965 resultados para Theory evaluation


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Universidade Estadual de Campinas . Faculdade de Educação Física

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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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After a historical survey of temperament in Bach’s Well-Tempered Clavier by Johann Sebastian Bach, an analysis of the work has been made by applying a number of historical good temperaments as well as some recent proposals. The results obtained show that the global dissonance for all preludes and fugues in major keys can be minimized using the Kirnberger II temperament. The method of analysis used for this research is based on the mathematical theories of sensory dissonance, which have been developed by authors such as Hermann Ludwig Ferdinand von Helmholtz, Harry Partch, Reinier Plomp, Willem J. M. Levelt and William A. Sethares

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Quantum Chemical calculations for group 14 elements of Periodic Table (C, Si, Ge, Sn, Pb) and their functional groups have been carried out using Density Functional Theory (DFT) based reactivity descriptors such as group electronegativities, hardness and softness. DFT calculations were performed for a large series of tetracoordinated Sn compounds of the CH3SnRR'X type, where X is a halogen and R and R' are alkyl, halogenated alkyl, alkoxy, or alkyl thio groups. The results were interpreted in terms of calculated electronegativity and hardness of the SnRR'X groups, applying a methodology previously developed by Geerlings and coworkers (J. Phys. Chem. 1993, 97, 1826). These calculations allowed to see the regularities concerning the influence of the nature of organic groups RR' and inorganic group X on electronegativities and hardness of the SnRR'X groups; in this case, it was found a very good correlation between the electronegativity of the fragment and experimental 119Sn chemical shifts, a property that sensitively reflects the change in the valence electronic structure of molecules. This work was complemented with the study of some compounds of the EX and ER types, where E= C, Si, Ge, Sn and R= CH3, H, which was performed to study the influence that the central atom has on the electronegativity and hardness of molecules, or whether these properties are mainly affected for the type of ligand bound to the central atom. All these calculations were performed using the B3PW91 functional together with the 6-311++G** basis set level for H, C, Si, Ge, F, Cl and Br atoms and the 3-21G for Sn and I atoms.

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This qualitative study is an exploration of transformation theory, the Western tradition, and a critical evaluation of a graduate studies class at a university. It is an exploration of assumptions that are embedded in experience, that influence the experience and provide meaning about the experience. An attempt has been made to identify assumptions that are embedded in Western experience and connect them with assumptions that shape the graduate class experience. The focus is on assumptions that facilitate and impede large group discussions. Jungian psychology of personality type and archetype and developmental psychology is used to analyze the group experience. The pragmatic problem solving model, developed by Knoop, is used to guide thinking about the Western tradition. It is used to guide the analysis, synthesis and writing of the experience of the graduate studies class members. A search through Western history, philosophy. and science revealed assumptions about the nature of truth, reality, and the self. Assumptions embedded in Western thinking about the subject-object relationship, unity and diversity are made explicit. An attempt is made to identify Western tradition assumptions underlying transformation theory. The critical evaluation of the graduate studies class experience focuses upon issues associated with group process, self-directed learning, the educator-learner transaction and the definition of adult education. The advantages of making implicit assumptions explicit is explored.

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Competence development is considered a preventive strategy of burnout. At an organizational context some competences could be linked as precursors or consequences. In self-assessment of competence development, students perceive stress tolerance as a priority competence to ameliorate. Moreover employers and recruitment consultants agree that this is a new authentic challenge for organizations. The main reasons of this result are debated, this study should consider the importance of competence development from a holistic point of view. In addition it considers the exploration of the relationship between stress tolerance and competence development, according to Conservation Resources (COR) theory (Hobfoll 1988, 1989, 1998, 2004) where the resource loss is considered the principal component in the stress process

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Considering different single and multiphase circuits feeding linear and non-linear loads, this paper presents theoretical discussions and experimental evaluation of the recent Conservative Power Theory (CPT), by means of Virtual Instrumentation concepts. The main goal is to analyze the results of such power theory definitions under nonsinusoidal and unbalanced conditions, pointing out its major advantages, possible drawbacks or relevant aspects for discussion. © 2009 IEEE.

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In this paper, we address the problem of defining the product mix in order to maximise a system's throughput. This problem is well known for being NP-Complete and therefore, most contributions to the topic focus on developing heuristics that are able to obtain good solutions for the problem in a short CPU time. In particular, constructive heuristics are available for the problem such as that by Fredendall and Lea, and by Aryanezhad and Komijan. We propose a new constructive heuristic based on the Theory of Constraints and the Knapsack Problem. The computational results indicate that the proposed heuristic yields better results than the existing heuristic.

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Family change theory (Kagitcibasi, 1996, 2007) is an approach which can be used to explain how modernisation and globalisation processes affect the family. The most important assumption of the theory is that when traditional interdependent cultures modernise, they need not necessarily develop in the direction of the independent family model typical of Western individualistic societies. Instead, they may develop towards a family model of emotional interdependence that combines continuing emotional interdependencies in the family with declining material interdependencies and with rising personal autonomy. In this chapter a preliminary evaluation of the empirical status of family change theory is given based on a review of recent cross-cultural studies. It will be shown to what extent the few studies that have been systematically conducted in this respect have found results either supporting or not supporting aspects ofthe theory, and where the strengths and problems of this research lie.