http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/192 2026-03-12T04:01:21Z http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/67958 標題: 高維度平均-變異數最佳化之共變異數矩陣估計:以台灣資料為例; Variance-Covariance Matrix Estimation for High Dimensional Mean-Variance Optimization: Evidence from Taiwan 作者: Han Chiu; 裘涵 摘要: 在平均-變異數投資組合最佳化的問題中，我們時常需要估計共變異數矩陣的反矩陣以計算投資組合的最適權重。當資產數量大且樣本數小的同時，共變異數矩陣在計算反矩陣上較為困難且複雜。常用來估計高維度共變異數矩陣的方法是在樣本共變異數上利用稀疏性假設，使高維度矩陣轉換為一個可逆矩陣。本研究提出一個統計框架，透過修正的Cholesky 分解法將高維度共變異數矩陣估計，轉換為迴歸係數估計之問題，並使用正交貪婪演算法(OGA)處理高維度迴歸模型之選擇。在模擬研究中，比較估計量與母體共變異數矩陣間的差異。此外，實證研究顯示在合理的參數假設下，OGA 估計結果優於Adaptive thresholding和linear shrinkage之方法。; The classical mean-variance portfolio optimization requires the estimation of an inverse covariance matrix. This is a challenging task given the large number of assets in the market and at the same time limited available historical data. Commonly used methods for estimating large covariance matrix exploit sparsity in the sample covariance matrix. In this study, I propose a statistical framework to estimate high-dimensional variance-covariance matrices under small sample size via the modified Cholesky decomposition with orthogonal greedy algorithm (OGA). This study transforms the covariance matrix estimation into a regression coefficient estimation problem, where the OGA is a fast stepwise regression method for the high-dimensional model selection and coefficient estimation. Therefore, I perform simulation studies to measure the difference between the estimators and the population covariance matrix. Moreover, empirical results show OGA estimators have better performance than adaptive thresholding and linear shrinkage approaches under reasonable parameter assumptions. 2017-01-01T00:00:00Z http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/91749 標題: 高等教育中永續科學教學研究：個案分析國立臺灣大學生物多樣性國際碩士學位學程; Disentangling National Taiwan University’s Master Program in Biodiversity: Evaluating intentions and actions of sustainability science in higher education 作者: 郭普清; Camille Kuo 摘要: none; This realm of education for biodiversity exists in a difficult space. On one hand it seeks to use the mechanisms of science, in all of its empirical approaches and objective, causal, truth-finding intentions. And on the other hand, biodiversity science attempts to remedy the problem which is the unsustainable practices of contemporary human organization. Thus, National Taiwan University’s Masters Program in Biodiversity (MPB) faces the same “wicked problem” that all other institutions in the realm of sustainability science face; a paradoxical desire to apply scientific knowledge to solve human systems. MPB is an interdisciplinary program conducted within NTU’s International College. The aim of MPB is to train professionals in the environmental sciences whose interdisciplinary approach will allow them to bridge frameworks and disciplines in order to create, collaborate, and innovate novel solutions to the crises of biodiversity loss and climate change in general. But in the context of wicked problems, MPB must be thinking, teaching, and practicing critical reflexive thinking that goes beyond the assumptions of the systems it resides in. The guiding question of this project is simple: how is does good biodiversity science taught and learned in MPB? Following from that, this project asks how is biodiversity science defined within and across MPB, and how do the pedagogical practices and outcomes reflect or contend with these goals? What are the frameworks for delivering knowledge that will enable students to think interdisciplinarily, and what roles do different actors have within these frameworks? What do MPB students consider to be fruitful sites of learning, and to what extent are they a result of intentional design aspects of MPB?. Through interviews, primary sources, and first-hand experience as a student within the program, this research uses a reflexive thematic analysis to explore the following key themes interpreted from the data; science as knowing, not making; good science requires deep knowledge; systems change requires translation; learning towards transformation happens outside of lectures; once students graduate, then what?. By exploring the intentions, actions, and pedagogies of the program, this thesis hopes to add to the global efforts in greater sustainable transformation in the face of one of the greatest existential questions facing humanity now. 2024-01-01T00:00:00Z http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/73537 標題: 體育班籃球優秀運動員養成歷程之研究; Study on Developmental Process of Basketball Elite Athletes from Athletic Classes 作者: Yu Huang; 黃鈺 摘要: 我國為目前少數存有體育班教育體制之國家。歷年來，體育班學生之素質良莠不齊，體育班運動員之平均水準提升有賴於各界相關人士及運動員自身反思並尋求進步。是故，本研究欲向優秀運動員之養成歷程探求其成功因素，提供改善之參考依據。研究目的：旨在深入探討臺灣體育班教育環境下，學生運動員自國小至大學期間之養成歷程為何，並剖析於此歷程中推動學生最終成為一名優秀學生運動員之成功因素。研究方法：依據體育才能發展模式(Richard, B. David M., 2006)為理論基礎，並將理論中之個人特質以及環境特質兩大主題進一步分為四個研究子題—「運動員自我管理」、「運動員心理素質」、「運動員外在資源」以及「運動員社會支持」以深入了解各子題中之細部因素如何影響體育班之運動員養成歷程。研究對象為某學年度國中以及高中籃球聯賽男子組之最有價值球員，並參酌兩位球員之重要他人作為本研究之輔助觀點。為提升本研究研究內容之信實度，研究者以厚實描述呈現訪談內容、進行受試者查核以及個案分析會議，並於研究過程中建立省思備忘錄。研究發現：體育班籃球優秀運動員具備良好的自我管理能力與高度地抗壓性、彈性、理解力或自信心等多種正向心理素質。外在影響因素中，環境設備以運動場館之安全性為主要考量，並且社會支持對個人發展影響甚為重要，主要來自於家庭、學校及隊伍等社會支持系統之相互合作關係。; Athletic class system is an unique approach of athlete education and training that almost exists nowhere-else except for Taiwan. During the history of this training system, student athletes’ development varied from one to another. Hence, it is crucial to understand the key factors making athletes become elites in the developmental process. Purpose: The purpose of this study was to find out the key factors in the developmental process that make a student become an elite athlete. Method: Based on the “model of talent development in physical education” (Richard, B. David M., 2006), the study further discussed “self-management”, “mental skill”, “facility fund”, and “social support” of “personal characteristic” and “environmental characteristic” in this model. Two subjects were randomly selected from most valuable players (MVPs) of (Junior) High School Basketball League finals. There are also key persons’ viewpoints to support the reliability of the result. For study trustworthiness, the content was conducted through thick description, case analysis meeting and reflection memorandum. Result: The two elite basketball athletes from athletic classes both showed excellent self-management and overcame obstacles with good mental skills. They considered facility and fund less important than their team. Most importantly, both of them were greatly influenced by their families and coaches, especially when the social support system was well-connected. 2020-01-01T00:00:00Z http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/58028 標題: 體操介入對 ADHD 兒童作業轉換與動作能力之效益; Effects of Gymnastics Programs on Task Switching and Motor Skills in Children with Attention- Deficit/Hyperactivity Disorder 作者: Yu-Hsuan Tsai; 蔡雨璇 摘要: 本次研究旨在檢視體操運動介入，對於 ADHD 兒童作業轉換、動作能力及 體適能之效益。實驗參與者共募得體操組 (18 位) 及休閒組 (8 位)，在介入前後 進行作業轉換測驗、動作能力檢測、體適能測驗，體操組進行 12 週體操訓練介 入，休閒組則無介入。結果顯示體操組有顯著進步的整體動作能力和整體效應作 業轉換正確率。本研究發現 12 週體操介入對於 ADHD 兒童認知功能可能具有潛 在的效益，然而大部分項目仍未達顯著水準，因此未來仍需更多研究提供證據。 本次研究強調了體操之特色，並且提供有別以往之研究方向，亦支持了長期運動 促進 ADHD 兒童與作業轉換表現有關之認知功能。; The main purpose of this study was to examine the effects of gymnastic programs on task-switching, motor skills, and fitness in children with Attention- Deficit/Hyperactivity disorder (ADHD). Participants were recruited for a Gymnastics group (n=18) and a control group (n=8). All participants performed task-switching, a motor skill test, and a fitness test before and after the intervention. The Gymnastics group attended a gymnastic program for 12 weeks while the control group did not receive any intervention. The results showed that the Gymnastics group demonstrated significant improvements in MABC total score and task-switching accuracy, indicating that a 12-week gymnastic program intervention potentially benefits cognitive functions in children with ADHD. However, most items indicated that there was no significant difference between groups and further research was required. This study emphasizes the aspects of gymnastics, and provides a new focus for future research. These findings extend current knowledge on cognitive function and ADHD by illustrating how long- term exercise interventions can improve cognitive function related to the task-switching in children with ADHD. 2020-01-01T00:00:00Z