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Littérature scientifique sur le sujet « Rate Theory model »

Auteur : Grafiati
Publié le 9 novembre 2024

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Articles de revues sur le sujet "Rate Theory model"

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Sadler, D. M., and G. H. Gilmer. "Rate-Theory Model of Polymer Crystallization." Physical Review Letters 56, no. 25 (1986): 2708–11. http://dx.doi.org/10.1103/physrevlett.56.2708.

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Padoan, Paolo, and Åke Nordlund. "Theory of the Star Formation Rate." Proceedings of the International Astronomical Union 6, S270 (2010): 347–54. http://dx.doi.org/10.1017/s1743921311000615.

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AbstractThis work presents a new physical model of the star formation rate (SFR), tested with a large set of numerical simulations of driven, supersonic, self-gravitating, magneto-hydrodynamic (MHD) turbulence, where collapsing cores are captured with accreting sink particles. The model depends on the relative importance of gravitational, turbulent, magnetic, and thermal energies, expressed through the virial parameter, αvir, the rms sonic Mach number, S,0, and the ratio of mean gas pressure to mean magnetic pressure, β0. The SFR is predicted to decrease with increasing αvir (stronger turbulence relative to gravity), and to depend weakly on S,0 and β0, for values typical of star forming regions (S,0≈4-20 and β0≈1-20). The star-formation simulations used to test the model result in an approximately constant SFR, after an initial transient phase. Both the value of the SFR and its dependence on the virial parameter found in the simulations agree very well with the theoretical predictions.
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Kikuchi, Akihiko, Nobuya Unno, Tsuguhiro Horikoshi, Shiro Kozuma, and Yuji Taketani. "Catastrophe Theory Model for Decelerations of Fetal Heart Rate." Gynecologic and Obstetric Investigation 61, no. 2 (2006): 72–79. http://dx.doi.org/10.1159/000088812.

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Csillik, P., and T. Tarján. "Is convergence rate monotonic?" Acta Oeconomica 57, no. 3 (2007): 247–61. http://dx.doi.org/10.1556/aoecon.57.2007.3.2.

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The paper aims to develop a model of nonlinear economic growth — with simple assumptions — which explains both Japan’s S -shape convergence path and the UK’s declining path toward the US between 1870–2000, and the development of other countries, as well as post-war reconstruction. According to the model, progress in stock of knowledge is formed by a quadratic formula of the relative development of follower countries.The model draws on four recent theories. Firstly, Romer’s theory, which approaches a country’s level of development by using the number of its products (Romer 1990), secondly, Jones’ idea theory with a slight modification (Jones 2004), third, the theory of quality of institutions, which determines economic performance (North 1993), and finally, the theory of physical and human capital. The first part of the paper sets up the production function, the second determines the growth rate and analyses the reconstruction path, while the third draws up model forecasts.
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Kouwenberg, Roy, Agnieszka Markiewicz, Ralph Verhoeks, and Remco C. J. Zwinkels. "Model Uncertainty and Exchange Rate Forecasting." Journal of Financial and Quantitative Analysis 52, no. 1 (2017): 341–63. http://dx.doi.org/10.1017/s0022109017000011.

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Exchange rate models with uncertain and incomplete information predict that investors focus on a small set of fundamentals that changes frequently over time. We design a model selection rule that captures the current set of fundamentals that best predicts the exchange rate. Out-of-sample tests show that the forecasts made by this rule significantly beat a random walk for 5 out of 10 currencies. Furthermore, the currency forecasts generate meaningful investment profits. We demonstrate that the strong performance of the model selection rule is driven by time-varying weights attached to a small set of fundamentals, in line with theory.
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N. Kallianiotis, Dr Ioannis. "EXCHANGE RATE FORECASTING: THE FUNDAMENTAL FORECASTING MODEL." International Journal of Research In Commerce and Management Studies 05, no. 05 (2023): 24–58. http://dx.doi.org/10.38193/ijrcms.2023.5502.

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This paper is using the fundamental forecasting model, which is a monetarist theory of exchange rate determination, for the current forecasting. This theory is tested empirically by using data, spot and forward rates and a variety of macro-variables from seven different countries with respect the U.S., as our domestic country. A GARCH-M model is used to forecast the volatility of the spot exchange rate. The paper is also using a Vector Auto-regression (VAR) framework to forecast simultaneously spot (s_t) and forward (f_t) exchange rates by utilizing exogenous macro-variables, time trends, and policy instruments. Further, at the end an impulse response function and a Hodrick-Prescott filter are used to present visually the behavior of the spot exchange rate. The countries used in the empirical work are, U.S. with respect the Euro-zone, Mexico, Canada, U.K., Switzerland, Japan, and Australia. The results show that these methods are giving very good forecasting for these seven exchange rates by minimizing the standard error of the regression (SER) and the root mean squared error (RMSE). Of course, uncertainty exists always in the forecasting of any economic variables, due to unanticipated public policies (monetary, fiscal, and trade) and other “innovations” in our financial markets, plus the new philosophies (i.e., liberalism, lack of ethics, perversions, DEI, AI, wars, BRICS, etc.), official measurements, and value system in our markets, societies, and way of living.
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Rhee, Joon Hee. "Fractal Interest Rate Model without Ito Formula." Journal of Derivatives and Quantitative Studies 16, no. 1 (2008): 21–48. http://dx.doi.org/10.1108/jdqs-01-2008-b0002.

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Empirical findings on interest rate dynamics imply that short rates show some long memories and non-Markovian. It is well-known that fractional Brownian motion (IBm) is a proper candidate for modelling this empirical phenomena. IBm. however. is not a semimartingale process. For this reason. it is very hard to apply such processes for asset price modelling. Without using Ito formula, we investigate the IBm interest rate theory‘ We obtain a pure discount bond price. and Greeks by using Malllavin calculus.
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Hartoyo, Puji. "Perbandingan Pengujian Capital Asset Pricing Model dan Arbitrage Pricing Theory." Indonesian Treasury Review Jurnal Perbendaharaan Keuangan Negara dan Kebijakan Publik 1, no. 1 (2016): 51–66. http://dx.doi.org/10.33105/itr.v1i1.60.

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The purposes of this study are to assess the effect of each risk on stock returns and to investigate the equilibrum model that has a smaller standard error. The verificative type of this research used is to verify the hypothesis through data processing and statistical testing. Research data were obtained from secondary data of Indonesia Stock Exchange. The results show that the markert risk and exchange rate premium variables have significant effects as shown in the hypothesis; on the contrary, the SMB, HML and premium inflation variables are not the determinants of stock returns. Meanwhile, the Mean Average Deviation test has proven that the CAPM has a smaller standard error rate than the APT; nevertheless, the average difference test has shown insignificant different rate. This research suggests that market risk and exchange rate premium factors are the main determinants of investment decision. In addition, to maintain the confidence of the investors, a company should maintain the stability of income because the SMB and HML factors are neglected in the investment decision. Abstrak Tujuan penelitian ini untuk mengkaji pengaruh masing – masing risiko terhadap return saham serta melihat model keseimbangan mana yang mempunyai standard error yang lebih kecil. Jenis penelitian ini adalah verifikatif yaitu dengan melakukan hipotesis melalui pengolahan data dan pengujian secara statistik. Data penelitian diperoleh dari data sekunder. Dari hasil penelitian, diperoleh hasil bahwa variabel risiko pasar dan premi kurs berpengaruh secara signifikan dan sesuai dengan hipotesis, sedangkan variabel SMB, HML dan premi inflasi bukan determinan return saham. Hasi pengujian lain dengan menggunakan Mean Average Deviation membuktikan bahwa model keseimbangan CAPM mempunyai tingkat standard error yang lebih kecil daripada APT, namun dengan uji beda rata-rata menunjukkan perbedaan yang tidak signifikan. Penelitian ini memberikan masukan kepada investor bahwa faktor yang perlu untuk diperhatikan sebelum melakukan investasi saham adalah dengan lebih memperhatikan faktor risiko pasar dan premi kurs. Sedangkan bagi perusahaan agar tetap mengusahan stabilitas laba untuk menjaga kepercayaan investor, karena faktor SMB dan HML kurang diperhatikan investor dalam mengambil keputusan berinvestasi.
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Hartoyo, Puji. "Perbandingan Pengujian Capital Asset Pricing Model dan Arbitrage Pricing Theory." Indonesian Treasury Review Jurnal Perbendaharaan Keuangan Negara dan Kebijakan Publik 1, no. 1 (2016): 51–66. http://dx.doi.org/10.33105/itrev.v1i1.60.

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The purposes of this study are to assess the effect of each risk on stock returns and to investigate the equilibrum model that has a smaller standard error. The verificative type of this research used is to verify the hypothesis through data processing and statistical testing. Research data were obtained from secondary data of Indonesia Stock Exchange. The results show that the markert risk and exchange rate premium variables have significant effects as shown in the hypothesis; on the contrary, the SMB, HML and premium inflation variables are not the determinants of stock returns. Meanwhile, the Mean Average Deviation test has proven that the CAPM has a smaller standard error rate than the APT; nevertheless, the average difference test has shown insignificant different rate. This research suggests that market risk and exchange rate premium factors are the main determinants of investment decision. In addition, to maintain the confidence of the investors, a company should maintain the stability of income because the SMB and HML factors are neglected in the investment decision. Abstrak Tujuan penelitian ini untuk mengkaji pengaruh masing – masing risiko terhadap return saham serta melihat model keseimbangan mana yang mempunyai standard error yang lebih kecil. Jenis penelitian ini adalah verifikatif yaitu dengan melakukan hipotesis melalui pengolahan data dan pengujian secara statistik. Data penelitian diperoleh dari data sekunder. Dari hasil penelitian, diperoleh hasil bahwa variabel risiko pasar dan premi kurs berpengaruh secara signifikan dan sesuai dengan hipotesis, sedangkan variabel SMB, HML dan premi inflasi bukan determinan return saham. Hasi pengujian lain dengan menggunakan Mean Average Deviation membuktikan bahwa model keseimbangan CAPM mempunyai tingkat standard error yang lebih kecil daripada APT, namun dengan uji beda rata-rata menunjukkan perbedaan yang tidak signifikan. Penelitian ini memberikan masukan kepada investor bahwa faktor yang perlu untuk diperhatikan sebelum melakukan investasi saham adalah dengan lebih memperhatikan faktor risiko pasar dan premi kurs. Sedangkan bagi perusahaan agar tetap mengusahan stabilitas laba untuk menjaga kepercayaan investor, karena faktor SMB dan HML kurang diperhatikan investor dalam mengambil keputusan berinvestasi.
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Barro, Robert J., and David B. Gordon. "A Positive Theory of Monetary Policy in a Natural Rate Model." Credit and Capital Markets – Kredit und Kapital: Volume 52, Issue 4 52, no. 4 (2019): 505–26. http://dx.doi.org/10.3790/ccm.52.4.505.

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Abstract A discretionary policymaker can create surprise inflation, which may reduce unemployment and raise government revenue. But when people understand the policymaker’s objectives, these surprises can- not occur systematically. In equilibrium people form expectations rationally and the policymaker optimizes in each period, subject to the way that people form expectations. Then, we find that (1) the rates of monetary growth and inflation are excessive; (2) these rates depend on the slope of the Phillips curve, the natural unemployment rate, and other variables that affect the benefits and costs from inflation; (3) the monetary authority behaves countercyclically; and (4) unemployment is independent of monetary policy. Outcomes improve if rules commit future policy choices in the appropriate manner. The value of these commitments-which amount to long- term contracts between the government and the private sector- underlies the argument for rules over discretion. The primary purpose of this paper is to develop a positive theory of monetary policy and inflation. On the one hand, the theory turns out to accord with two perceptions about the world in recent years: 1. Average rates of inflation and monetary growth are excessive relative to an efficiency criterion. 2. There is a tendency to pursue activist, countercyclical monetary policies Yet the model exhibits three other properties: 3. The unemployment rate – our proxy for real economic activity – is invariant with monetary policy (neglecting the familiar deadweight-loss aspect of inflation). 4. The policymaker and the public all act rationally, subject to their environments. 5. The policymaker’s objectives reflect the public’s preferences. Natural rate models with rational expectations – such as Sargent and Wallace (1975) – suggest that the systematic parts of monetary policy are irrelevant for real economic activity. Some empirical evidence on the real effects of monetary disturbances in the post-World War II United States (e. g., Barro 1977, 1981) is consistent with this result – in particular, there is some support for the proposition that anticipated monetary changes are neutral with respect to output, unemployment, and so on. On the other hand, these empirical studies and others indicated the presence of countercyclical monetary policy at least for the post-World War II United States – rises in the unemployment rate appear to generate subsequent expansions in monetary growth. Within the natural rate framework, it is difficult to reconcile this countercyclical monetary behavior with rationality of the policy-maker. A principal object of our analysis is to achieve this reconciliation. The natural rate models that have appeared in the macroeconomics literature of the last de­cade share the characteristic that policy choice is over a class of prespecified monetary rules. With the policy rule predetermined, there is no scope for ongoing policymaking; discretionary policy choice is excluded a priori. If private agents can deduce the characteristics of the monetary process once it is implemented, it defines their expectations. Thus, the policy decision is made subject to the constraint that agents’ expectations of future monetary policy will equal the realization. This framework allows the analysis to be reduced to a pair of single-agent decision problems, which can be considered independently. But, this approach cannot deal with the game-theoretic situation that arises when policy decisions are made on an ongoing basis. In our framework an equilibrium will include the following features: a) a decision rule for private agents, which determines their actions as a function of their current information, b) an expectations function, which determines the expectations of private agents as a function of their current information, and c) a policy rule, which specifies the behavior of policy instruments as a function of the policymaker’s current information set. The outcome is said to be a rational expectations equilibrium if, first, the decision rule specified in a is optimal for agents given their expectations as calculated under b; and second, it is optimal for the policymaker, whose actions are described by c, to perform in accordance with agents’ expectations b, given that the policymaker recognizes the form of the private decision rules under a. Faced by a maximizing policymaker, it would be unreasonable for agents to maintain expectations from which they know it will be in the policymaker’s interest to deviate. If policy is precommitted, the only reasonable expectations that agents can hold are those defined by the rule. But, if policy is sequentially chosen, the equality of policy expectations and realizations is a characteristic of equilibrium – not a prior constraint. We have to determine which expectations agents can reasonably expect to be realized. We view the policymaker as attempting to maximize an objective that reflects “society’s” preferences on inflation and unemployment. (Additional arguments for the preference function are mentioned later.) Although the equilibrium involves a path of unemployment that is invariant with policy, the rational policymaker adopts an activist rule. The extent of countercyclical response depends, among other things, on society’s relative dislikes for inflation and unemployment. There is an apparent contradiction because the policymaker pursues an activist policy that ends up having no desirable effects – in fact, unemployment is unaltered but inflation ends up being excessive. This outcome reflects the assumed inability of the policymaker – that is, of the institutional apparatus that is set up to manage monetary affairs – to commit its course of future actions. This feature has been stressed in an important paper by Kydland and Prescott (1977). If commitment were feasible through legal arrangements or other procedures, the countercyclical aspect of monetary policy would disappear (and, abstracting from costs of erecting and maintaining institutions, everyone would be better off). When this type of advance restriction is precluded, so that the policymaker sets instruments at each date subject only to the initial conditions prevailing for that date (which do not include restraints on policy choices), the equilibrium may involve an activist form of policy. This solution conforms to optimal behavior of private agents subject to a rationally anticipated policy rule. It corresponds also to optimality for the policymaker each period, subject to agents’ decision rules. Although an equilibrium obtains, the results are suboptimal, relative to outcomes where commitment is permitted. Given an environment where this type of policy commitment is absent – as appears to characterize the United States and other countries in recent years – the results constitute a positive theory of monetary growth and inflation. We illustrate the results with a simple model, which comes from an example in Kydland and Prescott (1977, pp. 477–80). We augment their example along the lines detailed in Gordon (1980) to include a theory of expectations formation. People form their expectations by effectively solving the problem that the optimizing policymaker will face. The policymaker’s problem is then conditioned on the expectations function of private agents. Ultimately, there are no systematic differences between expected and realized inflation. But this property emerges as part of the equilibrium rather than as a constraint on the policy problem.
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Thèses sur le sujet "Rate Theory model"

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Elhouar, Mikael. "Essays on interest rate theory." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-451.

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Götsch, Irina. "Libor market model theory and implementation." Saarbrücken VDM, Müller, 2006. http://deposit.d-nb.de/cgi-bin/dokserv?id=2868878&prov=M&dok_var=1&dok_ext=htm.

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Riga, Candia. "The Libor Market Model: from theory to calibration." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2011. http://amslaurea.unibo.it/2288/.

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This thesis is focused on the financial model for interest rates called the LIBOR Market Model. In the appendixes, we provide the necessary mathematical theory. In the inner chapters, firstly, we define the main interest rates and financial instruments concerning with the interest rate models, then, we set the LIBOR market model, demonstrate its existence, derive the dynamics of forward LIBOR rates and justify the pricing of caps according to the Black’s formula. Then, we also present the Swap Market Model, which models the forward swap rates instead of the LIBOR ones. Even this model is justified by a theoretical demonstration and the resulting formula to price the swaptions coincides with the Black’s one. However, the two models are not compatible from a theoretical point. Therefore, we derive various analytical approximating formulae to price the swaptions in the LIBOR market model and we explain how to perform a Monte Carlo simulation. Finally, we present the calibration of the LIBOR market model to the markets of both caps and swaptions, together with various examples of application to the historical correlation matrix and the cascade calibration of the forward volatilities to the matrix of implied swaption volatilities provided by the market.
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Yeldener, Suat. "Sinusoidal model based low bit rate speech coding for communication systems." Thesis, University of Surrey, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.359842.

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Van, Wijck Tjaart. "Interest rate model theory with reference to the South African market." Thesis, Stellenbosch : University of Stellenbosch, 2006. http://hdl.handle.net/10019.1/3396.

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Thesis (MComm (Statistics and Actuarial Science))--University of Stellenbosch, 2006.<br>An overview of modern and historical interest rate model theory is given with the specific aim of derivative pricing. A variety of stochastic interest rate models are discussed within a South African market context. The various models are compared with respect to characteristics such as mean reversion, positivity of interest rates, the volatility structures they can represent, the yield curve shapes they can represent and weather analytical bond and derivative prices can be found. The distribution of the interest rates implied by some of these models is also found under various measures. The calibration of these models also receives attention with respect to instruments available in the South African market. Problems associated with the calibration of the modern models are also discussed.
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Stefanovic, Milos. "Vocoder model based variable rate narrowband and wideband speech coding below 9 kbps." Thesis, University of Surrey, 1999. http://epubs.surrey.ac.uk/843965/.

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The past two decades have witnessed rapid growth and development within the telecommunications industry. This has been primarily fuelled by the proliferation of digital mobile communication applications and services which have become commonplace and easily within the financial reach of businesses and the general public. Current research trends, involving integration and packetisation of voice, video and data channels into true multimedia communications, promise a similar technological revolution in the next decade. One of the key design issues of the new high quality multimedia services is a requirement for very high data rates. Whilst the available bandwidth in wire based terrestrial network is a relatively cheap and expandable resource, it becomes inherently limited in satellite or cellular radio systems. In order to accommodate ever growing numbers of subscribers whilst maintaining high quality and low operational costs, it is necessary to maximise spectral efficiency and reduce power consumption. This has given rise to the rapid development of signal compression techniques, which in the speech transmission domain are known as speech coding algorithms. The research carried out for this thesis has mainly focused on the design and development of low bit rate narrowband and wideband speech coding systems which utilise a variable rate approach in order to improve their perceptual quality and reduce their transmission rates. The algorithms subsequently developed are based on the existing vocoding schemes, whose rigid fixed rate structure is a major limitation to achieving higher quality and lower rates. The variable rate schemes utilise the time-varying characteristics of the speech signal which is classified according to the developed segmentation algorithms. Two main schemes were developed, a variable bit rate with an average as low as 1.35 kbps and a variable frame rate with an average of 2.1 kbps, both achieving or even surpassing the subjective quality of the existing vocoding standard at 4.15 kbps. Wideband speech exhibits characteristics which are not embodied within narrowband speech and which contribute to the superior perceived quality. A very high quality wideband vocoder operating at rates (fixed and variable) below 9 kbps is presented in this thesis, whereby particular attention is paid to preserving the information in higher frequencies in order to maximise the attainable quality.
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Pringle, Sammie VanOrden Marc A. "Applying modern portfolio theory and the capital asset pricing model to DoD's information technology investments." Monterey, Calif. : Naval Postgraduate School, 2009. http://edocs.nps.edu/npspubs/scholarly/theses/2009/March/09Mar%5FPringle.pdf.

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Thesis (M.S. in Information Technololgy Management)--Naval Postgraduate School, March 2009.<br>Thesis Advisor(s): Housel, Thomas J. "March 2009." Description based on title screen as viewed on April 23, 2009. Author(s) subject terms: CAPM, Capital Asset Pricing Model, KVA, Knowledge Value Added, Real Options, ROI, Return on Investment, MPT, Modern Portfolio Theory. Includes bibliographical references (p. 37-39). Also available in print.
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Mönnich, Christina. "Tariff rate quotas and their administration : theory, practice and an econometric model for the EU /." Frankfurt am Main [u.a.] : Lang, 2004. http://www.gbv.de/dms/zbw/390979201.pdf.

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Cohen, Margaret A. "Estimating the growth rate of harmful algal blooms using a model averaged method." View electronic thesis (PDF), 2009. http://dl.uncw.edu/etd/2009-1/rp/cohenm/margaretcohen.pdf.

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Oinuma, Ryoji. "Fundamental study of evaporation model in micron pore." Texas A&M University, 2004. http://hdl.handle.net/1969.1/1239.

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As the demand for high performance small electronic devices has increased, heat removal from these devices for space use is approaching critical limits. A heat pipe is a promising device to enhance the heat removal performance due to the phase change phenomena for space thermal management system. Even though a heat pipe has a big potential to remove the thermal energy from a high heat flux source, the heat removal performance of heat pipes cannot be predicted well since the first principle of evaporation has not been established. The purpose of this study is to establish a method to apply the evaporation model based on the statistical rate theory for engineering application including vapor-liquid-structure intermolecular effect. The evaporation model is applied to the heat pipe performance analysis through a pressure balance and an energy balance in the loop heat pipe.
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Livres sur le sujet "Rate Theory model"

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Rao, Ramesh K. S. A theory of the firm's cost of capital: How debt affects the firm's risk, value, tax rate, and the government's tax claim. World Scientific Pub., 2007.

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Lewellen, Jonathan. Estimation risk, market efficiency, and the predictability of returns. National Bureau of Economic Research, 2000.

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Rocşoreanu, C. The FitzHugh-Nagumo model: Bifurcation and dynamics. Kluwer Academic Publishers, 2000.

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Brigo, Damiano, and Fabio Mercurio. Interest Rate Models Theory and Practice. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4.

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J, Cornyn Anthony, and Mays Elizabeth, eds. Interest rate risk models: Theory and practice. Glenlake Publ. Co., 1997.

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Bolder, David. Affine term-structure models: Theory and implementation. Financial Markets Department, Bank of Canada, 2001.

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Bolder, David. Affine term-structure models: Theory and implementation. Bank of Canada, 2001.

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Pentecost, Eric J. Exchange rate dynamics: A modern analysis of exchange rate theory and evidence. E. Elgar, 1993.

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Hans, Dewachter, and Embrechts Marc, eds. Exchange rate theory: Chaotic models of foreign exchange markets. Blackwell, 1993.

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Nishiyama, Yasuo. Interest rates: Theory, reality and future impacts. Nova Science Publisher's, 2011.

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Chapitres de livres sur le sujet "Rate Theory model"

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Brigo, Damiano, and Fabio Mercurio. "Cases of Calibration of the LIBOR Market Model." In Interest Rate Models Theory and Practice. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_7.

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Bruhns, O. T. "A Continuum Damage Model for the Description of High Strain Rate Deformations." In Finite Inelastic Deformations — Theory and Applications. Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-642-84833-9_5.

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Sandström, Rolf. "Primary Creep." In Basic Modeling and Theory of Creep of Metallic Materials. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-49507-6_4.

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AbstractFor many materials, primary creep can be described with the phi (ϕ) model and tertiary creep with the Omega (Ω) model (discussed in Chap. 12). According to the phi model, the creep rate is linear in strain and time in a double logarithmic diagram. When using empirical descriptions of the creep curves, these models are recommended. Several basic models for primary creep are derived. They are based on the creep rate in the secondary stage. This means that primary creep can be derived without any new data. The primary creep models are in agreement with the phi model and can describe experimental data. For the martensitic 9–12% Cr steels at least two dislocation densities are needed to represent primary creep because the initial dislocation density is high contrary to the situation for annealed fcc materials.
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Hashiguchi, K., S. Tsutsumi, T. Okayasu, and K. Saitoh. "Subloading Surface Model with Tangential Stress Rate Effect and its Application to Soils." In Bifurcation and Localisation Theory in Geomechanics. CRC Press, 2021. http://dx.doi.org/10.1201/9781003210931-28.

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Cheng, Guo-zhu, Jun-feng Ma, Li-hui Qin, Li-xin Wu, and Tian-jun Feng. "Calculation Model of Urban Rail Transit Share Rate Based on Game Theory." In Green Intelligent Transportation Systems. Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-0302-9_17.

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Beyer, Hans-Georg. "The Progress Rate of the $$\left( {1\mathop ,\limits^ + \lambda } \right)$$ -ES on the Sphere Model." In The Theory of Evolution Strategies. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04378-3_3.

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Bien, Katarzyna, Ingmar Nolte, and Winfried Pohlmeier. "A multivariate integer count hurdle model: theory and application to exchange rate dynamics." In High Frequency Financial Econometrics. Physica-Verlag HD, 2008. http://dx.doi.org/10.1007/978-3-7908-1992-2_3.

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Ivanova, Daria, Ekaterina Karnauhova, Ekaterina Markova, and Irina Gudkova. "Analyzing of Licensed Shared Access Scheme Model with Service Bit Rate Degradation in 3GPP Network." In Information Technologies and Mathematical Modelling. Queueing Theory and Applications. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-68069-9_19.

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Peng, Xiujian, and Philip Adams. "Closure Development and Policy Simulation—The Effects of Increasing Required Rate of Return on Capital." In CHINAGEM—A Dynamic General Equilibrium Model of China: Theory, Data and Applications. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-99-1850-8_7.

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Sandström, Rolf. "Stationary Creep." In Basic Modeling and Theory of Creep of Metallic Materials. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-49507-6_2.

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AbstractAn introduction to creep and its main characterstics are given. Stationary creep has been studied extensively in the literature. Stationary creep is a result of a balance between work hardening and recovery processes, which allows for a continues plastic deformation without raising the stress. The starting point for the basic modeling of creep is a differential equation for the dislocation density that describes how it varies with strain or time. The model explains how the dislocation density is influenced by work hardening and recovery. From the dislocation model, a basic equation for the creep rate is derived that is in many respects similar to the classical Bird, Mukherjee and Dorn (BMD) formula but with the values of the parameters given. By taking the role of strain induced vacancies into account, the applicability of the BMD equation is widely expanded because the basic model can also handle low temperatures and high stresses that is usually referred to as the power-law break down regime. It is illustrated that the creep model can represent the creep rate for pure metals such as Al and Ni.
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Actes de conférences sur le sujet "Rate Theory model"

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Lin, Xiangyun, Meilin Li, Rui Zhang, and Weihai Zhang. "LASSO-ARIMA-BP Neural Network Combination Prediction Model and its Application to Exchange Rate Prediction." In 2024 International Conference on Fuzzy Theory and Its Applications (iFUZZY). IEEE, 2024. http://dx.doi.org/10.1109/ifuzzy63051.2024.10662882.

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D., Jeffrey, Mark Tischler, Robert McKillip, Daniel Wachspress, and Ondrej Juhasz. "A Free Wake Linear Inflow Model Extraction Procedure for Rotorcraft Analysis." In Vertical Flight Society 73rd Annual Forum & Technology Display. The Vertical Flight Society, 2017. http://dx.doi.org/10.4050/f-0073-2017-12111.

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Linearized inflow models have been used to represent dynamic wake effects for control law development and flight dynamics simulation of conventional main rotor/tail rotor helicopters. For advanced rotorcraft configurations based on compound-coaxial and multi-rotor distributed propulsion, rotor-on-rotor and rotor-on-wing interactions lead to a breakdown of classical dynamic inflow theory. An approach for extracting low-order inflow models from comprehensive aerodynamic analyses has been investigated as part of continuing research and development toward an automated procedure for inflow/wake model identification. This paper describes the initial results for inflow model extraction from a full-span free wake analysis in hover, forward flight, and maneuvering flight conditions. Emphasis has been placed on the model structure formulation to yield identified inflow models that capture the critical dynamics associated with the rotor wake and induced velocity without being over-parameterized. Model structures previously reported in the literature do not capture all wake dynamics observed in a free wake model, some of which impact the coupled rotor-body response characteristics. Wake distortion effects due to tip path plane angular rate, off-rotor interference, and coaxial rotor interactions are examined herein.
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Salimi, Somayeh, Mahmoud Salmasizadeh, and Mohammad Reza Aref. "Secret key sharing in a new source model: Rate regions." In 2010 Australian Communications Theory Workshop (AusCTW). IEEE, 2010. http://dx.doi.org/10.1109/ausctw.2010.5426771.

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Zhou, Qiaoqiao, Chung Chan, and Raymond W. Yeung. "On the Discussion Rate Region for the PIN Model." In 2020 IEEE International Symposium on Information Theory (ISIT). IEEE, 2020. http://dx.doi.org/10.1109/isit44484.2020.9174268.

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Yang, Jie, and Shaozong Zhang. "Measure Exchange Rate Risk Using GARCH Model and Extreme Value Theory." In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.89.

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Li, Zhuoshi, Wenqian Wang, Lizong Cao, and Zhengwei Liu. "China's Forest Coverage Rate Forecasting Model Based on Gray System Theory." In 2015 5th International Conference on Computer Sciences and Automation Engineering (ICCSAE 2015). Atlantis Press, 2016. http://dx.doi.org/10.2991/iccsae-15.2016.86.

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Sadeghi, Parastoo, Predrag Rapajic, Rodney Kennedy, and Thushara Abhayapala. "Autoregressive Time-Varying Flat-Fading Channels: Model Order and Information Rate Bounds." In 2006 IEEE International Symposium on Information Theory. IEEE, 2006. http://dx.doi.org/10.1109/isit.2006.261890.

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Zhao, Feng, Jin Sima, and Shao-Lun Huang. "On the Optimal Error Rate of Stochastic Block Model with Symmetric Side Information." In 2021 IEEE Information Theory Workshop (ITW). IEEE, 2021. http://dx.doi.org/10.1109/itw48936.2021.9611481.

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Khatami, Mehrdad, Vida Ravanmehr, and Bane Vasic. "GBP-based detection and symmetric information rate for rectangular-grain TDMR model." In 2014 IEEE International Symposium on Information Theory (ISIT). IEEE, 2014. http://dx.doi.org/10.1109/isit.2014.6875107.

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Gohari, Amin, Onur Gunlu, and Gerhard Kramer. "On Achieving a Positive Rate in the Source Model Key Agreement Problem." In 2018 IEEE International Symposium on Information Theory (ISIT). IEEE, 2018. http://dx.doi.org/10.1109/isit.2018.8437749.

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Rapports d'organisations sur le sujet "Rate Theory model"

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Ashley, Richard, and Randal J. Verbrugge. The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-201909r2.

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We establish that the Phillips curve is persistence-dependent: inflation responds differently to persistent versus moderately persistent (or versus transient) fluctuations in the unemployment rate gap. This persistence-dependent relationship appears to align with business-cycle stages and is thus consistent with existing theory. Previous work fails to model this dependence, thereby finding numerous "inflation puzzles" – e.g., missing inflation/disinflation – noted in the literature. Our specification eliminates these puzzles; for example, the Phillips curve has not weakened, nor was inflation "stubbornly low" in 2019. The model's coefficients are stable, and it provides accurate conditional recursive forecasts through the Great Recession. There are important monetary policy implications.
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Crump, Richard K., Stefano Eusepi, and Emanuel Moench. Is There Hope for the Expectations Hypothesis? Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1098.

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Most macroeconomic models impose a tight link between expected future short rates and the term structure of interest rates via the expectations hypothesis (EH). While the EH has been systematically rejected in the data, existing work evaluating the EH generally assumes either full-information rational expectations or stationarity of beliefs, or both. As such, these analyses are ill-equipped to refute the EH when these assumptions fail to hold, fueling hopes for a “resurrection” of the EH. We introduce a model of expectations formation which features time-varying means and accommodates deviations from rationality. This model tightly matches the entire joint term structure of expectations for output growth, inflation, and the short-term interest rate from all surveys of professional forecasters in the U.S. We show that deviations from rationality and drifting long-run beliefs consistent with observed measures of expectations, while sizable, do not come close to bridging the gap between the term structure of expectations and the term structure of interest rates. Not only is the EH decisively rejected in the data, but model-implied short-rate expectations generally display, at best, only a weak co-movement with the forward rates of corresponding maturities.
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Hausmann, Ricardo, Ugo Panizza, and Ernesto H. Stein. Why Do Countries Float the Way They Float? Inter-American Development Bank, 2000. http://dx.doi.org/10.18235/0010778.

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Countries that are classified as having floating exchange rate systems (or very wide bands) show strikingly different patterns of behavior. They hold very different levels of international reserves and allow very different volatilities in the movements of the exchange rate relative to the volatility that they tolerate either on the level of reserves or in interest rates. We document these differences and present a model that explains them as the optimal response of a Central Bank that attempts to minimize a standard loss function, in an environment in which firms are credit-constrained and incomplete markets limit their ability to avoid currency mismatches. This model suggests that the difference in the way countries float could be related to their differing levels of exchange rate pass-through and differences in their ability to avoid currency mismatches. We test these implications and find a very strong and robust relationship between the pattern of floating and the ability of a country to borrow internationally in its own currency. We find weaker and less robust evidence on the importance of pass-through to account for differences across countries with respect to their exchange rate/monetary management.
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Pompeu, Gustavo, and José Luiz Rossi. Real/Dollar Exchange Rate Prediction Combining Machine Learning and Fundamental Models. Inter-American Development Bank, 2022. http://dx.doi.org/10.18235/0004491.

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The study of the predictability of exchange rates has been a very recurring theme on the economics literature for decades, and very often is not possible to beat a random walk prediction, particularly when trying to forecast short time periods. Although there are several studies about exchange rate forecasting in general, predictions of specifically Brazilian real (BRL) to United States dollar (USD) exchange rates are very hard to find in the literature. The objective of this work is to predict the specific BRL to USD exchange rates by applying machine learning models combined with fundamental theories from macroeconomics, such as monetary and Taylor rule models, and compare the results to those of a random walk model by using the root mean squared error (RMSE) and the Diebold-Mariano (DM) test. We show that it is possible to beat the random walk by these metrics.
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Miller, Martin S. Burning-Rate Models and Their Successors: A Personal Perspective. Defense Technical Information Center, 2003. http://dx.doi.org/10.21236/ada416336.

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Legal, Diego, and Eric R. Young. Consumer Bankruptcy and Unemployment Insurance. Federal Reserve Bank of Cleveland, 2024. http://dx.doi.org/10.26509/frbc-wp-202409.

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We quantitatively evaluate the effects of UI on bankruptcy in an equilibrium model of labor market search and defaultable debt. First, we ask whether a standard unsecured credit model extended with labor market search and matching frictions can account for the negative correlation between UI caps and bankruptcy rates observed in the data. The model can account for this fact only if estimated with the employment rate among bankruptcy filers as a target. Not matching this employment rate underestimates the consumption smoothing benefits of UI cap increases, as the model assigns too much importance to unemployment shocks for driving default, and implies large welfare losses from increasing the cap rather than negligible gains. Second, with bankruptcy available, there are significant welfare gains from increasing the replacement rate above the calibrated value, but not in the absence of default.
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Bosch, Sarah. Evaluation of implementation of models of academic advising in post graduate taught courses. Sheffield Hallam University, 2024. http://dx.doi.org/10.7190/steer/academic_advising_pgt.

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The first aim of this project was to develop evidence-informed models of academic advising for Postgraduate Taught (PGT) courses that was aligned to the institutional Academic Advising Framework, provided a consistently good experience, and yet was flexible enough to cater for diverse courses and student requirements. The second aim was to evaluate the effectiveness of these models. Three main models were created: Model 1 (out of curriculum); Model 2 (embedded approach); Model 3 (extended advising). A fourth, by permission only, student-led ‘Model X’, was also created in response to the needs of particular cohorts and departments. Following model implementation student awareness of the Academic Adviser (AA) role and of who theirs is was significantly greater. There were significant increases in the perceptions that academic advisers provided useful advice and guidance, referred to further support as appropriate, and took a personal interest in them, as well as a decrease in end of year withdrawal rates, post-model implementation compared with pre-model implementation. Comparing models, Model 2 (embedded) elicited the most positive results. A higher proportion of students experiencing Model 2 reported they had the opportunity and took up the opportunity to meet with their AA compared with any other model. Additionally, these students had significantly higher agreement that their AA takes a personal interest in them and that they provide useful advice and guidance to aid academic progress and development. Thematic analysis qualitative data, pre- and post-implementation revealed six themes: Academic, Professional, Personal, Relational, Contact and AA Model. Based on the evaluation and research conducted by the working group we have the following recommendations: 1. The importance of Academic Advising in PGT courses should not be understated. 2. Academic Advising should be embedded in curriculum (Model 2), where possible. 3. Model 3 is strongly recommended for courses with high proportions of international students.
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Boel, Paola, and Christopher J. Waller. On the essentiality of credit and banking at zero interest rates. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-202313.

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We investigate the welfare-increasing role of credit and banking at zero interest rates in a microfounded general equilibrium monetary model. Agents differ in their opportunity costs of holding money due to heterogeneous idiosyncratic time-preference shocks. Without banks, the constrained-efficient allocation is never attainable, since impatient agents always face a positive implicit rate in equilibrium. With banks, patient agents pin down the borrowing rate and in turn enable impatient agents to borrow at no cost when the inflation rate approaches the highest discount factor. Banks can therefore improve welfare at zero rates, provided that both types of agents are included in the financial system and that the borrowing limit is sufficiently lax. The result is robust to several extensions.
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Fernandez, Andres, Adam Gulan, and Roberto Chang. Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy. Inter-American Development Bank, 2016. http://dx.doi.org/10.18235/0011758.

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Corporate sectors in emerging markets have noticeably increased their reliance on foreign financing, presumably reflecting low global interest rates. The evidence also shows a rebalancing from bank loans towards bonds. To study these developments, this paper develops a dynamic open economy model where these modes of finance are determined endogenously. The model replicates the stylized facts following a drop in world interest rates; in particular, rebalancing towards bonds occurs because bank credit becomes relatively more expensive, reflecting the scarcity of bank equity. More generally, the model is suitable for studying interactions between modes of finance and the macroeconomy.
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Wright, Allan, and Francisco A. Ramirez. What are the Fiscal Limits for the Developing Economies of Central America and the Caribbean? Inter-American Development Bank, 2017. http://dx.doi.org/10.18235/0011799.

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This study uses simulations of state-dependent distributions of fiscal limits for 18 economies in Central America and the Caribbean to better understand governments¿ ability to service their debt, arising from endogenously determined dynamic Laffer curves. Using a small, open economy model to simulate macroeconomic fundamentals and fiscal policy interactions, the empirical findings produced results not previous available for these economies, showing varying and wider distributions of fiscal limits for the open economy model subject to terms-of-trade and flexible exchange rate shocks. This indicates that terms-of-trade and exchange rate volatility impacted the ability of national economies to service their debt. It is therefore prudent that policymakers and central bankers consider models that incorporate the use of trade and exchange rate volatility as a robust way of more accurately determining fiscal limits, which are a critical component in understanding governments' ability to service their debt.
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