Search results for "parametric"
showing 10 items of 980 documents
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
2009
The main purpose of this paper is to present a theoretically sound portfolio performance measure that takes into account higher moments of the distribution of returns. First, we perform a study of the investor's preferences to higher moments of distribution within expected utility theory and discuss the performance measurement. To illustrate the investor's preferences to higher moments and the computation of a performance measure, we provide an approximation analysis of the optimal capital allocation problem and derive a formula for the Sharpe ratio adjusted for skewness of distribution. This performance measure justifies the notion of the Generalized Sharpe Ratio (GSR) introduced by Hodges…
Space-time analysis of GDP disparities among European regions : a Markov chains approach
2004
The purpose of this paper is to study the evolution of the disparities between 138 European regions over the 1980-1995 period. We characterize the regional per capita GDP cross-sectional distribution by means of nonparametric estimations of density functions and we model the growth process as a first-order stationary Markov chain. Spatial effects are then introduced within the Markov chain framework using regional conditioning (Quah, 1996b) and spatial Markov chains (Rey, 2001). The results of the analysis indicate the persistence of regional disparities, a progressive bias toward a poverty trap and the importance of geography to explain the convergence process.
Four-wave mixing and vacuum squeezing in polariton microcavities
2017
In a recent paper [1] it has been shown how a bichromatic fast driving of optomechanical (optical domain) and superconducting circuit systems (microwave domain), operating in a limit where they present a non-linear Kerr-type interaction, can give rise to very strong vacuum squeezing. The driving with two close frequencies of a Kerr cavity changes the usual bistability bifurcation behaviour that takes place under monochromatic driving, into a degenerate four-wave mixing bifurcation, where a phase-bistable component starts oscillating spontaneously at a frequency that lies halfway between the two driving frequencies [2]. This resembles the physics of the optical parametric oscillator threshol…
Rescattering and vibrations in homonuclear diatomic molecules in a strong electromagnetic field
2009
Abstract The electron of a H 2 + driven by a strong electromagnetic field induces molecular vibrations. Numerical and analytical results show that the molecule behaves as a parametric oscillator and can be treated as a kicked oscillator. The results are discussed from the point of view of the electron's periodic dressing and undressing processes.
Prenatal exposure to mixtures of xenoestrogens and repetitive element DNA methylation changes in human placenta
2014
BACKGROUND: Prenatal exposure to endocrine disrupting compounds (EDCs) has previously shown to alter epigenetic marks. OBJECTIVES: In this work we explore whether prenatal exposure to mixtures of xenoestrogens has the potential to alter the placenta epigenome, by studying DNA methylation in retrotransposons as a surrogate of global DNA methylation. METHODS: The biomarker total effective xenoestrogen burden (TEXB) was measured in 192 placentas from participants in the longitudinal INMA Project. DNA methylation was quantitatively assessed by bisulfite pyrosequencing on 10 different retrotransposons including 3 different long interspersed nuclear elements (LINEs), 4 short interspersed nuclear …
New customized elbow orthosis made by additive manufacturing
2019
Orthoses are additional devices that help people with disabilities. The focus of this work is the design and manufacture of a new customized elbow orthosis completely made by Additive Manufacturing (AM). One of the innovative characteristic of the device is the use of torsion springs that simulate the action of physiotherapists during exercises for patient rehabilitation. Parametric modeling approach based on generative algorithms was used to design the device. Finally, FEM analyses have been performed to validate the design.
Parametric Hull Design with Rational Bézier Curves and Estimation of Performances
2021
In this paper, a tool able to support the sailing yacht designer during the early stage of the design process has been developed. Cubic Rational Bézier curves have been selected to describe the main curves defining the hull of a sailing yacht. The adopted approach is based upon the definition of a set of parameters, say the length of waterline, the beam of the waterline, canoe body draft and some dimensionless coefficients according to the traditional way of the yacht designer. Some geometrical constraints imposed on the curves (e.g., continuity, endpoint angles, curvature) have been conceived aimed to avoid unreasonable shapes. These curves can be imported into any commercial Computer Aide…
Motion Control of Four-Wheel Independently Actuated Electric Ground Vehicles considering Tire Force Saturations
2013
A vehicle stability control approach for four-wheel independently actuated (FWIA) electric vehicles is presented. The proposed control method consists of a higher-level controller and a lower-level controller. An adaptive control-based higher-level controller is designed to yield the vehicle virtual control efforts to track the desired vehicle motions due to the possible modeling inaccuracies and parametric uncertainties. The lower-level controller considering tire force saturation is given to allocate the required control efforts to the four in-wheel motors for providing the desired tire forces. An analytic method is given to distribute the high-level control efforts, without using the num…
Parametric Modeling CAD-CAM of the Ankle and Pathological Related Situations
2014
It is primary object of the present study to create a 3D model of the human ankle and an axis system that will show the position the tibia and the foot on a healthy subject. Regarding this scope of the study, the first step in obtaining the 3D model of the bones is scanning. The graphic modeling software used is Catia V5 R20. It is another object of the present study to create an axis system that will be very easy to maneuver and on which we can show different pathological situations, not only on a healthy subject, creating their assembly reference systems considering the mechanical and anatomical axes existing and creating prerequisites for the study of different possible pathological situ…
A semi-empirical multipurpose steady-state model of a fuel cell for household appliances
2013
In this paper, a multipurpose model of a proton exchange membrane fuel cell for household appliances is proposed. According to a conventional mathematical approach, the proposed model is derived from the physical and electro-chemical equations that rule the fuel cell behaviour. Differently from existing models, a parametric analysis is carried out and a few tunable parameters are accurately selected and identified. Furthermore, this paper proposes an innovative technique of unique model architecture which enables the designer to solve by himself the trade-off between complexity and accuracy on the basis of the specific applications. Three different choices could be performed by the designer…