957 resultados para discrete choice theory


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A package of B-spline finite strip models is developed for the linear analysis of piezolaminated plates and shells. This package is associated to a global optimization technique in order to enhance the performance of these types of structures, subjected to various types of objective functions and/or constraints, with discrete and continuous design variables. The models considered are based on a higher-order displacement field and one can apply them to the static, free vibration and buckling analyses of laminated adaptive structures with arbitrary lay-ups, loading and boundary conditions. Genetic algorithms, with either binary or floating point encoding of design variables, were considered to find optimal locations of piezoelectric actuators as well as to determine the best voltages applied to them in order to obtain a desired structure shape. These models provide an overall economy of computing effort for static and vibration problems.

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Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

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Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normal distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalized assumption of normal distributed financial returns. Thus it is crucial to properly model the distribution tails so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey (2000) and combine the GARCH-type models with the Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI,FTSE 100 and NIKKEI 225 representing three important financial areas in the world. Our results indicate that EVT-based conditional quantile estimates are much more accurate than those from conventional AR-GARCH models assuming normal or Student’s t-distribution innovations when doing out-of-sample estimation (within the insample estimation, this is so for the right tail of the distribution of returns).

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In this paper we wish to illustrate different perspectives used to create Multiple-Choice questions and we will show how we can improve these in the construction of math tests. As it is known, web technologies have a great influence on student’s behaviour. Based on an on-line project beginning at 2007 which has been contributing to help students on their individual work, we would like to share our experience and thoughts with colleagues who have a common concern when they have the task of constructing Multiple-Choice tests. We feel that Multiple-Choice tests play an important and a very useful supporting role in selfevaluation or self-examination of our students. Nonetheless, good Multiple–Choice Test Items are generally more complex and time-consuming to create than other types of tests. It requires a certain amount of skill. However, this skill maybe increases through study, practice and experience. This paper discusses a number of issues related to the use of Multiple-Choice questions, lists the advantages and disadvantages of this question format contrasting it with open questions. Some examples are given in this context.

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Multiple-Choice items are used in many different kinds of tests in several areas of knowledge. They can be considered an interesting tool to the self-assessing or as an alternative or complementary instrument to the traditional methods for assessing knowledge. The objectivity and accuracy of the multiple-choice tests is an important reason to think about. They are especially useful when the number of students to evaluate is too large. Moodle (Modular Object-Oriented Dynamic Learning Environment) is an Open Source course management system centered around learners' needs and designed to support collaborative approaches to teaching and learning. Moodle offers to the users a rich interface, context-specific help buttons, and a wide variety of tools such as discussion forums, wikis, chat, surveys, quizzes, glossaries, journals, grade books and more, that allow them to learn and collaborate in a truly interactive space. Come together the interactivity of the Moodle platform and the objectivity of this kind of tests one can easily build manifold random tests. The proposal of this paper is to relate our journey in the construction of these tests and share our experience in the use of the Moodle platform to create, take advantage and improve the multiple-choices tests in the Mathematic area.

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The purpose of this paper is to analyse if Multiple-Choice Tests may be considered an interesting alternative for assessing knowledge, particularly in the Mathematics area, as opposed to the traditional methods, such as open questions exams. In this sense we illustrate some opinions of the researchers in this area. Often the perception of the people about the construction of this kind of exams is that they are easy to create. But it is not true! Construct well written tests it’s a hard work and needs writing ability from the teachers. Our proposal is analyse the construction difficulties of multiple - choice tests as well some advantages and limitations of this type of tests. We also show the frequent critics and worries, since the beginning of this objective format usage. Finally in this context some examples of Multiple-Choice Items in the Mathematics area are given, and we illustrate as how we can take advantage and improve this kind of tests.

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Words are the smallest units of messages. Attention should be given to each word used to be sure it is the most effective one. An effective word is one that the receiver will understand and that will elicit the wanted response. The ability to choose words by (a) using a dictionary and a thesaurus and (b) following some of the principles of business communication described in this text can be improved.

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Dissertação apresentada ao Instituto Politécnico do Porto para obtenção do Grau de Mestre em Logística Orientada por: Prof. Dr. Pedro Godinho

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In this paper is presented a Game Theory based methodology to allocate transmission costs, considering cooperation and competition between producers. As original contribution, it finds the degree of participation on the additional costs according to the demand behavior. A comparative study was carried out between the obtained results using Nucleolus balance and Shapley Value, with other techniques such as Averages Allocation method and the Generalized Generation Distribution Factors method (GGDF). As example, a six nodes network was used for the simulations. The results demonstrate the ability to find adequate solutions on open access environment to the networks.

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We present a new dynamical approach to the Blumberg's equation, a family of unimodal maps. These maps are proportional to Beta(p, q) probability densities functions. Using the symmetry of the Beta(p, q) distribution and symbolic dynamics techniques, a new concept of mirror symmetry is defined for this family of maps. The kneading theory is used to analyze the effect of such symmetry in the presented models. The main result proves that two mirror symmetric unimodal maps have the same topological entropy. Different population dynamics regimes are identified, when the intrinsic growth rate is modified: extinctions, stabilities, bifurcations, chaos and Allee effect. To illustrate our results, we present a numerical analysis, where are demonstrated: monotonicity of the topological entropy with the variation of the intrinsic growth rate, existence of isentropic sets in the parameters space and mirror symmetry.

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Dissertação de Mestrado, Matemática para Professores, 25 de Outubro 2013, Universidade dos Açores.

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The development of children's school achievements in mathematics is one of the most important aims of education in Poland. The results of research concerning monitoring of school achievements in maths is not optimistic. We can observe low levels of children’s understanding of the merits of maths, self-developed strategies in solving problems and practical usage of maths skills. This article frames the discussion of this problem in its psychological and didactic context and analyses the causes as they relate to school practice in teaching maths