Search results for "Moving"
showing 10 items of 182 documents
'Dual' Gravity: Using Spatial Econometrics to Control for Multilateral Resistance
2010
We propose a quantity-based `dual' version of the gravity equation that yields an estimating equation with both cross-sectional interdependence and spatially lagged error terms. Such an equation can be concisely estimated using spatial econometric techniques. We illustrate this methodology by applying it to the Canada-U.S. data set used previously, among others, by Anderson and van Wincoop (2003) and Feenstra (2002, 2004). Our key result is to show that controlling directly for spatial interdependence across trade flows, as suggested by theory, significantly reduces border effects because it captures `multilateral resistance'. Using a spatial autoregressive moving average specification, we …
Semantic Analysis of the Driving Environment in Urban Scenarios
2021
Understanding urban scenes require recognizing the semantic constituents of a scene and the complex interactions between them. In this work, we explore and provide effective representations for understanding urban scenes based on in situ perception, which can be helpful for planning and decision-making in various complex urban environments and under a variety of environmental conditions. We first present a taxonomy of deep learning methods in the area of semantic segmentation, the most studied topic in the literature for understanding urban driving scenes. The methods are categorized based on their architectural structure and further elaborated with a discussion of their advantages, possibl…
Moving mass over a viscoelastic system: asymptotic behaviours and insights into nonlinear dynamics
2023
AbstractMoving masses are of interest in many applications of structural dynamics, soliciting in the last decades a vast debate in the scientific literature. However, despite the attention devoted to the subject, to the best of the authors’ knowledge, there is a lack of analysis about the fate of a movable mass when it rolls or slips with friction on a structure. With the aim of elucidating the dynamics of the simplest paradigm of this system and to investigate its asymptotic response, we make reference to a two-degree-of-freedom model made of an elastically vibrating carriage surmounted by a spherical mass, facing the problem both theoretically and experimentally. In case of linear systems…
Detecting tri‐stability of 3D models with complex attractors via meshfree reconstruction of invariant manifolds of saddle points
2018
In mathematical modeling it is often required the analysis of the vector field topology in order to predict the evolution of the variables involved. When a dynamical system is multi-stable the trajectories approach different stable states, depending on the initialmconditions. The aim of this work is the detection of the invariant manifolds of thesaddle points to analyze the boundaries of the basins of attraction. Once that a sufficient number of separatrix points is found a Moving Least Squares meshfree method is involved to reconstruct the separatrix manifolds. Numerical results are presented to assess the method referring to tri-stable models with complex attractors such as limit cycles o…
Revisiting the Profitability of Market Timing with Moving Averages
2017
In a recent empirical study by Glabadanidis (“Market Timing with Moving Averages” (2015), International Review of Finance 15(13):387–425), the author reports striking evidence of extraordinarily good performance of the moving average trading strategy. In this paper, we demonstrate that this “too good to be true” reported performance of the moving average strategy is due to simulating trading with look-ahead bias. We perform simulations without look-ahead bias and report the true performance of the moving average strategy. We find that, at best, the performance of the moving average strategy is only marginally better than that of the corresponding buy-and-hold strategy. In statistical terms,…
Dynamic Asset Allocation Strategies Basedon Unexpected Volatility
2014
The author documents that at the aggregate stock market level, unexpected volatility is negatively related to expected future returns, and positively related to future volatility. The author demonstrates how the predictive ability of unexpected volatility can be utilized in dynamic asset allocation strategies that deliver a substantial improvement in terms of risk-adjusted performance as compared to traditional buy-and-hold strategies. In addition, the author shows that active strategies based on unexpected volatility outperform the popular active strategy with a volatility target mechanism, and have some edge over the popular market timing strategy with a 10-month simple moving average rul…
A Mixture Multiplicative Error Model for Realized Volatility
2006
A multiplicative error model with time-varying parameters and an error term following a mixture of gamma distributions is introduced. The model is fitted to the daily realized volatility series of deutschemark/dollar and yen/dollar returns and is shown to capture the conditional distribution of these variables better than the commonly used autoregressive fractionally integrated moving average model. The forecasting performance of the new model is found to be, in general, superior to that of the set of volatility models recently considered by Andersen et al. (2003, Econometrica 71, 579--625) for the same data. Copyright 2006, Oxford University Press.
Revisiting the Profitability of Market Timing with Moving Averages
2016
In a recent empirical study by Glabadanidis ("Market Timing With Moving Averages" (2015), International Review of Finance, Volume 15, Number 13, Pages 387-425; the paper is also available on the SSRN and has been downloaded more than 7,500 times) the author reports striking evidence of extraordinary good performance of the moving average trading strategy. In this paper we demonstrate that "too good to be true" reported performance of the moving average strategy is due to simulating the trading with look-ahead bias. We perform the simulations without look-ahead bias and report the true performance of the moving average strategy. We find that at best the performance of the moving average stra…
Vibration of damaged beams under a moving mass: theory and experimental validation
2004
Abstract A theoretical and experimental study of the response of a damaged Euler–Bernoulli beam traversed by a moving mass is presented. Damage is modelled through rotational springs whose compliance is evaluated using linear elastic fracture mechanics. The analytical solution is based on the series expansion of the unknown deflection in a basis of the beam eigenfunctions. The latter are calculated using the transfer matrix method, taking into account the effective mass distribution of the beam. The convective acceleration terms, often omitted in similar studies, are considered here for a correct evaluation of the beam–moving mass interaction force. The analytical solution is then validated…
A frequency compensation algorithm of four-wheel coherence random road
2013
Published version of an article in the journal: Mathematical Problems in Engineering. Also available from the publisher at: http://dx.doi.org/10.1155/2013/986584 Open access The road surface roughness is the main source of kinematic excitation of a moving vehicle, which has an important influence on vehicle performance. In recent decades, random road models have been widely studied, and a four-wheel random road time domain model is usually generated based on the correlation of the four-wheel input, in which a coherence function is used to describe the coherence of the road input between the left and right wheels usually. However, during our research, there are some conditions that show that…