2,396 research outputs found
Diebold Symposium Schedule 2009
No full text1 Broadside. Designed using Microsoft PowerPoint. 48"W x 36"HSchedule for the Diebold Symposium held Thursday, April 30, to Saturday, May 2, 2009 on the campus of Kalamazoo College. “The Evolution of Words and Other Memes” was the Keynote Address and delivered by Dr. Daniel Dennett, Tufts University, Austin B. Fletcher Professor of Philosophy, and author of Darwin’s Dangerous Idea.Kalamazoo College. Department of Biology. Diebold Symposium, 200
Modelo de fatores dinâmicos: aplicação à estrutura a termo da taxa de juros
No full textDissertação (mestrado) - Universidade Federal de Santa Catarina, Centro Sócio Econômico, Programa de Pós-Graduação em Economia, Florianópolis, 2013.O principal objetivo deste trabalho é modelar o comportamento da estrutura a termo da taxa de juros brasileira e gerar boas previsões para horizontes distintos, seja de curto, médio e de longo prazo em diversas maturidades. Seguindo os trabalhos de Diebold e Li (2006), aplicaremos a estimação do modelo para uma amostra com dados diários de NTN?s-B, e a partir dele previsões são geradas e comparadas com modelos de estimação e previsão concorrentes (RW, Svensson e modelo de dois fatores). O resultado de previsão encontrado nos levou a concluir que o modelo de Diebold e Li não é o mais adequado para o caso brasileiro e que para muitas maturidades nos diversos horizontes de previsão tal modelo é batido por meros passeios aleatórios. Porém, utilizando um modelo Diebold e Li modificado, mais simples e parcimonioso, alcançamos modelos com qualidade superior de previsões àqueles concorrentes, inclusive randow walks. Razões para o sucesso de previsão desse modelo de dois fatores são apontadas, assim como uma agenda de pesquisa futura para a estrutura a termo da taxa de juros brasileira.Abstract : The main objective of this work is to model the behavior of the term structure of interest rates in Brazil and generate good predictions for different horizons, whether short, medium and long term in various maturities. Following the work of Diebold and Li (2006), we apply the estimation of the model for a sample of daily data NTN's-B, and predictions from it are generated and compared with models for estimating and forecasting competitors (RW, Svensson and two model factors). The result of prediction found led us to conclude that the Diebold and Li model is not the most appropriate for Brazil and for many maturities in different forecast horizons such model is outperformed by simple random walks. However, using a model modified Diebold and Li, simpler and more parsimonious models achieve superior forecasts to those of competitors, including randow walks. Reasons for the successful prediction of this model two factors are noted as well as a research agenda for the future term structure of interest rates in Brazil
Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian
No full textThe prescriptions of modern financial risk management hinge critically on the associated characterization of the distribution of future returns (cf., Diebold, Gunther and Tay, 1998, and Diebold, Hahn and Tay, 1999). Because volatility persistence renders high-frequency returns temporally dependent (e.g., Bollerslev, Chou and Kroner, 1992), it is the conditional return distribution, and not the unconditional distribution, that is of relevance for risk management. This is especially true in high-frequency situations, such as monitoring and managing the risk associated with the day-to-day operations of a trading desk, where volatility clustering is omnipresent. Exchange rate returns are well-known to be unconditionally symmetric but highly leptokurtic. Standardized daily or weekly returns from ARCH and related stochastic volatility models also appear symmetric but leptokurtic; that is, the distributions are not only unconditionally, but also conditionally leptokurtic, although less so than unconditionally.1 A sizable literature explicitly attempts to model the fat-tailed conditional distributions, including, for example, Bollerslev (1987), Engle and Gonzalez-Rivera (1991), and Hansen (1994).
Johannes Diebold (1842–1929) – cecilian movement promoter from Freiburg
No full textArtykuł zawiera opis działalności Johannesa Diebolda – organisty, kompozytora i muzyka kościelnego. Był animatorem ruchu cecyliańskiego we Freiburgu. Skomponował wiele utworów chóralnych przeznaczonych zarówno dla chórów amatorskich, jak i profesjonalnych. Często w utworach chóralnych stosował akompaniament organowy. Większą część twórczości stanowią utwory organowe przeznaczone do użytku liturgicznego. Autor stosuje w nich głównie techniki polifoniczne. Kompozycje organowe ujmował w takie formy, jak: preludium, postludium, fuga, fugetta, trio. Diebold odegrał znaczącą rolę jako wydawca i popularyzator ówczesnej muzyki organowej. Zbiory wydawanej przez siebie światowej literatury organowej stanowią do dziś istotną pomoc dydaktyczną i repertuarową dla muzyków kościelnych.This article describes the activities of Johannes Diebold – organist, composer and church musician. He was an organizer of the Cecilian movement in Freiburg. He composed many choral works for both amateur and professional choirs. He often used organ accompaniment in his choral works. The greater part of his oeuvre consists of organ works intended for liturgical purposes. The author uses mainly polyphonic techniques. He arranged his organ compositions into such forms as a prelude, postlude, fugue, fughetta and trio. Diebold played a significant role as a publisher and promoter of organ music at that time. The collections of worldwide organ literature he published are still an important teaching and performing aid for church musicians today
Enterprise Level Quality Standards in Quicken Loans
No full text1 Broadside. 48"W x 36"HI completed a Computer Science SIP at Quicken
Loans in the summer of 2018. My internship was in
build and release pipeline, a part of the Application
Lifecycle Management team in Technology. Much of
the work centers around quality and process
improvement, including how quality can be measured,
analyzed, and improved. Although my day to day
responsibilities were on my team in build and release
patterns, I still found time to explore the company and
technology in general.Kalamazoo College. Department of Biology. Diebold Symposium, 201
William Diebold Jr. The End of the ITO William L. Langer et S. Everett Gleason. The Challenge to Isolation. 1937-1940
No full textOchs René. William Diebold Jr. The End of the ITO William L. Langer et S. Everett Gleason. The Challenge to Isolation. 1937-1940. In: Politique étrangère, n°6 - 1952 - 17ᵉannée. pp. 506-512
Horizon Problems and Extreme Events in Financial Risk Management
No full textCentral to the ongoing development of practical financial risk management methods is recognition of the fact that asset return volatility is often forecastable. Although there is no single horizon relevant for financial risk management, most would agree that in many situations the relevant horizon is quite long, certainly longer than a few days. This fact creates some tension, because although short-horizon asset return volatility is clearly highly forecastable, much less is known about long-horizon volatility forecastability, which we examine in this paper. We begin by assessing some common model-based methods for converting short-horizon volatility into long-horizon volatility; we argue that such conversions are problematic even when done properly. Hence we develop and apply a new model-free methodology to assess the forecastability of volatility across horizons and find, surprisingly, that forecastability decays rapidly as the horizon lengthens. We conclude that for managing risk at horizons longer than a few weeks, attention given to direct estimation of extreme event probabilities may be more productive than attention given to modeling volatility dynamics, and we proceed to assess the potential of extreme value theory for estimating extreme event probabilities.
The relation of fundamental abiotic factors on spawning behavior of the Horseshoe Crab, Limulus polyphemus.
No full textSpawning activity of a species can be a good indicator of
the progress and direction that the population is heading.
Optimal conditions for spawning activity are, at this time,
unknown for the horseshoe crab, L. polyphemus. By
measuring spawning abundance in various conditions the
optimal environment for spawning activity could be found.
Horseshoe crab spawning activity in correlation with
salinity, water temperature, and moon phase, were all
measured. The conditions in which the greatest
abundance was observed are considered optimal
conditions for spawning. Highest abundance was
observed at a salinity of 22 ppt, water temperature of 37
°C, and during full and new moon periods.Kalamazoo College. Department of Biology. Diebold Symposium, 2008
Investigation Into the Effects of Lumbricus rubellus on Soil pH
No full textSince the end of the last ice age, there have been no
native earthworms in the northern United States. Lumbricus
rubellus is a common invasive which was introduced to North
America form Europe for farming purposes. From these farm
plots several earthworm species have moved into new habitats
(Marinissen and Bosch, 1990). Although earthworms are
commonly known as beneficial, recent studies have found that
their activities in forested plots can alter the native ecosystem
(Hale, 2005). The full extent of these damages are unknown.
Many studies have determined pH to be one of the major
factors in determining earthworm distributions (Edwards,
1998). However, the possibility that L. rubellus is effecting pH
rather than being effected by it, has not been explored.
By determining if L. rubellus can in fact change the pH of
its environment we can further our understanding of how
invasive earthworms effect non-agricultural plots.Kalamazoo College. Department of Biology. Diebold Symposium, 2008
Comparison of Rat a-GST ELISA to Rat a-GST Activity Assay for Use in High Throughput Toxicity Screening
No full textIn this investigation, four compounds were chosen to test an assay that would be easier and less expensive to run. Although this experiment was set up to compare results of the Rat a-GST ELISA and the GST Activity lines, the biological markers MTT, ATP, and cell number were included to show similar responses occurred given the treatment the cells received. Overall, with the trends seen in the results, a definite strong correlation exists between the two assays.Ceetox, Inc.Kalamazoo College. Department of Biology. Diebold Symposium, 200
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