34 resultados para modeling implied volatility
Resumo:
The growth of red sea urchins (Strongylocentrotus franciscanus) was modeled by using tag-recapture data from northern California. Red sea urchins (n=211) ranging in test diameter from 7 to 131 mm were examined for changes in size over one year. We used the function Jt+1 = Jt + f(Jt) to model growth, in which Jt is the jaw size (mm) at tagging, and Jt+1 is the jaw size one year later. The function f(Jt), represents one of six deterministic models: logistic dose response, Gaussian, Tanaka, Ricker, Richards, and von Bertalanffy with 3, 3, 3, 2, 3, and 2 minimization parameters, respectively. We found that three measures of goodness of fi t ranked the models similarly, in the order given. The results from these six models indicate that red sea urchins are slow growing animals (mean of 7.2 ±1.3 years to enter the fishery). We show that poor model selection or data from a limited range of urchin sizes (or both) produces erroneous growth parameter estimates and years-to-fishery estimates. Individual variation in growth dominated spatial variation at shallow and deep sites (F=0.246, n=199, P=0.62). We summarize the six models using a composite growth curve of jaw size, J, as a function of time, t: J = A(B – e–Ct) + Dt, in which each model is distinguished by the constants A, B, C, and D. We suggest that this composite model has the flexibility of the other six models and could be broadly applied. Given the robustness of our results regarding the number of years to enter the fishery, this information could be incorporated into future fishery management plans for red sea urchins in northern California.
Resumo:
EXTRACT (SEE PDF FOR FULL ABSTRACT): We estimate monthly runoff for a 2-dimensional solution domain containing those areas tributary to Pyramid Lake, Nevada (the Truckee River drainage basin) at a 1-kilometer grid cell spacing. ... To calculate the effect of snow on the hydrologic system, we perform two experiments. In the first we assume that all precipitation falls as rain; in the second we assume that some precipitation falls as snow, thus available water is a combination of rain and snowmelt. We find that considering the effect of snow results in a more accurate representation of mean monthly flow rates, in particular the peak flow during the melt season in the Sierra Nevada. These preliminary results indicate that a relatively simple snow model can improve the representation of Truckee River basin hydrology, significantly reducing errors in modeled seasonal runoff.
Resumo:
Climate modeling using coastal tree-ring chronologies has yielded the first summer temperature reconstructions for coastal stations along the Gulf of Alaska and the Pacific Northwest. These land temperature reconstructions are strongly correlated with nearby sea surface temperatures, indicating large-scale ocean-atmospheric influences. Significant progress has also been made in modeling winter land temperatures and sea surface temperatures from coastal and shipboard stations. In addition to temperature, the pressure variability center over the central North Pacific Ocean (PAC), which is related to the strength and location of the Aleutian Low pressure system, could be extended using coastal tree rings.