Search results for "Dynamic"

showing 10 items of 12329 documents

Two Relevant Forecasting Problems for Practitioners in Finance: Equity Risk Premium and Non-Performing Loans

2021

The thesis aims to substantiate whether macroeconomic factors indicators are relevant to predict both in-sample and out-of-sample assets' future performance focusing on two well-studied themes in financial economics and banking: First, the ability to predict the equity risk premium, and second, the macroeconomic determinants of non-performing loans (NPL) rates. The dissertation is divided in three chapters. Chapter 1, entitled "Forecasting the equity risk premium in the European Monetary Union", investigates the capacity of multiple economic and technical variables to predict the Euro area equity risk premium. The chapter examines the performance of several variables that could be good pred…

equity risk premiumnon-performing loansforecastingUNESCO::CIENCIAS ECONÓMICASregression treesdynamic panel data:CIENCIAS ECONÓMICAS [UNESCO]asset allocation
researchProduct

Convergence of dynamic programming principles for the $p$-Laplacian

2018

We provide a unified strategy to show that solutions of dynamic programming principles associated to the $p$-Laplacian converge to the solution of the corresponding Dirichlet problem. Our approach includes all previously known cases for continuous and discrete dynamic programming principles, provides new results, and gives a convergence proof free of probability arguments.

equivalent notions of solutions01 natural sciencesMathematics - Analysis of PDEsnumerical methodsConvergence (routing)FOS: MathematicsApplied mathematicsgeneralized viscosity solutiondiscrete approximationsMathematics - Numerical Analysis0101 mathematicsGeometry and topologyDirichlet problemMathematicsviscosity solutionosittaisdifferentiaaliyhtälötDirichlet problemasymptotic mean value propertiesconvergencenumeeriset menetelmätApplied Mathematics010102 general mathematicsNumerical Analysis (math.NA)dynamic programming principle010101 applied mathematicsDynamic programmingp-Laplacianmonotone approximationsapproksimointiAnalysisAnalysis of PDEs (math.AP)
researchProduct

An implicit mesh discontinuous Galerkin formulation for higher-order plate theories

2019

In this work, a discontinuous Galerkin formulation for higher-order plate theories is presented. The starting point of the formulation is the strong form of the governing equations, which are derived in the context of the Generalized Unified Formulation and the Equivalent Single Layer approach from the Principle of Virtual Displacements. To express the problem within the discontinuous Galerkin framework, an auxiliary flux variable is introduced and the governing equations are rewritten as a system of first-order partial differential equations, which are weakly stated over each mesh element. The link among neighboring mesh elements is then retrieved by introducing suitably defined numerical …

equivalent single layer plate theorieWork (thermodynamics)generalized unified formulationMechanical EngineeringGeneral Mathematics02 engineering and technology021001 nanoscience & nanotechnologymultilayered plates020303 mechanical engineering & transportsimplicitly defined mesh0203 mechanical engineeringMechanics of MaterialsDiscontinuous Galerkin methodOrder (business)Plate theoryApplied mathematicsGeneral Materials SciencePoint (geometry)Interior penalty discontinuous Galerkin0210 nano-technologySettore ING-IND/04 - Costruzioni E Strutture AerospazialiCivil and Structural EngineeringMathematics
researchProduct

The case of equality in the dichotomy of Mohammadi-Oh

2017

If $n \geq 3$ and $\Gamma$ is a convex-cocompact Zariski-dense discrete subgroup of $\mathbf{SO}^o(1,n+1)$ such that $\delta_\Gamma=n-m$ where $m$ is an integer, $1 \leq m \leq n-1$, we show that for any $m$-dimensional subgroup $U$ in the horospheric group $N$, the Burger-Roblin measure associated to $\Gamma$ on the quotient of the frame bundle is $U$-recurrent.

ergodic geometryMathematics::Group TheoryrecurrenceBurger-Roblin measure37C45 28A80 53D25 37D40Bowen-Margulis-Sullivan measureBesicovitch projection theoremAstrophysics::High Energy Astrophysical PhenomenaFOS: MathematicsergodicitygeometriaDynamical Systems (math.DS)Mathematics - Dynamical Systems
researchProduct

A Survey of Some Arithmetic Applications of Ergodic Theory in Negative Curvature

2017

This paper is a survey of some arithmetic applications of techniques in the geometry and ergodic theory of negatively curved Riemannian manifolds, focusing on the joint works of the authors. We describe Diophantine approximation results of real numbers by quadratic irrational ones, and we discuss various results on the equidistribution in \(\mathbb{R}\), \(\mathbb{C}\) and in the Heisenberg groups of arithmetically defined points. We explain how these results are consequences of equidistribution and counting properties of common perpendiculars between locally convex subsets in negatively curved orbifolds, proven using dynamical and ergodic properties of their geodesic flows. This exposition…

ergodic theoryMathematics::Dynamical SystemsGeodesicHyperbolic geometry010102 general mathematics05 social sciencesDiophantine approximation01 natural sciencesarithmetic applicationsBianchi group0502 economics and businessHeisenberg groupBinary quadratic formErgodic theorygeometria0101 mathematicsArithmetic050203 business & managementReal numberMathematics
researchProduct

Dynamic Office Environments Improve Brain Activity and Attentional Performance Mediated by Increased Motor Activity.

2018

Current research demonstrates beneficial effects of physical activity on brain functions and cognitive performance. To date, less is known on the effects of gross motor movements that do not fall into the category of sports-related aerobic or anaerobic exercise. In previous studies, we found beneficial effects of dynamic working environments, i.e., environments that encourage movements during cognitive task performance, on cognitive performance and corresponding brain activity. Aim of the present study was to examine the effects of working in a dynamic and a static office environment on attentional and vigilance performance, and on the corresponding electroencephalographic (EEG) brain oscil…

ergonomicsdynamic working environmentEEGofficemovementNeuroscienceOriginal ResearchFrontiers in human neuroscience
researchProduct

What Contributes to the Measured Chiral Optical Response of the Glutathione-Protected Au25 Nanocluster?

2023

The water-soluble glutathione-protected [Au25(GSH)18]−1 nanocluster was investigated by integrating several methodologies such as molecular dynamics simulations, essential dynamics analysis, and state-of-the-art time-dependent density functional theory calculations. Fundamental aspects such as conformational, weak interactions and solvent effects, especially hydrogen-bonds, were included and found to play a fundamental role in assessing the optical response of this system. Our analysis demonstrated not only that the electronic circular dichroism is extremely sensitive to the solvent presence but also that the solvent itself plays an active role in the optical activity of such system, formin…

essential dynamicsklusterittiheysfunktionaaliteoriachiralitynanoklusteritnanoclusternanohiukkasetmolekyylidynamiikkagoldthiolsmolecular dynamicsdensity functional theorykulta
researchProduct

An evolutionary perspective on stress responses, damage and repair

2022

Variation in stress responses has been investigated in relation to environmental factors, species ecology, life history and fitness. Moreover, mechanistic studies have unravelled molecular mechanisms of how acute and chronic stress responses cause physiological impacts (‘damage’), and how this damage can be repaired. However, it is not yet understood how the fitness effects of damage and repair influence stress response evolution. Here we study the evolution of hormone levels as a function of stressor occurrence, damage and the efficiency of repair. We hypothesise that the evolution of stress responses depends on the fitness consequences of damage and the ability to repair that damage. To o…

evoluutiobiologiaEndocrine and Autonomic SystemsStress responsestressiDynamic programmingAdaptation Physiological590 Tiere (Zoologie)HormonesEvolutionary modelBehavioral NeuroscienceDamageEndocrinologyStress PhysiologicalAutocorrelationDamage repair590 Animals (Zoology)Animalsmatemaattiset mallithormonaaliset vaikutuksetfysiologiset vaikutuksetHormones and Behavior
researchProduct

Hemodynamic Changes During Physiological and Pharmacological Stress Testing in Healthy Subjects, Aortic Stenosis and Aortic Coarctation Patients–A Sy…

2019

Introduction: Exercise testing has become a diagnostic standard in the evaluation and management of heart disease. While different methods of exercise and pharmacological stress testing exist, only little is known about their comparability. We aimed to assess hemodynamic changes during dynamic exercise, isometric exercise, and dobutamine stress testing at different stress intensities in healthy subjects and patients with aortic stenosis (AS) and aortic coarctation (CoA).Methods: A systematic literature search (PROSPERO 2017:CRD42017078608) in MEDLINE of interventional trials was conducted to identify eligible studies providing evidence of changes in hemodynamic parameters under different st…

exercise testinglcsh:Diseases of the circulatory (Cardiovascular) systemdobutamine stresslcsh:RC666-701healthy subjectsaortic stenosishemodynamicsaortic coarctationFrontiers in Cardiovascular Medicine
researchProduct

Overview of ghost correction for HDR video stream generation

2015

International audience; Most digital cameras use low dynamic range image sensors, these LDR sensors can capture only a limited luminance dynamic range of the scene[1], to about two orders of magnitude (about 256 to 1024 levels). However, the dynamic range of real-world scenes varies over several orders of magnitude (10.000 levels). To overcome this limitation, several methods exist for creating high dynamic range (HDR) image (expensive method uses dedicated HDR image sensor and low-cost solutions using a conventional LDR image sensor). Large number of low-cost solutions applies a temporal exposure bracketing. The HDR image may be constructed with a HDR standard method (an additional step ca…

exposure bracketingComputingMethodologies_IMAGEPROCESSINGANDCOMPUTERVISIONbitmapGraph-Cuts[ SPI.SIGNAL ] Engineering Sciences [physics]/Signal and Image processingGeneralLiterature_MISCELLANEOUSghost detectionsmart camerahigh dynamic rageentropyreal-time algorithm[SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing[SPI.SIGNAL] Engineering Sciences [physics]/Signal and Image processingComputingMethodologies_COMPUTERGRAPHICS
researchProduct