Filtyp
Statistical arbitrage is widely used in the quantitative based trading strategies. In this paper, we mainly use Ornstein-Uhlenbeck (O-U) process model and the GARCH model to estimate the parameters and verify trading signals for the statistical arbitrage. In addition, a new model is created through the combination of O-U model and GARCH model. To estimate the models, HuangXia Bank and Industrial B
The purpose of this paper is to explore how competency is evaluated in the process of recruiting and selecting corporate leaders and managers. Another perspective is to understand the role of diversity in the process and how it affects the outcomes of hiring decisions. Qualitative interviews were analyzed from a single case study of eight leaders from the manufacturing sector. Empirical data regar
This thesis provides a brief introduction of the concepts “Post-normal Science (PNS)”, “Extended Peer Community (EPC)” and “Environmental Decision Making (EDM)”. PNS is applicable when uncertainties in the interface between science and decision making are too great for traditional science and EPC is a method which is an important part of PNS. EDM is a system that tries to assist the decision maker
We become more and more connected to the Internet and companies need to use new channels to reach customers. Online shopping has become an important activity in customers’ shopping behaviour and there is a need for fashion retailers to examine their logistics process. Depending on which return policies a company have returns can generate a significant cost. It is therfore interesting for companies
After four years of independence, Kosovo continues to face severe social, political and economic challenges that pose several threats to the development and legitimacy of the new state. A field study was carried out in Kosovo in January–March 2012 with the purpose of creating a deeper understanding of the state-building process and test Alan Whaites’s theory of responsive and unresponsive state-
Photoelectron-Auger electron coincidence spectroscopy is a powerful tool for the investigation of Auger decay processes with different core-ionized intermediate states. In this paper we describe an investigation into the Auger decay of the O-2 molecule, with the purpose of bringing new insight into the dynamics of the core hole decay mechanism. Using a novel experimental approach to measuring such
We study transfer of coherent nuclear oscillations between an excitation energy donor and an acceptor in a simple dimeric electronic system coupled to an unstructured thermodynamic bath and some pronounced vibrational intramolecular mode. Our focus is on the nonlinear optical response of such a system, i.e., we study both excited state energy transfer and the compensation of the so-called ground-s
n the paper three linear aeration controllers that can be easily implemented are presented and evaluated on the activated sludge process pilot plant. Controllers differ according to the information that is used about the process, which can be oxygen in the last aerobic reactor, ammonia in the last aerobic reactor and ammonia in the influent. The aeration controllers that are addressed are: oxygen
The process of selecting requirements for a release of a software product is challenging as the decision-making is based on uncertain predictions of customer value and development cost. This paper presents a method aimed at supporting software product development organisations in the identification of process improvement proposals to increase requirements selection quality. The method is based on
A process industrial site may consist of several production areas, some producing intermediate products for further refinement in other areas, and some producing end products. The areas may share the same utilities, such as steam and cooling water, which means that the areas could be connected both by the flow of products through the site and by the use of the same utilities. Management of utility
New evidence is emerging that semi-arid ecosystems dominate interannual variability (IAV) of the global carbon cycle, largely via fluctuating water availability associated with El Niño/Southern Oscillation. Recent evidence from global terrestrial biosphere modelling and satellite-based inversion of atmospheric CO2 point to a large role of Australian ecosystems in global carbon cycle variability, i
Stricter building regulations have resulted in the construction of buildings with a low energy use during the operation phase. It has now become increasingly important to also look at the embodied energy, because it might, over the lifespan of the building, equal the energy used for operating the building. One way to decrease the embodied energy is to reuse building materials and components or to
Asymptotic giant branch (AGB) stars are known to produce "cosmic" fluorine, but it is uncertain whether these stars are the main producers of fluorine in the solar neighborhood or if any of the other proposed formation sites, Type II supernovae (SNe II) and/or Wolf-Rayet (W-R) stars, are more important. Recent articles have proposed both AGB stars and SNe II as the dominant sources of fluorine in
Recently, a new class of copolymers, so-called protein-like copolymers has been predicted theoretically by computer simulation. In these copolymers. the conformation of the copolymer determines the exposure of certain comonomer units to the outer solution. Depending on the conformation, copolymer molecules with essentially the same comonomer composition could have pronouncedly different properties
