Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 187 for “"REVERSION"”.
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Mean reversion in macroeconomic and financial data
This dissertation focuses on the mean reversion in macroeconomic and financial data using nonparametric estimation method. The first essay studies the recent attempts to solve the second form of the Purchasing Power Parity (PPP) puzzle (usually expressed as a half-life of 3∼5 years), mostly by …
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Short-term return reversion on the JSE
This study explores the existence of mean reversion in returns on the Johannesburg Stock Exchange (JSE). Finding that most research on the JSE applies to the long term, this paper investigates mean reversion across relatively shorter periods. Thus investment horizons between 1 and 30 days are …
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MEAN REVERSION MODELING WITH APPLICATION IN ENERGY MARKETS
… energy prices is that they tend to exhibit mean-reversion behavior. This thesis proposes two new models on mean-reversion patterns of energy assets: Time-invariant Wavelet-Schwartz Model and Time-Varying State Space Model. The first model is capable of describing stationary time series with fixed …
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Mean reversion in asset prices and asset allocation in investment management
… investor. Evidence supporting the mean reversion alternative to the random walk hypothesis is presented, with a discussion of potential models, both linear and nonlinear. The normality and homoscedasticity assumptions are investigated and their use in asset models is validated. A study …
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Identifying Predictors of Reversion from Mild Cognitive Impairment to Normal Cognition
… few studies have examined predictors of reversion from MCI to normal cognition. This retrospective study incorporated data from the National Alzheimer's Coordinating Center Uniform Data Set to examine baseline predictors of MCI reversion. A total of 1,208 participants meeting MCI criteria …
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The reversion kinetics of pre-precipitates in an aluminum - copper alloy.
Massachusetts Institute of Technology. Dept. of Metallurgy and Materials Science. Thesis. 1972. Ph.D.
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BALIK-ISLAM IN THE PHILIPPINES: REVERSION, SYMBOLIC NEGOTIATION, AND BECOMING THE OTHER
… 1970s, and its religious narratives on Muslim reversion challenge and complicate what we already know generally about conversion to new religions, including the impact of the external “non-religious” factors associated with it. This dissertation shows how a discourse of “reversion” among …
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Highly efficient pricing of exotic derivatives under mean-reversion, jumps and stochastic volatility
… to, utilising jump-diffusion models with mean-reversion, stochastic volatility, and/or stochastic jump intensity. More pertinently, these inclusions allow the resulting asset price process to capture the various empirical features, such as heavy tails and asymmetry, commonly observed in …
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Emergence of Adefovir-resistant Mutants after Reversion to YMDD Wild-type in Lamivudine-resistant Patients
… study was undertaken to evaluate the effect of reversion to YMDD wild-type on emergence of adefovir (ADV)-resistant mutation and antiviral activity of ADV in lamivudine (LAM)- resistant patients during ADV monotherapy. We determined YMDD mutations and ADV-resistant mutations before and every 3 …
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Chemical reversion of sex expression in dioecious cucumber (Cucumis sativus L.) with ethephon and a benzothiadiazole
Thesis (M.S.)--Michigan State University. Dept. of Horticulture, 1972
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The mutation spectra of frameshift reversion ofhis4-38 in REV1 andrev1-1 strains of Saccharomyces cerevisiae
… total sequence alterations responsible for the reversion of his4-38 were $-$1 deletions, but +2 insertions, $-$4 deletions, $-$7 deletions and complex mutations were also observed. Ninety-five percent of the sequence alterations observed in the reversion of his4-38 were consistent with current …
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A comparison of the morphology, fermentation, and serology of eleven Mycoplasma and two Corynebacterium SP. reversion products
Thesis (M.S.)--Michigan State University of Agriculture and Applied Science, 1959. Dept. of Microbiology and Public Health
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A Cloning-Free Recyclable System for CRISPR-Cas9 Mediated Mutant and Reversion Construction in Candida albicans Clinical Isolates
… event, followed by similarly efficient gene reversion. Short CRISPR RNAs (crRNAs) are combined with universal transactivating CRISPR RNA (tracrRNA) to form single guide RNA (sgRNA) that direct Cas9 to the target gene as part of the ribonucleoprotein (RNP) complex. To supplement the …
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Characterisation of T cell specificity, functional, activation and memory profiles associated with QuantiFERON TB Gold conversion and reversion
… conversion (acquisition of M.tb infection) and reversion (potential M.tb clearance). Our first aim was to characterise the homing, cytotoxic and functional capacity of M.tbspecific memory CD4+ T cells during recent and remote M.tb infection, with a special focus on stem cell memory T (TSCM) …
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A unified approach to testing for mean reversion of exchange rates and prices: The OECD and Latin American cases
… It develops a unified approach to test for mean reversion of exchange rates and prices, bringing together the disequilibrium view and the long-run real exchange rate literatures in such a way that not only exchange rates and relative prices are considered, but also the role played by real factors …
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Sweet potato viruses in Uganda: identification of a new virus, a mild strain of an old virus and reversion
… uneven distribution in infected plants and reversion to healthy occurred, especially in cv New Kawogo. SPLCUV was observed not to be synergised by Sweet potato chlorotic stunt virus (SPCSV), apparently making it the first report of a sweet potato virus not synergised by SPCSV. Besides …
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Effect of Harvest Time on the Incidence of Red Drupelet Reversion and Development of Tetraploid Linkage Maps in Blackberry
… One issue is the prevalence of red drupelet reversion (RDR), a physiological disorder where the drupelets of a fully black berry begin to turn red after harvest. A two-year study was done at the UA System to discover if harvesting at different times of day and/or harvesting genotypes with …
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Testing for the Johannesburg stock exchange as an efficient market : contrarian investment strategies and mean reversion on the JSE
The objective of the discussions and tests presented in this dissertation is to test the JSE as an efficient market. The statistical tests will be undertaken with the aim of observing trends in returns to investments on the JSE, whilst investment strategies that are based on assumptions contrary to …
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Effects of mean-reversion on the valuation of undeveloped oil reserves and the results of the optimal investment rules
Thesis (B.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1993.
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High-strength transformation-induced plasticity steels with reverted interlath austenite
The interlath austenite formed by reversion process increases the ductility of the martensitic steels. However, the reversion process requires high annealing temperatures and long annealing times, which lead to high energy cost and unwanted softening. In this thesis, two methods are applied to …
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