Search results for "SIMULATION"

showing 10 items of 5095 documents

How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study

2019

Abstract This paper replicates the Diebold and Yilmaz (2012) study on the connectedness of the commodity market and three other financial markets: the stock market, the bond market, and the FX market, based on the Generalized Forecast Error Variance Decomposition, GEFVD. We show that the net spillover indices (of directional connectedness), used to assess the net contribution of one market to overall risk in the system, are sensitive to the normalization scheme applied to the GEFVD. We show that, considering data generating processes characterized by different degrees of persistence and covariance, a scalar-based normalization of the Generalized Forecast Error Variance Decomposition is pref…

Normalization (statistics)Economics and EconometricsSocial connectedness020209 energySettore SECS-P/05 - Econometria02 engineering and technologyNormalization schemeconnectednessSpillover effect0502 economics and business0202 electrical engineering electronic engineering information engineeringEconometrics050207 economicsMathematicsspillover normalization connectednessVector autoregression models05 social sciencesFinancial marketCovarianceCausalitySpilloverGeneral EnergynormalizationGeneralized forecast error variance decompositionCommodity price fluctuations Driving forces Nonparametric additive regression modelsVariance decomposition of forecast errorsBond marketStock marketSimulationNormalization schemes
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Biproportional methods of structural change analysis: A typological survey

2004

International audience; Analysts often are interested in learning how much an exchange system has changed over time or how two different exchange systems differ. Identifying structural difference in exchange matrices can be performed using either 'directed' or 'undirected' methods. Directed methods are based on the computation and comparison of column- or row-normalizations of the matrices. The choice of row or column for the normalization implies a specific direction of the exchanges, so that the column-wise normalized results should not be compared to the row-wise normalized results. In this category fall the simple comparison of coefficient matrices and the causative method. Undirected m…

Normalization (statistics)JEL : C - Mathematical and Quantitative Methods/C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling/C.C6.C67 - Input–Output ModelsEconomics and EconometricsJEL: C - Mathematical and Quantitative Methods/C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling/C.C6.C67 - Input–Output Modelscausative matrixComputationJEL: D - Microeconomics/D.D5 - General Equilibrium and Disequilibrium/D.D5.D57 - Input–Output Tables and AnalysisStructural difference[SHS.ECO]Humanities and Social Sciences/Economics and Financemathematical economicsinput-output analysisJEL: C - Mathematical and Quantitative Methods/C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling/C.C6.C63 - Computational Techniques • Simulation ModelingJEL : C - Mathematical and Quantitative Methods/C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling/C.C6.C63 - Computational Techniques • Simulation ModelingbiproportionMedian filterJEL : D - Microeconomics/D.D5 - General Equilibrium and Disequilibrium/D.D5.D57 - Input–Output Tables and Analysis[ SHS.ECO ] Humanities and Social Sciences/Economies and finances[SHS.ECO] Humanities and Social Sciences/Economics and FinanceAlgorithmMathematicsRAS
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A Novel Technique for Modeling Vehicle Crash using Lumped Parameter Models

2021

This paper presents a novel technique for modeling a full frontal vehicle crash. The crash event is divided into two phases; the first until maximum crush and the second part when the vehicle starts pitching forward. This novel technique will help develop a three degrees of freedom (DOF) lumped parameter model (LPM) for crash and support in the vehicle development process. The paper also highlights the design process for reducing vehicle pitching in occupant protection load cases. The model has been validated against a finite element (FE) simulation of a full frontal crash of a Chevrolet Silverado developed by the National Highway Traffic Safety Administration (NHTSA), and the LPM shows goo…

Novel techniqueComputer scienceVDP::Teknologi: 500::Maskinfag: 570SimulationMotor vehicle crash
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A Novel Technique for Monitoring the W-Beam Guardrails

2014

The paper addresses the problem of the measurement of guardrails’ deformations by means automatic analysis of optical images. The technique is founded on the analysis of high-resolution photos, obtained by means of 3D camera installed into a data vehicle. The novel methodology has been used to calculate the longitudinal safety barrier deformations for one W-beam guardrails installed along a rural road in Italy. The procedure has shown that digital image analysis can be used with the aim to monitoring guardrails and, therefore, for guarantee reasonable levels of protection against serious ran-off-road crashes.

Novel techniqueEngineeringbusiness.industryGeneral EngineeringSafety barrierRural roadsStereoscopylaw.inventionlaw3d cameraDigital image processingDigital image analysisComputer visionArtificial intelligencebusinessBeam (structure)SimulationAdvanced Materials Research
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Time evolution of linearized gauge field fluctuations on a real-time lattice

2016

Classical real-time lattice simulations play an important role in understanding non-equilibrium phenomena in gauge theories and are used in particular to model the prethermal evolution of heavy-ion collisions. Due to instabilities, small quantum fluctuations on top of the classical background may significantly affect the dynamics of the system. In this paper we argue for the need for a numerical calculation of a system of classical gauge fields and small linearized fluctuations in a way that keeps the separation between the two manifest. We derive and test an explicit algorithm to solve these equations on the lattice, maintaining gauge invariance and Gauss's law.

Nuclear TheoryPhysics and Astronomy (miscellaneous)High Energy Physics::LatticeFOS: Physical sciences114 Physical sciences01 natural sciencesNuclear Theory (nucl-th)High Energy Physics - LatticeHigh Energy Physics - Phenomenology (hep-ph)Lattice (order)0103 physical sciencestime evolutionGauge theory010306 general physicsEngineering (miscellaneous)Quantum fluctuationlattice simulationsPhysics010308 nuclear & particles physicsGauss' lawGaussHigh Energy Physics - Lattice (hep-lat)Time evolutionParticle Physics - LatticeHigh Energy Physics - PhenomenologyClassical mechanicsgauge theories
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Detector-electrode for alpha spectrometry in water sample, numerical and early feasibility investigation toward thermocompression bonding assembly pr…

2020

International audience; This study focuses on the feasibility of a detector-electrode for direct alpha measurement in aqueous samples. Such a device could be made by adding a boron doped diamond electrode on top of a standard silicon detector, with bonding and insulating layers. The impact of these different layers has been investigated by Monte-Carlo simulation (MCNP6), to find a compromise between alpha detection of the silicon, electrode and shielding properties of the diamond. The assembly process involving thermocompression between both substrates was successfully achieved under a clean room conditions.

Nuclear and High Energy PhysicsAlpha particle spectrometrySilicon detectorSiliconElectrodechemistry.chemical_element02 engineering and technologyChemical vapor depositionMonte-Carlo simulationCVD diamondengineering.materialCVD diamond Electrode[PHYS.NEXP]Physics [physics]/Nuclear Experiment [nucl-ex]01 natural sciencesThermocompression bonding0103 physical sciences[PHYS.PHYS.PHYS-INS-DET]Physics [physics]/Physics [physics]/Instrumentation and Detectors [physics.ins-det]InstrumentationPhysicsAqueous solution010308 nuclear & particles physicsbusiness.industryDetectorDiamondThermocompression bonding021001 nanoscience & nanotechnologychemistryElectrodeElectromagnetic shieldingengineeringOptoelectronics0210 nano-technologybusiness
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Optimal control design of preparation pulses for contrast optimization in MRI

2017

Abstract This work investigates the use of MRI radio-frequency (RF) pulses designed within the framework of optimal control theory for image contrast optimization. The magnetization evolution is modeled with Bloch equations, which defines a dynamic system that can be controlled via the application of the Pontryagin Maximum Principle (PMP). This framework allows the computation of optimal RF pulses that bring the magnetization to a given state to obtain the desired contrast after acquisition. Creating contrast through the optimal manipulation of Bloch equations is a new way of handling contrast in MRI, which can explore the theoretical limits of the system. Simulation experiments carried out…

Nuclear and High Energy PhysicsComputer science[SDV.IB.IMA]Life Sciences [q-bio]/Bioengineering/ImagingComputationRF pulsesBiophysics010402 general chemistry01 natural sciencesBiochemistry030218 nuclear medicine & medical imaging03 medical and health sciencesMagnetizationMice0302 clinical medicineOpticsRobustness (computer science)Image Interpretation Computer-AssistedImage Processing Computer-AssistedAnimalsComputer SimulationGray MatterMuscle Skeletal[ SDV.IB.IMA ] Life Sciences [q-bio]/Bioengineering/Imagingbusiness.industryPhantoms ImagingContrast (statistics)BrainReproducibility of ResultsContrastCondensed Matter PhysicsOptimal controlImage EnhancementBloch equationsMagnetic Resonance ImagingWhite Matter0104 chemical sciencesWeightingRatsOptimal control[SPI.ELEC]Engineering Sciences [physics]/ElectromagnetismOptimal control designBloch equations[ SPI.ELEC ] Engineering Sciences [physics]/ElectromagnetismFemalebusinessAlgorithmAlgorithms
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Deployment of the ATLAS High-Level Trigger

2006

The ATLAS combined test beam in the second half of 2004 saw the first deployment of the ATLAS High-Level Trigger (HLT). The next steps are deployment on the pre-series farms in the experimental area during 2005, commissioning and cosmics tests with the full detector in 2006 and collisions in 2007. This paper reviews the experience gained in the test beam, describes the current status and discusses the further enhancements to be made. We address issues related to the dataflow, integration of selection algorithms, testing, software distribution, installation and improvements.

Nuclear and High Energy PhysicsDataflowCluster (spacecraft)01 natural sciencesAtlas (anatomy)testbeam0103 physical sciences[PHYS.HEXP]Physics [physics]/High Energy Physics - Experiment [hep-ex]medicineElectrical and Electronic EngineeringSelection algorithmSimulationhigh-level triggersPhysicshigh-energy physics010308 nuclear & particles physicsbusiness.industryDetectorATLASSoftware distributionTriggertriggeringmedicine.anatomical_structureNuclear Energy and EngineeringClustersoftware integrationSoftware deploymentSystems engineeringSystem integrationLHCbusinessIEEE Transactions on Nuclear Science
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Dosimetry for electron Intra-Operative RadioTherapy: Comparison of output factors obtained through alanine/EPR pellets, ionization chamber and Monte …

2015

Abstract In this work a comparison between the response of alanine and Markus ionization chamber was carried out for measurements of the output factors (OF) of electron beams produced by a linear accelerator used for Intra-Operative Radiation Therapy (IORT). Output factors (OF) for conventional high-energy electron beams are normally measured using ionization chamber according to international dosimetry protocols. However, the electron beams used in IORT have characteristics of dose per pulse, energy spectrum and angular distribution quite different from beams usually used in external radiotherapy, so the direct application of international dosimetry protocols may introduce additional uncer…

Nuclear and High Energy PhysicsDosimeterPhysics::Instrumentation and DetectorsChemistryIORTSettore FIS/01 - Fisica SperimentalePhysics::Medical PhysicsMonte Carlo methodDetectorGeant4Dose profileElectronalanine dosimetry Monte Carlo Simulation Geant4Alanine dosimetrySettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Linear particle acceleratorMonte Carlo simulationsComputational physicsNuclear magnetic resonanceIonization chamberDosimetrySettore MED/36 - Diagnostica Per Immagini E RadioterapiaInstrumentationNuclear Instruments and Methods in Physics Research Section B: Beam Interactions with Materials and Atoms
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A pulsed high-voltage decelerator system to deliver low-energy antiprotons

2021

International audience; The GBAR (Gravitational Behavior of Antihydrogen at Rest) experiment at CERN requires efficient deceleration of 100 keV antiprotons provided by the new ELENA synchrotron ring to synthesize antihydrogen. This is accomplished using electrostatic deceleration optics and a drift tube that is designed to switch from -99 kV to ground when the antiproton bunch is inside – essentially a charged particle “elevator” – producing a 1 keV pulse. We describe the simulation, design, construction and successful testing of the decelerator device at -92 kV on-line with antiprotons from ELENA.

Nuclear and High Energy PhysicsDrift tubeGeneral RelativityIon-optic simulationsCERN Labdrift tubeAstrophysics::High Energy Astrophysical Phenomena[PHYS.PHYS.PHYS-ACC-PH]Physics [physics]/Physics [physics]/Accelerator Physics [physics.acc-ph]Charged-particle opticsfabrication7. Clean energy01 natural sciencesanti-p: decelerationlaw.inventionNuclear physicslaw0103 physical sciencessynchrotronPhysics::Atomic Physics010306 general physicsAntihydrogennumerical calculationsInstrumentationaccelerator: designPhysicsantihydrogenLarge Hadron Collider010308 nuclear & particles physicsHigh voltageCharged particleSynchrotron[PHYS.PHYS.PHYS-GEN-PH]Physics [physics]/Physics [physics]/General Physics [physics.gen-ph]Pulse (physics)beam opticsAntiprotonPhysics::Accelerator Physics
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