Search results for "Fin"

Global sensitivity analysis in welding simulations -- what are the material data you really need ?

2011

In this paper, the sensitivity analysis methodology is applied to numerical welding simulation in order to rank the importance of input variables on the outputs of the code like distorsions or residual stresses. The numerical welding simulation uses the finite element method, with a thermal computation followed by a mechanical one. Classically, a local sensitivity analysis is performed, hence the validity of the results is limited to the neighbourhood of a nominal point, and cross effects cannot be detected. This study implements a global sensitivity analysis which allows to screen the whole material space of the steel family mechanical properties. A set of inputs of the mechanical model-ma…

Towards Shipping 4.0. A preliminary gap analysis

2020

Abstract The paradigm of Industry 4.0 involves a substantial innovation to the value creation approach thought the supply chain and the application of digital enabling technologies like the Internet of Things (IoT), Big Data Analytics (BDA) and cloud computing. The fourth industrial revolution is thus expected to have a disruptive impact on maritime transport and shipping sectors, where smart ships and autonomous vessels well be part of a new and fully interconnected maritime ecosystem. Specific hardware components, such as sensors, actuators, or processors will be embedded in the ship’s key systems in order to provide valuable information to increase the efficiency, sustainability and safe…

La inserción de las ciudades en las redes globales a través de las relaciones financieras : El caso de la ciudad de Valencia

2014

Las almadrabas del Reino de Valencia entre finales del siglo XVI e inicios del XVII

2018

El ?Alivio de las Indias?. la Real Hacienda Filipina, 1565-1800

2019

Previo al estudio de la Real Hacienda filipina, el trabajo se centrará en la definición del marco territorial, la función del archipiélago en la estrategia imperial y la gran transformación de finales del siglo xVIII que afectó a su situación en el conjunto colonial. En segundo lugar, se expondrá el estado de la cuestión y las principales hipótesis sobre la evolución del Tesoro filipino y los problemas que planteaba su viabilidad, así como las fuentes y la metodología empleadas. A continuación se examinarán las grandes tendencias de la Hacienda en el largo plazo y los componentes del ingreso y el gasto, para finalizar con algunas conclusiones, en especial la respuesta a la siguiente pregunt…

Ferrer del Río: Rodrigo de Mendoza, noble y coleccionista del Renacimiento

2020

A numerical model for pre-monitoring design of historical colonnade courtyards: The case study of chiaramonte palace in palermo

2016

This paper proposes a numerical model that can be used for theoretical and experimental dynamic characterization of historical colonnade courtyards. Such an architectural element appears often in buildings of historical heritage and, especially under seismic excitation, it represents the most vulnerable structural part. Therefore, it is very important to have reliable as well as simple models available for vulnerability analysis, to evaluate different reinforcing systems if needed, or to plan dynamic characterization tests or monitoring campaigns, as in the present case. Chiaramonte Palace, a wonderful example of the historical heritage of Palermo, is investigated as case study. Firstly, a …

Afinidades entre la arquitectura y la música. Algunas reflexiones

2019

Pricing Sovereign Contingent Convertible Debt

2016

We develop a pricing model for sovereign contingent convertible bonds (S-CoCo) with payment standstills triggered by a sovereign's credit default swap CDS spread. One innovation is the modeling of CDS spread regime switching which is prevalent during crises. Regime switching is modeled as a hidden Markov process and is integrated with a stochastic process of spread levels to obtain S-CoCo prices through simulation. The paper goes a step further and uses the pricing model in a Longstaff-Schwartz. American option pricing framework to compute state contingent S-CoCo prices at some risk horizon, thus facilitating risk management. Dual trigger pricing is also discussed using the idiosyncratic CD…

Grading investment diversification options in presence of non-historical financial information

2021

Modern portfolio theory deals with the problem of selecting a portfolio of financial assets such that the expected return is maximized for a given level of risk. The forecast of the expected individual assets’ returns and risk is usually based on their historical returns. In this work, we consider a situation in which the investor has non-historical additional information that is used for the forecast of the expected returns. This implies that there is no obvious statistical risk measure any more, and it poses the problem of selecting an adequate set of diversification constraints to mitigate the risk of the selected portfolio without losing the value of the non-statistical information owne…