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1

Biagini, Francesca, and Yinglin Zhang. "Reduced-form framework under model uncertainty." Annals of Applied Probability 29, no. 4 (August 2019): 2481–522. http://dx.doi.org/10.1214/18-aap1458.

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2

Biagini, Francesca, Andrea Mazzon, and Katharina Oberpriller. "Reduced-form framework for multiple ordered default times under model uncertainty." Stochastic Processes and their Applications 156 (February 2023): 1–43. http://dx.doi.org/10.1016/j.spa.2022.11.003.

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3

Gündüz, Yalin, and Marliese Uhrig-Homburg. "Does modeling framework matter? A comparative study of structural and reduced-form models." Review of Derivatives Research 17, no. 1 (April 17, 2013): 39–78. http://dx.doi.org/10.1007/s11147-013-9090-8.

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4

Ge, L., X. Qian, and X. Yue. "Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework." IMA Journal of Management Mathematics 26, no. 3 (January 20, 2014): 325–44. http://dx.doi.org/10.1093/imaman/dpt028.

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5

Buonanno, Amedeo, Antonio Nogarotto, Giuseppe Cacace, Giovanni Di Gennaro, Francesco A. N. Palmieri, Maria Valenti, and Giorgio Graditi. "Bayesian Feature Fusion Using Factor Graph in Reduced Normal Form." Applied Sciences 11, no. 4 (February 22, 2021): 1934. http://dx.doi.org/10.3390/app11041934.

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Анотація:
In this work, we investigate an Information Fusion architecture based on a Factor Graph in Reduced Normal Form. This paradigm permits to describe the fusion in a completely probabilistic framework and the information related to the different features are represented as messages that flow in a probabilistic network. In this way we build a sort of context for observed features conferring to the solution a great flexibility for managing different type of features with wrong and missing values as required by many real applications. Moreover, modifying opportunely the messages that flow into the network, we obtain an effective way to condition the inference based on the different reliability of each information source or in presence of single unreliable signal. The proposed architecture has been used to fuse different detectors for an identity document classification task but its flexibility, extendibility and robustness make it suitable to many real scenarios where the signal can be wrongly received or completely missing.
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6

Biagini, Francesca, and Katharina Oberpriller. "Reduced-form setting under model uncertainty with non-linear affine intensities." Probability, Uncertainty and Quantitative Risk 6, no. 3 (2021): 159. http://dx.doi.org/10.3934/puqr.2021008.

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Анотація:
<p style='text-indent:20px;'>In this paper we extend the reduced-form setting under model uncertainty introduced in [<xref ref-type="bibr" rid="b5">5</xref>] to include intensities following an affine process under parameter uncertainty, as defined in [<xref ref-type="bibr" rid="b15">15</xref>]. This framework allows us to introduce a longevity bond under model uncertainty in a way consistent with the classical case under one prior and to compute its valuation numerically. Moreover, we price a contingent claim with the sublinear conditional operator such that the extended market is still arbitrage-free in the sense of “no arbitrage of the first kind” as in [<xref ref-type="bibr" rid="b6">6</xref>]. </p>
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7

Andersen, Torben G., Tim Bollerslev, and Xin Huang. "A reduced form framework for modeling volatility of speculative prices based on realized variation measures." Journal of Econometrics 160, no. 1 (January 2011): 176–89. http://dx.doi.org/10.1016/j.jeconom.2010.03.029.

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8

Cassar, Johann, Andrew Sammut, Nicholas Sammut, Marco Calvi, Sasa Spasic, and Dragana Popovic Renella. "Performance Analysis of a Reduced Form-Factor High Accuracy Three-Axis Teslameter." Electronics 8, no. 11 (October 28, 2019): 1230. http://dx.doi.org/10.3390/electronics8111230.

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Анотація:
In the framework of the SwissFEL project at the Paul Scherrer Institute (PSI), a Hall probe bench is being developed for the high-precision magnetic characterization of the insertion devices for the ATHOS soft X-ray beamline. For this purpose, a novel three-axis teslameter has been developed, which will be placed between the undulator and its outer shell in a very limited volumetric space of 150 x 50 x 45 mm. Together with a Hall probe at the center of the cross sectional area of the undulator, the setup will traverse along the undulator length on a specifically designed rig with minimal vibrations. This teslameter has all the analog signal conditioning circuitry for the Hall probe and also has on board 24-bit digitization. The instrument also handles an interface to a linear absolute encoder. The old instrumentation used only had analog signal conditioning circuitry whilst digitization was done off board. The new instrument also provides a very accurate magnetic field map in the µT range with simultaneous readings from the position encoder at an accuracy of ±3 µm. In this paper, a series of tests are described, which were performed at PSI in order to establish the measuring precision and repeatability of the instrument.
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9

Jeong, Shinkyu, and Hyunyul Kim. "Development of an Efficient Hull Form Design Exploration Framework." Mathematical Problems in Engineering 2013 (2013): 1–12. http://dx.doi.org/10.1155/2013/838354.

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Анотація:
A high-efficiency design exploration framework for hull form has been developed. The framework consists of multiobjective shape optimization and design knowledge extraction. In multiobjective shape optimization, a multiobjective genetic algorithm (MOGA) using the response surface methodology is introduced to achieve efficient design space exploration. As a response surface methodology, the Kriging model, which was developed in the field of spatial statistics and geostatistics, is applied. A new surface modification method using shifting method and radial basis function interpolation is also adopted here to represent various hull forms. This method enables both global and local modifications of hull form with fewer design variables. In design knowledge extraction, two data mining techniques—functional analysis of variance (ANOVA) and self-organizing map (SOM)—are applied to acquire useful design knowledge about a hull form. The present framework has been applied to hull form optimization exploring the minimum wave drag configuration under a wide range of speeds. The results show that the present method markedly reduced the design period. From the results of data mining, it is possible to identify the design variables controlling wave drag performances at different speed regions and their corresponding geometric features.
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10

Wang, Xingchun. "ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK." Probability in the Engineering and Informational Sciences 31, no. 1 (September 13, 2016): 100–120. http://dx.doi.org/10.1017/s0269964816000292.

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In this paper, we present a pricing model for vulnerable options in discrete time. A Generalized Autoregressive Conditional Heteroscedasticity process is used to describe the variance of the underlying asset, which is correlated with the returns of the asset. As for counterparty default risk, we study it in a reduced form model and the proposed model allows for the correlation between the intensity of default and the variance of the underlying asset. In this framework, we derive a closed-form solution for vulnerable options and investigate quantitative impacts of counterparty default risk on option prices.
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11

Borracci, Giuliana, Erica Gauthier, Jay Jennings, Kyle Sale, and Kasia Muldner. "The Effect of Assistance on Learning and Affect in an Algebra Tutor." Journal of Educational Computing Research 57, no. 8 (January 7, 2019): 2032–52. http://dx.doi.org/10.1177/0735633118822103.

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Анотація:
We investigated the impact of assistance on learning and affect during problem-solving activities with a computer tutor we built using the Cognitive Tutor Authoring Tools framework. The tutor delivered its primary form of assistance in the form of worked-out examples. We manipulated the level of assistance the examples in the tutor provided, by having similar problem-example pairs in one version of the tutor (high-assistance condition) and reduced similarity problem-example pairs in the other version (reduced-assistance condition). The reduced-assistance condition resulted in significantly higher learning, without increasing negative affect like frustration.
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12

Farina, Gabriele, Christian Kroer, and Tuomas Sandholm. "Online Convex Optimization for Sequential Decision Processes and Extensive-Form Games." Proceedings of the AAAI Conference on Artificial Intelligence 33 (July 17, 2019): 1917–25. http://dx.doi.org/10.1609/aaai.v33i01.33011917.

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Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on sequential decision problems and extensive-form games with general compact convex sets at each decision point and general convex losses, as opposed to prior work which has been for simplex decision points and linear losses. We call our framework laminar regret decomposition. It generalizes the CFR algorithm to this more general setting. Furthermore, our framework enables a new proof of CFR even in the known setting, which is derived from a perspective of decomposing polytope regret, thereby leading to an arguably simpler interpretation of the algorithm. Our generalization to convex compact sets and convex losses allows us to develop new algorithms for several problems: regularized sequential decision making, regularized Nash equilibria in zero-sum extensive-form games, and computing approximate extensive-form perfect equilibria. Our generalization also leads to the first regret-minimization algorithm for computing reduced-normal-form quantal response equilibria based on minimizing local regrets. Experiments show that our framework leads to algorithms that scale at a rate comparable to the fastest variants of counterfactual regret minimization for computing Nash equilibrium, and therefore our approach leads to the first algorithm for computing quantal response equilibria in extremely large games. Our algorithms for (quadratically) regularized equilibrium finding are orders of magnitude faster than the fastest algorithms for Nash equilibrium finding; this suggests regret-minimization algorithms based on decreasing regularization for Nash equilibrium finding as future work. Finally we show that our framework enables a new kind of scalable opponent exploitation approach.
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13

Ostrovskaya, S., and J. Angeles. "Nonholonomic Systems Revisited Within the Framework of Analytical Mechanics." Applied Mechanics Reviews 51, no. 7 (July 1, 1998): 415–33. http://dx.doi.org/10.1115/1.3099013.

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Nonholonomic mechanical systems are revisited. This review article focuses on Lagrangian formulations leading to a system of governing equations free of constraint forces. While eliminating the constraint forces, the number of scalar Lagrange equations is reduced to a number of independent equations lower than the original system with constraint forces. In the process of constraint-force elimination and dimension-reduction, a matrix that appears to play a relevant role in the formulation of the mathematical models of mechanical systems arises naturally. We call this matrix here the holonomy matrix. It is shown that necessary and sufficient conditions for the integrability of the constraints in Pfaffian form are readily derived using the holonomy matrix. In the same vein, a class of nonholonomic systems is identified, of current engineering relevance, that is termed quasiholonomic. Examples are included to illustrate these concepts. This review article contains 40 references.
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14

Salti, Mustafa, Oktay Aydogdu, and Irfan Acikgoz. "Extended scalar–tensor theory and thermodynamics in teleparallel framework." Modern Physics Letters A 31, no. 33 (October 11, 2016): 1650185. http://dx.doi.org/10.1142/s0217732316501856.

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We present here a new modified gravitation theory for the galactic dark energy effect by using a general Lagrangian density which is represented by an arbitrary function f(T, [Formula: see text], X) where T describes the torsion scalar in teleparallel gravity while X shows the kinetic scalar field energy. While the function is in general form, once reduced, the model can be transformed into some of the other well-known gravitation theories. After deriving the corresponding field equations and considering the flat Friedmann–Robertson–Walker type universe which is filled with ordinary cosmic matter, we discuss both the non-equilibrium and equilibrium profiles of galactic thermodynamics. We find that there exists an equilibrium picture of thermodynamics. Additionally, we also generalize ordinary f(T, [Formula: see text], X) model’s action to the case in which there exists an interaction between the chameleon and scalar fields.
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15

Fournier, Mathieu, and Kris Jacobs. "A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth." Journal of Financial and Quantitative Analysis 55, no. 4 (July 19, 2019): 1117–62. http://dx.doi.org/10.1017/s0022109019000462.

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Анотація:
We develop a tractable dynamic model of an index option market maker with limited capital. We solve for the variance risk premium and option prices as a function of the asset dynamics and market maker option holdings and wealth. The market maker absorbs end users’ positive demand and requires a more negative variance risk premium when she incurs losses. We estimate the model using returns, options, and inventory and find that it performs well, especially during the financial crisis. The restrictions imposed by nested existing reduced-form stochastic-volatility models are strongly rejected in favor of the model with a market maker.
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16

Andriushchenko, Ekaterina, Jan Kaska, Ants Kallaste, Anouar Belahcen, Toomas Vaimann, and Anton Rassõlkin. "Design Optimization of Permanent Magnet Clutch with Ārtap Framework." Periodica Polytechnica Electrical Engineering and Computer Science 65, no. 2 (March 9, 2021): 106–12. http://dx.doi.org/10.3311/ppee.17007.

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Анотація:
So far, Permanent Magnet (PM) clutches have been broadly used as torque transmission devices. With the aim of effective utilization of materials and energy in the manufacturing of PM clutches, design optimization has been widely applied. Generally, PM clutches are optimized applying linear dimensions as optimization parameters. On the contrary, optimization of PM clutch shapes has not been done extensively. Therefore, this paper performs optimization of PM clutch shapes with the following objectives: maximum tangential attraction force and minimum volume of utilized materials. To form optimal shapes, the points on the clutch surface are chosen as optimization parameters. The optimization is carried out using Ārtap framework in connection with COMSOL software, where the 3D model of the clutch has been created. After the optimization, the tangential attraction force has increased by 13 % and the volume of the clutch has been reduced by 24 %. Although the obtained shapes appear to be highly intricate, it does not pose an obstacle for modern manufacturing techniques.
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17

Kleibergen, Frank, and Herman K. van Dijk. "BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES." Econometric Theory 14, no. 6 (December 1998): 701–43. http://dx.doi.org/10.1017/s0266466698146017.

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Анотація:
Diffuse priors lead to pathological posterior behavior when used in Bayesian analyses of simultaneous equation models (SEM's). This results from the local nonidentification of certain parameters in SEM's. When this a priori known feature is not captured appropriately, it results in an a posteriori favoring of certain specific parameter values that is not the consequence of strong data information but of local nonidentification. We show that a proper consistent Bayesian analysis of a SEM explicitly has to consider the reduced form of the SEM as a standard linear model on which nonlinear (reduced rank) restrictions are imposed, which result from a singular value decomposition. The priors/posteriors of the parameters of the SEM are therefore proportional to the priors/posteriors of the parameters of the linear model under the condition that the restrictions hold. This leads to a framework for constructing priors and posteriors for the parameters of SEM's. The framework is used to construct priors and posteriors for one, two, and three structural equation SEM's. These examples together with a theorem, showing that the reduced forms of SEM's accord with sets of reduced rank restrictions on standard linear models, show how Bayesian analyses of generally specified SEM's can be conducted.
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18

Yang, Sohyeon, Mayura Veerana, Nannan Yu, Wirinthip Ketya, Gyungsoon Park, Sungjin Kim, and Youngmee Kim. "Copper(II)-MOF Containing Glutarate and 4,4′-Azopyridine and Its Antifungal Activity." Applied Sciences 12, no. 1 (December 28, 2021): 260. http://dx.doi.org/10.3390/app12010260.

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Анотація:
Antifungal activities of MOFs (metal organic frameworks) have been demonstrated in studies, and improvement in efficiency of fungal inactivation is a critical issue in the application of MOFs. In this study, we employed 4,4′-azopyridine (AZPY) in the construction of MOF to improve its antifungal activity. Three-dimensional (3D) copper metal organic framework containing glutarate (Glu) and AZPY (Cu(AZPY)-MOF) was synthesized by a solvothermal reaction. Glutarates bridge Cu2 dinuclear units to form two-dimensional (2D) layers, and these layers are connected by AZPY to form a 3D framework. When spores of two fungi, Candida albicans and Aspergillus niger, were treated with Cu(AZPY)-MOF for one day, number of CFU (colony forming unit) was continuously reduced over treated MOF concentrations, and maximum 2.3 and 2.5 log10CFU reductions (approximately 99% reduction) were observed in C. albicans and A. niger, respectively. Small amounts of CuII ions and AZPY released from Cu(AZPY)-MOF were not critical for fungal inactivation. Our results indicate that the level of antifungal activity of Cu(AZPY)-MOF is greater than that of Cu-MOF without AZPY constructed in our previous study, and intercalation of AZPY is able to improve the antifungal activity of Cu(AZPY)-MOF.
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19

Usarov, M. K., G. T. Ayubov, and D. M. Usarov. "Continual model and dynamic calculation of buildings under seismic impacts." MATEC Web of Conferences 329 (2020): 04011. http://dx.doi.org/10.1051/matecconf/202032904011.

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Анотація:
Continuum plate model in the form of a cantilever anisotropic plate developed in the framework of the bimoment theory of plates describing seismic oscillations of buildings is proposed in this paper as a dynamic model of a building. Formulas for the reduced moduli of elasticity, shear and density of the plate model of a building are given. Longitudinal oscillations of a building are studied using the continuum plate and box-like models of the building with Finite Element Model. Numerical results are obtained in the form of graphs, followed by their analysis.
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20

Yarashov, Javlon, Makhamatali Usarov, and Gayratjon Ayubov. "Study of longitudinal oscillations of a five-storey building on the basis of plate continuum model." E3S Web of Conferences 97 (2019): 04065. http://dx.doi.org/10.1051/e3sconf/20199704065.

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Анотація:
Continuum plate model in the form of a cantilever anisotropic plate developed in the framework of the bimoment theory of plates describing seismic oscillations of buildings is proposed in this paper as a dynamic model of a building. Formulas for the reduced moduli of elasticity, shear and density of the plate model of a building are given. Longitudinal oscillations of a building are studied using the continuum plate and box-like models of the building with Finite Element Model. Numerical results are obtained in the form of graphs, followed by their analysis.
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21

Hemalatha, C. Sweetlin, V. Vaidehi, K. Nithya, A. Annis Fathima, M. Visalakshi, and M. Saranya. "Multi-Level Search Space Reduction Framework for Face Image Database." International Journal of Intelligent Information Technologies 11, no. 1 (January 2015): 12–29. http://dx.doi.org/10.4018/ijiit.2015010102.

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Анотація:
In face recognition, searching and retrieval of relevant images from a large database form a major task. Recognition time is greatly related to the dimensionality of the original data and the number of training samples. This demands the selection of discriminant features that produce similar results as the entire set and a reduced search space. To address this issue, a Multi-Level Search Space Reduction framework for large scale face image database is proposed. The proposed approach identifies discriminating features and groups face images sharing similar properties using feature-weighted Fuzzy C-Means approach. A hierarchical tree model is then constructed inside every cluster based on the discriminating features which enables a branch based selection, thereby reducing the search space. The proposed framework is tested on three benchmark and two self-created databases. The experimental results show that the proposed method achieved an average accuracy of 93% and an average search time reduction of 66% compared to existing approaches for search space reduction of face recognition.
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22

Ramirez-Rubio, Santiago, and David G. MacManus. "Framework for estimation of nacelle drag on isolated aero-engines with separate jets." Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering 234, no. 14 (May 8, 2020): 2025–40. http://dx.doi.org/10.1177/0954410020922928.

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Анотація:
Typically, the evaluation of nacelle drag in preliminary design is required to find an overall optimum engine cycle and flight trajectory. This work focuses on the drag characteristics of aero-engine nacelles with separate jet exhausts. The main body of analysis comes from 3D numerical simulations. A new near-field method to compute the post-exit force of a nacelle is presented and evaluated. The effects of the engine size, Mach number, mass flow capture ratio and angle of attack are assessed. The results obtained from the numerical assessments were used to evaluate conventional reduced-order models for the estimation of nacelle drag. Within this context, the effect of the engine size is typically estimated by the scaling ratio between the maximum areas and Reynolds numbers. The effect of the angle of attack on nacelle drag is mostly a function of the nacelle geometry and angle of attack. In general, typical low-order models based on skin friction and form factor can underestimate the friction drag by up to 15% at cruise operating point. Similarly, reduced-order models based solely on Reynolds number, and Mach number can underestimate the overall nacelle drag by up to 74% for free stream Mach number larger than the drag rise Mach number.
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23

Kim, Myeongjin, and Fernando Bello. "Multi-Shape Free-Form Deformation Framework for Efficient Data Transmission in AR-Based Medical Training Simulators." Applied Sciences 11, no. 21 (October 24, 2021): 9925. http://dx.doi.org/10.3390/app11219925.

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Анотація:
Augmented reality medical training simulators can provide a realistic and immersive experience by overlapping the virtual scene on to the real world. Latency in augmented reality (AR) medical training simulators is an important issue as it can lead to motion sickness for users. This paper proposes a framework that can achieve real-time rendering of the 3D scene aligned to the real world using a head-mounted display (HMD). Model deformation in the 3D scene is categorised into local deformation derived from user interaction and global deformation determined by the simulation scenario. Target shapes are predefined by a simulation scenario, and control points are placed to embed the predefined shapes. Free-form deformation (FFD) is applied to multiple shapes to efficiently transfer the simulated model to the HMD. Global deformation is computed by blending a mapping matrix of each FFD with an assigned weighting value. The local and global deformation are then transferred through the control points updated from a deformed surface mesh and its corresponding weighting value. The proposed framework is verified in terms of latency caused by data transmission and the accuracy of a transmitted surface mesh in a vaginal examination (VE) training simulation. The average latency is reduced to 7 ms, less than the latency causing motion sickness in virtual reality simulations. The maximum relative error is less than 3%. Our framework allows seamless rendering of a virtual scene to the real world with substantially reduced latency and without the need for an external tracking system.
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24

Javanroodi, Kavan, Vahid M. Nik, and Yuchen Yang. "Optimization of building form and its fenestration in response to microclimate conditions of an urban area." E3S Web of Conferences 172 (2020): 19002. http://dx.doi.org/10.1051/e3sconf/202017219002.

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Анотація:
Designing building form in urban areas is a complicated process that demands considering a high number of influencing parameters. On the other hand, there has been an increasing trend to design highly fenestrated building envelopes for office buildings to induce higher levels of natural lighting into the workspace. This paper presents a novel optimization framework to design high-performance building form and fenestration configuration considering the impacts of urban microclimate in typical and extreme weather conditions during a thirty-year period of climate data (2010-2039). In this regard, based on the introduced technique and algorithm, the annual energy demand and thermal comfort of over 8008 eligible form combinations with eight different fenestration configurations and seven different building orientation angels were analysed in a detailed urban area to find optimal design solutions in response to microclimate conditions. Results showed that adopting the framework, annual heating, and cooling demand can be reduced by 21% and 38% while maintaining thermal comfort by taking design-based decisions at the early stages of design.
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25

Zeng, Haowei, Heng Yue, Jinke Cao, and Xiaofei Zhang. "Real-Valued Direct Position Determination of Quasi-Stationary Signals for Nested Arrays: Khatri–Rao Subspace and Unitary Transformation." Sensors 22, no. 11 (May 31, 2022): 4209. http://dx.doi.org/10.3390/s22114209.

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Анотація:
The features of quasi-stationary signals (QSS) are considered to be in a direct position determination (DPD) framework, and a real-valued DPD algorithm of QSS for nested arrays is proposed. By stacking the vectorization form of the signal’s covariance for different frames and further eliminating noise, a new noise-eliminated received signal matrix is obtained first. Then, the combination of the Khatri–Rao subspace method and subspace data fusion method was performed to form the cost function. High complexity can be reduced by matrix reconstruction, including the modification of the dimension-reduced matrix and unitary transformation. Ultimately, the advantage of lower complexity, compared with the previous algorithm, is verified by complexity analysis, and the superiority over the existing algorithms, in terms of the maximum number of identifiable sources, estimation accuracy, and resolution, are corroborated by some simulation results.
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26

Perron, Pierre, and Yohei Yamamoto. "A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS." Econometric Theory 30, no. 2 (October 10, 2013): 491–507. http://dx.doi.org/10.1017/s0266466613000388.

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Анотація:
This note provides a simple proof for the problem of estimating and testing for multiple breaks in a single equation framework with regressors that are endogenous. We show based on standard assumptions about the regressors, instruments, and errors that the second-stage regression of the instrumental variable procedure involves regressors and errors that satisfy all the assumptions in Perron and Qu (2006, Journal of Econometrics 134, 373–399) so that the results about consistency, rate of convergence and limit distributions of the estimates of the break dates, in addition to the limit distributions of the tests, are obtained as simple consequences. The results are obtained within a unified framework for various cases about the nature of the reduced form: stable, no structural changes but time variations in the parameters, structural changes at dates that are common to those of the structural form, and structural changes occurring at arbitrary dates.
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27

Zeng, Qing Liang, Bin Zhang, Zhi Hai Liu, Hong Xi Kang, and Zai Chao Wu. "Coal Mine Electromechanical Equipment Online Management Platform Development Based on Web." Applied Mechanics and Materials 220-223 (November 2012): 2818–22. http://dx.doi.org/10.4028/www.scientific.net/amm.220-223.2818.

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Анотація:
In this paper, an implementation framework of electromechanical equipment online management was put forward by studying on key technology of coal mine electromechanical equipment online management based on web. Based on ASP.NET technology, C# as development language, Oracle10g database for data processing, it realized cross-regional and inter-provinces multi-sector information online management, information sharing and report form processing, improved electromechanical equipment management efficiency of mine enterprises and reduced management costs.
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28

Wang, Xingchun, Guangli Xu, and Dan Li. "A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK." Probability in the Engineering and Informational Sciences 34, no. 2 (January 24, 2019): 279–96. http://dx.doi.org/10.1017/s0269964818000530.

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Анотація:
AbstractIn this paper, a discrete-time framework is proposed to value power exchange options with counterparty default risk, where counterparty risk is considered in a reduced-form setting and the variance processes of the underlying assets are captured by GARCH processes. In addition, the proposed model allows for the correlation between the intensity of default and the variances of the underlying assets by breaking down the total risk into systematic and idiosyncratic components. By dint of measure-change techniques and characteristic functions, we obtain the closed-form pricing formula for the value of power exchange options with counterparty default risk. Finally, numerical results are presented to show the power exchange option values.
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29

Strunz, Walter T. "Finite Temperature Dynamics of the Total State in an Open System Model." Open Systems & Information Dynamics 12, no. 01 (March 2005): 65–80. http://dx.doi.org/10.1007/s11080-005-0487-1.

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Анотація:
We determine the dynamics of the total state of a system and environment for an open system model, at finite temperature. Based on a partial Husimi representation, our framework describes the full dynamics very efficiently through equations in the Hilbert space of the open system only. We briefly review the zero-temperature case and present the corresponding new finite temperature theory, within the usual Born-Markov approximation. As we will show, from a reduced point of view, our approach amounts to the derivation of a stochastic Schrödinger equation description of the dynamics. We show how the reduced density operator evolves according to the expected (finite temperature) master equation of Lindblad form.
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30

Burden, Lindsay Ivey, Glenn Rix, and Stuart Werner. "Development of a Risk Framework for Forecasting Earthquake Losses in Port Systems." Earthquake Spectra 32, no. 1 (February 2016): 267–84. http://dx.doi.org/10.1193/043013eqs117m.

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Анотація:
Ports play a critical role in transportation infrastructure but are vulnerable to seismic hazards. Downtime and reduced throughput from seismic damage in ports results in significant business interruption losses for port stakeholders. Managing risks from systemwide disruptions resulting from earthquake damage has been studied as a central element of a project sponsored by the National Science Foundation Network for Earthquake Engineering Simulation (NEES) program. Presented are the concepts and methods developed for the seismic risk management of a portwide system of berths. The framework used to calculate port losses is discussed, particularly the use of spatially correlated ground motion intensity measures that estimate damage to pile-supported wharves and container cranes, the repair costs and downtimes subsequently determined via repair models for both types of structures, and the impact on cargo handling operations calculated via logistical models of the port system. Results, expressed in the form of loss exceedance curves, are calculated.
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31

Han, Kyung (Chris) T. "Framework for Developing Multistage Testing With Intersectional Routing for Short-Length Tests." Applied Psychological Measurement 44, no. 2 (March 20, 2019): 87–102. http://dx.doi.org/10.1177/0146621619837226.

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Анотація:
Multistage testing (MST) has many practical advantages over typical item-level computerized adaptive testing (CAT), but there is a substantial tradeoff when using MST because of its reduced level of adaptability. In typical MST, the first stage almost always performs as a routing stage in which all test takers see a linear test form. If multiple test sections measure different but moderately or highly correlated traits, then a score estimate for one section might be capable of adaptively selecting item modules for following sections without having to administer routing stages repeatedly for each section. In this article, a new framework for developing MST with intersectional routing (ISR) was proposed and evaluated under several research conditions with different MST structures, section score distributions and relationships, and types of regression models for ISR. The overall findings of the study suggested that MST with ISR approach could improve measurement efficiency and test optimality especially with tests with short lengths.
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32

Lou, Yijun, and Bei Sun. "Stage duration distributions and intraspecific competition: a review of continuous stage-structured models." Mathematical Biosciences and Engineering 19, no. 8 (2022): 7543–69. http://dx.doi.org/10.3934/mbe.2022355.

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Анотація:
<abstract><p>Stage structured models, by grouping individuals with similar demographic characteristics together, have proven useful in describing population dynamics. This manuscript starts from reviewing two widely used modeling frameworks that are in the form of integral equations and age-structured partial differential equations. Both modeling frameworks can be reduced to the same differential equation structures with/without time delays by applying Dirac and gamma distributions for the stage durations. Each framework has its advantages and inherent limitations. The net reproduction number and initial growth rate can be easily defined from the integral equation. However, it becomes challenging to integrate the density-dependent regulations on the stage distribution and survival probabilities in an integral equation, which may be suitably incorporated into partial differential equations. Further recent modeling studies, in particular those by Stephen A. Gourley and collaborators, are reviewed under the conditions of the stage duration distribution and survival probability being regulated by population density.</p></abstract>
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33

Widiyani, Agustina, and Azwar Sutiono. "An An Interacting Dark Energy Model with Nonminimal Derivative Coupling in the Parameterized Post-Friedmannian Framework." Indonesian Journal of Physics 33, no. 2 (December 22, 2022): 1–7. http://dx.doi.org/10.5614/itb.ijp.2022.33.2.1.

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Анотація:
We investigation the parameterization of the cosmological model with the nonminimal derivative coupling of a scalar field where gravity is coupled nonminimally with the derivatives of dark energy components in the form of a scalar field. We follow the parameterized post-Friedmannian approach for the interacting dark energy theories. We show how the big number of free functions can be reduced by limiting certain assumptions to a few non-zero coefficients. We only consider the case that the dark sector contains at most second order in time derivatives of the metric and scalar fields. In this paper, we demonstrate their use through an example of the dark sector interactions model and classify them according to the current literature.
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34

Lu, Jing, Hou-Ting Liu, Hao Song, Su-Na Wang, Da-Qi Wang, and Xian-Xi Zhang. "pH-Dependent Assembly of Reduced Polyoxomolybdenum Phosphates Modified by MnII." Australian Journal of Chemistry 64, no. 11 (2011): 1501. http://dx.doi.org/10.1071/ch11134.

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Анотація:
Three reduced polyoxomolybdenum(v) phosphates modified by MnII: (Hen)(H2en){Mn(H2O)[Mn0.5Mo6(HPO4)3(PO4)(OH)3O12]}·2H2O (1) (en = ethylenediamine), (en)(Hen)4{Mn(H2O)[MnMo12(H2PO4)3(HPO4)4(PO4)(OH)6O24]}·3.5H2O (2), and [H7(en)Mn2.5P4Mo6O31(H2O)3]·2.5H2O (3) were synthesized through the hydrothermal reaction at different pH values. Compound 1 exhibits a 3-D framework; each basic [Mn(P4Mo6O31)2] unit coordinates with eight MnII ions. Compound 2 contains two kinds of [Mn(P4Mo6O31)2] basic units, which are linked by MnII ions to form a 2-D network. For compound 3, each basic [Mn(P4Mo6O31)2] unit is modified by 12 MnII ions and exhibits a 3-D framework. It was established that the pH of the reaction and the amount of ethanediamine play very important roles in the assembly of polyoxometalate-based compounds. The pH value determines the electron density of polyoxometalate and the degree of en protonation, which affect the coordination ability of polyoxometalates and result in different structures. Compounds 1–3 display weak antiferromagnetic coupling.
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35

Amir, Nadav, Naftali Tishby, and Israel Nelken. "A simple model of the attentional blink and its modulation by mental training." PLOS Computational Biology 18, no. 8 (August 29, 2022): e1010398. http://dx.doi.org/10.1371/journal.pcbi.1010398.

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Анотація:
The attentional blink (AB) effect is the reduced probability of reporting a second target (T2) that appears shortly after a first one (T1) within a rapidly presented sequence of distractors. The AB effect has been shown to be reduced following intensive mental training in the form of mindfulness meditation, with a corresponding reduction in T1-evoked P3b brain potentials. However, the mechanisms underlying these effects remain unknown. We propose a dynamical-systems model of the AB, in which attentional load is described as the response of a dynamical system to incoming impulse signals. Non-task related mental activity is represented by additive noise modulated by meditation. The model provides a parsimonious computational framework relating behavioral performance, evoked brain potentials and training through the concept of reduced mental noise.
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36

Lin, Wei Cheng, Ching Chun Lan, Long Kun Lee, Kai Yang Luo, and Wei Zhou Hong. "The Performance Comparison of Sub-1GHz Wireless Personal Area Monitoring Systems." Applied Mechanics and Materials 284-287 (January 2013): 2657–61. http://dx.doi.org/10.4028/www.scientific.net/amm.284-287.2657.

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Анотація:
This paper presents a brand new hardware framework of wireless personal area monitoring system (WPAMS) in order to form a point-to-point simply connected personal area identification network with the applications of ubiquitous monitoring personal valuable belongings. The WPAMS consists of sub-1GHz radio frequency identification (RFID) interrogator subsystem, antenna subsystem and passive RFID transponder subsystem with salient features of low-cost, tiny and power-efficient. The hardware frameworks of two commercial interrogator prototypes have been identified and simulated. With the connection of 5.7dBi right-hand circularly polarized antenna and in the adherence of local power regulation (within 1watt), the identified range of all types of commercial transponders from sideward and upward directions can be reached to 2 meters. The current PCB size of interrogator is 88mm45mm and can be reduced in the near future.
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37

Zhong, Zhiwang, Tianhua Xu, Feng Wang, and Tao Tang. "Text Case-Based Reasoning Framework for Fault Diagnosis and Predication by Cloud Computing." Mathematical Problems in Engineering 2018 (July 12, 2018): 1–10. http://dx.doi.org/10.1155/2018/9464971.

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Анотація:
In Discrete Event System, such as railway onboard system, overwhelming volume of textual data is recorded in the form of repair verbatim collected during the fault diagnosis process. Efficient text mining of such maintenance data plays an important role in discovering the best-practice repair knowledge from millions of repair verbatims, which help to conduct accurate fault diagnosis and predication. This paper presents a text case-based reasoning framework by cloud computing, which uses the diagnosis ontology for annotating fault features recorded in the repair verbatim. The extracted fault features are further reduced by rough set theory. Finally, the case retrieval is employed to search the best-practice repair actions for fixing faulty parts. By cloud computing, rough set-based attribute reduction and case retrieval are able to scale up the Big Data records and improve the efficiency of fault diagnosis and predication. The effectiveness of the proposed method is validated through a fault diagnosis of train onboard equipment.
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38

Wu, Shaofei, Hoa Phan, Jing Li, Haomin Xu, Xing Li, Dingguan Wang, Tun Seng Herng, et al. "Two-Dimensional Conjugated Covalent Organic Framework Films via Oxidative C–C Coupling Reactions at a Liquid–Liquid Interface." Organic Materials 03, no. 01 (January 2021): 060–66. http://dx.doi.org/10.1055/s-0041-1723767.

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Анотація:
The construction of conjugated covalent organic frameworks (COFs) with strong C–C bond linkage remains a big challenge. Herein, we report a new strategy by using an oxidative C–C coupling reaction between electron-rich pyrrole rings at a liquid–liquid interface. Two threefold symmetric monomers containing three terminal pyrrole units were tested, and both gave two-dimensional conjugated COF films with good crystallinity. The bipyrrole units in the as-formed COFs are partially doped, which can be reduced to the neutral form by hydrazine and redoped by I2 vapor. The I2-doped films showed high conductivity (1.35 S/m). Meanwhile, the unpaired electrons exhibited moderate interlayer antiferromagnetic coupling.
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39

Louis, Kenneth O. St, and Florence L. Myers. "Clinical Management of Cluttering." Language, Speech, and Hearing Services in Schools 26, no. 2 (April 1995): 187–95. http://dx.doi.org/10.1044/0161-1461.2602.187.

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Анотація:
Cluttering is a fluency disorder that often coexists with stuttering but occasionally occurs in pure form. Individuals with cluttering typically manifest rapid or erratic speech rates, reduced intelligibility, and language deviations. This article conceptualizes these problems within a synergistic, interactive model. Clinical strategies from a number of authors are presented in a framework of several working assumptions about cluttering. Despite a number of encouraging reports, there is still a critical need for research into the nature and treatment of cluttering.
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40

Guyenne, Philippe, Adilbek Kairzhan, Catherine Sulem, and Boyang Xu. "Spatial Form of a Hamiltonian Dysthe Equation for Deep-Water Gravity Waves." Fluids 6, no. 3 (March 3, 2021): 103. http://dx.doi.org/10.3390/fluids6030103.

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Анотація:
An overview of a Hamiltonian framework for the description of nonlinear modulation of surface water waves is presented. The main result is the derivation of a Hamiltonian version of Dysthe’s equation for two-dimensional gravity waves on deep water. The reduced problem is obtained via a Birkhoff normal form transformation which not only helps eliminate all non-resonant cubic terms but also yields a non-perturbative procedure for surface reconstruction. The free surface is reconstructed from the wave envelope by solving an inviscid Burgers’ equation with an initial condition given by the modulational Ansatz. Particular attention is paid to the spatial form of this model, which is simulated numerically and tested against laboratory experiments on periodic groups and short-wave packets. Satisfactory agreement is found in all these cases.
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41

Shamim, Muhammad Babar, Marian Hörsting, and Stephan Wulfinghoff. "Variational Reduced-Order Modeling of Thermomechanical Shape Memory Alloy Based Cooperative Bistable Microactuators." Actuators 12, no. 1 (January 10, 2023): 36. http://dx.doi.org/10.3390/act12010036.

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Анотація:
This article presents the formulation and application of a reduced-order thermomechanical finite strain shape memory alloy (SMA)-based microactuator model for switching devices under thermal loading by Joule heating. The formulation is cast in the generalized standard material framework with an extension for thermomechanics. The proper orthogonal decomposition (POD) is utilized for capturing a reduced basis from a precomputed finite element method (FEM) full-scale model. The modal coefficients are computed by optimization of the underlying incremental thermomechanical potential, and the weak form for the mechanical and thermal problem is formulated in reduced-order format. The reduced-order model (ROM) is compared with the FEM model, and the exemplary mean absolute percentage errors for the displacement and temperature are 0.973% and 0.089%, respectively, with a speedup factor of 9.56 for a single SMA-based actuator. The ROM presented is tested for single and cooperative beam-like actuators. Furthermore, cross-coupling effects and the bistability phenomenon of the microactuators are investigated.
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42

Li, Y. X., J. Hu, Y. H. Liu, and Z. X. Guo. "Effect of Cu addition and heat treatment self-propagating high temperature synthesis reaction in Al-Ti-C system." Science of Sintering 40, no. 2 (2008): 207–14. http://dx.doi.org/10.2298/sos0802207l.

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Анотація:
Effect of Cu addition and heat treatment on the self-propagating high temperature synthesis reaction have been investigated. The results show that Cu reacts with Al to form Al2Cu phase. With the addition of Cu, the combustion temperature of the system decreases and the porosity of the products is reduced, the size of TiC particulate decreases in the SHS reaction products. Specially, when heat treatment is carried out for the sintering products at 800 ?C, the rigid framework (sintering neck) between TiC particles was formed.
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43

Lewbel, Arthur. "The Identification Zoo: Meanings of Identification in Econometrics." Journal of Economic Literature 57, no. 4 (December 1, 2019): 835–903. http://dx.doi.org/10.1257/jel.20181361.

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Анотація:
Over two dozen different terms for identification appear in the econometrics literature, including set identification, causal identification, local identification, generic identification, weak identification, identification at infinity, and many more. This survey: (i) gives a new framework unifying existing definitions of point identification; (ii) summarizes and compares the zooful of different terms associated with identification that appear in the literature; and (iii) discusses concepts closely related to identification, such as normalizations and the differences in identification between structural models and causal, reduced form models. ( JEL C01, C20, C50)
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44

WU, SEN, LISHANG JIANG, and JIN LIANG. "INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS." International Journal of Theoretical and Applied Finance 15, no. 03 (May 2012): 1250021. http://dx.doi.org/10.1142/s0219024912500215.

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Анотація:
Under a reduced-form framework, we establish models for pricing mortgage-backed securities with prepayment risk by introducing a stochastic prepayment factor. In the zero-default scenario, the pricing pass-through securities and sequential-pay collateralized mortgage obligation structures are considered. To solve the problems, we introduce a path-dependent variable, from which partial differential equation problems are obtained when the prepayment rate is modeled by a CIR process. Numerical solution to the pricing problem is obtained by developing an explicit characteristics difference scheme.
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45

Martins Guerra, Eduardo, Jefferson O. Silva, and Clovis Torres Fernandes. "A Modularity and Extensibility Analysis on Authorization Frameworks." Journal of Information Security and Cryptography (Enigma) 2, no. 1 (May 4, 2016): 36. http://dx.doi.org/10.17648/enig.v2i1.46.

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Анотація:
<p>Authorization in its most basic form can be<br />reduced to a simple question: “May a subject X access an object<br />Y?” The attempt to implement an adequate response to this<br />authorization question has produced many access control models<br />and mechanisms. The development of the authorization<br />mechanisms usually employs frameworks, which usually<br />implements one access control model, as a way of reusing larger<br />portions of software. However, some authorization requirements,<br />present on recent applications, have demanded for software<br />systems to be able to handle security policies of multiple access<br />control models. Industry has resolved this problem in a<br />pragmatic way, by using the framework to solve part of the<br />problem, and mingling business and the remaining authorization<br />concerns into the code. The main goal of this paper is to present a<br />comparative analysis between the existing frameworks developed<br />either within the academic and industry environments. This<br />analysis uses a motivating example to present the main industry<br />frameworks and consider the fulfillment of modularity,<br />extensibility and granularity requirements facing its suitability<br />for the existing access control models. This analysis included the<br />Esfinge Guardian framework, which is an open source<br />framework developed by the authors that provides mechanisms<br />that allows its extension to implement and combine different<br />authorization models.</p>
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46

Radko, Timour, James C. McWilliams, and Georgi G. Sutyrin. "Equilibration of Baroclinic Instability in Westward Flows." Journal of Physical Oceanography 52, no. 1 (January 2022): 21–38. http://dx.doi.org/10.1175/jpo-d-21-0163.1.

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Анотація:
Abstract We explore the dynamics of baroclinic instability in westward flows using an asymptotic weakly nonlinear model. The proposed theory is based on the multilayer quasigeostrophic framework, which is reduced to a system governed by a single nonlinear prognostic equation for the upper layer. The dynamics of deeper layers are represented by linear diagnostic relations. A major role in the statistical equilibration of baroclinic instability is played by the latent zonally elongated modes. These structures form spontaneously in baroclinically unstable systems and effectively suppress the amplification of primary unstable modes. Special attention is given to the effects of bottom friction, which is shown to control both linear and nonlinear properties of baroclinic instability. The reduced-dynamics model is validated by a series of numerical simulations.
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47

Cimpeanu, Radu, Susana N. Gomes, and Demetrios T. Papageorgiou. "Active control of liquid film flows: beyond reduced-order models." Nonlinear Dynamics 104, no. 1 (February 19, 2021): 267–87. http://dx.doi.org/10.1007/s11071-021-06287-5.

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Анотація:
AbstractThe ability to robustly and efficiently control the dynamics of nonlinear systems lies at the heart of many current technological challenges, ranging from drug delivery systems to ensuring flight safety. Most such scenarios are too complex to tackle directly, and reduced-order modelling is used in order to create viable representations of the target systems. The simplified setting allows for the development of rigorous control theoretical approaches, but the propagation of their effects back up the hierarchy and into real-world systems remains a significant challenge. Using the canonical set-up of a liquid film falling down an inclined plane under the action of active feedback controls in the form of blowing and suction, we develop a multi-level modelling framework containing both analytical models and direct numerical simulations acting as an in silico experimental platform. Constructing strategies at the inexpensive lower levels in the hierarchy, we find that offline control transfer is not viable; however, analytically informed feedback strategies show excellent potential, even far beyond the anticipated range of applicability of the models. The detailed effects of the controls in terms of stability and treatment of nonlinearity are examined in detail in order to gain understanding of the information transfer inside the flows, which can aid transition towards other control-rich frameworks and applications.
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48

Gavroglu, Kostas. "University Rankings." Critical Times 5, no. 1 (April 1, 2022): 121–28. http://dx.doi.org/10.1215/26410478-9536519.

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Анотація:
Abstract The ranking systems for universities aim at the quantification of all aspects of university life. For many decades, universities prided themselves on the differences among them. Rankings reduced discussions about the qualitative differences among universities to discussions of numerical differences. Perhaps the closest one can get to drawing a road map of the present and future of universities is understanding the form and content of the rankings within the overall framework of the digital condition. The digital condition already forces the adoption of new ethical modes, restructures working time, imposes styles of reading, affects teaching, and dictates new research practices. But above all, the rearticulations of democracy due to the digital condition will mark the new state of the universities. And such a prospect can perhaps be defined within Bill Sharpe's three horizons framework.
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49

Angrist, Joshua D. "Empirical Strategies in Economics: Illuminating the Path From Cause to Effect." Econometrica 90, no. 6 (2022): 2509–39. http://dx.doi.org/10.3982/ecta20640.

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Анотація:
The view that empirical strategies in economics should be transparent and credible now goes almost without saying. By revealing for whom particular instrumental variables (IV) estimates are valid, the local average treatment effects (LATE) framework helped make this so. This lecture uses empirical examples, mostly involving effects of charter and exam school attendance, to illustrate the value of the LATE framework for causal inference. LATE distinguishes independence conditions satisfied by random assignment from more controversial exclusion restrictions. A surprising exclusion restriction is shown to explain why enrollment at Chicago exam schools reduces student achievement. I also make two broader points: IV exclusion restrictions formalize commitment to clear and consistent explanations of reduced‐form causal effects; the credibility revolution in applied econometrics owes at least as much to compelling empirical analyses as to methodological insights.
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50

Goncharov, V., and V. Pavlov. "Cyclostrophic vortices in polar regions of rotating planets." Nonlinear Processes in Geophysics 8, no. 4/5 (October 31, 2001): 301–11. http://dx.doi.org/10.5194/npg-8-301-2001.

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Анотація:
Abstract. Multi-petal, rotating vortices can form in two-dimensional flows consisting of an inviscid incompressible fluid under certain conditions. Such vortices are principally nonlinear thermo-hydrodynamical structures. The proper rotation of these structures which leads to time-dependent variations of the associated temperature field can be enregistred by a stationary observer. The problem is analyzed in the framework of the contour dynamics method (CDM). An analytical solution of the reduced equation for a contour curvature is found. We give a classification of the solutions and compare the obtained results with observational data.
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