927 resultados para Markov Model with Monte-Carlo microsimulations
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A three-dimensional primitive equation model and its application to a tidal estuary is described. The model solves the primitive equations for incompressible fluids with Boussinesq and hydrostatic approximations. The discretization is based on the finite volume method and allows a general vertical coordinate. The computational code is implemented in such a way that different vertical coordinates can be used in different parts of the domain. The model was designed to be able to simulate the flow both in the open ocean and in coastal and estuarine zones and can be coupled in a simple way to ecological models. The model was implemented successfully in several estuarine and coastal areas. Results are show for the Sado estuary in Portugal to illustrate model accuracy and potential. Quantitative validation is based on field data (water levels and velocities) while qualitative verification is based on the analysis of secondary flows.
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A biological disparity energy model can estimate local depth information by using a population of V1 complex cells. Instead of applying an analytical model which explicitly involves cell parameters like spatial frequency, orientation, binocular phase and position difference, we developed a model which only involves the cells’ responses, such that disparity can be extracted from a population code, using only a set of previously trained cells with random-dot stereograms of uniform disparity. Despite good results in smooth regions, the model needs complementary processing, notably at depth transitions. We therefore introduce a new model to extract disparity at keypoints such as edge junctions, line endings and points with large curvature. Responses of end-stopped cells serve to detect keypoints, and those of simple cells are used to detect orientations of their underlying line and edge structures. Annotated keypoints are then used in the leftright matching process, with a hierarchical, multi-scale tree structure and a saliency map to segregate disparity. By combining both models we can (re)define depth transitions and regions where the disparity energy model is less accurate.
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Deshopping is rapidly turning into a modern day scourge for the retailers worldwide due to its prevalence and regularity. The presence of flexible return policies have made retail return management a real challenging issue for both the present and the future. In this study, we propose and develop a multi-agent simulation model for deshopper behavior in a single shop context. The background, theoretical underpinning, logical and computational model, experiment design and simulation results are reported and discussed in the paper.
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In this paper, we study an international market model in which the home government imposes a tariff on the imported goods. The model has two stages. In the first stage, the home government chooses an import tariff to maximize a function that cares about the home firm’s profit and the total revenue. Then, the firms engage in a Cournot or in a Stackelberg competition. We compare the results obtained in the three different ways of moving on the decision make of the firms.
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This paper analyses the effects of tariffs on an international economy with a monopolistic sector with two firms, located in two countries, each one producing a homogeneous good for both home consumption and export to the other identical country. We consider a game among governments and firms. First, the government imposes a tariff on imports and then we consider the two types of moving: simultaneous (Cournot-type model) and sequential (Stackelberg-type model) decisions by the firms. We also compare the results obtained in each model.
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This work deals with the numerical simulation of air stripping process for the pre-treatment of groundwater used in human consumption. The model established in steady state presents an exponential solution that is used, together with the Tau Method, to get a spectral approach of the solution of the system of partial differential equations associated to the model in transient state.
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We consider a differentiated Stackelberg model with demand uncertainty only for the first mover. We study the advantages of flexibility over leadership as the degree of the differentiation of the goods changes.
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We present a new deterministic dynamical model on the market size of Cournot competitions, based on Nash equilibria of R&D investment strategies to increase the size of the market of the firms at every period of the game. We compute the unique Nash equilibrium for the second subgame and the profit functions for both firms. Adding uncertainty to the R&D investment strategies, we get a new stochastic dynamical model and we analyse the importance of the uncertainty to reverse the initial advantage of one firm with respect to the other.
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A presente dissertação foi desenvolvida com colaboração do Campus Tecnológico e Nuclear e do Hospital de São José
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This thesis proposes a Monte Carlo valuation method for Worst-of Auto-callable equity swaps. The valuation of this type of swap usually requires complex numerical methods which are implemented in “black-box” valuation systems. The method proposed is an alternative benchmark tool that is relatively simple to implement and customize. The performance of the method was evaluated according to the variance and bias of the output and to the accuracy when compared to a leading valuation system in the market.
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This paper analyzes versions of the salvo model of missile combat where area fire is used by one or both sides in a battle. While these models share some properties with the area fire Lanchester model and the aimed fire salvo model, they also display some interesting differences, especially over the course of several salvos. Whereas the relative size of each force is important with aimed fire, with area fire it is the absolute size that matters. Similarly, while aimed fire exhibits square law behavior, area fire shows approximately linear behavior. When one side uses area and the other uses aimed fire, the model displays a mix of square and linear law behavior.