Application of Fuzzy Variables for Systems of Management Decision Support

The following article describes an approach covering the variety of opinions and uncertainties of estimates within the chosen technique of decision support. Mathematical operations used for assessment of options are traced to operations of working with functions that are used for assessment of possible options of decision-making. Approach proposed could be used within any technique of decision support based on elementary mathematical operations. In this article the above-mentioned approach is described under analytical hierarchy process.

Context modelling for IT security in selected application scenarios

Magdeburg, Univ., Fak. für Informatik, Diss., 2015

Fabrication and investigation of three-dimensional ferroelectric capacitors for the application of FeRAM

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2015

Application of chemicals on Ficus carica L. transplanted

This research deals with the effects of chemicals on, transplantation of Ficus carica L. cv. Roxo de Valinhos. Fig plants were sprayed with Transplantone (naphthaleneacetamide plusnaphtaleneacetic acid) 10 g/1 , Oed green (oxyethylene docosanol) 40 ml/1, Good-rite peps (polyethylene polysulfite) 0,6 ml/1, and Mobileaf 200 ml/1. A check treatment and aereduction to half of leaf area were also established. Reduction of leaf area and application of oxyethylene docosanol promoted higher plant survival. The chemicals did not affect the growth of transplanted plants. Auxins constituents of Transplantone increased leaf number of fig plants.

The microscope : its history, construction, and application, being a familiar introduction to the use of the instrument and the study of microscopical science / by Jabez Hogg ; with upwards of five hundred engravings and coloured illustrations by Tuffen West.

8th ed.

A note on the application of integrals involving cyclic products kernels

A l'estadística de processos estocàstics i camps aleatoris, una funció de moments o un cumulant d'un estimador de la funció de correlació o de la densitat espectral sovint pot contenir una integral amb un producte cíclic de nuclis. En aquest treball es defineix i s'investiga aquesta classe d'integrals i es demostra la desigualtat de Young-Hölder que permet estudiar el comportament asimptòtic de les esmentades integrals en la situació quan els nuclis depenen d'un pàràmetre. Es considera una aplicació al problema d'estimació de la funció de resposta en un sistema de Volterra.

An illustrated flora of the northern United States, Canada and the British possessions, from Newfoundland to the parallel of the southern boundary of Virginia, and from the Atlantic Ocean westward to the 102d meridian, by Nathaniel Lord Britton and Addison Brown. The descriptive text chiefly prepared by Britton, with the assistance of specialists in several groups; the figures also drawn under his supervision.

2

Periodic orbits near a heteroclinic loop formed by one dimensional orbit and a 2-dimensional manifold: application to the charged collinear 3-body problem

The paper is devoted to the study of a type of differential systems which appear usually in the study of some Hamiltonian systems with 2 degrees of freedom. We prove the existence of infinitely many periodic orbits on each negative energy level. All these periodic orbits pass near the total collision. Finally we apply these results to study the existence of periodic orbits in the charged collinear 3–body problem.

An illustrated flora of the northern United States, Canada and the British possessions, from Newfoundland to the parallel of the southern boundary of Virginia, and from the Atlantic Ocean westward to the 102d meridian, by Nathaniel Lord Britton and Addison Brown. The descriptive text chiefly prepared by Britton, with the assistance of specialists in several groups; the figures also drawn under his supervision.

3

Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal

This comment corrects the errors in the estimation process that appear in Martins (2001). The first error is in the parametric probit estimation, as the previously presented results do not maximize the log-likelihood function. In the global maximum more variables become significant. As for the semiparametric estimation method, the kernel function used in Martins (2001) can take on both positive and negative values, which implies that the participation probability estimates may be outside the interval [0,1]. We have solved the problem by applying local smoothing in the kernel estimation, as suggested by Klein and Spady (1993).

Are one factor logarithmic volatility models useful to fit the features of financial data? An application to microsoft data.

This paper provides empirical evidence that continuous time models with one factor of volatility, in some conditions, are able to fit the main characteristics of financial data. It also reports the importance of the feedback factor in capturing the strong volatility clustering of data, caused by a possible change in the pattern of volatility in the last part of the sample. We use the Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) to estimate logarithmic models with one and two stochastic volatility factors (with and without feedback) and to select among them.

Can genetic algorithms explain experimental anomalies? An application to common property resources

It is common to find in experimental data persistent oscillations in the aggregate outcomes and high levels of heterogeneity in individual behavior. Furthermore, it is not unusual to find significant deviations from aggregate Nash equilibrium predictions. In this paper, we employ an evolutionary model with boundedly rational agents to explain these findings. We use data from common property resource experiments (Casari and Plott, 2003). Instead of positing individual-specific utility functions, we model decision makers as selfish and identical. Agent interaction is simulated using an individual learning genetic algorithm, where agents have constraints in their working memory, a limited ability to maximize, and experiment with new strategies. We show that the model replicates most of the patterns that can be found in common property resource experiments.

A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.