871 resultados para Variable pricing model


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Impulse control disorders (ICD) is a common side effect of the dopaminergic treatment in patients with Parkinson's disease, which is more associated with dopamine agonists than with levodopa. To understand its pathophysiology, reliable animal models are essential. Using the variable delay-to-signal (VDS) paradigm, impulsivity was evaluated in bilateral parkinsonian rats treated with pramipexole (PPX). In this test, rats have to introduce the snout into a nose poke that is signaled by a light (presented at variable delays) triggering the delivery of a food reward after a correct response. Reaching a stable baseline performance, a partial bilateral dopaminergic lesion with 6-OHDA was induced in the dorsolateral striatum (AP: +1mm, L: ±3.4mm, V:-4.7 mm, Bregma). Rats undertook the VDS test under 5 conditions: basal state, 6-OHDA-induced lesion, the effect of two doses of PPX (0,25mg/kg and 3mg/kg; Latin-square design), and the day after the last dose of PPX. Only the acute administration of 3 mg/kg of PPX significantly rised the number of premature responses, indicating an increase of impulsive behavior, in parkinsonian but not in sham rats. Both doses of PPX significantly decreased the accuracy of responding (correct/total number of responses) and increased the incorrect and perseverative (compulsive behavior) responses in both parkinsonian and sham treated groups when compared with saline-treated groups. In conclusion, PPX induced attention deficit (lack of accuracy) as well as compulsive behavior in control and parkinsonian rats, but increased impulsivity only in the parkinsonian animals. This model could constitute a valid tool to investigate the pathophysiology of ICD.

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Persistent daily congestion has been increasing in recent years, particularly along major corridors during selected periods in the mornings and evenings. On certain segments, these roadways are often at or near capacity. However, a conventional Predefined control strategy did not fit the demands that changed over time, making it necessary to implement the various dynamical lane management strategies discussed in this thesis. Those strategies include hard shoulder running, reversible HOV lanes, dynamic tolls and variable speed limit. A mesoscopic agent-based DTA model is used to simulate different strategies and scenarios. From the analyses, all strategies aim to mitigate congestion in terms of the average speed and average density. The largest improvement can be found in hard shoulder running and reversible HOV lanes while the other two provide more stable traffic. In terms of average speed and travel time, hard shoulder running is the most congested strategy for I-270 to help relieve the traffic pressure.

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Ph.D. in the Faculty of Business Administration

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Coastal lagoons are considered one of the most productive areas of our planet harboring a large variety of habitats. Their transitional character, between terrestrial and marine environments, creates a very particular ecosystem with important variations of its environmental conditions. The organisms that are able to survive on these ecosystems frequently experience strong selective pressures and constrictions to gene flowwith marine populations, which could contribute to genetic divergence among populations inhabiting coastal lagoon and marine environments. Therefore, the main aims of this study are to asses the genetic diversity and population structure of Holothuria arguinensis across geographical ranges, to test the hypothesis of coastal lagoons as hotspots of genetic diversity in the Ria Formosa lagoon, and to determine the role of exporting standing genetic variation from the lagoon to open sea and their implications to recent geographical expansion events. To reach these objectives, we investigate the genetic structure of H. arguinensis using two mitochondrial DNA markers (COI and 16S) at different spatial scales: i) small, inside Ria Formosa coastal lagoon, South Portugal; 2) large, including most of the geographical distribution of this species (South and Western Portuguese coast and Canary islands); these results will allow us to compare the genetic diversity of lagoonal and marine populations of H. arguinensis. On this framework, its recent geographical expansion events, recorded by Rodrigues (2012) and González-Wangüemert and Borrero-Pérez (2012), will be analyzed considering the potential contribution from lagoonal genetic pool. Non-significant genetic structure and high haplotypic diversity were found inside the Ria Formosa coastal lagoon. Both genes were unable to detect significant genetic differentiation among lagoonal and marine localities, suggesting a high rate of gene flow. The results supported our hypotheses that coastal lagoons are not only acting as hotspots of genetic diversity, but also contributing for the genetic variability of the species, working as a source of new haplotypes and enhancing adaptation to the high variable conditions. Different genetic patterns of colonization were found on H. arguinensis, but they must be studied more deeply.

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RESUMEN Todo proceso de evaluación tiene unos efectos, los explícitos son los que acaparan la atención de los evaluados y evaluadores, olvidándose de los efectos implícitos. Sin embargo, el auténtico poder de la evaluación está en los efectos implícitos. De esta manera al final se impondrá el modelo de intervención o gestión que subyace en toda evaluación, siendo la fuerza invisible de la evaluación, y en ocasiones utilizada para evitar conflictos dentro de la Administración pública, al permitir imponer un modelo de gestión. La investigación se basó en un conjunto de variables, acciones e interrogantes que fueron orientadas para que se cumplan los objetivos acerca de la evaluación de competencias en base del desempeño de los profesionales del Consejo de la Judicatura del Azuay.

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The Homogeneous Charge Compression Ignition (HCCI) engine is a promising combustion concept for reducing NOx and particulate matter (PM) emissions and providing a high thermal efficiency in internal combustion engines. This concept though has limitations in the areas of combustion control and achieving stable combustion at high loads. For HCCI to be a viable option for on-road vehicles, further understanding of its combustion phenomenon and its control are essential. Thus, this thesis has a focus on both the experimental setup of an HCCI engine at Michigan Technological University (MTU) and also developing a physical numerical simulation model called the Sequential Model for Residual Affected HCCI (SMRH) to investigate performance of HCCI engines. The primary focus is on understanding the effects of intake and exhaust valve timings on HCCI combustion. For the experimental studies, this thesis provided the contributions for development of HCCI setup at MTU. In particular, this thesis made contributions in the areas of measurement of valve profiles, measurement of piston to valve contact clearance for procuring new pistons for further studies of high geometric compression ratio HCCI engines. It also consists of developing and testing a supercharging station and the setup of an electrical air heater to extend the HCCI operating region. The HCCI engine setup is based on a GM 2.0 L LHU Gen 1 engine which is a direct injected engine with variable valve timing (VVT) capabilities. For the simulation studies, a computationally efficient modeling platform has been developed and validated against experimental data from a single cylinder HCCI engine. In-cylinder pressure trace, combustion phasing (CA10, CA50, BD) and performance metrics IMEP, thermal efficiency, and CO emission are found to be in good agreement with experimental data for different operating conditions. Effects of phasing intake and exhaust valves are analyzed using SMRH. In addition, a novel index called Fuel Efficiency and Emissions (FEE) index is defined and is used to determine the optimal valve timings for engine operation through the use of FEE contour maps.

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A plethora of recent literature on asset pricing provides plenty of empirical evidence on the importance of liquidity, governance and adverse selection of equity on pricing of assets together with more traditional factors such as market beta and the Fama-French factors. However, literature has usually stressed that these factors are priced individually. In this dissertation we argue that these factors may be related to each other, hence not only individual but also joint tests of their significance is called for. In the three related essays, we examine the liquidity premium in the context of the finer three-digit SIC industry classification, joint importance of liquidity and governance factors as well as governance and adverse selection. Recent studies by Core, Guay and Rusticus (2006) and Ben-Rephael, Kadan and Wohl (2010) find that governance and liquidity premiums are dwindling in the last few years. One reason could be that liquidity is very unevenly distributed across industries. This could affect the interpretation of prior liquidity studies. Thus, in the first chapter we analyze the relation of industry clustering and liquidity risk following a finer industry classification suggested by Johnson, Moorman and Sorescu (2009). In the second chapter, we examine the dwindling influence of the governance factor if taken simultaneously with liquidity. We argue that this happens since governance characteristics are potentially a proxy for information asymmetry that may be better captured by market liquidity of a company’s shares. Hence, we jointly examine both the factors, namely, governance and liquidity – in a series of standard asset pricing tests. Our results reconfirm the importance of governance and liquidity in explaining stock returns thus independently corroborating the findings of Amihud (2002) and Gompers, Ishii and Metrick (2003). Moreover, governance is not subsumed by liquidity. Lastly, we analyze the relation of governance and adverse selection, and again corroborate previous findings of a priced governance factor. Furthermore, we ascertain the importance of microstructure measures in asset pricing by employing Huang and Stoll’s (1997) method to extract an adverse selection variable and finding evidence for its explanatory power in four-factor regressions.

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Ensemble Stream Modeling and Data-cleaning are sensor information processing systems have different training and testing methods by which their goals are cross-validated. This research examines a mechanism, which seeks to extract novel patterns by generating ensembles from data. The main goal of label-less stream processing is to process the sensed events to eliminate the noises that are uncorrelated, and choose the most likely model without over fitting thus obtaining higher model confidence. Higher quality streams can be realized by combining many short streams into an ensemble which has the desired quality. The framework for the investigation is an existing data mining tool. First, to accommodate feature extraction such as a bush or natural forest-fire event we make an assumption of the burnt area (BA*), sensed ground truth as our target variable obtained from logs. Even though this is an obvious model choice the results are disappointing. The reasons for this are two: One, the histogram of fire activity is highly skewed. Two, the measured sensor parameters are highly correlated. Since using non descriptive features does not yield good results, we resort to temporal features. By doing so we carefully eliminate the averaging effects; the resulting histogram is more satisfactory and conceptual knowledge is learned from sensor streams. Second is the process of feature induction by cross-validating attributes with single or multi-target variables to minimize training error. We use F-measure score, which combines precision and accuracy to determine the false alarm rate of fire events. The multi-target data-cleaning trees use information purity of the target leaf-nodes to learn higher order features. A sensitive variance measure such as f-test is performed during each node’s split to select the best attribute. Ensemble stream model approach proved to improve when using complicated features with a simpler tree classifier. The ensemble framework for data-cleaning and the enhancements to quantify quality of fitness (30% spatial, 10% temporal, and 90% mobility reduction) of sensor led to the formation of streams for sensor-enabled applications. Which further motivates the novelty of stream quality labeling and its importance in solving vast amounts of real-time mobile streams generated today.

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The purpose of this thesis was to examine the mediating effects of job-related negative emotions on the relationship between workplace aggression and outcomes. Additionally, the moderating effects of workplace social support and intensity of workplace aggression are considered. A total 321 of working individuals participated through an online survey. The results of this thesis suggest that job-related negative emotions are a mediator of the relationship between workplace aggression and outcomes, with full and partial mediation supported. Workplace social support was found to be a buffering variable in the relationship between workplace aggression and outcomes, regardless of the source of aggression (supervisor or co-worker) or the source of the social support. Finally, intensity of aggression was found to be a strong moderator of the relationship between workplace aggression and outcomes.

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To know how marketing variables affect customer value is essential for a company in order to be market and customer oriented, and to improve investment efficiency in both attracting and retaining customers. Thus, the assessment of the influence of marketing variables in customer value is of prime importance. This is recognized in many empirical studies of these variables, which address the impact of a single variable (or sets of a few variables) on customer value. A comprehensive, integrated assessment of all marketing variables and their interdependencies is an arduous and complex task for researchers and marketing managers. This research proposes a theoretical model of customer value that takes into account all significant marketing variables that have been partially addressed in empirical investigations of other researchers. These marketing variables include brand and reputation, point of sale, employees, price, termination fee commitment, discounts, complementarity of products, experiences, emotions, perceived value, quality, satisfaction, switching costs, and loyalty. The model incorporates the relationship between each variable with retention and with customer value as well as the relationships between them. A special focus is placed on the empirical analysis of the termination fee commitment and its relationship with customer value. This variable is widely used in the telecommunication’s industry for its influence on customer retention from the moment of purchase. However, there is strikingly little research in this topic. A large customer database of a telecommunications company containing five years information about 63.165 customers is used for this purpose. Multivariate linear regression and ANOVA method are applied...

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A main prediction from the zoom lens model for visual attention is that performance is an inverse function of the size of the attended area. The "attention shift paradigm" developed by Sperling and Reeves (1980) was adapted here to study predictions from the zoom lens model. In two experiments two lists of items were simultaneously presented using the rapid serial visual presentation technique. Subjects were to report the first item he/she was able to identify in the series that did not include the target (the letter T) after he/she saw the target. In one condition, subjects knew in which list the target would appear, in another condition, they did not have this knowledge, having to attend to both positions in order to detect the target. The zoom lens model predicts an interaction between this variable and the distance separating the two positions where the lists are presented. In both experiments, this interaction was observed. The results are also discussed as a solution to the apparently contradictory results with regard to the analog movement model.

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Our goal in this paper is to extend previous results obtained for Newtonian and secondgrade fluids to third-grade fluids in the case of an axisymmetric, straight, rigid and impermeable tube with constant cross-section using a one-dimensional hierarchical model based on the Cosserat theory related to fluid dynamics. In this way we can reduce the full threedimensional system of equations for the axisymmetric unsteady motion of a non-Newtonian incompressible third-grade fluid to a system of equations depending on time and on a single spatial variable. Some numerical simulations for the volume flow rate and the the wall shear stress are presented.

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A specific modified constitutive equation for a third-grade fluid is proposed so that the model be suitable for applications where shear-thinning or shear-thickening may occur. For that, we use the Cosserat theory approach reducing the exact three-dimensional equations to a system depending only on time and on a single spatial variable. This one-dimensional system is obtained by integrating the linear momentum equation over the cross-section of the tube, taking a velocity field approximation provided by the Cosserat theory. From this reduced system, we obtain the unsteady equations for the wall shear stress and mean pressure gradient depending on the volume flow rate, Womersley number, viscoelastic coefficient and flow index over a finite section of the tube geometry with constant circular cross-section.