1,721,025 research outputs found
The Analysis of the Interaction of ETF and related Financial Assets in the Bull and Bear Markets—Polaris Taiwan Top 50 Tracker Fund
本文係針對寶來台灣卓越50基金及其相關金融商品於2006年1月2日至2009年1月21日期間內,探討多頭和空頭期間不同區間內,寶來台灣卓越50基金和其相關金融商品「領先—落後」關係及相互影響互動關係。本研究利用單根檢定、Chow-Test、共整合檢定、Granger因果檢定、VECM模型、衝擊反應函數和預測誤差變異數拆解等計量方法建立實證模型。實證結果得出以下重要結論如下:
依據Chow-Test得出結果,寶來台灣卓越50基金和其相關金融商具有結構性轉變在多空區間內。而共整合檢定,得出在多頭和空頭期間,寶來台灣卓越50基金、大盤加權指數、指數期貨和台灣50指數四者間存在一組共整合關係,顯示無論在多頭和空頭期間,金融商品和連結指數間具備長期均衡關係,符合單一價格之特性。而失衡時的調整顯示出衍生性商品市場較現貨市場具效率性質,符合過去研究所提出的各種臆說。
VECM模型和Granger因果關係檢定顯示多頭期間內,ETF不具領先關係;而空頭期間,則ETF具有領先關係,推論可能因權值股受政府特定基金護盤和偏重權值股投資等原因造成使一現象。
誤差變異數結果顯示出,多頭和空頭期間具有明顯差異性。多頭期間,指數期貨相較寶來台灣卓越50基金和台灣50指數,可解釋比率較大;而空頭時期,寶來台灣卓越50基金和台灣50指數,解釋能力高於指數期貨,空頭期間可利用ETF具權值股之特性密切和大盤作相關聯結,且金融商品波動較易受其他金融商品所影響,相互影響關係較為密切。This paper investigates the interaction of ETF (Exchange Traded Funds) and related financial assets in the Bull and Bear markets. In this study, empirical data included Polaris Taiwan Top 50 Tracker Fund, Taiwan stock index, Taiwan stock index futures and Taiwan 50 index from January 2, 2006 to January 21, 2009. The model is derived from the quantitative method such as Unit Root Test, Chow Test, Cointegration Test, Granger causality Test, Vector Error Correction Model, Impulse function and Variance decomposition Model. Following conclusions can be drawn from this empirical result:
In the aspect of the long term equilibrium, there exists the long term equilibrium relationship between ETF and related financial assets. This result corresponds to the One of Price Theory. However, derived financial assets could be more efficient than the spot markets. Previous hypotheses could explain this result.
The results from Vector Error Correction Model and Granger causality Test show that:(1)ETF exists no significant lead relationship between other financial assets in the Bull market.(2)However, ETF leads other assets in the Bear markets. The features of Power value stock might explain the phenomenon.
In the Variance decomposition Model, Taiwan stock index futures has more powerful to explain Taiwan stock index than ETF in Bull market. However, ETF could explain the majority of Taiwan index
Optical studies of super-resolution near-field nano recording
本論文的主要工作在於研究超分辨近場結構光碟片之所以具有可解析繞射極限尺寸以下之記錄點能力的原因,以及隱含在其中的物理作用及問題。首先藉由射頻反應濺鍍技術(RF reactive sputtering)實際製作不同結構之超分辨近場光碟片,並利用穿遂式電子顯微鏡(transmission electron microscope, TEM)及掃瞄式電子顯微鏡(scanning electron microscope, SEM)觀察並監測在不同參數下所製作出之超分辨近場結構的異同,同時針對不同參數所製作出的超分辨近場結構,進行近場及遠場光學的量測與研究。在近場光學的研究當中,我們發現超分辨近場結構在近場中具有非線性光學性質,而此性質的起因是由於侷域性表面電漿子增強效應(localized surface plasmon enhancement)所造成的。了解超分辨近場碟片的主要工作機制後,我們便嘗試利用不同的材料及結構,以期能製作出具有更佳讀寫特性之超分辨近場光碟,在本論文中,我們提出採用氧化鋅(ZnOx)作為新一代近場光碟片的主要作用層,具有結構安定及高讀取載子雜訊比(carrier to noise ratio, CNR)等優點,除此之外,我們也利用商用的DVD光碟機系統寫入及讀取小於繞射極限的記錄點,並成功地解析200奈米以下的記錄點,初步證實在現今的DVD商用光碟片基板及碟機系統下,可望達到單層單面約15GB的容量目標。Near-field optical disk technology is a new way to achieve ultrahigh density optical recording. Marks smaller than diffraction limit can be recorded and then be readout by conventional pickup head of DVD driver. In this thesis, we study the optical properties and working mechanisms of different types of super-resolution near-field optical disk structures. At first, we successfully fabricate Sb type and AgOx type near-field disk by RF reactive sputtering process. Tunneling electron microscopy (TEM) and scanning electron microscopy (SEM) were used to analyze the nanostructures of these two types of near-field optical disks. Near-field optical properties are also measured by a home-made tapping-mode tuning-fork near-field scanning optical microscope (TMTF-NSOM). We found that there are strong nonlinear optical enhancements of AgOx thin film in the near-field. Localized surface plasmon excitations are found to be the main working mechanism for retrieving the small marks beyond the diffraction limit. Based on the known working mechanism of near-field optical disk, we investigate ZnOx nano-structured thin film as a new type near-field active layer of near-field optical disk. A 30dB carrier to noise ratio (CNR) of 100nm mark train was obtained, and close to 40dB of CNR for 200nm recorded marks can be achieved. A commercial DVD driver has successfully used to demonstrate the readout of small marks of ZnOx type near-field optical disk with signal modulations of 200nm marks.目錄 I
圖目錄 III
表目錄 VII
1 第一章 前言 1
參考文獻 4
2 第二章 奈米光子學與光儲存技術簡介 5
2-1 近場光學的原理與發展 6
2-1-1 光學繞射現象產生的解析極限問題 6
2-1-2 近場光學顯微術的基本原理 9
2-1-3 近場光學顯微術的發展 16
2-2 奈米尺度內的非線性光學現象 21
2-2-1 金屬邊界的電磁波與物質的交互作用 21
2-2-2 表面電漿子共振(Surface plasmon resonance)簡介 22
2-2-3 侷域表面電漿子共振(Localized surface plasmon resonance) 30
2-3 光儲存技術簡介 34
2-3-1 CD、DVD與藍光光碟技術 36
2-3-2 次世代光儲存技術的發展 43
參考文獻 56
3 第三章 奈米超分辨近場記錄之研究方法與目標 58
3-1 超分辨近場結構的發展與相關文獻回顧 58
3-2 研究目標 62
3-3 實驗儀器與架構 64
3-3-1 射頻濺鍍系統 64
3-3-2 光碟動態測試儀(Dynamic optical tester) 67
3-3-3 石英音叉距離感測式近場光學顯微儀 69
參考文獻 74
4 第四章 奈米超分辨近場記錄之實驗結果與討論 76
4-1 SB超分辨結構層之光學特性研究與機制探討 76
4-1-1 近場光學影像與近場光強梯度量測與分析 78
4-1-2 近場作用層之微結構分析 81
4-1-3 Sb 近場光碟片之超分辨機制探討 83
4-2 AGOX超分辨結構層之光學特性與機制探討 85
4-2-1 AgOx 薄膜之微結構分析 87
4-2-2 AgOx 薄膜之近場光強影像與近場光強梯度分析 90
4-2-3 AgOx超分辨近場結構之動態侷域強度增強效應討論 93
4-2-4 AgOx近場光碟片之動態讀寫特性研究 99
4-2-5 AgOx近場光碟片之超分辨機制探討 103
4-3 ZNOX超分辨結構之光學特性與機制探討 104
4-3-1 ZnOx薄膜之微結構分析 105
4-3-2 ZnOx近場光碟片之動態讀寫特性研究 111
4-3-3 僅寫一次型有機染料近場光碟片研究 122
4-3-4 ZnOx近場光碟片之超分辨機制探討 132
參考文獻 137
5 第五章 結論 14
Quadruple Band Filter Design with Flexible Band Allocation
本篇論文主要著重於不同類型頻帶配置之四頻段帶通濾波器,並提出兩種設計方法。兩種設計方法皆實現於印刷電路板上,並經過實驗的驗證。
第一種類型是針對四個頻段皆相當靠近的配置,其想法是將單頻段的濾波器經由轉換公式,把單頻的極點和零點根據各個頻段的截止頻率點去轉換組合出多頻段的極點和零點;藉由這些極點和零點可以合成該響應所對應的耦合矩陣元素值;接著我們也對n階的響應做理論分析與預測,並探討極點與零點的分布數目;最後,為了減少諧振器的使用數目,提出了多模態與單模態諧振器之間諧振頻率點之萃取方法;一旦有關諧振頻率點所組成的小模組被建立,即可從基本單頻段柴比雪夫響應直接實現出多頻段之帶通響應,以達到快速與低成本的電路設計。
第二種類型則是可任意決定頻帶位置的四個頻段之設計。其想法是利用頻率的正交性將四個單頻段通帶並接成一個四頻段的響應,再透過平行耦合線共用的方式,作為濾波器的輸入輸出級,使其同時符合四個頻段之外部品質因子,如此可避免由饋入線所造成的負載效應。此外,引入多模態諧振器來取代數個單模態諧振器的概念,並以耦合矩陣的概念說明模態頻率落點位置,可大幅減少諧振器數目與電路面積,最後則針對止帶做改善。
本論文共實作了三個電路,模擬與量測結果一致。有關第一種類型,分別使用半波長開路諧振器與網狀諧振器來實現,電路面積各為 1.18λg × 0.144λg 與 0.533λg × 0.27λg ,中心頻1.86、1.95、2.04、2.14GHz與1.82、1.94、2.06、2.18GHz,比例頻寬1.5%、1.33%、1.33%、1.5%與2.2%、1.85%、1.75%、1.84%,介入損耗則為2.2、2.3、1.8、1.3dB與1.2、1.7、2、1.2dB。至於第二種類型則是耦合線與網狀諧振器的組合,電路面積0.788λg × 0.066λg ,中心頻0.8、1.0、1.4、1.8GHz,比例頻寬12.1%、8.3%、5.5%、3.8%,介入損耗則為1.6、2、2.4、2.8dB。With different requirements on the band allocations, this thesis proposes two methods for the design of quad-band bandpass filters. Thus the designed filters are fabricated on the printed circuited boards and verified by experiments.
The first part focuses on the design for closely spaced pass-bands. Through a general idea of frequency transformation, the poles and zeros of a single band response are transformed into poles and zeros of a multiband response according to the cutoff frequency of each band. Then, theoretical analysis is made to predict the nth order response and discuss the distribution of the numbers of poles and zeros. Finally, to reduce the number of resonators, a method for extracting the resonant frequency points between multi-mode and single mode resonators is proposed. If the module about resonant frequency points is constructed, the band-pass response of multi-band could be directly realized by designing the fundamental single-band Chebyshev response and achieving the fast and low-cost circuit design.
The second part deals with the case of arbitrarily spaced pass-bands. The design concept is to connect four pass-bands together to form quad-band response by exploiting the frequency orthogonality. Then, to avoid loading effect by tapped line, parallel coupled lines are served as the I/O coupling structure to meet external quality factors for quad-band requirements. Moreover, multi-mode resonators are introduced to replace with many single-mode resonators and utilize the concepts of coupling matrix to explain the location of mode-frequency. By this way, the number of resonators and circuit area can be reduced. Finally, we make improvement for stopband.
The four circuits are fabricated in this thesis, and the simulated results show a good agreement with the measured results. About the first part, the open-loop and net-type resonators are applied. These two quadband filters are designed and fabricated with the areas 1.18λg × 0.144λg ,0.533λg × 0.27λg , the center frequencies at 1.86、1.95、2.04、2.14GHz, 1.82、1.94、2.06、2.18GHz, the fractional bandwidth 1.5%、1.33%、1.33%、1.5%, 2.2%、1.85%、1.75%、1.84%, and the insertion loss 2.2、2.3、1.8、1.3dB, 1.2、1.7、2、1.2dB, respectively. The second part is the combination of coupled lines and net-type resonators. The occupied area is 0.788λg × 0.066λg , the center frequencies at 0.8、1.0、1.4、1.8GHz, the fractional bandwidth about 12.1%、8.3%、5.5%、3.8%, and the insertion loss 1.6、2、2.5、2.7dB
Design and Research of Carbon Nanotube Strain Gauge
自從奈米科技成為21世紀世界各國重點發展的部份之一,奈米材料的發現尤其是奈米碳管,成為近十多年來學界致力研究的對象,它提供了一個新的方向,去解決目前所遇到而難以解決的問題。本論文即利用奈米碳管的特性藉由ANSYS○R來設計模擬結構,同時藉模擬的結果來看設計的奈米碳管應變感測器參數在一定的力量下,可得到的應變量大小,來推算奈米碳管在受力後可能的伸長量。接著利用微機電製程技術來實現設計的結構。
最後利用儀器來量測,施予不同力、不同位移、不同電壓下的系統不同的特性表現,最後推算系統的應變規因子(Gauge Factor, G.F.)。中文摘要 ................................................I
英文摘要 ...............................................II
目錄 ..............................................III
圖例目錄 ................................................V
表格目錄 ...............................................IX
第1章 緒論 ............................................1-1
1.1 研究背景 ..........................................1-1
1.1.1 奈米碳管發展與研究...............................1-1
1.2 電阻式應變規(ELECTRIC RESISTANCE STRAIN GAUGE)...1-8
1.3 文獻回顧 .........................................1-10
1.3.1 奈米碳管的機械性質 .............................1-10
1.3.2 奈米碳管應用 ....................................1-12
第2章 奈米碳管應變感測器設計與模擬 ...................2-1
2.1 基礎設計架構 .....................................2-1
第3章 實驗設備與製程 .................................3-1
3.1 微奈米機電製程技術 ............................3-1
3.1.1 微影製程技術 .....................................3-1
3.1.2 蝕刻技術 .....................................3-3
3.2 製程規劃 .....................................3-6
3.3 裝置製程 .....................................3-7
3.4 生長奈米碳管 ....................................3-15
第4章 實驗規劃與結果分析 ............................4-1
4.1 奈米碳管機電性量測 ............................4-2
4.2 系統實驗量測 ....................................4-15
4.3 實驗結果討論 ....................................4-62
第5章 結論與未來展望 ............................5-1
參考文獻 R1
作者簡
Empirical Analysis of Training Programs Among Farm Women in Taiwan:The Implication of Rural Regeneration Act
由於臺灣經濟快速發展與產業結構的改變,農村年輕勞動人口大量外移,導致農業生產與經營面臨勞動短缺與發展停滯的困境。立法院於2010年7月通過農村再生條例,目的在於改善農村社區長期發展停滯的問題,基於農村社區能長期有效地自我運作,在地人力資源培訓最為重要,並明文指出農村再生計畫前,應先接受培根計畫相關培訓課程的訓練。因此,農村社區參與培訓課程之意願成為農村再生計畫成敗的關鍵,且近年農村社區女性從事自家農牧業工作減少比例明顯高於男性,因而本研究以農家婦女為研究對象,並且以普遍存在各縣市之推廣、培訓課程的四健會、農村家政班、媽媽教室、婦女會與農業產銷班作為培訓班研究標的,探討何種因素會影響婦女參加培訓班之意願,期望將原先沒有意願參加者,增加參加意願。
然而,國內文獻對於農家婦女勞動參與或培訓課程參與僅著重在農村生活描寫或是組織學習成效與改善機構障礙,且研究方法多以個案研究或是質性研究等小樣本資料進行分析,其代表性較為不足且無法獲得具體影響效果。因此,本研究以具全國代表性的2003年農家戶口抽樣調查作為實證資料,利用Multivariate Probit Model分析農家婦女時間分配對於參加培訓班意願的影響。
實證結果發現農家婦女自身教育程度、農家經營者教育程度與家中未滿十五歲人口數對於農家婦女參與培訓班意願為負向效果,並且有配偶的農家婦女參與意願顯著高於無配偶的婦女。在農場特徵部分,耕地面積越大,則增加農家婦女參與農業技能培訓班意願,但是相對於其他作物,倘若農家以休閒(耕)為主要經營項目,則降低農業技能培訓班參加意願。另外,有從事農場內工作有助於提高培訓班參加意願,但家務工作則減少參加意願;最後,顯著影響城市與鄉村農家婦女培訓班參加意願之因子並無明顯差異。Due to the economic growth and the changes in industrial structure, one of the most crucial challenge of the rural village economy today is the lack of labor force. Because the relatively disadvantages in farm income and the increased opportunity in higher education, young generations have migrated to urban area and work for the nonfarm works. In order to improve the long-run rural development, the Legislative Yuan in Taiwan has passed the Rural Regeneration Act in July, 2012. The policy goal of this program is to provide a better rural environment in order to attract young generation to stay on the farm. The objective of this study is to estimate the willingness of training program participation for farm women among Taiwan.
A great deal of rural development study has devoted to the labor supply of farm women. However, little attention has been paid to understanding the need of the farm women regarding the job training programs. This study contributes to the issue of farm women by focusing on the time allocation between training programs participation where time allocation can be distributed to on-farm work, off-farm work and unpaid housework. Using a national representative dataset of farm women, the Taiwan Agricultural and Husbandry Sampling data in 2003, we estimate a multivariate probit model to examine the extent to which socio-demographic characteristics, family condition, farm field condition, geographical heterogeneity and time allocation are associated with the training programs in each of the activity of farm women.
Results indicate that human capital and the number of children of the family farms have negative effects on the likelihood of participating in the training programs, and married farm women have more likely to join the training programs participation than their counterparts of the unmarried women. Farm women who live in the farms entitled of larger land would spend more time on training program. If farm women engage in on-farm work, they would invest more time in training programs; however, if farm women do housework, they would spend less time on training programs. Finally, no evidence is found regarding the effect of female labor supply on training programs between city and urban areas
Implementation of Practical Super-Resolution Near-Field Structure System Using Commercial Drive
考量保育優先順序及重金屬汙染不確定性分析之汙染整治區域劃設-以八種平地保育鳥為例
臺灣過去因受到全球工業化的衝擊,使得全台工廠林立,許多工業所排放之廢棄物,無經適當處理便直接進入農業環境中,最終污染灌溉區域水源與土壤;其中土壤重金屬污染具毒性高、持續時間長及污染物不易分解等特性,較容易造成農業環境與公眾健康較嚴重之負面影響。除此之外,土壤重金屬亦會對自然界某些物種造成影響,污染的土壤中重金屬會被較低階的消費者或是植物攝取入體內,再經由食物鏈傳遞到較高階的消費者中。因此,除了要建立完善之監控及管制程序外,同時在進行污染區域進行整治排序及決策時,應同時納入生態保育價值,並建立穩健性的整治決策。本研究建構一新的土壤種金屬整治及生態保育兼具的整治排序及決策分析方法,並以全台八種土壤重金屬以及八種保育等級鳥類為例,進行方法建構與驗證。土壤重金屬分布推估的部分,主要是根據現有調查資料,利用地理統計同時模擬八種重金屬,其在研究區內所有網格可能的空間分布,並根據環保署所制定的「台灣地區土壤重金屬含量及等級區分表」作為判定土壤重金屬污染區域之標準,並評估預測之污染地區之不確定性。本論文之鳥類空間分布推估的部分,主要是利用拔靴法及物種分布模式,模擬多組可能的物種分布,並結合生態熱點分析與系統性保育規劃模式,推估研究區內各網格之生態價值,並評估其不確定性,結合土壤重金屬模擬及不確定性分析,利用穩健的決策分析方法,分析不同整治決策的利弊,以指出在額外考量生態價值情況下,那些區域需優先進行整治。結果顯示,本研究所發展之環境汙染區域劃設及整治排序之方法,確實能夠提供決策者決定預期要達到的棲地無汙染指標(其越高代表棲地品質越好)、偽陽性率(無汙染區域卻被劃設為整治區域的比例),以及穩健性(有多少組realization達到預設的棲地無汙染指標和偽陽性率),協助決策者規劃出最佳的考量生態價值的整治排序與比例。本研究提供決策者考量生態價質的整治決策方法,且在受到資訊不確定性的影響下,以穩健性為評估指標進行環境整治之決策規劃。In the past, due to the global industrialization, various industries were set up in Taiwan. A ton of by-products or wastes from industries have been emitted into our environment without any proper treatments. These wastes eventually lead to water pollution in irrigation area and soil pollution. Because the heavy metals emitted from industrial sector into soil are highly toxic, long-lasting and persistent, they tend to adverse effects on public health and environment. In addition, soil heavy metals also affect species inhabiting in the contaminated area via food webs. Heavy metals tend to accumulate in plants and lower-level consumers inhabiting in contaminated soil, and further magnify into higher consumers level, such as birds, through unintentionally intaking heavy metal toxicities into their body when preying on plants or lower-level consumers. Therefore, in addition to setting up monitoring and controlling processes, a comprehensive remediation design focusing on soil heavy metal contamination needs to be proposed. In this study, we took eight soil heavy metals and eight birds of which the protected level is greater than conservation-deserving level as an example. Based on the survey data of soil heavy metals, we applied geostatistics to jointly simulate the possible distribution of eight soil heavy metals in Taiwan. After that, based on Taiwan’s Environmental Protection Administration (EPA) decided classification, in which the concentrations of soil heavy metals were classified into five classes, the area with concentrations within or above fourth range are regarded as polluted. Besides, the uncertainty analysis for simulated distributions of soil heavy metals is also completed. With respect to the simulation of bird distribution, we applied bootstrap resample technique and species distribution model to generate as many distributions as possible. The area with high ecological values are delineated using Zonation, a systematic conservation model, based on the possible bird distributions. Similar to soil heavy metals, the uncertainty analysis for simulated distributions of bird was also completed. Finally, based on the simulated maps of soil heavy metals and birds, a robust decision-making approach is used to evaluate the performance of each candidate solution and decide the area in need for remediation. The results show the approach proposed in this study can help decision-makers to set up the remediation area given the pollution-free habitat suitability (index of ecological value based on environmental pollution), false positive rate (dividing the number of non-polluted areas that are wrongly classified as contaminated by the total number of non-polluted areas) and robustness (the proportion of realizations in which the pollution-free habitat suitability and false positive rate both reach pre-defined standards). This study provides decision-makers with a structural approach in consideration of the influence of uncertainty which is applicable to the decision making regarding environmental remediation based on the quantified robustness
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