... extended to two risk factors, while the portfolio consists of vanilla options on stocks. 3.1 One Risk Factor To facilitate a better understanding of the behaviour of generalized Pareto distribution ... estimated risk measures obtained by fitting GPD to the to the tail of the P&L, when they are mapped separately to risk factors and the aggregated P&am...
Ngày tải lên: 27/04/2013, 11:17
... compensation devices according to the changing of loads. The controlling of compensation devices could be implemented by power electronics structures controlling the firing angle of thyristor. ... the next section, we introduce a power electronic structure to control firing angle α of thyristor. 2. Power electronic structure for controlling firing angle α o...
Ngày tải lên: 05/03/2014, 14:20
APPLICATION OF THE STIRLING MODEL TO ASSESS DIVERSITY USING UIS CINEMA DATA docx
... 15% of the total number of cinemas, the size of the theatres is one of the factors that explains the relatively high number of admissions per cinema. Table 8. Number of admissions per cinema ... for the Stirling model, the distinction between the diversity produced, the diversity distributed and the diversity consumed can be introduced. One ca...
Ngày tải lên: 07/03/2014, 15:20
application of multi-agent games to the prediction of financial time-series
... % Fig. 4. Moving average of the multi-agent game’s success rate for the real price-series of Fig. 3 (top left) and a random walk price-series (top right). Bottom: histogram of individual agents’ ... with a historic probability of winning ≥ r [3]. We focus on the regime where the number of strategies in play is comparable to the total num- ber available, and where r ∼ 0...
Ngày tải lên: 23/04/2014, 16:11
engineering information security the application of systems engineering concepts to achieve information assurance
... Kartalopoulos Engineering Information Security: The Application of Systems Engineering Concepts to Achieve Information Assurance Stuart Jacobs . networked devices are appropriately managed, monitored, ... computer security both need to be considered along with the other branches of security. The reader needs to remember that the term information secu...
Ngày tải lên: 30/05/2014, 23:49
Báo cáo hóa học: " Application of real-time PCR to quantify hepatitis B virus DNA in chronic carriers in The Gambia" pptx
... negative carriers) . Monitoring of < /b> HBV DNA loads in subjects receiving lamivudine therapy The level of < /b> HBV DNA was measured in 16 asymptomatic carriers (eight HBeAg positive and eight HBeAg negative) on ... evidence of < /b> previous HBV infection and 350 million have become chronic carriers of < /b> the virus, 60 mil- lion of < /b> them residing in Afr...
Ngày tải lên: 20/06/2014, 01:20
báo cáo hóa học:" An application of principal component analysis to the clavicle and clavicle fixation devices" doc
... al.: An application of principal component analysis to the clavicle and clavicle fixation devices. Journal of Orthopaedic Surgery and Research 2010 5:21. Figure 15 Latest generat ion of clavicle ... training set of landmark data using the mean landmarks and a set of eigenvectors which repre- sent the linearly independent modes of variation (princi-...
Ngày tải lên: 20/06/2014, 04:20
Báo cáo hóa học: " Research Article Application of the Subordination Principle to the Harmonic Mappings Convex in One Direction with Shear Construction Method" pot
... |wz| < 1. In this paper we examine the class of functions that are convex in one direction. The shear construction is essential to the present work as it allows one to study harmonic functions ... Subordination Principle to the Harmonic Mappings Convex in One Direction with Shear Construction Method Yasáar Polato glu, H. Esra ă Ozka...
Ngày tải lên: 21/06/2014, 07:20
Báo cáo hóa học: " Research Article Application of the Evidence Procedure to the Estimation of Wireless Channels" pdf
... L 0 to a maximum of L 0 (L 0 +1)/2 possible hypotheses, while a total search requires testing a total of 2 L 0 different models. 5. APPLICATION OF THE RVM TO WIRELESS CHANNELS The application of the ... demonstrates the application of the evidence pro- cedure to the analysis of wireless channels. The original for- mulation of this method, known as...
Ngày tải lên: 22/06/2014, 19:20
Báo cáo hóa học: " Research Article Application of the HLSVD Technique to the Filtering of X-Ray Diffraction Dat" pot
... Advances in Signal Processing Volume 2007, Article ID 39575, 8 pages doi:10.1155/2007/39575 Research Article Application of the HLSVD Technique to the Filtering of X-Ray Diffrac tion Data M. Ladisa, 1 A. ... in order to automatically find a threshold. The index K of the frequency f K corresponding to the transi- tion provides the number of damped sinus...
Ngày tải lên: 22/06/2014, 20:20
ỨNG DỤNG BỘ ĐIỀU KHIỂN LOGIC MỜ (FUZZY LOGIC CONTROLLER) TRONG MÁY LÁI TỰ ĐỘNG TÀU BIỂN APPLICATION OF FUZZY LOGIC CONTROLLER TO SHIPS AUTOPILOT pptx
... DỤNG BỘ ĐIỀU KHIỂN LOGIC MỜ (FUZZY LOGIC CONTROLLER) TRONG MÁY LÁI TỰ ĐỘNG TÀU BIỂN APPLICATION OF FUZZY LOGIC CONTROLLER TO SHIPS AUTOPILOT TS. NGUYỄN CÔNG VỊNH Khoa Điều khiển tàu biển, ... [1] . 3. Ứng dụng bộ điều khiển logic mờ trong máy lái tự động tàu thuỷ 3.1 Mô tả cách lái tàu thuỷ bằng lý thuyết logic mờ M...
Ngày tải lên: 29/06/2014, 13:20
báo cáo khoa học: "Computing genetic evaluations through application of generalized least squares to an animal model" pot
... for records of animals without progeny, thus the only equations needed were those of parent and ancestor animals. A practical application of this ô reduced animal model ằ to swine ... squares to an animal model G.F.S. HUDSON Department of Animal Sciences, University of Maryland, College Park, Maryland 20742, U.S.A. Summary The animal...
Ngày tải lên: 09/08/2014, 22:22
Introgression of the Saltol into AS996, the elite variety of Vietnam, using Marker Assisted Backcrossing
... VNU Journal of Science, Natural Sciences and Technology 28 (2012) 37-46 37 Introgression of the Saltol into AS996, the elite variety of Vietnam, using Marker Assisted Backcrossing Luu ... scoring of the gel pictures. 2.4. Data analyses The molecular weights of the different alleles were scored using Alpha Ease Fc 5.0 software. The marker...
Ngày tải lên: 26/06/2015, 09:15
Application of Marker Assisted Backcrossing to Pyramid Salinity Tolerance (Saltol) into Rice Cultivar- Bac Thom 7
... Journal of Science, Natural Sciences and Technology 28 (2012) 87- 99 87 Application of Marker Assisted Backcrossing to Pyramid Salinity Tolerance (Saltol) into Rice Cultivar- Bac Thom 7 Le ... devastating changes. To improve rice salt tolerance in Bac Thom 7 cultivar, FL 478 was used as a donor parent to introgress the saltol QTL conferr...
Ngày tải lên: 26/06/2015, 09:16