ETD at Indian Institute of Science
Repository of Theses and Dissertations of Indian Institute of Science, Bangalore, India. The repository has been developed to capture, disseminate and preserve research theses of Indian Institute of Science.
Modeling And Evaluation Of Operational Performance Of An Aeroengine - Samuel, Mathews P
This thesis explores methodologies of modeling and evaluating the operational performance of a typical aeroengine having field experience over two decades. Upon failure, the engine is repaired and restored to flight worthy condition and hence comes under the purview of repairable systems. Operational performance of the engine is being measured in terms of five functions of time, namely, M(t), which is the expected number of system failures in the time interval [0,t]; system failure rate m(t), which is an unconditional quantity and is simply the derivative of M(t); ρ(t), the conditional failure intensity given the history of a system Ht,...
Studies On Some Aspects Of Liquidity Of Stocks : Limit Order Executions In The Indian Stock Market - Chatterjee, Devlina
We study some aspects of liquidity of stocks traded through the National Stock Exchange (NSE) of India.
Initially we examine the multi-dimensional nature of liquidity by conducting day-wise factor analysis of eleven liquidity proxies across a cross-section of stocks, using data from two periods reflecting different market conditions. Five factors emerge consistently, interpretable as depth, spread, volume, price elasticity and relative activity.
Subsequently, we study execution of limit orders in the NSE from three angles.
First we consider order execution probability, using 106 stock-specific logistic models. Important predictors of order execution probability are price premium followed by volatility, relative activity, bid ask...
Social Capital And Its Impact On New Venture Performance - Sharada, B
Entrepreneurship is the process of transforming an idea into a tangible product or service that can be traded. High-growth entrepreneurial firms contribute a disproportionate share of all new jobs created by new firms. Past research has shown that a significant percentage of the population in a society is employed in entrepreneurial firms and small businesses. Entrepreneurship drives economic growth by stimulating innovation, by commercializing new technologies, by intensifying competition and by generating employment. Typically seven out of ten new employer firms last at least two years, and about half survive five years. One critical area of study is investigating the...