939 resultados para Extreme Value Theory
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An experimental and theoretical study of the electro-rheological effects observed in the nematic phase of 4-n-heptyl-4'-cyanobiphenyl has been conducted. This liquid crystal appears to be a model system, in which the observed rheological behaviour can be interpreted by the Leslie-Ericksen continuum theory for low molecular weight liquid crystals. Flow curves are illustrated at different temperatures and under the influence of an external electric field ranging from 0 to 3 kV mm-1, applied perpendicular to the direction of flow. Also presented is the apparent viscosity as a function of temperature, over similar values of electric field, obtained at different shear rates. A master flow curve has been constructed for each temperature by dividing the shear rate by the square of the electric field and multiplying by the square of a reference value of electric field. In a log-log plot, two Newtonian plateaux are found to appear at low and high shear rates, connected by a shear-thinning region. We have applied the Leslie-Ericksen continuum theory, in which the director alignment angle is a function of the electric field and the flow field boundary conditions are neglected, to determine viscoelastic parameters and the dielectric anisotropy.
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We start by studying the existence of positive solutions for the differential equation u '' = a(x)u - g(u), with u ''(0) = u(+infinity) = 0, where a is a positive function, and g is a power or a bounded function. In other words, we are concerned with even positive homoclinics of the differential equation. The main motivation is to check that some well-known results concerning the existence of homoclinics for the autonomous case (where a is constant) are also true for the non-autonomous equation. This also motivates us to study the analogous fourth-order boundary value problem {u((4)) - cu '' + a(x)u = vertical bar u vertical bar(p-1)u u'(0) = u'''(0) = 0, u(+infinity) = u'(+infinity) = 0 for which we also find nontrivial (and, in some instances, positive) solutions.
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In this work we investigate the population dynamics of cooperative hunting extending the McCann and Yodzis model for a three-species food chain system with a predator, a prey, and a resource species. The new model considers that a given fraction sigma of predators cooperates in prey's hunting, while the rest of the population 1-sigma hunts without cooperation. We use the theory of symbolic dynamics to study the topological entropy and the parameter space ordering of the kneading sequences associated with one-dimensional maps that reproduce significant aspects of the dynamics of the species under several degrees of cooperative hunting. Our model also allows us to investigate the so-called deterministic extinction via chaotic crisis and transient chaos in the framework of cooperative hunting. The symbolic sequences allow us to identify a critical boundary in the parameter spaces (K, C-0) and (K, sigma) which separates two scenarios: (i) all-species coexistence and (ii) predator's extinction via chaotic crisis. We show that the crisis value of the carrying capacity K-c decreases at increasing sigma, indicating that predator's populations with high degree of cooperative hunting are more sensitive to the chaotic crises. We also show that the control method of Dhamala and Lai [Phys. Rev. E 59, 1646 (1999)] can sustain the chaotic behavior after the crisis for systems with cooperative hunting. We finally analyze and quantify the inner structure of the target regions obtained with this control method for wider parameter values beyond the crisis, showing a power law dependence of the extinction transients on such critical parameters.
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Since collaborative networked organisations are usually formed by independent and heterogeneous entities, it is natural that each member holds his own set of values, and that conflicts among partners might emerge because of some misalignment of values. In contrast, it is often stated in literature that the alignment between the value systems of members involved in collaborative processes is a prerequisite for successful co-working. As a result, the issue of core value alignment in collaborative networks started to attract attention. However, methods to analyse such alignment are lacking mainly because the concept of 'alignment' in this context is still ill defined and shows a multifaceted nature. As a contribution to the area, this article introduces an approach based on causal models and graph theory for the analysis of core value alignment in collaborative networks. The potential application of the approach is then discussed in the virtual organisations' breeding environment context.
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Nowadays, the cooperative intelligent transport systems are part of a largest system. Transportations are modal operations integrated in logistics and, logistics is the main process of the supply chain management. The supply chain strategic management as a simultaneous local and global value chain is a collaborative/cooperative organization of stakeholders, many times in co-opetition, to perform a service to the customers respecting the time, place, price and quality levels. The transportation, like other logistics operations must add value, which is achieved in this case through compression lead times and order fulfillments. The complex supplier's network and the distribution channels must be efficient and the integral visibility (monitoring and tracing) of supply chain is a significant source of competitive advantage. Nowadays, the competition is not discussed between companies but among supply chains. This paper aims to evidence the current and emerging manufacturing and logistics system challenges as a new field of opportunities for the automation and control systems research community. Furthermore, the paper forecasts the use of radio frequency identification (RFID) technologies integrated into an information and communication technologies (ICT) framework based on distributed artificial intelligence (DAI) supported by a multi-agent system (MAS), as the most value advantage of supply chain management (SCM) in a cooperative intelligent logistics systems. Logistical platforms (production or distribution) as nodes of added value of supplying and distribution networks are proposed as critical points of the visibility of the inventory, where these technological needs are more evident.
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This paper studies all equity firms and shows which are in US firms, the main drivers of zero-debt policy. I analyze 6763 U.S. listed companies in years 1987-2009, a total of 77442 firms year. I find that financial constrained firms show a higher probability to become unlevered. In the opposite side, firms producing high cash flow are also likely to become unlevered, paying their debt. Some firms create economies of scale in the use of funds, increasing the probability of become unlevered. The industry characteristics are also important to explain the zero-debt policy. However is the high perception of risk, the most important factor influencing this extreme behavior, which is consistent with trade-off theory.
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Mestrado em Tecnologia de Diagnóstico e Intervenção Cardiovascular. Área de Especialização: Ultrassonografia Cardiovascular
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A Blumlein line is a particular Pulse Forming Line, PFL, configuration that allows the generation of high-voltage sub-microsecond square pulses, with the same voltage amplitude as the dc charging voltage, into a matching load. By stacking n Blumlein lines one can multiply in theory by n the input dc voltage charging amplitude. In order to understand the operating behavior of this electromagnetic system and to further optimize its operation it is fundamental to theoretically model it, that is to calculate the voltage amplitudes at each circuit point and the time instant that happens. In order to do this, one needs to define the reflection and transmission coefficients where impedance discontinuity occurs. The experimental results of a fast solid-state switch, which discharges a three stage Blumlein stack, will be compared with theoretical ones.
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O VAR (Value at Risk) ,valor em risco, é a perda máxima provável de uma carteira para um nível de confiança determinado, num horizonte temporal especificado.
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Dissertação de Mestrado em Finanças Empresariais
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This paper proposes a novel framework for modelling the Value for the Customer, the so-called the Conceptual Model for Decomposing Value for the Customer (CMDVC). This conceptual model is first validated through an exploratory case study where the authors validate both the proposed constructs of the model and their relations. In a second step the authors propose a mathematical formulation for the CMDVC as well as a computational method. This has enabled the final quantitative discussion of how the CMDVC can be applied and used in the enterprise environment, and the final validation by the people in the enterprise. Along this research, we were able to confirm that the results of this novel quantitative approach to model the Value for the Customer is consistent with the company's empirical experience. The paper further discusses the merits and limitations of this approach, proposing that the model is likely to bring value to support not only the contract preparation at an Ex-Ante Negotiation Phase, as demonstrated, but also along the actual negotiation process, as finally confirmed by an enterprise testimonial.
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n this paper we make an exhaustive study of the fourth order linear operator u((4)) + M u coupled with the clamped beam conditions u(0) = u(1) = u'(0) = u'(1) = 0. We obtain the exact values on the real parameter M for which this operator satisfies an anti-maximum principle. Such a property is equivalent to the fact that the related Green's function is nonnegative in [0, 1] x [0, 1]. When M < 0 we obtain the best estimate by means of the spectral theory and for M > 0 we attain the optimal value by studying the oscillation properties of the solutions of the homogeneous equation u((4)) + M u = 0. By using the method of lower and upper solutions we deduce the existence of solutions for nonlinear problems coupled with this boundary conditions. (C) 2011 Elsevier Ltd. All rights reserved.
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Electricity markets are complex environments, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. MASCEM is a multi-agent electricity market simu-lator to model market players and simulate their operation in the market. Market players are entities with specific characteristics and objectives, making their decisions and interacting with other players. MASCEM pro-vides several dynamic strategies for agents’ behaviour. This paper presents a method that aims to provide market players strategic bidding capabilities, allowing them to obtain the higher possible gains out of the market. This method uses an auxiliary forecasting tool, e.g. an Artificial Neural Net-work, to predict the electricity market prices, and analyses its forecasting error patterns. Through the recognition of such patterns occurrence, the method predicts the expected error for the next forecast, and uses it to adapt the actual forecast. The goal is to approximate the forecast to the real value, reducing the forecasting error.