Search results for "Simulation"

A model for designing callable bonds and its solution using tabu search

1997

Abstract We formulate the problem of designing callable bonds as a non-linear, global, optimization problem. The data of the model are obtained from simulations of holding-period returns of a given bond design, which are used to compute a certainty equivalent return, viz., some target assets. The design specifications of the callable bond are then adjusted so that the certainty equivalent return is maximized. The resulting problem is multi-modal, and a tabu search procedure, implemented on a distributed network of workstations, is used to optimize the bond design. The model is compared with the classical portfolio immunization model, and the tabu search solution technique is compared with s…

The pan-European holiday effect

2015

The construction of a single European block in the context of financial markets has caused the different national stock exchanges of the euro area to converge towards one common trading calendar that allows to study whether the holiday effect is a pan-European calendar anomaly or country-specific. By applying simulation methods, we provide evidence of the existence of statistically and economically abnormal positive pre- and post-holiday returns in the Eurozone which are not related to higher than average levels of volatility, but which can be explained by the preference of investors to avoid selling around European holidays.

How to compute the BDS test: a software comparison

2002

Atrial Fibrosis Hampers Non-invasive Localization of Atrial Ectopic Foci From Multi-Electrode Signals: A 3D Simulation Study

2018

[EN] Introduction: Focal atrial tachycardia is commonly treated by radio frequency ablation with an acceptable long-term success. Although the location of ectopic foci tends to appear in specific hot-spots, they can be located virtually in any atrial region. Multi-electrode surface ECG systems allow acquiring dense body surface potential maps (BSPM) for non-invasive therapy planning of cardiac arrhythmia. However, the activation of the atria could be affected by fibrosis and therefore biomarkers based on BSPM need to take these effects into account. We aim to analyze the effect of fibrosis on a BSPM derived index, and its potential application to predict the location of ectopic foci in the …

Ausbildung am Ultraschallsimulator – Analyse der größten simulatorbasierten Fortbildung in Deutschland

2010

Teaching ultrasound (US) has not been sufficiently standardised yet. Most educational devices in US consist of 2-dimensional B-mode images. However, the identification of anatomic structures in the 3-dimensional space can only be learned by practical hands-on education. In US simulators, US images of real pathologies are created by the examination of a dummy with a mock transducer. The resulting US images were previously recorded in a 3-dimensional format and were processed in a way which facilitates the reconstruction and projection of the images on a screen corresponding to the sectional plane of the mock transducer, simulating the conventional B-mode images. This enables standardised, re…

Les modèles de simulation pour la planification de l'éducation en Afrique subsaharienne. Une simplicité appauvrissante et inféconde

2014

More than elsewhere, the issues covering educational planning are important in sub-Saharan Africa. Simulation models are the main tool of this type of planning. Most were designed or inspired by the World Bank or UNESCO. Yet, these models are too simplistic. This simplicity is a choice, although it is badly argued. The resulting vagueness is totally unacceptable, although imperceptible due to the simplicity of the models, which are not testable by facts. The simulation models are thus a sham and African educational systems continue to suffer grave imbalance in the allocation of resources. The conception of quality models, designed with a genuine concern to guide action, is possible and urge…

A numerical model of the cloud-topped planetary boundary-layer: influence of the physico-chemical properties of aerosol particles on the effective ra…

2000

The present investigation deals with the impact of different aeorosol types on the value of the effective radius of stratiform clouds. In several numerical sensitivity studies with the microphysical stratus model MISTRA, the aerosol composition was linearly changed from pure maritime to pure rural aerosol particles. Numerical results show that in environments with pure maritime aerosols, the effective radius is usually much larger than in continental regions. Values of the effective radius are also time-dependent with minima and maxima during day and night, respectively. In precipitating clouds, the effective radius might achieve values larger than 30 μm. In continental regions, the effecti…

New approach to characterisation of electric alloys under rotating magnetic flux density

1996

The computation of electrical machines using the characterisation of electric alloys proposed by several authors gives performances not verified by experiments on actual machines. By means of finite-element-method software, the authors show that the electromagnetic context where electrical alloys are built into rotating electrical machines is completely different from the actual characterisation system. A new testing device is proposed to take into account the phenomena highlighted.

Performance Degradation of Discrete PID Controller for Digital Excitation Control System Due to Variation of Sampling Time

2019

Modern digital AVR are consisting PID controller in forward path ensures fast response in the event of disturbance. Digital keypad is used for setting PID gains to improve performance of the system. Digital PID controller reads the error signal at regular interval unlike analog controller that reads the error signal continuously. Regular interval at which digital processor reads error signal is called sampling time that has substantial effect on the performance of the controller and consequently affects the stability of the power system where synchronous generator using digital excitation system is connected in parallel. This paper addresses the issues of variation of sampling time on the p…

Sustainable Energy Supply in Vietnam

2020

The steep growth of electricity demand in Vietnam (11% per year on average since 2006) calls for a deep rethinking of the Vietnamese electrical power system. Its topological structure indeed may not be well suited for a deep penetration of renewable energy sources and a predictable increase of reactive industrial loads. The Vietnamese power system is described and a few analytical methods are considered for its study both in steady state and in dynamic conditions in different scenarios. The power system simulation software Neplan is used for the implementation of the system’s model and the performing of the dynamic analysis.