Search results for " and Science"
showing 10 items of 83 documents
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2016
European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a given model p…
Modeling Business
2003
Business concepts are studied using a metamodel-based approach, using UML 2.0. The Notation Independent Business concepts metamodel is introduced. The approach offers a mapping between different business modeling notations which could be used for bridging BM tools and boosting the MDA approach.
Efficient formulation of a two-noded geometrically exact curved beam element
2021
The article extends the formulation of a 2D geometrically exact beam element proposed by Jirasek et al. (2021) to curved elastic beams. This formulation is based on equilibrium equations in their integrated form, combined with the kinematic relations and sectional equations that link the internal forces to sectional deformation variables. The resulting first-order differential equations are approximated by the finite difference scheme and the boundary value problem is converted to an initial value problem using the shooting method. The article develops the theoretical framework based on the Navier-Bernoulli hypothesis, with a possible extension to shear-flexible beams. Numerical procedures …
What Factors have an Influence on A Quality Teaching Practice in Sciences?
2012
Abstract This paper aims to know to what extent in-service teachers who have not participated in science teaching training courses neither have performed any research in this field develop a quality teaching practice and what factors have influenced to achieve it. Questionnaires and non-participating observation protocols about the classroom work have been used as well as semi-structured interviews with a sample of teachers to obtain data. These instruments try to characterize the teaching action and determine what factors and in which degrees have influenced the performance of a quality science teaching activity.
"Table 7" of "Search for supersymmetry with jets, missing transverse momentum and at least one hadronically decaying $\tau$ lepton in proton-proton c…
2012
The observed CLS values in the Lambda and tan(beta) plane. Note that bins with zero content in both Lambda abd Tan(Beta) have been omitted.
Un'infanzia fatta di scienza e arte
2020
I contributi presentati in questo volume echeggiano tra di loro come un gioco di risonanze che travalicano ogni confine tra discipline per scavare tra le radici dell’umanità. Il testo è diviso in due parti idealmente collegate da una comune prospettiva sui bambini e sul loro modo conoscere e di entrare in relazione col mondo con gli occhi delle scienze e delle arti. L’approccio olistico, la curiosità e l’immaginazione, la libertà esplorativa e il piacere di creare connessioni tra le cose su piani diversi coinvolge totalmente singoli soggetti e gruppi, menti e corpi secondo una logica che rende impossibile segnare una demarcazione netta tra scienza e arte, soprattutto quando si parla di bamb…
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
2009
The main purpose of this paper is to present a theoretically sound portfolio performance measure that takes into account higher moments of the distribution of returns. First, we perform a study of the investor's preferences to higher moments of distribution within expected utility theory and discuss the performance measurement. To illustrate the investor's preferences to higher moments and the computation of a performance measure, we provide an approximation analysis of the optimal capital allocation problem and derive a formula for the Sharpe ratio adjusted for skewness of distribution. This performance measure justifies the notion of the Generalized Sharpe Ratio (GSR) introduced by Hodges…
Modeling and Measuring Competencies in Higher Education
2020
Measuring competencies acquired in higher education has to be regarded as a widely neglected research field. The progress made in empirical research on the school system since the 1990s – for example, through large-scale assessments such as the Trends in International Mathematics and Science Study (TIMSS) and the Programme for International Student Assessment (PISA) and through a massive expansion of instructional research in general – has revealed that nothing comparable exists at the higher education level.
Evaluation of infilled frames: an updated in-plane-stiffness macro-model considering the effects of vertical loads
2015
The influence of masonry infills on the in-plane behaviour of RC framed structures is a central topic in the seismic evaluation and retrofitting of existing buildings. Many models in the literature use an equivalent strut member in order to represent the infill but, among the parameters influencing the equivalent strut behaviour, the effect of vertical loads acting on the frames is recognized but not quantified. Nevertheless a vertical load causes a non-negligible variation in the in-plane behaviour of infilled frames by influencing the effective volume of the infill. This results in a change in the stiffness and strength of the system. This paper presents an equivalent diagonal pin-jointed…
Group Importance Sampling for particle filtering and MCMC
2018
Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates integrals involving a posterior distribution by means of weighted samples. In this work, we study the assignation of a single weighted sample which compresses the information contained in a population of weighted samples. Part of the theory that we present as Group Importance Sampling (GIS) has been employed implicitly in different works in the literature. The provided analysis yields several theoretical and practical consequences. For instance, we discus…