Autogarch: an R package to automatically estimate and select GARCH models

The technology-driven innovation in the financial industry creates demand for software based solutions. Developing innovative tools based on theoretical concepts is the key for increased productivity in business and academic contexts. The conversion of these theoretical concepts to computational tools in the Autogarch package for R is described, enabling the fitting of univariate GARCH models to financial time series and using extractor functions to rank models by the subsequent information criterion are some of the available functionalities. Additional features available in the Autogarch package will also be briefly discussed.A inovação impulsionada pela evolução tecnológica nas finanças aumenta a procura por soluções de software. O desenvolvimento de ferramentas inovadoras inspiradas em conceitos teóricos impulsiona a produtividade tanto no ambiente académico como no mundo dos negócios. A conversão de conceitos teóricos em ferramentas computacionais no âmbito do Autogarch package para o R é descrita. A estimação de modelos GARCH com base em séries temporais financeiras e a utilização de funções extratoras para classificar os modelos utilizando os critérios de informação subsequentes são algumas das funcionalidades disponíveis

Paradigms for the design of multimedia learning environments in engineering

The starting point for this research was the belief that interactive multimedia learning environments represent a significant evolution in computer based learning and therefore their design requires a re-examination of the underlying principles of learning and knowledge representation. Current multimedia learning environments (MLEs) can be seen as descendants of the earlier technologies of computer-aided learning (CAL), intelligent tutoring systems (ITS) and videodisc-based learning systems. As such they can benefit from much of the wisdom which emerged from those technologies. However, multimedia can be distinguished from earlier technologies by its much greater facility in bringing to the learner high levels of interaction with and control over still and moving image, animation, sound and graphics. Our intuition tells us that this facility has the potential to create learning environments which are not merely substitutes for "live" teaching, but which are capable of elucidating complex conceptual knowledge in ways which have not previously been possible. If the potential of interactive multimedia for learning is to be properly exploited then it needs to be better understood. MLEs should not just be regarded as a slicker version of CAL, ITS or videodisc but a new technology requiring a reinterpretation of the existing theories of learning and knowledge representation. The work described in this thesis aims to contribute to a better understanding of the ways in which MLEs can aid learning. A knowledge engineering approach was taken to the design of a MLE for civil engineers. This involved analysing in detail the knowledge content of the learning domain in terms of different paradigms of human learning and knowledge representation. From this basis, a design strategy was developed which matched the nature of the domain knowledge to the most appropriate delivery techniques. The Cognitive Apprenticeship Model (CAM) was shown to be able to support the integration and presentation of the different categories of knowledge in a coherent instructional framework. It is concluded that this approach is helpful in enabling designers of multimedia systems both to capture and to present a rich picture of the domain. The focus of the thesis is concentrated on the domain of Civil Engineering and the learning of concepts and design skills within that domain. However, much of it could be extended to other highly visual domains such as mechanical engineering. Many of the points can also be seen to be much more widely relevant to the design of any MLE.Engineering and Physical Sciences Research Counci

accuracy: Tools for Accurate and Reliable Statistical Computing

Most empirical social scientists are surprised that low-level numerical issues in software can have deleterious effects on the estimation process. Statistical analyses that appear to be perfectly successful can be invalidated by concealed numerical problems. We have developed a set of tools, contained in accuracy, a package for R and S-PLUS, to diagnose problems stemming from numerical and measurement error and to improve the accuracy of inferences. The tools included in accuracy include a framework for gauging the computational stability of model results, tools for comparing model results, optimization diagnostics, and tools for collecting entropy for true random numbers generation.

Eastern Illinois University Undergraduate Catalog 2013 - 2014

This Catalog lists available courses for the 2013-2014 term.https://thekeep.eiu.edu/eiu_catalogs/1007/thumbnail.jp

Eastern Illinois University Undergraduate Catalog 2013 - 2014

This Catalog lists available courses for the 2013-2014 term.https://thekeep.eiu.edu/eiu_catalogs/1007/thumbnail.jp

Making Test Batteries Adaptive By Using Multistage Testing Techniques

The objective of this dissertation research is to investigate the possibility to improve both reliability and validity for test batteries under the framework of multi-stage testing (MST). Two test battery designs that incorporate MST components were proposed and evaluated, one is a multistage test battery (MSTB) design and the other is a hybrid multistage test battery (MSTBH) design. The MSTB design consists of three tests: The first test used the AMI (approximate maximum information) method as the routing strategy; and as for the second and third, the “On-the-Fly” strategy (OMST) was employed. The MSTBH design also consists of three tests; the first two are administered via MST while the third one via CAT. This dissertation presents a new test battery design by combining the strengths from different testing models. To improve estimation precision, each subsequent test in the test battery for an examinee was assembled according to the examinee’s previous ability estimate. A set of simulation studies were conducted to compare MSTB, MSTBH with two baseline models for both measurement accuracy and test security control under various conditions. One of the baseline models is a MST design consisting of three MST procedures without borrowing information from each other’s; the other is a computerized adaptive test battery (CATB) design consisting of 1 to 3 CAT procedures, being the second and the third procedures borrowing information from the previous ones. The results demonstrated that the test battery designs yielded better measurement accuracy when considering previous subtest score as a predictor for the current subtest. All designs yielded acceptable mean exposure rates, but only the CATB design had ideal pool utilization. Finally, the discussion section presents some limitations on current studie

Eastern Illinois University Undergraduate Catalog 2009 - 2010

This Catalog lists available courses for the 2009 term.https://thekeep.eiu.edu/eiu_catalogs/1011/thumbnail.jp

Eastern Illinois University Undergraduate Catalog 2009 - 2010

This Catalog lists available courses for the 2009 term.https://thekeep.eiu.edu/eiu_catalogs/1011/thumbnail.jp