional Artificial Neural Network pricing model and Genetic Adaptive Neural Networks pricing model to options under different volatility models. And the indices of pricing performance are RMSE、MAE and RMSE. Besides, this study also uses Wilcoxon Sign-rank test to test these pricing performances. According to the empirical results, different volatility models don’t exist significant differences between ANN and GANN model except call options. Although there are many pricing studies on financial derivative with ANN model, however, the studies on TXO are unprecedented. Because TXO is listed soon, there are no volume of trade on some trade days. It may be influence the results. But the pricing results of this study can provide academic references and judgments on investing or arbitrage for investors.
Wu, Cheng-Han, and 吳政翰. "Investigating the Effect of TSCA-001 on Spinocerebellar Ataxia 3 Disease Using Zebrafish and Transgenic Mice Model." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/r9chxc.
Повний текст джерела國立東華大學
生命科學系
102
Abstract Spinocerebellar ataxia type 3 (SCA3) is a neurodegenerative disease caused by an expansion of CAG sequence repeats on the ATXN3 gene and further leading to the aggregation of abnormal ataxin-3 (ATXN3) protein. The disease can be characterized by the degeneration of cerebellar neurons and the loss of motor function. SCA3 is an incurable disease, because the present treatment strategy including drugs and physical therapy can neither effectively prolong the life span nor improve the quality of life of the patients. For the above reasons, there is a strong unmet medical need for an effective therapeutic strategy. TSCA-001 is a novel small molecule drug originally extracted from herbal source. In this study, both in vitro and in vivo experiments were performed to confirm TSCA-001’s therapeutic potential and possible underlying mechanism for SCA3 treatment. The results showed that abnormal ATXN3 protein’s aggregation decreased in the cells treated with TSCA-001. It was also observed that TSCA-001 could significantly maintain the number of motor neurons and recover its motor function in the ATXN3 knockout zebrafish model. Furthermore, our results indicated that the MJD84.2 (ATXN3*) SCA3 mice model treated with TSCA-001 for 3.5 months revealed a significant improvement of the motor function. Maintenance of the Purkinje cells in the cerebellum was found in the TSCA-001 treated SCA3 mice. Western blotting data also confirmed this result and further revealed that the ubiquitination ability in the cerebellum was enhanced by TSCA-001. In conclusion, treatment of TSCA-001 can delay the disease progress of SCA3, possibility due to the decreased the aggregation of mutant ATXN3 protein, thereby allowing an improved motor function in SCA3 mice. Therefore TSCA-001 demonstrated a great potential in the treatment of Spinocerebellar ataxia type 3.
Shen, Ching-Yuan, and 沈慶源. "Build The Value of Risk Model on New Basel Capital Accord ~ A Example of TSEC Taiwan 50 Index." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/72493311361710708569.
Повний текст джерела元智大學
管理研究所
96
The new risk management rules regulated in the documents published by Basel II, consist of Market Risk, Credit Risk, and Operational Risk. Therefore, we must predict the maximum loss on 99% confidence interval tomorrow when we need to estimate Market Risk. This paper made use of GARCH model for Market Risk of TSEC Taiwan 50 Index, to forecast the volatility of index series for the next period and the probability associated with the closing price. In the first, I calculate the volatility of GARCH model in the return of index. In the second, it is presented the estimation of VaR associated with the volatility forecasted. In the third, it is compared with actuality loss. Finally in the last, there are the conclusions arrived. The empirical results prove that VaR can be estimated exactly right by GARCH model.
Wei, Hsiao-Chin, and 魏曉琴. "A Study of Financial Distress Prediction Models-The Case of Companies Listed on TSE." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/437ky4.
Повний текст джерела國立交通大學
財務金融研究所
92
For a long time many economists and accountants have been forecasting bankruptcy by single-period classification models, one set of independent variables for each firm, which Shumway (2001) refers to as static models, with multiple-period bankruptcy data. Shumway develops a discrete-time survival model that uses all available information to produce bankruptcy probability estimates for all firms at each point in time. By using all the available data, it avoids the selection biases inherent in static models. While static models produce biased and inconsistent bankruptcy probability estimates, the discrete-time survival model proposed here is consistent in general and unbiased in some cases. Shumway interprets it outperforms static models in out-of-sample forecasts. Shumway estimates a multi-period logit models that can be interpreted as discrete-time survival model. A logit estimation program can be used to calculate maximum likelihood estimates. I modify the discrete-time survival model’s likelihood function because it ignores the probability of surviving at time t. This idea completely considers the probability of failure at time t, surviving up to and at time t for all firms. I estimate discrete-time survival model, logit model, probit model, and multivariate discriminant analysis with two different sets of independent variables that incorporate Altman’s (1968) 5 variables and Zmijewski’s (1984) 3 variables, as well as Shumway’s (2001) variable of the log of firm age. I find that the log of firm age is not statistically significant in the all models. There appears to be little duration dependence in bankruptcy probability. According to the set of Altman’s variables, the only statistically significant variable is RE/TA. While according to the set of Zmijewski’s variables only NI/TA is excellent bankruptcy predictor. Both of them represent the higher the (cumulative) profitability the lower the financial distress. Because all models use the set of Altman’s variables can get larger power given the type II error rate out-of-sample, so the out-of-sample accuracy of the set of Altman’s variables is higher than the set of Zmijewski’s variables. Although discrete-time survival model is preferable to static models theoretically, empirical result produces contradictory. If I exclude MDA, combining the discrete-time survival model with the set of Altman’s variables, then I estimate it is quite accurate in out-of-sample test.
-Cherng, Syh, and 邱賜程. "The Decision-Making Model of Primary Economic Policies in China:From Mao Tse–tung to Hu Chin-tao." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/v3yyxq.
Повний текст джерела國立中山大學
中國與亞太區域研究所
97
Over the last sixty years, China has gone from Soviet’s centrally planned economy in the Mao Era to Deng Xiao Ping’s economic reform. It has evolved from extreme poverty to rapid economic growth, from equality to inequality and from life improvement to social instability. There might be cause and effect which underlie the process. This study adopts historical research approach and systematic research method to explore the cause and effect which underlie the overall development of the major economic policy-making in the four eras: Planned economy by Mao Ze Dong, reform and openness by Deng Xiao Ping, macroeconomic control by Jiang Ze Min and rural reconstruction by Hu Jin Tao. The results of this study include the following findings: Firstly, from Mao Ze Dong to Hu Jin Tao era there might be cause and effect which exist among the making of China’s major economic policies. Due to the internal revolt and foreign invasion Mao Ze Dong adopted planned economy which resulted in China’s extreme economic poverty. Deng Xiao Ping’s reform and openness for economic development caused severe inflation. Jiang Ze Min’s macroeconomic control was intended to contain the inflation. Subsequently, Jiang’s policy brought about the withering away of the countryside which in turn led to Hu Jin Tao’s rural reconstruction. Secondly, the logic of Chinese leaders’ thinking and personalities have had significant influence on their economic policy-making, however, the effect of ideology has diminished over time. Without the leaderships of strongmen like Mao and Deng, China is forced to systemize its major economic decisions. Hu is now dealing with the problems of reform and openness which have arisen over the last thirty years. Whether he can succeed in dealing with the issues concerning agriculture, countryside, farmers and inflation still remains to be seen. The fifth generation leaderships in the future will be in a position where “the revolution has not yet succeeded and comrades must continue to strife.” Thirdly, China’s economic policies are influenced by the political environment that its leaders face both back home and abroad. This thesis investigates and grasps the overall system from a causationism perspective which analyzes the political and economic relations behind China’s major economic policy-making. This study has significant reference value for the academia to explore the process of China’s local economic policy-making.
Lin, Jiun-Hung, and 林君衡. "The Evaluation of Value at Risk(VaR) on TSE Index Options — Comparison of Alternative Volatility Models." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/93711282221079876163.
Повний текст джерела真理大學
財經研究所
91
The fundamental risk of financial derivatives can be categorized into market risk, credit risk, operate risk, liquid risk, legal risk and model risk, etc. The main purpose of this article is to investigate market risk, which aims to discuss how the prices change of financial derivatives relate to price itself and occurred risk. In empirical study, this article applied Value at Risk(VaR) to evaluate the market risk of Taiwan index option(TXO). Its biggest characteristic is that VaR enable to transit the exposure market risk of institutions’ assets or investment portfolios into a simple numeral data and easy to comprehend. Comparing with other traditional risk estimation methods such as duration, gap analysis, the VaR model is more expand and easy to implement. Option is one type of nonlinear financial derivatives with highly sensitivity to volatility. This article also converse how agents calculate TXO by using different volatilities and hedge ratios without pursuing the circumstance of hedge and compare the differences of VaR between in-the-money and out-of-the money. The empirical evidence indicates that using GARCH volatility to obtain VaR for option is far smaller than using historical volatility, implied volatility and ANN volatility. It is also more stable. For the risk of measuring integrated option, the performance indexes of VaR model illustrate that the VaR of GARCH volatility is far better than historical volatility, implied volatility and ANN volatility. Furthermore, empirical results also show that the performance of Gamma-rule VaR is better than Delta rule VaR.
Liang, Jin-Wei, and 梁晉瑋. "A Study on the Announcement Effect of Changes in the TSEC Taiwan 50 Index, Interrelationships for the Effect and QFII, and Hedge Ratio as well as Hedge Performance of TSEC Taiwan 50 Index Cash and Futures:An Application of TGARCH Model." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/27993923991685659267.
Повний текст джерела國立臺北大學
國際企業研究所
97
This study tries to investigate the stock price and trading volume effect of changes in the TSEC Taiwan 50 index by OLS+TGARCH(1,1) model, interrelationships for the effect and QFII by PANEL model, and hedge ratio as well as hedge performance of TSEC Taiwan 50 index cash and futures by VEC-TGARCH(1,1) model. The major empirical results are as follows: 1.Additions have a positive stock price effect and deletions have a significantly negative stock price effect after the announcement day. Additions and deletions validate the price pressure hypothesis. 2.Additions and deletions have a positive trading volume effect after the announcement day. 3.The stock price effect of changes in the TSEC Taiwan 50 index and QFII have the reciprocal causation. 4.The hedge performance of TAIEX futures is better than Taiwan 50 futures.
Hsieh, Yi-Hsiu, and 謝宜秀. "A Further Investigation on Financial Distress Costs of TSE-listed Firms: Empirical Findings from Stock Price Changes and the Market Adjusted Model." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/n6vb2v.
Повний текст джерела朝陽科技大學
企業管理系碩士班
94
This thesis examines two principal research issues: First, the present study makes use of stock prices for TSE-listed companies of which a financial distress takes place as reported in the press during the period from 1998 to 2004 to estimate financial distress costs. Second, in Taiwan, besides “maintaining normal trading”, the Securities and Futures Commission, Ministry of Finance is empowered to decide the modes of transaction for financially distressed firms including “cash transaction only”, “suspended trading”, and “delisting” which allows us to estimate further financial distress costs under different categories. After collecting 104 TSE-listed companies which took place financial distress during the period from 1998 to 2004, the primary empirical findings are as follows: Concerning the first research issue, for the entire sample, the present study finds that the financially distressed firms during the period from the date of reporting in the press to 20 transaction days after the date in change of transaction mode have registered an average 50%~60% reduction in shareholder wealth. Moreover, the magnitude of 50%~60% reduction has reached statistical significance. Concerning the second research issue, the major findings are as follows: the present study finds that, in terms of the financial distress costs, the “delisting” group is largest, the financial distress costs of the “maintaining normal trading” group is lowest, and the “cash transaction only/suspended trading” group falls somewhere in between.
YI-JEN, CHEN, and 陳宜仁. "Credit Comments etc.The Discussion That Is Weakened and Is Inspected Effectively In Advance – Regard Listed , The Taiwan TSE and OTC Stock as The Example Carefully with KMV Model." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/07952721373797916435.
Повний текст джерела輔仁大學
金融研究所
93
It is a quite important reference index to investors that credit history is commented etc., but the result of commenting etc. is only one grade classification, namely, the same credit grade, with commented the company, its default risk should be non-unanimous. It is commented company's risk of which it is unable to compare with the grade in detail to only hang on credit and comment etc., A different one is commented etc. The company also has different results of commenting etc. the sample by the person who comment. So, try to utilize KMV default risk of development to weigh the way in this research, utilizing the materials of the financial statement and security market, calculate the interval in breach of the specific company. Issues can distinguish the same Company from its good and bad credit grade. Avoiding credit comment investment target or is to believe customers to award exchanged weakened soon to wait, take precautions against it from seeking for the first time. This research includes being listed, covering to the cupboard company to count 22 kinds of industries, 1116 enterprises, as estimated time from the third season of the 92nd year of the Republic of China to the third season of the 93rd year, it is altogether for one year. To estimate this season DD value of the corporation by three substituting parameter and to predict whether credit commented is downgraded. The conclusions obtained include: 1. The group that the distance in breach is the smaller, the next company commented by the letter and lowered assigning to or lowered etc. in season counts and heals more, according with foreign KMV Company's experience, the distance in breach should lead the ability of predicting . 2. Influencing the letter to comment the company, there are factors lowering etc. No matter with which kind of rate of returns in breach distance standard deviation ask, it is difficult to have result of predicting by factor this only. 3. Although many fail to totally grasp the situation that weakened credit will take place in company's reality, but still it can offer a method with early warning ability.
Noeei, Ancheh Vahid. "A Study of Polycarbonate / Poly (butylene terephthalate) Compounding in a Twin Screw Extruder." Thesis, 2008. http://hdl.handle.net/10012/3613.
Повний текст джерелаRudolph, Elizabeth Cornelia. "A coaching model to care for the well-being of pastors : a multidisciplinary perspective." Thesis, 2019. http://uir.unisa.ac.za/handle/10500/25671.
Повний текст джерелаIn a complex world, change is inevitable and wellness in the workplace remains a popular research phenomenon in facilitating employee and organisational productivity. Churches as organisations are not exempt from change dynamics in the world of work. Employees of the church, namely pastors and their well-being are similarly imperative, as they are also responsible for facilitating the well-being of others. Coaching has emerged as a valuable and useful psychological helping process aimed at enhancing employees’ well- being and facilitating their engagement, commitment and productive work behaviour. Mentoring and training are predominant interventions aimed at addressing aspects potentially relevant to pastor well-being in both the Dutch Reformed Church (DRC) and the United Reformed Church of South Africa (URCSA), albeit each with very distinct objectives in terms of calling, and professional and skills development. In light of the current underutilised mentoring programme of the DRC and the sole emphasis on skills training in the URCSA, this study emerged from the need to understand how an in-depth understanding of pastors’ experiences of well-being can contribute to construct a coaching model for professional pastoral caregivers. In order to develop a coaching model to care for and optimise the well-being of the pastors, my multidisciplinary background (stemming from Industrial and Organisational Psychology [IOP], Human Resource Management [HRM] and Theology) increased my curiosity about pastors’ experiences of well-being in a Christian faith-based South African church context. In qualitative research inquiries, investigators creatively use multiple qualitative methods from a pragmatic stance. Hence, in this thesis I used at first two qualitative research methods, namely interactive qualitative analysis (IQA) and narrative synthesis that contributed to a transparent and systematic way to collect analyse, and document the research report. As a third qualitative research method, I used an auto ethnographic reflection writing style to make trustworthy inferences about the research findings and to think about the implications thereof on the rest of the research community. A coaching model was constructed and is proposed as a possible model to care for and optimise the well-being of the pastor (individual employee) and by implication also of a church (non-profit Christian faith-based organisation). This thesis also contributes methodologically to emerging IQA research in a South African work context. Lastly, the thesis contributes to multidisciplinary studies as it integrated theoretical and empirical perspectives from three disciplines, namely IOP, HRM and Theology.
In 'n ingewikkelde wêreld is verandering onvermydelik en welstand in die werksplek bly 'n gewilde navorsingsverskynsel om werknemer- en organisatoriese produktiwiteit te fasiliteer. Kerke as organisasies is nie vrygestel van veranderingsdinamika in die wêreld van werk nie. Kerke se werknemers, naamlik pastore en hul welstand is op soortgelyke wyse noodsaaklik omdat hulle verantwoordelik is om ander se welstand te fasiliteer. Afrigting het as 'n waardevolle en nuttige psigologiese hulpproses ontluik wat daarop gemik is om werknemers se welstand te bevorder en om hul betrokkenheid, toewyding en produktiewe werksgedrag te fasiliteer. Mentorskap en afrigting is oorwegende intervensies wat daarop gemik is om aspekte aan te spreek wat moontlik relevant kan wees tot pastore se welstand in beide die Nederduits Gereformeerde Kerk (NGK) en die Verenigde Gereformeerde Kerk van Suid-Afrika (VGKSA), alhoewel elkeen baie duidelik onderskeibare doelstellings met betrekking tot roeping, en professionele en vaardigheidsontwikkeling het. In die lig van huidige onderbenutting van mentorskapprogramme van die NGK en die uitsluitlike klem op vaardigheidsopleiding in die VGKSA, het hierdie studie ontstaan uit die behoefte om te verstaan hoe 'n diepgaande begrip van pastore se ervaring van welstand tot 'n konstruktiewe afrigtingsmodel vir professionele pastorale versorgers kan bydra. Om 'n afrigtingsmodel te ontwikkel om pastore te versorg en hul welstand te optimeer, het my multidissiplinêre agtergrond (industriële en organisatoriese sielkunde, menslikehulpbronbestuur en teologie) my nuuskierigheid oor pastore se welstand in 'n Christelik-gebaseerde Suid-Afrikaanse kerkkonteks geprikkel. In kwalitatiewe navorsingsvrae, gebruik navorsers meervoudige kwalitatiewe metodes uit 'n pragmatiese standpunt kreatief. In hierdie tesis het ek dus aanvanklik twee kwalitatiewe navorsingsmetodes gebruik, naamlik interaktiewe kwalitatiewe ontleding (IKO) en narratiewe sintese wat bydra om data deursigtig en sistematies te versamel, te ontleed en die navorsingsverslag te dokumenteer. As 'n derde kwalitatiewe navorsingsmetode het ek 'n reflektiewe outo-etnografiese skryfstyl gebruik om betroubare afleidings oor die navorsingsbevindings te maak en om oor die implikasies daarvan op die navorsingsgemeenskap te dink. 'n Afrigtingsmodel is saamgestel en is voorgestel as 'n moontlike model om na pastore (individuele werknemers) om te sien en hul welstand te optimeer en dus ook die van 'n kerk (niewinsgewende organisasie wat op die Christelike geloof gebaseer is). Hierdie tesis dra ook metodologies tot ontluikende IKO-navorsing in 'n Suid-Afrikaanse werkskonteks by. Die tesis dra laastens tot multidissiplinêre studies by omdat dit teoretiese en empiriese perspektiewe van die drie vakgebiede, naamlik industriële en organisatoriese sielkunde, menslikehulpbronbestuur en teologie, integreer.
Mo lefatsheng le le marara, diphetogo di nna di le gona mme itekanelo ya mo tirong e sala go nna ntlha e e tlwaelegileng ya dipatlisiso go gokaganya tlhagiso ya badiri le ya setheo. Dikereke jaaka ditheo ga di a gololesega mo dintlheng tsa diphetogo mo tirong. Badiri ba kereke, e leng baruti, le itekanelo ya bona, ba botlhokwa fela jalo ka ntlha ya fa le bona ba rwele maikarabelo a go ela tlhoko itekanelo ya ba bangwe. Katiso e tlhageletse jaaka tsamaiso ya thuso e e boleng le e e mosola ya saekholoji e maikaelelo a yona e leng go tokafatsa itekanelo ya badiri le go gokaganya seabe sa bona, maitlamo le maitsholo a a mosola mo tirong. Tataiso le katiso ke ditsibogo tse di dirisiwang gantsi tse maikaelelo a tsona e leng go samagana le dintlha tse di maleba mo itekanelong ya baruti mo Kerekeng ya Dutch Reformed (DRC) le ya United Reformed Church of South Africa (URCSA), le fa tsotlhe di na le maitlhomo a a farologaneng go ya ka pitso, tlhabololo ya boporofešenale le bokgoni. Ka ntlha ya lenaneo le ga jaana le sa dirisiweng mo go lekaneng la tataiso la DRC le kgatelelo ya katiso ya bokgoni fela kwa URCSA, thutopatlisiso eno e bakilwe ke tlhokego ya go tlhaloganya ka moo go tlhaloganya go ya kwa botennye ga maitemogelo a baruti a itekanelo go ka tshwaelang ka gona go aga sekao sa katiso sa baruti ba batlhokomedi ba porofešenale. Go aga sekao sa katiso sa go tlhokomela le go oketsa itekanelo ya baruti, lemorago la me la maphatamantsi (go tswa mo Saekholojing ya Madirelo le Ditheo [IOP], Botsamaisi jwa Badiri [HRM] le Thuto ya Bodumedi (Thioloji)) le okeditse phisegelo ya me ya go itse ka maitemogelo a baruti a itekanelo go ya ka bokao jwa kereke ya Aforikaborwa e e theilweng mo tumelong ya Sekeresete. Mo dipotsisong tsa dipatlisiso tse di lebelelang mabaka, babatlisisi ba dirisa mekgwa e mentsi ya patlisiso e e lebelelang mabaka go tswa mo kemong ya dintlha. Ka jalo mo thesising eno ke dirisitse mekgwa ya ntlha e mebedi ya dipatlisiso tse di lebelelang mabaka, e leng tshekatsheko e e lebelelang mabaka ka tshusumetso (IQA) le motswako wa kanelo o o tshwaetseng mo tseleng e e seng bofitlha le e e rulaganeng go kokoanya, sekaseka le go kwala pegelo ya patlisiso. Jaaka mofuta wa boraro wa dipatlisiso tse di lebelelang mabaka, ke dirisitse setaele sa go kwala sa itshekatsheko ya othoetenokerafi go fitlhelela ditshwetso tse di ikanyegang ka ga diphitlhelelo tsa dipatlisiso le go akanya ka bokao jwa tsona mo setšhabeng sotlhe sa dipatlisiso. Go agilwe sekao sa katiso mme se tshitshinngwa jaaka sekao se se ka dirisiwang go tlhokomela le go tokafatsa itekanelo ya moruti (modiri a le mongwe) mme ka go rialo gape le ya kereke (setheo se se sa direng letseno se e theilweng mo tumelong ya Sekeresete). Thesisi eno gape e tshwaela mo ntlheng ya mekgwa mo dipatlisisong tse di tlhagelelang tsa IQA go lebeletswe Aforikaborwa. Kwa bokhutlong, thesisi eno e tshwaela mo dithutopatlisisong tsa maphatamantsi ka ntlha ya fa e kopantse megopolo ya tiori le ya maitemogelo go tswa mo maphateng a le mararo e leng, IOP, HRM le Thioloji.
Eka misava ya nsohensohe, ku cinca i nchumu lowu nga sivelekekiku na swona ku hlayiseka entirhweni swa ha ri nchumu lowu nga duma swinene eka ku endliwa ka rhiseche eka ku pfuneta mutirhi na nhlangano leswo swi tirha hi xiyenge xa vuyelo bya le henhla. Tikereke tani hi minhlangano a yi le handle eka timhaka ta ku cinca emintirhweni. Vatirhi va kereke, ku nga vafundzhisi na vuhlayiseki bya vona na swona i swa nkoka tani hi leswi va nga na vutihlamuleri eka ku tiyisa leswo van'wana va hlayisekile no va na rihanyu lerinene. Ku dzabela swi vonaka tani hi nchumu wa nkoka no pfuneta eka ku pfuneta hi swa ngqondo leswi swi nga na xikongomelo xa ku yisa emahlweni vuhlayiseki bya vatirhi no endla leswo va va eka xiyimo xa ku tirhisana, ku tiyimisela no va na mahanyelo ya ku gingirika emintirhweni na ku tirha hi vuyelo. Ku mentharixa na vuleteri i minchumu leyi endliwaka hi xikongomelo xa ku langutana na rihanyu lerinene ra vafundzhisi va tikereke ta Dutch Reformed Church (DRC) na United Reformed Church of South Africa (URCSA), hambi leswi yin'wana ya tona yi nga na swikongomelo swo hambana hi ku landza xivito, na ku hluvukisiwa ka vuprofexinali na vuswikoti. Hi ku vona leswo nongonoko wa ku mentharixa a wu tirhisiwi swinene eka DRC kasi eka va URCSA ku tshikileriwa ngopfu vuleteri bya vuswikoti, dyondzo leyi yi sukela eka xilaveko xa ku twisisa swinene hi vuenti swipiriyoni swa vafundzhisi swa vuhlayiseki bya vona ku pfuneta ku endla modlele wa vudzaberi eka vahlayisi va vafundzhisi hi swa vuprofexinali. Leswo ku endliwa modlele wa vudzaberi bya ku hlayisa no yisa ehenhla xiyimo lexinene xa vafundzhisi, tidyondzo ta mina (leti sukelaka eka Industrial Organisational Psychology (IOP), Human Resource Management [HRM] na tidyondzo ta ntivo-vukwembu ku nga Theology) swi yise ehenhla ku navela ku tiva ka mina hi swipiriyoni swa vafundzhisi hi vuhlayiseki bya vona eka vugandzeri bya vona lebyi byi nga le ka Vukresre eka tikereke ta vona eAfrika Dzonga. Eka swivutiso swa qualitative research na ntirhiso wa ndzavisiso hi vuswikoti leswi swi tirhisiwaka ku endla qualitative methods eka xiyimo lexi khomekaka. Hikokwalaha eka thesis leyi ndzi tirhise eka mafambiselo mambirhi ya qualitative research methods, ku nga interactive qualitative analysis (IQA) na narrative synthesis leyi yi nga pfuneta ku kuma maendlelo lama ya nga rivaleni ku hlengeleta nxopanxopo na ku endla dokumente ya xiviko xa rhiseche. Maendlelo ya vunharhu ya qualitative research method, lama ndzi nga ma tirhisa i ya authethnographic reflection writing style ku endla tiinferense ta ku tshembeka hi vuyelo bya rhiseche na ku ehleketa hi ti-implications ta swona eka hinkwavo lava va endlaka rhiseche. Modlele wa vudzaberi wu endliwile na swona hi wona lowu wu gangisiwaka tani hi modlele lowu kotekaku wa vuhlayisi na ku yisa ehenhla nhlayiseko wa mufundzhisi (ku nga mutirhi wun'we) kasi hi vuyelo na swona eka kereke (ku nga nhlangano wa vupfumeri bya Vukreste lowu nga tirheleku vuyelo bya mali). Thesis leyi yi tlhela yi pfuneta hi metodoloji ku humesa IQA research eka xiyimo xa Afrika Dzonga. Xo hetelela, thesis leyi yi tlhela yi pfuneta tidyondzo ta multidisciplinary tani hi laha ti nga hlanganisiwa eka thiyori na le ka empirical perspectives ku suka eka tidisiplini tinharhu leti ku nga, IOP, HRM na Theology.
Industrial and Organisational Psychology
Ph. D. (Psychology (Industrial and Organisational Psychology))