314 resultados para modeling implied volatility


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A building information model (BIM) provides a rich representation of a building's design. However, there are many challenges in getting construction-specific information from a BIM, limiting the usability of BIM for construction and other downstream processes. This paper describes a novel approach that utilizes ontology-based feature modeling, automatic feature extraction based on ifcXML, and query processing to extract information relevant to construction practitioners from a given BIM. The feature ontology generically represents construction-specific information that is useful for a broad range of construction management functions. The software prototype uses the ontology to transform the designer-focused BIM into a construction-specific feature-based model (FBM). The formal query methods operate on the FBM to further help construction users to quickly extract the necessary information from a BIM. Our tests demonstrate that this approach provides a richer representation of construction-specific information compared to existing BIM tools.

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The SimCalc Vision and Contributions Advances in Mathematics Education 2013, pp 419-436 Modeling as a Means for Making Powerful Ideas Accessible to Children at an Early Age Richard Lesh, Lyn English, Serife Sevis, Chanda Riggs … show all 4 hide » Look Inside » Get Access Abstract In modern societies in the 21st century, significant changes have been occurring in the kinds of “mathematical thinking” that are needed outside of school. Even in the case of primary school children (grades K-2), children not only encounter situations where numbers refer to sets of discrete objects that can be counted. Numbers also are used to describe situations that involve continuous quantities (inches, feet, pounds, etc.), signed quantities, quantities that have both magnitude and direction, locations (coordinates, or ordinal quantities), transformations (actions), accumulating quantities, continually changing quantities, and other kinds of mathematical objects. Furthermore, if we ask, what kind of situations can children use numbers to describe? rather than restricting attention to situations where children should be able to calculate correctly, then this study shows that average ability children in grades K-2 are (and need to be) able to productively mathematize situations that involve far more than simple counts. Similarly, whereas nearly the entire K-16 mathematics curriculum is restricted to situations that can be mathematized using a single input-output rule going in one direction, even the lives of primary school children are filled with situations that involve several interacting actions—and which involve feedback loops, second-order effects, and issues such as maximization, minimization, or stabilizations (which, many years ago, needed to be postponed until students had been introduced to calculus). …This brief paper demonstrates that, if children’s stories are used to introduce simulations of “real life” problem solving situations, then average ability primary school children are quite capable of dealing productively with 60-minute problems that involve (a) many kinds of quantities in addition to “counts,” (b) integrated collections of concepts associated with a variety of textbook topic areas, (c) interactions among several different actors, and (d) issues such as maximization, minimization, and stabilization.

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This work identifies the limitations of n-way data analysis techniques in multidimensional stream data, such as Internet chat room communications data, and establishes a link between data collection and performance of these techniques. Its contributions are twofold. First, it extends data analysis to multiple dimensions by constructing n-way data arrays known as high order tensors. Chat room tensors are generated by a simulator which collects and models actual communication data. The accuracy of the model is determined by the Kolmogorov-Smirnov goodness-of-fit test which compares the simulation data with the observed (real) data. Second, a detailed computational comparison is performed to test several data analysis techniques including svd [1], and multi-way techniques including Tucker1, Tucker3 [2], and Parafac [3].

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Previous research on construction innovation has commonly recognized the importance of the organizational climate and key individuals, often called “champions,” for the success of innovation. However, it rarely focuses on the role of participants at the project level and addresses the dynamics of construction innovation. This paper therefore presents a dynamic innovation model that has been developed using the concept of system dynamics. The model incorporates the influence of several individual and situational factors and highlights two critical elements that drive construction innovations: (1) normative pressure created by project managers through their championing behavior, and (2) instrumental motivation of team members facilitated by a supportive organizational climate. The model is qualified empirically, using the results of a survey of project managers and their project team members working for general contractors in Singapore, by assessing casual relationships for key model variables. Finally, the paper discusses the implications of the model structure for fostering construction innovations.

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Several approaches have been introduced in the literature for active noise control (ANC) systems. Since the filtered-x least-mean-square (FxLMS) algorithm appears to be the best choice as a controller filter, researchers tend to improve performance of ANC systems by enhancing and modifying this algorithm. This paper proposes a new version of the FxLMS algorithm, as a first novelty. In many ANC applications, an on-line secondary path modeling method using white noise as a training signal is required to ensure convergence of the system. As a second novelty, this paper proposes a new approach for on-line secondary path modeling on the basis of a new variable-step-size (VSS) LMS algorithm in feed forward ANC systems. The proposed algorithm is designed so that the noise injection is stopped at the optimum point when the modeling accuracy is sufficient. In this approach, a sudden change in the secondary path during operation makes the algorithm reactivate injection of the white noise to re-adjust the secondary path estimate. Comparative simulation results shown in this paper indicate the effectiveness of the proposed approach in reducing both narrow-band and broad-band noise. In addition, the proposed ANC system is robust against sudden changes of the secondary path model.

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Graphene has promised many novel applications in nanoscale electronics and sustainable energy due to its novel electronic properties. Computational exploration of electronic functionality and how it varies with architecture and doping presently runs ahead of experimental synthesis yet provides insights into types of structures that may prove profitable for targeted experimental synthesis and characterization. We present here a summary of our understanding on the important aspects of dimension, band gap, defect, and interfacial engineering of graphene based on state-of-the-art ab initio approaches. Some most recent experimental achievements relevant for future theoretical exploration are also covered.

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We sought to determine the impact of electrospinning parameters on a trustworthy criterion that could evidently improve the maximum applicability of fibrous scaffolds for tissue regeneration. We used an image analysis technique to elucidate the web permeability index (WPI) by modeling the formation of electrospun scaffolds. Poly(3-hydroxybutyrate) (P3HB) scaffolds were fabricated according to predetermined conditions of levels in a Taguchi orthogonal design. The material parameters were the polymer concentration, conductivity, and volatility of the solution. The processing parameters were the applied voltage and nozzle-to-collector distance. With a law to monitor the WPI values when the polymer concentration or the applied voltage was increased, the pore interconnectivity was decreased. The quality of the jet instability altered the pore numbers, areas, and other structural characteristics, all of which determined the scaffold porosity and aperture interconnectivity. An initial drastic increase was observed in the WPI values because of the chain entanglement phenomenon above a 6 wt % P3HB content. Although the solution mixture significantly (p < 0.05) changed the scaffold architectural characteristics as a function of the solution viscosity and surface tension, it had a minor impact on the WPI values. The solution mixture gained the third place of significance, and the distance was approved as the least important factor.

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The success of contemporary organizations depends on their ability to make appropriate decisions. Making appropriate decisions is inevitably bound to the availability and provision of relevant information. Information systems should be able to provide information in an efficient way. Thus, within information systems development a detailed analysis of information supply and information demands has to prevail. Based on Syperski’s information set and subset-model we will give an epistemological foundation of information modeling in general and show, why conceptual modeling in particular is capable of specifying effective and efficient information systems. Furthermore, we derive conceptual modeling requirements based on our findings. A short example illustrates the usefulness of a conceptual data modeling technique for the specification of information systems.

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In a business environment, making the right decisions is vital for the success of a company. Making right decisions is inevitably bound to the availability and provision of relevant information. Information systems are supposed to be able to provide this information in an efficient way. Thus, within information systems development a detailed analysis of information supply and information demands has to prevail. Based on Szyperski’s information set and subset-model we will give an epistemological foundation of information modeling in general and show, why conceptual modeling in particular is capable of developing effective and efficient information systems. Furthermore, we derive conceptual modeling requirements based on our findings.

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This paper proposes a new method for online secondary path modeling in feedback active noise control (ANC) systems. In practical cases, the secondary path is usually time varying. For these cases, online modeling of secondary path is required to ensure convergence of the system. In literature the secondary path estimation is usually performed offline, prior to online modeling, where in the proposed system there is no need for using offline estimation. The proposed method consists of two steps: a noise controller which is based on an FxLMS algorithm, and a variable step size (VSS) LMS algorithm which is used to adapt the modeling filter with the secondary path. In order to increase performance of the algorithm in a faster convergence and accurate performance, we stop the VSS-LMS algorithm at the optimum point. The results of computer simulation shown in this paper indicate effectiveness of the proposed method.

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Crowds of noncombatants play a large and increasingly recognized role in modern military operations and often create substantial difficulties for the combatant forces involved. However, realistic models of crowds are essentially absent from current military simulations. To address this problem, the authors are developing a crowd simulation capable of generating crowds of noncombatant civilians that exhibit a variety of realistic individual and group behaviors at differing levels of fidelity. The crowd simulation is interoperable with existing military simulations using a standard, distributed simulation architecture. Commercial game technology is used in the crowd simulation to model both urban terrain and the physical behaviors of the human characters that make up the crowd. The objective of this article is to present the design and development process of a simulation that integrates commercially available game technology with current military simulations to generate realistic and believable crowd behavior.

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Recent advances in computational geodynamics are applied to explore the link between Earth’s heat, its chemistry and its mechanical behavior. Computational thermal-mechanical solutions are now allowing us to understand Earth patterns by solving the basic physics of heat transfer. This approach is currently used to solve basic convection patterns of terrestrial planets. Applying the same methodology to smaller scales delivers promising similarities between observed and predicted structures which are often the site of mineral deposits. The new approach involves a fully coupled solution to the energy, momentum and continuity equations of the system at all scales, allowing the prediction of fractures, shear zones and other typical geological patterns out of a randomly perturbed initial state. The results of this approach are linking a global geodynamic mechanical framework over regional-scale mineral deposits down to the underlying micro-scale processes. Ongoing work includes the challenge of incorporating chemistry into the formulation.

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We examine which capabilities technologies provide to support collaborative process modeling. We develop a model that explains how technology capabilities impact cognitive group processes, and how they lead to improved modeling outcomes and positive technology beliefs. We test this model through a free simulation experiment of collaborative process modelers structured around a set of modeling tasks. With our study, we provide an understanding of the process of collaborative process modeling, and detail implications for research and guidelines for the practical design of collaborative process modeling.

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Conceptual modelling supports developers and users of information systems in areas of documentation, analysis or system redesign. The ongoing interest in the modelling of business processes has led to a variety of different grammars, raising the question of the quality of these grammars for modelling. An established way of evaluating the quality of a modelling grammar is by means of an ontological analysis, which can determine the extent to which grammars contain construct deficit, overload, excess or redundancy. While several studies have shown the relevance of most of these criteria, predictions about construct redundancy have yielded inconsistent results in the past, with some studies suggesting that redundancy may even be beneficial for modelling in practice. In this paper we seek to contribute to clarifying the concept of construct redundancy by introducing a revision to the ontological analysis method. Based on the concept of inheritance we propose an approach that distinguishes between specialized and distinct construct redundancy. We demonstrate the potential explanatory power of the revised method by reviewing and clarifying previous results found in the literature.

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The impact induced chemisorption of hydrocarbon molecules (CH3 and CH2) on H-terminated diamond (001)-(2x1) surface was investigated by molecular dynamics simulation using the many-body Brenner potential. The deposition dynamics of the CH3 radical at impact energies of 0.1-50 eV per molecule was studied and the energy threshold for chemisorption was calculated. The impact-induced decomposition of hydrogen atoms and the dimer opening mechanism on the surface was investigated. Furthermore, the probability for dimer opening event induced by chemisorption of CH, was simulated by randomly varying the impact position as well as the orientation of the molecule relative to the surface. Finally, the energetic hydrocarbons were modeled, slowing down one after the other to simulate the initial fabrication of diamond-like carbon (DLC) films. The structure characteristic in synthesized films with different hydrogen flux was studied. Our results indicate that CH3, CH2 and H are highly reactive and important species in diamond growth. Especially, the fraction of C-atoms in the film having sp(3) hybridization will be enhanced in the presence of H atoms, which is in good agreement with experimental observations. (C) 2002 Elsevier Science B.V. All rights reserved.