Search results for "Computer Science::Computational Engineering"

showing 10 items of 41 documents

A SYMMETRIC AND POSITIVE DEFINITE BEM FOR 2-D FORCED VIBRATIONS

1997

A BEM formulation for 2D elastodynamics in the time domain has been presented. The formulation gives a resolving system that involves boundary displacements only. The stiffness and mass matrices of the boundary discretized body are frequency independent, symmetric and positive definite

Acoustics and UltrasonicsDiscretizationMechanical EngineeringMathematical analysisStiffnessBoundary (topology)Positive-definite matrixCondensed Matter PhysicsVibrationComputer Science::Computational Engineering Finance and ScienceMechanics of MaterialsmedicineTime domainmedicine.symptomBoundary element methodMathematicsJournal of Sound and Vibration
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A fuzzy ranking strategy for portfolio selection applied to the Spanish stock market

2007

In this paper we present a fuzzy ranking procedure for the portfolio selection problem. The uncertainty on the returns of each portfolio is approximated by means of a trapezoidal fuzzy number. The expected return and risk of the portfolio are then characteristics of that fuzzy number. A rank index that accounts for both expected return and risk is defined, allowing the decision-maker to compare different portfolios. The paper ends with an application of that fuzzy ranking strategy to the Spanish stock market.

Actuarial scienceMathematics::General MathematicsComputer sciencebusiness.industryDecision theoryFuzzy setEfficient frontierStatistics::Other StatisticsComputer Science::Computational Engineering Finance and ScienceReplicating portfolioGenetic algorithmEconometricsPortfolioFuzzy numberExpected returnStock marketPost-modern portfolio theoryQuadratic programmingPortfolio optimizationbusinessRisk managementModern portfolio theory2007 IEEE International Fuzzy Systems Conference
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Regularized RBF Networks for Hyperspectral Data Classification

2004

In this paper, we analyze several regularized types of Radial Basis Function (RBF) Networks for crop classification using hyperspectral images. We compare the regularized RBF neural network with Support Vector Machines (SVM) using the RBF kernel, and AdaBoost Regularized (ABR) algorithm using RBF bases, in terms of accuracy and robustness. Several scenarios of increasing input space dimensionality are tested for six images containing six crop classes. Also, regularization, sparseness, and knowledge extraction are paid attention.

Artificial neural networkbusiness.industryComputer scienceMathematicsofComputing_NUMERICALANALYSISComputingMethodologies_IMAGEPROCESSINGANDCOMPUTERVISIONHyperspectral imagingPattern recognitionSupport vector machineComputingMethodologies_PATTERNRECOGNITIONComputer Science::Computational Engineering Finance and ScienceRobustness (computer science)Computer Science::Computer Vision and Pattern RecognitionRadial basis function kernelRadial basis functionArtificial intelligenceAdaBoostbusinessCurse of dimensionality
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Toward Parametrization of Precipitating Shallow Cumulus Cloud Organization via Moisture Variance

2021

The influence of the initial vertical moisture profile on precipitating shallow cumulus cloud organization in terms of the column‐averaged moisture variance is investigated using large‐eddy simulations. Five idealized simulations based on the Rain in Cumulus over the Ocean field experiment with different initial moisture profiles are investigated. All cases simulate precipitating shallow cumulus convection in a marine sub‐tropical region under large‐scale subsidence. The results show that the moisture variance is mainly generated through the interaction of the moisture flux and the moisture gradient in the gradient production term at the top of the boundary layer. The development is charact…

Atmospheric ScienceMoisturePlanetary boundary layerCumulus cloudVariance (accounting)Atmospheric sciencesComputer Science::OtherPhysics::GeophysicsGeophysicsddc:551.5Space and Planetary ScienceComputer Science::Computational Engineering Finance and ScienceEarth and Planetary Sciences (miscellaneous)Environmental scienceParametrization (atmospheric modeling)Physics::Atmospheric and Oceanic PhysicsLarge eddy simulation
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Blow-up collocation solutions of nonlinear homogeneous Volterra integral equations

2011

In this paper, collocation methods are used for detecting blow-up solutions of nonlinear homogeneous Volterra-Hammerstein integral equations. To do this, we introduce the concept of "blow-up collocation solution" and analyze numerically some blow-up time estimates using collocation methods in particular examples where previous results about existence and uniqueness can be applied. Finally, we discuss the relationships between necessary conditions for blow-up of collocation solutions and exact solutions.

CollocationApplied MathematicsMathematical analysisMathematics::Analysis of PDEsComputer Science::Computation and Language (Computational Linguistics and Natural Language and Speech Processing)Numerical Analysis (math.NA)Volterra integral equationIntegral equationMathematics::Numerical AnalysisComputational MathematicsNonlinear systemsymbols.namesakeMathematics - Analysis of PDEs45D05 45G10 65R20 34A12HomogeneousComputer Science::Computational Engineering Finance and ScienceCollocation methodFOS: MathematicssymbolsOrthogonal collocationUniquenessMathematics - Numerical AnalysisAnalysis of PDEs (math.AP)Mathematics
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"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.

Condensed Matter::Quantum GasesProton-Proton ScatteringComputer Science::Computational Engineering Finance and ScienceHigh Energy Physics::PhenomenologySUSYHigh Energy Physics::ExperimentSupersymmetryJet Production
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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…

Economics and EconometricsSharpe ratioNonparametric statisticsVariance (accounting)Measure (mathematics)Normal-inverse Gaussian distributionModigliani risk-adjusted performanceSkewnessComputer Science::Computational Engineering Finance and ScienceEconomicsKurtosisEconometricsPortfolioFinanceExpected utility hypothesisMathematicsParametric statisticsJournal of Banking & Finance
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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…

EngineeringEquivalent diagonal pin-jointed strut modelInfilled framesDiagonalIn-plane behaviourInfilled frames In-plane behaviour Equivalent diagonal pin-jointed strutmodel Vertical load influenceVertical load influenceComputer Science::Computational Engineering Finance and SciencemedicineInfillRetrofittingGeotechnical engineeringMacroCivil and Structural Engineeringmodelbusiness.industryStiffnessStructural engineeringBuilding and ConstructionMasonryGeotechnical Engineering and Engineering GeologyEquivalent diagonal pin-jointed strutFinite element methodStiffeningSettore ICAR/09 - Tecnica Delle CostruzioniGeophysicsmedicine.symptombusinessInfilled frame
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"Table 3" of "Measurement of the forward-backward asymmetry in the distribution of leptons in $t\bar{t}$ events in the lepton+jets channel"

2014

Observed production-level ASYMFB(LEPTON) as a function of ABS(YRAP(LEPTON)).

InclusiveComputer Science::Computational Engineering Finance and ScienceAsymmetry MeasurementHigh Energy Physics::PhenomenologyHigh Energy Physics::ExperimentJet ProductionPBAR P --> LEPTON JETS X1960.0ASYM
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"Table 54" of "Search for light top squark pair production in final states with leptons and b-jets with the ATLAS detector in sqrt(s) = 7 TeV proton-…

2013

observed CLs values for the 2LSR2 region in the M(chargino), M(neutralino) plane in the scenario where M(stop) = 180 GEV.

InclusiveDijet ProductionProton-Proton ScatteringComputer Science::Computational Engineering Finance and ScienceHigh Energy Physics::PhenomenologyP P --> LEPTONS JETS BJETS MM XTop7000.0High Energy Physics::ExperimentJet ProductionNNuclear ExperimentComputer Science::Formal Languages and Automata Theory
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