Social and Behavioral Sciences Commons^™

An Examination Of The Effectiveness Of The Louisiana Gear Up Program In Promoting Self-Efficacy, Improving Academic Achievement And Increasing Teachers' Aspirations For Their Students, Candi Hill

Doctoral Dissertations

Students are likely to avoid academic pursuits if they lack academic self-efficacy (Bandura, 2000). Furthermore, past poor academic performance contributes to the development of low academic self-efficacy. Students who participate in extracurricular activities, like LA GEAR UP, demonstrate better academic achievement and less risk-taking behaviors than non-participating students (Barber, Stone, & Hunt, 2003). Research supports the notion that LA GEAR UP is an effective way to improve students' academic performance and to reduce the number of disciplinary referrals students receive (Beer, 2009). Additionally, within the academic literature research has demonstrated that teachers' attributions about students are based upon their perceptions …

Stochastic Modeling Of Retail Mortgage Loans Based On Past Due, Prepaid, And Default States, Chang Liu

Doctoral Dissertations

Stochastic models were developed that provide important measures related to retail mortgages and credit cards for the management of a bank. Based on Markov theory, two models were developed that predict mortgage portfolio size and expected duration of stay in each of the states, which are defined according to the criteria of Basel Accord II and the Federal Reserve Bank. Also, to facilitate comparisons among different types of credit products and different time periods, a model was developed to generate a health index for a retail mortgage. This model could be easily extended, using multivariate regression or multivariate time series …

Modeling And Simulation Of Value -At -Risk In The Financial Market Area, Xiangyin Zheng

Doctoral Dissertations

Value-at-Risk (VaR) is a statistical approach to measure market risk. It is widely used by banks, securities firms, commodity and energy merchants, and other trading organizations. The main focus of this research is measuring and analyzing market risk by modeling and simulation of Value-at-Risk for portfolios in the financial market area. The objectives are (1) predicting possible future loss for a financial portfolio from VaR measurement, and (2) identifying how the distributions of the risk factors affect the distribution of the portfolio. Results from (1) and (2) provide valuable information for portfolio optimization and risk management.

The model systems chosen …