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Auteur : Grafiati
Publié le 10 mars 2023

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1

Ruggiu, Annapaola Zaccaria. « Il mosaico con Achille a Hierapolis di frigia. Modelli di legittimazione nella casa privata tardo-antica ». Revue archéologique 70, no 2 (2020) : 387. http://dx.doi.org/10.3917/arch.202.0387.

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OREN, Fatih. « The Analysis of Exchange Rate Volatility and Relation Between USD Reserve of Central Bank vin Turkey ». Journal of Banking and Financial Research 9, no 2 (18 juillet 2022) : 87–97. http://dx.doi.org/10.55026/jobaf.1120140.

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Bu çalışmada, Türkiye’de döviz piyasalarında gözlemlenen aşırı oynaklık Dolar / TL döviz kuru üzerinden analiz edilerek en uygun oynaklık modeli belirlenmeye çalışılmıştır. Ardından tahmin edilen en başarılı model sonucunda elde edilen varyans serisi ile Türkiye Cumhuriyet Merkez Bankası döviz rezerv miktarı arasında anlamlı bir ilişkinin olup olmadığı araştırılmıştır. Ocak 2017 – Ocak 2022 tarihleri arası dönemde Türkiye’de nominal döviz kurunda gerçekleşen oynaklık ARCH-GARCH ve EGARCH modelleri kullanılarak tahmin edilmiştir. Tahmin modellerinden ARCH ve GARCH(1,1) model çıktıları karşılaştırıldığında, her iki varyans modelinin p değerinin %5 anlam düzeyinde anlamlı olduğu görülmekle birlikte, ortalama denklemlerine bakıldığında ise ARCH modelinin %5 düzeyinde anlamlı olmadığı saptanmıştır. Buna ek olarak GARCH(1,1) modeli α ve β değerleri toplamı bakımından 1’den büyük olduğu ve geçerlilik koşulunu sağlamadığı görülmektedir. EGARCH(1,1)’in sonuçlarına göre ise hem ortalama hem de varyans denklemlerinin %5 düzeyinde anlamlı olduğu görülmektedir. Kaldıraç etkisini temsil eden değişkenler de anlamlı bulunmuş, ama bunların katsayı işaretleri incelendiğinde kaldıraç etkisinin geçerli olmadığına hükmedilmiştir. Analizlerin ikinci aşamasında döviz kurundaki gözlenen oynaklık ile TCMB döviz rezervi arasındaki ilişki analiz edilmiştir. Tahmin sonuçları Türkiye’de döviz kuru oynaklığı ile TCMB döviz rezervi arasında herhangi anlamlı bir ilişki olmadığını göstermektedir.
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BEKAR, Engin. « BIST100 endeksi getiri volatilite modellemesinde standart ve kartiller arası değişim genişliğinin önemi : Koşullu otoregresif değişim genişliği (KODG) modelleri ». Business & ; Management Studies : An International Journal 10, no 2 (25 juin 2022) : 462–82. http://dx.doi.org/10.15295/bmij.v10i2.2027.

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Finansal yatırım kararı alınırken ve risk yönetimi kapsamında politikalar belirlenirken göz önünde bulundurulması gereken en önemli kavram “risk” kavramıdır. Gelecekte karşılaşılabilecek farklı risk düzeylerinin uygun yöntemle öngörülmesi, bu risklere karşı hazırlıklı olunması ve doğru kararlar alınması açısından büyük öneme sahiptir. Doğru öngörülerde bulunabilmek ise ancak, istatistiksel performansı en yüksek modellerin belirlenmesiyle münkündür. Çalışmada, 3 Ocak 2011 – 24 Temmuz 2020 dönemi BIST100 endeksi haftalık verilerine dayalı olarak endeks getiri volatilitesi tahminlerini elde etmek ve istatistiksel performansı en yüksek modeli belirlemek amacıyla simetrik ve asimetrik modeller arasından seçilen getiri bazlı “ARCH (1) Modeli” ve değişim genişliği bazlı “Koşullu Otoregresif Değişim Genişliği Modelleri (KODGM)” tahmin edilmiştir. Yapılan değerlendirmeler sonucunda, BIST100 getiri volatilitesi tahmininde kullanılabilecek en uygun modelin, hataların Weibull dağılımı izlediği, kaldıraç etkisinin dikkate alındığı ve aşırı değerlere karşı dirençli olan “Kartiller Arası Değişim Genişliği” ölçüsüne dayalı olarak tahmin edilen “WKODGX (1,1) Modeli” olduğu tespit edilmiştir. Tüm bulgular birlikte değerlendirildiğinde, değişim genişliği bazlı modellerin, BIST100 endeks getirisi volatilite modellemesinde istatistiksel performansı belirgin bir biçimde iyileştirdiği sonucuna varılmıştır.
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AY, Gülşah, et Musa GÜN. « BORSA İSTANBUL PAY PİYASASINDA VOLATİLİTE MODELLEMESİ : BIST BANKA ENDEKSİ ÜZERİNE BİR UYGULAMA ». Business & ; Management Studies : An International Journal 8, no 5 (25 décembre 2020) : 3795–814. http://dx.doi.org/10.15295/bmij.v8i5.1547.

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Bu çalışmada, 4 Ocak 2010 ile 31 Aralık 2019 dönemi arasında yer alan BIST Banka endeksine ait günlük kapanış verilerden hareketle endeksin volatilite modellemesi tahmin edilmiştir. Bu bağlamda, öncelikle fiyat serisinin Augmented Dickey-Fuller birim kök testi yardımıyla durağanlığı araştırılmış ve birinci dereceden durağan bir seri olduğu tespit edilmiştir. Daha sonra otoregresif modeller denendikten sonra en iyi ortalama denklem modelinin ARMA (2,2) olduğu saptanmıştır. Bunun yanında ortalama denkleme ait hata terimlerinde ARCH etkisi olduğu gözlemlenmiş ve buradan hareketle BIST Banka endeks serisinin hangi koşullu varyans modeli ya da modelleri ile açıklanabileceği test edilmiştir. Elde edilen test sonuçlarına göre BIST Banka serisinin volatilite modellemesini tahmin etmede en iyi sonuçlar veren modelin bilgi kriterlerine göre kıyaslandığında TGARCH (0,1,1); öngörü performansına göre kıyaslandığında ise EGARCH (1,1,1) modeli olduğu tespit edilmiştir.
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RODLAUER-WENKO, HANNELORE. « Die Paralleltagebücher Kafka — Brod und das Modell Flaubert ». arcadia - International Journal for Literary Studies 20, no 1-3 (janvier 1985) : 47–60. http://dx.doi.org/10.1515/arca.1985.20.1-3.47.

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Schmitz-Emans, Monika. « Metamorphose und Metempsychose. Zwei konkurrierende Modelle von Verwandlung im Spiegel der Gegenwartsliteratur ». arcadia - International Journal for Literary Studies 40, no 2 (janvier 2006) : 390–413. http://dx.doi.org/10.1515/arca.2006.40.2.390.

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Szymański, Marek, et Grzegorz Wojtalik. « Wyniki sportowe a dochodowość akcji spółek-sponsorów na przykładzie piłki siatkowej ». Finanse i Prawo Finansowe 1, no 29 (31 mars 2021) : 109–27. http://dx.doi.org/10.18778/2391-6478.1.29.07.

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Przedmiot badań: Przedmiotem badań jest wpływ wyników sportowych, a konkretnie wyników drużyn siatkarskich mężczyzn, na dochodowość akcji (stopy zwrotu) spółek sponsorujących drużyny. Do tej pory badania dotyczące wpływu wyników sportowych na stopy zwrotu koncentrowały się jedynie na piłce nożnej. Cel badawczy: Celem pacy jest zbadanie zależności między wynikami sportowymi drużyn siatkarskich w Polsce a stopami zwrotu sponsora tytularnego, którego akcje notowane są na Giełdzie Papierów Wartościowych w Warszawie. Do badania wybrano 4 najbardziej utytułowane drużyny siatkarskiej PlusLigi w XXI wieku. Metodyka: W artykule opisano rezultaty badań uzyskane dzięki zastosowaniu modeli klasy ARCH i GARCH. Wyniki: Na podstawie estymacji modeli uzyskano dwie grupy wyników. Dla dwóch spółek – JSW i ASSECO – wyniki sportowe drużyn siatkarskich i prognozy bukmacherskie dotyczące ich meczów miały istotny statystycznie wpływ na notowania tych spółek. Dla dwóch spółek – PGE oraz Azoty – nie wykazano takiego związku. Ponadto na każdą ze spółek istotny statystycznie wpływ wywierał indeks WIG oraz notowania danej spółki z poprzedniego dnia. Z kolei na notowania żadnej ze spółek nie wpływał dzień rozegrania meczu.
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Szymański, Marek, et Grzegorz Wojtalik. « Impact of Political Elections on Share Prices on the Warsaw Stock Exchange ». Ekonomista, no 3 (7 septembre 2022) : 290–306. http://dx.doi.org/10.52335/ekon/153435.

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Celem artykułu jest zbadanie, czy wyniki wyborów politycznych w Polsce (prezydenckich, parlamentarnych i samorządowych) mają wpływ na notowania akcji na Giełdzie Papierów Wartościowych w Warszawie (GPW) oraz kurs polskiej złotówki do dolara amerykańskiego. W artykule opisano wyniki analizy uzyskane dzięki zastosowaniu modeli klasy ARCH i GARCH. Wpływ wyborów prezydenckich okazał się istotny statystycznie na poziomie 0,05, zaznaczał się w okresie 5 dni po wyborach i miał charakter ujemny. Wybory parlamentarne i samorządowe nie wywierały istotnego statystycznie wpływu na badane indeksy. Na kurs walutowy istotny statystycznie (na poziomie 0,05) wpływ miały wybory samorządowe. Wpływ na kurs USD/PLN był ujemny, tzn. wybory wpływały na umocnienie się złotówki w stosunku do dolara.
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Kareem, Fadil Abdullah, Aras Maruf Rauf, Arass Jalal Noori et Trefa M. Ali Mahmood. « Prediction of the Dental Arch Perimeter in a Kurdish Sample in Sulaimani City Based on Other Linear Dental Arch Measurements as a Malocclusion Preventive Measure ». Computational and Mathematical Methods in Medicine 2020 (21 décembre 2020) : 1–6. http://dx.doi.org/10.1155/2020/8869996.

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The current study aimed to find a prediction equation to estimate the arch perimeter (AP) depending on various arch dimensions including intercanine width (ICW), intermolar width (IMW), interpremolar width (IPMW), and arch length (AL) in a sample of the Kurdish population in Sulaimani City. The study sample was 100 pairs of preorthodontic dental casts. Calculations of dental arch dimensions and perimeter were performed by a digital vernier. Statistical analysis was performed via using the SPSS version 25 software. The developed prediction equation for the upper arch was Y = + 1.3 × arch length + 1 × intermolar width , whereas the equation for the lower arch was Y = + 0.9 × intermolar width + 0.92 × intercanine width . Paired t -test revealed no statistical difference between predicted and real arch perimeters. Two separate prediction equations for upper and lower arches were developed based on the arch length (AL) and intermolar width (IMW) for the maxillary arch, intermolar (IMW), and inter canine widths (ICW) for the lower arch. The developed equations could have further beneficial impacts on orthodontic diagnosis and treatment planning.
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SCHMITZ-EMANS, MONIKA. « Lesen und Schreiben nach Babel. Über das Modell der labyrinthischen Bibliothek bei Jorges Luis Borges und Umberto Eco ». arcadia - International Journal for Literary Studies 27, no 1-2 (janvier 1992) : 106–24. http://dx.doi.org/10.1515/arca.1992.27.1-2.106.

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Boszorád, Martin. « Populárna kultúra v znamení Prometea (vstupné poznámky a vyhliadky) ». Literatura i Kultura Popularna 26 (14 septembre 2021) : 31–39. http://dx.doi.org/10.19195/0867-7441.26.3.

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Methodologically connecting the experience and interpretation-based aesthetic approach to popular culture (Juraj Malíček) and pragmatist aesthetics (Richard Shusterman) on one hand and the views of what is called arch-textual thematology (Mariana Čechová) on the other, the paper seeks to observe the ties between an arch-text, in this particular case the Promethean myth, and “pop.-texts”, i.e. such pop cultural works of art (films, TV series, literary texts, comics etc.), within the framework of which the Promethean myth appears in one way or another and which can be labelled with the agnomen “pop”. The consideration is core-like based on the exceedingly saturated and complex work of the German comparatist Gűnter Peters entitled Prometheus: Modelle eines Mythos in der europäischen Literatur (2016) in which the author thematises models of the Promethean myth in the context of European verbal art. Various models or appearances of a reanimation of the Promethean myth in various (pop cultural) works of art become in the paper referentially an object of interest — from Kafkaʼs parable about Prometheus through “Promethean” episodes of TV series like The X-Files (1997), Bones (2013), a Supernatural (2013) and films like Prometheus (2012) to the Promethean and iconic novel by Mary Shelley Frankenstein (1818) and its adaptations. The basic leitmotif of the paper is in a sense the problem of the iconisation of suffering as a principal thematic segment of the Promethean myth.
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JADITZ, TED, DAVID JOHNSON et ROBERT McCLELLAND. « ANOTHER LOOK AT EVIDENCE ON THE DISTRIBUTION OF CERTAIN SPECULATIVE PRICES ». International Journal of Bifurcation and Chaos 03, no 03 (juin 1993) : 597–606. http://dx.doi.org/10.1142/s0218127493000490.

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Benoit Mandelbrot suggests that prices of certain commodities follow stable Paretian distribution laws. Our results indicate that ARCH-type models fit some Mandelbrot time series fairly well. In other cases, tests for nonlinear dependence and chaos reject the ARCH specification. However, the patterns of dependence exhibited by these data are generally not consistent with the hypothesis that they are generated by a chaotic dynamic process.
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ZHANG, SHENG. « AN ASYMPTOTIC ANALYSIS ON THE FORM OF NAGHDI TYPE ARCH MODEL ». Mathematical Models and Methods in Applied Sciences 18, no 03 (mars 2008) : 417–42. http://dx.doi.org/10.1142/s0218202508002747.

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We consider a one-dimensional model of generally curved elastic arches whose cross-sections are rectangular. The model is of Naghdi's type which is a generalization of the Timoshenko beam model, which allows bending, membrane and transverse shearing deformations. Its form is basically determined in the literature, except for the value of a shear correction factor. With this factor being set to 1, we prove that the modelling error in the interior relative energy norm is proportional to the arch thickness. This result holds for the full range of arch shapes and very general loads. Lower modelling accuracy is proven to hold up to the arch ends. Any shear correction factor other than 1 makes the model diverge from the elasticity theory when a significant shear is involved in the deformation.
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Koppl, Roger, et Carlo Nardone. « The angular distribution of asset returns in delay space ». Discrete Dynamics in Nature and Society 6, no 2 (2001) : 101–20. http://dx.doi.org/10.1155/s1026022601000115.

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Plotting asset returns against themselves with a one-period lag reveals the “compass rose” pattern of Crack and Ledoit (1996). They describe the pattern, caused by discreteness, as “subjective”. We develop a new and original set of “objective” statistical procedures to quantify the compass rose and detect changes in it. empirical and bootstrapped “theta histograms” permits hypothesis testing. Simulations suggest that intertemporal statistical dependence skews the compass rose in ways that mimic ARCH phenomena. Using our techniques on “credit ruble” data, we test the hypothesis that “Big Players” influence the degree of this “X-skewing” and, therefore, apparent ARCH behavior.
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Greenspan, D., et V. Casulli. « Particle modelling of an elastic arch ». Applied Mathematical Modelling 9, no 3 (juin 1985) : 215–19. http://dx.doi.org/10.1016/0307-904x(85)90010-1.

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Ziegel, Eric R., et Christian Gourieroux. « ARCH Models and Financial Applications ». Technometrics 41, no 4 (novembre 1999) : 382. http://dx.doi.org/10.2307/1271379.

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Hwang, S. Y., et Tae Yoon Kim. « Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure ». Stochastic Processes and their Applications 110, no 2 (avril 2004) : 295–314. http://dx.doi.org/10.1016/j.spa.2003.11.001.

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Golovko, V. V., et L. A. Taraborkin. « Modelling of chemical composition of weld pool metal in arc methods of welding ». Paton Welding Journal 2016, no 1 (28 janvier 2016) : 12–16. http://dx.doi.org/10.15407/tpwj2016.01.02.

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Liu, Hao, Zuoquan Zhang et Qin Zhao. « The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms ». Discrete Dynamics in Nature and Society 2009 (2009) : 1–9. http://dx.doi.org/10.1155/2009/743685.

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The proposed ARCH and its extension model have brought a powerful tool for the study of stock market volatility as well as verify that a “high risk brings high-yield” and the “leverage effect” of stock market. This paper gives modeling analysis by using the ARCH group models; in the last ten years Shanghai's index returns, concluded that there are significant “high-yield associated with high-risk” phenomenon and the “leverage effect” in the domestic securities market. The previous studies in fitting return series of ARMA models, mostly with low accuracy have a very subjective “observation autocorrelation and partial autocorrelation function method,” and even directly use “random walk” model. That will inevitably have some impact on the accuracy of the model. While this paper adopts the Pandit-Wu formulaic modeling method, the ARMA model is built on a strong theoretical foundation.
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Furno, Marilena. « ARCH tests and quantile regressions ». Journal of Statistical Computation and Simulation 74, no 4 (avril 2004) : 277–92. http://dx.doi.org/10.1080/0094965031000151178.

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Alwis, W. A. M. « Optimal design of arch-networks ». Computers & ; Structures 21, no 4 (janvier 1985) : 751–57. http://dx.doi.org/10.1016/0045-7949(85)90151-8.

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Lak, Fazlollah. « Bayesian Unit Root Testing in Unobserved-ARCH Models ». Communications in Statistics - Simulation and Computation 40, no 2 (7 janvier 2011) : 208–15. http://dx.doi.org/10.1080/03610918.2010.533228.

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Iqbal, Farhat. « A Weighted Linear Estimator of Multivariate ARCH Parameters ». Communications in Statistics - Simulation and Computation 40, no 4 (10 mars 2011) : 544–60. http://dx.doi.org/10.1080/03610918.2010.546544.

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Jiang, Jiancheng, Quanshui Zhao et Yer Van Hui. « Robust modelling of ARCH models ». Journal of Forecasting 20, no 2 (2001) : 111–33. http://dx.doi.org/10.1002/1099-131x(200103)20:2<111 ::aid-for786>3.0.co;2-n.

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Orsini, Enrico, et Ettore Antonsecchi. « ARCA Registry. Nuove evidenze nella gestione delle sindromi coronariche croniche ». Cardiologia Ambulatoriale 30, no 3 (9 décembre 2022) : 137–45. http://dx.doi.org/10.17473/1971-6818-2022-3-1.

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Il trattamento delle sindromi coronariche croniche (SCC) è ancora oggi influenzato dai risultati di vecchi trials di confronto fra bypass aortocoronarico e terapia medica, condotti negli anni ’70 e da studi osservazionali. Da questi studi era emersa la superiorità della rivascolarizzazione chirurgica o percutanea sulla mortalità, rispetto alla gestione conservativa, nei pazienti ad alto rischio anatomico o ischemico. Parallelamente alle nuove acquisizioni patogenetiche, che hanno accertato la natura multifattoriale delle SCC e contemporaneamente allo sviluppo dei moderni farmaci in grado di incidere positivamente sull’outcome delle malattie cardiovascolari, una serie di studi controllati ha confrontato in tempi più recenti la terapia medica ottimale (OMT) con la rivascolarizzazione, accertando l’assenza di benefici incrementali delle strategie invasive, rispetto alle strategie conservative, nei pazienti con SCC. Il trasferimento di queste nuove evidenze dalla teoria alla pratica è tuttavia lento ed insufficiente e la quasi totalità dei pazienti con SCC è ancora oggi trattato invasivamente, in deroga ai principi di appropriatezza e di rispetto delle raccomandazioni delle linee guida. ARCA Registry, uno studio osservazionale, prospettico, progettato e condotto dalla Società Scientifica A.R.C.A., ha accertato l’efficacia e la sicurezza di un modello di gestione dell’angina stabile, raccomandato dalle linee guida e consistente nella OMT quale trattamento inziale in tutti i pazienti ed il ricorso selettivo ed individualizzato alla coronarografia e alla rivascolarizzazione solo nei pazienti non responsivi o ad alto rischio. I risultati di ARCA Registry dovrebbero facilitare il trasferimento alla pratica clinica delle nuove evidenze, migliorando l’appropriatezza gestionale delle SCC.
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Kharlamov, M. Yu, I. V. Krivtsun, V. N. Korzhik, V. I. Tkachuk, V. E. Shevchenko, V. K. Yulyugin, Wu Boyi, A. I. Sitko et V. E. Yarosh. « Modelling the characteristics of constricted-arc plasma in straight and reverse polarity air-plasma cutting ». Paton Welding Journal 2015, no 10 (28 octobre 2015) : 10–18. http://dx.doi.org/10.15407/tpwj2015.10.02.

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Giraitis, Liudas, et Donatas Surgailis. « ARCH-type bilinear models with double long memory ». Stochastic Processes and their Applications 100, no 1-2 (juillet 2002) : 275–300. http://dx.doi.org/10.1016/s0304-4149(02)00108-4.

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Chen, Siyu, Chongshi Gu, Chaoning Lin et Mohammad Amin Hariri-Ardebili. « Prediction of arch dam deformation via correlated multi-target stacking ». Applied Mathematical Modelling 91 (mars 2021) : 1175–93. http://dx.doi.org/10.1016/j.apm.2020.10.028.

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Moradloo, Amir Javad, Ata Adib et Amir Pirooznia. « Damage analysis of arch concrete dams subjected to underwater explosion ». Applied Mathematical Modelling 75 (novembre 2019) : 709–34. http://dx.doi.org/10.1016/j.apm.2019.04.064.

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Hlavenková, Z., J. Milde, A. Thurzo et S. Dianišková. « MEASUREMENT OF DIMENSIONAL STABILITY OF DENTAL ARCH MODELS PRINTED FROM THERMOPLASTIC MATERIALS WITH THE FUSED DEPOSITION MODELING METHOD DURING THE VACUUMING PROCESS ». Česká stomatologie/Praktické zubní lékařství 122, no 3 (12 septembre 2022) : 67–78. http://dx.doi.org/10.51479/cspzl.2022.008.

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Woźniak, Jacek, et Adrian Fester. « Architektura korporacyjna – źródło korzyści dla przedsiębiorstwa ». Kwartalnik Ekonomistów i Menedżerów 38, no 4 (1 octobre 2015) : 0. http://dx.doi.org/10.5604/01.3001.0009.4697.

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Zasoby informacyjne postrzegane są współcześnie jako jeden z podstawowych filarów rozwoju przedsiębiorstw. Swoista „gospodarka informacyjna” stanowi integralny element modeli biznesowych, eksponując jednocześnie systemowe podejście do zarządzania przedsiębiorstwem i jego funkcjonowania w otoczeniu. Zasoby informacyjne można więc traktować jako siłę sprawczą rozwoju przedsiębiorstwa. W związku z tym pojawia się pytanie: W jaki sposób przełożyć potencjał zasobów informacyjnych na rozwój przedsiębiorstwa? Jednym z rozwiązań jest wdrażanie i rozwój ram architektury korporacyjnej. Artykuł ma charakter teoretyczno‑empiryczny, a jego celem jest potwierdzenie, że archi‑ tektura korporacyjna może być źródłem korzyści dla przedsiębiorstwa. Zastosowanymi metodami badawczymi są studium przypadku (typowy przypadek), analiza, synteza oraz hermeneutyka. W artykule opisane jest studium przypadku firmy Apple Inc. W opracowaniu przeanalizowano architekturę korporacyjną tej firmy i stwierdzono, że korzyści hipotetyczne opisywane w literaturze przedmiotu i wskazane w standardzie TOGAF® , związane z wdrożeniem i rozwojem architektury korporacyjnej w przedsiębiorstwie, znajdują potwierdzenie w praktyce (przykład firmy Apple).
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Wang, Ruhong, et Haiqing Zhou. « Analysis of the Soil Arch Effect of the Mechanical Rotary Bored Anti-slide Piles and Ultimate Arch Thickness Calculation ». Modelling, Measurement and Control B 86, no 2 (30 juin 2017) : 502–16. http://dx.doi.org/10.18280/mmc_b.860214.

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Lak, Fazlolah, Mahmood Afshari et Behzad Gholizadeh. « An efficiency Bayesian unit root test in Unobserved-ARCH models ». Communications in Statistics - Simulation and Computation 46, no 6 (3 février 2017) : 4841–50. http://dx.doi.org/10.1080/03610918.2015.1134570.

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Serra, M. « Optimal arch : Approximate analytical and numerical solutions ». Computers & ; Structures 52, no 6 (septembre 1994) : 1213–20. http://dx.doi.org/10.1016/0045-7949(94)90186-4.

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Agouzal, A., et M. El Alami El Ferricha. « Approximation of the arch problem by residual-free bubbles ». ESAIM : Mathematical Modelling and Numerical Analysis 35, no 2 (mars 2001) : 271–93. http://dx.doi.org/10.1051/m2an:2001115.

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Cline, Daren B. H. « Regular variation of order 1 nonlinear AR-ARCH models ». Stochastic Processes and their Applications 117, no 7 (juillet 2007) : 840–61. http://dx.doi.org/10.1016/j.spa.2006.10.009.

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Bonnivard, Matthieu, Anne-Laure Dalibard et David Gérard-Varet. « Computation of the effective slip of rough hydrophobic surfaces via homogenization ». Mathematical Models and Methods in Applied Sciences 24, no 11 (6 août 2014) : 2259–85. http://dx.doi.org/10.1142/s0218202514500201.

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We present a quantitative analysis of the effect of rough hydrophobic surfaces on viscous Newtonian flows. We use a model introduced by Ybert and coauthors in [Achieving large with superhydrophobic surfaces: Scaling laws for generic geometries, Phys. Fluids 19 (2007) 123601], in which the rough surface is replaced by a flat plane with alternating small areas of slip and no-slip. We investigate the averaged slip generated at the boundary, depending on the ratio between these areas. This problem reduces to the homogenization of a nonlocal system, involving the Dirichlet to Neumann map of the Stokes operator, in a domain with small holes. Pondering on the works of Allaire [Homogenization of the Navier–Stokes equations in open sets perforated with tiny holes. I. Abstract framework, a volume distribution of holes, Arch. Rational Mech. Anal. 113 (1990) 209–259; Homogenization of the Navier–Stokes equations in open sets perforated with tiny holes. II. Noncritical sizes of the holes for a volume distribution and a surface distribution of holes, Arch. Rational Mech. Anal. 113 (1990) 261–298]. We compute accurate scaling laws of the averaged slip for various types of roughness (riblets, patches). Numerical computations complete and confirm the analysis.
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Kang, H. J., W. D. Xie et T. D. Guo. « Modeling and parametric analysis of arch bridge with transfer matrix method ». Applied Mathematical Modelling 40, no 23-24 (décembre 2016) : 10578–95. http://dx.doi.org/10.1016/j.apm.2016.07.009.

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Delgado, A. H., et L. Márquez. « Modelling of an arch dam by polynomial interpolation ». Mathematics and Computers in Simulation 79, no 12 (août 2009) : 3434–43. http://dx.doi.org/10.1016/j.matcom.2009.04.021.

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Silvapulle, Paramsothy, et John Lee. « Robustness of the arch tests in the presence of serial correlation ». Communications in Statistics - Simulation and Computation 26, no 2 (janvier 1997) : 649–69. http://dx.doi.org/10.1080/03610919708813403.

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Agiakloglou, Christos. « Evidence of ARCH(1) Errors in the Context of Spurious Regressions ». Communications in Statistics - Simulation and Computation 38, no 9 (octobre 2009) : 1803–10. http://dx.doi.org/10.1080/03610910903132070.

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Jin, Hao, Zheng Tian et Yunfeng Yang. « Estimation Mean Change-Point in ARCH Models with Heavy-Tailed Innovations ». Communications in Statistics - Simulation and Computation 39, no 2 (11 janvier 2010) : 390–404. http://dx.doi.org/10.1080/03610910903480776.

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Dallemule, Marian. « Buckling mode as an imperfection in arch structures ». Pollack Periodica 8, no 2 (août 2013) : 29–40. http://dx.doi.org/10.1556/pollack.8.2013.2.4.

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Liu, Chungao, Chongshi Gu et Bo Chen. « Zoned elasticity modulus inversion analysis method of a high arch dam based on unconstrained Lagrange support vector regression (support vector regression arch dam) ». Engineering with Computers 33, no 3 (16 septembre 2016) : 443–56. http://dx.doi.org/10.1007/s00366-016-0483-9.

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Chandra, S. Ajay, et Masanobu Taniguchi. « Asymptotics of rank order statistics for ARCH residual empirical processes ». Stochastic Processes and their Applications 104, no 2 (avril 2003) : 301–24. http://dx.doi.org/10.1016/s0304-4149(02)00239-9.

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Ghommem, Mehdi, Vladimir Puzyrev et Fehmi Najar. « Deep learning for simultaneous measurements of pressure and temperature using arch resonators ». Applied Mathematical Modelling 93 (mai 2021) : 728–44. http://dx.doi.org/10.1016/j.apm.2021.01.006.

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Cooper, Donal. « ‘Qui Perusii in archa saxea tumulatus’ : the shrine of Beato Egidio in San Francesco al Prato, Perugia ». Papers of the British School at Rome 69 (novembre 2001) : 223–44. http://dx.doi.org/10.1017/s0068246200001811.

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‘QUI PERUSII IN ARCHA SAXEA TUMULATUS’: LA TOMBA DEL BEATO EGIDIO NELLA CHIESA DI SAN FRANCESCO AL PRATO, PERUGIAL'autore presenta una nuova ricostruzione della tomba del Beato Egidio (†1262), il terzo compagno di San Francesco ed una delle figure più importanti della prima storia francescana. La tomba di Egidio a San Francesco al Prato, Perugia, ha acquisito una notevole considerazione nello studio del primo patrocinio francescano grazie sia all'uso di un sarcofago paleocristiano che all'indiscutibile influenza di quest'arca sulla pala d'altare dipinta su entrambi i lati per la chiesa dal Maestro di San Francesco (c. 1272). Conseguentemente, gli studiosi hanno collocato il sarcofago di Egidio al di sotto dell'altare maggiore di San Francesco al Prato, in modo da formare un unico insieme visivo con il retroaltare. Tuttavia, una serie di fonti inedite indica che il Beato fu invece sepolto nel transetto meridionale. Secondo questa ricostruzione, la sua tomba va invece collocata nella tradizione delle tombe elevate a cassa, esemplificata dall'arca di tredicesimo secolo di San Domenico a Bologna. In termini di accesso e pratica devozionale, la tomba a cassa elevata era da un punto di vista funzionale più soddisfacente della sistemazione dell'altare maggiore impiegata nella stessa tomba di Francesco. La tomba di Egidio dimostra dunque come, quando necessario, i Frati Minori potessero rifiutare il modello fornito dalla loro Chiesa Madre di Assisi.
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Chen, Huajie, Faizan Q. Nazar et Christoph Ortner. « Geometry equilibration of crystalline defects in quantum and atomistic descriptions ». Mathematical Models and Methods in Applied Sciences 29, no 03 (mars 2019) : 419–92. http://dx.doi.org/10.1142/s0218202519500131.

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We develop a rigorous framework for modeling the geometry equilibration of crystalline defects. We formulate the equilibration of crystal defects as a variational problem on a discrete energy space and establish qualitatively sharp far-field decay estimates for the equilibrium configuration. This work extends [V. Ehrlacher, C. Ortner and A. Shapeev, Analysis of boundary conditions for crystal defect atomistic simulations, Arch. Ration. Mech. Anal. 222 (2016) 1217–1268] by admitting infinite-range interaction which in particular includes some quantum chemistry based interatomic interactions.
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Fischer, Peter. « Die nichtlinearen rheologischen Eigenschaften von viskoelastischen Tensidlösungen und ihre quantitative Beschreibung durch das Giesekus Modell / The Nonlinear Rheological Response of Viscoelastic Surfactant Solutions and its Quantitative Description by the Giesekus Model ». Applied Rheology 7, no 2 (1 avril 1997) : 58–66. http://dx.doi.org/10.2478/arh-1997-070205.

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Vrontos, I. D., P. Dellaportas et D. N. Politis. « Inference for some multivariate ARCH and GARCH models ». Journal of Forecasting 22, no 6-7 (2003) : 427–46. http://dx.doi.org/10.1002/for.871.

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