Search results for " SIMULATIONS"
showing 10 items of 243 documents
The Best Hedging Strategy in the Presence of Transaction Costs
2009
Considerable theoretical work has been devoted to the problem of option pricing and hedging with transaction costs. A variety of methods have been suggested and are currently being used for dynamic hedging of options in the presence of transaction costs. However, very little was done on the subject of an empirical comparison of different methods for option hedging with transaction costs. In a few existing studies the different methods are compared by studying their empirical performances in hedging only a plain-vanilla short call option. The reader is tempted to assume that the ranking of the different methods for hedging any kind of option remains the same as that for a vanilla call. The …
Modeling multiple taxis: Tumor invasion with phenotypic heterogeneity, haptotaxis, and unilateral interspecies repellence
2021
We provide a short review of existing models with multiple taxis performed by (at least) one species and consider a new mathematical model for tumor invasion featuring two mutually exclusive cell phenotypes (migrating and proliferating). The migrating cells perform nonlinear diffusion and two types of taxis in response to non-diffusing cues: away from proliferating cells and up the gradient of surrounding tissue. Transitions between the two cell subpopulations are influenced by subcellular (receptor binding) dynamics, thus conferring the setting a multiscale character. We prove global existence of weak solutions to a simplified model version and perform numerical simulations for the full se…
NMR structure of a non-conjugatable, ADP-ribosylation associated, ubiquitin-like domain from Tetrahymena thermophila polyubiquitin locus.
2019
Abstract Background Ubiquitin-like domains (UbLs), in addition to being post-translationally conjugated to the target through the E1-E2-E3 enzymatic cascade, can be translated as a part of the protein they ought to regulate. As integral UbLs coexist with the rest of the protein, their structural properties can differ from canonical ubiquitin, depending on the protein context and how they interact with it. In this work, we investigate T.th-ubl5, a UbL present in a polyubiquitin locus of Tetrahymena thermophila, which is integral to an ADP-ribosyl transferase protein. Only one other co-occurrence of these two domains within the same protein has been reported. Methods NMR, multiple sequence al…
Timing the US Stock Market Using Moving Averages and Momentum Rules: An Extensive Study
2017
Master's thesis Business Administration BE501 - University of Agder 2017 In this thesis we investigate the performance of moving average and momentum strategies by simulating returns, both in-sample and out-of-sample, while simultaneously taking into account important market frictions. We do so for two stock indices and four stock portfolios, at daily and monthly frequency, in the period from 1928 to 2015. This is carried out in order to examine if the active strategies outperform the passive benchmark on a risk-adjusted basis, and to see if the trading rules pro table when tested in-sample also are pro table out-of-sample. In addition, and for the rst time, we examine the relevance of data…
Projected WIMP sensitivity of the XENONnT dark matter experiment
2020
XENONnT is a dark matter direct detection experiment, utilizing 5.9 t of instrumented liquid xenon, located at the INFN Laboratori Nazionali del Gran Sasso. In this work, we predict the experimental background and project the sensitivity of XENONnT to the detection of weakly interacting massive particles (WIMPs). The expected average differential background rate in the energy region of interest, corresponding to (1, 13) keV and (4, 50) keV for electronic and nuclear recoils, amounts to 12.3 ± 0.6 (keV t y)-1 and (2.2± 0.5)× 10−3 (keV t y)-1, respectively, in a 4 t fiducial mass. We compute unified confidence intervals using the profile construction method, in order to ensure proper coverage…
Simulation of laser generated ultrasound with application to defect detection
2008
Laser generated ultrasound holds substantial promise for use as a tool for defect detection in remote inspection thanks to its ability to produce frequencies in the MHz range, enabling fine spatial resolution of defects. Despite the potential impact of laser generated ultrasound in many areas of science and industry, robust tools for studying the phenomenon are lacking and thus limit the design and optimization of non-destructive testing and evaluation techniques. The laser generated ultrasound propagation in complex structures is an intricate phenomenon and is extremely hard to analyze. Only simple geometries can be studied analytically. Numerical techniques found in the literature have pr…
Kirkwood-Buff integrals from molecular simulation
2019
The Kirkwood-Buff (KB) theory provides a rigorous framework to predict thermodynamic properties of isotropic liquids from the microscopic structure. Several thermodynamic quantities relate to KB integrals, such as partial molar volumes. KB integrals are expressed as integrals of RDFs over volume but can also be obtained from density fluctuations in the grand-canonical ensemble. Various methods have been proposed to estimate KB integrals from molecular simulation. In this work, we review the available methods to compute KB integrals from molecular simulations of finite systems, and particular attention is paid to finite-size effects. We also review various applications of KB integrals comput…
Evaluation of building heating loads with dimensional analysis: Application of the Buckingham π theorem
2017
Abstract A detailed assessment of building energy performance requires a large amount of input data concerning building typology, environmental conditions, envelope thermophysical properties, geometry, control strategies, and several other parameters. Notwithstanding, the use of specialized software tools poses many challenges in regards to the retrieval of reliable and detailed information, setting a steep learning curve for engineers and energy managers. To speed up the preliminary assessment phase, it might be more convenient to resort to a simplified model that allows the evaluation of heating energy demand with a good level of accuracy and without excessive computational cost or user e…
Modelling and simulation of gas-liquid hydrodynamics in mechnically stirred tanks
2007
Abstract Computational fuid dynamics (CFD) is an increasingly important tool for carrying out realistic simulations of process equipment. In the case of multiphase systems the development of CFD models is less advanced than for single-phase systems. In the present work CFD simulations of gas–liquid stirred tanks are reported. An Eulerian–Eulerian multi-fluid approach is used in conjunction with the simplest two-phase extension of the k–ɛ turbulence model. All bubbles are assumed to share the same size. The effect of inter-phase forces on simulation results is separately considered. As concerns drag, it is shown that the sole parameter needed to characterize the dispersed phase behaviour is …
Prise en eau par composites carbone/époxy et leur effet sur le comportement mécanique : application aux réparations de structures en composite par co…
2013
Le travail présenté dans ce mémoire avait pour objectif d’étudier le processus de la pénétration d'eau dans les composites en carbone/époxyde dans un premier temps, et dans un deuxième temps, d’étudier l’effet de la prise en eau par ces matériaux sur les performances mécaniques des composites et leur joints collés. L'intégration de ces phénomènes physiques dans la modélisation numérique est d'une grande importance dans la prédiction de la durabilité d’une structure en composite subissant un vieillissement hygrothermique. Par conséquent, ce travail consiste non seulement en des observations expérimentales, mais aussi en des simulations numériques. Des corrélations entre les résultats obtenus…