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Fast packet switching algorithms for dynamic resource control over ATM networks
Real-time continuous media traffic, such as digital video and audio, is expected to comprise a large percentage of the network load on future high speed packet switch networks such as ATM. A major feature which distinguishes high speed networks from traditional slower speed networks is the large amount of data the network must process very quickly. For efficient network usage, traffic control mechanisms are essential. Currently, most mechanisms for traffic control (such as flow control) have centered on the support of Available Bit Rate (ABR), i.e., non real-time, traffic. With regard to ATM, for ABR traffic, two major types of schemes which have been proposed are rate- control and credit-control schemes. Neither of these schemes are directly applicable to Real-time Variable Bit Rate (VBR) traffic such as continuous media traffic. Traffic control for continuous media traffic is an inherently difficult problem due to the time- sensitive nature of the traffic and its unpredictable burstiness. In this study, we present a scheme which controls traffic by dynamically allocating/de- allocating resources among competing VCs based upon their real-time requirements. This scheme incorporates a form of rate- control, real-time burst-level scheduling and link-link flow control. We show analytically potential performance improvements of our rate- control scheme and present a scheme for buffer dimensioning. We also present simulation results of our schemes and discuss the tradeoffs inherent in maintaining high network utilization and statistically guaranteeing many users` Quality of Service
台灣股市波動性長時間之探討
This paper discusses the changes of Taiwan stock market volatility and attempts to understand the relation between some variables and stock volatility. We find that the stock market volatility is the largest in the period between 1986 and 1990 and the standard error of Taiwan stock volatility after 1986 is higher than the standard error of Taiwan stock volatility before 1986 regardless of daily or month data. In the whole period, We find that Taiwan stock market exits volatility asymmetry.
Because we want to know what moves the stock market volatility, we sort those variables by three aspects, such as macroeconomic, system and transaction. The empirical results show that authorizing the investment trust to establish and options trading, bring two parties together by computers, the changes of limits and the volume of stock market have effects upon the stock volatility. In the part of macroeconomic, we find the discount rate has the negative effect upon the stock volatility.本文以EGARCH模型探討台灣股市波動性的變化以及影響的相關因素,研究期間為民國61年至94年。從台灣股市波動性基本統計量中,發現台灣股市在民國75年至民國79年這段期間波動性最大,並且不管在日資料或月資料可以看出在民國75年之後,台灣股市標準差明顯高於民國75年以前。在所研究的整體期間內,台灣股市波動顯著存在不對稱性。
在影響因素則分別由交易面、制度面與總體經濟面,探討影響股市波動性的相關因素。實證結果發現:在開放投信、電腦撮合制度的實施、漲跌幅限制調整、開放選擇權交易與股市成交量對股市波動性有顯著影響。在總體經濟部分,發現貼現率對股市波動性有顯著的負影響。目 錄 頁 次
第一章緒論
第一節 研究動機.......................................1
第二節 台灣股市歷史回顧...............................1
第二章 文獻回顧.......................................4
第三章 研究設計
第一節 資料來源與處理
1.時間趨勢圖...............................9
2.資料檢定.................................9
第二節 模型測試、檢定與估計
1.條件平均數模型配置.......................11
2.波動性估計與條件變異數方程式建立.........12
第三節 完整模型建立...................................14
第四章 結論與建議
第一節 加權指數基本統計量特徵.........................17
第二節 台灣股市波動性的變化...........................17
第三節 各變數對股市波動性影響.........................18
第四節 結論...........................................20
第五節 後續研究建議...................................21
參考文獻..............................................45
參考書目..............................................50
表目錄
表一 : 台灣股市市值、成交值與流通在外股數.............22
表二:台灣股市基本統計量..............................24
表三:民國60年至94年月報酬率-最高與最低前20名.........25
表四:台灣股市與其他主要國家股市週轉率................26
表五:台灣股市交易人結構..............................26
表六:股票漲跌幅度調整................................27
表七:台灣期貨指數與摩根台指期貨契約差異..............29
表八 : 總體經濟變數基本統計量.........................30
表九:變數單根檢定....................................30
表十:條件平均數選取..................................30
表十一:GARCH(1,1)與EGARCH(1,1)比較表.................31
表十二 :子期間EGARCH模型比較..........................32
表十三 :兩段期間EGARCH模型比較........................33
表十四:制度面與交易面對股市波動影響..................34
表十五:總體經濟變數對股市波動影響....................35
表十六:未預期總體經濟變數對股市波動影響..............36
表十七:總體經濟變數與未預期總體經濟變數對股市波動影響.37
表十八:制度面、交易面與總體經濟變數對股市波動影響....38
表十九:兩段期間總體經濟變數對股市波動影響比較........39
圖目錄
圖一:台灣股市本益比..................................40
圖二:台灣股市月週轉率時間趨勢圖......................40
圖三:台灣股價指數時間趨勢圖...........................41
圖四:消費者物價指數趨勢圖.............................41
圖五:工業生產指數時間趨勢圖...........................42
圖六:貼現率時間趨勢圖.................................42
圖七:M1B貨幣供給量時間趨勢圖..........................43
圖八:新台幣對美元匯價時間趨勢圖.......................43
圖九:台灣股市月成交量時間趨勢圖.......................4
A GROWN-RECORD SYSTEM FOR THE PROPERTIES OF CHICKENS
本發明係開發雞隻性狀的生長記錄、雞隻秤重自動記錄系統與種土雞淘汰判斷系統以及禽類場生長管理資料庫系統,包含種土雞生長資訊查詢、產蛋資訊查詢、系譜資料查詢等,提供正確完整的育種價分析資訊,以確保培育出距台灣特質之高品質、高價值的禽類
AN AUTOMATIC RECORDING AND MARKING SYSTEM OF EGGS FOR BREEDING
一種自動化禽類種蛋記錄標示系統,其於運送產蛋之集蛋運輸帶上設有複數個定位元件以及複數個RFID標籤,並對應集蛋運輸帶設有感知裝置,感知裝置包含一產蛋感測器、一定位感測器以及一RFID讀取器,藉此當集蛋運輸帶運送有產蛋時,感知裝置可讀取並記錄產蛋之資訊,並將相關資訊用一噴墨標示機噴印於產蛋上,因此經由產蛋記錄分析可有助於辯識具有優良性能的種雞,且由於本發明可自動操作,可節省產蛋記錄所需要的大量人力
AN AUTOMATIC RECORDING AND MARKING SYSTEM OF EGGS FOR BREEDING
一種自動化種雞集蛋記錄標示系統,其主要係於運送產蛋之集蛋運輸帶上設置有複數個定位元件以及複數個RFID標籤,並對應集蛋運輸帶設置有定位感知裝置,定位感知裝置包含一產蛋感知器、一定位感測器以及一RFID讀取器,藉此當集蛋運輸帶運送有產蛋時,定位感知裝置可讀取並記錄產蛋之資訊,並將相關資訊利用一二維條碼噴字機噴印於產蛋上,因此經由產蛋記錄分析可有助於辯識具有優良性能的種雞,且由於本發明可自動操作,可節省產蛋記錄所需要的大量人力