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41.
Copolymer composition, distribution and molecular size of the comonomer influence the final properties of polymer materials. Such influence can be followed from the effect on the chain conformation in solution determined from the scaling law between radius of gyration and molecular weight. 相似文献
42.
The main factor in the propagation of traffic noise is the road surface, where the vehicles generate noise due to the contact between tire and pavement, in addition to the noise produced by the engine. 相似文献
43.
This paper develops theory missing in the sizable literature that uses data envelopment analysis to construct return-risk ratios for investment funds. It explores the production possibility set of the investment funds to identify an appropriate form of returns to scale. It discusses what risk and return measures can justifiably be combined and how to deal with negative risks, and identifies suitable sets of measures. It identifies the problems of failing to deal with diversification and develops an iterative approximation procedure to deal with it. It identifies relationships between diversification, coherent measures of risk and stochastic dominance. It shows how the iterative procedure makes a practical difference using monthly returns of 30 hedge funds over the same time period. It discusses possible shortcomings of the procedure and offers directions for future research. 相似文献
44.
Typical questionnaires administered by financial advisors to assess financial risk tolerance mostly contain stereotypes of people, have seemingly unscientific scoring approaches and often treat risk as a one-dimensional concept. In this work, a mathematical tool was developed to assess relative risk tolerance using Data Envelopment Analysis (DEA). At its core, it is a novel questionnaire that characterizes risk by its four distinct elements: propensity, attitude, capacity, and knowledge. Over 180 individuals were surveyed and their responses were analyzed using the Slacks-based measure type of DEA efficiency model. Results show that the multidimensionality of risk must be considered for complete assessment of risk tolerance. This approach also provides insight into the relationship between risk, its elements and other variables. Specifically, the perception of risk varies by gender as men are generally less risk averse than women. In fact, risk attitude and knowledge scores are consistently lower for women, while there is no statistical difference in their risk capacity and propensity compared to men. The tool can also serve as a “risk calculator” for an appropriate and defensible method to meet legal compliance requirements, known as the “Know Your Client” rule, that exist for Canadian financial institutions and their advisors. 相似文献
45.
Tran Thu Ha Nguyen Hong Phong François-Xavier Le Dimet Hong Son Hoang 《Comptes Rendus Mecanique》2019,347(5):423-444
This article presents a correction method for a better resolution of the problem of estimating and predicting pollution, governed by Burgers' equations. The originality of the method consists in the introduction of an error function into the system's equations of state to model uncertainty in the model. The initial conditions and diffusion coefficients, present in the equations for pollution and concentration, and also those in the model error equations, are estimated by solving a data assimilation problem. The efficiency of the correction method is compared with that produced by the traditional method without introduction of an error function.Three test cases are presented in this study in order to compare the performances of the proposed methods. In the first two tests, the reference is the analytical solution and the last test is formulated as part of the “twin experiment”.The numerical results obtained confirm the important role of the model error equation for improving the prediction capability of the system, in terms of both accuracy and speed of convergence. 相似文献
46.
Monika Cichocka 《光谱学快报》2018,51(2):118-121
The intracellular brain pH in phosphorus magnetic resonance spectroscopy is calculated using the chemical shift between the inorganic phosphate and phosphocreatine with the Henderson–Hasselbalch equations. Researchers use various mathematical formulas that have different parameters and get various results for the same input data as a consequence. Thus, the aim of this article was to determine the mathematical formulas that allow the conversion of the pH values obtained by the most popular analysis methods to each other. To determine the relationships between pH results and the applied mathematical formula, the pH values were calculated using two algorithms for the theoretical chemical shift values. The pH results were compared with each other using the appropriate t-tests. Mathematical formulas were designed to simplify the conversion of pH values obtained by two data analysis methods to each other. The pH values with were obtained this way did not differ significantly from the pH values calculated directly from the given formula. The computed mathematical formulas will make it possible to simplify pH conversions without knowing the chemical shift between inorganic phosphate and phosphocreatine but only basing on the final pH values obtained by one of the formulas. 相似文献
47.
Javier Alcaraz Nuria RamónJosé L. Ruiz Inmaculada Sirvent 《European Journal of Operational Research》2013
The existence of alternate optima for the DEA weights may reduce the usefulness of the cross-efficiency evaluation, since the ranking provided depends on the choice of weights that the different DMUs make. In this paper, we develop a procedure to carry out the cross-efficiency evaluation without the need to make any specific choice of DEA weights. The proposed procedure takes into consideration all the possible choices of weights that all the DMUs can make, and yields for each unit a range for its possible rankings instead of a single ranking. This range is determined by the best and the worst rankings that would result in the best and the worst scenarios of each unit across all the DEA weights of all the DMUs. This approach might identify good/bad performers, as those that rank at the top/bottom irrespective of the weights that are chosen, or units that outperform others in all the scenarios. In addition, it may be used to analyze the stability of the ranking provided by the standard cross-efficiency evaluation. 相似文献
48.
Clara Argerich Martín Ruben Ibáñez Pinillo Anais Barasinski Francisco Chinesta 《Comptes Rendus Mecanique》2019,347(11):754-761
The aim of this paper is to present a new classification and regression algorithm based on Artificial Intelligence. The main feature of this algorithm, which will be called Code2Vect, is the nature of the data to treat: qualitative or quantitative and continuous or discrete. Contrary to other artificial intelligence techniques based on the “Big-Data,” this new approach will enable working with a reduced amount of data, within the so-called “Smart Data” paradigm. Moreover, the main purpose of this algorithm is to enable the representation of high-dimensional data and more specifically grouping and visualizing this data according to a given target. For that purpose, the data will be projected into a vectorial space equipped with an appropriate metric, able to group data according to their affinity (with respect to a given output of interest). Furthermore, another application of this algorithm lies on its prediction capability. As it occurs with most common data-mining techniques such as regression trees, by giving an input the output will be inferred, in this case considering the nature of the data formerly described. In order to illustrate its potentialities, two different applications will be addressed, one concerning the representation of high-dimensional and categorical data and another featuring the prediction capabilities of the algorithm. 相似文献
49.
M. Casale P. Oliveri C. Casolino N. Sinelli P. Zunin C. Armanino M. Forina S. Lanteri 《Analytica chimica acta》2012
An authentication study of the Italian PDO (protected designation of origin) extra virgin olive oil Chianti Classico was performed; UV–visible (UV–vis), Near-Infrared (NIR) and Mid-Infrared (MIR) spectroscopies were applied to a set of samples representative of the whole Chianti Classico production area. 相似文献
50.