5 resultados para Model-free Approach

em Brock University, Canada


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The following research paper was a study into change in student academic and general self-concept with increase in grade level and age# The majority of literature found by this researcher dealt with self-concept and its relationship to achievement and interactions with others, Review, then, was in these two areas-particularily within the academic setting, but outside of it as well. It wrs hypothesized that there would be a decrease in both academic and general student self-concept with increase in grade level and age. Self-Appraisal inventories, measuring general and academic selfconcept, and Inferential Self-Reports, measuring only academic selfconcept, were the instruments used* Subjects were students, Trade 1 to 13, and ranging in age from 5 to 21„ Although al] Self-Appraisal inventories and all Self-1?eports were very similar, they differed according to three Grade levels: Primary (Grades 1 to 3)> Intermediate (Grades L to 8), and Secondary (Grades 9 to 13) • Students in the Primary division received only their respective Self-Appraisal inventory, while others v/ere administered both inventories designed for their grade level. Scores on the inventories were computed to percents and then mean percents were arrived at for epch grade, each of the three grade levels, each age, and each of three age intervals. In all of these instances Spearman1 s rank order coefficients (!lpff) were calculated and significance, at the *05 level, was determined by referring to a table of critical values for one-tailed tests* Similarily fftff scores were computed, but only for individual grades and ages, and significance was determined at the *0b level* In only one instance, the General Dimension for individual grades, was significance of overall decrease found* Consequently the hypotheses put forth did not gain support* The fltff scores, however, revealed some isolated significant changes for the Academic Dimension, which were generally decreases in mean percents from the last grade of one level to the first grade of the next* For age mean percents, significant changes generally took place at early (5 or 6) and late (20 or 21) ages* A number of reasons for the results were presented and were generally based upon the studentfs encounters, or lack of encounters, with achievement or success* No definite conclusions, relevant to the hypotheses stated^ could be made, although a number of isolated ones were drawn on the basis of significant fltff scores* As well, mention was made of the possible trends or tendencies that were revealed by the results, but that could not, or were not, proven significant by "t's11 or "p's"* Teaching methods stressing improvement in academic, as well as socially related, situations, were recommended and a model teaching approach was presented in Appendix B#

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Second-rank tensor interactions, such as quadrupolar interactions between the spin- 1 deuterium nuclei and the electric field gradients created by chemical bonds, are affected by rapid random molecular motions that modulate the orientation of the molecule with respect to the external magnetic field. In biological and model membrane systems, where a distribution of dynamically averaged anisotropies (quadrupolar splittings, chemical shift anisotropies, etc.) is present and where, in addition, various parts of the sample may undergo a partial magnetic alignment, the numerical analysis of the resulting Nuclear Magnetic Resonance (NMR) spectra is a mathematically ill-posed problem. However, numerical methods (de-Pakeing, Tikhonov regularization) exist that allow for a simultaneous determination of both the anisotropy and orientational distributions. An additional complication arises when relaxation is taken into account. This work presents a method of obtaining the orientation dependence of the relaxation rates that can be used for the analysis of the molecular motions on a broad range of time scales. An arbitrary set of exponential decay rates is described by a three-term truncated Legendre polynomial expansion in the orientation dependence, as appropriate for a second-rank tensor interaction, and a linear approximation to the individual decay rates is made. Thus a severe numerical instability caused by the presence of noise in the experimental data is avoided. At the same time, enough flexibility in the inversion algorithm is retained to achieve a meaningful mapping from raw experimental data to a set of intermediate, model-free

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For predicting future volatility, empirical studies find mixed results regarding two issues: (1) whether model free implied volatility has more information content than Black-Scholes model-based implied volatility; (2) whether implied volatility outperforms historical volatilities. In this thesis, we address these two issues using the Canadian financial data. First, we examine the information content and forecasting power between VIXC - a model free implied volatility, and MVX - a model-based implied volatility. The GARCH in-sample test indicates that VIXC subsumes all information that is reflected in MVX. The out-of-sample examination indicates that VIXC is superior to MVX for predicting the next 1-, 5-, 10-, and 22-trading days' realized volatility. Second, we investigate the predictive power between VIXC and alternative volatility forecasts derived from historical index prices. We find that for time horizons lesser than 10-trading days, VIXC provides more accurate forecasts. However, for longer time horizons, the historical volatilities, particularly the random walk, provide better forecasts. We conclude that VIXC cannot incorporate all information contained in historical index prices for predicting future volatility.

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The purpose of this study is to examine the impact of the choice of cut-off points, sampling procedures, and the business cycle on the accuracy of bankruptcy prediction models. Misclassification can result in erroneous predictions leading to prohibitive costs to firms, investors and the economy. To test the impact of the choice of cut-off points and sampling procedures, three bankruptcy prediction models are assessed- Bayesian, Hazard and Mixed Logit. A salient feature of the study is that the analysis includes both parametric and nonparametric bankruptcy prediction models. A sample of firms from Lynn M. LoPucki Bankruptcy Research Database in the U. S. was used to evaluate the relative performance of the three models. The choice of a cut-off point and sampling procedures were found to affect the rankings of the various models. In general, the results indicate that the empirical cut-off point estimated from the training sample resulted in the lowest misclassification costs for all three models. Although the Hazard and Mixed Logit models resulted in lower costs of misclassification in the randomly selected samples, the Mixed Logit model did not perform as well across varying business-cycles. In general, the Hazard model has the highest predictive power. However, the higher predictive power of the Bayesian model, when the ratio of the cost of Type I errors to the cost of Type II errors is high, is relatively consistent across all sampling methods. Such an advantage of the Bayesian model may make it more attractive in the current economic environment. This study extends recent research comparing the performance of bankruptcy prediction models by identifying under what conditions a model performs better. It also allays a range of user groups, including auditors, shareholders, employees, suppliers, rating agencies, and creditors' concerns with respect to assessing failure risk.

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Ethnographic methods were used to study a weekly after-school physical activity program over an eight-month period. Based on Hellison’s Teaching Personal and Social Responsibility (TPSR) model, the program sought to foster positive life skills amongst youth. The study investigated how the developed program influenced this life skills education experience. Several themes were identified from the data revolving around culture, life skills, pedagogy, and lessons learned. Data suggests that the positive environment developed within the program positively influenced youths’ life skill education experience. The topic of ethnicity as it relates to the experience of marginalized youth in physical activity settings is also discussed. This study supports TPSR literature and suggests that effort to establish caring relationships and empower youth contribute to the establishment of a positive atmosphere where life skills education can occur. Beyond this, practical tools were developed through this study to help others deliver life skill education.