Search results for "Icing"
showing 10 items of 491 documents
Examen des mécanismes d'influence des attributs de recherche
2017
Cette notice présente une synthèse des travaux de recherche menés par Yohan Bernard entre 2001 et 2016 autour des effets sur le comportement des consommateurs des attributs de recherche mis en avant par les producteurs et / ou les distributeurs. En particulier, trois attributs ont fait l’objet d’investigations avancées : le prix, les caractéristiques environnementales des produits et leur pays d’origine. Le document développe une analyse des processus de perception des attributs par le consommateur (chapitre 2). Les représentations mentales qui en découlent sont employées, avec d’autres éléments, pour fonder des intentions comportementales (chapitre 3). Les conditions dans lesquelles les at…
Comparison of conventional and dense dispersion managed systems for 160 Gb/s transmissions
2006
International audience; In this paper, we carry out, by numerical simulations and experiments on recirculating loop.. a comparative analysis of the performances of two types of dispersion management techniques for 160 Gb/s transmission systems, which correspond to short-period dispersion maps (dense dispersion management) and long-period dispersion maps (conventional dispersion management), respectively. We show that the dense dispersion management system suffers performance degradation by the effects of polarization mode dispersion (PMD) and fiber splicing losses, in a more dramatic manner than in the system with long-period map. We experimentally find that, at constant PMD, dense dispersi…
Biodegradable Polymers for the Production of Nets for Agricultural Product Packaging
2021
It is well known that the need for more environmentally friendly materials concerns, among other fields, the food packaging industry. This regards also, for instance, nets used for agricultural product (e.g., citrus fruits, potatoes) packaging. These nets are typically manufactured by film blowing technique, with subsequent slicing of the films and cold drawing of the obtained strips, made from traditional, non-biodegradable polymer systems. In this work, two biodegradable polymer systems were characterized from rheological, processability, and mechanical points of view, in order to evaluate their suitability to replace polyethylene-based polymer systems typically used for agricultural prod…
Graphene and graphene oxide on Ir(111) are transparent to wetting but not to icing
2021
Anti-icing coatings reduce the freezing onset temperature for water by changing the chemical and physical environment at the water-substrate interface to prevent ice nucleation and growth. Graphene oxide has several attributes that make it attractive as an anti-icing coating and it has been theoretically predicted that graphene oxide has a lower freezing onset temperature than pristine graphene. Here, we test this hypothesis using carefully prepared, well-characterized graphene oxide substrates. We compare the water contact angle for graphene and graphene oxide coatings, both prepared on iridium(111) surfaces. The results show both materials to be transparent to wetting, but indicate a lowe…
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
2008
AbstractThis paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.
An Iterative Method for Pricing American Options Under Jump-Diffusion Models
2011
We propose an iterative method for pricing American options under jump-diffusion models. A finite difference discretization is performed on the partial integro-differential equation, and the American option pricing problem is formulated as a linear complementarity problem (LCP). Jump-diffusion models include an integral term, which causes the resulting system to be dense. We propose an iteration to solve the LCPs efficiently and prove its convergence. Numerical examples with Kou's and Merton's jump-diffusion models show that the resulting iteration converges rapidly.
A parsimonious model for generating arbitrage-free scenario trees
2016
Simulation models of economic, financial and business risk factors are widely used to assess risks and support decision-making. Extensive literature on scenario generation methods aims at describing some underlying stochastic processes with the least number of scenarios to overcome the ‘curse of dimensionality’. There is, however, an important requirement that is usually overlooked when one departs from the application domain of security pricing: the no-arbitrage condition. We formulate a moment matching model to generate multi-factor scenario trees for stochastic optimization satisfying no-arbitrage restrictions with a minimal number of scenarios and without any distributional assumptions.…
A Conditional Value–at–Risk Model for Insurance Products with Guarantee
2009
We propose a model to select the optimal portfolio which underlies insurance policies with a guarantee. The objective function is defined in order to minimise the conditional value at-risk (CVaR) of the distribution of the losses with respect to a target return. We add operational and regulatory constraints to make the model as flexible as possible when used for real applications. We show that the integration of the asset and liability side yields superior performances with respect to naive fixed-mix portfolios and asset based strategies. We validate the model on out-of-sample scenarios and provide insights on policy design.
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps
2014
Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps, especially for American-style option contracts. We consider the pricing of options under such models, namely the Bates model and the so-called stochastic volatility with contemporaneous jumps (SVCJ) model. The nonlocality of the jump terms in these models leads to matrices with full matrix blocks. Standard discretization methods are not viable directly since they would require the inversion of such a matrix. Instead, we adopt a two-step implicit-explicit (IMEX) time discretization scheme, the IMEX-CNAB scheme, where the jump term is treated ex…
Saproxylic beetle assemblages of three managed oak woodlands in the Eastern Mediterranean
2008
Oak woodlands belong to the natural vegetation in most Mediterranean regions but have suffered from a long history of woodland devastation and overgrazing. The remaining woodlands have been managed in different ways, and we expected this to have effects on the fauna associated with trees. We investigated three different sites in the Eastern Mediterranean with flight-interception traps to analyse the impact of woodland management on dead wood and tree structures and the relevance for saproxylic beetle assemblages. Our results show significant differences in trunk diameter, stein density and dead wood diversity between the three sites. Old oaks in semi-open woodland are characterised by diver…