Measuring and testing for the systemically important financial institutions

This paper analyzes the measure of systemic importance ∆CoV aR proposed by Adrian and Brunnermeier (2009, 2010) within the context of a similar class of risk measures used in the risk management literature. In addition, we develop a series of testing procedures, based on ∆CoV aR, to identify and rank the systemically important institutions. We stress the importance of statistical testing in interpreting the measure of systemic importance. An empirical application illustrates the testing procedures, using equity data for three European banks.

Natural resource windfalls and efficiency of local government expenditures: evidence from Peru

We study the role of natural resource windfalls in explaining the efficiency of public expenditures. Using a rich dataset of expenditures and public good provision for 1,836 municipalities in Peru for period 2001-2010, we estimate a non-monotonic relationship between the efficiency of public good provision and the level of natural resource transfers. Local governments that were extremely favored by the boom of mineral prices were more efficient in using fiscal windfalls whereas those benefited with modest transfers were more inefficient. These results can be explained by the increase in political competition associated with the boom. However, the fact that increases in efficiency were related to reductions in public good provision casts doubts about the beneficial effects of political competition in promoting efficiency.

Comprehension : Developing inference skills Applying knowledge and understanding.

Comprensión es un libro para Key Stage 2 y los primeros años de Key Stage 3. La serie anima a los chicos a pensar, requiere no solo que interpreten lo que ellos leen, sino que usen la información que ellos han reunido de una manera constructiva, aplicándolo por ejemplo a gráficos, mapas, diagramas, dibujos y tablas. Alternativamente, muchas de las actividades requieren que los chicos expliquen con palabras información que está contenida en diferentes representaciones visuales tales como gráficos, diagramas e ilustraciones. El libro desarrollará las capacidades evaluativas y de deducción de los chicos. Muchas de las actividades toman aspectos de la ciencia, historia y geografía por ejemplo. Otras actividades están centradas en los intereses de los chicos, y tópicos tales como magia, marcianos y dragones están incluidos.

Programa SPSS : Statistical Package for Social Sicences.

Se reseña la celebración del cursillo sobre 'Statistical Package for Social Sciences' en enero de 1980, en el Centro de Cálculo de la Universidad Politécnica de Barcelona, organizado por el Departamento de Investigación del INCIE, en el marco de las actividades del Seminario Permanente que sobre Metodología de la Investigación Educativa desarrolla este organismo. También, se ofrecen explicaciones teóricas y prácticas de este programa de tratamiento de la información llamado SPSS cuya aplicación se dirige, en especial, a la investigación en ciencias humanas.

Hybrid tasks : promoting statistical thinking and critical thinking through the same mathematical activities

Resumen basado en el de la publicaci??n

Competencies in understanding statistical information in primary and secondary school levels : an inter-cultural empirical study in Germany and Colombian students

Resumen en espa??ol, portugu??s y franc??s

Nuclear magnetic resonance chemical shifts with the statistical average of orbital-dependent model potentials in Kohn-Sham density functional theory

The performance of the SAOP potential for the calculation of NMR chemical shifts was evaluated. SAOP results show considerable improvement with respect to previous potentials, like VWN or BP86, at least for the carbon, nitrogen, oxygen, and fluorine chemical shifts. Furthermore, a few NMR calculations carried out on third period atoms (S, P, and Cl) improved when using the SAOP potential

Multivariate Statistical Process Control and Case-Based Reasoning for situation assessment of Sequencing Batch Reactors

ABSRACT This thesis focuses on the monitoring, fault detection and diagnosis of Wastewater Treatment Plants (WWTP), which are important fields of research for a wide range of engineering disciplines. The main objective is to evaluate and apply a novel artificial intelligent methodology based on situation assessment for monitoring and diagnosis of Sequencing Batch Reactor (SBR) operation. To this end, Multivariate Statistical Process Control (MSPC) in combination with Case-Based Reasoning (CBR) methodology was developed, which was evaluated on three different SBR (pilot and lab-scales) plants and validated on BSM1 plant layout.

Distributional semantics and machine learning for statistical machine translation

[EU]Lan honetan semantika distribuzionalaren eta ikasketa automatikoaren erabilera aztertzen dugu itzulpen automatiko estatistikoa hobetzeko. Bide horretan, erregresio logistikoan oinarritutako ikasketa automatikoko eredu bat proposatzen dugu hitz-segiden itzulpen- probabilitatea modu dinamikoan modelatzeko. Proposatutako eredua itzulpen automatiko estatistikoko ohiko itzulpen-probabilitateen orokortze bat dela frogatzen dugu, eta testuinguruko nahiz semantika distribuzionaleko informazioa barneratzeko baliatu ezaugarri lexiko, hitz-cluster eta hitzen errepresentazio bektorialen bidez. Horretaz gain, semantika distribuzionaleko ezagutza itzulpen automatiko estatistikoan txertatzeko beste hurbilpen bat lantzen dugu: hitzen errepresentazio bektorial elebidunak erabiltzea hitz-segiden itzulpenen antzekotasuna modelatzeko. Gure esperimentuek proposatutako ereduen baliagarritasuna erakusten dute, emaitza itxaropentsuak eskuratuz oinarrizko sistema sendo baten gainean. Era berean, gure lanak ekarpen garrantzitsuak egiten ditu errepresentazio bektorialen mapaketa elebidunei eta hitzen errepresentazio bektorialetan oinarritutako hitz-segiden antzekotasun neurriei dagokienean, itzulpen automatikoaz haratago balio propio bat dutenak semantika distribuzionalaren arloan.