Essays on Applications of the Factor Model

Thesis (Ph.D.)--University of Washington, 2013

Testing the weak-form market efficiency and the day of the week effects of some African countries

The aims of this work are twofold. On the one hand, it aims to find evidence supporting the presence of the weak form efficiency of several emerging African stock markets by using both parametric as well as non parametric tests. The results indicate that none of the markets are characterised by random walks with the exception of the South African stock market. On the other hand, this study aims to detect the presence of the day of the week effects of these African stock markets. Results show the existence of day of the week effects, that is the typical negative Monday and Friday positive effects in several stock markets.

Classificação de atividades físicas através do uso do acelerómetro do smartphone

Dissertação de natureza científica realizada para a obtenção do grau de Mestre em Engenharia de redes de comunicação e Multimédia

Avaliação do potencial eólico para geração de energia eléctrica

Trabalho Final de Mestrado para a obtenção do grau de Mestre em Engenharia Mecânica /Energia

A aquisição de competências matemáticas no 1º e 2º ciclos:construção de um instrumento e intervenção com base nos seus resultados

Com base no modelo de Resposta à Intervenção (RtI), este estudo centrouse em três objetivos: construir um instrumento vocacionado para a determinação do nível de competências fundamentais, do 1º ao 6º anos, na disciplina de Matemática; avaliar o valor preditivo do instrumento sobre a necessidade de intervenção; examinar o efeito de uma intervenção planeada com base na avaliação diagnóstica desse instrumento. Para dar resposta ao primeiro e segundo objetivos foram consideradas duas amostras de conveniência: a primeira, constituída por 5 docentes, avaliou a versão teste do instrumento e a segunda, constituída por 6 docentes, avaliou a sua versão final (perfazendo um total de 75 alunos). Recorrendo ao método kmeans, os resultados mostraram que o instrumento é de útil e fácil aplicação, permitindo aos docentes avaliarem e identificarem o grupo de desempenho a que pertence cada aluno, em relação à média dos resultados da respetiva turma. Relativamente ao terceiro objetivo, foi constituída uma amostra de 7 alunos de uma turma do 4º ano. A intervenção decorreu ao longo de 11 semanas, com 2 sessões semanais, cuja duração variou entre 10 a 35 minutos. Para avaliar os efeitos da intervenção, foi realizado um pré e um pós-teste, assim como 2 sessões de avaliação intermédia (checkpoints), tendo-se recorrido ao teste não paramétrico de Friedman e ao teste de Wilcoxon, para avaliar a significância das diferenças entre os tempos e os níveis de suporte, para o aluno resolver a tarefa com sucesso, respetivamente. Os resultados mostraram diferenças estatiscamente significativas, particularmente entre as duas avaliações intermédia consideradas.

Perdas por imparidade em intangíveis

Dissertação de Mestrado apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob orientação do Doutor Carlos Quelhas Martins

Estigma e percepções dos médicos de Clínica Geral sobre a doença mental e o suicídio

RESUMO: INTRODUÇÃO: A OMS (2001) revela que cerca de 450 milhões de pessoas sofrem de perturbações mentais ou comportamentais em todo o mundo, mas apenas uma pequena minoria tem tratamento, ainda que elementar. Transformam-se em vítimas por causa da sua doença e convertem-se em alvos de estigma e discriminação. O suicídio é considerado como um grande problema de saúde pública em todo o mundo, é uma das principais causas de morte de jovens adultos e situa-se entre as três maiores causas de morte na população entre 15-34 anos (OMS, 2001). As perturbações mentais aumentam o risco de suicídio. A depressão, esquizofrenia, e a utilização de substâncias incrementam o risco de suicídio. Estudos (Sartorius, 2002; Magliano et al., 2012) mostram que os profissionais de saúde, tal como o público em geral, podem ter atitudes negativas e estigma em relação às pessoas com perturbações mentais, podendo agir em conformidade, uma vez feito e conhecido o diagnóstico psiquiátrico. Os clínicos gerais são os receptores das perturbações mentais e tentativas de suicídio nas principais portas de entrada no acesso a cuidados de saúde. As crenças, conhecimentos e contacto com a doença mental e o suicídio, podem influenciar a atenção clínica. OBJECTIVOS: Avaliar o estigma e as percepções dos médicos de clínica geral em relação às tentativas de suicídio, o suicídio e perturbações mentais bem como os possíveis factores associados a estes fenómenos. MATERIAIS E MÉTODOS: Estudo do tipo transversal, combinando métodos quantitativos e qualitativos. A amostra é constituída por 125 sujeitos, médicos de clínica geral. Utilizaram-se as versões adaptadas dos seguintes instrumentos: Questionário sobre Percepções e Estigma em Relação à Saúde Mental e ao Suicídio (Liz Macmin e SOQ, Domino, 2005) e a Escala de Atitudes sobre a Doença Mental (Amanha Hahn, 2002). Para o tratamento estatístico dos dados usou-se a estatística 1) descritiva e 2) Análise estatística das hipóteses formuladas (Qui Quadrado - 2) a correlação entre variáveis (Spearman: ρ, rho). Os dados conectados foram limpos de inconsistências com base no pacote informático e estatístico SPSS versão 20. Para a aferição da consistência interna foi usado o teste de Alfa de Cronbach. RESULTADOS: Uma boa parte da amostra (46.4%) refere que não teve formação formal ou informal em saúde mental e (69.35%) rejeitam a ideia de que “grupos profissionais como médicos, dentistas e psicólogos são mais susceptíveis a cometer o suicídio”. Já (28.0%) têm uma perspectiva pessimista quanto a possibilidade de recuperação total dos sujeitos com perturbação mental. Sessenta e oito(54.4%) associa sujeitos com perturbação mental, a comportamentos estranhos e imprevisíveis, 115 (92.0%) a um baixo QI e 35 (26.7%) a poderem ser violentas e e perigosas. Os dados mostram uma associação estatisticamente significativa (p0.001) entre as variáveis: tempo de serviço no SNS, recear estar perto de sujeitos com doença mental e achar que os sujeitos com doença mental são mais perigosos que outros. Em termos estatísticos, existe uma associação estatitisticamente significativa entre as duas variáveis(X2=9,522; p0.05): percepção de que “é vergonhoso ter uma doença mental” e os conhecimentos em relação à doença mental. Existe uma correlação positiva, fraca e estatisticamente significativa entre os conhecimentos dos clínicos gerais(beneficiar-se de formação em saúde mental) e a percepção sobre os factores de risco (0,187; P0,039). DISCUSSÃO E CONCLUSÕES: A falta de conhecimento sobre as causas e factores de risco para os comportamentos suicidários, opções de intervenção e tratamento, particularmente no âmbito da doença mental, podem limitar a procura de ajuda individual ou dos próximos. Percepções negativas como o facto de não merecerem prioridade nos serviços, mitos (frágeis e cobarde, sempre impulsivo, chamadas de atenção, problemas espirituais) podem constituir-se como um indicador de que os clínicos gerais podem sofrer do mesmo sistema de estigma e crenças, de que sofre o público em geral, podendo agir em conformidade (atitudes de afastamento ereceio). As atitudes são influenciadas por factores como a formação, cultura e sistema de crenças. Sujeitos com boa formação na área da saúde mental têm uma percepção positiva e optimista sobre os factores de risco e uma atitude positiva em relação aos sujeitos com doença mental e comportamentos suicidários.-------------ABSTRACT: INTRODUCTION: The WHO (2001) reveals that about 450 million people suffer from mental or behavioral disorders worldwide, but only a small minority have access to treatment, though elementary. They become victims because of their disease and they become the targets of stigma and discrimination. Suicide is seen as a major public health problem worldwide, is a leading cause of death for young adults and is included among the three major causes of death in the population aged 15-34 years (WHO, 2001). Mental disorders increase the risk of suicide. Depression, schizophrenia, and the substances misuse increase the risk of suicide. Studies (Sartorius, 2002; Magliano et al, 2012) show that health professionals, such as the general public, may have negative attitudes and stigma towards people with mental disorders, and can act accordingly after psychiatric diagnosis is known. General practitioners are the main entry points of mental disorders and suicide attempts in the health sistem. Beliefs, knowledge and contact with mental illness and suicide, may influence clinical care. OBJECTIVES: To assess stigma and perceptions of general practitioners in relation to suicide attempts, suicide and mental disorders as well as possible factors associated with these phenomena. MATERIAL AND METHODS: This was a descriptive cross-sectional study, combining quantitative and qualitative methods. The sample consisted of 125 subjects, general practitioners. We used adapted versions of the following instruments: Questionnaire of Perceptions and Stigma in Relation to Mental Health and Suicide (Liz Macmin and SOQ, Domino, 2005) and the Scale of Attitudes on Mental Illness (Tomorrow Hahn, 2002). For the statistical treatment of the data we used: 1) descriptive (Data distribution by absolute and relative frequencies for each of the variables under study (including mean and standard deviation measures of central tendency and deviation), 2) statistical analysis of hypotheses using (Chi Square - 2, a hypothesis test that is intended to find a value of dispersion for two nominal variables, evaluating the association between qualitative variables) and the correlation between variables (Spearman ρ, rho), a measure of non-parametric correlation, which evaluates an arbitrary monotonic function can be the description of the relationship between two variables, without making any assumptions about the frequency distribution of the variables). For statistical analysis of the correlations were eliminated subjects who did not respond to questions. The collected data were cleaned for inconsistencies based on computer and statistical package SPSS version 20. To measure the internal consistency was used the Cronbach's alpha test. RESULTS: A significant part of the sample 64 (46.4%) reported no formal or informal training in mental health and 86 (69.35%) reject the idea that "professional groups such as doctors, dentists and psychologists are more likely to commit suicide." On the other hand, 42 (28.0%) have a pessimistic view of the possibility of full recovery of individuals with mental disorder. Sixty-eight ( 54.4 % ) of them associates subjects with mental disorder to strange and unpredictable behavior, 115 ( 92.0 % ), to low IQ, 35 ( 26.7 % ) and even to violent and dangerous behavior, 78 ( 62.4 % ) The data show a statistically significant (p = 0.001) relationship between the following variables: length of service in the NHS, fear of being close to individuals with mental illness and considering individuals with mental illness more dangerous than others. In statistical terms, there is a dependency between the two variables (X2 = 9.522, p> 0.05): the perception that "it is shameful to have a mental illness" and knowledge regarding mental illness. There is a positive and statistically significant weak correlation between knowledge of general practitioners (benefit from mental health training) and the perception of the risk factors (0,187; P0,039). DISCUSSION AND CONCLUSIONS: The lack of knowledge about the causes and risk factors for suicidal behavior, intervention and treatment, particularly in the context of mental illness options, may decreaseseeking for help by individual and their relatives. Negative perceptions such as considering that they dont deserve priority in services, myths (weak and cowards, always impulsive, seeking for attentions, spirituals problems) may indicate that general practitioners, may suffer the same stigma and beliefs systems as the general public, and can act accordingly (withdrawal and fear attitudes). Attitudes are influenced by factors such as education, culture and belief system. Subjects with good training in mental health have a positive and optimistic perception of the risk factors and a positiveattitude towards individuals with mental illness and suicidal behaviour.

Classificação Internacional de Funcionalidade, Incapacidade e Saúde : uma dimensão do neurodesenvolvimento

RESUMO: Objetivo Principal • Determinar a consistência da utilização dos instrumentos de avaliação da capacidade intelectual – escalas de Griffiths e WISC III – no enquadramento dos domínios e dos qualificadores da CIF-CJ, restrita às funções mentais do corpo. Objetivo secundário: • Estudar a efetividade e concordância inter-observador da aplicação da CIF, com base na leitura dos dados obtidos em avaliação efetuada com os instrumentos referidos, por duas observadoras independentes, em contexto de articulação saúde, respetivamente educação e segurança social Métodos • Estudo observacional, descritivo, transversal e prospetivo. • Foi estudada uma amostra de conveniência 355 crianças, num período de três anos (Maio de 2010 a 30 de Abril de 2013), com patologia da área da pediatria do neurodesenvolvimento (total de 4000 consultas) no Centro de Desenvolvimento (CD) do Hospital de Dona Estefânia (HDE), Centro Hospitalar de Lisboa Central, EPE (CHLC, EPE). • Critérios de inclusão: crianças de ambos os sexos, observadas no CD do HDE, CHLC (primeiras consultas e consultas de reavaliação) com idade ≥12 meses e ≤17 anos e incapacidade intelectual definida de acordo com os critérios da DSM-IV-TR, DSM 5 e CID-10. • Critérios de exclusão: crianças com autismo, perturbações específicas da linguagem, hiperatividade, défice de atenção e concentração, défices sensoriais congénitos (baixa visão e ou audição), ou com outros diagnósticos de perturbações de neurodesenvolvimento. • O estudo teve duas fases: na primeira, a investigadora principal colheu ou atualizou a história clínica, observou clinicamente as crianças solicitando os exames complementares considerados necessários e foi efetuada avaliação psicológica com os instrumentos adiante descritos, pela mesma psicóloga clínica, devidamente credenciada, e com larga experiência nas escalas referidas. Com base nos dados colhidos, quer por observação direta, quer através dos resultados das escalas Griffiths e WISC – III, a investigadora aplicou a CIF-CJ, circunscrita aos domínios e funções (variáveis): 1. FUNÇÕESMENTAIS GLOBAIS (b110- Funções da consciência, b114- Funções da orientação no espaço e no tempo, b117 – Funções intelectuais, b122- Funções psicossociais globais, b125- Funções intrapessoais, b126- Funções do temperamento e da personalidade); 2.FUNÇÕES MENTAIS ESPECÌFICAS (b140- funções da atenção, b147- Funções psicomotoras, b152- Funções emocionais, b156- Funções da perceção, b163- Funções cognitivas básicas, b164- Funções cognitivas de nível superior, b167- Funções mentais da linguagem 3. FUNÇÕES DA VOZ E DA FALA (b320- Funções da articulação, b330- Funções da fluência e do ritmo da fala). Numa segunda fase, foi solicitada a colaboração de duas co-investigadoras, com formação específica nas escalas utilizadas e na CIF-CJ, a aplicação da CIF nos mesmos domínios e funções. Estas observadoras não efetuaram observações diretas das crianças envolvidas. • Para efetuar a análise estatística e analisar a relação entre os qualificadores (0 a 4) das variáveis da CIF em estudo (b117, b122, b147, b163, b164, b167, b320 e b330) e os instrumentos psicométricos (escalas de Griffiths e WISC III), que constitui a primeira parte do estudo, recorreu-se à técnica estatística não paramétrica do coeficiente de correlação de Spearman, que quantifica a intensidade e sinal da eventual correlação existente entre as variáveis em estudo. • Para determinar as correlações referentes à segunda parte do estudo, foram utilizados os programas SPSS®, (IBM SPSS Statistics) e Statistica® (StatSoft, Inc., 2011). STATISTICA (data analysis software system, version 10. www.statsoft.com.), tendo-se dado preferência aos gráficos deste último. Resultados 1. Observou-se um predomínio do sexo masculino (relação de 1:1,9); relativamente à idade no momento de avaliação, 242 crianças (68,1%) tinham entre zero e seis anos e, dentro destas, a maioria (189) situava-se entre os três e os seis anos. 2. De acordo com a DSM-IV e DSM-5, 261 (73,4%) crianças apresentavam incapacidade intelectual ligeira. 3. A avaliação da competência intelectual pelas escalas de Ruth Griffiths e WISC III (QI), revelaram correlação negativa predominantemente forte e muito forte (índice de Spearman) com os qualificadores das funções do corpo estudadas (funções mentais, mentais específicas e da voz). Os resultados obtidos pela co-investigadora A foram sobreponíveis aos da investigadora principal. Os resultados obtidos pela co-investigadora B revelaram correlação negativa moderada e forte, correlação inferior à da investigadora principal; Conclusões Os resultados permitem inferir que as escalas de Ruth Griffiths e WISC-III são instrumentos adequados para caracterizar a incapacidade intelectual na CIF-CJ; a concordância inter-observador, moderada, nos qualificadores atribuídos nas funções em análise pela investigadora e co-investigadoras, permite concluir que as escalas de Ruth Griffiths e WISC IIIl são bons instrumentos para caracterizar os qualificadores nos domínios e funções estudados, por diferentes grupos de profissionais ligados à infância. Subsistem dificuldades na diferenciação entre qualificadores, designadamente entre os qualificadores 1 e 2, o que tem necessariamente implicações na elegibilidade das crianças para os apoios preconizados pelo DL 3/2008. ------------------------ ABSTRACT: Main objective • To determine the consistency of the use of assessment tools for intellectual ability - Griffiths and WISC III scales - in the context of domains and qualifiers for the ICF-CY, restricted to the mental functions of the body. Secondary objective • Studying the effectiveness and inter-observer concordance concerning the application of the ICF, based on the data recovered from the assessment made with the mentioned instruments, carried out by two independent observers including their perspective on health, education and social security. Methods • Observational, descriptive, cross-sectional and prospective study. • A convenience sample of 355 children was studied over a period of three years (May 2010 to April 2013), with a pathology in the area of pediatric neurodevelopment – intellectual disability (total of 4000 consultations, including first consultations and revaluations) were observed in the Development Centre (CD) in Hospital de Dona Estefânia (HDE), Centro Hospitalar de Lisboa Central, EPE (CHLC). • Inclusion criteria: children of both sexes aged ≥12 months and years ≤17 and intellectual disability defined according to the criteria in the DSM-IV-TR, DSM 5 and ICD-10. • Exclusion criteria: children with autism; specific language impairment, hyperactivity; attention deficit disorder; severe birth sensory deficits (eg, impaired vision and hearing); amongst other diagnoses for neurodevelopmental disorders. • The study was conducted in two phases: in the first phase the principal investigator collected or updated medical history, clinically observed children requesting additional investigations if she deemed necessary. Psychological evaluation was performed by a single, duly licensed clinical psychologist with extensive experience in the referred scales using the instruments described below. Based on data collected, either by direct observation or through the results of Griffiths scales and WISC - III, the researcher applied the ICF-CY confined to the following fields and functions (variables): 1. GLOBAL MENTAL FUNCTIONS (b110- functions of consciousness, b114- Functions referring to space and time orientation , b117 - intellectual functions, b122- global psychosocial functions, b125- intrapersonal functions, b126- functions related to temperament and personality); 2. SPECIFIC MENTAL FUNCTIONS ( b140- attention functions, b147-psychomotor functions, b152- Emotional functions, b156- perception functions, b163- basic cognitive functions and cognitive functions b164- top level b167- language related mental functions. ) 3. VOICE AND SPEECH FUNCTIONS (b320-articulation functions, b330- fluency and rhythm of speech functions). • In the second phase, two co-investigators, with specific training on the scales used and the ICF-CY have applied the ICF in the domains and functions mentioned above, based on the scales results. These co-investigators did not make any direct observation of the studied children. • To perform the statistical analysis and analyze the relationship between the qualifiers (0-4) of the variables in the ICF study (b117, b122, b147, B163, B164, b167, b320 and B330) and psychometric instruments (Griffiths scale and WISC III), which is the first part of the study, the statistical technique of non-parametric Spearman correlation coefficient was used, which quantifies the strength and sign of the possible correlation between the variables under study. • For submission of correlations related to the second part of the study, SPSS (IBM SPSS) and Statistica (StatSoft, Inc., 2011) programs were used. STATISTICA (data analysis software system, version 10 www.statsoft.com.). Preference was given to graphs computed in Statistica. Results • Male predominated (ratio of 1: 1.9). 242 children (68.1% of the sample) were aged between zero and six years and, among these, the majority (189) was aged largest number between three and six years. • According to the DSM-IV and DSM-5, 261 (73.4%) children had mild intellectual disability. The correlation between the assessment of intellectual competence by Ruth Griffiths scales and WISC III (QI), was predominantly negative strong and very strong correlation with the qualifiers of body functions studied (specific mental functions, mental and voice functions using Spearman index). The levels of correlation obtained by the co-investigatores were in agreeance with the results from the principal investigator. The results obtained by co-investigator B showed moderate to strong negative correlation, levels that were lower to the those registered by the principal investigator; Conclusions These results indicate that Ruth Griffiths and WISC-III scales are adequate tools to characterize intellectual disability in the ICF-CY; moderate inter-observer agreement in the qualifiers assigned the functions under analysis by the researcher and co-researchers, shows that the scales are also good tools to measure CIF qualifyers by diferent technicians with different professional orientations, related to children. However, there are still difficulties in differentiating qualifiers, namely between qualifiers 1/2 and 3/4, which necessarily has implications for the eligibility of children for the state support advocated by the Portuguese Decret Law 3/2008.

Benchmarking therapeutic drug monitoring software: A review of available computer tools

Therapeutic drug monitoring (TDM) aims to optimize treatments by individualizing dosage regimens based on the measurement of blood concentrations. Dosage individualization to maintain concentrations within a target range requires pharmacokinetic and clinical capabilities. Bayesian calculations currently represent the gold standard TDM approach but require computation assistance. In recent decades computer programs have been developed to assist clinicians in this assignment. The aim of this survey was to assess and compare computer tools designed to support TDM clinical activities. The literature and the Internet were searched to identify software. All programs were tested on personal computers. Each program was scored against a standardized grid covering pharmacokinetic relevance, user friendliness, computing aspects, interfacing and storage. A weighting factor was applied to each criterion of the grid to account for its relative importance. To assess the robustness of the software, six representative clinical vignettes were processed through each of them. Altogether, 12 software tools were identified, tested and ranked, representing a comprehensive review of the available software. Numbers of drugs handled by the software vary widely (from two to 180), and eight programs offer users the possibility of adding new drug models based on population pharmacokinetic analyses. Bayesian computation to predict dosage adaptation from blood concentration (a posteriori adjustment) is performed by ten tools, while nine are also able to propose a priori dosage regimens, based only on individual patient covariates such as age, sex and bodyweight. Among those applying Bayesian calculation, MM-USC*PACK© uses the non-parametric approach. The top two programs emerging from this benchmark were MwPharm© and TCIWorks. Most other programs evaluated had good potential while being less sophisticated or less user friendly. Programs vary in complexity and might not fit all healthcare settings. Each software tool must therefore be regarded with respect to the individual needs of hospitals or clinicians. Programs should be easy and fast for routine activities, including for non-experienced users. Computer-assisted TDM is gaining growing interest and should further improve, especially in terms of information system interfacing, user friendliness, data storage capability and report generation.

Problems of allometric scaling analysis: examples from mammalian reproductive biology.

Biological scaling analyses employing the widely used bivariate allometric model are beset by at least four interacting problems: (1) choice of an appropriate best-fit line with due attention to the influence of outliers; (2) objective recognition of divergent subsets in the data (allometric grades); (3) potential restrictions on statistical independence resulting from phylogenetic inertia; and (4) the need for extreme caution in inferring causation from correlation. A new non-parametric line-fitting technique has been developed that eliminates requirements for normality of distribution, greatly reduces the influence of outliers and permits objective recognition of grade shifts in substantial datasets. This technique is applied in scaling analyses of mammalian gestation periods and of neonatal body mass in primates. These analyses feed into a re-examination, conducted with partial correlation analysis, of the maternal energy hypothesis relating to mammalian brain evolution, which suggests links between body size and brain size in neonates and adults, gestation period and basal metabolic rate. Much has been made of the potential problem of phylogenetic inertia as a confounding factor in scaling analyses. However, this problem may be less severe than suspected earlier because nested analyses of variance conducted on residual variation (rather than on raw values) reveals that there is considerable variance at low taxonomic levels. In fact, limited divergence in body size between closely related species is one of the prime examples of phylogenetic inertia. One common approach to eliminating perceived problems of phylogenetic inertia in allometric analyses has been calculation of 'independent contrast values'. It is demonstrated that the reasoning behind this approach is flawed in several ways. Calculation of contrast values for closely related species of similar body size is, in fact, highly questionable, particularly when there are major deviations from the best-fit line for the scaling relationship under scrutiny.

Understanding value congruence : a sport organization case study

With the recent growth in cultural complexity, many organizations are faced with increasingly diverse employee pools. Gaining a greater understanding of the values that employees possess is the first step in effectively satisfying their needs and achieving a more productive workforce (lung & Avolio, 2000). Values playa significant role in influencing individual behaviours. It is therefore necessary to assess the qualities of employee value systems and directly link them to the values of the organization. The importance of values and value congruence has been emphasized by many organizational behaviour researchers (cf. Adkins & Caldwell, 2004; Erdogan, Kraimer, & Liden, 2004; Jung & Avolio, 2000; Rokeach, 1973); however the emphasis on value studies remains fairly stagnant within the sport industry (Amis, Slack, & Hinings, 2002). In order to examine the realities that were constructed by the participants in this study a holistic view of the impact of values within a specific sport organization were provided. The purpose of this case study was to examine organizational and employee values to understand the effects of values and value congruence on employee behaviours within the context of a large Canadian sport organization. A mUltiple methods case study approach was adopted in order to fully serve the purpose and provide a comprehensive view of the organization being examined. Document analysis, observations, surveys, as well as semi-structured interviews were conducted. The process allowed for triangulation and confirmability of the findings. Each method functioned to create an overarching understanding of the values and value congruence within this organization. The analysis of the findings was divided into qualitative and quantitative sections. The qualitative documents were analyzed twice, once manually by the researcher and once via AtIas.ti Version 4 (1998). The a priori and emergent coding that took place was based on triangulating the findings and uncovering common themes throughout the data. The Rokeach Value Survey (1973) that was incorporated into the survey design of the study was analyzed using descriptive statistics, as well as Mann-Whitney U, and Kruskal Wallis formulas. These were deemed appropriate for analysis given the non-parametric nature of the survey instrument (Kinnear & Gray, 2004). The quantitative survey served to help define the values and value congruence that was then holistically examined through the qualitative interviews, document analyses, and observations. The results of the study indicated incongruent value levels between employees and those stated or perceived as the organization's values. Each finding demonstrated that varying levels of congruence may have diverse affects on individual behaviours. These behaviours range from production levels to interactions with fellow employees to turnover. In addition to the findings pertaining to the research questions, a number of other key issues were uncovered regarding departmentalization, communication, and board relations. Each has contributed to a greater understanding of the organization and has created direction for further research within this area of study.

Jumps in the Volatility of Financial Markets.

Recent work suggests that the conditional variance of financial returns may exhibit sudden jumps. This paper extends a non-parametric procedure to detect discontinuities in otherwise continuous functions of a random variable developed by Delgado and Hidalgo (1996) to higher conditional moments, in particular the conditional variance. Simulation results show that the procedure provides reasonable estimates of the number and location of jumps. This procedure detects several jumps in the conditional variance of daily returns on the S&P 500 index.

Échantillonnage dynamique de champs markoviens

L'un des modèles d'apprentissage non-supervisé générant le plus de recherche active est la machine de Boltzmann --- en particulier la machine de Boltzmann restreinte, ou RBM. Un aspect important de l'entraînement ainsi que l'exploitation d'un tel modèle est la prise d'échantillons. Deux développements récents, la divergence contrastive persistante rapide (FPCD) et le herding, visent à améliorer cet aspect, se concentrant principalement sur le processus d'apprentissage en tant que tel. Notamment, le herding renonce à obtenir un estimé précis des paramètres de la RBM, définissant plutôt une distribution par un système dynamique guidé par les exemples d'entraînement. Nous généralisons ces idées afin d'obtenir des algorithmes permettant d'exploiter la distribution de probabilités définie par une RBM pré-entraînée, par tirage d'échantillons qui en sont représentatifs, et ce sans que l'ensemble d'entraînement ne soit nécessaire. Nous présentons trois méthodes: la pénalisation d'échantillon (basée sur une intuition théorique) ainsi que la FPCD et le herding utilisant des statistiques constantes pour la phase positive. Ces méthodes définissent des systèmes dynamiques produisant des échantillons ayant les statistiques voulues et nous les évaluons à l'aide d'une méthode d'estimation de densité non-paramétrique. Nous montrons que ces méthodes mixent substantiellement mieux que la méthode conventionnelle, l'échantillonnage de Gibbs.

Effets de l'application de charges aux membres inférieurs sur le patron de marche des personnes hémiparétiques chroniques

Placer une charge au niveau du membre inférieur est une approche sans fondement scientifique, utilisée par les cliniciens, pour renforcer certains muscles clés de la marche. Cette étude a déterminé les modifications du patron de marche lors de l’ajout d’une charge à la cheville parétique ou non parétique chez des personnes ayant une hémiparésie suite à un accident vasculaire cérébral et a comparé les résultats à ceux d’un groupe témoin. Il est supposé qu’une charge placée à la jambe parétique/non dominante (charge ipsilatérale) augmenterait les efforts (moments et puissance) à la hanche parétique/non dominante lors de l’oscillation et qu’une charge placée controlatéralement augmenterait les efforts lors de la phase d’appui principalement pour les abducteurs de hanche stabilisant le bassin dans le plan frontal. La marche avec et sans charge de cinq individus hémiparétiques chroniques et 5 personnes en santé a été analysée en laboratoire par l’enregistrement des forces de réaction du sol et des mouvements des membres inférieurs. Ces informations ont permis de calculer les paramètres temps-distance, les angles à la hanche parétique/non dominante et au tronc, les moments nets, les puissances et le travail mécanique à la hanche parétique/non dominante. Des tests statistiques non-paramétriques ont servi à déterminer l’effet de la condition, avec charge (ipsi- et controlatérale) ou sans charge et à comparer les résultats entre les deux groupes. L’ajout d’une charge n’a pas modifié la vitesse de marche des sujets. Les phases d’appui et d’oscillation étaient rendus plus symétriques par la charge, même si peu de différences apparaissaient dans le plan sagittal avec ou sans la charge. Dans le plan frontal, le moment abducteur de hanche des sujets hémiparétiques a diminué avec la charge controlatérale, tandis qu'il a augmenté chez les sujets en santé. L’utilisation d’une stratégie posturale ou dynamique au tronc pourrait expliquer la différence de l’effet de la charge sur le moment abducteur à la hanche. Au vu de ces résultats, il est nécessaire de poursuivre l’évaluation de cette approche de renforcement musculaire spécifique à la tâche avant d’en recommander son utilisation.

Relations entre le leadership transformationnel de directions d’établissement, le contexte scolaire et les conditions favorisant l’engagement du personnel enseignant tels que perçus par des enseignants de quatre écoles primaires de Montréal lors de l’implantation du renouveau pédagogique

Cette recherche vise à examiner les relations entre la perception que des membres du personnel enseignant ont des pratiques du leadership transformationnel de la direction d’école, du contexte scolaire et des conditions favorisant leur engagement à implanter le renouveau pédagogique dans leur école. Le schéma conceptuel et le questionnaire qui sous-tendent cette recherche sont une adaptation de ceux élaborés par Yu, Leithwood et Jantzi (2002). Le questionnaire a été complété par 31 membres du personnel enseignant de quatre écoles primaires montréalaises appartenant à des commissions scolaires anglophones et francophones. À partir de ces données, nous avons calculé des moyennes et nous avons comparé les écoles, à l’aide des tests Mann-Whitney, selon leur niveau d’implantation du renouveau pédagogique, leur niveau socioéconomique et la langue de la commission scolaire d’appartenance. De plus, pour compléter nos données quantitatives, nous avons repris quelques citations des entrevues faites auprès des directions de ces écoles que les professeurs du département d’Administration et fondements de l’éducation de l’Université de Montréal, qui font partie du Groupe de recherche sur l’éducation en milieux défavorisés (GRÉMD), ont effectuées dans le cadre d’une autre étude. Les comparaisons des écoles selon leur niveau d’implantation du renouveau pédagogique révèlent que le personnel enseignant des deux écoles en changement se distingue de celui des deux écoles peu engagées dans le changement sur un seul point majeur : il a évalué moins positivement le contexte scolaire, un résultat appuyé par les analyses non paramétriques. Il semble que, dans les écoles qui ont participé à notre étude, le fait de soutenir l’implantation du renouveau pédagogique serait associé à une évaluation plus faible du contexte scolaire ; la culture de l’école et l’environnement étant les conditions les plus touchées. Un autre résultat de cette recherche est le fait que les enseignantes de l’école favorisée ont évalué le contexte scolaire, notamment la culture, l’environnement et les stratégies pour le changement, moins positivement que les enseignantes des écoles défavorisées. Enfin, les comparaisons des écoles en fonction de la langue de la commission scolaire indiquent qu’il n’existe pas de différence significative dans les évaluations faites des trois variables, que les enseignantes travaillent dans une école appartenant à une commission scolaire anglophone ou francophone. Étant donné que l’échantillon d’enseignantes qui a participé à notre étude est modeste, les résultats de cette recherche ne peuvent pas être généralisés, cependant ils pourraient constituer une base pour des recherches ultérieures dans ce domaine.