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Artigos de revistas sobre o assunto "Modèle Rate Theory"

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Raffo López, Leonardo. "Una discusión sobre la curva de Phillips de Friedman y la tasa natural de desempleo". Lecturas de Economía, n.º 67 (31 de julho de 2009): 119–42. http://dx.doi.org/10.17533/udea.le.n67a2023.

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En este escrito se evalúa la consistencia teórica de la Curva de Phillips de Milton Friedman. Para esto se retoma la exposición de Friedman, destacando sus aportes al análisis de corto plazo del desempleo, los salarios y los precios, frente a la teoría de los clásicos y a la de Keynes. Se examina la hipótesis basada en la tasa natural de desempleo, revisando la utilización de los conceptos de desempleo involuntario, equilibrio macroeconómico e información imperfecta, así como los mecanismos de formación de expectativas de empresarios y trabajadores. Se concluye que su modelo es impreciso e incompleto y que su hipótesis se derrumba si la tasa natural de desempleo es endógena y cambia con los choques exógenos de demanda agregada. Palabras Clave: Curva de Phillips, desempleo involuntario, tasa natural de desempleo, información imperfecta, expectativas adaptativas. Clasificación JEL: E24, E31, E32, B22. Abstract: In this paper I evaluate the theoretical consistency of Friedman.s Phillips curve. For this, I review his own exposition in the subject, making emphasis in his contributions to the short-run analysis of unemployment, wages and prices in front of the classical theory and Keynes.s .General Theory.. I examine his hypothesis founded in the natural rate of unemployment, looking at the use of concepts like involuntary unemployment, macroeconomic equilibrium and imperfect information, and also at the mechanism of expectation.s formation for workers and entrepreneurships. My conclusion is that his model is incomplete and imperfect, and that his hypothesis tumbles down if the natural rate of unemployment is endogenous and changes with the exogenous chocks in aggregate demand. Keywords: Phillips curve, involuntary unemployment, natural rate of unemployment, imperfect information, adaptative expectations. JEL classification: E24, E31, E32, B22. Résumé: Dans cet article on évalue la cohérence théorique de la Courbe de Phillips de Milton Friedman. Pour ce faire, on reprend l.exposition de Friedman tout en soulignant sa contribution à l.étude du chômage dans le court terme, des salaires et des prix face à la théorie classiques et à la théorie keynésienne. On examine l.hypothèse du taux de chômage naturel et l.utilisation des concepts de chômage involontaire, d.équilibre macro-économique et d.information imparfaite, ainsi que les mécanismes de formation des anticipations des entrepreneurs et des travailleurs. On conclut que son modèle est imprécis et incomplet car l.hypothèse d.un taux de chômage naturel s.effondre lorsque le taux de chômage naturel est endogène et sa variation dépend des chocs exogènes de la demande agrégée. Mots Clef: Courbe de Phillips, chômage involontaire, taux de chômage naturel, information imparfaite, anticipations adaptatives. Classification JEL: E24, E31, E32, B22.
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Trojanowska, M. "Applicability of models based on deterministic chaos theory for forecasting of electricity sales in rural areas". Research in Agricultural Engineering 52, No. 1 (7 de fevereiro de 2012): 25–29. http://dx.doi.org/10.17221/4876-rae.

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The applicability of models based on deterministic chaos theory, in particular the self-similar fractal models, logistic models according to Prigogine, logistic models according to Schuster, and heuristic crossing models for one-year-ahead forecasting of the sales of electric energy in the rural areas, is verified in the paper. The model quality assessment was carried out based on the errors analysis of the 10-year ex post forecasts of the electric energy sale to rural consumers by three selected distribution companies. As the electric energy consumption were disturbed by economic crises, the forecasts were developed using not only annual sales value but also using their 2-, 3-, 4- and 5-year totals. The best forecast were obtained when the electric energy sales were predicted using the Schuster and heuristic crossing models, made on the basis of four- and five-year totals of annual sales values.
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Et. al., Shaik Irfan Babu,. "A PIC controlled based heart rate miniaturization using GSM". Turkish Journal of Computer and Mathematics Education (TURCOMAT) 12, n.º 10 (28 de abril de 2021): 4765–71. http://dx.doi.org/10.17762/turcomat.v12i10.5232.

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We used advanced technologies in this module to track patients suffering from heart failure and physical disorders. As a consequence, a heart rate sensor and a temperature sensor are utilized to track the patient. Sensors provide precise results, obviating the need for conventional medical instruments such as thermometers and other devices. GSM modem is used to transmit messages from the patient's position to the medical advisory. This module relieves medical advisors of the burden of patient monitoring while also allowing patients to travel about freely.
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Wang, Wen Bin, Dao Yuan Liu e Yu Qin Yao. "Research and Design of Digital down Converter Based on Software Defined Radio". Applied Mechanics and Materials 513-517 (fevereiro de 2014): 1803–6. http://dx.doi.org/10.4028/www.scientific.net/amm.513-517.1803.

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This paper makes a brief introduction on the current development trend of software radio and digital down converter status. The basic theoretical knowledge: Band-pass sampling theorem, digital signal orthogonal transformation theory, multi-rate signal processing theory. Based on these theories, use MATLAB complete the design and verification of mixing module, the extraction module (CIC filter, half-band filter and FIR filters), finally verify the correctness of the design, and implement DDC.
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Xu, Ying, Wentao Tang, Biyun Chen, Li Qiu e Rong Yang. "A Model Predictive Control with Preview-Follower Theory Algorithm for Trajectory Tracking Control in Autonomous Vehicles". Symmetry 13, n.º 3 (26 de fevereiro de 2021): 381. http://dx.doi.org/10.3390/sym13030381.

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Research on trajectory tracking is crucial for the development of autonomous vehicles. This paper presents a trajectory tracking scheme by utilizing model predictive control (MPC) and preview-follower theory (PFT), which includes a reference generation module and a MPC controller. The reference generation module could calculate reference lateral acceleration at the preview point by PFT to update state variables, and generate a reference yaw rate in each prediction point. Since the preview range is increased, PFT makes the calculation of yaw rate more accurate. Through physical constraints, the MPC controller can achieve the best tracking of the reference path. The MPC problem is formulated as a linear time-varying (LTV) MPC controller to achieve a predictive model from nonlinear vehicle dynamics to continuous online linearization. The MPC-PFT controller method performs well by increasing the effective length of the reference path. Compared with MPC and PFT controllers, the effectiveness and robustness of the proposed method are proved by simulations of two typical working conditions.
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Ho, Chii-Dong, Luke Chen, Jr-Wei Tu, Yu-Chen Lin, Jun-Wei Lim e Zheng-Zhong Chen. "Investigation of CO2 Absorption Rate in Gas/Liquid Membrane Contactors with Inserting 3D Printing Mini-Channel Turbulence Promoters". Membranes 13, n.º 12 (4 de dezembro de 2023): 899. http://dx.doi.org/10.3390/membranes13120899.

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The CO2 absorption by Monoethanolamine (MEA) solutions as chemical absorption was conducted in the membrane gas absorption module with inserting 3D mini-channel turbulence promoters of the present work. A mathematical modeling of CO2 absorption flux was analyzed by using the chemical absorption theory based on mass-transfer resistances in series. The membrane absorption module with embedding 3D mini-channel turbulence promoters in the current study indicated that the CO2 absorption rate improvement is achieved due to the diminishing concentration polarization effect nearby the membrane surfaces. A simplified regression equation of the average Sherwood number was correlated to express the enhanced mass-transfer coefficient of the CO2 absorption. The experimental results and theoretical predictions showed that the absorption flux improvement was significantly improved with implementing 3D mini-channel turbulence promoters. The experimental results of CO2 absorption fluxes were performed in good agreement with the theoretical predictions in aqueous MEA solutions. A further absorption flux enhancement up to 30.56% was accomplished as compared to the results in the previous work, which the module was inserted the promoter without mini channels. The influences of the MEA absorbent flow rates and inlet CO2 concentrations on the absorption flux and absorption flux improvement are also illustrated under both concurrent- and countercurrent-flow operations.
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Mutema, Gaudencia. "Sur les citoyens et les minorités modèles : perspectives de la Critical Race Theory appliquées à l’éducation". Nordiques, n.º 28 (1 de novembro de 2014): 89–102. http://dx.doi.org/10.4000/nordiques.6050.

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Lin, Guoqian, Samuel Bimenyimana, Ming-Lang Tseng, Ching-Hsin Wang, Yuwei Liu e Lingling Li. "Photovoltaic Modules Selection from Shading Effects on Different Materials". Symmetry 12, n.º 12 (15 de dezembro de 2020): 2082. http://dx.doi.org/10.3390/sym12122082.

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This study aims to provide photovoltaic module selection with better performance in the shading condition for improving production efficiency and reducing photovoltaic system investment cost through the symmetry concept, combining both solar energy mathematical and engineering principles. The study builds a symmetrical photovoltaic model and uses the series-parallel circuit theory, piecewise function and Matlab simulation. The voltage and current output characteristics of commercial photovoltaic modules made of different materials and structures are analyzed and their shading effects are evaluated. The results show that for each photovoltaic module, the output power is directly proportional to the irradiance. The output voltage of the photovoltaic module slightly increases and the output current greatly decreases from no shading to shading. The rate of output power reduction varies for each photovoltaic module type when the irradiance changes. The thin film modules show a lower output power reduction rate than crystalline photovoltaic modules from no shading to shading and they have good adaptability to shading. The use of thin film photovoltaic modules is recommended when the shading condition cannot be avoided.
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Park, No-Suk, Sukmin Yoon, Woochang Jeong e Yong-Wook Jeong. "Application of Double Piping Theory to Parallel-Arrayed Low-Pressure Membrane Module Header Pipe and Experimental Verification of Flow Distribution Evenness". Membranes 12, n.º 7 (20 de julho de 2022): 720. http://dx.doi.org/10.3390/membranes12070720.

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In this study, the improvement effect of flow distribution evenness is evaluated quantitatively by applying the double piping theory to a parallel-arrayed low-pressure membrane module header pipe structure, and its feasibility is discussed. Orifice inner pipes to be inserted into a full-scale membrane module header pipe are designed via the computational fluid dynamics (CFD) technique, and the flow rates into 10 membrane modules are measured in real time using a portable ultrasonic flowmeter during operation to verify the effect. Results of CFD simulation and actual measurements show that the outflow rate from the branch pipe located at the end of the existing header pipe is three times higher than the flow rate from the branch pipe near the inlet. By inserting two inner pipes (with an open end and a closed end into the existing header pipe) and applying the double pipe theory, the flow distribution evenness is improved. The CFD simulation and experimental results show that the flow uniformity can be improved by more than 70% and 50%, respectively.
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Li, Xue Jun, Zhi Cheng He e Qi Li. "Research of Direct Sequence Spread Spectrum Communication System Based on MATLAB". Applied Mechanics and Materials 103 (setembro de 2011): 279–84. http://dx.doi.org/10.4028/www.scientific.net/amm.103.279.

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This paper described the theory which based on the spread spectrum communication system, a simulation model was designed based on MATLAB, and each module of the model was briefly introduced. In a particular simulation condition, ran the simulation program, and an expected result was obtained. Meanwhile, by design a spread spectrum communication system of two users, detect the bit error rate corresponding with the two users in different bit error rate (SNR), directly verified the validity of the model system.
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Teses / dissertações sobre o assunto "Modèle Rate Theory"

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Georgesco, Arthur. "Effet couplé de l'endommagement balistique et électronique dans UO₂ : rôle de la température d'irradiation". Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPASP102.

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En réacteur, le combustible UO₂ est soumis à l'irradiation simultanée de plusieurs particules et rayonnements, dont les produits de fission, avec l'ensemble de ces phénomènes se produisant en température (environ 400 - 500 °C dans la périphérie et 1000 - 1200 °C dans le centre des pastilles). À l'échelle atomique, cela provoque des dommages de type balistique (déplacements atomiques), principalement à cause des produits de fission de basse énergie, et de l'endommagement électronique (ionisations et excitations électroniques) dû aux particules de haute énergie. Les dommages balistiques induisent notamment la création de boucles de dislocation interstitielles, non fautées, d'une taille de quelques nanomètres à quelques dizaines de nanomètres, qui évoluent vers des lignes de dislocation enchevêtrées, ainsi que des objets lacunaires sub-nanométriques à nanométriques. Les dommages électroniques, au-delà d'un certain niveau d'énergie déposée (supérieur à 20 keV/nm), induisent la formation de traces. Ainsi, alors que les effets des pertes d'énergie balistique et électronique dans UO₂ sont bien documentés, les effets de couplage entre ces deux processus, et surtout les mécanismes associés, n'ont été étudiés qu'à température ambiante. Cependant, la diffusion des défauts ponctuels varie avec la température, et certains défauts ou regroupements de défauts peuvent déjà être mobiles à température ambiante dans UO₂. Cette différence de mobilité peut avoir un impact important sur leur mécanisme d'évolution, notamment dans le cas de l'effet couplé entre les deux contributions. Ces premiers résultats nécessitent donc d'être complétés en s'intéressant à l'influence de la température d'irradiation sur ce couplage. Pour ce faire, deux approches sont considérées. Dans un premier temps, il est nécessaire de s'affranchir de l'effet de la température d'irradiation, en travaillant à très basse température, pour mieux identifier les mécanismes d'évolution des défauts mis en jeu lors du couplage. Dans un second temps, une fois ces mécanismes définis, il est intéressant de travailler à plus haute température, pour se rapprocher des conditions en réacteur. Ainsi, des irradiations aux ions en simple et double faisceau simultané dans des échantillons d'UO₂ ont été réalisées à différentes températures sur les plateformes JANNuS Orsay et Saclay. La microscopie électronique en transmission et la spectroscopie Raman ont été utilisées (de manière in situ et ex situ) pour étudier l'évolution des défauts étendus et du désordre lié aux défauts ponctuels, respectivement. Un modèle Rate Theory a été utilisé en regard des résultats expérimentaux, pour identifier les mécanismes mis en jeu lors d'irradiations avec ou sans l'effet de la température, et avec ou sans l'effet des pertes d'énergie électronique. Les résultats montrent que les mécanismes de nucléation et de grossissement des boucles de dislocation sont très impactés par la diffusion des défauts ponctuels et/ou des amas de défauts, à la différence des objets lacunaires. Cette diffusion est activée soit par la température pendant l'irradiation, soit par les excitations électroniques / ionisations (induisant des effets de pointe thermique) des ions très énergétiques lors du couplage. La température impacte donc fortement le couplage entre les pertes d'énergie électronique et nucléaire. Par ailleurs, l'effet de ce couplage diffère selon le mode d'irradiation (simple ou double faisceau) ; tout cela résulte en des évolutions de la microstructure très différentes. Les différentes irradiations réalisées, ainsi que l'utilisation du modèle Rate Theory, ont permis de définir les mécanismes qui s'opèrent dans UO₂ avec l'effet couplé de la température d'irradiation et des pertes d'énergie balistique et électronique. Cette démarche apporte une meilleure compréhension du comportement du combustible nucléaire en réacteur
In the reactor, UO₂ fuel is subjected to simultaneous irradiation by several particles and radiation, including fission products, with all these phenomena occurring at high temperatures (around 400 - 500 °C in the pellet periphery and 1000 - 1200 °C in the pellet center). On an atomic scale, this leads to ballistic damage (atomic displacements), mainly due to low-energy fission products, and electronic damage (ionizations and electronic excitations) due to high-energy particles. Ballistic damage results in the creation of interstitial-type dislocation loops, a few nanometers to tens of nanometers in size, which evolve into tangled dislocation lines, as well as sub-nanometric to nanometric vacancy-type objects. Electronic damage, beyond a certain level of deposited energy (above 20 keV/nm), induces tracks formation. Therefore, while the effects of ballistic and electronic energy losses in UO₂ are well documented, the coupling effects between these two processes, and especially the associated mechanisms, have only been studied at room temperature. However, the diffusion of point defects varies with temperature, and some defects or defect clusters may already be mobile at room temperature in UO₂. This difference in mobility may have a significant impact on their evolution mechanism, particularly in the case of the coupled effect between the two contributions. These initial results therefore need to be supplemented by looking at the influence of irradiation temperature on this coupling. To achieve this, two approaches are considered. Firstly, it is necessary to eliminate the effect of irradiation temperature, by working at very low temperature, to better identify the mechanisms of defect evolution occurring during coupling. Secondly, once these mechanisms have been defined, it is worthwhile working at higher temperatures, to get closer to reactor conditions. Single- and dual-beam ion irradiations of UO₂ samples were carried out at different temperatures on the JANNuS Orsay and Saclay facilities. Transmission electron microscopy and Raman spectroscopy were used (in situ and ex situ) to study the evolution of extended defects and disorder related to point defects, respectively. A Rate Theory model was used in conjunction with the experimental results, to identify the mechanisms involved in irradiation with or without the effect of temperature, and with or without the effect of electronic energy losses. The results show that the nucleation and growth mechanisms of dislocation loops are strongly impacted by the diffusion of point defects and/or defect clusters, unlike vacancy-type objects. This diffusion is activated either by temperature during irradiation, or by the electronic excitations/ionizations (inducing thermal spike effects) of high-energy ions during coupling. Temperature therefore has a major impact on the coupling between electronic and nuclear energy losses. Moreover, the effect of this coupling differs according to the irradiation mode (single or dual beam), resulting in very different microstructure evolutions. The various irradiations carried out, together with the use of the Rate Theory model, have enabled us to define the mechanisms at work in UO₂, with the coupled effect of irradiation temperature and ballistic and electronic energy losses. This approach provides a better understanding of the behavior of nuclear fuel in reactors
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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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Smith, P. N. "Structural models of the exchange rate : Theory and evidence". Thesis, University of Southampton, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.378873.

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Zhang, Jiangxingyun. "International Portfolio Theory-based Interest Rate Models and EMU Crisis". Thesis, Rennes 1, 2017. http://www.theses.fr/2017REN1G011/document.

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L'objectif de cette thèse est d’étudier à côté du risque défaut, le rôle spécifique des risques de volatilité et de co-volatilité dans la formation des taux longs dans la zone euro. On propose en particulier un modèle théorique de choix de portefeuille à deux pays permettant d’évaluer la contribution des primes de risque de volatilité aux processus de contagion et de fuite vers la qualité dans différents épisodes de la crise de la dette souveraine. Ce modèle permet également d’analyser le rôle des achats d’actifs (QE) de la BCE sur l’équilibre des marchés obligataires. Nos tests empiriques suggèrent que les programmes QE de la BCE à partir de mars 2015 n’ont fait qu’accélérer « une défragmentation » des marchés obligataires de la zone euro, apparue plus tôt dans la crise, dès la mise en place de l’OMT
This thesis examines the specific role of volatility risks and co-volatility in the formation of long-term interest rates in the euro area. In particular, a two-country theoretical portfolio choice model is proposed to evaluate the volatility risk premia and their contribution to the contagion and flight to quality processes. This model also provides an opportunity to analyze the ECB's role of asset purchases (QE) on the equilibrium of bond markets. Our empirical tests suggest that the ECB's QE programs from March 2015 have accelerated the "defragmentation" of the euro zone bond markets
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Dogan, Aydan. "Two sector models of the real exchange rate". Thesis, University of Kent, 2016. https://kar.kent.ac.uk/54747/.

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This thesis consists of three self contained chapters. In the first chapter, we re-assess the problem of general equilibrium models in matching the behaviour of the real exchange rate. We do so by developing a two country general equilibrium model with non-traded goods, home bias, incomplete markets and partial degrees of pass through as well as nominal rigidities both in the goods and labour markets. Our key finding is that presenting an encompassing model structure improves the performance of the model in addressing the persistence of the real exchange rate and its correlation with relative consumption, but this improvement is at the expense of failing to replicate some other characteristics of the data; where the model does a good job at explaining the failure of international risk sharing and generates substantial real exchange rate persistence, it fails to match several other observed business cycle features of the data, such as the volatility of real exchange rate and consumption. In the second chapter of the thesis, we study the importance of the extensive margin of trade for the UK export dynamics. During the great recession, UK exports fell by around 8% with respect to their trend, more than a standard general equilibrium model would predict. In this paper, we ask whether an estimated two country DSGE model with extensive margin of trade can explain this drop and the main business cycle features of the UK economy. The extensive margin improves the overall performance of the model, but cannot improve substantially on replicating the behaviour of exports. Much of the trade collapse during the great recession can be explained by a shock to export entry costs associated with tighter financial conditions. Understanding the trade balance dynamics has a central role in studies of emerging market business cycles. In the last chapter, we investigate the driving sources of emerging market trade balance fluctuations by developing a two country, two sector international real business cycle model with investment and consumption goods sectors. We estimate the model for Mexico and US data and find that a slowly diffusing permanent investment specific technology shock that originates in the US accounts for most of the trade balance variability in Mexico. This shock is also the key driver of business cycle fluctuations in Mexico.
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Pang, Kin. "Calibration of interest rate term structure and derivative pricing models". Thesis, University of Warwick, 1997. http://wrap.warwick.ac.uk/36270/.

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We argue interest rate derivative pricing models are misspecified so that when they are fitted to historical data they do not produce prices consistently with the market. Interest rate models have to be calibrated to prices to ensure consistency. There are few published works on calibration to derivatives prices and we make this the focus of our thesis. We show how short rate models can be calibrated to derivatives prices accurately with a second time dependent parameter. We analyse the misspecification of the fitted models and their implications for other models. We examine the Duffle and Kan Affine Yield Model, a class of short rate models, that appears to allow easier calibration. We show that, in fact, a direct calibration of Duffle and Kan Affine Yield Models is exceedingly difficult. We show the non-negative subclass is equivalent to generalised Cox, Ingersoll and Ross models that facilitate an indirect calibration of nonnegative Duffle and Kan Affine Yield Models. We examine calibration of Heath, Jarrow and Morton models. We show, using some experiments, Heath, Jarrow and Morton models cannot be calibrated quickly to be of practical use unless we restrict to special subclasses. We introduce the Martingale Variance Technique for improving the accuracy of Monte Carlo simulations. We examine calibration of Gaussian Heath Jarrow and Morton models. We provide a new non-parametric calibration using the Gaussian Random Field Model of Kennedy as an intermediate step. We derive new approximate swaption pricing formulae for the calibration. We examine how to price resettable caps and floors with the market- Libor model. We derive a new relationship between resettable caplets and floorlets prices. We provide accurate approximations for the prices. We provide practical approximations to price resettable caplets and floorlets directly from quotes on standard caps and floors. We examine how to calibrate the market-Libor model.
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Tsai, Angela C. F. "Valuation of Eurodollar futures contracts under alternative term structure models : theory and evidence". Thesis, University of Strathclyde, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.366802.

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Chen, Wei 1976. "Perceptual postfiltering for low bit rate speech coders". Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=112563.

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Adaptive postfiltering has become a common part of speech coding standards based on the Linear Prediction Analysis-by-Synthesis algorithm to decrease audible coding noise. However, a conventional adaptive postfilter is based on empirical assumptions of masking phenomena, which sometimes makes it hard to balance between noise reduction and speech distortion.
This thesis introduces a novel perceptual postfiltering system for low bit rate speech coders. The proposed postfilter works at the decoder, as is the case for the conventional adaptive postfilter. Specific human auditory properties are considered in the postfilter design to improve speech quality. A Gaussian Mixture Model based Minimum Mean Squared Error estimation of the perceptual postfilter is performed with the received information at the decoder. Perceptual postfiltering is then applied to the reconstructed speech to improve speech quality. Test results show that the proposed system gives better perceptual speech quality over conventional adaptive postfiltering.
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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.
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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Livros sobre o assunto "Modèle Rate Theory"

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

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Kohl-Landgraf, Peter. PDE valuation of interest rate derivatives: From theory to implementation. Norderstedt: Books on Demand GmbH, 2007.

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Hemachandra, W. M. Interest rates: The theory and practice. Rajagiriya: Central Bank of Sri Lanka, 2013.

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

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Lee, George D. Hysteresis and the natural rate of unemployment. Dublin: Central Bank of Ireland, 1988.

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Jeanne, Olivier. Noise trading and exchange rate regimes. Cambridge, MA: National Bureau of Economic Research, 1999.

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7

Jeanne, Olivier. Noise trading and exchange rate regimes. Wellington, New Zealand: Reserve Bank of New Zealand, 1999.

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8

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

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9

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

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10

Broeck, Mark de. Interpreting real exchange rate movements in transition countries. [Washington, D.C.]: International Monetary Fund, European I and Research Departments, 2001.

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Capítulos de livros sobre o assunto "Modèle Rate Theory"

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Brigo, Damiano, e Fabio Mercurio. "Other Interest-Rate Models". In Interest Rate Models Theory and Practice, 369–74. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_9.

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Brigo, Damiano, e Fabio Mercurio. "One-factor short-rate models". In Interest Rate Models Theory and Practice, 43–125. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_3.

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Brigo, Damiano, e Fabio Mercurio. "Two-Factor Short-Rate Models". In Interest Rate Models Theory and Practice, 127–71. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_4.

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Brigo, Damiano, e Fabio Mercurio. "Pricing Derivatives on Two Interest-Rate Curves". In Interest Rate Models Theory and Practice, 421–51. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_11.

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Brigo, Damiano, e Fabio Mercurio. "Definitions and Notation". In Interest Rate Models Theory and Practice, 1–21. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_1.

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Brigo, Damiano, e Fabio Mercurio. "Pricing Derivatives on a Single Interest-Rate Curve". In Interest Rate Models Theory and Practice, 377–419. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_10.

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Brigo, Damiano, e Fabio Mercurio. "Pricing Equity Derivatives under Stochastic Rates". In Interest Rate Models Theory and Practice, 453–65. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_12.

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Brigo, Damiano, e Fabio Mercurio. "A Crash Introduction to Stochastic Differential Equations". In Interest Rate Models Theory and Practice, 469–84. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_13.

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Brigo, Damiano, e Fabio Mercurio. "A Useful Calculation". In Interest Rate Models Theory and Practice, 485–86. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_14.

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Brigo, Damiano, e Fabio Mercurio. "Approximating Diffusions with Trees". In Interest Rate Models Theory and Practice, 487–92. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-662-04553-4_15.

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Trabalhos de conferências sobre o assunto "Modèle Rate Theory"

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Usubamatov, Ryspek, Tan Chan Sin e Mohd Fidzwan B. Md Amin Hamzas. "Productivity Theory for Industrial Automated Lines". In ASME 2013 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/imece2013-62722.

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The basic attributes of any industrial machines and systems are productivity rate and quality of products. Attributes of productivity are related to the theory of reliability let alone the theory of efficiency of machines. Publications in area of productivity of the industrial systems enable to write the productivity theory for the industrial machines and systems. This theory shows the links between productivity, reliability, technological and technical parameters and the structure of machines with complex designs. Automated production lines are considered industrial systems for the collection of serial and parallel stations arranged according to a certain structure that depends on a technological process of machining parts. Manufacturers require correct and clear mathematical models to calculate the productivity of the automated lines with high accuracy. The mathematical models for productivity rate of industrial systems with complex design define their structures according to the level of output. This paper presents an analytical approach to the productivity rate of automated lines with stations and mechanisms that display different failure rates and processing times. The typical designs of industrial automated lines are considered by three types of structure: multi-station ’s automated line of serial, parallel action and serial-parallel action. All designs can be presented using linear, circular and rotary arrangements. The analytical equations allow for the output of the automated lines to be modeled with different failure rates for the stations and mechanisms yielding results close to the actual productivity values.
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Gibson, Jerry D., Jing Hu e Pravin Ramadas. "New rate distortion bounds for speech coding based on composite source models". In 2010 Information Theory and Applications Workshop (ITA). IEEE, 2010. http://dx.doi.org/10.1109/ita.2010.5454133.

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Loeliger, Hans-Andrea, e Mehdi Molkaraie. "Simulation-based estimation of the partition function and the information rate of two-dimensional models". In 2008 IEEE International Symposium on Information Theory - ISIT. IEEE, 2008. http://dx.doi.org/10.1109/isit.2008.4595160.

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Kee, Daniel De, e Ning Sun. "Prediction of Stress Jump and Elongational Viscosity via Network Theory". In ASME 2000 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2000. http://dx.doi.org/10.1115/imece2000-1987.

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Abstract The network model, originally developed for rubber like materials and later extended to model liquids, is subject to modifications. In this work, we look at the adaptation for improved elongational viscosity predictions and to allow for stress jump predictions. A new formulation involving non-affine motion is proposed and its applications are presented. The major improvement is that a finite elongational viscosity is predicted for finite elongational rate, contrary to infinite elongational viscosities existing at some elongational rates predicted by most previous network models. Comparisons with experimental data on shear viscosity, primary normal stress coefficient and elongational viscosity are given, in terms of the same set of model parameters. The model is successfully tested with data on a polyisobutylene solution (S1). A further extension of the network model is related to the prediction of the stress jump phenomenon which is defined as the instantaneous gain or loss of stress on startup or cessation of flow. It is not predicted by most existing models. In this work, the internal viscosity idea used in the dumbbell model is incorporated into the transient network model. Via appropriate approximations, a closed form constitutive equation, which predicts a stress jump, is obtained. Successful comparisons with the available stress jump measurements are given. In addition, the model yields good quantitative predictions of the standard steady and dynamic material functions, for xanthan solutions and for Polyacrylamide solutions.
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London, David. "Rare Lepton-Number-Violating W Decays at the LHC: CP Violation". In The International Conference on Beyond Standard Model: From Theory To Experiment. Andromeda Publishing and Academic Services, 2021. http://dx.doi.org/10.31526/acp.bsm-2021.15.

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Sekmen, Fuat, e Galip Afsin Ravanoglu. "The Effects of the Interest Rate and Foreign Exchange Rates on Kyrgyzstan Export". In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.02012.

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In the Keynesian models, such as Mundell-Fleming model, it is accepted that there is a significant relationship between interest rates and the value of national currency. When interest rate increases, demand for assets in terms of national currency rises and the value of national currency ascends, but in this case because of diminishing exports, the balance of trade deteriorates. In this study, it is stressed that the value of national currency is determined by productivity and output increasing. This study analysis export, interest rate, exchange rate and inflation relationship for Kyrgyzstan economy for the period of 2002:1-2017:4 The VAR granger causality method is used to get the relationship among the variables used in this study. The result of VAR granger causality test shows that there is causality from exchange rate to inflation. Also, it has been found that there has been causality running from inflation to interest rate.
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Zheng, Shuang, e Mukul Sharma. "Integrating Pipe Fractional Flow Theory with Fully Compositional Wellbore Models". In SPE Reservoir Simulation Conference. SPE, 2023. http://dx.doi.org/10.2118/212226-ms.

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Abstract Multi-phase compositional wellbore flow is important in determining the flow and pressure drop in oil, gas, and geothermal wells. These effects become increasingly important in long laterals with multiple locations for fluid influx. Complex hydrocarbon phase behavior such as change in the number of phases, phase flipping, gas slippage can happen in the wellbore because of changes in pressure, temperature and inflow fluid rate and composition along the wellbore. This paper introduces a new wellbore model which integrates fully compositional fluid flow with an energy balance and pipe fractional-flow theory with multiple points of fluid entry along the wellbore. Four sets of governing equations: component mass conservation, momentum conservation (pipe fractional flow theory), composition conservation and energy balance are solved fully implicitly along the wellbore. This is then fully implicitly coupled with the flow and energy balance equations in the reservoir and fracture domains. The primary unknowns along the wellbore (total flow rate, hydrocarbon component composition, water saturation, pressure, and temperature) can then be obtained. Flash calculations are used to calculate the hydrocarbon phase saturation, density, viscosity, etc. and the flow rate of each phase is obtained from the fractional flow theory given the local flow rate and saturations. In the first case, we study the reservoir-wellbore flow in a gas condensate reservoir with 16 hydrocarbon components. As the pressure drops, an oil phase drops out of the single phase gas condensate, first in the wellbore and then in the reservoir. In a second case, we simulate CO2 flooding in a black-oil reservoir. Reservoir cooling is observed near the injection wellbore and an increased CO2 composition is observed in the produced oil from the production wellbore. In the third case, we study a low permeability volatile oil reservoir with 14 hydrocarbon components. Production from a hydraulically fractured horizontal wellbore is simulated considering the reservoir-fracture-wellbore flow. We observe that as the pressure drops in the wellbore, gas is liberated from the oil phase and this changes the wellbore pressure drop considerably. The lighter component compositions decrease with time while the heavier component compositions increase with time because of the liquid holdup effect. In the fourth case, we showcase a stand-alone wellbore model integrated with point sources. This paper fully integrates a pipe-fractional flow formulation with compositional wellbore flow, and an energy balance for the first time. This allows the model to be used directly with compositional reservoir simulators. The wellbore mesh is automatically generated and coupled with the reservoir/fracture mesh to allow for an integrated and seamless simulation from the reservoir to the surface facility. This model allows engineers to accurately account for the pressure drop and phase behavior within the wellbore when simulating the production/injection of complex fluids.
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Tkachenko, Iuliia, William Puech, Olivier Strauss, Jean-Marc Gaudin, Christophe Destruel e Christian Guichard. "Improving the module recognition rate of high density QR codes (Version 40) by using centrality bias". In 2014 4th International Conference on Image Processing Theory, Tools and Applications (IPTA). IEEE, 2014. http://dx.doi.org/10.1109/ipta.2014.7001950.

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Wen, Weiling, Yu Zou e Arthur De Zhao. "Evaluation of Strain Rate-Sensitive Constitutive Models for Simulation of Servo Stamping: Part 1 Theory". In Automotive Technical Papers. 400 Commonwealth Drive, Warrendale, PA, United States: SAE International, 2020. http://dx.doi.org/10.4271/2020-01-5073.

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Lejosne, Yohan, Dirk Slock e Yi Yuan-Wu. "NetDoFs of the MISO broadcast channel with delayed CSIT feedback for Finite Rate of innovation channel models". In 2013 IEEE International Symposium on Information Theory (ISIT). IEEE, 2013. http://dx.doi.org/10.1109/isit.2013.6620302.

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Relatórios de organizações sobre o assunto "Modèle Rate Theory"

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Crump, Richard K., Stefano Eusepi e Emanuel Moench. Is There Hope for the Expectations Hypothesis? Federal Reserve Bank of New York, abril de 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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Miller, Martin S. Burning-Rate Models and Their Successors: A Personal Perspective. Fort Belvoir, VA: Defense Technical Information Center, junho de 2003. http://dx.doi.org/10.21236/ada416336.

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Hausmann, Ricardo, Ugo Panizza e Ernesto H. Stein. Why Do Countries Float the Way They Float? Inter-American Development Bank, maio de 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, e José Luiz Rossi. Real/Dollar Exchange Rate Prediction Combining Machine Learning and Fundamental Models. Inter-American Development Bank, setembro de 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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Boel, Paola, e Christopher J. Waller. On the essentiality of credit and banking at zero interest rates. Federal Reserve Bank of Cleveland, maio de 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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Elbehri, Aziz, e Ken Pearson. Implementing Bilateral Tariff Rate Quotas in GTAP using GEMPACK. GTAP Technical Paper, dezembro de 2000. http://dx.doi.org/10.21642/gtap.tp18.

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Explicit modeling of tariff rate quotas (TRQs) is important in the current World Trade Organization negotiations. In order to do such modeling with GTAP, extra data is required and extra equations must be added to the model. This paper provides tools for assisting modelers to carry out explicit modeling of bilateral tariff rate quotas in GTAP using GEMPACK. The paper describes how the extra data for sugar TRQ applications was obtained and reconciled with the standard GTAP data. Supplied with the paper is a TABLO Input file TRQDATA.TAB which others can use for reconciling their TRQ data with the usual GTAP data. Supplied with the paper is a module which can be added to the standard TABLO Input files for GTAP. This module contains the extra equations required to model TRQs. Detailed hands-on examples are supplied with the paper, as is a TRQ application relating to a partial liberalization of sugar TRQ. Readers of the paper can replicate these applications. A windows interface TRQmate is supplied with the paper. This is a relatively general-purpose interface which automates the steps in carrying out TRQ applications with GTAP and GEMPACK. If you wish to carry out your own bilateral TRQ applications with GTAP and GEMPACK, the tools supplied with this paper will make it relatively straightforward for you to do so once you have collected the extra data you need.
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Legal, Diego, e Eric R. Young. Consumer Bankruptcy and Unemployment Insurance. Federal Reserve Bank of Cleveland, maio de 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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Kürsat Önder, Yasin, Mauricio Villamizar-Villegas e Jose Villegas. Debt Moratorium: Theory and Evidence. Banco de la República, outubro de 2023. http://dx.doi.org/10.32468/be.1253.

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Our study analyzes the impact of debt moratorium policies, possibly the oldest approach to addressing repayment problems. Using Colombian administrative data, we compare firms that narrowly met the criteria for moratoria (eligible firms could not exceed 60 days overdue on their loans) with those that just missed it. Our findings reveal that stressed firms accessing moratoria experience more favorable loan conditions on subsequent borrowing, characterized by higher loan amounts and lower interest rates. This credit relief, in turn, contribute to substantial increases in firm investment and employment. To delve deeper into the implications, we employ a quantitative general equilibrium model of default to assess both short- and long-term effects. While these policies effectively mitigate liquidity concerns, they concurrently elevate default risks. Notably, our research underscores larger welfare gains when debt moratorium policies incorporate interest forgiveness during periods of debt standstill by reducing default risk.
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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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Wright, Allan, e Francisco A. Ramirez. What are the Fiscal Limits for the Developing Economies of Central America and the Caribbean? Inter-American Development Bank, maio de 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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