228 resultados para Hedge Funds, Data Biases, Attrition, Survivorship, Investment Style
Resumo:
This paper presents a model to estimate travel time using cumulative plots. Three different cases considered are i) case-Det, for only detector data; ii) case-DetSig, for detector data and signal controller data and iii) case-DetSigSFR: for detector data, signal controller data and saturation flow rate. The performance of the model for different detection intervals is evaluated. It is observed that detection interval is not critical if signal timings are available. Comparable accuracy can be obtained from larger detection interval with signal timings or from shorter detection interval without signal timings. The performance for case-DetSig and for case-DetSigSFR is consistent with accuracy generally more than 95% whereas, case-Det is highly sensitive to the signal phases in the detection interval and its performance is uncertain if detection interval is integral multiple of signal cycles.
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Light Detection and Ranging (LIDAR) has great potential to assist vegetation management in power line corridors by providing more accurate geometric information of the power line assets and vegetation along the corridors. However, the development of algorithms for the automatic processing of LIDAR point cloud data, in particular for feature extraction and classification of raw point cloud data, is in still in its infancy. In this paper, we take advantage of LIDAR intensity and try to classify ground and non-ground points by statistically analyzing the skewness and kurtosis of the intensity data. Moreover, the Hough transform is employed to detected power lines from the filtered object points. The experimental results show the effectiveness of our methods and indicate that better results were obtained by using LIDAR intensity data than elevation data.
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Examines a range of theoretical issues and the empirical evidence relating to clinical supervision in 4 mental health professions: clinical psychology, occupational therapy, social work, and speech pathology. There is widespread acceptance of the value of supervision among practitioners and a large quantity of literature on the topic, but there is very little empirical evidence in this area. To date, there is insufficient evidence to demonstrate which styles of supervision are most beneficial for particular types of staff, in terms of their level of experience or learning style. The data suggest that directive forms of supervision, rather than unstructured approaches, are preferred by relatively inexperienced practitioners, and that experienced clinicians also value direct supervision methods when learning new skills or dealing with complex or crisis situations. The available evidence suggests that supervisors typically receive little training in supervision methods. However, there is little information to guide us as to the most effective ways of training supervisors. While acknowledging the urgent need for research, this paper concludes that supervision is likely to form a valuable component of professional development for mental health professionals.
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A few studies examined interactive effects between air pollution and temperature on health outcomes. This study is to examine if temperature modified effects of ozone and cardiovascular mortality in 95 large US cities. A nonparametric and a parametric regression models were separately used to explore interactive effects of temperature and ozone on cardiovascular mortality during May and October, 1987-2000. A Bayesian meta-analysis was used to pool estimates. Both models illustrate that temperature enhanced the ozone effects on mortality in the northern region, but obviously in the southern region. A 10-ppb increment in ozone was associated with 0.41 % (95% posterior interval (PI): -0.19 %, 0.93 %), 0.27 % (95% PI: -0.44 %, 0.87 %) and 1.68 % (95% PI: 0.07 %, 3.26 %) increases in daily cardiovascular mortality corresponding to low, moderate and high levels of temperature, respectively. We concluded that temperature modified effects of ozone, particularly in the northern region.
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Total deposition of petrol, diesel and environmental tobacco smoke (ETS) aerosols in the human respiratory tract for nasal breathing conditions was computed for 14 nonsmoking volunteers, considering the specific anatomical and respiratory parameters of each volunteer and the specific size distribution for each inhalation experiment. Theoretical predictions were 34.6% for petrol, 24.0% for diesel, and 18.5% for ETS particles. Compared to the experimental results, predicted deposition values were consistently smaller than the measured data (41.4% for petrol, 29.6% for diesel, and 36.2% for ETS particles). The apparent discrepancy between experimental data on total deposition and modeling results may be reconciled by considering the non-spherical shape of the test aerosols by diameter-dependent dynamic shape factors to account for differences between mobility-equivalent and volume-equivalent or thermodynamic diameters. While the application of dynamic shape factors is able to explain the observed differences for petrol and diesel particles, additional mechanisms may be required for ETS particle deposition, such as the size reduction upon inspiration by evaporation of volatile compounds and/or condensation-induced restructuring, and, possibly, electrical charge effects.
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This PhD study examines some of what happens in an individual’s mind regarding creativity during problem solving within an organisational context. It presents innovations related to creative motivation, cognitive style and framing effects that can be applied by managers to enhance individual employee creativity within the organisation and thereby assist organisations to become more innovative. The project delivers an understanding of how to leverage natural changes in creative motivation levels during problem solving. This pattern of response is called Creative Resolve Response (CRR). The project also presents evidence of how framing effects can be used to influence decisions involving creative options in order to enhance the potential for managers get employees to select creative options more often for implementation. The study’s objectives are to understand: • How creative motivation changes during problem solving • How cognitive style moderates these creative motivation changes • How framing effects apply to decisions involving creative options to solve problems • How cognitive style moderate these framing effects The thesis presents the findings from three controlled experiments based around self reports during contrived problem solving and decision making situations. The first experiment suggests that creative motivation varies in a predictable and systematic way during problem solving as a function of the problem solver’s perception of progress. The second experiment suggests that there are specific framing effects related to decisions involving creativity. It seems that simply describing an alternative as innovative may activate perceptual biases that overcome risk based framing effects. The third experiment suggests that cognitive style moderates decisions involving creativity in complex ways. It seems that in some contexts, decision makers will prefer a creative option, regardless of their cognitive style, if this option is both outside the bounds of what is officially allowed and yet ultimately safe. The thesis delivers innovation on three levels: theoretical, methodological and empirical. The highlights of these findings are outlined below: 1. Theoretical innovation with the conceptualisation of Creative Resolve Response based on an extension of Amabile’s research regarding creative motivation. 2. Theoretical innovation linking creative motivation and Kirton’s research on cognitive style. 3. Theoretical innovation linking both risk based and attribute framing effects to cognitive style. 4. Methodological innovation for defining and testing preferences for creative solution implementation in the form of operationalised creativity decision alternatives. 5. Methodological innovation to identify extreme decision options by applying Shafir’s findings regarding attribute framing effects in reverse to create a test. 6. Empirical innovation with statistically significant research findings which indicate creative motivation varies in a systematic way. 7. Empirical innovation with statistically significant research findings which identify innovation descriptor framing effects 8. Empirical innovation with statistically significant research findings which expand understanding of Kirton’s cognitive style descriptors including the importance of safe rule breaking. 9. Empirical innovation with statistically significant research findings which validate how framing effects do apply to decisions involving operationalised creativity. Drawing on previous research related to creative motivation, cognitive style, framing effects and supervisor interactions with employees, this study delivers insights which can assist managers to increase the production and implementation of creativity in organisations. Hopefully this will result in organisations which are more innovative. Such organisations have the potential to provide ongoing economic and social benefits.
Resumo:
Over the past decade, the need for educational reform in Thailand has become increasingly apparent. The strong tradition of teacher-directed instruction has been the major teaching and learning style in Thai education. Recent policy changes have focused on expanding education opportunities, the implementation of compulsory education and also on more student-centered pedagogies (Carter, 2006). A suggested way of bringing about the changes necessary to improve the standard of education in primary schools and retention rates is to incorporate cooperative learning into Thai primary school classrooms. The action research in this study proceeded in four stages. There were pre-implementation interviews of teachers, teacher preparation, implementation of program, and post-implementation evaluation. This study focused on the two Thai teachers' perceptions about the benefits of cooperative learning and the roles of the teachers in cooperative learning classroom. The study found that the two teachers had constructed different levels of perceptions about the benefits of cooperative learning and the roles of the teacher. These findings indicated that Thai teachers who are relatively inexperienced, lacking in confidence and with little or no experience with group work strategies such as peer tutoring need alternative, less intense professional development programs conducted over a period of a semester than the professional development program implemented in this study. In addition to being conducted over a longer period of time, the findings also indicate that alternative teacher professional programs need to provide additional workshops to improve their understanding of cooperative learning and the teachers' roles.
Resumo:
The wide range of contributing factors and circumstances surrounding crashes on road curves suggest that no single intervention can prevent these crashes. This paper presents a novel methodology, based on data mining techniques, to identify contributing factors and the relationship between them. It identifies contributing factors that influence the risk of a crash. Incident records, described using free text, from a large insurance company were analysed with rough set theory. Rough set theory was used to discover dependencies among data, and reasons using the vague, uncertain and imprecise information that characterised the insurance dataset. The results show that male drivers, who are between 50 and 59 years old, driving during evening peak hours are involved with a collision, had a lowest crash risk. Drivers between 25 and 29 years old, driving from around midnight to 6 am and in a new car has the highest risk. The analysis of the most significant contributing factors on curves suggests that drivers with driving experience of 25 to 42 years, who are driving a new vehicle have the highest crash cost risk, characterised by the vehicle running off the road and hitting a tree. This research complements existing statistically based tools approach to analyse road crashes. Our data mining approach is supported with proven theory and will allow road safety practitioners to effectively understand the dependencies between contributing factors and the crash type with the view to designing tailored countermeasures.
Resumo:
Purpose: The purpose of this paper is to analyse the risk management process conducted by some private and not-for-profit affordable housing providers in South East Queensland, and draw conclusions about the relationship between risk assessments/responses and past experiences.----- Design/methodology/approach: In-depth interviews of selected non-government housing providers have been conducted to facilitate an understanding of their approach to risk assessment in developing and in managing affordable housing projects. Qualitative data are analysed using thematic analysis to find emerging themes suggested by interview participants.----- Findings: The paper finds that informal risk management process is used as part of normal business process in accordance with industry standards. Many interviewees agree that the recognition of financial risk and the fear of community rejection of such housing projects have restrained them from committing to such investment projects. The levels of acceptance of risk are not always consistent across housing providers which create opportunities to conduct multi-stakeholder partnership to reduce overall risk.----- Research limitations/implications: The paper has implications for developers or investors who seek to include affordable housing as part of their portfolio. However, data collected in the study are a cross-section of interviews that will not include the impact on recent tax incentives offers by the Australian Commonwealth Government.----- Practical implications: The study suggests that implementing improvements to the risk mitigation and management framework may assist in promoting the supply of affordable housing by non-government providers.----- Originality/value: The focus of the study is the interaction between partnerships and risk management in development and management of affordable rental housing.
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A data-driven background dataset refinement technique was recently proposed for SVM based speaker verification. This method selects a refined SVM background dataset from a set of candidate impostor examples after individually ranking examples by their relevance. This paper extends this technique to the refinement of the T-norm dataset for SVM-based speaker verification. The independent refinement of the background and T-norm datasets provides a means of investigating the sensitivity of SVM-based speaker verification performance to the selection of each of these datasets. Using refined datasets provided improvements of 13% in min. DCF and 9% in EER over the full set of impostor examples on the 2006 SRE corpus with the majority of these gains due to refinement of the T-norm dataset. Similar trends were observed for the unseen data of the NIST 2008 SRE.
Resumo:
Public private partnerships (PPP) have been widely used as a method for public infrastructure project delivery not only locally and internationally, however the adoption of PPPs in social infrastructure procurement has still been very limited. The objective of this paper is to investigate the potential of implementation of current PPP framework in social affordable housing projects in South East Queensland. Data were collected from 22 interviewees with rich experiences in the industry. The findings of this study show that affordable housing investment have been considered by the industry practitioners as a risky business in comparison to other private rental housing investment. The main determents of the adoption of PPPs in social infrastructure project are the tenant-related factors, such as the inability of paying rent and the inability of caring the property. The study also suggests the importance of seeking strategic partnership with community-based organisation that has experiences in managing similar tenants’ profiles. Current PPP guideline is also viewed as inappropriate for the affordable housing projects, but the principle of VFM framework and risk allocation in PPPs still be applied to the affordable housing projects. This study helps to understand the viability of PPP in social housing procurement projects, and point out the importance of developing guideline for multi-stakeholder partnership and the expansion of the current VFM and PPPs guidelines.
Resumo:
1. Ecological data sets often use clustered measurements or use repeated sampling in a longitudinal design. Choosing the correct covariance structure is an important step in the analysis of such data, as the covariance describes the degree of similarity among the repeated observations. 2. Three methods for choosing the covariance are: the Akaike information criterion (AIC), the quasi-information criterion (QIC), and the deviance information criterion (DIC). We compared the methods using a simulation study and using a data set that explored effects of forest fragmentation on avian species richness over 15 years. 3. The overall success was 80.6% for the AIC, 29.4% for the QIC and 81.6% for the DIC. For the forest fragmentation study the AIC and DIC selected the unstructured covariance, whereas the QIC selected the simpler autoregressive covariance. Graphical diagnostics suggested that the unstructured covariance was probably correct. 4. We recommend using DIC for selecting the correct covariance structure.
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This report provides an introduction to our analyses of secondary data with respect to violent acts and incidents relating to males living in rural settings in Australia. It clarifies important aspects of our overall approach primarily by concentrating on three elements that required early scoping and resolution. Firstly, a wide and inclusive view of violence which encompasses measures of violent acts and incidents and also data identifying risk taking behaviour and the consequences of violence is outlined and justified. Secondly, the classification used to make comparisons between the city and the bush together with associated caveats is outlined. The third element discussed is in relation to national injury data. Additional commentary resulting from exploration, examination and analyses of secondary data is published online in five subsequent reports in this series.
Resumo:
This report focuses on our examination of extant data which have been sourced with respect to self-harm and suicide in Australia. Moreover, specific areas of concern regarding elevated rates of suicide for rural males and data anomalies which emerged during our examination of these data are discussed. Additional commentary resulting from exploration, examination and analyses of secondary data is published online in complementary reports in this series.