ダッカ住民の地震に関するリスク認知と意識

京都大学0048新制・課程博士博士(地球環境学)甲第22105号地環博第191号新制||地環||37(附属図書館)京都大学大学院地球環境学舎地球環境学専攻(主査)教授 宇佐美 誠, 准教授 SINGER JANE, 准教授 吉野 章学位規則第4条第1項該当Doctor of Global Environmental StudiesKyoto UniversityDFA

Test of Weak Form of Efficiency in Emerging Markets: A South Asian Evidence

This study examines the weak form of efficiency of three South Asian markets named as Dhaka Stock Exchange (DSE), Bombay Stock Exchange (BSE) and Karachi Stock Exchange (KSE) for a period between January 2000 to June 2010. Data used in the study is monthly closing values of the indices of the said exchanges. The study uses autocorrelation test, unit root tests, co-integration test and Granger causality test to examine the efficiency of the markets. Empirical result reveals that the returns do not follow normal distribution and the distributions are leptokurtic. Autocorrelation and unit root tests imply that the data series are stationary. Johansen co-integration test indicates that there is common stochastic trend shared by the markets. Granger causality test implies that the knowledge of the past return behavior in one market is unlikely to improve forecasts of returns of another market with some exceptions. So tests result implies that the markets are not weak form of efficient

A Huffman based short message service compression technique using adjacent distance array

The short message service (SMS) is a wireless medium of transmission that allows you to send brief text messages. Cell phone devices have an uttermost SMS capacity of 1,120 bits in the traditional system. Moreover, the conventional SMS employs seven bits for each character, allowing the highest 160 characters for an SMS text message to be transmitted. This research demonstrated that an SMS message could contain more than 200 characters by representing around five bits each, introducing a data structure, namely, adjacent distance array (ADA) using the Huffman principle. Allowing the concept of lossless data compression technique, the proposed method of the research generates character's codeword utilising the standard Huffman. However, the ADA encodes the message by putting the ASCII value distances of all characters, and decoding performs by avoiding the whole Huffman tree traverse, which is the pivotal contribution of the research to develop an effective SMS compression technique for personal digital assistants (PDAs). The encoding and decoding processes have been discussed and contrasted with the conventional SMS text message system, where our proposed ADA technique performs outstandingly better from every aspect discovered after evaluating all outcomes.Comment: 19 pages, 9 figures, peer reviewed, accepted, in press, Journal articl

Determinants of Selecting Country-Of-Origin (COO) as an Ingredient of Sourcing Strategy: Evidence from an Emerging Economy

Bangladesh, an emerging economy with substantial dependence on import, necessitated her businesses to formulate international sourcing strategy. The study focuses on Bangladeshi retailers’ and wholesalers’ contemplations to choose country-of-origin (COO) as a part of their sourcing strategy. Retailers and wholesalers, dealing with ceramic tiles and sanitary wares and also undertake international sourcing activities, are the respondents of this study. Multiple regression analysis generated adjusted R2 of 0.95, and identifies five significant factors responsible for deciding source country origin. Minimum possible price offer, quick adjustment with importers’ specifications, consumers’ positive impression about the country, source country’s ability to provide variety, and keeping promise of delivery time and quantity are the variables in the regression model. The significant variables have also been checked for the problem of multicollinearity. Hence, the findings of this study add value to the existing body of COO literature.

Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience

The Australian financial sector (AFS) is highly concentrated and interconnected. Besides, Australian banks' lending portfolios are dominated by residential mortgage loans, and 70% of insurance companies' revenues arise from non-policyholder sources. The AFS also performed relatively well during the global financial crisis (GFC). Given these distinctive features, in this paper, we examine the systemic risk contribution of Australian banks, insurance companies, and other financial services providers. We use a flexible copula-based delta conditional value-at-risk (ΔCoVaR) method across different frequencies. Further, we study the systemic risk determinants in a panel setting. We find that the major Australian banks are systemically more important than all other financial institutions. Systemic risk is typically higher after the GFC than in the pre-crisis period, despite the introduction of more stringent capital requirements. In addition, the short-term ΔCoVaR is significantly higher than the medium- and long-term ΔCoVaRs. Finally, institution-specific characteristics and market-wide variables explain the cross-sectional and time-series variation in systemic risk, and their explanatory power varies across frequencies.publishedVersio

Risk network of global energy markets

This study evaluates extreme uncertainty connectedness among top global energy firms. The sample comprises of 68 firms from four energy-related subsectors (oil & gas, oil & gas related equipment and services, multiline utilities, and renewable energy). To provide an overview of tail connectedness, we construct a high-dimensional network between firms by utilizing a generalized error decomposition and a sparse vector autoregression framework with a latent common factor. Our empirical results indicate that between the four subsectors, the renewable energy subsector exhibits the highest uncertainty transmission to other underlying subsectors, primarily credited to an increased within-subsector idiosyncratic uncertainty before the COVID-19 crisis. After the burst of the COVID-19 pandemic, due to the higher connectedness, the role of the renewable energy companies in the spillover network is further intensified. The uncertainty connectedness demonstrates a time-varying trait. While the oil and gas subsector exhibits greater long-term linkages with the oil and gas related equipment and services subsector, the long-run dynamics exhibit a lower interconnectedness as compared to the short-run. Finally, there is an increased connectedness among companies operating in the same subsector with similar size, attributing to similarity and competition

Osmolyte-induced water deficit stress mitigation during panicle initiation stage in transplanted rice (Oryza sativa L.)

A field experiment was conducted to observe the osmolyte-induced water deficit stress mitigation during the panicle initiation stage in transplanted rice (Oryza sativa L. cv. BRRI dhan72). At the panicle initiation stage, plants were simulated with four levels of water regimes viz., well-irrigated (D0), water deficit for 5 d (D1), 10 d (D2) and 15 d (D3). Plants were treated with or without 10 mM of proline (Pro) and trehalose (Tre) as foliar spray started at mid-vegetative stage and continued till the end of stress period. Results revealed that water deficit stress drastically reduced most of the plant morpho-physiological attributes while other yield contributing characters were also affected due to prolonged water deficit stress. However, exogenous application of osmolytes like Pro and Tre significantly increased all those morphological, physiological and yield contributing parameters. Foliar addition of osmolytes concomitantly decreased the number of non-effective tillers hill-1 and the number of unfilled grain panicle-1 under water stress condition. Although both the osmolytes performed well under multiple duration of drought stress, the application of 10 mM Pro markedly improved all growth and yield contributing parameters under D1 water deficit stress compared to other stress durations. Hence, it may be concluded that the use of osmolytes would be a prospective remedy against moderate water deficit stress in transplanted rice production

Nonlinear dynamics and spatiotemporal instabilities in semiconductor laser arrays.

By coupling several semiconductor lasers to form a laser array, a compact high power source of coherent radiation can be obtained. In addition to their technological importance, these devices also serve as useful paradigms for the study of spatiotemporal complexity in coupled nonlinear oscillators. In this thesis, we investigate the nature and origin of dynamical instabilities in semiconductor laser arrays and present practical models for their analysis. For a two-emitter array, we use a coupled-mode approach to determine the conditions under which the system can attain a (stable) phase-locked state. We show that with complex coupling, the array is stable over a wider range of coupling strengths $\eta$ than it is with real coupling. The antiguiding parameter plays a critical role in the dynamical stability. We also present results pertaining to the stability of larger arrays of identical or dissimilar emitters. For a three-emitter array and for some values of $\eta$, we predict the existence of a remarkable state of synchronized chaos where a subset of emitters in the array synchronize with each other even though the array evolution is chaotic. For other values of $\eta$, the system displays spatiotemporal chaos. We characterize these phenomena using a variety of measures. The coupled-mode approach is normally valid for strongly index-guided lasers. To explore the dynamics of a wider class of laser arrays, we present a propagation model that treats the array as a single waveguiding structure. The model is exact to all orders of $\eta$. We use this model to simulate the dynamics of single-, two- and three-emitter laser arrays and discuss a variety of dynamical instabilities in them. We show that carrier diffusion leads to enhanced stability of a two-emitter laser array while rendering a three-emitter array unstable for almost all $\eta$. Based on the propagation model, we develop an improved coupled-mode theory for a weakly index-guided array. It includes the effects of carrier diffusion and carrier-induced antiguiding. The theory considerably simplifies the analysis of stability and complex behavior in laser arrays. We compare the results obtained from this theory to those obtained from the propagation model and find excellent qualitative and quantitative agreement.Ph.D.Electrical EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/103477/1/9319615.pdfDescription of 9319615.pdf : Restricted to UM users only

Sparse structural equation models for causal inference in genetic studies of multiple phenotypes with next-generation sequencing data

Despite their differences in selection of specific methods for estimation, the widely used methods for genetic analysis of complex traits do not detect, distinguish and characterize the true biological, mediated and spurious pleiotropic effects and are unable unravel causal structures among multiple phenotype and genotype variants. Overcome these limitations, we develop sparse structural equation models (SEMs) as a general framework for a new paradigm of genetic analysis of multiple phenotypes. To incorporate both common and rare variants into the analysis, we further extend the sparse multivariate SEMs to sparse functional SEMs. To improve computational efficiency and reduce dimension of the data, functional data analysis techniques and thealternative direction methods of multiplier (ADMM) are used to develop a novel sparse two-stage least square estimation method for the structure and parameter estimation of the SEMs with the large size. Borrowing causal information from the SEMs and maximizing the power of marginal association analysis, we develop a novel statistic for testing association of genetic variants with multiple variants. By large scale simulations we show that the true network structure can be accurately recovered by our models and the new statistics has higher power than the PCA-based statistics.The proposed method is applied to exome sequence data from the NHLBI’s Exome Sequencing Project (ESP) with 11 phenotypes, which identify a network with140 genes connected to 11 phenotypes and 15 genes with pleiotropic genetic effects and demonstrate that the proposed statistic has smaller P-values than the PCA-based statistics for testing marginal associations

Rice demand and supply situations in Bangladesh and Pakistan and policy implications

This study is primarily an attempt to evaluate the present rice demand and supply situations in Bangladesh and Pakistan and analyze their future projections and policy implications. Rice production, acreage and yield in Bangladesh show an increasing trend, but domestic supply has constantly failed to win the race against the tremendous increase in demand. As for the long term projections, Bangladesh will remain, as in the past, an importer of rice, while Pakistan's exportable surplus of rice is expected to increase enormously. The demand projections have been based on alternative sets of assumptions regarding population and income in view of the disruptions in the economies due to the war of liberation. For Bangladesh two separate income elasticity coefficients (.28 and .42) and for Pakistan one income elasticity coefficient (.57) have been used in the projection model. Total demand for rice thus derived is estimated between 23.21 and 25.81 million tons in 1985-86 for Bangladesh. For Pakistan the total demand for rice will be between 3.24 and 3.42 million in 198-86. Supply projections based on the trend estimates of acreage and yield produce results substantially below estimates that allow for other variables. Alternative projections incorporating the impact of high yielding varieties of rice and improved cultural practices put the domestic rice production in 1985-86 at 22.66 million tons for Bangladesh and 6.75 million tons for Pakistan. Thus, while Pakistan will have an exportable surplus rice of 3.33 to 2.51 million tons in 1985-86, Bangladesh will need to import between 1.69 and 3.15 million tons of rice in the same year. ..