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    Wyświetlanie 1-8 z 8
    Tytuł:
    Effectiveness of Monte Carlo Simulations of the S&P 500 Index before and after the Outbreak of the SARS-COV-2 Pandemic*
    Efektywność symulacji Monte Carlo indeksu S&P 500 przed ogłoszeniem i po ogłoszeniu pandemii SARS-COV-2
    Autorzy:
    Nawrocki, Piotr
    Powiązania:
    https://bibliotekanauki.pl/articles/16472961.pdf
    Data publikacji:
    2023
    Wydawca:
    Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Tematy:
    Monte Carlo (MC) method
    Black-Scholes (B-S) model
    index simulation
    COVID-19 pandemic
    metoda Monte Carlo
    model Blacka-Scholesa
    symulacja indeksu
    pandemia COVID-19
    Opis:
    Risk analysis is an integral part of studying the behavior of financial markets. Crises and emergencies challenge analysts trying to predict the value of stock indices by questioning their assumptions. One such event was the coronavirus pandemic, which undoubtedly affected our economy. The purpose of this study was to examine the impact of the COVID-19 pandemic on the US market and to assess the change in effectiveness of the Monte Carlo method due to the pandemic. The study was realized with 12 MC simulations of daily S&P 500 index prices using historical data from 11.03.2015 to 11.03.2021. The negative impact of the pandemic on the accuracy of MC simulations was observed, lowering the confidence of the results. Changes in sensitivity depending on the chosen time period were also detected. The results may prompt consideration of modifying MC simulations during instability and provide information indicating the use of shorter time series to improve simulation efficiency during crises.
    Analiza ryzyka jest integralną częścią badania zachowania rynków finansowych. Sytuacje kryzysowe stanowią wyzwanie dla analityków próbujących przewidzieć wartość indeksów giełdowych, kwestionując ich założenia. Jednym z takich wydarzeń była pandemia koronawirusa, która niewątpliwie wpłynęła na naszą gospodarkę. Celem niniejszego badania było zbadanie wpływu pandemii COVID-19 na rynek USA oraz ocena zmiany efektywności metody Monte Carlo na skutek pandemii. Badanie zostało zrealizowane za pomocą 12 symulacji MC dziennych cen indeksu S&P 500 przy użyciu danych historycznych między 11.03.2015 a 11.03.2021. Zaobserwowano negatywny wpływ pandemii na efektywność symulacji, obniżający wiarygodność wyników. Wykryto również zmiany czułości w zależności od wybranego okresu. Wyniki mogą skłonić do rozważenia modyfikacji symulacji MC podczas braku stabilności i dostarczyć informacji skłaniających do skorzystania z krótszych szeregów czasowych w celu poprawy efektywności symulacji podczas kryzysów.
    Źródło:
    Financial Sciences. Nauki o Finansach; 2023, 28, 1; 1-16
    2080-5993
    2449-9811
    Pojawia się w:
    Financial Sciences. Nauki o Finansach
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Cимуляция
    Autorzy:
    Сенкевич, Василий
    Powiązania:
    https://bibliotekanauki.pl/articles/1826494.pdf
    Data publikacji:
    2019-09-16
    Wydawca:
    Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
    Tematy:
    simulation
    reality
    sign
    symbol
    index
    Opis:
    The adverse effects of simulation on the phenomenal reality of a principal cultural institution - the language are viewed here. Bid to identify and put into shape everything captures anything and everything that has no nature and is understood as things existent. Speculative substitutions of a live "here is"-reality for its significant and indicative alternative lead to the validation of a reality that is not involved in existence.
    Źródło:
    Conversatoria Litteraria; 2016, 10; 447-476
    1897-1423
    Pojawia się w:
    Conversatoria Litteraria
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Control system with the specific performance index for an evaporator
    Autorzy:
    Świtalski, S.
    Powiązania:
    https://bibliotekanauki.pl/articles/206591.pdf
    Data publikacji:
    1999
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    system sterowania
    concentration control
    evaporator control system
    performance index
    simulation
    Opis:
    In some cases the classical performance indexes are not adequate for the performance evaluation of the concentration control systems. Therefore, the specific performance index is proposed in this paper. This index depends on the product of the product flow rate and some function of the deviation of the product concentration from the set point. In order to minimize this performance index the special control system is proposed. This special control system used to the forced circulation evaporator is studied using simulation techniques. The simulation results show that the system described in this paper produces the performance index less than classical control system.
    Źródło:
    Control and Cybernetics; 1999, 28, 2; 315-329
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A toy model of prebiotic peptide evolution: the possible role of relative amino acid abundances
    Autorzy:
    Polanco, Carlos
    Buhse, Thomas
    Samaniego, José
    Castañón González, Jorge
    Powiązania:
    https://bibliotekanauki.pl/articles/1039570.pdf
    Data publikacji:
    2013
    Wydawca:
    Polskie Towarzystwo Biochemiczne
    Tematy:
    polarity index method.
    computer simulation
    prebiotic polymerization
    toy model
    peptides
    amino acids
    Opis:
    This paper presents a mathematical-computational toy model based on the assumed dynamic principles of prebiotic peptide evolution. Starting from a pool of amino acid monomers, the model describes in a generalized manner the generation of peptides and their sequential information. The model integrates the intrinsic and dynamic key elements of the initiation of biopolymerization, such as the relative amino acid abundances and polarities, as well as the oligomer reversibility, i.e. fragmentation and recombination, and peptide self-replication. Our modeling results suggest that the relative amino acid abundances, as indicated by Miller-Urey type electric discharge experiments, played a principal role in the early sequential information of peptide profiles. Moreover, the computed profiles display an astonishing similarity to peptide profiles observed in so-called biological common ancestors found in the following three microorganisms; E. coli, M. jannaschii, and S. cereviasiae. The prebiotic peptide fingerprint was obtained by the so-called polarity index method that was earlier reported as a tool for the identification of cationic amphipathic antibacterial short peptides.
    Źródło:
    Acta Biochimica Polonica; 2013, 60, 2; 175-182
    0001-527X
    Pojawia się w:
    Acta Biochimica Polonica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Calculation Models for Acoustic Analysis of St. Elizabeth of Hungary Church in Jaworzno Szczakowa
    Autorzy:
    Kosała, K.
    Powiązania:
    https://bibliotekanauki.pl/articles/177877.pdf
    Data publikacji:
    2016
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    acoustic quality
    index method
    church acoustics
    Singular Value Decomposition
    SVD
    acoustic simulation tests
    Opis:
    In parallel with research conducted using conventional methods, a uniform index method for assessing the acoustic quality of Roman Catholic churches has been developed. The latest version of the index method has been created using the index observation matrix of 12 churches which have been rated by means of the single number global index. Assessments of the acoustic quality of any Roman Catholic church, using two calculation models: the Global Acoustic Properties Index (GAP) and the Global Index (GI), are shown in the article. The verification was performed on the example of one church, showing the way of calculating global indices to assess the acoustic quality of a new facility. The next stages in the development of the index method for assessing the acoustic quality of churches were taking into account the audience, using simulation tests and determining the spatial distribution of the single number GAP index in an examined church. An attempt to use the GAP and GI calculation models to assess the acoustic properties of some churches is also shown in the article.
    Źródło:
    Archives of Acoustics; 2016, 41, 3; 485-498
    0137-5075
    Pojawia się w:
    Archives of Acoustics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The Choice of Initial Conditions and of Solution in the Problem of Efficiency Increase of Pipes Calibration on a Mandrel
    Autorzy:
    Salikhyanov, D.
    Bogatov, A.
    Dyja, H.
    Powiązania:
    https://bibliotekanauki.pl/articles/352003.pdf
    Data publikacji:
    2018
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    hot-rolled pipe
    pipe calibration on a mandrel
    pipe precision index
    extrafocal deformation
    finite element simulation
    FEM
    Opis:
    This research work is devoted to the theoretical study of the pipe calibration on a mandrel. The aim of the study is to improve the precision of the calibrated pipes. As the paper shows, it is advisable to apply different methods of research depending on the purpose of the study of metal forming processes: mathematical, computer or physical simulation. Analytical review of existing mathematical models of the pipes calibration on a mandrel showed that the set of assumptions adopted in the mathematical modeling does not allow assessing the precision of the pipes during calibration. Therefore, finite-element method simulation package was used for this research. Research method and pipes precision index were developed on the basis of the computer simulation using Deform-3D package. The investigations have allowed us to get the dependence of the pipe precision on technological factors and to identify the root cause of reduced efficiency calibration – extrafocal deformation.
    Źródło:
    Archives of Metallurgy and Materials; 2018, 63, 2; 739-742
    1733-3490
    Pojawia się w:
    Archives of Metallurgy and Materials
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Specification of estimation of a passenger car ride smoothness under various exploitation conditions
    Autorzy:
    Vaičiūnas, Gediminas
    Steišūnas, Stasys
    Bureika, Gintautas
    Powiązania:
    https://bibliotekanauki.pl/articles/2038040.pdf
    Data publikacji:
    2021
    Wydawca:
    Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
    Tematy:
    railway transport
    passenger car
    running gear
    independently rotating wheels
    Sperling's comfort index
    divergences
    numerical simulation
    software package UM
    Opis:
    The stability and smoothness of rolling stock running could be defined accurately by universal Sperling's comfort index. The divergences of variation of Sperling's comfort index of a passenger car under specific operating conditions of running gear are examining in this paper. Numerical simulations of a passenger car running with independently rotating wheels under various conditions have been performing. Gained results showed that divergences of the Sperling's comfort index variation are particularly significant due to running gear component oscillations in the horizontal plane (lateral direction). A field experiment of a passenger car with a solid (traditional) wheelset with a flat running surface proved this hypothesis. The obtained results of this experiment confirmed this assumption. Therefore, the study of the regularities of lateral oscillations of a passenger car is the logical direction of further research.
    Źródło:
    Eksploatacja i Niezawodność; 2021, 23, 4; 719-725
    1507-2711
    Pojawia się w:
    Eksploatacja i Niezawodność
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Reliability-Based Assessment of Galloping Instability of Thin-Walled Steel Beams
    Autorzy:
    Nguyen, Huu Anh Tuan
    Powiązania:
    https://bibliotekanauki.pl/articles/27314733.pdf
    Data publikacji:
    2022
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    instability
    wind speed
    Monte Carlo simulation
    reliability index
    safety factor
    niestabilność
    prędkość wiatru
    Monte Carlo
    wskaźnik niezawodności
    współczynnik bezpieczeństwa
    Opis:
    Galloping instability relating to cross-wind vibrations can be found in flexible and lightly damped structures. In the present paper, the reliability of a thin-walled steel beam in maintaining its galloping stability was examined using a probabilistic approach. The analysis considered random variation in the cross-sectional geometrical properties of the beam, the material elastic modulus, the structural damping and the wind speed. A large number of Monte Carlo simulations were performed with normal and Gumbel distributions applied to the random variables to determine the probability distribution function of the safety margin. The limit state is considered violated when the wind speed exceeds the onset wind velocity of galloping, resulting in the aerodynamic damping being greater than the structural damping. It was shown by a conventional codified safety factor method that the beam was robust enough for galloping stability. By contrast, the probability-based assessment revealed that the beam failed to achieve the target reliability index in case the coefficient of variation of wind speed was greater than 5%. The analysis results suggested that the code-satisfied slenderness of the beam should be reduced by a factor of 1.5-1.7 under the action of wind speed with a coefficient of variation in the range 30-40%.
    Źródło:
    Civil and Environmental Engineering Reports; 2022, 32, 2; 23--35
    2080-5187
    2450-8594
    Pojawia się w:
    Civil and Environmental Engineering Reports
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-8 z 8

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