Search results for "PROB"

showing 10 items of 8859 documents

Numerical Methods for BVP’s Appearing in Nondestructive Ultrasonic Testing

2018

Abstract In this article we studies BVP’s that can not be solved as P.V.I or BVP with Matlab solvers ODExx or BVPxx since the solutions do not have limit in 0. We propose a numerical algorithm based on Cubic-spline written in Maple 16 [4].

AcousticsNumerical analysisUltrasonic testingGeneral MedicineBoundary value problemFixed pointMathematicsACTA Universitatis Cibiniensis
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Data from: Assessing metabolic constraints on the maximum body size of actinopterygians: locomotion energetics of Leedsichthys problematicus (Actinop…

2019

Maximum sizes attained by living actinopterygians are much smaller than those reached by chondrichthyans. Several factors, including the high metabolic requirements of bony fishes, have been proposed as possible body-size constraints but no empirical approaches exist. Remarkably, fossil evidence has rarely been considered despite some extinct actinopterygians reaching sizes comparable to those of the largest living sharks. Here, we have assessed the locomotion energetics of Leedsichthys problematicus, an extinct gigantic suspension-feeder and the largest actinopterygian ever known, shedding light on the metabolic limits of body size in actinopterygians and the possible underlying factors th…

Actinopterygiansmedicine and health careLeedsichthys problematicusmetabolic constraintsLife SciencesMedicinegigantismPachycormiformes
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Synthesis of novel organic-based fluorophores – Implementation to the design of fluorogenic enzyme substrates based on the principle of in situ synth…

2020

Detection and fluorescence imaging of biologic systems requires the implementation of efficient, robust and easy-to-use tools. Conventional fluorogenic probes currently used in microbiology lack efficiency since they are based on the single chemical modification of a fluorophore bearing an optically tunable reactive group, which often leads to incomplete fluorescence quenching. The main goal of my Ph.D thesis was to develop novel fluorogenic enzymatic substrates based on the "covalent assembly" principle. This approach also named "in situ synthesis" is based on the use of domino reactions to form a fluorescent moiety starting from a "caged" non-fluorescent molecule. In our case, the bioanal…

Activation enzymatique[CHIM.ORGA]Chemical Sciences/Organic chemistryHétéro-XanthènesSynthèse in situHetero-Xanthene dyesQuinoxalinonesIn situ synthesis[CHIM.ORGA] Chemical Sciences/Organic chemistryEnzymatic activationFluorogenic probesSonde fluorogéniquesFluorescence
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The Study of the Scale through Space. Teaching Innovation Experience among Architecture Schools: Malaga, Seville and Palermo

2018

The educational innovation project object of this communication focuses on the scale problems that arise in the projects of territorial planning carried out in architecture schools, but also in the loss of the scale concept related to thought and drawing. The project involved collaboration among the Schools of Architecture of Malaga, Palermo and Seville with the aim of carrying out a practical exercise among the students of two subjects that, working on different scales, addressed similar concepts. In particular, following an PBL methodology based on collaborative projects, the planning of the N-340 road in the city of Nerja (Málaga) was carried out. Firstly, the territorial scale is addres…

Active learningproblem-based learning (PBL)business.industryTeaching methodlcsh:Aeducational innovation projectlandscapeSpace (commercial competition)Landscape designterritorial planningcollaborative project-based learningactive learningScale (social sciences)teaching methodsActive learningtourismMathematics educationSociologylcsh:General WorksArchitectureurbanismbusinessUrbanismTourismThe 2nd Innovative and Creative Education and Teaching International Conference
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Prevention of occupational injuries: moral hazard and complex agency relationships

2004

This paper exploits the results of agency theory with the aim of contributing a new viewpoint and a form for analysis of the current functioning of the occupational injury and disease section of the French Social Security system in its mission of providing incentives for prevention. After outlining the organization and specific features of insurance against occupational risks, an initial level of analysis highlights the presence of moral hazard in relations between insurer and company and between company and employee. A second level of analysis with the appeal to complex agency relationship models, multitask model and third-party model, is necessary to take into account the consequences for…

Actuarial scienceComputingMilieux_THECOMPUTINGPROFESSIONbusiness.industryMoral hazardmedia_common.quotation_subjectOccupational injuryPublic Health Environmental and Occupational HealthPrincipal–agent problemWageAgency (philosophy)Poison controlmedicine.diseaseHazardOccupational safety and healthManagementMedicineSafety Risk Reliability and QualitybusinessSafety Researchmedia_commonSafety Science
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Value preserving portfolio strategies and the minimal martingale measure

1998

We consider some relations between the minimal martingale measure and the value preserving martingale measure in a continuous-time securities market. Under the assumption of continuous share prices we show that under a structure condition both these martingale measures exist and indeed coincide. This however does not mean that the corresponding concepts of value preserving portfolio strategies and (local) risk minimisation in the area of option hedging in incomplete markets are identical.

Actuarial scienceGeneral MathematicsFinancial marketManagement Science and Operations ResearchDoob's martingale inequalityIncomplete marketsLocal martingaleEconometricsPortfolioMartingale difference sequenceMartingale (probability theory)SoftwareMartingale pricingMathematicsMathematical Methods of Operations Research
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Fuzzy Portfolio Selection Models: A Numerical Study

2012

In this chapter we analyze the numerical performance of some possibilistic models for selecting portfolios in the framework of risk-return trade-off. Portfolio optimization deals with the problem of how to allocate wealth among several assets, taking into account the uncertainty involved in the behavior of the financial markets. Different approaches for quantifying the uncertainty of the future return on the investment are considered: either assuming that the return on every individual asset is modeled as a fuzzy number or directly measuring the uncertainty associated with the return on a given portfolio. Conflicting goals representing the uncertain return on and risk of a fuzzy portfolio a…

Actuarial scienceOptimization problemOrder (exchange)Computer scienceDownside riskEconometricsEfficient frontierFuzzy numberPortfolioPortfolio optimizationFuzzy logic
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Initial Enlargement in a Markov chain market model

2011

Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by Norberg. In the enlarged filtration, several things can happen: some of the jumps times can be accessible or predictable, but in the original filtration all the jumps times are totally inaccessible. But even if the jumps times change to accessible or predictable, the insider does not necessarily have arbitrage possibilities.

Actuarial scienceQuantitative Finance - Trading and Market MicrostructureMarkov chainStochastic process010102 general mathematicsProbability (math.PR)01 natural sciencesInsiderTrading and Market Microstructure (q-fin.TR)FOS: Economics and business010104 statistics & probabilityOrder (exchange)Modeling and SimulationFiltration (mathematics)FOS: MathematicsResizingArbitrage0101 mathematicsMarket modelMathematical economicsMathematics - ProbabilityMathematics
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Combining Benford's Law and machine learning to detect money laundering. An actual Spanish court case.

2017

Abstract Objectives This paper is based on the analysis of the database of operations from a macro-case on money laundering orchestrated between a core company and a group of its suppliers, 26 of which had already been identified by the police as fraudulent companies. In the face of a well-founded suspicion that more companies have perpetrated criminal acts and in order to make better use of what are very limited police resources, we aim to construct a tool to detect money laundering criminals. Methods We combine Benford’s Law and machine learning algorithms (logistic regression, decision trees, neural networks, and random forests) to find patterns of money laundering criminals in the conte…

Actuarial scienceScrutinyArtificial neural networkComputer sciencebusiness.industryDecision treeContext (language use)02 engineering and technologySpace (commercial competition)Money launderingComputer securitycomputer.software_genreMachine learning01 natural sciencesPathology and Forensic MedicineBenford's law010104 statistics & probabilityOrder (business)0202 electrical engineering electronic engineering information engineering020201 artificial intelligence & image processingArtificial intelligence0101 mathematicsbusinessLawcomputerForensic science international
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Hierarchical adaptive cross approximation GMRES technique for solution of acoustic problems using the boundary element method

2009

In this paper a new Rapid Acoustic Boundary Element Method (RABEM) is presented using a Hierarchical GMRES solver for 3D acoustic problems. The Adaptive Cross Approximation is used to generate both the system matrix and the right hand side vector. The ACA is also used to evaluate the potential and the particle velocity values at selected internal points. Two different GMRES solution strategies (without preconditioner and with a block diagonal preconditioner) are developed and tested for low and high frequency problems. Implementation of different boundary conditions (i.e. Dirichlet, Neumann and mixed Robin) is also described. The applications presented include the problem of noise acting on…

Adaptive Cross ApproximationAcoustic problemBoundary element methodFast BEM solver
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