67 resultados para out-of-sample forecast

em Queensland University of Technology - ePrints Archive


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In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us to understand the impact of estimation error on the performance of in-sample optimal portfolios. Key Words: minimum-variance frontier; efficiency set constants; finite sample distribution

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Carers are at the frontline working with children in the care of the child protection system. This paper reports carer's views about key factors influencing the placement trajectories of children and young people living in out-of-home care in Queensland, Australia. The study sample included 21 foster and kinship carers with a minimum two-year experience in the carer role. Study data were from semi-structured telephone interviews in which carers shared their experiences of the factors impacting upon placement stability and placement movement. Carers' responses were analysed thematically. Data analysis yielded an overarching theme regarding placement trajectory: Carer engagement, and its three sub-themes; with the child; with the child protection system; and, with the caring role. Findings suggested that carer engagement and ‘fit’ are complex constructs that play critical influential roles in placement outcomes (stability or movement) for individual children in out-of-home care. It is argued that practice needs to be better grounded in these relational dynamics, and better aligned concerning the power differentials that exist.

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The following paper explores the use of collaborative pedagogical approaches to advance foundational architectural design education, by linking design process to sustainable technology principles. After a brief discussion on architectural design education, the mentioned collaborative approach is described. This approach facilitates students’ exchange of knowledge between two courses, despite no explicit/assessable requirement to do so. The result for the students is deeper learning and a design process that is enriched through collaboration with sustainable technology. The success of this approach has been measured through questionnaires, evaluation surveys, and a comparative assessment of students common to both courses. The paper focuses on the challenges and innovations in connecting architectural design and technology education, where students are encouraged to implement lessons learnt, thereby closing the gap that these courses have traditionally represented.

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Findings from an Australian case study of adult women expose general, light and basic use of mobile phones. Participants used their mobile phone mainly for coordination and to a lesser extent for practicing intrinsic interactions motivated by emotional support purposes. This paper focuses on social and emotional support over the mobile phone. Though crucial to individuals, emotional support seems to be a neglected area of research among mobile communication studies, all the more so when focusing on adult women. This study addresses this literature gap. The empirical findings are based on a case study of 26 women over 35 years of age residing in one coastal Australian town. The research design included a combination of quantitative and qualitative methods. This paper examines the communication methods adult women use for social and emotional support, and analyses reasons and social implications of this limited intrinsic communication use pattern over the mobile phone.

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A review of the musical element of QPAC's 2010 Out of the Box Festival of Early Childhood

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There has been increasing international efforts to ensure that health care policies are evidence based. One area where there is a lack of ‘effectiveness’ evidence is in the use of end-of-life care pathways (EOLCP) (1). Despite the lack of evidence supporting the efficacy of the EOCLP, their use has been endorsed in the recent national palliative care strategy document in the UK (2). In addition, a publication endorsed by the Australian Government (titled: Supporting Australians to live well at the End of Life- National Palliative Care Strategy 2010) (3), recommended a national roll out of EOLCP across all sectors (primary, acute and aged care) in Australia. According to this document, it is a measure of “appropriateness” and “effectiveness” for promoting quality end-of-life care.

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This paper discusses the relationship between law and morality. Morality does not necessarily coincide with the law, but it contributes to it. An act may be legal but nevertheless considered to be immoral in a particular society. For example, the use of pornography may be considered by many to be immoral. Nevertheless, the sale and distribution of non-violent, non-child related, sexually explicit material is legal (or regulated) in many jurisdictions. Many laws are informed by, and even created by, morality. This paper examines the historical influence of morality on the law and on society in general. It aims to develop a theoretical framework for examining legal moralism and the social construction of morality and crime as well as the relationship between sex, desire and taboo. Here, we refer to the moral temporality of sex and taboo, which examines the way in which moral judgments about sex and what is considered taboo change over time, and the kinds of justifications that are employed in support of changing moralities. It unpacks the way in which abstract and highly tenuous concepts such as ‘‘desire’’, ‘‘art’’ and ‘‘entertainment’’ may be ‘‘out of time’’ with morality, and how morality shapes laws over time, fabricating justifications from within socially constructed communities of practice. This theoretical framework maps the way in which these concepts have become temporally dominated by heteronormative structures such as the family, marriage, reproduction, and longevity. It is argued that the logic of these structures is inexorably tied to the heterosexual life-path, charting individual lives and relationships through explicit phases of childhood, adolescence and adulthood that, in the twenty-first century, delimit the boundaries of taboo surrounding sex more than any other time in history.