855 resultados para Pareto Frontier
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The essay focuses on the notion of the Caucasus as a reference point in the construction of Cossack identity in southern Russia. Since the late Soviet period, the Cossack revivalist/nativist movement has emerged in the territories which constituted the frontier zones of Tsarist Russia. Arguably, the historical Cossack hosts were established as a kind of frontier community which played an important role in the expansion of the Russian Empire. This essay examines how post-Soviet Cossacks reinterpret the meanings of the Caucasus as a spatial and cultural realm where, or in relation to which, they produce their identity as a distinct ethnic and cultural community.
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The finding that Pareto distributions are adequate to model Internet packet interarrival times has motivated the proposal of methods to evaluate steady-state performance measures of Pareto/D/1/k queues. Some limited analytical derivation for queue models has been proposed in the literature, but their solutions are often of a great mathematical challenge. To overcome such limitations, simulation tools that can deal with general queueing system must be developed. Despite certain limitations, simulation algorithms provide a mechanism to obtain insight and good numerical approximation to parameters of queues. In this work, we give an overview of some of these methods and compare them with our simulation approach, which are suited to solve queues with Generalized-Pareto interarrival time distributions. The paper discusses the properties and use of the Pareto distribution. We propose a real time trace simulation model for estimating the steady-state probability showing the tail-raising effect, loss probability, delay of the Pareto/D/1/k queue and make a comparison with M/D/1/k. The background on Internet traffic will help to do the evaluation correctly. This model can be used to study the long- tailed queueing systems. We close the paper with some general comments and offer thoughts about future work.
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Здравко Д. Славов - В тази работа се разглеждат Паретовските решения в непрекъсната многокритериална оптимизация. Обсъжда се ролята на някои предположения, които влияят на характеристиките на Паретовските множества. Авторът се е опитал да премахне предположенията за вдлъбнатост на целевите функции и изпъкналост на допустимата област, които обикновено се използват в многокритериалната оптимизация. Резултатите са на базата на конструирането на ретракция от допустимата област върху Парето-оптималното множество.
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2010 Mathematics Subject Classification: 62F10, 62F12.
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My dissertation investigates the financial linkages and transmission of economic shocks between the US and the smallest emerging markets (frontier markets). The first chapter sets up an empirical model that examines the impact of US market returns and conditional volatility on the returns and conditional volatilities of twenty-one frontier markets. The model is estimated via maximum likelihood; utilizes the GARCH model of errors, and is applied to daily country data from the MSCI Barra. We find limited, but statistically significant exposure of Frontier markets to shocks from the US. Our results suggest that it is not the lagged US market returns that have impact; rather it is the expected US market returns that influence frontier market returns The second chapter sets up an empirical time-varying parameter (TVP) model to explore the time-variation in the impact of mean US returns on mean Frontier market returns. The model utilizes the Kalman filter algorithm as well as the GARCH model of errors and is applied to daily country data from the MSCI Barra. The TVP model detects statistically significant time-variation in the impact of US returns and low, but statistically and quantitatively important impact of US market conditional volatility. The third chapter studies the risk-return relationship in twenty Frontier country stock markets by setting up an international version of the intertemporal capital asset pricing model. The systematic risk in this model comes from covariance of Frontier market stock index returns with world returns. Both the systematic risk and risk premium are time-varying in our model. We also incorporate own country variances as additional determinants of Frontier country returns. Our results suggest statistically significant impact of both world and own country risk in explaining Frontier country returns. Time-variation in the world risk premium is also found to be statistically significant for most Frontier market returns. However, own country risk is found to be quantitatively more important.
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We present a complete census of all Herschel-detected sources within the six massive lensing clusters of the HST Frontier Fields (HFF). We provide a robust legacy catalogue of 263 sources with Herschel fluxes, primarily based on imaging from the Herschel Lensing Survey and PEP/HerMES Key Programmes. We optimally combine Herschel, Spitzer and WISE infrared (IR) photometry with data from HST, VLA and ground-based observatories, identifying counterparts to gain source redshifts. For each Herschel-detected source we also present magnification factor (mu), intrinsic IR luminosity and characteristic dust temperature, providing a comprehensive view of dust-obscured star formation within the HFF. We demonstrate the utility of our catalogues through an exploratory overview of the magnified population, including more than 20 background sub-LIRGs unreachable by Herschel without the assistance gravitational lensing.
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Peer reviewed
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Peer reviewed
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Tropical Cyclones are a continuing threat to life and property. Willoughby (2012) found that a Pareto (power-law) cumulative distribution fitted to the most damaging 10% of US hurricane seasons fit their impacts well. Here, we find that damage follows a Pareto distribution because the assets at hazard follow a Zipf distribution, which can be thought of as a Pareto distribution with exponent 1. The Z-CAT model is an idealized hurricane catastrophe model that represents a coastline where populated places with Zipf- distributed assets are randomly scattered and damaged by virtual hurricanes with sizes and intensities generated through a Monte-Carlo process. Results produce realistic Pareto exponents. The ability of the Z-CAT model to simulate different climate scenarios allowed testing of sensitivities to Maximum Potential Intensity, landfall rates and building structure vulnerability. The Z-CAT model results demonstrate that a statistical significant difference in damage is found when only changes in the parameters create a doubling of damage.
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The intention of the Niagara Parks Commission to undertake restorations of Fort George, Fort Mississauga and Fort Erie has inspired this survey. The aim has not been to create an historical narrative - so many already exist - but rather to present an accurate description of the original appearance, structure and design of each of the Niagara Forts. This it is hoped may be of some practical assistance to those in charge of the actual work of restoration. In the case of Fort Mississauga which was maintained as a military post until 1857, vary complete information has been available. Fort George and Fort Erie were abandoned for military purposes after the War of 1812 and fewer plans and contemporary accounts have survived. While the work of research, involving the collection of every possible plan of the works and every drawing of their appearance as well as the piecing together of material, has been more difficult in the case of the latter forts, it is felt that the essential information has been secured. The use of a number of military terms in the description of the fortifications has been unavoidable and a glossary of these is included on page 66. The list of plans and illustrations is as complete as possible.
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Energy efficiency improvement has been a key objective of China’s long-term energy policy. In this paper, we derive single-factor technical energy efficiency (abbreviated as energy efficiency) in China from multi-factor efficiency estimated by means of a translog production function and a stochastic frontier model on the basis of panel data on 29 Chinese provinces over the period 2003–2011. We find that average energy efficiency has been increasing over the research period and that the provinces with the highest energy efficiency are at the east coast and the ones with the lowest in the west, with an intermediate corridor in between. In the analysis of the determinants of energy efficiency by means of a spatial Durbin error model both factors in the own province and in first-order neighboring provinces are considered. Per capita income in the own province has a positive effect. Furthermore, foreign direct investment and population density in the own province and in neighboring provinces have positive effects, whereas the share of state-owned enterprises in Gross Provincial Product in the own province and in neighboring provinces has negative effects. From the analysis it follows that inflow of foreign direct investment and reform of state-owned enterprises are important policy handles.
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Thesis (Ph.D.)--University of Washington, 2016-08
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El presente artículo intenta dar una visión general de la problemática que plantea la aplicación del bienestar y el óptimo de Pareto como problemas microeconómicos y que constituye un reto permanente para los estudiosos de las ciencias sociales, porque el concepto de bienestar es un concepto difícil de conceptuar, debido a aspectos subjetivos que afectan al bienestar individual y colectivo, porque siendo un concepto multidimensional, es casi imposible de abarcar a partir de datos empíricos. De modo que el objetivo de este artículo consiste en fundamentar teóricamente las dificultades en aplicación, definición y medición del bienestar y el óptimo de Pareto. La investigación, es documental, porque se centra en la revisión, análisis teórico y conceptual de diferentes bibliografías. Entre los principales resultados de la investigación figuran: El concepto de bienestar y el óptimo de Pareto son conceptos difíciles de precisar, debido a aspectos subjetivos que afectan al bienestar individual y colectivo; la aplicación de la teoría del bienestar y el óptimo de Pareto en formar racional conduce a minimizar la desigualdad social y establece una justa medida de distribución de los escasos recursos y por último el concepto de utilidad, visto a la luz del bienestar es un concepto relativo, por cuanto depende de la valoración que cada individuo le asigne.