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Articles de revues sur le sujet « Nielsen model »

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Auteur : Grafiati
Publié le 10 mars 2023

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1

Cavallero, Corrado. « REM sIeep = dreaming : The never-ending story ». Behavioral and Brain Sciences 23, no 6 (décembre 2000) : 916–17. http://dx.doi.org/10.1017/s0140525x00294028.

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It has been widely demonstrated that dreaming occurs throughout human sleep. However, we once again are facing new variants of the equation “REM sleep = Dreaming.” Nielsen proposes a model that assumes covert REM processes in NREM sleep. I argue against this possibility, because dream research has shown that REM sleep is not a necessary condition for dreaming to occur.[Nielson]
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Bosinelli, M., et P. C. Cicogna. « REM and NREM mentation : Nielsen's model once again supports the supremacy of REM ». Behavioral and Brain Sciences 23, no 6 (décembre 2000) : 913–14. http://dx.doi.org/10.1017/s0140525x00274025.

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Nielsen's model presents a new isomorphic brain-mind viewpoint, according to which the sole dream generator is found in a REM-on (explicit or covert REM) mechanism. Such a model cannot explain the dreamlike activity during SWS (slow wave sleep), SO (sleep onset) and in the last period of sleep. Moreover the hypothesis contrasts with Solms's data, which show that dreaming is present also in case of destruction of the REM generator.[Nielsen; Solms]
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Rafiq, Sikander, Adulhalim Shah Maulud, Zakaria Man et Nawshad Muhammad. « Gas Permeation Models in Mixed Matrix Membranes for Gas Separation ». Advanced Materials Research 917 (juin 2014) : 317–24. http://dx.doi.org/10.4028/www.scientific.net/amr.917.317.

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Various theoretical models on CO2 permeation were discussed that included Maxwell model, Bruggeman model, Lewis-Nielson model and Pal model. These models were used for comparing the relative permeance of CO2 with the previously published experimental data on silica nanoparticles filled polysulfone/polyimide (PSF/PI) mixed matrix membranes (MMMs). The results showed that the deviation was in the increasing order: Lewis-Nielsen model< Maxwell model< Pal model< Bruggeman model. All these models assumed that the fillers are spherical in shape. A scanning electron microscope (SEM) cross-sectional image indicated that the silica particles were prolate ellipsoids that were dispersed in the matrix. To investigate the prolate effect, the Maxwell-Wagner-Sillar (MWS) model was employed. The evaluation from cross-sectional image of the membrane structure indicated that the shape factor along z-direction gave a minimum deviation of 17.52%-20.10% at 2-10 bar feed pressure respectively.
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Heath, Philip R., et Edward C. Keppelmann. « Model solvmanifolds for Lefschetz and Nielsen theories ». Quaestiones Mathematicae 25, no 4 (décembre 2002) : 483–501. http://dx.doi.org/10.2989/16073600209486033.

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Pace-Schott, Edward F. « Nielsen's concept of covert REM sleep is a path toward a more realistic view of sleep psychophysiology ». Behavioral and Brain Sciences 23, no 6 (décembre 2000) : 983–84. http://dx.doi.org/10.1017/s0140525x00744025.

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Nielsen's concept of “covert REM sleep” accounts for more of the complexity in sleep psychophysiology than its conceptual predecessors such as the tonic-phasic model. With new neuroimaging findings, such concepts lead to more precise sleep psychophysiology including both traditional polysomnographic signs and neuronal activity in greater proximity to the actual point sources and distributed networks which generate dreaming.[Hobson et al.; Nielsen]
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Macher, Johannes, Pouyan Golestaneh, Astrid E. Macher, Matthias Morak et Andreas Hausberger. « Filler Models Revisited : Extension of the Nielson Model with Respect to the Geometric Arrangements of Fillers ». Polymers 14, no 16 (16 août 2022) : 3327. http://dx.doi.org/10.3390/polym14163327.

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Models describing how fillers affect the barrier properties of polymers remain an important research topic to improve applications such as hydrogen storage or food preservation. The Nielsen model, one of the earliest models for such predictions, is still one of the most widely used in the literature. However, it does not provide quantitative information on arrangements of fillers inside a polymer matrix, which is crucial for the definition of suitable filler distributions in barrier materials. Therefore, the channel model was developed in this work, which extends the Nielsen model by determining the relative distances between the fillers in regular filler arrangements in polymer matrices. This allows us to relate the permeation properties of filled polymer membranes to the geometric properties of the filler arrangement in simulations and experimental measurements. Simulations with geometries defined according to the channel model showed good agreement with the predictions of the Nielsen model. This demonstrated that the channel model can be a valuable tool for predicting at least mean geometric distances in studied polymer membranes. The validity range of the channel model was limited to a value range of the filler volume fraction 0.01≤ϕf≤0.5 based on theoretical considerations.
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Molaabasi, Fatemeh, Yasser Zare et Kyong Yop Rhee. « Simple models for tensile modulus of shape memory polymer nanocomposites at ambient temperature ». Nanotechnology Reviews 11, no 1 (1 janvier 2022) : 874–82. http://dx.doi.org/10.1515/ntrev-2022-0053.

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Abstract This article analyzes the tensile modulus of shape memory polymer nanocomposites (SMPNs) at ambient temperature. Several conventional models, such as rule of mixtures, Halpin–Tsai and Kerner–Nielsen, cannot practically estimate the modulus due to the absence of some main parameters for nanocomposites. Additionally, some parameters in Kerner–Nielsen and Sato–Furukawa models are useless and ineffective, due to the small concentration and high modulus of nanofillers in SMPNs. Therefore, Kerner–Nielsen and Sato–Furukawa models are simplified and modified to deliver the simple models for calculation of modulus in SMPNs. Various nanocomposite samples are provided to prove the validity of the suggested models. The results demonstrate that the predictions of the suggested models have a good match with the experimental results. The models also demonstrate high simplicity and good accuracy for the calculation of modulus in SMPNs at ambient temperature. Generally, the calculated results disclose that the modified Kerner–Nielsen model is preferable for approximation of modulus in SMPNs.
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8

Franzini, Carlo. « Sleep, dreaming, and brain activation ». Behavioral and Brain Sciences 23, no 6 (décembre 2000) : 939–40. http://dx.doi.org/10.1017/s0140525x00414020.

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Both Solms and Nielsen acknowledge the difficulty of accounting for the similarities between REM and NREM sleep mentation with a two-generator model, and each link dreams, either explicitly (Solms) or implicitly (Nielsen), to brain activation. At present, however, no data indicate that brain activation can be demonstrated whenever vivid dream reports are obtained.[Nielsen; Solms]
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9

Zuhairi, Naufal Azzam. « EVALUATION OF THE USE OF THE VIDEO CONFERENCE PLATFORM ON ZOOM BASED ON THE NIELSEN MODEL ». Walisongo Journal of Information Technology 4, no 1 (14 août 2022) : 23–32. http://dx.doi.org/10.21580/wjit.2022.4.1.10254.

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Video Conference is a platform that can make it easier to communicate or meet face to face virtually. Video conferencing platform users have tended to increase since the COVID-19 pandemic caused teaching and learning activities to be carried out from home or online. This study aims to evaluate and determine the usability of the video conferencing platform on Zoom based on the Nielson Model which is mapped on the framework pieces. This study uses respondents who are students from Mts Raudhatul Muttaqien, Purwomartani, Kalasan, Sleman, Yogyakarta which produces 60 respondents with an average response value of 85% (very good or very like) on the Zoom Meeting platform.Keywords: Usability, Nielsen, Video Conference Zoom.
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10

Kosaj, Rasool, Rafid S. Alboresha et Sadeq O. Sulaiman. « Comparison Between Numerical Flow3d Software and Laboratory Data, For Sediment Incipient Motion. » IOP Conference Series : Earth and Environmental Science 961, no 1 (1 janvier 2022) : 012031. http://dx.doi.org/10.1088/1755-1315/961/1/012031.

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Abstract In this paper, the laboratory data were compared with computational fluid dynamics (CFD) Flow3D for predicting the beginning of sediment incipient motion in rigid boundary channel for two types of sands, irrigation, and sewer types, in rectangular flume (0.5*0.5)m cross-section. Tests were made for soil samples with different diameters, specific weights. The testing was performed in slopes ranging from 0.001-0.003 for irrigation types and 0.0025-0.025 for sewer types depending on the original parameter. The Flow-3D software has simulated the laboratory work using scouring models MPM and Nielsen. the relation between sediment incipient motion velocity, particle size, and channel bed slope was predicted. The results were relatively more than laboratory data for the MPM model, while grating convergence for Nielsen model, especially for small diameter sediment. Also, the laboratory results are more close to the results of Flow3D using the Nielsen model when the value of bed slope of the channel is greater, and vice versa when the slope decreases.
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11

Berger, Micheal S., et Maria Dawid. « A Froggatt–Nielsen flavor model for neutrino physics ». International Journal of Modern Physics A 34, no 19 (10 juillet 2019) : 1950102. http://dx.doi.org/10.1142/s0217751x19501021.

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Superheavy neutrinos can, via the seesaw model, provide a mechanism for lepton number violation. If they are combined with flavor violation as characterized by the Froggatt–Nielsen mechanism, then the phenomenology for the neutrinos in oscillation experiments, neutrinoless double beta decay, and other experiments can be described by a relatively few number of parameters. We describe the low-energy neutrino mass matrix and show that the results are consistent with currently available data.
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12

Jatkar, Dileep P., Gautam Mandal et Spenta R. Wadia. « Nielsen-Olesen vortices in noncommutative abelian Higgs model ». Journal of High Energy Physics 2000, no 09 (13 septembre 2000) : 018. http://dx.doi.org/10.1088/1126-6708/2000/09/018.

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13

Xu, Jun Fei, Jin Lin Xu et Yong Chi Xu. « Study on Optical Dot Gain Model Based on Point Spread and Probability Methods ». Applied Mechanics and Materials 271-272 (décembre 2012) : 1434–40. http://dx.doi.org/10.4028/www.scientific.net/amm.271-272.1434.

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Optical dot gain is the key point of halftone reconstruction study, and has always been a meaningful topic of theoretical study. The Yule–Nielsen formula is by far the most widely used research method of optical dot gain. However, solving the Yule–Nielsen parameter n remains a difficult problem. This paper disregards solving for the Yule–Nielsen parameter n, analyzes the light scattering and osmotic effect of halftone presswork, deduces the exact expressions of blank area of presswork, and determines the reflectivity of the dot part and halftone presswork according to the point spread function and probability method. Furthermore, this paper analyzes how the optical dot gain depends on the dot area coverage of presswork, ink layer transmittivity, and paper-based spectral reflectivity. In addition, a new algorithm model for optical dot gain is established. By employing the Clapper–Yule Model to calculate the spectral transmittance of printing ink and comparing it with the practical measured spectral reflectivity of the halftone presswork proof, the accuracy of the model established in this paper is fully verified.
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14

Ogilvie, Robert D., Tomoka Takeuchi et Timothy I. Murphy. « Expanding Nielsen's covert REM model, questioning Solms's approach to dreaming and REM sleep, and reinterpreting the Vertes & ; Eastman view of REM sleep and memory ». Behavioral and Brain Sciences 23, no 6 (décembre 2000) : 981–83. http://dx.doi.org/10.1017/s0140525x00734029.

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Nielsen's covert REM process model explains much of the mentation found in REM and NREM sleep, but stops short of postulating an interaction of waking cognitive processes with the dream mechanisms of REM sleep. It ranks with the Hobson et al. paper as a major theoretical advance. The Solms article does not surmount the ever-present problem of defining dreams in a manner conducive to advancing dream theory. Vertes & Eastman review the REM sleep and learning literature, but make questionable assumptions in doing so.[Hobson et al.; Nielsen; Solms; Vertes & Eastman]
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15

Ramadhania, Nur Aldien, Aulia Fashanah Hadining et Winarno Winarno. « Usability Testing Pada Website D’bucket Karawang Menggunakan Nielsen Model ». INTECOMS : Journal of Information Technology and Computer Science 4, no 1 (10 mai 2021) : 1–8. http://dx.doi.org/10.31539/intecoms.v4i1.1909.

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Penelitian ini bertujuan untuk melakukan pengujian terhadap website D’Bucket Karawang. Khususnya pada aspek usability berdasarkan Nielsen Model dengan menggunakan metode usability testing. Metode penelitian yang dilakukan mengunakan metode kuantitatif deskriptif dan verifikati. Pengumpulan data dilakukan melalui penyebaran kuesioner kepada 100 mahasiswa di Kabupaten Karawang. Pengolahan data menggunakan analisis regresi linier berganda yang diolah dengan menggunakan software IBM SPSS 22. Hasil dari penelitian ini adalah Faktor-faktor yang mempengaruhi usability website D’Bucket Karawang yaitu Learnability (LN), Memorability (MO), Efficiency (EF), Error (ER), dan Satisfaction (SF). Kelima faktor tersebut memberikan pengaruh secara simultan terhadap usability. Berdasarkan hasil penelitian, faktor yang paling signifikan yang mempengaruhi pengguna dalam usability website D’Bucket Karawang yaitu satisfaction, terdapat satu variabel yang berpengaruh secara positif dan signifikan terhadap usability pada website D’Bucket Karawang, yaitu variabel kepuasan pengguna (satisfaction).
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16

Vasquez, M. R., et R. Ochoa. « Asymptotic interaction between solitons in the Nielsen - Olesen model ». Journal of Physics : Conference Series 1558 (mai 2020) : 012013. http://dx.doi.org/10.1088/1742-6596/1558/1/012013.

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17

Guthy, Csaba, Fangming Du, Stijn Brand, Karen I. Winey et John E. Fischer. « Thermal Conductivity of Single-Walled Carbon Nanotube/PMMA Nanocomposites ». Journal of Heat Transfer 129, no 8 (5 mars 2007) : 1096–99. http://dx.doi.org/10.1115/1.2737484.

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Single-walled carbon nanotubes (SWNTs) are considered as promising filler materials for improving the thermal conductivity of conventional polymers. We carefully investigated the thermal conductivity of SWNT poly(methylmethacrylate) (PMMA) nanocomposites with random SWNT orientations and loading up to 9vol% using the comparative technique. The composites were prepared by coagulation and exhibit ∼250% improvement in the thermal conductivity at 9vol%. The experimental results were analyzed using the versatile Nielsen model, which accounts for many important factors, including filler aspect ratio and maximum packing fraction. In this work, the aspect ratio was determined by atomic force microscopy (AFM) and used as an input parameter in the Nielsen model. We obtained good agreement between our results and the predictions of the Nielsen model, which indicates that higher aspect ratio fillers are needed to achieve further enhancement. Our analysis also suggests that improved thermal contact between the SWNT network and the matrix material would be beneficial.
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Kaura, JM, A. Lawan et AA Salihu. « DEVELOPED PROBABILISTIC REDUCTION FACTORS FOR LOPHIRA ALATA (EKKI) TIMBER JOISTS SUBJECTED TO CREEP-RUPTURE ». Nigerian Journal of Technology 36, no 1 (28 décembre 2016) : 39–44. http://dx.doi.org/10.4314/njt.v36i1.6.

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Wood experiences a significant loss of strength and stiffness when loaded over period of time. This phenomenon is known as creep-rupture. Several models were developed for the estimation of the reduction of load carrying capacity of timber with time. In this paper, the results of time dependent structural reliability analysis of timber joist produced with Lophiraalata (Ekki) timber specie was presented. Three load duration models were considered in the study, namely: The Model proposed by Wood, Gerhards model, and Nielsen. The timber joist was designed in accordance with the Eurocode 5. The uncertainties in all the basic design variables were fully accommodated in the time dependent reliability analysis. The entire process was implemented using a developed MATLAB program employing First Order Reliability Method (FORM). Time dependent mathematical models for modification of safety index to account for the effect of load duration were proposed. The use of both Gerhards and Nielsen model, for the design of Lophiraalata timber members was recommended. http://dx.doi.org/10.4314/njt.v36i1.6
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19

Mohamadnejad, A., et S. Deldar. « Abelian-Higgs model from Cho–Faddeev–Niemi decomposition ». Modern Physics Letters A 29, no 08 (14 mars 2014) : 1450047. http://dx.doi.org/10.1142/s0217732314500473.

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Applying Cho–Faddeev–Niemi decomposition for SU(2) Yang–Mills field, we obtain the Abelian–Higgs Lagrangian by some approximation. Abelian–Higgs Lagrangian with a spontaneous symmetry breaking potential has vortex solutions known as Nielsen–Olesen solutions. We conclude that vortices as well as magnetic monopoles can exist in Cho–Faddeev–Niemi decomposition of SU(2) Yang–Mills field.
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Gunawan, Kurniaty Meiliani, et Muhamad Fuat Asnawi. « USABILITY TESTING PADA WEB PORTAL KECAMATAN LEKSONO MENGGUNAKAN NIELSEN MODEL ». Device 12, no 1 (31 mai 2022) : 36–42. http://dx.doi.org/10.32699/device.v12i1.2798.

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Kecamatan Leksono yang beralamat di Jalan Manggis No. 1 Leksono, Kecamatan Leksono, Kabupaten Wonosobo adalah perangkat daerah Kabupaten Wonosobo sekaligus penyelenggara pemerintahan umum. Kecamatan Leksono sendiri memiliki web portal. Web portal Kecamatan Leksono adalah website milik lembaga pemerintah yang bertugas memberikan informasi terkait Kecamatan Leksono. Informasi yang ada di website tersebut ditujukan untuk masyarakat. Pengukuran website dengan metode usability testing Nielsen Model, adalah untuk mengukur sebagaimana mudah dan seberapa manfaatkah informasi yang terkandung dalam website tersebut, dengan acuan bagaimana pengguna dapat mempelajari web dengan mudah, seberapa efisiennya web tersebut, apakah pengguna menemukan eror pada web tersebut, seberapa ingatkah pengguna setelah sekian lama tidak membuka website tersebut dan yang terakhir apakah pengguna nyaman dengan desain web tersebut. Untuk memperoleh data yang dibutuhkan dalam pengujian ini yang dilakukan ialah pengisian kuesioner yang beracuan pada karakteristik learnability, efficiency, error, memorability, dan satisfaction, yang diisi oleh responden. Berdasarkan analisis tersebut didapatkan hasil untuk aspek learnability 83,06%, aspek efficiency 83,13%, aspek error 79,99%, aspek memorability 81,32%, dan aspek satisfaction 87,42%, dan untuk rekapan keseluruhan memperoleh nilai 82,87%. Maka dari itu hasil dari analisis usability testing Nielsen Model berapa pada kriteria sangat setuju/sangat baik. Dari hasil penilian ini nantinya, diharapkan bisa menjadi masukan untuk pengembangan kedepan web portal Kecamatan Leksono.
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Capella, A., A. Staar et J. Tran Thanh Van. « Koba-Nielsen-Olesen-scaling violations in the dual parton model ». Physical Review D 32, no 11 (1 décembre 1985) : 2933–40. http://dx.doi.org/10.1103/physrevd.32.2933.

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Masuda, H., et N. Yoshida. « Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model ». Stochastic Processes and their Applications 115, no 7 (juillet 2005) : 1167–86. http://dx.doi.org/10.1016/j.spa.2005.02.007.

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Mazauric, Serge, Mathieu Hébert et Thierry Fournel. « Revisited Yule–Nielsen model without fitting of the n parameter ». Journal of the Optical Society of America A 35, no 2 (11 janvier 2018) : 244. http://dx.doi.org/10.1364/josaa.35.000244.

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Hébert, Mathieu, et Roger D. Hersch. « Yule–Nielsen based recto–verso color halftone transmittance prediction model ». Applied Optics 50, no 4 (27 janvier 2011) : 519. http://dx.doi.org/10.1364/ao.50.000519.

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Gaxiola, Daniel Lopez, Jason M. Keith, Julia A. King et Beth A. Johnson. « Nielsen thermal conductivity model for single filler carbon/polypropylene composites ». Journal of Applied Polymer Science 114, no 5 (1 décembre 2009) : 3261–67. http://dx.doi.org/10.1002/app.30484.

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Fjeldsøe, Michael. « The Leipzig Model and its Consequences : Niels W. Gade and Carl Nielsen as European National Composers ». Studia Musicologica 59, no 1-2 (juin 2018) : 71–78. http://dx.doi.org/10.1556/6.2018.59.1-2.6.

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The article discusses how the concept of “national composer” was established and developed in Central and Northern Europe by looking into the attempted international careers of two Danish composers in the nineteenth and early twentieth centuries. The analysis focuses on the appropriation of national composers in relation to international recognition in order to reflect on how this changing relationship might have influenced the conditions for international recognition of Zoltán Kodály. In the 1840s, Leipzig was the place to obtain international reputation. It was in Leipzig that Niels W. Gade was first recognized as a composer with a “Nordic tone” and it was because of that reason that he had, a meteoric career and was ranked as an important European composer. In the early twentieth century, Carl Nielsen replaced Gade as the most revered Danish composer; however, at that time, being a national composer was not an advantage to an international career, it was an obstacle, if anything.
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Song, Heeseok, Byoung Kim, Yong Kim, Youn-Sang Bae, Jooheon Kim et Youngjae Yoo. « Synergistic Effects of Various Ceramic Fillers on Thermally Conductive Polyimide Composite Films and Their Model Predictions ». Polymers 11, no 3 (13 mars 2019) : 484. http://dx.doi.org/10.3390/polym11030484.

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In this study, thermally conductive composite films were fabricated using an anisotropic boron nitride (BN) and hybrid filler system mixed with spherical aluminum nitride (AlN) or aluminum oxide (Al2O3) particles in a polyimide matrix. The hybrid system yielded a decrease in the through-plane thermal conductivity, however an increase in the in-plane thermal conductivity of the BN composite, resulting from the horizontal alignment and anisotropy of BN. The behavior of the in-plane thermal conductivity was theoretically treated using the Lewis–Nielsen and modified Lewis–Nielsen theoretical prediction models. A single-filler system using BN exhibited a relatively good fit with the theoretical model. Moreover, a hybrid system was developed based on two-population approaches, the additive and multiplicative. This development represented the first ever implementation of two different ceramic conducting fillers. The multiplicative-approach model yielded overestimated thermal conductivity values, whereas the additive approach exhibited better agreement for the prediction of the thermal conductivity of a binary-filler system.
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SENGUPTA, INDRANIL. « GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING ». International Journal of Theoretical and Applied Finance 19, no 02 (mars 2016) : 1650014. http://dx.doi.org/10.1142/s021902491650014x.

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In this paper, a class of generalized Barndorff-Nielsen and Shephard (BN–S) models is investigated from the viewpoint of derivative asset analysis. Incompleteness of this type of markets is studied in terms of equivalent martingale measures (EMM). Variance process is studied in details for the case of Inverse-Gaussian distribution. Various structure preserving subclasses of EMMs are derived. The model is then effectively used for pricing European style options and fitting implied volatility smiles.
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Zuffi, Silvia, Simone Santini et Raimondo Schettini. « Accounting for Inks Interaction in the Yule-Nielsen Spectral Neugebauer Model ». Journal of Imaging Science and Technology 50, no 1 (2006) : 35. http://dx.doi.org/10.2352/j.imagingsci.technol.(2006)50:1(35).

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YAMAZAKI, AKIRA. « GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING ». International Journal of Theoretical and Applied Finance 19, no 04 (25 mai 2016) : 1650024. http://dx.doi.org/10.1142/s0219024916500242.

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This paper proposes a generalization of the Barndorff-Nielsen and Shephard model, in which the log return on an asset is governed by a Lévy process with stochastic volatility modeled by a non-Gaussian Ornstein–Uhlenbeck process. Under the generalized model, we derive a closed-form expression of the multivariate characteristic function of the intertemporal joint distribution of the underlying log return. Then, we also investigate asymptotic behavior of the log return and its variance. Moreover, we evaluate discretely monitored path-dependent derivatives such as geometric Asian, forward start, barrier, fade-in, and lookback options as well as European options.
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Pal, Rajinder. « On the Lewis–Nielsen model for thermal/electrical conductivity of composites ». Composites Part A : Applied Science and Manufacturing 39, no 5 (mai 2008) : 718–26. http://dx.doi.org/10.1016/j.compositesa.2008.02.008.

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Biswas, Subhojit, Diganta Mukherjee et Indranil SenGupta. « Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model ». International Journal of Financial Engineering 07, no 04 (décembre 2020) : 2050051. http://dx.doi.org/10.1142/s2424786320500516.

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This paper proposes swaps on two important new measures of generalized variance, namely, the maximum eigenvalue and trace of the covariance matrix of the assets involved. We price these generalized variance swaps for Barndorff-Nielsen and Shephard model used in financial markets. We consider multiple assets in the portfolio for theoretical purpose and demonstrate our approach with numerical examples taking three stocks in the portfolio. The results obtained in this paper have important implications for the commodity sector where such swaps would be useful for hedging risk.
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Hulsebos, Arjan. « Anisotropic gauge theories : A numerical study of the Fu—Nielsen model ». Nuclear Physics B - Proceedings Supplements 42, no 1-3 (avril 1995) : 618–20. http://dx.doi.org/10.1016/0920-5632(95)00329-8.

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Wilson, William, William Nganje, Semere Gebresilasie et Indranil SenGupta. « Barndorff‐Nielsen and Shephard model for hedging energy with quantity risk ». High Frequency 2, no 3-4 (juin 2019) : 202–14. http://dx.doi.org/10.1002/hf2.10049.

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Kiang, D., T. Ochiai, Y. P. Chan et K. Young. « Geometric model for multiplicity distribution in nucleus–nucleus scattering ». Canadian Journal of Physics 68, no 1 (1 janvier 1990) : 145–53. http://dx.doi.org/10.1139/p90-020.

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The distribution in the multiplicity of charged particles produced in 0 + Cu and 0 + Au collisions is explained quantitatively in terms of the independent action of several tubes of nuclear matter, with each tube obeying universal Koba–Nielsen–Olsen scaling. With only one parameter, this model fits the observed distribution extremely well and reproduces the reduced second moments for collisions of several different nuclei pairs. Predictions for S + S and Pb + Pb collisions are presented.
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Roch, Alexandre F. « Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type ». Journal of Probability and Statistics 2010 (2010) : 1–18. http://dx.doi.org/10.1155/2010/863585.

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We study the valuation of American-type derivatives in the stochastic volatility model of Barndorff-Nielsen and Shephard (2001). We characterize the value of such derivatives as the unique viscosity solution of an integral-partial differential equation when the payoff function satisfies a Lipschitz condition.
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Sanjaya, M. Rudi. « REKAYASA MODEL PERANGKAT LUNAK GEOGRAFIS PARIWISATA UNTUK PENCARIAN WISATA TEMPAT UMUM DAN TEMPAT TRANSPORTASI KOTA PALEMBANG ». Jurnal Digital Teknologi Informasi 1, no 1 (6 avril 2018) : 37. http://dx.doi.org/10.32502/digital.v1i1.931.

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Perubahan dan perkembangan teknologi yang demikian pesat seperti otomatisasi dan komputerisasi dalam segala bidang usaha menurut kalangan teknologi informasi dan para praktisi yang berkecimpung di dalamnya untuk lebih siap menghadapi kemajuan yang ada seperti perangkat mobile khususnya android. Android adalah sistem operasi yang dirancang untuk perangkat seluler layar sentuh seperti telepon pintar dan komputer tablet. Perangkat lunak ini dibangun menggunakan bahasa pemrograman java android, pengembangan menggunakan eclipse. Penelitian ini bertujuan menghasilkan sebuah aplikasi geografis penunjuk tempat wisata dikota palembang yang dapat membantu wisatawan dalam mencari informasi tentang objek wisata, transportasi dan tempat-tempat umum yang efektif dan efisien. Model usability yang digunakan adalah model usability Nielsen, adapun kriteria usability yang digunakan yaitu, Learnability, Efficiency, Memorability, Few error dan Satisfaction, dengan Model usability Nielsen supaya perangkat lunak dihasilkan berkualitas dan sesuai keinginan pengguna (user) dan juga perangkat lunak geografis pariwisata kota palembang ini diharapkan dapat membantu pihak dinas pariwisata kota palembang secara akurat dan relevan untuk mendapatkan informasi.
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ZHANG, ZHONG-HUA, et DA-XIN ZHANG. « GAUGE MEDIATION OF SUPERSYMMETRY BREAKING AND THE FROGGATT–NIELSEN MECHANISM ». Modern Physics Letters A 26, no 15 (20 mai 2011) : 1117–24. http://dx.doi.org/10.1142/s0217732311035432.

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In the model of gauge mediation of SUSY breaking in the presence of tree-level mediation, the Froggatt–Nielsen mechanism provides a different hierarchy of sparticle masses. We study the spectra and show the results to be like those in an effective supersymmetric model.
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Habtemicael, Semere, et Indranil SenGupta. « Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets ». International Journal of Financial Engineering 03, no 04 (décembre 2016) : 1650027. http://dx.doi.org/10.1142/s2424786316500274.

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The objective of this paper is to study the arbitrage free pricing of variance and volatility swaps for Barndorff-Nielsen and Shephard type Lévy process driven financial markets. One of the major challenges in arbitrage free pricing of swap is to obtain an accurate pricing expression which can be used with good computational accuracy. In this paper, we obtain various approximate expressions for the pricing of volatility and variance swaps. We show that with the approximate formulas obtained from the Barndorff-Nielsen and Shephard model the error estimation in fitting the delivery price is much less than the existing models with comparable parameters. Pricing formulas proposed in this paper are simple to compute in real time and hence can be efficiently used in practical applications. Numerical results are provided in support of the accuracy of approximate formulas presented in this paper.
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Zhao, Chen Fei, Qing Han, Cong Cong Chi et Qing Jun Meng. « Effective Dot Area’s Calculating Based on YNSN Model ». Applied Mechanics and Materials 262 (décembre 2012) : 40–43. http://dx.doi.org/10.4028/www.scientific.net/amm.262.40.

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Yule-Nielsen neugebauer spectrum(YNSN) model can describe the relation between dot area and spectrum reflectance, which can calculate the effective dot area. The modified index in the model still can’t be determined. The reciprocal of paper’s spectral reflectance at the range of visible light is adopted as the modified index in YNSN model in order to reduce the optical dot gain. By experiment, the modified YNSN mode can be used to calculate the effective dot area of light color. The research has a certain significance for controlling and testing printing color.
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41

Chew, Rob, Michael Wenger, Jamie Guillory, James Nonnemaker et Annice Kim. « Identifying Electronic Nicotine Delivery System Brands and Flavors on Instagram : Natural Language Processing Analysis ». Journal of Medical Internet Research 24, no 1 (18 janvier 2022) : e30257. http://dx.doi.org/10.2196/30257.

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Background Electronic nicotine delivery system (ENDS) brands, such as JUUL, used social media as a key component of their marketing strategy, which led to massive sales growth from 2015 to 2018. During this time, ENDS use rapidly increased among youths and young adults, with flavored products being particularly popular among these groups. Objective The aim of our study is to develop a named entity recognition (NER) model to identify potential emerging vaping brands and flavors from Instagram post text. NER is a natural language processing task for identifying specific types of words (entities) in text based on the characteristics of the entity and surrounding words. Methods NER models were trained on a labeled data set of 2272 Instagram posts coded for ENDS brands and flavors. We compared three types of NER models—conditional random fields, a residual convolutional neural network, and a fine-tuned distilled bidirectional encoder representations from transformers (FTDB) network—to identify brands and flavors in Instagram posts with key model outcomes of precision, recall, and F1 scores. We used data from Nielsen scanner sales and Wikipedia to create benchmark dictionaries to determine whether brands from established ENDS brand and flavor lists were mentioned in the Instagram posts in our sample. To prevent overfitting, we performed 5-fold cross-validation and reported the mean and SD of the model validation metrics across the folds. Results For brands, the residual convolutional neural network exhibited the highest mean precision (0.797, SD 0.084), and the FTDB exhibited the highest mean recall (0.869, SD 0.103). For flavors, the FTDB exhibited both the highest mean precision (0.860, SD 0.055) and recall (0.801, SD 0.091). All NER models outperformed the benchmark brand and flavor dictionary look-ups on mean precision, recall, and F1. Comparing between the benchmark brand lists, the larger Wikipedia list outperformed the Nielsen list in both precision and recall. Conclusions Our findings suggest that NER models correctly identified ENDS brands and flavors in Instagram posts at rates competitive with, or better than, others in the published literature. Brands identified during manual annotation showed little overlap with those in Nielsen scanner data, suggesting that NER models may capture emerging brands with limited sales and distribution. NER models address the challenges of manual brand identification and can be used to support future infodemiology and infoveillance studies. Brands identified on social media should be cross-validated with Nielsen and other data sources to differentiate emerging brands that have become established from those with limited sales and distribution.
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Nielsen, Jens Perch, et Bjørn Lunding Sandqvist. « Proportional Hazard Estimation Adjusted by Continuous Credibility ». ASTIN Bulletin 35, no 01 (mai 2005) : 239–58. http://dx.doi.org/10.2143/ast.35.1.583174.

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This paper extends the continuous credibility weighting introduced to hazard estimation in Hardy and Panjer (1998) and Nielsen and Sandqvist (2000) to the more general case, where the common basis is a proportional hazard model.
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Nielsen, Jens Perch, et Bjørn Lunding Sandqvist. « Proportional Hazard Estimation Adjusted by Continuous Credibility ». ASTIN Bulletin 35, no 1 (mai 2005) : 239–58. http://dx.doi.org/10.1017/s0515036100014148.

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This paper extends the continuous credibility weighting introduced to hazard estimation in Hardy and Panjer (1998) and Nielsen and Sandqvist (2000) to the more general case, where the common basis is a proportional hazard model.
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Benth, Fred Espen, Martin Groth et Olli Wallin. « Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model ». Stochastics 82, no 3 (12 février 2010) : 291–313. http://dx.doi.org/10.1080/17442501003629554.

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SenGupta, Indranil, William Wilson et William Nganje. « Barndorff-Nielsen and Shephard model : oil hedging with variance swap and option ». Mathematics and Financial Economics 13, no 2 (16 août 2018) : 209–26. http://dx.doi.org/10.1007/s11579-018-0225-4.

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46

Ihsan, Atif, et Indranil SenGupta. « Moments of the asset price for the Barndorff-Nielsen and Shephard model ». Lithuanian Mathematical Journal 58, no 4 (octobre 2018) : 408–20. http://dx.doi.org/10.1007/s10986-018-9416-1.

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47

Bělasková, Silvie, et Eva Fiserová. « Improvement of the accuracy in testing the effect in the cox proportional hazards model using higher order approximations ». Filomat 31, no 18 (2017) : 5591–601. http://dx.doi.org/10.2298/fil1718591b.

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Small-sample properties of the likelihood ratio test, the Wald test and the score test about significance of the effect in the Cox proportional hazards model for the right-censored and left-truncated data are investigated. These are large-sample tests, and, therefore, these are only approximate tests and they do not necessary maintain chosen significance level. Consequently, the p-value can be inaccurate as well. Higher order approximations of the likelihood function based on the Barndorff-Nielsen formula and the Lugannani-Rice formula are used in order to improve the accuracy of statistical inferences. The accuracy of these tests together with proposed approximations are compared by means of simulations under conditions of decreasing the sample size, and increasing proportion of right-censored and left-truncated data in the Cox model with the exponential and the Weibull distribution of the baseline hazard function. The results show that higher order approximations based on the Lugannani-Rice and the Barndorff-Nielsen formulas in combination with the Wald statistic improve the accuracy.
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48

Bernis, Guillaume, Riccardo Brignone, Simone Scotti et Carlo Sgarra. « A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process ». Mathematics and Financial Economics 15, no 4 (24 mars 2021) : 747–73. http://dx.doi.org/10.1007/s11579-021-00295-0.

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AbstractWe propose an extension of the $$\Gamma $$ Γ -OU Barndorff-Nielsen and Shephard model taking into account jump clustering phenomena. We assume that the intensity process of the Hawkes driver coincides, up to a constant, with the variance process. By applying the theory of continuous-state branching processes with immigration, we prove existence and uniqueness of strong solutions of the SDE governing the asset price dynamics. We propose a measure change of self-exciting Esscher type in order to describe the relation between the risk-neutral and the historical dynamics, showing that the $$\Gamma $$ Γ -OU Hawkes framework is stable under this probability change. By exploiting the affine features of the model we provide an explicit form for the Laplace transform of the asset log-return, for its quadratic variation and for the ergodic distribution of the variance process. We show that the proposed model exhibits a larger flexibility in comparison with the $$\Gamma $$ Γ -OU model, in spite of the same number of parameters required. We calibrate the model on market vanilla option prices via characteristic function inversion techniques, we study the price sensitivities and propose an exact simulation scheme. The main financial achievement is that implied volatility of options written on VIX is upward shaped due to the self-exciting property of Hawkes processes, in contrast with the usual downward slope exhibited by the $$\Gamma $$ Γ -OU Barndorff-Nielsen and Shephard model.
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Leszczyc, P. T. L. Popkowski, et H. J. P. Timmermans. « An Unconditional Competing Risk Hazard Model of Consumer Store-Choice Dynamics ». Environment and Planning A : Economy and Space 28, no 2 (février 1996) : 357–68. http://dx.doi.org/10.1068/a280357.

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In this paper an unconditional competing risk hazard model of consumer store-choice dynamics is developed and tested as an alternative to the negative binomial and Dirichlet models of store choice introduced in the urban planning literature by Wrigley and Dunn. The hazard model is less restrictive in terms of its assumptions regarding duration effects. It is also more flexible in that various distributions can be incorporated into the model, leading to different store choice dynamics. An empirical example, based on Nielsen scanner panel data for Springfield, MO, is provided to illustrate the modelling approach. Results indicate that the model represents the observed store-choice dynamics satisfactorily.
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RoyChoudhury, Arindam. « Identifiability of a Coalescent-Based Population Tree Model ». Journal of Applied Probability 51, no 4 (décembre 2014) : 921–29. http://dx.doi.org/10.1239/jap/1421763318.

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Identifiability of evolutionary tree models has been a recent topic of discussion and some models have been shown to be nonidentifiable. A coalescent-based rooted population tree model, originally proposed by Nielsen et al. (1998), has been used by many authors in the last few years and is a simple tool to accurately model the changes in allele frequencies in the tree. However, the identifiability of this model has never been proven. Here we prove this model to be identifiable by showing that the model parameters can be expressed as functions of the probability distributions of subsamples, assuming that there are at least two (haploid) individuals sampled from each population. This a step toward proving the consistency of the maximum likelihood estimator of the population tree based on this model.
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