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排序方式: 共有57条查询结果,搜索用时 31 毫秒
1.
Abstract. A Bayesian approach to option pricing is presented in which posterior inference about the underlying returns process is conducted implicitly via observed option prices. A range of models allowing for conditional leptokurtosis, skewness and time‐varying volatility in returns are considered, with posterior parameter distributions and model probabilities backed out from the option prices. Models are ranked according to several criteria, including out‐of‐sample predictive and hedging performance. The methodology accommodates heteroscedasticity and autocorrelation in the option pricing errors, as well as regime shifts across contract groups. The method is applied to intraday option price data on the S&P500 stock index for 1995. While the results provide support for models that accommodate leptokurtosis and skewness, no one model dominates when all criteria are considered. 相似文献
2.
We present a multidisciplinary design optimization method for the profile and structural reinforcement layout of a ram‐air kite rib. The aim is to minimize the structural elastic energy and to maximize the traction power of a ram‐air kite used for airborne wind energy generation. Because of the large deformations occurring during flight, a fluid‐structure interaction (FSI) routine is included in the optimization, which determines the actual deformed rib geometry and its corresponding aerodynamic characteristics. A qualitative comparison between FSI inclusion and exclusion in the optimization is given. Discrepancies in airfoil profile and structural layout are observed. 相似文献
3.
Modeling heterogeneous photocatalytic inactivation of E. coli using suspended and immobilized TiO2 reactors
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Majdi Kacem Vincent Goetz Gael Plantard Nathalie Wery 《American Institute of Chemical Engineers》2015,61(8):2532-2542
A study was carried out to develop a kinetic model of the photocatalytic inactivation of Escherichia coli using different TiO2 catalysts. The model developed is based on a reaction scheme that involves effectively coupling mass‐transfer fluxes between bacteria and catalyst surface on one hand and bacterial degradation reaction on the other. The photocatalytic results were derived from experiments led in a batch reactor under both dark and Ultra Violet (UV) irradiation conditions. Using a reference catalyst, the robustness of the developed model was tested under solar conditions. The experimental data validated the model as successfully able to reproduce evolutions in the viable bacteria concentration in the range of parameters studied without any further adjustment of the kinetic parameters. The model was used to simulate the bacterial degradation kinetics under different working conditions to describe the partitioning of both bacterial adhesion and photocatalytic reaction in the solution to be treated © 2015 American Institute of Chemical Engineers AIChE J, 61: 2532–2542, 2015 相似文献
4.
Iman Shahosseini Elie Lefeuvre Johan Moulin Marion Woytasik Emile Martincic Gaël Pillonnet Guy Lemarquand 《Microsystem Technologies》2013,19(6):879-886
This work presents the conception, the microfabrication, and the electroacoustic characterization of a new electromagnetic microspeaker based on silicon. The objectives are to get improved sound quality compared to that of conventional microspeakers, while keeping the electroacoustic efficiency as high as possible. An optimized stiffening silicon microstructure let the sound radiator be extremely light and rigid. The mobile part is suspended to the fixed part by silicon suspension springs, which enable large out-of-plane displacement. The acoustic radiator is actuated by an electromagnetic motor, composed of a fixed permanent magnet and a planar coil located on top of the silicon radiator. The piston-like motion of the radiator favored by this structure is very beneficial for the sound quality. Electro–mechano–acoustic characterization of the microfabricated microspeaker showed that the radiator surface could run out-of-plane with displacements higher than ±400 μm, with no mechanical and electrical failure. For an electrical power of 0.5 W, the microspeaker was capable to generate a sound pressure level of 80 dB at 10 cm, from 330 Hz up to 20 kHz frequency. The efficiency reaches 3 × 10?5, that is to say three times more than typical efficiency of conventional microspeakers. Moreover, as characterization results showed, the existence of very few structural modes and the low electroacoustic distortions evidence the high sound quality of the microspeaker. 相似文献
5.
Abstract PAH are routinely analyzed using HPLC/FD. This technique is unsuitable for analyzing NPAH. This study aims at developing a reliable method, using GC/MS, and applying this technique to actual samples from small volumes of atmospheric particulate matter from workplaces. Mixtures of PAH and NPAH were separated by GC/MS and detected by electronic impact (EI) or negative ion chemical ionization (NICI). Analyses on twelve actual samples were thus carried out by sampling a small volume of atmosphere (≈0.5 m 3 ) from five different industrial workplaces. Samples displayed wide differences from one industrial workplace to another, and this can be explained by the specific methods applied. The PAH and NPAH concentrations also varied with time in the same industrial workplace. NPAH concentrations were not correlated with PAH concentrations, underscoring the complex chemical mechanisms involved in NPAH formation. PAH and NPAH formation appeared to be dependent on both industrial activities and uncontrolled physicochemical conditions. 相似文献
6.
10 tests of intellectual ability and perceptual speed and accuracy were validated against specially developed clerical work samples of telephone company employees, using a newly hired sample of 143 Blacks, 74 Spanish-surnamed, and 195 Whites. Most validity coefficients were statistically significant, and in only 2 out of 36 comparisons were ethnic sample validity coefficients significantly different. A combination of 4 tests was significantly predictive of clerical proficiency for each ethnic sample and for the total combined sample. Comparisons of ethnic sample regression equations indicated that the slopes were essentially the same but that the intercepts differed significantly. The total sample regression equation did not underpredict prospective proficiency levels for minority clerks. A composite predictor found to be appropriate for minority and nonminority applicants for clerical jobs is recommended for employment office use. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
7.
High niobium oxide content in germanate glasses: Thermal,structural, and optical properties
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Lia Mara Marcondes Sérgio Maestri Bianca Sousa Rogeria Rocha Gonçalves Fabia Castro Cassanjes Gael Yves Poirier 《Journal of the American Ceramic Society》2018,101(1):220-230
Niobium alkali germanate glasses were synthesized by the melt‐quenching technique. The ternary system (90‐x)GeO2–xNb2O5–10K2O forms homogeneous glasses with x ranging from 0 to 20 mol%. Samples were investigated by DSC and XRD analysis, FTIR and Raman spectroscopy, and optical absorption. Structural and physical features are discussed in terms of Nb2O5 content. The niobium content increase in the glass network strongly modifies the thermal, structural and optical properties of alkali germanate glasses. DSC, Raman and FTIR analysis suggest niobium addition promotes NbO6 groups insertion close to GeO4 units of the glass network. XRD analysis also pointed out that samples containing high niobium oxide contents exhibit preferential niobium oxide‐rich phase after crystallization after heat treatment, which is similar to orthorhombic Nb2O5. Absorption spectra revealed high transmission range between 400 nm to 6.2 μm, added to a considerably decreased hydroxyl group content as the addition of niobium in the alkali germanate network. The niobium oxide‐rich phase crystallization process was studied and activation energy was determined, as well as nucleation and crystal growth temperatures and time for obtaining transparent glass‐ceramics. 相似文献
8.
Guyomar D Pruvost S Sebald G 《IEEE transactions on ultrasonics, ferroelectrics, and frequency control》2008,55(2):279-285
The pyroelectric properties of Pb(Zn(1/3)Nb(2/3))(0955)Ti(0.045)O(3) single crystals versus an electric field have been studied for energy harvesting in this paper. Two thermodynamic cycles (Stirling and Ericsson) were used for this purpose. By applying an electric field, a FE-FE transition was induced, abruptly increasing the polarization. This transition minimized the supplied energy and improved the harvested energy. By discharging the single crystal at a higher temperature, a gain of 1100% was obtained with the Stirling cycle at 1 kV/mm (gain is defined as harvested energy divided by supplied energy). The study revealed that Stirling cycles are more interesting for low electric fields. Based on experimental results, simulations were carried out to estimate energy harvesting in high electric fields to evaluate the performances of thin samples (single crystals or oriented thin films). At high electric fields, both cycles gave almost the same energy harvesting, but Ericsson cycles were more appropriate to control the voltage on the sample. The simulation led to a harvested energy of 500 mJ/g for an applied electric field equal to 50 kV/mm. The efficiency with respect to Carnot was raised 20%. 相似文献
9.
Hartley Sigan L.; Barker Erin T.; Seltzer Marsha Mailick; Floyd Frank; Greenberg Jan; Orsmond Gael; Bolt Daniel 《Canadian Metallurgical Quarterly》2010,24(4):449
We compared the occurrence and timing of divorce in 391 parents of children with an autism spectrum disorder (ASD) and a matched representative sample of parents of children without disabilities using a survival analysis. Parents of children with an ASD had a higher rate of divorce than the comparison group (23.5% vs. 13.8%). The rate of divorce remained high throughout the son's or daughter's childhood, adolescence, and early adulthood for parents of children with an ASD, whereas it decreased following the son's or daughter's childhood (after about age 8 years) in the comparison group. Younger maternal age when the child with ASD was born and having the child born later in the birth order were positively predictive of divorce for parents of children with an ASD. Findings have implications for interventions focused on ameliorating ongoing and long-term marital strains for parents of children with an ASD. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
10.
Redha Taiar Chiboub Adel Gael Belassian Damien Lamare Jean Dumont Antoine Chené 《Theoretical Issues in Ergonomics Science》2013,14(6):763-772
AbstractApproximately two-thirds of patients survive following a cerebral vascular accident (stroke), nevertheless about half are left with a physical incapacity. The clinical picture is frequently a combination of motor, sensory, visual and cognitive deficits. Mechanically, the use of ankle-foot orthosis (AFO) appear a good option. The objective of this study was to quantify the impact of the AFO on patients having a deficit of dorsi-flexion during gait in the aim to improve their daily lives. Different biomechanical variables were analysed such as parameters of Balance in static position and spatio-temporal (ST) ones in dynamics. Seven patients were enrolled in this study (53.57 ± 16.17 years old, 1.80 ± 0.07 m height and 89 ± 15.06 kg body mass). The pressure force plate used in this experimentation aimed to measure the patients’ behaviors with and without AFO. The results showed a significant impact of AFO in terms of ST analysis (p < 0.05). These results can be related to the fact that the orthosis supports the foot during walking and propels the step during the initial swing phase. In posturography, the results showed that patients increased their balance by using AFO (p < 0.05). This result permits the patients a better expansion of their movements during gait after an immediate benefit. 相似文献