976 resultados para Volatility models
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We report novel results obtained for the Hubbard and t-J models by various mean-field approximations.
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The excitation gaps in the singlet and triplet manifolds for finite Hubbard models in one, two and three dimensions have been obtained using different approximate configuration interaction (CI) schemes, as a function of the correlation strength, by using valence bond (VB) functions constructed over the molecular orbital (MO) basis. These are compared with numerically exact results and it is found that the scheme in which all particle hole excitations below a given threshold are included is the method of choice. The excitation energies are well reproduced, in trend as well as magnitude, particularly when the threshold equals the bandwidth of the corresponding noninteracting system.
Relationship between Return, Volume and Volatility in the Ghana Stock Market (Available on Internet)
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Multiband Hubbard and Pariser-Parr-Pople calculations have been carried out on mixed donor-acceptor (DA) stacks with doubly degenerate acceptor orbitals and nondegenerate donor orbitals at two-thirds filling. Model exact results for 2, 3, and 4 DA units show that McConnell's prediction of high-spin ground states in these systems is, in general, incorrect. The larger phase space available for the low-spin states leads to their kinetic stabilization in preference to high-spin states. However, for large electron-correlation strengths, the direct exchange dominates over the kinetic exchange resulting in a high-spin ground state
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Load-deflection curves for a notched beam under three-point load are determined using the Fictitious Crack Model (FCM) and Blunt Crack Model (BCM). Two values of fracture energy GF are used in this analysis: (i) GF obtained from the size effect law and (ii) GF obtained independently of the size effect. The predicted load-deflection diagrams are compared with the experimental ones obtained for the beams tested by Jenq and Shah. In addition, the values of maximum load (Pmax) obtained by the analyses are compared with the experimental ones for beams tested by Jenq and Shah and by Bažant and Pfeiffer. The results indicate that the descending portion of the load-deflection curve is very sensitive to the GF value used.
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In this paper we present simple methods for construction and evaluation of finite-state spell-checking tools using an existing finite-state lexical automaton, freely available finite-state tools and Internet corpora acquired from projects such as Wikipedia. As an example, we use a freely available open-source implementation of Finnish morphology, made with traditional finite-state morphology tools, and demonstrate rapid building of Northern Sámi and English spell checkers from tools and resources available from the Internet.
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We analyze here the occurrence of antiferromagnetic (AFM) correlations in the half-filled Hubbard model in one and two space dimensions using a natural fermionic representation of the model and a newly proposed way of implementing the half-filling constraint. We find that our way of implementing the constraint is capable of enforcing it exactly already at the lowest levels of approximation. We discuss how to develop a systematic adiabatic expansion for the model and how Berry's phase contributions arise quite naturally from the adiabatic expansion. At low temperatures and in the continuum limit the model gets mapped onto an O(3) nonlinear sigma model (NLsigma). A topological, Wess-Zumino term is present in the effective action of the ID NLsigma as expected, while no topological terms are present in 2D. Some specific difficulties that arise in connection with the implementation of an adiabatic expansion scheme within a thermodynamic context are also discussed, and we hint at possible solutions.
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The phenomenological theory of hemispherical growth in the context of phase formation with more than one component is presented. The model discusses in a unified manner both instantaneous and progressive nucleation (at the substrate) as well as arbitrary growth rates (e.g. constant and diffusion controlled growth rates). A generalized version of Avrami ansatz (a mean field description) is used to tackle the ''overlap'' aspects arising from the growing multicentres of the many components involved, observing that the nucleation is confined to the substrate plane only. The time evolution of the total extent of macrogrowth as well as those of the individual components are discussed explicitly for the case of two phases. The asymptotic expressions for macrogrowth are derived. Such analysis depicts a saturation limit (i.e. the maximum extent of growth possible) for the slower growing component and its dependence on the kinetic parameters which, in the electrochemical context, can be controlled through potential. The significance of this model in the context of multicomponent alloy deposition and possible future directions for further development are pointed out.
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The bending rigidity kappa of bilayer membranes was studied with coarse grained soft repulsive potentials using dissipative particle dynamics (DPD) simulations. Using a modified Andersen barostat to maintain the bilayers in a tensionless state, the bending rigidity was obtained from a Fourier analysis of the height fluctuations. From simulations carried out over a wide range of membrane thickness, the continuum scaling relation kappa proportional to d(2) was captured for both the L-alpha and L-beta phases. For membranes with 4 to 6 tail beads, the bending rigidity in the L-beta phase was found to be 10-15 times higher than that observed for the L-alpha phase. From the quadratic scalings obtained, a six fold increase in the area stretch modulus, k(A) was observed across the transition. The magnitude of increase in both kappa and k(A) from the L-alpha to the L-beta phase is consistent with current experimental observations in lipid bilayers and to our knowledge provides for the first time a direct evaluation of the mechanical properties in the L-beta phase.
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Predictions of two popular closed-form models for unsaturated hydraulic conductivity (K) are compared with in situ measurements made in a sandy loam field soil. Whereas the Van Genuchten model estimates were very close to field measured values, the Brooks-Corey model predictions were higher by about one order of magnitude in the wetter range. Estimation of parameters of the Van Genuchten soil moisture characteristic (SMC) equation, however, involves the use of non-linear regression techniques. The Brooks-Corey SMC equation has the advantage of being amenable to application of linear regression techniques for estimation of its parameters from retention data. A conversion technique, whereby known Brooks-Corey model parameters may be converted into Van Genuchten model parameters, is formulated. The proposed conversion algorithm may be used to obtain the parameters of the preferred Van Genuchten model from in situ retention data, without the use of non-linear regression techniques.
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The problem of determining optimal power spectral density models for earthquake excitation which satisfy constraints on total average power, zero crossing rate and which produce the highest response variance in a given linear system is considered. The solution to this problem is obtained using linear programming methods. The resulting solutions are shown to display a highly deterministic structure and, therefore, fail to capture the stochastic nature of the input. A modification to the definition of critical excitation is proposed which takes into account the entropy rate as a measure of uncertainty in the earthquake loads. The resulting problem is solved using calculus of variations and also within linear programming framework. Illustrative examples on specifying seismic inputs for a nuclear power plant and a tall earth dam are considered and the resulting solutions are shown to be realistic.
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Competition between seeds within a fruit for parental resources is described using one-locus-two-allele models. While a �normal� allele leads to an equitable distribution of resources between seeds (a situation which also corresponds to the parental optimum), the �selfish� allele is assumed to cause the seed carrying it to usurp a higher proportion of the resources. The outcome of competition between �selfish� alleles is also assumed to lead to an asymmetric distribution of resources, the �winner� being chosen randomly. Conditions for the spread of an initially rare selfish allele and the optimal resource allocation corresponding to the evolutionarily stable strategy, derived for species with n-seeded fruits, are in accordance with expectations based on Hamilton�s inclusive fitness criteria. Competition between seeds is seen to be most intense when there are only two seeds, and decreases with increasing number of seeds, suggesting that two-seeded fruits would be rarer than one-seeded or many-seeded ones. Available data from a large number of plant species are consistent with this prediction of the model.