Stability and predictive ability of beta

The purpose of this paper is to examine the stability and predictive abilities of the beta coefficients of individual equities in the Finnish stock market. As beta is widely used in several areas of finance, including risk management, asset pricing and performance evaluation among others, it is important to understand its characteristics and find out whether its estimates can be trusted and utilized.

Évolution des performances scolaires lors de la transition secondaire-Cégep : influences respectives des évaluations PISA, des performances scolaires antérieures et des contextes de vie

Dans le domaine des évaluations des performances des élèves en fin de scolarité obligatoire, et à côté des traditionnelles évaluations scolaires, s’est développé le Programme International pour le Suivi des Acquis (PISA), harmonisé par l’Organisation de Coopération et de Développements Économiques (l’OCDE). Ce programme a atteint une grande notoriété internationale et tente de s’imposer comme programme qui évalue les compétences des élèves. Ce mémoire explore dans quelle mesure les évaluations PISA permettent de prédire les performances scolaires des élèves lors de la transition de la fin des études secondaires vers les études collégiales au Québec. Nous avons construit une variable mesurant l’évolution des performances scolaires entre le secondaire et le Cégep. Nos résultats tendent à confirmer que les évaluations PISA sont en mesure de prédire en partie la continuité des bonnes performances scolaires après contrôle des variables contextuelles des parcours de vie. Cependant, les évaluations scolaires antérieures expliquent mieux cette continuité des bonnes performances scolaires réalisées en première année de postsecondaire que les évaluations PISA. Néanmoins, toujours après contrôle des variables contextuelles, les évaluations scolaires antérieures ne sont pas capables de prédire la différence entre des performances scolaires faibles et fortes lors de la transition secondaire-collégial. Seules les évaluations PISA conservent une faible part pour expliquer ces différences.

Modéliser le processus d’appropriation du feed-back en évaluation du potentiel pour en optimiser les retombées positives auprès des candidats

L’appropriation du feed-back a fait l’objet de plusieurs modèles théoriques en contexte d’évaluation de la performance, notamment par Ilgen, Fisher et Taylor (1979) qui suggèrent un modèle explicitant comment un feed-back en vient à susciter des changements comportementaux. Ce modèle a été repris dans divers domaines de recherche, sans pour autant être adapté en fonction du contexte spécifique dans lequel le feed-back était transmis. Cette thèse propose un modèle d’appropriation du feed-back inspiré des travaux d’Ilgen et al. (1979), mais reflétant les spécificités de l’évaluation du potentiel. Le modèle comporte trois étapes qui sont l’appropriation cognitive (composée de l’acceptation et de la conscientisation), l’intention d’agir dans le sens du feed-back et l’appropriation comportementale. La présente thèse se décompose en trois articles poursuivant les objectifs suivants : (1) Proposer un modèle théorique de l’appropriation du feed-back adapté au contexte de l’évaluation du potentiel. (2) Valider une mesure de l’appropriation cognitive combinant l’acceptation et la conscientisation. (3) Tester empiriquement le modèle d’appropriation du feed-back en contexte d’évaluation du potentiel. Le premier article vise d’abord à circonscrire les fondements de l’évaluation du potentiel et à définir l’appropriation du feed-back. Sur la base de ces informations, le modèle d’Ilgen et al. (1979) est ensuite revu et modifié. Les liens entre les différentes étapes du modèle sont subséquemment étayés par des théories et des études empiriques. L’article se conclue par une réflexion sur les retombées théoriques et pratiques du modèle revisité. L’objectif du second article consiste à développer et valider une mesure de l’appropriation cognitive incluant deux dimensions, à savoir l’acceptation et la conscientisation. Pour ce faire, deux études ont été menées auprès de candidats ayant reçu un feed-back suite à une évaluation du potentiel. Des analyses factorielles exploratoires (N = 111), puis des analyses factorielles confirmatoires (N = 178) ont été réalisées en ce sens. Chaque dimension de l’appropriation cognitive a également été mise en relation avec des variables critères afin de recueillir des éléments de preuve appuyant la validité de l’instrument. La majorité des indices obtenus confirment la présence des deux dimensions pressenties et des constats sont tirés sur la base de ces résultats. Le troisième article vise à vérifier empiriquement les liens anticipés entre les composantes du modèle d’appropriation du feed-back détaillé dans le premier article. Les deux premières étapes du modèle, soit l’appropriation cognitive et l’intention d’agir, ont été mesurées via un questionnaire complété immédiatement après le feed-back par 178 candidats. Ces derniers ont été sollicités trois mois plus tard afin de compléter un second questionnaire portant sur la dernière étape, l’appropriation comportementale, et 97 d’entre eux y ont répondu. Les résultats d’analyses par équations structurelles supportent le modèle et une discussion sur la portée de tels résultats s’en suit.

Façons de faire l’évaluation formative d’enseignants de français sénégalais : une analyse de leurs savoirs pratiques en contexte d’effectifs pléthoriques au Lycée.

Cette recherche documente les façons de faire l’évaluation formative d’enseignants de français du Lycée exerçant en contexte de classes pléthoriques au Sénégal. Le choix récent dans ce pays de l’approche par compétences invite à privilégier cette fonction de l’évaluation, au regard de son potentiel pour la progression des apprentissages des élèves (Allal & Mottier Lopez, 2005; Black & Wiliam, 2009; Morrissette, 2010). Cependant, les orientations ministérielles concernant sa mise en œuvre sont très générales, et jusqu’ici, la recherche a laissé dans l’ombre son application en contexte de classes pléthoriques. Puisant au domaine des savoirs pratiques (Schön, 1983) et à une vision interactive et située de l’évaluation formative (Mottier Lopez, 2007; Morrissette, 2010), j’ai conduit une démarche de recherche collaborative auprès de 14 enseignants de français exerçant dans le même Lycée, ponctuée par 6 entretiens de groupe. Un premier registre d’analyse a décrit des façons de faire rattachées à trois dimensions de la pratique de l’évaluation formative: l’analyse du contexte de la pratique, la construction négociée du savoir et la gestion de l’effectif. Un second registre d’analyse de leurs façons de faire en contexte d’«étrangeté culturelle» (Douville, 2002) a permis de conceptualiser leur savoir-évaluer en relation avec leur façon d’interpréter les problèmes qui se posent aux élèves, leur conception de l’erreur et leurs manières de réinventer les modes d’accomplissement traditionnels de l’évaluation ancrés dans la culture scolaire.

Retrial Queues with Orbital Search

Queueing system in which arriving customers who find all servers and waiting positions (if any) occupied many retry for service after a period of time are retrial queues or queues with repeated attempts. This study deals with two objectives one is to introduce orbital search in retrial queueing models which allows to minimize the idle time of the server. If the holding costs and cost of using the search of customers will be introduced, the results we obtained can be used for the optimal tuning of the parameters of the search mechanism. The second one is to provide insight of the link between the corresponding retrial queue and the classical queue. At the end we observe that when the search probability Pj = 1 for all j, the model reduces to the classical queue and when Pj = 0 for all j, the model becomes the retrial queue. It discusses the performance evaluation of single-server retrial queue. It was determined by using Poisson process. Then it discuss the structure of the busy period and its analysis interms of Laplace transforms and also provides a direct method of evaluation for the first and second moments of the busy period. Then it discusses the M/ PH/1 retrial queue with disaster to the unit in service and orbital search, and a multi-server retrial queueing model (MAP/M/c) with search of customers from the orbit. MAP is convenient tool to model both renewal and non-renewal arrivals. Finally the present model deals with back and forth movement between classical queue and retrial queue. In this model when orbit size increases, retrial rate also correspondingly increases thereby reducing the idle time of the server between services

Use of Novel Algorithms MAJE4 and MACJER-320 for Achieving Confidentiality and Message Authentication in SSL & TLS

Extensive use of the Internet coupled with the marvelous growth in e-commerce and m-commerce has created a huge demand for information security. The Secure Socket Layer (SSL) protocol is the most widely used security protocol in the Internet which meets this demand. It provides protection against eaves droppings, tampering and forgery. The cryptographic algorithms RC4 and HMAC have been in use for achieving security services like confidentiality and authentication in the SSL. But recent attacks against RC4 and HMAC have raised questions in the confidence on these algorithms. Hence two novel cryptographic algorithms MAJE4 and MACJER-320 have been proposed as substitutes for them. The focus of this work is to demonstrate the performance of these new algorithms and suggest them as dependable alternatives to satisfy the need of security services in SSL. The performance evaluation has been done by using practical implementation method.

Some Studies and New Results on Multi Microprocessor Applications

One of the fastest expanding areas of computer exploitation is in embedded systems, whose prime function is not that of computing, but which nevertheless require information processing in order to carry out their prime function. Advances in hardware technology have made multi microprocessor systems a viable alternative to uniprocessor systems in many embedded application areas. This thesis reports the results of investigations carried out on multi microprocessors oriented towards embedded applications, with a view to enhancing throughput and reliability. An ideal controller for multiprocessor operation is developed which would smoothen sharing of routines and enable more powerful and efficient code I data interchange. Results of performance evaluation are appended.A typical application scenario is presented, which calls for classifying tasks based on characteristic features that were identified. The different classes are introduced along with a partitioned storage scheme. Theoretical analysis is also given. A review of schemes available for reducing disc access time is carried out and a new scheme presented. This is found to speed up data base transactions in embedded systems. The significance of software maintenance and adaptation in such applications is highlighted. A novel scheme of prov1d1ng a maintenance folio to system firmware is presented, alongwith experimental results. Processing reliability can be enhanced if facility exists to check if a particular instruction in a stream is appropriate. Likelihood of occurrence of a particular instruction would be more prudent if number of instructions in the set is less. A new organisation is derived to form the basement for further work. Some early results that would help steer the course of the work are presented.

Effect of Improving Energy Efficiency on System Reliability

In the present scenario of energy demand overtaking energy supply top priority is given for energy conservation programs and policies. Most of the process plants are operated on continuous basis and consumes large quantities of energy. Efficient management of process system can lead to energy savings, improved process efficiency, lesser operating and maintenance cost, and greater environmental safety. Reliability and maintainability of the system are usually considered at the design stage and is dependent on the system configuration. However, with the growing need for energy conservation, most of the existing process systems are either modified or are in a state of modification with a view for improving energy efficiency. Often these modifications result in a change in system configuration there by affecting the system reliability. It is important that system modifications for improving energy efficiency should not be at the cost of reliability. Any new proposal for improving the energy efficiency of the process or equipments should prove itself to be economically feasible for gaining acceptance for implementation. In order to arrive at the economic feasibility of the new proposal, the general trend is to compare the benefits that can be derived over the lifetime as well as the operating and maintenance costs with the investment to be made. Quite often it happens that the reliability aspects (or loss due to unavailability) are not taken into consideration. Plant availability is a critical factor for the economic performance evaluation of any process plant.The focus of the present work is to study the effect of system modification for improving energy efficiency on system reliability. A generalized model for the valuation of process system incorporating reliability is developed, which is used as a tool for the analysis. It can provide an awareness of the potential performance improvements of the process system and can be used to arrive at the change in process system value resulting from system modification. The model also arrives at the pay back of the modified system by taking reliability aspects also into consideration. It is also used to study the effect of various operating parameters on system value. The concept of breakeven availability is introduced and an algorithm for allocation of component reliabilities of the modified process system based on the breakeven system availability is also developed. The model was applied to various industrial situations.

Statistical Machine Learning Techniques for the Prediction of Learning Disabilities in School-Age Children

Learning Disability (LD) is a general term that describes specific kinds of learning problems. It is a neurological condition that affects a child's brain and impairs his ability to carry out one or many specific tasks. The learning disabled children are neither slow nor mentally retarded. This disorder can make it problematic for a child to learn as quickly or in the same way as some child who isn't affected by a learning disability. An affected child can have normal or above average intelligence. They may have difficulty paying attention, with reading or letter recognition, or with mathematics. It does not mean that children who have learning disabilities are less intelligent. In fact, many children who have learning disabilities are more intelligent than an average child. Learning disabilities vary from child to child. One child with LD may not have the same kind of learning problems as another child with LD. There is no cure for learning disabilities and they are life-long. However, children with LD can be high achievers and can be taught ways to get around the learning disability. In this research work, data mining using machine learning techniques are used to analyze the symptoms of LD, establish interrelationships between them and evaluate the relative importance of these symptoms. To increase the diagnostic accuracy of learning disability prediction, a knowledge based tool based on statistical machine learning or data mining techniques, with high accuracy,according to the knowledge obtained from the clinical information, is proposed. The basic idea of the developed knowledge based tool is to increase the accuracy of the learning disability assessment and reduce the time used for the same. Different statistical machine learning techniques in data mining are used in the study. Identifying the important parameters of LD prediction using the data mining techniques, identifying the hidden relationship between the symptoms of LD and estimating the relative significance of each symptoms of LD are also the parts of the objectives of this research work. The developed tool has many advantages compared to the traditional methods of using check lists in determination of learning disabilities. For improving the performance of various classifiers, we developed some preprocessing methods for the LD prediction system. A new system based on fuzzy and rough set models are also developed for LD prediction. Here also the importance of pre-processing is studied. A Graphical User Interface (GUI) is designed for developing an integrated knowledge based tool for prediction of LD as well as its degree. The designed tool stores the details of the children in the student database and retrieves their LD report as and when required. The present study undoubtedly proves the effectiveness of the tool developed based on various machine learning techniques. It also identifies the important parameters of LD and accurately predicts the learning disability in school age children. This thesis makes several major contributions in technical, general and social areas. The results are found very beneficial to the parents, teachers and the institutions. They are able to diagnose the child’s problem at an early stage and can go for the proper treatments/counseling at the correct time so as to avoid the academic and social losses.

A new fast stream cipher: MAJE4

A new fast stream cipher, MAJE4 is designed and developed with a variable key size of 128-bit or 256-bit. The randomness property of the stream cipher is analysed by using the statistical tests. The performance evaluation of the stream cipher is done in comparison with another fast stream cipher called JEROBOAM. The focus is to generate a long unpredictable key stream with better performance, which can be used for cryptographic applications.

Use of Novel Algorithms MAJE4 and MACJER-320 for Achieving Confidentiality and Message Authentication in SSL & TLS.

Extensive use of the Internet coupled with the marvelous growth in e-commerce and m-commerce has created a huge demand for information security. The Secure Socket Layer (SSL) protocol is the most widely used security protocol in the Internet which meets this demand. It provides protection against eaves droppings, tampering and forgery. The cryptographic algorithms RC4 and HMAC have been in use for achieving security services like confidentiality and authentication in the SSL. But recent attacks against RC4 and HMAC have raised questions in the confidence on these algorithms. Hence two novel cryptographic algorithms MAJE4 and MACJER-320 have been proposed as substitutes for them. The focus of this work is to demonstrate the performance of these new algorithms and suggest them as dependable alternatives to satisfy the need of security services in SSL. The performance evaluation has been done by using practical implementation method.

Analyzing and Modeling a Multiparty Outsourcing Environment.

This paper discusses the complexities involved in managing and monitoring the delivery of IT services in a multiparty outsourcing environment. The complexities identified are grouped into four categories and are tabulated. A discussion on an attempt to model a multiparty outsourcing scenario using UML is also presented and explained using an illustration. Such a model when supplemented by a performance evaluation tool can enable an organization to manage the provision of IT services in a multiparty outsourcing environment more effectively

A Novel Fast Hybrid Cryptographic System: MARS4

A novel and fast technique for cryptographic applications is designed and developed using the symmetric key algorithm “MAJE4” and the popular asymmetric key algorithm “RSA”. The MAJE4 algorithm is used for encryption / decryption of files since it is much faster and occupies less memory than RSA. The RSA algorithm is used to solve the problem of key exchange as well as to accomplish scalability and message authentication. The focus is to develop a new hybrid system called MARS4 by combining the two cryptographic methods with an aim to get the advantages of both. The performance evaluation of MARS4 is done in comparison with MAJE4 and RSA.

A novel Sigma–Delta based parallel analogue-to-residue converter

Animportant step in the residue number system(RNS) based signal processing is the conversion of signal into residue domain. Many implementations of this conversion have been proposed for various goals, and one of the implementations is by a direct conversion from an analogue input. A novel approach for analogue-to-residue conversion is proposed in this research using the most popular Sigma–Delta analogue-to-digital converter (SD-ADC). In this approach, the front end is the same as in traditional SD-ADC that uses Sigma–Delta (SD) modulator with appropriate dynamic range, but the filtering is doneby a filter implemented usingRNSarithmetic. Hence, the natural output of the filter is an RNS representation of the input signal. The resolution, conversion speed, hardware complexity and cost of implementation of the proposed SD based analogue-to-residue converter are compared with the existing analogue-to-residue converters based on Nyquist rate ADCs

Behavioural Competency Management with special reference to Commercial Banks headquartered in Kerala

This study aims to analyze, compare and contrast the behavioral competency of officials in commercial banks headquartered in Kerala. This is done by analyzing the soft skills/behavioral skills possessed by an individual employee in both clerical and managerial levels and the means adopted to enhance their said skills in near future. The study was conducted with the objective of analyzing the behavioral competency of the managers and clerical staff in the commercial banks headquartered in Kerala. The researcher has gone through the available literature with respect to employee competency, job satisfaction and employee performance evaluation to formulate the problem and conceptualize the framework of the study. The study concluded that the competency of the employees differs from one bank to the other but strengthening the employees’ competency is the only possible solution by which the banks can determine their future growth prospects. Only through competency, banks can achieve high level of performance especially under the globalised situation.