314 resultados para modeling implied volatility
Resumo:
A novel model for the potentiostatic discharge of primary alkaline battery cathodes is presented. The model is used to simulate discharges resulting from the stepped potential electrochemical spectroscopy (SPECS) of primary alkaline battery cathodes cathodes, and the results are validated with experimental data. We show that a model based on a single (or mean) reaction framework can be used to simulate multi-reaction discharge behaviour and we develop a consistent functional modification to the kinetic equation of the model that allows for this to occur. The model is used to investigate the effects that the initial exchange current density, i00, and the diffusion coefficient for protons in electrolytic manganese dioxide (EMD), DH+, have on SPECS discharge. The behaviour observed is consistent with the idea that individual reduction reactions, within the multi-reaction, reduction behaviour of EMD, have distinct i00 and DH+ values.
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The internet by its very nature challenges an individual’s notions of propriety, moral acuity and social correctness. A tension will always exist between the censorship of obscene and sensitive information and the freedom to publish and/or access such information. Freedom of expression and communication on the internet is not a static concept: ‘Its continual regeneration is the product of particular combinations of political, legal, cultural and philosophical conditions’.
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The quality and bitrate modeling is essential to effectively adapt the bitrate and quality of videos when delivered to multiplatform devices over resource constraint heterogeneous networks. The recent model proposed by Wang et al. estimates the bitrate and quality of videos in terms of the frame rate and quantization parameter. However, to build an effective video adaptation framework, it is crucial to incorporate the spatial resolution in the analytical model for bitrate and perceptual quality adaptation. Hence, this paper proposes an analytical model to estimate the bitrate of videos in terms of quantization parameter, frame rate, and spatial resolution. The model can fit the measured data accurately which is evident from the high Pearson correlation. The proposed model is based on the observation that the relative reduction in bitrate due to decreasing spatial resolution is independent of the quantization parameter and frame rate. This modeling can be used for rate-constrained bit-stream adaptation scheme which selects the scalability parameters to optimize the perceptual quality for a given bandwidth constraint.
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Conceptual modeling grammars are a fundamental means for specifying information systems requirements. However, the actual usage of these grammars is only poorly understood. In particular, little is known about how properties of these grammars inform usage beliefs such as usefulness and ease of use. In this paper we use an ontological theory to describe conceptual modeling grammars in terms of their ontological deficiencies, and formulate two propositions in regard to how these ontological deficiencies influence primary usage beliefs. Using BPMN as an example modeling grammar, we surveyed 528 modeling practitioners to test the theorized relationships. Our results show that users of conceptual modeling grammars perceive ontological deficiencies to exist, and that these deficiency perceptions are negatively associated with usefulness and ease of use of these grammars. With our research we provide empirical evidence in support of the predictions of the ontological theory of modeling grammar expressiveness, and we identify previously unexplored links between conceptual modeling grammars and grammar usage beliefs. This work implies for practice a much closer coupling of the act of (re ) designing modeling grammars with usage-related success metrics.
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Business processes have emerged as a well-respected variable in the design of successful corporations. However, unlike other key managerial variables, such as products and services, customers and employees, physical or digital assets, the conceptualization and management of business processes are in many respects in their infancy. In this book, Jan Recker investigates the notion of quality of business process modeling grammars. His evaluation is based on an ontological-, qualitative-, and quantitative analysis, applied to BPMN, a widely-used business process modeling grammar. His results reveal the ontological shortcomings of BPMN and how these manifest themselves in actual process modeling practice, as well as how they influence the usage behavior of modeling practitioners. More generally, his book constitutes a landmark for empirical technology assessment, analyzing the way in which design flaws in technology influence usage behavior.
Resumo:
Process modeling is an emergent area of Information Systems research that is characterized through an abundance of conceptual work with little empirical research. To fill this gap, this paper reports on the development and validation of an instrument to measure user acceptance of process modeling grammars. We advance an extended model for a multi-stage measurement instrument development procedure, which incorporates feedback from both expert and user panels. We identify two main contributions: First, we provide a validated measurement instrument for the study of user acceptance of process modeling grammars, which can be used to assist in further empirical studies that investigate phenomena associated with the business process modeling domain. Second, in doing so, we describe in detail a procedural model for developing measurement instruments that ensures high levels of reliability and validity, which may assist fellow scholars in executing their empirical research.
Resumo:
Planning on utilization of train-set is one of the key tasks of transport organization for passenger dedicated railway in China. It also has strong relationships with timetable scheduling and operation plans at a station. To execute such a task in a railway hub pooling multiple railway lines, the characteristics of multiple routing for train-set is discussed in term of semicircle of train-sets' turnover. In programming the described problem, the minimum dwell time is selected as the objectives with special derive constraints of the train-set's dispatch, the connecting conditions, the principle of uniqueness for train-sets, and the first plus for connection in the same direction based on time tolerance σ. A compact connection algorithm based on time tolerance is then designed. The feasibility of the model and the algorithm is proved by the case study. The result indicates that the circulation model and algorithm about multiple routing can deal with the connections between the train-sets of multiple directions, and reduce the train's pulling in or leaving impact on the station's throat.
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Magneto-rheological (MR) fluid damper is a semi-active control device that has recently received more attention by the vibration control community. But inherent nonlinear hysteresis character of magneto-rheological fluid dampers is one of the challenging aspects for utilizing this device to achieve high system performance. So the development of accurate model is necessary to take the advantage their unique characteristics. Research by others [3] has shown that a system of nonlinear differential equations can successfully be used to describe the hysteresis behavior of the MR damper. The focus of this paper is to develop an alternative method for modeling a damper in the form of centre average fuzzy interference system, where back propagation learning rules are used to adjust the weight of network. The inputs for the model are used from the experimental data. The resulting fuzzy interference system is satisfactorily represents the behavior of the MR fluid damper with reduced computational requirements. Use of the neuro-fuzzy model increases the feasibility of real time simulation.
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Understanding the motion characteristics of on-site objects is desirable for the analysis of construction work zones, especially in problems related to safety and productivity studies. This article presents a methodology for rapid object identification and tracking. The proposed methodology contains algorithms for spatial modeling and image matching. A high-frame-rate range sensor was utilized for spatial data acquisition. The experimental results indicated that an occupancy grid spatial modeling algorithm could quickly build a suitable work zone model from the acquired data. The results also showed that an image matching algorithm is able to find the most similar object from a model database and from spatial models obtained from previous scans. It is then possible to use the matched information to successfully identify and track objects.
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Object identification and tracking have become critical for automated on-site construction safety assessment. The primary objective of this paper is to present the development of a testbed to analyze the impact of object identification and tracking errors caused by data collection devices and algorithms used for safety assessment. The testbed models workspaces for earthmoving operations and simulates safety-related violations, including speed limit violations, access violations to dangerous areas, and close proximity violations between heavy machinery. Three different cases were analyzed based on actual earthmoving operations conducted at a limestone quarry. Using the testbed, the impacts of device and algorithm errors were investigated for safety planning purposes.
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Purpose Process modeling is a complex organizational task that requires many iterations and communication between the business analysts and the domain specialists. The challenge of process modeling is exacerbated, when the process of modeling has to be performed in a cross-organizational, distributed environment. In this paper we suggest a 3D environment for collaborative process modeling, using Virtual World technology. Design/methodology/approach We suggest a new collaborative process modeling approach based on Virtual World technology. We describe the design of an innovative prototype collaborative process modeling approach, implemented as a 3D BPMN modeling environment in Second Life. We use a case study to evaluate the suggested approach. Findings Based on our case study application, we show that our approach increases user empowerment and adds significantly to the collaboration and consensual development of process models even when the relevant stakeholders are geographically dispersed. Research limitations implications – We present design work and a case study. More research is needed to more thoroughly evaluate the presented approach in a variety of real-life process modeling settings. Practical implications Our research outcomes as design artifacts are directly available and applicable by business process management professionals and can be used by business, system and process analysts in real-world practice. Originality/value Our research is the first reported attempt to develop a process modeling approach on the basis of virtual world technology. We describe a novel and innovative 3D BPMN modeling environment in Second Life.
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In silico experimental modeling of cancer involves combining findings from biological literature with computer-based models of biological systems in order to conduct investigations of hypotheses entirely in the computer laboratory. In this paper, we discuss the use of in silico modeling as a precursor to traditional clinical and laboratory research, allowing researchers to refine their experimental programs with an aim to reducing costs and increasing research efficiency. We explain the methodology of in silico experimental trials before providing an example of in silico modeling from the biomathematical literature with a view to promoting more widespread use and understanding of this research strategy.
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Engineering asset management (EAM) is a broad discipline and the EAM functions and processes are characterized by its distributed nature. However, engineering asset nowadays mostly relies on self-maintained experiential rule bases and periodic maintenance, which is lacking a collaborative engineering approach. This research proposes a collaborative environment integrated by a service center with domain expertise such as diagnosis, prognosis, and asset operations. The collaborative maintenance chain combines asset operation sites, service center (i.e., maintenance operation coordinator), system provider, first tier collaborators, and maintenance part suppliers. Meanwhile, to realize the automation of communication and negotiation among organizations, multiagent system (MAS) technique is applied to enhance the entire service level. During the MAS design processes, this research combines Prometheus MAS modeling approach with Petri-net modeling methodology and unified modeling language to visualize and rationalize the design processes of MAS. The major contributions of this research include developing a Petri-net enabled Prometheus MAS modeling methodology and constructing a collaborative agent-based maintenance chain framework for integrated EAM.