Дисертації з теми "Uncertainty risk"
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Loukoianova, Elena. "Risk, uncertainty, and fiscal institutions." Thesis, University of Cambridge, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.616105.
Повний текст джерелаClausen, Mork Jonas. "Dealing with uncertainty." Doctoral thesis, KTH, Filosofi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-72680.
Повний текст джерелаQC 20120202
Krüger, Niclas. "Infrastructure investment planning under uncertainty /." Örebro : Örebro University, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-6618.
Повний текст джерелаFilipsson, Monika. "Uncertainty, variability and environmental risk analysis." Doctoral thesis, Linnéuniversitetet, Institutionen för naturvetenskap, NV, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-11193.
Повний текст джерелаNegativa effekter orsakade av skadliga ämnen och möjliga åtgärder bedöms och utvärderas i en miljöriskanalys, som kan delas i riskbedömning, riskkommunikation och riskhantering. Osäkerhet som beror på kunskapsbrist samt naturlig variabilitet finns alltid närvarande i denna process. Syftet med avhandlingen är att utvärdera några tillvägagångssätt samt diskutera hur osäkerhet och variabilitet hanteras då det är nödvändigt att båda hanteras trovärdigt och transparent för att riskbedömningen ska vara användbar för beslutsfattande. Metallers katalytiska effekt på bildning av klorerade aromatiska ämnen under upphettning av flygaska undersöktes (artikel I). Koppar visade en positiv katalytisk effekt medan kobolt, krom och vanadin istället katalyserade nedbrytningen. Kunskap om katalytisk potential för bildning av skadliga ämnen är viktigt vid val och design av förbränningsprocesser för att minska utsläppen, men det är också ett exempel på hur en fara kan identifieras och karaktäriseras. Information om exponeringsfaktorer som är viktiga i riskbedömning (fysiologiska parametrar, tidsanvändning och livsmedelskonsumtion) samlades in och analyserades (artikel II). Interindividuell variabilitet karaktäriserades av medel, standardavvikelse, skevhet, kurtosis (toppighet) och multipla percentiler medan osäkerhet i dessa parametrar skattades med konfidensintervall. Hur dessa statistiska parametrar kan tillämpas i exponeringsbedömningar visas i artikel III och IV. Probability bounds analysis användes som probabilistisk metod, vilket gör det möjligt att separera osäkerhet och variabilitet i bedömningen även när tillgången på data är begränsad. Exponeringsbedömningen i artikel III visade att vid nu rådande föroreningshalter i sediment i en badsjö så medför inte bad någon hälsofara. I artikel IV visades att osäkerhetsintervallet i den skattade exponeringen ökar när hänsyn tas till förändringar i klimatkänsliga modellvariabler. Riskhanterare måste ta hänsyn till försiktighetsprincipen och en ökad osäkerhet kan därmed få konsekvenser för riskhanteringsbesluten. Artikel V fokuserar på riskhantering och en enkät skickades till alla anställda som arbetar med förorenad mark på länsstyrelserna i Sverige. Det konstaterades att anställdas kön, ålder och erfarenhet har en inverkan på granskningsprocessen av riskbedömningar. Kön var den mest signifikanta variabeln, vilken också påverkade perceptionen av kunskap. Skillnader i de anställdas svar kunde också ses beroende på om riskbedömningen finansierades av statliga bidrag eller av en ansvarig verksamhetsutövare.
Johnson, David G. "Representations of uncertainty in risk analysis." Thesis, Loughborough University, 1998. https://dspace.lboro.ac.uk/2134/31941.
Повний текст джерелаGallagher, Raymond. "Uncertainty modelling in quantitative risk analysis." Thesis, University of Liverpool, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.367676.
Повний текст джерелаWerner, Jana. "Risk and uncertainty in project management." Thesis, Heriot-Watt University, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.525618.
Повний текст джерелаHantzsche, Arno. "Fiscal uncertainty and sovereign credit risk." Thesis, University of Nottingham, 2018. http://eprints.nottingham.ac.uk/49976/.
Повний текст джерелаOH, Joonseok. "The macroeconomics of uncertainty." Doctoral thesis, European University Institute, 2019. http://hdl.handle.net/1814/64465.
Повний текст джерелаExamining Board: Prof. Evi Pappa, Universidad Carlos III Madrid (Supervisor); Prof. Axelle Ferrière, Paris School of Economics; Prof. Guido Ascari, University of Oxford; Prof. Johannes Pfeifer, University of Cologne
This thesis comprises three essays that analyze how uncertainty affects the macroeconomy. Each essay investigates a particular feature of uncertainty propagation. The first essay studies the effects of uncertainty shocks on economic activity, focusing on inflation. I consider standard New Keynesian models with Rotemberg-type and Calvo-type price rigidities. Despite the belief that the two schemes are equivalent, I show that they generate different dynamics in response to uncertainty shocks. In the Rotemberg model, uncertainty shocks decrease output and inflation, in line with the empirical results. By contrast, in the Calvo model, uncertainty shocks decrease output but raise inflation because of firms’ precautionary pricing motive. The second essay, written with Dario Bonciani, shows that uncertainty shocks negatively affect economic activity not only in the short, but also in the long run. We build a New Keynesian model with endogenous growth and Epstein-Zin preferences. A decline in R&D by higher uncertainty determines a fall in productivity, which causes a long-term decrease in the macroeconomic aggregates. This long-term risk affects households’ consumption process, which exacerbates the overall negative effects of uncertainty shocks. The third essay, prepared with Anna Rogantini Picco, illustrates how economic agents’ heterogeneity is crucial for the propagation of uncertainty shocks. We build a heterogeneous agent New Keynesian model with search and matching frictions and Calvo pricing. Unemployment risk for imperfectly insured households amplifies their precautionary savings through increased uncertainty, thus further depressing consumption. Therefore, uncertainty shocks have considerably adverse effects and lead to a decrease in inflation.
-- 1 The Propagation of Uncertainty Shocks: Rotemberg vs. Calvo -- 2 The Long-Run Effects of Uncertainty Shocks -- 3 Macro Uncertainty and Unemployment Risk -- Bibliography -- Appendix A Appendix to Chapter 1 -- Appendix B Appendix to Chapter 2
Chapter 1 'The Propagation of Uncertainty Shocks: Rotemberg vs. Calvo' of the PhD thesis draws upon an earlier version published as EUI ECO WP 2019/01
Chapter 2 'The Long-Run Effects of Uncertainty Shocks' of the PhD thesis draws upon an earlier version published as Bank of England Staff WP 2019/802
Samson, Sundeep. "Performance based decisions under uncertainty and risk." Connect to this title online, 2008. http://etd.lib.clemson.edu/documents/1219855032/.
Повний текст джерелаWebb, Craig Stewart. "'Essays on choice under risk and uncertainty'." Thesis, University of Manchester, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.499935.
Повний текст джерелаHunt, Laurence T. "Modelling human decision under risk and uncertainty." Thesis, University of Oxford, 2011. http://ora.ox.ac.uk/objects/uuid:244ce799-7397-4698-8dac-c8ca5d0b3e28.
Повний текст джерелаNowak, Dimitri. "Portfolio selection problem under uncertainty and risk." Connect to this title online, 2009. http://etd.lib.clemson.edu/documents/1252937972/.
Повний текст джерелаGanatsiou, Joanna. "Uncertainty in incinerator and landfill risk assessments." Thesis, University of Leeds, 2006. http://etheses.whiterose.ac.uk/670/.
Повний текст джерелаLi, Kehan. "Stress, uncertainty and multimodality of risk measures." Thesis, Paris 1, 2017. http://www.theses.fr/2017PA01E068.
Повний текст джерелаIn this thesis, we focus on discussing the stress, uncertainty and multimodality of risk measures with special attention on two parts. The results have direct influence on the computation of bank economic and regulatory capital. First, we provide a novel risk measure - the Spectrum Stress VaR (SSVaR) - to quantify and integrate the uncertainty of the Value-at-Risk. It is an implementation model of stressed VaR proposed in Basel III. The SSVaR is based on the confidence interval of the VaR. We investigate the asymptotic distribution of the order statistic, which is a nonparametric estimator of the VaR, in order to build the confidence interval. Two confidence intervals are derived from either the asymptotic Gaussian result, or the saddlepoint approach. We compare them with the bootstrapping confidence interval by simulations, showing that the confidence interval built from the saddlepoint approach is robust for different sample sizes, underlying distributions and confidence levels. Stress testing applications using SSVaR are performed with historical stock index returns during financial crisis, for identifying potential violations of the VaR during turmoil periods on financial markets. Second, we investigate the impact of multimodality of distributions on VaR and ES calculations. Unimodal probability distributions have been widely used for parametric VaR computation by investors, risk managers and regulators. However, financial data may be characterized by distributions having more than one modes. For these data, we show that multimodal distributions may outperform unimodal distribution in the sense of goodness-of-fit. Two classes of multimodal distributions are considered: Cobb's family and Distortion family. We develop an adapted rejection sampling algorithm, permitting to generate random samples efficiently from the probability density function of Cobb's family. For empirical study, two data sets are considered: a daily data set concerning operational risk and a three month scenario of market portfolio return built with five minutes intraday data. With a complete spectrum of confidence levels, the VaR and the ES from both unimodal distributions and multimodal distributions are calculated. We analyze the results to see the interest of using multimodal distribution instead of unimodal distribution in practice
Levin, Rikard. "Uncertainty in risk assessment : contents and modes of communication." Licentiate thesis, Stockholm : Kungliga Tekniska högskolan, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-473.
Повний текст джерелаBetrie, Getnet Dubale. "Risk management of acid rock drainage under uncertainty." Thesis, University of British Columbia, 2014. http://hdl.handle.net/2429/51562.
Повний текст джерелаApplied Science, Faculty of
Engineering, School of (Okanagan)
Graduate
Berger, Loïc. "Essays on the economics of risk and uncertainty." Doctoral thesis, Universite Libre de Bruxelles, 2012. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209676.
Повний текст джерелаIn the second chapter, I analyze the effect of ambiguity on self-insurance and self-protection, that are tools used to deal with the uncertainty of facing a monetary loss when market insurance is not available (in the self-insurance model, the decision maker has the opportunity to furnish an effort to reduce the size of the loss occurring in the bad state of the world, while in the self-protection – or prevention – model, the effort reduces the probability of being in the bad state).
In a short note, in the context of a two-period model I first examine the links between risk-aversion, prudence and self-insurance/self-protection activities under risk. Contrary to the results obtained in the static one-period model, I show that the impacts of prudence and of risk-aversion go in the same direction and generate a higher level of prevention in the more usual situations. I also show that the results concerning self-insurance in a single period framework may be easily extended to a two-period context.
I then consider two-period self-insurance and self-protection models in the presence of ambiguity and analyze the effect of ambiguity aversion. I show that in most common situations, ambiguity prudence is a sufficient condition to observe an increase in the level of effort. I propose an interpretation of the model in the context of climate change, so that self-insurance and self-protection are respectively seen as adaptation and mitigation efforts a policy-maker should provide to deal with an uncertain catastrophic event, and interpret the results obtained as an expression of the Precautionary Principle.
In the third chapter, I introduce the economic theory developed to deal with ambiguity in the context of medical decision-making. I show that, under diagnostic uncertainty, an increase in ambiguity aversion always leads a physician whose goal is to act in the best interest of his patient, to choose a higher level of treatment. In the context of a dichotomic choice (treatment versus no treatment), this result implies that taking into account the attitude agents generally manifest towards ambiguity may induce a physician to change his decision by opting for treatment more often. I further show that under therapeutic uncertainty, the opposite happens, i.e. an ambiguity averse physician may eventually choose not to treat a patient who would have been treated under ambiguity neutrality.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
Paulson, Nicholas David. "Three essays on risk and uncertainty in agriculture." [Ames, Iowa : Iowa State University], 2007.
Знайти повний текст джерелаAlhassan, Ilyas B., and Tahir Mehmood. "INTEGRATED MODEL FOR PROJECT RISK & UNCERTAINTY MANAGEMENT." Thesis, KTH, Tillämpad maskinteknik (KTH Södertälje), 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-118758.
Повний текст джерелаHollmann, Dominik. "Supply chain network design under uncertainty and risk." Thesis, Brunel University, 2011. http://bura.brunel.ac.uk/handle/2438/6407.
Повний текст джерелаReinert, Joshua M. "Including model uncertainty in risk-informed decision-making." Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/34536.
Повний текст джерелаIncludes bibliographical references (p. 66-68).
Model uncertainties can have a significant impact on decisions regarding licensing basis changes. We present a methodology to identify basic events in the risk assessment that have the potential to change the decision and are known to have significant model uncertainties. Because we work with basic event probabilities, this methodology is not appropriate for analyzing uncertainties that cause a structural change to the model, such as success criteria. We use the Risk Achievement Worth (RAW) importance measure with respect to both the core damage frequency (CDF) and the change in core damage frequency (ACDF) to identify potentially important basic events. We cross-check these with generically important model uncertainties. Then, sensitivity analysis is performed on the basic event probabilities, which are used as a proxy for the model parameters, to determine how much error in these probabilities would need to be present in order to impact the decision. A previously submitted licensing basis change is used as a case study. Analysis using the SAPHIRE program identifies 20 basic events as important, four of which have model uncertainties that have been identified in the literature as generally important.
(cont.) The decision is fairly insensitive to uncertainties in these basic events. In three of these cases, one would need to show that model uncertainties would lead to basic event probabilities that would be between two and four orders of magnitude larger than modeled in the risk assessment before they would become important to the decision. More detailed analysis would be required to determine whether these higher probabilities are reasonable. Methods to perform this analysis from the literature are reviewed and an example is demonstrated using the case study. We then look at policy issues surrounding the effects of uncertainty in decision making related to nuclear power generation.
by Joshua M. Reinert.
S.M.
MacLeod, David. "Quantifying uncertainty in climate-driven disease risk predictions." Thesis, University of Liverpool, 2013. http://livrepository.liverpool.ac.uk/11653/.
Повний текст джерелаWalker, Kenneth C. "Rhetorics of Uncertainty: Networked Deliberations in Climate Risk." Diss., The University of Arizona, 2015. http://hdl.handle.net/10150/556604.
Повний текст джерелаHall, James William. "Uncertainty management for coastal defence systems." Thesis, University of Bristol, 1999. http://hdl.handle.net/1983/9b1c8d07-24f0-48b9-bb7f-73d8d7c40ae6.
Повний текст джерелаGrieco, Nicole Janine. "Risk analysis of optimal stope design : incorporating grade uncertainty /." [St. Lucia, Qld], 2004. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18117.pdf.
Повний текст джерелаUribe, Gil Jorge Mario. "Essays on Risk and Uncertainty in Economics and Finance." Doctoral thesis, Universitat de Barcelona, 2018. http://hdl.handle.net/10803/463071.
Повний текст джерелаEn esta tesis se exploran formas óptimas de medir la incertidumbre macroeconómica y sus impactos sobre la actividad económica y los mercados financieros; así como la propagación internacional del riesgo en los mercados de acciones y de divisas. En el primer capítulo de la tesis se muestra que los retornos de las estrategias de inversión basadas en extrapolar los ganadores y perdedores recientes en el mercado, con el fin de decidir en que títulos invertir en el futuro (momentum), son susceptibles al nivel de incertidumbre registrado en la economía. Cuando la incertidumbre es alta, este tipo de inversiones se vuelven sumamente riesgosas y poco rentables, y por tanto no son recomendables. En el segundo capítulo de la tesis se propone un índice de incertidumbre construido con retornos diarios del mercados de acciones, el cual presenta mejores propiedades que otras alternativas en la literatura. Se utiliza este índice para mostrar las dinámicas macroeconómicas que siguen a un choque de incertidumbre, las cuales son examinadas a la luz de la literatura teórica al respecto. En el tercer capítulo de la tesis se examinan la propagación de la incertidumbre y el riesgo sistémico a las entidades bancarias globales, se estima un modelo de riesgo sistémico que permite mostrar como la propagación del riesgo ha permanecido estable durante las últimas décadas, y además, permite ofrecer nuevas listas de instituciones financieras vulnerables ante los choques de naturaleza sistémica en el mercado, que complementan las que actualmente existen en la literatura y en la práctica regulatoria. En el cuarto capítulo de la tesis se propone un indicador de estabilidad financiera para el mercado de divisas. Tal indicador se basa en el análisis de los cuantiles de depreciación del mercado de divisas, que por definición son de mayor interés para los reguladores, en cuanto está relacionados con las posibilidades de crisis cambiarias. Las asimetrías en la propagación de choques internaciones que se registran durante las depreciaciones (en comparación con los periodos de apreciación) se analizan a la luz del factor de liquidez en el mercado. En el quinto y último capítulo se analiza el efecto choques provenientes del mercado de acciones de Estados Unidos, sobre 6 mercados maduros y seis mercados emergentes de Latino América. Se muestra que la propagación depende del momento en el que se encuentre el mercado al momento de registrarse el choque (al alza o a la baja) y se proponen estrategias de diversificación internacional de portafolios de activos financieros.
Arkhipov, Ivan, and Marina Boltenko. "Investment Under Uncertainty : Risk Assessment in Emerging Market Countries." Thesis, Jönköping University, JIBS, Economics, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-8029.
Повний текст джерела
The overall purpose of the paper is to see how crediting institutions assess risks in emerging market countries. The paper describes prevalent economic and social conditions for each of the selected emerging market countries (Brazil, China, Kazakhstan, India, Russia and Ukraine) as examples of recent attractive investment locations in quest of higher returns. Second, recognizing the importance of ratings for risk management in credit institutions, the authors show what determines country ratings made by main rating agencies by running a linear regression on several macroeconomic indicators and the country ratings. It is also explained what the most widely-used ratings mean and described the correlation between the ratings as well as between the macroeconomic indicators and the ratings. The authors also describe the characteristic approach of a Scandinavian bank towards dealing with risk factors in emerging market countries. Concluding comments: risks happen to be inbound in the bank interest rates; there is no common pattern for banks to apply to all the emerging market countries and each market should be analyzed separately. Nordic banks have a relatively safe and careful strategy concerning lending in the emerging markets.
Kentel, Elçin. "Uncertainty Modeling Health Risk Assessment and Groundwater Resources Management." Diss., Georgia Institute of Technology, 2006. http://hdl.handle.net/1853/11584.
Повний текст джерелаDavidson, Erick. "Market and professional decision-making under risk and uncertainty." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1196261774.
Повний текст джерелаMartinez-Correa, Jimmy. "Decisions under Risk, Uncertainty and Ambiguity: Theory and Experiments." Digital Archive @ GSU, 2012. http://digitalarchive.gsu.edu/rmi_diss/29.
Повний текст джерелаKörbitz, Paul [Verfasser]. "Aspects of estimation uncertainty in risk management / Paul Körbitz." Ulm : Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften, 2013. http://d-nb.info/1038005051/34.
Повний текст джерелаKusev, Petko Ivaylov. "Protective Decision-Making under Conditions of Risk and Uncertainty." Thesis, Teesside University, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.517578.
Повний текст джерелаBASTOS, BERNARDO LEOPARDI GONCALVES BARRETTO. "UNCERTAINTY QUANTIFICATION AT RISK ASSESSMENT PROCEDURE DUE CONTAMINATED GROUNDWATER." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2005. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8184@1.
Повний текст джерелаFUNDAÇÃO DE APOIO À PESQUISA DO ESTADO DO RIO DE JANEIRO
A análise quantitativa de risco à saúde humana (AqR) devido a uma determinada área contaminada vem se verificando como importante ferramenta na gestão ambiental bem como a concretização de dano ambiental, tanto no Brasil como em outros países. Os procedimentos para AqR consistem em passos seqüenciados de forma orgânica e lógica e englobam características legais, aspectos toxicológicos e mecanismos de transporte. Apesar de não haver uma lei específica que regule a AqR, o Direito Ambiental permite que estas metodologias sejam plenamente aplicadas tanto no âmbito administrativo quanto no âmbito judicial para a caracterização de dano ambiental. As metodologias de AqR se valem de modelos fármaco-cinéticos que relacionam a exposição ao composto químico à possibilidade de causar danos à saúde humana. A Geotecnia Ambiental estuda o transporte e comportamento dos contaminantes nos solos e nas águas subterrâneas. A AqR se mostra um problema complexo e permeado por inúmeras incertezas e variabilidades. Foi proposta a utilização do método do segundo momento de primeira ordem (FOSM) para quantificar as incertezas relacionadas com a estimativa dos parâmetros de transporte a serem usadas em um modelo analítico de transporte de soluto em meios porosos (Domenico). O estudo de caso consiste na aplicação do programa desenvolvido para esta finalidade (SeRis). O método se mostra computacionalmente econômico e o estudo de caso, dentro das idealizações, identificou os parâmetros com maior importância relativa e apresentou uma variância total razoável para o resultado.
The quantitative human health risk assessment (AqR) due a contaminated site has became an important tool at Environmental Managenment and at the identification of environmental harm, at Brazil and other countries. The AqR procedures consists in logical sequence of actions concerned about legal aspects, toxicological matter and transport phenomena. In spite of the absence of a single law that could regulate specifically the AqR, the Environmental Law, as a whole, allows that AqR methodologies to be fully applied at governamental and judicial levels. The AqR procedures are base on pharmaco-kinetics models that quantitatively relates the exposure to the chemicals to human harm potency. The Environmental Geotechnics studies the fate and transport of contaminants at soil and groundwater. AqR is complex and full of uncertainties and variabilities subject. It have been proposed the application of the first order second moment method (FOSM) to quantify the uncertainties related to the estimation of the transport parameters to be used in the analytical transport model of solute in porous media (Domenico). It have been developed a specific software that meets this objective (SeRis). This software proved to be computationally efficient. The case study example indicated the relative importance of the considered parameters and presented a reasonable total system variance.
Olsen, Arne E. "Variability and Uncertainty in Risk Estimation for Brownfields Redevelopment." Thesis, Virginia Tech, 2001. http://hdl.handle.net/10919/34175.
Повний текст джерелаMaster of Science
Parkes, Brandon Lee. "Uncertainty in flood risk and its implications for management." Thesis, King's College London (University of London), 2015. http://kclpure.kcl.ac.uk/portal/en/theses/uncertainty-in-flood-risk-and-its-implications-for-management(63ea47e9-d3da-4c08-9bc9-8c6a29af2952).html.
Повний текст джерелаHallmann, Fanfan Weng. "Uncertainty, Emerging Biomass Markets, and Land Use." Diss., Virginia Tech, 2010. http://hdl.handle.net/10919/37819.
Повний текст джерелаPh. D.
Hellström, Douglas. "Uncertainty management – How to handle project uncertainty : A case study at Rimaster Development." Thesis, KTH, Skolan för industriell teknik och management (ITM), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-299782.
Повний текст джерелаDet är allmänt känt att det är omöjligt att tydligt förutsäga framtiden och detsamma gäller projektledning. Det finns många händelser som är både oförutsägbara och riskfyllda under ett projektets gång, där osäkerhetshanteringen är en hanteringsmetod som hjälper till att prognostisera och anpassa sig till framtida händelser. Tidigare forskning inom osäkerhetshantering har utvecklat ramar och verktyg för att hjälpa projektledare att verkligen förstå ett projekts potential. Studien genomfördes som en fallstudie vid Rimaster Development i Söderhamn och syftade till att upptäcka källor till osäkerhet inom deras utvecklingsavdelning som påverkar projektets prestanda. Studien bygger på både kvantitativ och kvalitativ datainsamling från en workshop, enkätundersökning, möten och intervjuer från tio olika projekt från Rimaster. Studien enkätundersökning hade fem svarande som bidrog med två projekt som de tidigare hade varit en del av, ett klassificerat som osäkert och ett som mer säkert. Data erhållen from enkäten analyserades med statistikverktyget SPSS där variabler beräknades baserat på empiriska resultat i osäkerhetsundersökningen. Resultatet presenterades sedan genom osäkerhetsattributmatriser för att identifiera hur varje projekt presterade i förhållande till kundnöjdhet samt tidsplan och budget. Här testades beroende variabler som om den osäkerhetspoängen varde projekt erhöll (ju högre värde, desto mer osäkert är projektet) hade en effekt på projektets prestanda. Från analysen kunde två kategorier av projekt utvecklas: projekt med högre prestanda och projekt med lägre prestanda. Utöver detta genomfördes en signifikansanalys av prestationsgrupperna för att hitta parametrar som var signifikanta olika mellan kategorierna. För att samla ytterliga data till avhandlingen utvärderades varje projekt genom en individuell projektanalys som bestod av att analysera data från undersökningen närmare för varje projekt. Resultaten från detta styrktes sedan med kvalitativa intervjuer. Resultaten i studien antyder att det finns ett samband mellan projektosäkerhet och projekt med lägre resultat i förhållande till tidsplan och budget. Vidare visade sig sexton osäkerhetsparametrar ha ett signifikant värde i jämförelsen mellan projekt med högre och lägre resultat. Baserat på analyseringen av den data studien samlat in så har rekommendationer överlämnats till Rimaster om verktyg och utvecklingsprocesser som kan hjälpa organisationens osäkerhetshantering och därmed öka deras projektprestanda.
Roberts, Jessie. "Communication of statistical uncertainty to non-expert audiences." Thesis, Queensland University of Technology, 2019. https://eprints.qut.edu.au/130786/1/Jessie_Roberts_Thesis.pdf.
Повний текст джерелаBarnes, Kenneth John. "The management of project risk : a holistic model." Thesis, University of the West of England, Bristol, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.323621.
Повний текст джерелаGuseva, Alevtina Vladimirovna. "Uncertainty, risk and trust in the Russian credit card and insurance market /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC IP addresses, 2002. http://wwwlib.umi.com/cr/ucsd/fullcit?p3069222.
Повний текст джерелаAhn, Soon Kwon. "Uncertainty and investment : evidence from Korean manufacturing firms /." free to MU campus, to others for purchase, 2004. http://wwwlib.umi.com/cr/mo/fullcit?p3137672.
Повний текст джерелаRoss, Emily Jane. "Exploring tentativeness : risk, uncertainty and ambiguity in first time pregnancy." Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/15866.
Повний текст джерелаKumar, Vikas. "Soft computing approaches to uncertainty propagation in environmental risk mangement." Doctoral thesis, Universitat Rovira i Virgili, 2008. http://hdl.handle.net/10803/8558.
Повний текст джерелаIn the first part of this thesis different uncertainty propagation methods have been investigated. The first methodology is generalized fuzzy α-cut based on the concept of transformation method. A case study of uncertainty analysis of pollutant transport in the subsurface has been used to show the utility of this approach. This approach shows superiority over conventional methods of uncertainty modelling. A Second method is proposed to manage uncertainty and variability together in risk models. The new hybrid approach combining probabilistic and fuzzy set theory is called Fuzzy Latin Hypercube Sampling (FLHS). An important property of this method is its ability to separate randomness and imprecision to increase the quality of information. A fuzzified statistical summary of the model results gives indices of sensitivity and uncertainty that relate the effects of variability and uncertainty of input variables to model predictions. The feasibility of the method is validated to analyze total variance in the calculation of incremental lifetime risks due to polychlorinated dibenzo-p-dioxins and dibenzofurans (PCDD/F) for the residents living in the surroundings of a municipal solid waste incinerator (MSWI) in Basque Country, Spain.
The second part of this thesis deals with the use of artificial intelligence technique for generating environmental indices. The first paper focused on the development of a Hazzard Index (HI) using persistence, bioaccumulation and toxicity properties of a large number of organic and inorganic pollutants. For deriving this index, Self-Organizing Maps (SOM) has been used which provided a hazard ranking for each compound. Subsequently, an Integral Risk Index was developed taking into account the HI and the concentrations of all pollutants in soil samples collected in the target area. Finally, a risk map was elaborated by representing the spatial distribution of the Integral Risk Index with a Geographic Information System (GIS). The second paper is an improvement of the first work. New approach called Neuro-Probabilistic HI was developed by combining SOM and Monte-Carlo analysis. It considers uncertainty associated with contaminants characteristic values. This new index seems to be an adequate tool to be taken into account in risk assessment processes. In both study, the methods have been validated through its implementation in the industrial chemical / petrochemical area of Tarragona.
The third part of this thesis deals with decision-making framework for environmental risk management. In this study, an integrated fuzzy relation analysis (IFRA) model is proposed for risk assessment involving multiple criteria. The fuzzy risk-analysis model is proposed to comprehensively evaluate all risks associated with contaminated systems resulting from more than one toxic chemical. The model is an integrated view on uncertainty techniques based on multi-valued mappings, fuzzy relations and fuzzy analytical hierarchical process. Integration of system simulation and risk analysis using fuzzy approach allowed to incorporate system modelling uncertainty and subjective risk criteria. In this study, it has been shown that a broad integration of fuzzy system simulation and fuzzy risk analysis is possible.
In conclusion, this study has broadly demonstrated the usefulness of soft computing approaches in environmental risk analysis. The proposed methods could significantly advance practice of risk analysis by effectively addressing critical issues of uncertainty propagation problem.
Los problemas del mundo real, especialmente aquellos que implican sistemas naturales, son complejos y se componen de muchos componentes indeterminados, que muestran en muchos casos una relación no lineal. Los modelos convencionales basados en técnicas analíticas que se utilizan actualmente para conocer y predecir el comportamiento de dichos sistemas pueden ser muy complicados e inflexibles cuando se quiere hacer frente a la imprecisión y la complejidad del sistema en un mundo real. El tratamiento de dichos sistemas, supone el enfrentarse a un elevado nivel de incertidumbre así como considerar la imprecisión. Los modelos clásicos basados en análisis numéricos, lógica de valores exactos o binarios, se caracterizan por su precisión y categorización y son clasificados como una aproximación al hard computing. Por el contrario, el soft computing tal como la lógica de razonamiento probabilístico, las redes neuronales artificiales, etc., tienen la característica de aproximación y disponibilidad. Aunque en la hard computing, la imprecisión y la incertidumbre son propiedades no deseadas, en el soft computing la tolerancia en la imprecisión y la incerteza se aprovechan para alcanzar tratabilidad, bajos costes de computación, una comunicación efectiva y un elevado Machine Intelligence Quotient (MIQ). La tesis propuesta intenta explorar el uso de las diferentes aproximaciones en la informática blanda para manipular la incertidumbre en la gestión del riesgo medioambiental. El trabajo se ha dividido en tres secciones que forman parte de cinco artículos.
En la primera parte de esta tesis, se han investigado diferentes métodos de propagación de la incertidumbre. El primer método es el generalizado fuzzy α-cut, el cual está basada en el método de transformación. Para demostrar la utilidad de esta aproximación, se ha utilizado un caso de estudio de análisis de incertidumbre en el transporte de la contaminación en suelo. Esta aproximación muestra una superioridad frente a los métodos convencionales de modelación de la incertidumbre. La segunda metodología propuesta trabaja conjuntamente la variabilidad y la incertidumbre en los modelos de evaluación de riesgo. Para ello, se ha elaborado una nueva aproximación híbrida denominada Fuzzy Latin Hypercube Sampling (FLHS), que combina los conjuntos de la teoría de probabilidad con la teoría de los conjuntos difusos. Una propiedad importante de esta teoría es su capacidad para separarse los aleatoriedad y imprecisión, lo que supone la obtención de una mayor calidad de la información. El resumen estadístico fuzzificado de los resultados del modelo generan índices de sensitividad e incertidumbre que relacionan los efectos de la variabilidad e incertidumbre de los parámetros de modelo con las predicciones de los modelos. La viabilidad del método se llevó a cabo mediante la aplicación de un caso a estudio donde se analizó la varianza total en la cálculo del incremento del riesgo sobre el tiempo de vida de los habitantes que habitan en los alrededores de una incineradora de residuos sólidos urbanos en Tarragona, España, debido a las emisiones de dioxinas y furanos (PCDD/Fs).
La segunda parte de la tesis consistió en la utilización de las técnicas de la inteligencia artificial para la generación de índices medioambientales. En el primer artículo se desarrolló un Índice de Peligrosidad a partir de los valores de persistencia, bioacumulación y toxicidad de un elevado número de contaminantes orgánicos e inorgánicos. Para su elaboración, se utilizaron los Mapas de Auto-Organizativos (SOM), que proporcionaron un ranking de peligrosidad para cada compuesto. A continuación, se elaboró un Índice de Riesgo Integral teniendo en cuenta el Índice de peligrosidad y las concentraciones de cada uno de los contaminantes en las muestras de suelo recogidas en la zona de estudio. Finalmente, se elaboró un mapa de la distribución espacial del Índice de Riesgo Integral mediante la representación en un Sistema de Información Geográfico (SIG). El segundo artículo es un mejoramiento del primer trabajo. En este estudio, se creó un método híbrido de los Mapas Auto-organizativos con los métodos probabilísticos, obteniéndose de esta forma un Índice de Riesgo Integrado. Mediante la combinación de SOM y el análisis de Monte-Carlo se desarrolló una nueva aproximación llamada Índice de Peligrosidad Neuro-Probabilística. Este nuevo índice es una herramienta adecuada para ser utilizada en los procesos de análisis. En ambos artículos, la viabilidad de los métodos han sido validados a través de su aplicación en el área de la industria química y petroquímica de Tarragona (Cataluña, España).
El tercer apartado de esta tesis está enfocado en la elaboración de una estructura metodológica de un sistema de ayuda en la toma de decisiones para la gestión del riesgo medioambiental. En este estudio, se presenta un modelo integrado de análisis de fuzzy (IFRA) para la evaluación del riesgo cuyo resultado depende de múltiples criterios. El modelo es una visión integrada de las técnicas de incertidumbre basadas en diseños de valoraciones múltiples, relaciones fuzzy y procesos analíticos jerárquicos inciertos. La integración de la simulación del sistema y el análisis del riesgo utilizando aproximaciones inciertas permitieron incorporar la incertidumbre procedente del modelo junto con la incertidumbre procedente de la subjetividad de los criterios. En este estudio, se ha demostrado que es posible crear una amplia integración entre la simulación de un sistema incierto y de un análisis de riesgo incierto.
En conclusión, este trabajo demuestra ampliamente la utilidad de aproximación Soft Computing en el análisis de riesgos ambientales. Los métodos propuestos podría avanzar significativamente la práctica de análisis de riesgos de abordar eficazmente el problema de propagación de incertidumbre.
Olsson, Rolf. "MANAGING PROJECT UNCERTAINTY BY USING AN ENHANCED RISK MANAGEMENT PROCESS." Doctoral thesis, Mälardalen University, Department of Innovation, Design and Product Development, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-160.
Повний текст джерелаAn increasing number of companies are focusing their efforts on project management. Project management is frequently used as an enabler for meeting an uncertain and turbulent environment. Consequently, the overall effectiveness of the project management process is essential for long-term profitability. The aim and final effects of project management are to predict the outcome, i.e. cost, time and quality. However, uncertainty is inherent in the objectives of the project itself, as we use assumptions and expectations in defining and realizing the outcome of the project. A project’s ability to identify and react to uncertainty will influence the outcome of the project. Presently, risk management processes exist in several forms and are often used to manage uncertainty. However, it is frequently argued in academia as well as for the practitioner that risk management does not live up to expected results.
The overall objective of this research is to improve the process for managing risks and opportunities within a project organization. The research starts from the single project view, followed by the strategic link to business strategy by including the project portfolio management perspective. Finally, the research focuses on opportunities and the ability of a project to realize them. Thus, the research questions addressed concern how risk is conceived in a theoretical global context and how this would assist in developing a methodology for risk management in an international project organization. They also involve how risk management within a project portfolio could be conducted and its effectiveness measured. Finally, the research questions also address how the management of opportunities could be improved.
This research includes the development of four methodologies, based on industrial need. A holistic approach with a systems perspective has been used in order to handle the complexity of the research task. Both empirical and theoretical material has been used for developing the proposed methodologies. The developed methodologies for project risk management and the measures of its effectiveness have been tested and improved over a five-year period within the complete case company. Subsequently, two of them were implemented.
The developed methodologies show that the risk management process in a single project does not foster learning and is not directly applicable within a portfolio of projects. Furthermore, the risk management process is not able to address all types of uncertainty. The project manager is a major factor in an effective management of uncertainty. When identifying and managing opportunity, having the ability to create a holistic view, to oversee both customer expectations, and to communicate project related information are important factors. Furthermore, the implementation also showed that it is actually possible, through the consistent use of a risk management process, to develop a cultural behavior within an organization that is much more preventive and proactive than before.
Kato, Daichi, Kousuke Sekiyama, and Toshio Fukuda. "Risk management system based on uncertainty estimation by multi-agent." IEEE, 2009. http://hdl.handle.net/2237/13895.
Повний текст джерелаCole, Scott F. "Risk, uncertainty and open architecture in the DoD acquisition system." Thesis, Monterey, California. Naval Postgraduate School, 2011. http://hdl.handle.net/10945/5500.
Повний текст джерелаThis thesis analyzes the impact of risk and uncertainty on the Defense (DoD) Acquisitions System and the decision making process of modern Program Managers. A number of risks and uncertainties will be identified and a determination will be made if Service Oriented Architecture (SOA) and Open Architecture (OA) decreases or increases risks and uncertainty. In addition, it explores whether SOA and OA has achieved projected significant cost savings.
Niemczewski, Artur P. (Artur Pawel). "Risk management of fuel price uncertainty in electric power planning." Thesis, Massachusetts Institute of Technology, 1995. http://hdl.handle.net/1721.1/37008.
Повний текст джерелаWurzbacher, Anke Dagmar. "Optimal conservation under ecological risk and uncertainty : a dynamic analysis." Thesis, University of Cambridge, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.613982.
Повний текст джерелаGrover, Mansi. "Essays on Risk and Uncertainty in Greenhouse Gas Trading Markets." Diss., Virginia Tech, 2005. http://hdl.handle.net/10919/29198.
Повний текст джерелаPh. D.