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RISS 인기검색어
- 검색키워드
- 저자 : Goode, Ellen Lee (검색결과 59 건)
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Maximum likelihood estimation of stable non-Gaussian financial models
Goode, Jimmie State University of New York at Stony Brook 2013 해외박사(DDOD)
This thesis presents the results of three papers that have been submitted for publication by the author and his collaborators over the previous four years. Section 1 describes Goode et al. (2011), which investigates the effect of sample length, return frequency, and innovation distribution on ARMA-GARCH forecasted value-at-risk (VaR) and conditional value-at-risk (CVaR) for several indices spanning stocks, bonds, and commodities. In particular, it addresses the lack of literature that exists for Stable-ARMA- GARCH models estimated with full maximum likelihood estimation (MLE). Section 2 presents the results of Goode et al. (2012), which builds upon Section 1 by com- paring VaR and CVaR forecasting performance between ARMA-GARCH models with the most common types of infinitely divisible innovations, including the alpha-stable distribution. The forecasting performance of two types of tempered stable ARMA-GARCH innovations is investigated for the very first time using full-MLE. Backtesting performance in terms of the Kupiec, Christofferson, and Berkowitiz tests is also considered for the first time for the related generalized hyperbolic innovation distribution. Section 3 presents the results of Kabašinskas et al. (2012), which proposes a new method for evaluating the change in distress value of companies in the U.S. health care industry. The method uses alpha-stable distribution parameter estimates of key financial ratios to form neural network committees. Genetic algorithms are used to select the most important alpha-stable distribution parameters for each sector in the health care industry. The results show that committees formed using genetic algorithms with alpha-stable distribution parameters are significantly better than committees formed only with key financial indicators. (Abstract shortened by UMI.).
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Goode, Matthew Lawson University of Minnesota 2013 해외박사(DDOD)
Thousands of U.S. faculty travel abroad each year to teach host–country students (George, 1995). This study explores the ‘teach–abroad classroom’, defined as “the teaching and learning processes and interactions between faculty and students” in this learning environment (George, 1987, 1995; Slethaug, 2007). Faculty and student expectations and perceptions of this learning environment are investigated, ‘gaps’ between the faculty and students are identified, and faculty and student responses to cultural differences are assessed. This qualitative study focuses on the case of the China Executive MBA (CHEMBA) Program, a joint offering of the Carlson School of Management, University of Minnesota in the United States and Lingnan (University) College, Sun Yat-sen University in Guangzhou, China. Individual interviews were conducted with Carlson School faculty who teach in the program and with students and graduates of the program. The researcher also formally observed CHEMBA class sessions. Utilizing intercultural competence theory (M. J. Bennett, 1986, 1993; Deardorff, 2008), this study reports findings related to faculty and learner expectations, perceptions, challenges, and responses in the teach–abroad learning environment. Three metaphors are used to represent the key gaps between faculty and students in regard to classroom discussion, the completion of readings for class, and language issues. Recommendations are offered for faculty, learners, and program administrators.
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Goode, Jennifer Duette Bowling Green State University 2005 해외박사(DDOD)
The disproportionate emphasis on the sexual behavior of poor African American teens and the focus on black-white differences have contributed to a gap in the literature with respect to middle-class African American teens. Because prior research has placed peripheral importance on the sexual behavior of middle-class adolescents, we have limited understanding on the role individual and social context variables play for middle-class African American teens compared to their less advantaged counterparts. This dissertation used data from the National Longitudinal Study of Adolescent Health (Add Health) to examine how social class, individual and social context variables influence the occurrence of sexual activity and early sex, controlling for other factors known to influence sexual behavior. Results from the study suggest that middle-class and non middle-class adolescents differ in terms of occurrence of sexual activity; however, among those who have engaged in sexual activity, equal proportions engage in early sex. Individual and social context variables have less of an effect on sexual activity and early sex for middle-class adolescents than non middle-class adolescents. I performed several possible two-way interactions. I found that social class moderates the effect of depressive symptoms on sexual activity. For girls, social class moderates the effect of family structure and mothers' attitude toward adolescent sex on sexual activity. Moreover, social class moderates the effect of parental communication and social support on early sex. Additionally, there is evidence that family structure and low academic achievement mediates the relationship between social class and sexual behavior outcomes. These findings suggest that future research is needed that examines the intersection of race and class in terms of sexual outcomes.
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Goode, Joseph Keith University of California, Santa Barbara 2011 해외박사(DDOD)
Both tectonic processes deforming the earth's lithosphere and erosion at the surface act to modify the landscape. Numerical modeling of bedrock rivers, interacting with ongoing surface deformation is an efficient way to learn what landforms may result from different combinations of erosional and tectonic processes. Exploration of a sophisticated model of bedrock channel erosion in concert with vertical rock uplift demonstrates that fluvial hanging valleys may form where the incision of bedrock tributaries is limited by a dearth of bedload tools to drive channel incision. Sporadic aggradation of sediment in the main stem can effectively reconnect hanging tributaries with the trunk stream. A simpler model of bedrock channel incision driven by stream power in concert with diverse surface deformation patterns indicates that the kinematics of fold growth at the surface may be recorded by the shape of channel incision profiles. I apply this new approach to Rough Ridge, one of the Otago Folds in New Zealand. The growth of folds and faults at the surface is commonly controlled by faults that extend deep into the crust. A unique combination of remote sensing, field work, and structural interpretation from the Naryn Basin, Kyrgyzstan, demonstrates how the weight of high topography may control the growth of structures within a low-lying basin. Finally, the deformation of river-cut terraces in the Naryn Basin constrains the timing of deformation across the western Naryn Basin.
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Goode, Diana J The Johns Hopkins University 2012 해외박사(DDOD)
TREM-2 displays diverse functions in the immune, neurological, and skeletal systems. Until recently, the main focus of studying TREM-2 in the immune system was in the context of its role in attenuating innate immunity via myeloid cells. Here, we show that TREM-2 extends far past the innate immune system and has a crucial role in the adaptive immune system, especially in CD8+ central memory T cells (Tcm). We demonstrate that TREM-2 immunoglobulin (TREM-2Ig) fusion protein binds to T lymphocytes and mediates the generation and maintenance of CD8+ Tcm cells after an antigen-specific immune response. Upon challenge with antigen, memory T cells from TREM-2 knockout mice proliferate significantly less than those from wild-type control mice. In addition to having a memory cell proliferation defect, TREM-2 knockout mice are less effective in controlling EG7 tumor recurrence and outgrowth after tumor-specific immunization. We further dissect the role of TREM-2 in the immune system by using a high-throughput receptor array system to identify endogenous TREM-2 ligand(s). By screening our complementary DNA library that consists of human transmembrane proteins in both the immunoglobulin (Ig) and tumor necrosis factor (TNF) superfamilies, we identified human ILT-4/mouse PIR-B and human/mouse TIM-4 as putative counter-receptors for TREM-2. Consequently, TREM-2 may mediate activation of macrophages via TIM-4 because anti-TIM-4 monoclonal antibody abrogates TREM-2Ig induced reactive oxygen species (ROS) production in peritoneal macrophages after TER stimulation. Collectively, these studies reveal a new role of TREM-2 in CD8+Tcm cell generation and identify two potential counter-receptors for TREM-2. These works will further aid in the understanding of TREM-2 biology and assist in the development of new immunotherapies.
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A qualitative study of the influence of adult education concepts on best practice executive coaches
Goode, Teresa Mary Teachers College, Columbia University 2007 해외박사(DDOD)
This qualitative case study assessed the degree to which selected adult education concepts---critical reflection, experiential learning, and self-directed learning---influence, and are reflected in, the practice of executive coaches. The following assumptions informed this study: (1) the practice of executive coaching has been influenced by the selected adult concepts; (2) executive coaches who are knowledgeable about adult education theory find these concepts helpful to obtaining desired results; (3) coaching is significantly different than traditional helping relationships; (4) knowledge obtained from Best Practice executive coaches participating in the study will provide information that is transferable to other executive coaches; and (5) Best Practice executive coaches utilize the most sophisticated and effective coaching approaches. The study consisted of a purposeful sample of 20 Best Practice executive coaches who met the following criteria: (1) A minimum of 5 to 10 years of consulting or executive coaching experience in a range of environments from small businesses to large corporations; (2) A Bachelor's degree and Master Coach certification credentialed by the International Coaching Federation, or an advanced degree in business, psychology, organization development or education; and (3) Consulting or coaching experience with a range of clients including mid-level managers, vice-presidents, and senior executives. The primary data sources were: in-depth interviews, critical incident reports, and documentary analysis. The study findings revealed that all participants described in various ways their familiarity with one of more of the adult education concepts under study; however, they applied those concepts in their practice in significantly different ways. Furthermore, the findings revealed that the majority of the participants developed an understanding of the adult education concepts under study largely in informal ways. The principal recommendation resulting from this study is that professional organizations engaged in the development of executive coaches focus more deeply on adult education concepts in their training curriculums. An additional recommendation is that executive coaches developed a mindset of being continuous learners regarding their ongoing development as executive coaches.
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Risk management in the Arizona public universities
Goode, Henry F., Jr Arizona State University 2001 해외박사(DDOD)
In this study, the Arizona public universities (Arizona State University, Northern Arizona University, and University of Arizona) were examined for their respective risk management programs. Results of this research provided the Senior Vice Presidents, Provosts, General Counsel, Vice Presidents of Administration, and Vice Presidents of Student Services with a basis to compare their respective institution's accidental losses in the areas of liability, property, and workers' compensation. The data base for this research study comprised the five fiscal years (1996–2000) of risk management loss history maintained by the Arizona Department of Administration, Risk Management Section. The data base includes the liability, property, and workers' compensation programs for the three universities, which are presented in tabular and graphical representations in this study. The pattern of losses aggregated over the five-year period for each university are examined, with variations across years explained in terms of known changes in risk management policies. Variations in loss totals among the universities are compared, attributing differences to known factors in risk management policies at each institution. Findings revealed that the highest loss type is general liability in the liability program, personal property in the property program, and time lost in workers' compensation. For general liability, Arizona State University had the highest frequency standardized at 44% (416 claims) and the University of Arizona had the highest severity standardized at 57% ($7,353,452). For personal property, University of Arizona had both the highest frequency standardized at 45% (592 claims) and severity standardized at 59% ($1,569,213). For time loss, University of Arizona had both the highest frequency standardized at 50% (607 claims) and severity standardized at 55% ($7,342,012).
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Goode, Ellen Lee University of Washington 2000 해외박사(DDOD)
Hereditary prostate cancer is a heterogeneous complex disease with at least 5 putative susceptibility loci identified to date: <italic> HPC1</italic> (1q24-25), <italic>PCaP</italic> (1q42.2-43), <italic>HPCX</italic> (Xq27-28), <italic>CAPB</italic> (1p36), and <italic>HPC20</italic> (20q13). Confirmation of linkage in independent datasets is essential to understanding the significance of these findings. Two analyses of high-risk prostate cancer families with 3 or more affected men were conducted using LINKAGE, HOMOG, and GENEHUNTER. First, an analysis of 150 families (2,176 individuals) for linkage to <italic>HPC1</italic> was performed. This dataset includes 640 affected men with an average age at prostate cancer diagnosis of 66.8 years (range 39–94). Linkage to multiple 1q24-25 markers was strongly rejected for the sample as a whole. Assuming heterogeneity, however, the estimated proportion of families linked in the entire dataset was 2.6%, using multipoint analysis. Families were stratified by race, mean age at diagnosis, and number of affected men; no significant evidence for linkage was observed. These results indicate that the overall portion of hereditary prostate cancer families whose disease is due to inherited variation in <italic>HPC1</italic> may be less than 34 percent, as originally estimated. Second, clinical data from the medical records of 505 affected men was incorporated into analysis of multiple markers at <italic>HPC1</italic>, <italic>PCaP</italic>, <italic>HPCX</italic>, and <italic> CAPB</italic> in 149 families. Overall, maximum 2-point lods were: 0.43 (&thetas; = 0.24) at <italic>HPC1</italic> (D1S1660), 0.57 (&thetas; = 0.26) at <italic> PCaP</italic> (D1S2785), 0.16 (&thetas; = 0.34) at <italic>HPCX</italic> (DXS984), and 0.86 (&thetas; = 0.18) at <italic>CAPB</italic> (D1S407). Distributions of prostate cancer grade and stage and median age at diagnosis were used to stratify families, in addition to race and lod scores at other loci. Analysis of 16 white families with at least one high-grade case and with minimal evidence for linkage to other loci produced a peak NPL score at of 2.03 (p = 0.03) at <italic>HPC1</italic> (D1S2818). A maximum NPL of 1.83 (p = 0.04) was seen at <italic>CAPB</italic> (D1S407) for 37 white families with at least one high-grade cancer suggesting that <italic>CAPB</italic> may be involved with high-grade prostate cancer. Considering clinical data as well as evidence for linkage to other loci may prove useful in understanding multiple loci responsible for hereditary prostate cancer.
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