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不同情境樹模型下利率風險量化方法之研究-應用於現金流量測試法
No full text本研究探討風險基礎資本額(Risk-Based Capital，簡稱RBC)中利率風險之量化方式，比較台灣與美國RBC利率風險量化方式之異同處，並且仿照美國現金流量測試法(Cash Flow Testing)量化不同保單預定利率之生死合險之利率風險值，資產面架構於不同情境樹模型的模擬值，進而比較不同模型下產生資產報酬率和數值的特性以及利率風險值之比較。
主要結論與建議：
一、 保單預定利率越高，利率風險值越大；初始總保戶人數越多，利率風險值越大；資產面報酬率不佳，且保The main issue of this thesis is to compare the interest rate risk in the RBC of Taiwan with that of the United States and calculate the interest rate risk factors of different guaranteed interest rate policies by Cash Flow Testing. The asset returns of Cash Flow Testing are generated by different event tree models. We compare the features and interest rate risk factors in different event tree models.
The main conclusions and suggestions are as followings:
First, we have higher interest rate risk factor for higher guaranteed interest rate. Also, the larger the policyholders, the larger the interest rate risk factor. When the asset returns are worse and fewer policyholders want to surrender, the interest rate risk factor will be higher. Moreover, we can find that the interest rate risk factors are totally different in different event tree models.
Second, the simulated numbers of model 1 are more diversified and these of model 2 and 3are more centralized. Model 1 is suitable for estimating the interest rate risk and model 2 and model 3 are suitable for the issues about optimal asset allocations.
Thirdly, the original estimation method of interest rate risk of the United States is based on Duration Matching and the formula of interest rate risk of Taiwan and Cash Flow Testing of the United States are based on Cash Flow Matching. We can find that the Cash Flow Matching can describe the interest rate risk much precisely and different models lead to different interest rate factors. We suggest that if the government wants to change the formula of interest rate risk, they can reserve the formula but let the returns of corporate be stochastic. It can let many companies calculate the interest rate risk under the same standard.第一章 緒論 1
第一節 研究動機與目的 1
第二節 研究架構 2
第二章 文獻回顧 5
第一節 利率風險量化方式 5
第二節 情境樹的建構方式(SCENARIO GENERATION BY EVENT TREE ) 7
第三章 文獻回顧台灣及美國RBC中利率風險量化方式的歷史沿革以及現行制度 11
第一節 台灣部分 11
第二節 美國部分 12
第三節 台灣與美國利率風險量化方式之比較 16
第四章 利用歷史資料依現金流量測試法計算利率風險值 17
第五章 資產面情境樹模擬方法及利率風險值計算 23
第一節 模型之建構 23
第二節 模型之建構 34
第六章 結論與後續研究建議 37
第一節 結論與建議 37
第二節 後續研究建議 38
參考文獻 3
Task Scheduler and Resource Scheduler on Multi-Core GPUs for Mobile Devices
No full text最近這幾年來，愈來愈多的多媒體應用在消費性電子商品上。發展蓬勃的手持式裝置如智慧型手機，除了基本的通話服務之外，還支援多種多媒體應用，如相機、錄影、網路、GPS導航、MP3隨身聽等等，大大地影響到人類的生活。而在手持式裝置上配備三維繪圖處理器(GPUs)的情況也越來越普遍。由於螢幕是人機之間最重要的介面，使用者對畫面上通常都會要求高畫質，這也意味著三維繪圖處理器所需要處理的運算也越來越複雜;除了高畫質的訴求，高解析度的螢幕不可或缺。高畫質及高解析度的螢幕要求，都直接的顯示出在三維繪圖處理器中，處理運算的核心單元也必須跟著變多。而這對資源極有限的手持式裝置來說，不失為一大挑戰。如何在固定的資源下，讓多個運算核心達到比較高的使用率以及讓各個核心中需要用來運算的資料使用最佳化，將會是一大考驗。
在這篇論文中，我們提出了一個手提式多核心繪圖處理器(Multi-Core Mobile GPU)：利用動態配置的工作排程器(Task Scheduler)來分配各個需要運算的工作給各個運算核心單元，來達到各個運算核心之間的負擔平衡（Load balance）；也利用資源排程器(Resource Scheduler)，來提前搬移各個運算核心單元所需要的資料，使得各筆資料，能夠更有效率的被搬移並使用，進而提高每個著色處理器的管線效率，
綜合以上技術，我們把原本只有兩個運算核心的手提式繪圖處理器，擴充到了具有八個運算核心，並加入了所提出的工作排程器和資源排程器，並將之實現成一個系統晶片平台，晶片利用台積電65nm 技術製成，面積為4.0×4.0mm2，其工作頻率為200MHz，最大消耗功率為212.84mWRecently, the multimedia application in consumer electronics has become more
and more prosperous. Among all, the smart phones are not just phones. There
are many multimedia applications such as games, camera, video, internet, GPS,
MP3 etc embedded into the smart phones. Usually, there is a 3D graphics processing
unit (GPU) which is embedded into mobile devices to enhance the processing
capability of the multimedia applications. Since screen is the most important interface
between the users and mobile devices, the high resolution and high quality
screens are indispensible for users that use the mobile devices. However, higher
resolution screen and higher quality display both mean that the processing power
of the GPU must be increased which means the number of processing cores must
be increased. This is a challenge since there are many limitations on mobile devices.
How to maximize the utilization of the multi-core processor and how to
make the efficient usage of the resource for processing will be a design challenge.
In this thesis, we proposed a multi-core mobile GPU for mobile devices. We
propose a dynamic task scheduler to dynamically assign the subtask to each processor
to make the whole system more load balance; besides, we also propose a
resource scheduler to efficiently prefetch the resource that is required by processor
to make the whole processing pipeline more efficient.
Based on the above techniques, we extend our original two processing shader
cores GPU to a eight core unified shader GPU with task scheduler and resource
scheduler added. We also realize these to a SOC platform, our chip is fabricated
by TSMC 65nm technology. The chip area is 4mmx4mm and the chip working frequency is at 200 MHz. The maximum power consumption is 210mW. The
maximum processing capabilities is 800MVtx/sec and 1600MPxl/sec
Establishment of an internal transcribed spacer (ITS) sequence-based differentiation identification procedure for mei (Prunus mume) and plum (Prunus salicina) and its use to detect adulteration in preserved fruits
No full textMultiplex detection, disease ecology and interaction of Citrus exocortis viroid and Hop stunt viroid of citrus in Taiwan
No full text柑橘鱗砧類病毒(Citrus exocortis viroid, CEVd)及啤酒花矮化類病毒(Hop stunt viroid, HSVd)為兩種台灣柑橘主要類病毒且逐漸成為柑橘產業上的潛在威脅。在台灣，兩病害雖然已在多年前被發現及紀載，但數十年來仍缺乏完整及詳細的本地研究及調查。本論文針對兩種柑橘主要類病毒的同步偵測、發病生態及交互作用此三大主題進行探討以期望在類病毒的基礎研究上做出貢獻。在同步偵測的部分：利用自行開發的同步反轉錄PCR及同步定量PCR之偵測技術，進行全台灣的柑橘園區，將近700個柑橘樣本中的兩類病毒感染率普查可得知HSVd (32.2%)的平均感染率略高於CEVd (30.4%)。值得注意的是兩種類病毒普遍以複合感染存在於田間，在特定柑橘品種中複合感染率達到55%。經由定量PCR分析顯示兩種類病毒在柑橘寄主的不同組織中呈現不均勻分布，此結果也推薦以枝條的樹皮作為類病毒檢測的標準採樣部位。基因多樣性比對顯示本文所定序的台灣各區的9條CEVd及8條HSVd中，分別存在10處與5處的主要突變熱點。而親緣樹狀圖分析則顯示與世界各地主要的兩種類病毒序列比較，台灣的CEVd與HSVd族群可分成3群與2群。除了兩種柑橘主要類病毒之外，本文也參考前人文獻並針對其他9種類病毒建立標準檢測流程，期望能為台灣未來防檢疫上做出貢獻及參考。在發病生態的部分：本文建構不同類型的類病毒之人工感染選殖株，並已成功的人工機械接種至Etrog citron Arizona 861-S枸櫞、Gynura aurantiaca紅鳳菜、Solanum lycopersicum cv. ‘Rutgers’番茄及Cucumis sativus黃瓜及Rangpur lime廣東檸檬等常用指示植物及感病之商用砧木。另外基於常用的番茄指示植物品種取得不易且價格昂貴，本文亦從29種台灣常用商用番茄品種中篩選出2種品種(蜜番茄’HV-206’及聖女番茄’V-191’)，其葉片可產生嚴重畸形、壞疽及綠島等病徵，可作為替代性的CEVd新的指示植物，其中CEVd在品種’V-191’中的複製含量較高顯示此品種更具有潛力成為新的指示植物。此外，類病毒是否經由種子傳播為一長期爭論的議題。本文檢測三種柑橘品種(紅肉柳丁、茂谷柑及檸檬)的種皮、種膜及種子，結果顯示雖然能少許偵測到CEVd或HSVd，但在帶病種子發芽長成的實生苗上卻無法偵測出類病毒的存在。此證據能證實CEVd與HSVd皆無法在柑橘寄主上經由種子所傳播。除此之外，類病毒是否入侵寄主的頂芽分生組織(shoot apical meristem, SAM)是近年來熱門的研究議題。本文以兩種受感染寄主(柑橘與番茄)的SAM組織切片，進行原位雜合技術(in situ hybridization)偵測顯示兩種類病毒具有相似的入侵區域並且僅會入侵至柑橘的SAM組織。此證據能幫助並改進目前的從頂芽分生組織中分離培養無毒種苗的作業要點上的盲點及缺失。在交互作用的部分：本文在雲林斗六一處柑橘田區(紅肉柳丁與茂谷柑)進行3年12季的長期類病毒族群動態調查，研究其環境溫度與類病毒之間關係及兩種類病毒之間的交互作用關係。結果顯示，除了被HSVd感染的紅肉柳丁之外，類病毒與溫度並無顯著的相關性。此結果說明氣溫並非類病毒生活史上關鍵的外在影響因子。另外經由定量PCR及多項統計分析可得知除了兩種類病毒存在於高溫下的紅肉柳丁內，其餘在兩種柑橘品種中的不同組織中皆具有顯著性的正相關。本文亦針對兩種類病毒在寄主組織及細胞內分布情形進行光學及穿透式電子顯微鏡的原位雜合研究，結果顯示兩種類病毒在兩種柑橘寄主(紅肉柳丁與茂谷柑)的四處不同組織(鱗砧部樹皮、根部、枝條樹皮及葉部)中皆具有相似的分布情形。經由分子技術、統計分析及組織細胞中分布的結果顯示，雖然複合感染的柑橘寄主上缺乏病徵加成的證據，CEVd與HSVd之間仍具有類病毒含量上正相關的關係且在寄主內具有相似的分布情形。Two previously reported citrus viroids, Citrus exocortis viroid (CEVd) and Hop stunt viroid (HSVd), represent main threats to the citrus industry in Taiwan. However, studies on these citrus viroids remain largely to be explored. To establish study about the current status of the citrus viroids in Taiwan, we focused on development of multiplex detection, disease ecology of the citrus viroids, and relationship between the two citrus viroids. In multiplex detections, a multiplex RT-PCR and a real-time RT-PCR were developed for detecting of CEVd and HSVd. Our field-survey assay of 689 citrus samples in Taiwan revealed that HSVd was slightly more prevalent than CEVd (32.2% vs. 30.4%). Furthermore, CEVd and HSVd commonly co-existed within the citrus cultivars (up to 55%). Results of the multiplex quantitative analysis suggest uneven distributions of both viroids within different plant tissues, of which twig bark appears to be the most appropriate and reliable material for viroid detections, thereby being used for quarantine inspections. The genetic diversity assay appeared the existence of 10 and five major mutation sites in CEVd and HSVd in Taiwan, respectively. A phylogenetic analysis revealed that Taiwanese isolates of CEVd and HSVd were grouped in three and two clusters, respectively. To obtain single isolate of each viroid for disease ecology studies, different forms of infectious clones of CEVd and HSVd were established and successful inoculated to indicator plants, includings ‘Etrog citron’ Arizona 861-S (C. medica), Gynura aurantiaca, Solanum lycopersicum ‘Rutgers’ and Cucumis sativus, along with sensitive citrus rootstock of Rangpur lime (Citrus × limonia Osb.). To facilitate the availability and application of indicator plants for viroid detection, a parallel effort was directed toward developing alternative indicator plants for CEVd detection. Toward this end, 29 tomato commercial cultivars were screened by inoculations with two Taiwanese isolates of CEVd’s infectious RNAs. Only two tomato cultivars, Honey tomato (Xiaomi, ‘HV-206’) and Cherry tomato (‘V-191’), showed leaf distortion, and necrotic or green-island symptoms. Higher titers of both CEVd isolates also indicate that ‘V-191’ is a more susceptible and suitable indicator for CEVd detection. In disease transmission studies, CEVd and HSVd were detected only rarely on seed coats, seed membranes and inner seeds obtained from blood orange, Murcott mandarin, and lemon. The seedlings originating from infected seeds did not present detectable titers for the two viroids, suggesting that these two viroids do not exhibit seed-borne transmission in citrus hosts. In addition, two viroids showed similar patterns when invading shoot apical meristem (SAM) of tomato and citrus as shown by DIG-labeled in situ hybridization. The two viroids displayed the ability to invade into SAM and leaf primordia of citrus but only leaf primordia of tomato. The study provided useful information for improving of the experimental protocols designed for obtaining viroid-free meristem tissues for control of viroid diseases. For interactive studies, titers of the two viroids were examined by real-time RT-PCR in 17 citrus plants (including blood orange and Murcott mandarin) every 3 months (spring, summer, fall and winter) from 2011 to 2013. No correlation was found between temperature and titer of each viroid, except with HSVd-infected blood orange. This result suggests that temperature is likely not a critical environmental factor during the life cycles of the two viroids. Based on the results of real-time RT-PCR, statistical methods, significant positive correlations, the two viroids appeared in specific tissues of both orange cultivars, except for blood orange at high temperatures. At the cellular/subcellular levels, the two viroids showed similar localization patterns in four tissues and cells, as shown by in situ hybridization, fluorescence microscopy, and transmission electron microscopy. Our results demonstrate that the two viroids have a positive relationship and a similar infection pattern, while displaying titer enhancement and localization similarity with no symptom aggravation
A 172.6mW 43.8GFLOPS energy-efficient scalable eight-core 3D graphics processor for mobile multimedia applications
No full text
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
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