3 resultados para VaR Estimation methods, Statistical Methods, Risk managment, Investments

em Greenwich Academic Literature Archive - UK


Relevância:

50.00% 50.00%

Publicador:

Resumo:

A design methodology based on numerical modelling, integrated with optimisation techniques and statistical methods, to aid the process control of micro and nano-electronics based manufacturing processes is presented in this paper. The design methodology is demonstrated for a micro-machining process called Focused Ion Beam (FIB). This process has been modelled to help understand how a pre-defined geometry of micro- and nano- structures can be achieved using this technology. The process performance is characterised on the basis of developed Reduced Order Models (ROM) and are generated using results from a mathematical model of the Focused Ion Beam and Design of Experiment (DoE) methods. Two ion beam sources, Argon and Gallium ions, have been used to compare and quantify the process variable uncertainties that can be observed during the milling process. The evaluations of the process performance takes into account the uncertainties and variations of the process variables and are used to identify their impact on the reliability and quality of the fabricated structure. An optimisation based design task is to identify the optimal process conditions, by varying the process variables, so that certain quality objectives and requirements are achieved and imposed constraints are satisfied. The software tools used and developed to demonstrate the design methodology are also presented.

Relevância:

50.00% 50.00%

Publicador:

Resumo:

This paper presents a design methodology based on numerical modelling, integrated with optimisation techniques and statistical methods, to aid the development of new advanced technologies in the area of micro and nano systems. The design methodology is demonstrated for a micro-machining process called Focused Ion Beam (FIB). This process has been modelled to provide knowledge of how a pre-defined geometry can be achieved through this direct milling. The geometry characterisation is obtained using a Reduced Order Models (ROM), generated from the results of a mathematical model of the Focused Ion Beam, and Design of Experiment (DoE) methods. In this work, the focus is on the design flow methodology which includes an approach on how to include process parameter uncertainties into the process optimisation modelling framework. A discussion on the impact of the process parameters, and their variations, on the quality and performance of the fabricated structure is also presented. The design task is to identify the optimal process conditions, by altering the process parameters, so that certain reliability and confidence of the application is achieved and the imposed constraints are satisfied. The software tools used and developed to demonstrate the design methodology are also presented.

Relevância:

50.00% 50.00%

Publicador:

Resumo:

This paper looks at the application of some of the assessment methods in practice with the view to enhance students’ learning in mathematics and statistics. It explores the effective application of assessment methods and highlights the issues or problems, and ways of avoiding them, related to some of the common methods of assessing mathematical and statistical learning. Some observations made by the author on good assessment practice and useful approaches employed at his institution in designing and applying assessment methods are discussed. Successful strategies in implementing assessment methods at different levels are described.