914 resultados para Three Factor Model
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Observations of Caspian Sea during August - September 1995 are used to develop a three dimensional numerical for calculating temperature and current. This period was chosen because of extensive set of observational data including surface temperature observations. Data from the meteorological buoy network on Caspian Sea are combined with routine observation at first order synoptic station around the lake to obtain hourly values of wind stress and pressure fields. Initial temperature distribution as a function of depth and horizontal coordinates are derived from ship cruises. The model has variable grid resolution and horizontal smoothing which filters out small scale vertical motion. The hydrodynamic model of Caspian Sea has 6 vertical levels and a uniform horizontal grid size of 50 km The model is driven with surface fluxes of heat and momentum derived from observed meteorological. The model was able to reproduce all of the basic feature of the thermal structure in Caspian sea and: larger scale circulation patterns tend to be cyclone, with cyclone circulation with each sub basin. Result has agreement with observations.
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The hydro dynamical actions in big Lakes directly influence dynamic, physical and chemical affairs. The circulation's models and temperature have something to do with the movements of fluids, and analysis for circulation in Caspian sea is because of the lack of observation through which the circulations and out comings are determined. Through the studies, three dimensional simulations (Large- Scale) are planned and performed, according to Smolakiewicz and Margolin works. This is a non- hydrostatic and Boussinesq approximation is used in its formulation is used in its formulation on the basis of Lipps (1990) theorem and curve lines, the fluid is constant adiabatic and stratified, and the wind power is considered zero. The profile of speed according to previous depth and before ridge can be drawn on the basis of density available between northern and southern ridges. The circulation field is drawn from 3 cm/s to 13 cm/s on the plate z= 5 cm , the vertical changes of speed on the plate is 0.02 m/s. Vertical profile , horizontal speed in previous on, and after the ridges on are drawn on different spaces. It changes from 0.5 cm/s to 1 cm/s before ridges.
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Matrix factorization (MF) has evolved as one of the better practice to handle sparse data in field of recommender systems. Funk singular value decomposition (SVD) is a variant of MF that exists as state-of-the-art method that enabled winning the Netflix prize competition. The method is widely used with modifications in present day research in field of recommender systems. With the potential of data points to grow at very high velocity, it is prudent to devise newer methods that can handle such data accurately as well as efficiently than Funk-SVD in the context of recommender system. In view of the growing data points, I propose a latent factor model that caters to both accuracy and efficiency by reducing the number of latent features of either users or items making it less complex than Funk-SVD, where latent features of both users and items are equal and often larger. A comprehensive empirical evaluation of accuracy on two publicly available, amazon and ml-100 k datasets reveals the comparable accuracy and lesser complexity of proposed methods than Funk-SVD.
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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The main aim of the present study was to examine some psychometric properties of the Psychopathy Checklist: Youth Version (PCL:YV) among Portuguese juvenile delinquents. With forensic sample of 192 incarcerated male participants, the Portuguese version of the PCL:YV demonstrated promising psychometric properties of the three-factor model of youth psychopathy, internal consistency, convergent validity, concurrent validity, and retrospective validity that generally justify its use among Portuguese youths. Statistically significant associations were found with age of criminal onset, frequency of crimes, number of victims, and use of physical violence.
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The Paternal Adjustment and Paternal Attitudes Questionnaire (PAPA) was designed to assess paternal adjustment and paternal attitudes during the transition to parenthood. This study aimed to examine the psychometric characteristics of the Portuguese versions of the PAPA-Antenatal (PAPA-AN) and -Postnatal (PAPA-PN) versions. A nonclinical sample of 128 fathers was recruited in the obstetrics outpatient unit, and they completed both versions of the PAPA and selfreport measures of depressive and anxiety symptoms during pregnancy and the postpartum period, respectively. Good internal consistency for both PAPA-AN and PAPA-PN was found. A three-factor model was found for both versions of the instrument. Longitudinal confirmatory factor analysis revealed a good model fit. The PAPA-AN and PAPA-PN subscales revealed good internal consistency. Significant associations were found between PAPA (PAPA-AN and PAPA-PN) and depressive and anxiety symptoms, suggesting good criterion validity. Both versions also showed good clinical validity, with optimal cutoffs found. The present study suggested that the Portuguese versions of the PAPA are reliable multidimensional self-report measures of paternal adjustment and paternal attitudes that could be used to identify fathers with adjustment problems and negative attitudes during the transition to parenthood.
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L'objectif de l'étude présentée est d'adapter et de valider une version française de la Stigma Scale (King, 2007) auprès d'une population de personnes souffrant de troubles psychiques. Dans une première phase, la stabilité temporelle (fidélité test-retest), la cohérence interne et la validité convergente de l'instrument original à 28 items traduit en français ont été évaluées auprès d'un échantillon de 183 patients. Les résultats d'analyses factorielles confirmatoires ne nous ont pas permis de confirmer la structure originale de l'instrument. Nous avons donc proposé, sur la base des résultats d'une analyse factorielle exploratoire, une version courte de l'échelle de stigmatisation (9 items) qui conserve la structure en trois facteurs du modèle original. Dans une deuxième phase, nous avons examiné les qualités psychométriques et validé cette version abrégée de l'échelle de stigmatisation auprès d'un second échantillon de 234 patients. Les indices d'ajustements de notre analyse factorielle confirmatoire confirme la structure en trois facteurs de la version abrégée de la Stigma Scale. Les résultats suggèrent que la version française abrégée de l'échelle de stigmatisation constitue un instrument utile, fiable et valide dans l'autoévaluation de la stigmatisation perçue par des personnes souffrant de troubles psychiques. - Aim People suffering from mental illness are exposed to stigma. However, only few tools are available to assess stigmatization as perceived from the patient's perspective. The aim of this study is to adapt and validate a French version of the Stigma Scale (King, 2007). This self-report questionnaire has a three-factor structure: discrimination, disclosure and positive aspects of mental illness. Discrimination subscale refers to perceived negative reactions by others. Disclosure subscale refers mainly to managing disclosure to avoid discrimination and finally positive aspects subscale taps into how patients are becoming more accepting, more understanding toward their illness. Method In the first step, internal consistency, convergent validity and test-retest reliability of the French adaptation of the 28-item scale have been assessed on a sample of 183 patients. Results of confirmatory factor analyses (CFA) did not confirm the hypothesized structure. In light of the failed attempts to validate the original version, an alternative 9-item short-form version of the Stigma Scale, maintaining the integrity of the original model, was developed based on results of exploratory factor analyses in the first sample and cross- validated in a new sample of 234 patients. Results Results of CFA did not confirm that the data fitted well to the three-factor model of the 28-item Stigma Scale (χ2/άί=2.02, GFI=0.77, AGFI=0.73, RMSEA=0.07, CFI=0.77 et NNFI=0.75). Cronbach's α are excellent for discrimination (0.84) and disclosure (0.83) subscales but poor for potential positive aspects (0.46). External validity is satisfactory. Overall Stigma Scale total score is negatively correlated with score on Rosenberg's Self-Esteem Scale (r = -0.49), and each sub-scale is significantly correlated with a visual analogue scale that refers to the specific aspect of stigma (0.43 < |r| < 0.60). Intraclass correlation coefficients between 0.68 and 0.89 indicate good test- retest reliability. Results of CFA demonstrate that the items chosen for the short version of the Stigma Scale have the expected fit properties fa2/df=1.02, GFI=0.98, AGFI=0.98, RMSEA=0.01, CFI=1.0 et NNFI=1.0). Considering the small number (3 items) of items in each subscales of the short version of the Stigma Scale, a coefficients for the discrimination (0.57), disclosure (0.80) and potential positive aspects subscales (0.62) are considered as good. Conclusion Our results suggest that the 9-item French short-version of the Stigma Scale is a useful, reliable and valid self-report questionnaire to assess perceived stigmatization in people suffering from mental illness. The time of completion is really short and questions are well understood and accepted by the patients.
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Objective: To assess the factorial validity of the Portuguese version of the Maslach Burnout Inventory - Human Services Survey (MBI-HSS). Methods: Between November 2010 and November 2011 a Portuguese version of the MBI-HSS was applied to 151 Portuguese family doctors (55% women, median age 54 years). The factorial structure of the MBI-HSS was examined by principal component analysis (PCA) and confirmatory factor analysis (CFA). Internal consistency estimates of the MBI-HSS were determined with Cronbach's alpha. Results: The fit of the hypothesized three-factor model to the data was superior to the alternative two-factor and four-factor models. CFA supported MBI-HSS as an acceptable measure to evaluate burnout and deletion of items 12 and 16 improved the goodness of fit of the model. In PCA, the three-factor model explained 50.58% of the variance and the four-factor model did not lead to understandable components. Item 12 was also found to be problematic in PCA. The Cronbach's alpha was satisfactory for emotional exhaustion (alpha=0.90), lack of personal accomplishment (alpha=0.73), and depersonalization (alpha=0.64). Conclusion: The Portuguese version of the MBI-HSS was found to be reliable to measure burnout among Portuguese medical doctors. We also recommend the deletion of items 12 and 16 from the MBI-HSS.
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AIM: People suffering from mental illness are exposed to stigma. However, only few tools are available to assess stigmatization as perceived from the patient's perspective. The aim of this study is to adapt and validate a French version of the Stigma Scale (King et al., 2007 [8]). This self-report questionnaire has a three-factor structure: discrimination, disclosure and positive aspects of mental illness. Discrimination subscale refers to perceived negative reactions of others. Disclosure subscale refers mainly to managing disclosure to avoid discrimination and finally positive aspects subscale taps into how patients are becoming more accepting, more understanding toward their illness. METHOD: In the first step, internal consistency, convergent validity and test-retest reliability of the French adaptation of the 28-item scale were assessed in a sample of 183 patients. Results of confirmatory factor analyses (CFA) did not confirm the hypothesized structure. In the light of the failed attempts to validate the original version, an alternative 9-item short-form version of the Stigma Scale, maintaining the integrity of the original model, was developed based on results of exploratory factor analyses in the first sample and cross-validated in a new sample of 234 patients. RESULTS: Results of CFA did not confirm that the data fitted well to the three-factor model of the 28-item Stigma Scale (χ(2)/df=2.02, GFI=0.77, AGFI=0.73, RMSEA=0.07, CFI=0.77 and NNFI=0.75). Cronbach's α was excellent for discrimination (0.84) and disclosure (0.83) subscales but poor for potential positive aspects (0.46). External validity was satisfactory. Overall Stigma Scale total score was negatively correlated with the score on Rosenberg's Self-Esteem Scale (r=-0.49), and each subscale was significantly correlated with a visual analogue scale that referred to the specific aspect of stigma (0.43≤|r|≤0.60). Intraclass correlation coefficients between 0.68 and 0.89 indicated good test-retest reliability. The results of the CFA demonstrated that the items chosen for the short version of the Stigma Scale have the expected fit properties (χ(2)/df=1.02, GFI=0.98, AGFI=0.98, RMSEA=0.01, CFI=1.0 and NNFI=1.0). Considering the small number (three) of items in each subscale of the short version of the Stigma Scale, α coefficients for discrimination (0.57), disclosure (0.80) and potential positive aspects subscales (0.62) are considered as good. CONCLUSION: Our results suggest that the 9-item French short version of the Stigma Scale is a useful, reliable and valid self-report questionnaire to assess perceived stigmatization in people suffering from mental illness. The time of completion is really short and questions are well understood and accepted by the patients.
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The short version of the Oxford-Liverpool Inventory of Feelings and Experiences (sO-LIFE) is a widely used measure assessing schizotypy. There is limited information, however, on how sO-LIFE scores compare across different countries. The main goal of the present study is to test the measurement invariance of the sO-LIFE scores in a large sample of non-clinical adolescents and young adults from four European countries (UK, Switzerland, Italy, and Spain). The scores were obtained from validated versions of the sO-LIFE in their respective languages. The sample comprised 4190 participants (M = 20.87 years; SD = 3.71 years). The study of the internal structure, using confirmatory factor analysis, revealed that both three (i.e., positive schizotypy, cognitive disorganisation, and introvertive anhedonia) and four-factor (i.e., positive schizotypy, cognitive disorganisation, introvertive anhedonia, and impulsive nonconformity) models fitted the data moderately well. Multi-group confirmatory factor analysis showed that the three-factor model had partial strong measurement invariance across countries. Eight items were non-invariant across samples. Significant statistical differences in the mean scores of the s-OLIFE were found by country. Reliability scores, estimated with Ordinal alpha ranged from 0.75 to 0.87. Using the Item Response Theory framework, the sO-LIFE provides more accuracy information at the medium and high end of the latent trait. The current results show further evidence in support of the psychometric proprieties of the sO-LIFE, provide new information about the cross-cultural equivalence of schizotypy and support the use of this measure to screen for psychotic-like features and liability to psychosis in general population samples from different European countries.
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This study main purpose was the validation of both French and German versions of a Perceived Neighborhood Social Cohesion Questionnaire. The sample group comprised 5065 Swiss men from the "Cohort Study on Substance Use Risk Factors." Multigroup Confirmatory factor analysis showed that a three-factor model fits the data well, which substantiates the generalizability of Perceived Neighborhood Social Cohesion Questionnaire factor structure, regardless of the language. The Perceived Neighborhood Social Cohesion Questionnaire demonstrated excellent homogeneity (α = 95) and split-half reliability (r = .96). The Perceived Neighborhood Social Cohesion Questionnaire was sensitive to community size and participants' financial situation, confirming that it also measures real social conditions. Finally, weak but frequent correlations between Perceived Neighborhood Social Cohesion Questionnaire and alcohol, cigarette, and cannabis dependence were measured.
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Tutkielman tavoitteena on testata kvantitatiivisen osakepisteytysmallin tehokkuutta Euroopan osakemarkkinoilla. Osakepisteytysmalli järjestää osakkeet paremmuusjärjestykseen yrityskohtaisten tunnuslukujen avulla. Pisteytysmallin suositusten mukaan luodaan testisalkku ajanjaksolta 2002 2007. Testisalkun tuottoa mitataan pääomahyödykkeiden hinnoittelumallin sekä Faman ja Frenchin kolmen faktorin mallin avulla. Testisalkkua testataan markkina arvopainoisena sekä tasapainoisena. Tasapainoisessa salkussa jokaista osaketta painotetaan yhtäläisesti. Testisalkun rinnalle luodaan lisäksi vertailusalkku satunnaisista osakkeista. Tasapainotettu testisalkku tuotti tarkasteluajanjaksolla tilastollisesti merkitsevää markkinariskikorjattua ylituottoa 0,7 prosenttia kuukaudessa. Kolmen faktorin mallin avulla laskettu ylituotto ei ollut merkitsevä. Yrityskokofaktori sekä markkinatuotto näyttivät selittävän vahvasti testisalkun tuottoja. Yrityskoon vaikutus näkyi myös markkina arvopainotetussa salkussa, jonka tuotto ei päihittänyt markkinatuottoa. Vertailusalkku ei tuottanut tilastollisesti merkitsevää ylituottoa.
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Soil properties on the Cap de Creus Peninsula, NE Spain depend primarily on scarce agricultural practices and early abandonment. In the study area, 90% of which is mainly covered by Cistus shrubs, 8 environments representing variations in land use/land cover and soil properties at different depths were identified. In each environment variously vegetated areas were selected and sampled. The soils, collected at different depths, were classified as Lithic Xerorthents according to the United States Department of Agriculture system of soil classification (USDA-NRCS 1975). Differences in soil properties were largely found according to the evolution of the plant canopy and the land use history. To identify underlying patterns in soil properties related to environmental evolution, factor analysis was performed and factor scores were used to determine how the factor patterns varied between soil variables, soil depths and selected environments. The three-factor model always accounted for 80% of the total variation in the data at the different soil depths. Organic matter was the more relevant soil property at 0–2 cm depth, whereas active minerals (silt and clay) were found to be the most relevant soil parameters controlling soil dynamics at the other depths investigated. Results showed that vineyards and olive tree soils are poorly developed and present worse conditions for mineral and organic compounds. Analysis of factor scores allowed independent assessment of soils, depth and plant cover and demonstrated that soils present the best physico-chemical characteristics under Erica arborea and meadows. In contrast, soils under Cistus monspeliensis were less nutrient rich and less well structured
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Tämä kandidaatintutkielma käsittelee yrityksen kokoon ja book-to-market arvoon perustuvia anomalioita Yhdysvaltojen osakemarkkinoilla. Tutkimuksen kohteena on epänormaalien tuottojen saavuttaminen kyseisten anomalioiden kautta erityisesti finanssikriisin aikana. Osakeportfolioiden analysointi tapahtuu pääasiassa Fama-French kolmifaktorimallin avulla.
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Tutkimuksessa tarkastellaan voidaanko Piotroskin (2000) kehittämää F-scorea käyttämällä saada arvostrategiaa parempia tuottoja Frankfurtin pörssissä 1998 – 2012. Arvostrategiaa määrittävinä tunnuslukuina käytetään P/E- ja P/B-lukujen käänteislukuja sekä niistä muodostettua yhdistelmätunnuslukua. Tunnusluvuille luodaan yhden, kahden ja kolmen vuoden sijoitusstrategiat, joiden menestymistä verrataan toisiinsa. Tuloksien perusteella voidaan todeta F-scoren olevan hyödyllisin P/B-lukuun yhdistettynä ja P/E-lukuun sovellettuna hyödytön. P/B-luvun kohdalla F-scoren ylituotto arvostrategiaan nähden on 9,60 prosenttiyksikköä. Vuotuinen tuotto P/B-luvun F-scoren strategialle on 23,16 %. Paras riskiin suhteutettu (oikaistu Sharpe) tulos on P/B-luvun yhden vuoden F-scoren strategialla (0,3414). Kolmifaktorimallin estimoimien ylituottojen erot ovat marginaalisen pieniä F-scoren ja arvostrategian välillä. Sijoitushorisontin osalta yhden vuoden pitoaika on menestyksekkäin kaikkien tutkimuksessa käytettyjen tunnuslukujen mukaan.