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Wyszukujesz frazę "statistical simulation" wg kryterium: Temat


Tytuł:
DYNAMIC FINANCIAL ANALYSIS IN THE INSURANCE COMPANY – CONCEPTION, PROCESS AND APPLICATION (Dynamiczna analiza finansowa w zakladzie ubezpieczen - koncepcja, przebieg i zastosowanie)
Autorzy:
Wartini, Joanna
Powiązania:
https://bibliotekanauki.pl/articles/599517.pdf
Data publikacji:
2010
Wydawca:
Wyższa Szkoła Informatyki i Zarządzania z siedzibą w Rzeszowie
Tematy:
INSURANCE COMPANIES
OPTIMIZATION TECHNIQUES
STATISTICAL SIMULATION METHODS
Opis:
Dynamic Financial Analysis has become the irreplaceable and comprehensively used tool used by insurance companies. The process of Dynamic Financial Analysis is not accidental, it involves the stochastic scenario generator, input and output. It integrates various models and techniques from finance and actuarial science into one 'multivariate' dynamic simulation model. That modern approach to risk management and decision making provides for the integrated and holistic quantitative analysis of all significant risk factors affecting the insurer, helping management improve the business strategy.
Źródło:
Finansowy Kwartalnik Internetowy e-Finanse; 2010, 6, 4; 76-91
1734-039X
Pojawia się w:
Finansowy Kwartalnik Internetowy e-Finanse
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sampling methods for investment portfolio formulation procedure at increased market volatility
Autorzy:
Dzicher, Mateusz
Powiązania:
https://bibliotekanauki.pl/articles/2027253.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Investment decisions
Optimization techniques
Portfolio selection
Statistical simulation methods
Opis:
Aim/purpose–In this paper, a market volatility-robust portfolio composition frame-work under the modified Markowitz’s approach with the use of sampling methods is developed in order to improve the allocation efficiency for a portfolio of financial instruments formulation procedure at an increased market volatility.Design/methodology/approach–In order to overcome the risk of not receiving an optimal solution to the portfolio optimization (suboptimal outcomes of attribution of weights in allocation procedures) the developed model, first, implements the rationale that financial markets largely feature two states, i.e., quiescent (non-crisis; low market volatility) periods that are occasionally interspersed with stress (crisis; high market volatility) periods and, second, relies on many input samples of rates of return, either from an empirical distribution or a theoretical distribution (mitigating estimation risk). All computational results are reported for publicly available historical daily data sets on selected Polish blue-chip securities. Findings–Not only did the presented method produce more diversified allocation, but also successfully minimized the unfavorable effects of increased market volatility by providing less risky portfolios in comparison to Newton’s method, typically used for optimization under portfolio theory. Research implications/limitations–The research emphasized that in order to get a more diversified investment portfolio it is crucial to outdo the limitations of a single sample approach (utilized in Markowitz’s model) which may on some occasions be statistically biased. Thus it was proved that sampling methods allow to obtain a less concentrated and volatile allocation which contributes the investment decision-making. However, the current research focused solely on publicly available input data of particular securities. In this manner, an additional analysis can be prepared for other jurisdictions and asset classes. There can also be considered a use of other than variance risk measures.Originality/value/contribution–The suggested framework contributes to existing methods a wide array of quantitative data analysis and simulation tools for composing an unique approach that directly addresses the task of minimizing the adverse implications of increased market volatility that, in consequence, pertains to knowledgeable attributing of investment portfolio proportions of either individual or institutional investors. The prepared method is also proved to hold demanded computational quality and, importantly, the capacity for further development.
Źródło:
Journal of Economics and Management; 2021, 43; 70-89
1732-1948
Pojawia się w:
Journal of Economics and Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analiza warunków stateczności tunelu w masywie skalnym o strukturze blokowej dla sytuacji tunelu metra w Nowym Jorku (rejon Manhattan)
Tunnel stability analysis in blocky rock mass, for Manhattan underground tunnel conditions
Autorzy:
Jakubowski, J.
Stypulkowski, J.
Powiązania:
https://bibliotekanauki.pl/articles/349926.pdf
Data publikacji:
2007
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
mechanika skał
symulacja stochastyczna
symulacja numeryczna
teoria bloków
budownictwo podziemne
tunelowanie
rock mechanics
statistical simulation
numerical simulations
block theory
underground construction
tunnelling
Opis:
W artykule przedstawiono wyniki symulacji numerycznej wpływu nieciągłości na warunki stateczności tunelu w rejonie stacji metra Manhattan w Nowym Jorku z zastosowaniem metody MSB. Jest to metoda (i program), która na podstawie statystycznego opisu systemu nieciągłości odwzorowuje strukturę bloków skalnych wokół tunelu i analizuje ją w ogólnym schemacie prób statystycznych Monte-Carlo. Dostępny obszerny i dokładny opis geologiczny umożliwił opracowanie statystycznego modelu systemu nieciągłości i przeprowadzenie serii symulacji warunków stateczności. Porównano wyniki obliczeń dla dwóch kierunków prowadzenia tunelu oraz dla tunelu nieobudowanego i w obudowie kotwowej. Relacje dotyczące geometrii, położenia i wielkości typowych niestatecznych bloków skalnych wokół tunelu umożliwiły porównanie wyników symulacji numerycznych z obserwacjami.
The paper presents discontinuities effect on tunnel stability conditions analyzed with MSB numerical simulation method. Based on statistical description of discontinuities network the MSB method and code creates representation of a blocky structure around a tunnel and analyzes it within a general statistical simulation scheme. Comprehensive description of geology in the vicinity of underground tunnel in Manhattan, New York was a basis for building a statistical model of discontinuities network followed by numerical simulation of stability conditions. Results for two different tunnel directions and for unsupported and rock bolted tunnel were compared. Information on observed geometry, location and size of real unstable blocks around the excavated tunnel allowed comparing computation results with observations.
Źródło:
Górnictwo i Geoinżynieria; 2007, 31, 3; 199-207
1732-6702
Pojawia się w:
Górnictwo i Geoinżynieria
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Qucs/QucsStudio swept parameter technique for statistical circuit simulation
Autorzy:
Brinson, M. E.
Powiązania:
https://bibliotekanauki.pl/articles/397903.pdf
Data publikacji:
2013
Wydawca:
Politechnika Łódzka. Wydział Mikroelektroniki i Informatyki
Tematy:
QucsStudio
Qucs
statistical circuit simulation
swept parameter lists
Verilog-A compact semiconductor device models
statystyczna symulacja obwodu
Verilog-A
Opis:
Qucs and QucsStudio open source circuit simulators have a wealth of built in swept data features, including facilities for linear and logarithmic scans of simulation variables and for setting component values and device parameters. These simulators also allow semicolon separated lists of numerical values to be used as swept data. This little known feature provides a very flexible mechanism for generating component and device parameter statistical data. An outline of a statistical circuit simulation technique is presented in this paper. The proposed technique can be used with any general purpose circuit simulator equipped with swept data capabilities and as such is suitable for the study of device and circuit performance resulting from variations in device parameters and component values. The operation of the proposed simulation technique is illustrated with the results from an investigation of the statistical performance of a simple MOS current mirror integrated circuit cell, modeled with a speed optimized Verilog-A version of a long channel EPFL_EKV v2.6 MOS transistor model.
Źródło:
International Journal of Microelectronics and Computer Science; 2013, 4, 3; 92-97
2080-8755
2353-9607
Pojawia się w:
International Journal of Microelectronics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Determining the waterway parameters based on statistical data from simulation trials by means of regression method
Autorzy:
Gucma, L.
Powiązania:
https://bibliotekanauki.pl/articles/320851.pdf
Data publikacji:
2000
Wydawca:
Polskie Forum Nawigacyjne
Tematy:
navigation
waterway
computer simulation
statistical analysis
Opis:
Paper presents method of determining waterway parameters by means of multiple and linear regression method. The statistical data from computer simulation model are applied to determine waterway parameters. The method can be used for designing water areas and is more accurate than analytical method and less expensive than simulation one.
Źródło:
Annual of Navigation; 2000, 2; 37-45
1640-8632
Pojawia się w:
Annual of Navigation
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Trend Analyses of River Dragacina Runoff for Identification of the Water Availability and Accounting for Water Needs
Autorzy:
Kusari, Laura
Osmanaj, Lavdim
Bungu, Samir
Thaqi, Premton
Hajdari, Venera
Powiązania:
https://bibliotekanauki.pl/articles/2173230.pdf
Data publikacji:
2022
Wydawca:
Polskie Towarzystwo Inżynierii Ekologicznej
Tematy:
time series
flow simulation
accumulation
statistical parameter
probability
Opis:
This study aimed to analyze the available amount of water in the Dragaçina River to meet the different water needs in the Municipality of Suhareka. The water problems in this city are more pronounced, especially in the vegetation period of July–September, where the area is significantly affected by drought. The Dragacina River carries about 10 hm3 of water per year, and affected neither by urbanism nor massive deforestation of the basin. However, there are no multi-year measurements of inflows for this river, whether they are average, maximum or minimum ones. Therefore, the study is based on several multi-annual monthly rainfall measurements and some characteristics of the Dragaçina River Basin. Knowing the average annual flow coefficient η = Peff / Pbruto it is possible to convert these precipitations to Peff [mm] flow and then to monthly flow. The inputs for other years from 1983/84 onwards are obtained by simulating time series. Then, for such inflows, the probability distribution functions of small waters are assigned and the usable volume balance is carried out. Assuming an average annual withdrawal from the reservoir QAmin mes. = 0.63 × Qmes. which should be constant throughout the years, then the length of the critical period will be 0.13 years or approximately 48 days, for PH = 95%. Starting from the initial acquired volume of 1 hm3 it is possible to achieve 95% < PH < 99%. Therefore, it follows from this analysis that this river can provide a significant amount of water for the needs of the Municipality of Suhareka.
Źródło:
Journal of Ecological Engineering; 2022, 23, 7; 246--256
2299-8993
Pojawia się w:
Journal of Ecological Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Testing the annual rainfall dispersion in Chaiyaphum, Thailand, by using confidence intervals for the coefficient of variation of an inverse gamma distribution
Autorzy:
Panichkitkosolkul, Wararit
Powiązania:
https://bibliotekanauki.pl/articles/19892780.pdf
Data publikacji:
2023-09-08
Wydawca:
Główny Urząd Statystyczny
Tematy:
statistical test
measure of dispersion
continuous distribution
simulation
meteorology
Opis:
In Thailand, droughts are regular natural disasters that happen nearly every year due to several factors such as precipitation deficiency, human activity, and the global warming. Since annual rainfall amount fits an inverse gamma (IG) distribution, we wanted to try testing annual rainfall dispersion via the coefficient of variation (CV). Herein, we propose two statistics for testing the CV of an IG distribution based on the Score and Wald methods. We evaluated their performances by means of the Monte Carlo simulations conducted under several shape parameter values for an IG distribution based on empirical type I error rates and powers of the tests. The simulation results reveal that the Wald-method test statistic performed better than the Score-method one in terms of the attained nominal significance level, and is thus recommended for analysis in similar scenarios. Furthermore, the efficacy of the proposed test statistics was illustrated by applying them to the annual rainfall amounts in Chaiyaphum, Thailand.
Źródło:
Statistics in Transition new series; 2023, 24, 4; 109-122
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of two-stage endo-atmospheric separation using statistical methods
Autorzy:
Samani, M.
Pourtakdoust, S. H.
Powiązania:
https://bibliotekanauki.pl/articles/280453.pdf
Data publikacji:
2014
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
separation
safe distance
uncertainty
statistical methods
Monte Carlo simulation
Opis:
In this paper, selection and analysis of an atmospheric two stage separation system is di- scussed. The main purpose of this system is to test a supersonic parachute projectile, where a stage separation occurs after the burn out. Subsequently, the parachute is ejected from the payload after a minimum elapsed time. The separation times, for the supersonic parachute ejection, as well as the time needed for a safe clearing distance between the two stages are two critical issues in the separation process. In this respect, the knowledge of the relative position between the two stages is necessary to assure a safe distance and in order to ad- just the required system parameters. In addition, as the nature of the parameters involved in the separation process is not deterministic, it would be useful to utilize the concept of random variables in the dynamic modeling of the separation process. In this paper, the mo- deling and simulation of the separation process is initially performed and partially verified. Subsequently, an approximate statistical method is utilized to acquire some probabilistic in- formation about the relative distances at the two critical times. According to the simulation results, the relative distance between the two stages falls in a safe region. Finally, Monte Carlo simulation is also performed for comparison and verification of the statistical results that indicated a small and acceptable deviation between the two approaches. Thus, it can be concluded that the simpler approximate statistical approach is also valid for uncertainty analysis and can provide valuable knowledge needed in the preliminary design phase of the separation system.
Źródło:
Journal of Theoretical and Applied Mechanics; 2014, 52, 4; 1115-1124
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Determination of the Risk of Location the Quay for Large Steel Components Handling in Vicinity of the Fairway Using the Fast-Time Simulation Method
Autorzy:
Marcjan, K.
Gucma, L.
Powiązania:
https://bibliotekanauki.pl/articles/320713.pdf
Data publikacji:
2018
Wydawca:
Polskie Forum Nawigacyjne
Tematy:
risk of collision
Fast-Time-Simulation
safety of navigation
statistical analysis
ship manoeuvring simulation
Opis:
The paper presents the use of the Fast-Time navigational simulator to verify the location of designed elements of navigational infrastructure in vicinity of a high traffic fairway. The aim of the study is to perform the analysis of navigational safety in vicinity of newly constructed quay placed to the east of the island Ostrow Brdowski. The Quay is intended handling of large steel structures. The Fast-Time simulation is performed to evaluate the safety of the navigation passage through the fairway along the quay for the future use of vessels which length may exceed 260 m. This kind of simulation method has been implemented to make a statistical analysis based on a large amount of data, the collection of which would be very expensive and time consuming using a Real-Time simulator.
W artykule przedstawione zostanie wykorzystanie symulatora nawigacyjnego typu Fast-Time w celu weryfikacji lokalizacji projektowanego nabrzeża w pobliżu uczęszczanego toru wodnego. Celem opracowania jest wykonanie analizy nawigacyjnej dla nowobudowanego nabrzeża na wschodniej części wyspy Ostrów Brdowski przeznaczonego do załadunku wielkogabarytowych konstrukcji stalowych. Zaprezentowano ocenę bezpieczeństwa nawigacyjnego przejścia przez tor wodny prowadzący wzdłuż nabrzeża, dla przyszłościowych jednostek o długości 260 m, wykonana metodą symulacyjną Fast-Time. W badaniu wykorzystano model czasu przyspieszonego ze względu na dużą ilość danych (przejazdów) potrzebnych do wykonania analizy statystycznej, użycie symulatora czasu rzeczywistego do uzyskania wystarczającej ilości danych byłoby zbyt drogie i zbyt kosztowne w czasie.
Źródło:
Annual of Navigation; 2018, 25; 93-108
1640-8632
Pojawia się w:
Annual of Navigation
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Determination of the optode array representation using optical properties at systole and diastole
Autorzy:
Jumadi, N A
Beng, G K
Mohd-Ali, M. A.
Zahedi, E
Powiązania:
https://bibliotekanauki.pl/articles/173805.pdf
Data publikacji:
2013
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
optical simulation
optical properties
optode array
semi-infinite tissue layer
statistical
analysis
Opis:
The necessity to develop an optode array in order to probe the fetus oxygenation noninvasively regardless of the fetus position has been highlighted in previous literature. In this paper, a series of optical simulations are carried out to determine the best representation of optode array by using optical properties at systolic and diastolic states. The selection is based on the highest flux values accumulated at respective detectors. To accomplish the objective, a homogenous three-layer semi-infinite tissue model is implemented to represent the pregnant woman model. The geometry of the model as well as Monte Carlo simulation are carried out using commercial software, whereas the optical properties related to systolic and diastolic states are defined for all wavelengths. A statistical noise analysis is also introduced in order to find a sufficient number of rays to be launched into the optical tissue system.
Źródło:
Optica Applicata; 2013, 43, 4; 747-759
0078-5466
1899-7015
Pojawia się w:
Optica Applicata
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
O porównywaniu dwóch populacji wielowymiarowych z wykorzystaniem objętości elipsoid ufności
On the Comparison of Two Multidimensional Populations Using the Confidence Ellipsoid Volumes
Autorzy:
Stelmach, Jacek
Kończak, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/593348.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Statystyka
Symulacja Monte Carlo
Testy statystyczne
Monte Carlo simulation
Statistics
Statistical tests
Opis:
A comparison of two populations seems to be interesting and very common statistical problem. The most often way is to verify the hypothesis concerned the equality of certain, characteristic parameter i.e. mean, standard deviation or fraction with parametric or non-parametric tests. The authors propose to compare the distribution of two populations - comparing the confidence ellipsoid volumes. Since their distribution is unknown - permutation tests were applied. A Monte-Carlo simulation let to compare power of these tests with T2 Hotelling tests. Proposed methods can be used, when the assumptions for parametric tests couldn't be verified.
Źródło:
Studia Ekonomiczne; 2013, 133; 146-157
2083-8611
Pojawia się w:
Studia Ekonomiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic Models of Progression of Cancer and Their Use in Controlling Cancer-Related Mortality
Autorzy:
Kimmel, M.
Gorlova, O. Y.
Powiązania:
https://bibliotekanauki.pl/articles/908159.pdf
Data publikacji:
2003
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
medycyna
statystyka
lung cancer
genetic susceptibility
environmental exposure
tumor growth
statistical modeling
simulation
Opis:
A construction of a realistic statistical model of lung cancer risk and progression is proposed. The essential elements of the model are genetic and behavioral determinants of susceptibility, progression of the disease from precursor lesions through early (localized) tumors to disseminated disease, detection by various modalities, and medical intervention. Using model estimates as a foundation, mortality reduction caused by early-detection and intervention programs can be predicted under different scenarios. Genetic indicators of susceptibility to lung cancer should be used to define the highest-risk subgroups of the high-risk behavior population (smokers). The calibration and validation of the model requires applying our techniques to a variety of data sets available, including public registry data of the SEER type, data from the NCI lung cancer chest X-ray screening studies, and the recent ELCAP CT-scan screening study.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2003, 13, 3; 279-287
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The 3D simulation model for growth and cell divisions applied to the surface layer of cells of the shoot apex
Autorzy:
Nakielski, J.
Kucypera, K.
Piekarska-Stachowiak, A.
Lipowczan, M.
Powiązania:
https://bibliotekanauki.pl/articles/80257.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
conference
simulation model
3D model
cell division
growth
superficial layer
cell
statistical analysis
Źródło:
BioTechnologia. Journal of Biotechnology Computational Biology and Bionanotechnology; 2013, 94, 3
0860-7796
Pojawia się w:
BioTechnologia. Journal of Biotechnology Computational Biology and Bionanotechnology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Performance comparison of cylindrical AS/RS with single and multi load handling devices
Cравнение работы автоматизированных цилиндрических систем складирования С-AS/RS с разными погрузочно-разгрузочными устройствами
Autorzy:
Janilionis, V.
Bazaras, Z.
Powiązania:
https://bibliotekanauki.pl/articles/374651.pdf
Data publikacji:
2013
Wydawca:
Politechnika Śląska. Wydawnictwo Politechniki Śląskiej
Tematy:
cylindrical AS/RS
automated warehouse
simulation
statistical analysis
cylindryczne AS/RS
symulacja
analiza statystyczna
Opis:
This paper proposes the concept of a new type of Cylindrical Automated Storage and Retrieval system (C-AS/RS), which consists of the octagonal shape rack, system input/output (I/O) positions, load storage and retrieval mechanism (SRM), which rotates and moves simultaneously and contains a number of load handling devices (LHDs). Physical structure of the single and multi-LHD systems, control algorithms and the performance measures were presented. Simulation modelling techniques, descriptive statistics and analysis of variance were used in this research to identify the effects of different location of I/O positions, the number of LHDs on the SRM and the retrieval request rates to the performance of the C-AS/RS system.
В данной работе описывается концепция aвтоматизированных цилиндрических систем складирования нового типа (англ. Cylindrical Automated Storage and Retrieval Systems - C-AS/RS), которая состоит из стеллажа восьмиугольной формы, системы локализации ввода / вывода (англ. input/output-I / O), механизма сбора и хранения груза (англ. Storage Retrieval Mechanism - SRM), который вращается и движется одновременно и содержит ряд погрузочно-разгрузочных устройств (англ. Load Handling Device - LHD). Также была представленф физическая структура моно и мульти-LHD системы, алгоритмы управления и показатели эффективности. В данном исследовании были использованы методы иммитационного моделирования, дискриптивной статистики и дисперсионного анализа для определения влияния различных I/O локализаций, количества LHDs на SRM и интенсивности потока выбора груза на производительность системы C-AS/RS.
Źródło:
Transport Problems; 2013, 8, 4; 93-102
1896-0596
2300-861X
Pojawia się w:
Transport Problems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Remarks on Statistical Design Centering
Autorzy:
Opalski, L. J.
Powiązania:
https://bibliotekanauki.pl/articles/226467.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
statistical design centering
design yield
realistic worst-case design
stochastic approximation
propagation of variance
Monte Carlo simulation
Opis:
The paper overviews optimization based statistical design centering techniques for analog circuits. Emphasis is placed on dependence between formulation of quality indices, problem formulation, and computational complexity of design centering algorithms, executed in single- or multiple-processor environments. For characterization of solution techniques a standard CMOS op-amp design case and a simplified computational complexity analysis are used.
Źródło:
International Journal of Electronics and Telecommunications; 2011, 57, 2; 159-167
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł

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