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Wyświetlanie 1-3 z 3
Tytuł:
Simulation and analysis of an isolated full-bridge DC/DC boost converter operating with a modified perturb and observe maximum power point tracking algorithm
Autorzy:
Matias, C. A.
Medeiros, G. P.
Moraes, P. H. F.
Fernandes, B. de A.
Alves, A. J.
Calixto, W. P.
Furriel, G. P.
Powiązania:
https://bibliotekanauki.pl/articles/136247.pdf
Data publikacji:
2017
Wydawca:
EEEIC International Barbara Leonowicz Szabłowska
Tematy:
energy efficiency
geometric Brownian motion
Monte Carlo simulation
Opis:
The purpose of the present study is to simulate and analyze an isolated full-bridge DC/DC boost converter, for photovoltaic panels, running a modified perturb and observe maximum power point tracking method. The zero voltage switching technique was used in order to minimize the losses of the converter for a wide range of solar operation. The efficiency of the power transfer is higher than 90% for large solar operating points. The panel enhancement due to the maximum power point tracking algorithm is 5.06%.
Źródło:
Transactions on Environment and Electrical Engineering; 2017, 2, 2; 45-50
2450-5730
Pojawia się w:
Transactions on Environment and Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Methodology for measurement the energy efficiency involving solar heating systems using stochastic modelling
Autorzy:
Menita, B. G.
Medeiros, G. P.
Domingos, J. L.
Domingues, E. G.
Alves, A. J.
Faria, A. F.
Miguel, M. L. S.
Calixto, W. P.
Powiązania:
https://bibliotekanauki.pl/articles/136254.pdf
Data publikacji:
2017
Wydawca:
EEEIC International Barbara Leonowicz Szabłowska
Tematy:
energy efficiency
geometric brownian motion
Monte Carlo simulation
performance measurement
verification
solar water heating
Opis:
The purpose of the present study is to evaluate gains through measurement and verification methodology adapted from the International Performance Measurement and Verification Protocol, from case studies involving Energy Efficiency Projects in the Goias State, Brazil. This paper also presents the stochastic modelling for the generation of future scenarios of electricity saving resulted by these Energy Efficiency Projects. The model is developed by using the Geometric Brownian Motion Stochastic Process with Mean Reversion associated with the Monte Carlo simulation technique. Results show that the electricity saved from the replacement of electric showers by solar water heating systems in homes of low-income families has great potential to bring financial benefits to such families, and that the reduction in peak demand obtained from this Energy Efficiency Action is advantageous to the Brazilian electrical system. Results contemplate also the future scenarios of electricity saving and a sensitivity analysis in order to verify how values of some parameters influence on the results, once there is no historical data available for obtaining these values.
Źródło:
Transactions on Environment and Electrical Engineering; 2017, 2, 1; 42-51
2450-5730
Pojawia się w:
Transactions on Environment and Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Normality assumption for the log-return of the stock prices
Autorzy:
Mota, Pedro
Powiązania:
https://bibliotekanauki.pl/articles/729892.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Anderson-Darling
Black-Scholes
Geometric Brownian motion
Kolmogorov-Smirnov
Log-return
Normality test
Shapiro-Wilks
Opis:
The normality of the log-returns for the price of the stocks is one of the most important assumptions in mathematical finance. Usually is assumed that the price dynamics of the stocks are driven by geometric Brownian motion and, in that case, the log-return of the prices are independent and normally distributed. For instance, for the Black-Scholes model and for the Black-Scholes pricing formula [4] this is one of the main assumptions. In this paper we will investigate if this assumption is verified in the real world, that is, for a large number of company stock prices we will test the normality assumption for the log-return of their prices. We will apply the Kolmogorov-Smirnov [10, 5], the Shapiro-Wilks [17, 16] and the Anderson-Darling [1, 2] tests for normality to a wide number of company prices from companies quoted in the Nasdaq composite index.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2012, 32, 1-2; 47-58
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-3 z 3

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