Search results for "Mathematica"

On the property of diffusion in the spatial error model.

2005

International audience; The aim of this paper is to illustrate the property of global spillover effects in the first-order spatial autoregressive error model and the associated diffusion process of spatial shocks. An application is provided on a sample of 145 regions over 1989–1999 and highlights the most influential regions.

Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’

2015

This special issue of Quantitative Finance collects eight papers on the relation between interlinkages and systemic risk. The papers cover several types of interlinkages and follow different approaches, from agent-based modelling to empirical investigation of large and sometimes confidential data. The special issue collects some of the contributions presented at the international workshop‘Interlinkages and systemic risk ’ , which took place in Ancona (Italy) on 4 – 5 July 2013. The workshop, organized within the research project‘. New tools in the credit network modeling with agents ’ heterogeneity ’ funded by the Institute for New Economic Thinking, was attended by a balanced mix of schola…

Quantum Concepts in the Social, Ecological and Biological Sciences

2019

This is a book of applications of quantum techniques to modelization in various areas.

Arrow-Hahn economic models with weakened conditions of continuity

2006

ESCAPE TIMES IN STOCK MARKETS

2005

We study the statistical properties of escape times for stock price returns in the Wall Street market. In particular we get the escape time distribution for real data from daily transactions and for three models: (i) the Wiener process with drift and a constant market volatility, (ii) Heston and (iii) GARCH models, where the volatility is a stochastic process. We find that the first model is unable to catch all the features of the escape time distribution of real data. Moreover, the Heston model describes the probability density function for both return and escape times better than the GARCH model.

Analysis of the resolution processes of threemodeling tasks

2017

[EN] n this paper we present a comparative analysis of the resolution process of three modeling tasks per-formed by secondary education students (13-14 years), designed from three di erent points of view: TheModelling-eliciting Activities, the LEMA project, and the Realistic Mathematical Problems. The purposeof this analysis is to obtain a methodological characterization of them in order to provide to secondaryeducation teachers a proper selection and sequencing of tasks for their implementation in the classroom.

Tautas saimniecība: Analīzes un lēmumu pieņemšanas metodes ekonomikā

1995

Krājumā aplūkotas atsevišķas problēmas Latvijas ekonomikā. Piedāvātas orģinālas pieejas šo problēmu analīzei un lēmumu pieņemšanai, izmantojot matemātiskos modeļus un datortehniku.

Vibrations of a continuous web on elastic supports

2017

We consider an infinite, homogenous linearly elastic beam resting on a system of linearly elastic supports, as an idealized model for a paper web in the middle of a cylinder-based dryer section. We obtain closed-form analytical expressions for the eigenfrequencies and the eigenmodes. The frequencies increase as the support rigidity is increased. Each frequency is bounded from above by the solution with absolutely rigid supports, and from below by the solution in the limit of vanishing support rigidity. Thus in a real system, the natural frequencies will be lower than predicted by commonly used models with rigid supports. peerReviewed

The Time Response of Glass Resistive Plate Chambers to Heavily Ionizing Particles

2007

The HARP system of resistive plate chambers (RPCs) was designed to perform particle identification by the measurement of the difference in the time-of-flight of different particles. In previous papers an apparent discrepancy was shown between the response of the RPCs to minimum ionizing pions and heavily ionizing protons. Using the kinematics of elastic scattering off a hydrogen target a controlled beam of low momentum recoil protons was directed onto the chambers. With this method the trajectory and momentum, and hence the time-of-flight of the protons can be precisely predicted without need for a measurement of momentum of the protons. It is demonstrated that the measurement of the time-o…

Discussion: “Chaotic Motion of an Elastic-Plastic Beam” (Poddar, B., Moon, F. C., and Mukherjee, S., 1988, ASME J. Appl. Mech., 55, pp. 185–189)

1988

Discussion on caotic motion of a pinned beam subjected to pulse loading