Search results for "spread"

showing 10 items of 292 documents

Actuaciones de alumnos instruidos en la resolución algebraica de problemas en la hoja de cálculo y su relación con la competencia en el método cartes…

2013

Presentamos resultados de una investigación en la que, entre otros objetivos, se pretendía determinar cómo influía la enseñanza de la resolución algebraica de problemas en la hoja de cálculo en la competencia en el método cartesiano. La comparación de los cuestionarios administrados antes y después de la enseñanza puso de manifiesto un aumento del uso polisémico de la equis cuando se resolvía con lápiz y papel, y una disminución del uso del lenguaje del álgebra en los problemas de edades. Mostramos que estos resultados pueden atribuirse a la aparición de estrategias de resolución en la hoja de cálculo en las que las situaciones descritas en el enunciado se modelizaban mediante relaciones fu…

Statement (computer science)Problem solvingAlgebraic problemFull de càlculResolució de problemesEducationAlgebraAlgebraÁlgebraHoja de cálculoResolución de problemasSpreadsheetÀlgebraAlgebra over a fieldPolysemyCompetence (human resources)Pencil (mathematics)Age problemsMathematics
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Dynamic copula models for the spark spread

2011

We propose a non-symmetric copula to model the evolution of electricity and gas prices by a bivariate non-Gaussian autoregressive process. We identify the marginal dynamics as driven by normal inverse Gaussian processes, estimating them from a series of observed UK electricity and gas spot data. We estimate the copula by modeling the difference between the empirical copula and the independent copula. We then simulate the joint process and price options written on the spark spread. We find that option prices are significantly influenced by the copula and the marginal distributions, along with the seasonality of the underlying prices.

Statistics::TheoryMathematical financeCopula (linguistics)Statistics::Other StatisticsBivariate analysisLévy processStatistics::ComputationInverse Gaussian distributionsymbols.namesakeAutoregressive modelSpark spreadStatisticsEconometricssymbolsEconomicsStatistics::MethodologyMarginal distributionGeneral Economics Econometrics and FinanceFinanceQuantitative Finance
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Robust Communications for the Underwater Internet of Things

2023

In recent years, the emergence of numerous applications and activities involving the underwater world have given rise to a new class of technologies that takes the name of Internet of Underwater Things (IoUT). Submarine activities such as remote control, pollution monitoring, data collection, disaster detection or even early warning and assisted navigation are just some of the main applications that require the use of underwater communication systems capable of providing connectivity between static and mobile nodes deployed at different depths. Generally, underwater communications employ audio signals which can propagate relatively far but are also significantly affected by Doppler distorti…

Sweep-Spread CarrierJANUSSettore ING-INF/03 - TelecomunicazioniCommunicationBellhopWatermarkDopplerUnderwaterAmbiguity FunctionS2C
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Development of a High Irradiance LED Configuration for Small Field of View Motion Estimation of Fertilizer Particles

2015

International audience; Better characterization of the fertilizer spreading process, especially the fertilizer pattern distribution on the ground, requires an accurate measurement of individual particle properties and dynamics. Both 2D and 3D high speed imaging techniques have been developed for this purpose. To maximize the accuracy of the predictions, a specific illumination level is required. This paper describes the development of a high irradiance LED system for high speed motion estimation of fertilizer particles. A spectral sensitivity factor was used to select the optimal LED in relation to the used camera from a range of commercially available high power LEDs. A multiple objective …

Technology and EngineeringLightIrradianceengineering.materiallcsh:Chemical technologyBiochemistryArticleAnalytical Chemistrylaw.inventionLED illuminationOpticsImaging Three-DimensionallawSPREADERMotion estimationGenetic algorithmRange (statistics)genetic algorithmlcsh:TP1-1185[ INFO.INFO-ES ] Computer Science [cs]/Embedded SystemsElectrical and Electronic EngineeringFertilizersInstrumentationLightingComputingMilieux_MISCELLANEOUS[SPI.SIGNAL] Engineering Sciences [physics]/Signal and Image processingbusiness.industryProcess (computing)AgricultureLED illumination; genetic algorithm; fertilizerLED illumination;genetic algorithm;fertilizerfertilizerAtomic and Molecular Physics and OpticsSIMULATIONSARRAYSSpectral sensitivityengineering[INFO.INFO-ES]Computer Science [cs]/Embedded SystemsFertilizerbusinessAERODYNAMIC PROPERTIES[SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processingAlgorithmsLight-emitting diode
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High Speed Stereovision Setup for Position and Motion Estimation of Fertilizer Particles Leaving a Centrifugal Spreader

2014

EA SPE GEAPSI; International audience; A 3D imaging technique using a high speed binocular stereovision system was developed in combination with corresponding image processing algorithms for accurate determination of the parameters of particles leaving the spinning disks of centrifugal fertilizer spreaders. Validation of the stereo-matching algorithm using a virtual 3D stereovision simulator indicated an error of less than 2 pixels for 90% of the particles. The setup was validated using the cylindrical spread pattern of an experimental spreader. A 2D correlation coefficient of 90% and a Relative Error of 27% was found between the experimental results and the (simulated) spread pattern obtai…

Technology and Engineering[SDV]Life Sciences [q-bio]Video RecordingCentrifugationlcsh:Chemical technologyArticleSPINNING DISC SPREADERmotion estimationMotionImaging Three-DimensionalArtificial Intelligencelcsh:TP1-1185[SPI.GPROC]Engineering Sciences [physics]/Chemical and Process EngineeringFertilizersstereovisionstereovision;motion estimation;fertilizer;centrifugal spreader[ SDV ] Life Sciences [q-bio][ SPI.GPROC ] Engineering Sciences [physics]/Chemical and Process EngineeringAgriculturefertilizerSIMULATION-MODELPATTERNcentrifugal spreaderentrifugal spreaderVELOCITIESRheologySensors
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Successes and failures in geodynamics

2001

Abstract The evolution of Earth models is reviewed and the open questions and problems are highlighted. Generally, evolution of science was not linear, but proceeded in “steps” of paradigms; where old ones remained within useful limits. “Geodynamic hypotheses”, while embedded into the general concepts of space and time, were often mutually exclusive and competing until the 1900s. Wegener's concept of continental drift was the first successful globally unifying view, but it was discarded by most Earth scientists. The “real” change of paradigms did not come before mid-century through geophysical observations in paleomagnetism, seismology, bathymetry, seafloor geology and dating, leading to th…

TectonicsHistory of geologyPaleomagnetismContinental driftPlate tectonicsGeophysicsEarth scienceGeodetic datumGeodynamicsGeologySeafloor spreadingEarth-Surface ProcessesEpistemologyJournal of Geodynamics
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Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets

2013

In Benth and Vos (2013) we introduced a multivariate spot price model with stochastic volatility for energy markets which captures characteristic features, such as price spikes, mean reversion, stochastic volatility, and inverse leverage effect as well as dependencies between commodities. In this paper we derive the forward price dynamics based on our multivariate spot price model, providing a very flexible structure for the forward curves, including contango, backwardation, and hump shape. Moreover, a Fourier transform-based method to price options on the forward is described.

TheoryofComputation_MISCELLANEOUSspread optionStatistics and Probability15A04Computer Science::Computer Science and Game TheoryFinancial economicsNormal backwardationImplied volatility01 natural sciences010104 statistics & probabilityEnergy marketVolatility swap0502 economics and businessEconometricsForward volatilitystochastic volatility0101 mathematicsMathematics050208 financeStochastic volatilityApplied Mathematics05 social sciencesContangosubordinatorforward pricing91G20Forward priceVolatility smile60H3060G1060G51Advances in Applied Probability
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How Tick Size Affects the High Frequency Scaling of Stock Return Distributions

2014

We study the high frequency scaling of the distributions of returns for stocks traded at NASDAQ market as a function of the tick-to-price ratio. The tick-to-price ratio is a measure of an effective tick size. We find dramatic differences between distributions for assets with large and small tick-to-price ratio. The presence of returns clustering is evident for large tick size assets. The statistical differences between large and small tick size assets appear to reduce at higher time scales of observation. A possible way to explain returns dynamics for large tick size assets is the coupling of returns with bid-ask spread dynamics. A simple Markov- switching model is able to reproduce the pro…

Tick sizeFinancial economicsReturns distributionMarkov-switching modelStock returnReturns clusteringScalingBid–ask spreadTick sizeEconometricsBid-ask spreadFrequency scalingScalingMathematics
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ASSESSING SPREADABILITY OF WARM SEASON SPECIES USED FOR TURFGRASS ON THREE TYPES OF SUBSTRATE IN THE MEDITERRANEAN ENVIRONMENT

2014

The aim of the study was to examine the performance of turfgrass warm season species, including 6 varieties of Cynodon dactylon in comparison with Zoysia japonica and Paspalum vaginatum in three substrates with different soil textures (sandy loam, sandy clay loam, clay), to find the one or the ones that adapt best in the Mediterranean environment. The results showed the best perfomances in sandy loam substrate and for C.dactylon cv. Transcontinental, Capriola and La Paloma. Z. japonica, Zenith, had lower values.

Turfgrass substrate spreadability mediterranean environmentSettore AGR/02 - Agronomia E Coltivazioni Erbacee
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Benthic foraminifera as indicators of relative sea-level fluctuations: Paleoenvironmental and paleoclimatic reconstruction of a Holocene marine succe…

2017

This study presents the results of an integrated stratigraphic analysis conducted on a marine gravity core (MSK-12 C4) recovered from the outer continental shelf (82 mwater depth) of western Calabria, ~2.6 km, NE of Capo Vaticano (Eastern Tyrrhenian margin). The gravity core MSK-12 C4 recovered a stratigraphic succession of 4.18 m beneath the seafloor representing the last ~11.1 ka. Sedimentological analysis, micropaleontological quantitative analysis on benthic foraminiferal assemblages, tephrostratigraphy, sequence stratigraphic analysis of high resolution reflection seismic data recorded in the core site area and AMS 14C absolute age determinations allowed reconstructing the marine recor…

Tyrrhenian Sea010506 paleontologySettore GEO/02 - Geologia Stratigrafica E SedimentologicaHolocene climatic optimum010502 geochemistry & geophysics01 natural sciencesForaminiferaPaleontologyAbsolute datingSea levelHolocene0105 earth and related environmental sciencesEarth-Surface ProcessesStable isotopesgeographyIntegrated stratigraphygeography.geographical_feature_categoryPaleoenvironmental and paleoclimatic reconstructionbiologyContinental shelfBenthic foraminiferaSettore GEO/01 - Paleontologia E Paleoecologiabiology.organism_classificationStable isotopeSeafloor spreadingSettore GEO/08 - Geochimica E VulcanologiaOceanographyBenthic zoneLittle Ice AgeGeology
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