67 resultados para Financial Movements


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Deep excavations and tunnelling can cause ground movements that affect buildings within their influence zone. The current approach for building damage assessment is based on tensile strains estimated from the deflection ratio and the horizontal strains at the building foundation. For tunnelling-induced deformations, Potts & Addenbrooke (1997) suggested a method to estimate the building response from greenfield conditions using the relative building stiffness. However, there is not much guidance for building response to excavation-induced movements. This paper presents a numerical study on the response of buildings to movements caused by deep excavations in soft clays, and proposes design guidance to estimate the deflection ratio and the horizontal strains of the building from the building stiffness. © 2012 Taylor & Francis Group.

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Deep excavations and tunnelling can cause ground movements that affect buildings within their influence zone. The current approach for building damage assessment is based on tensile strains estimated from the deflection ratio and the horizontal strains at the building foundation. This paper examines the significance of horizontal strains in buildings on individual footings. The first part of the paper presents a case study of a framed building in Singapore which was subjected to the effects of bored tunnelling, where significant horizontal strains were observed. The second part of the paper suggests a method to relate the horizontal strains induced in a building to the stiffness of the frame structure. Using a combination of simplified structural analysis and finite element models, design guidance is proposed to estimate excavation-induced horizontal strains in frame buildings on individual footings. © 2012 Taylor & Francis Group.

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The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To address these problems we introduce a novel dynamic model for time-changing covariances. Over-fitting and local optima are avoided by following a Bayesian approach instead of computing point estimates. Changes in market conditions are captured by assuming a diffusion process in parameter values, and finally computationally efficient and scalable inference is performed using particle filters. Experiments with financial data show excellent performance of the proposed method with respect to current standard models.

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This paper investigates how the efficiency and robustness of a skilled rhythmic task compete against each other in the control of a bimanual movement. Human subjects juggled a puck in 2D through impacts with two metallic arms, requiring rhythmic bimanual actuation. The arms kinematics were only constrained by the position, velocity and time of impacts while the rest of the trajectory did not influence the movement of the puck. In order to expose the task robustness, we manipulated the task context in two distinct manners: the task tempo was assigned at four different values (hence manipulating the time available to plan and execute each impact movement individually); and vision was withdrawn during half of the trials (hence reducing the sensory inflows). We show that when the tempo was fast, the actuation was rhythmic (no pause in the trajectory) while at slow tempo, the actuation was discrete (with pause intervals between individual movements). Moreover, the withdrawal of visual information encouraged the rhythmic behavior at the four tested tempi. The discrete versus rhythmic behavior give different answers to the efficiency/robustness trade-off: discrete movements result in energy efficient movements, while rhythmic movements impact the puck with negative acceleration, a property preserving robustness. Moreover, we report that in all conditions the impact velocity of the arms was negatively correlated with the energy of the puck. This correlation tended to stabilize the task and was influenced by vision, revealing again different control strategies. In conclusion, this task involves different modes of control that balance efficiency and robustness, depending on the context. © 2008 Springer-Verlag.