Selection of an Investment Portfolio by Means of a Mathematical Model of Optimization Applied to Mexican Stock-Market in Period of Debacle

2009 ◽  
Author(s):  
José C. Zavala-Diaz ◽  
Dalia V. Garcia-Villagomez ◽  
Jorge A. Ruiz-Vanoye ◽  
Ocotlán Diaz-Parra
Keyword(s):  
Mathematical Model ◽  
Stock Market ◽  
Investment Portfolio ◽  
Selection Of

scholarly journals Mathematical modeling in economics for selection of optimum investment solution

2021 ◽  
Vol 273 ◽  
pp. 08003
Author(s):  
Arthur Alukhanyan ◽  
Olga Panfilova
Keyword(s):  
Mathematical Modeling ◽  
Mathematical Model ◽  
Linear Programming ◽  
Mathematical Models ◽  
Programming Problem ◽  
Linear Programming Problem ◽  
Target Function ◽  
Investment Portfolio ◽  
Monetary Relations ◽  
Selection Of

This work is devoted to development of economic and mathematical models for selection of the optimum investment solution. Moreover, it states the basis for development of model examples and correction of the model considering the results obtained in the examples. In the work the problem is set for selection of the investment sources and objects, which is limited to the linear programming problem. The controlled variable and basic limitations simulating real credit and monetary relations are distinguished in the provided model. The discounted profit obtained from implementation of the optimum investment portfolio is considered as a target function. The economic and mathematical model presented in the article allows finding the optimum investment solution within the limits of the credit and monetary relations taking place both at the micro- and macroeconomic level.

Mathematical Model for Optimizing the Composition of an Investment Portfolio for the Mexican Stock Market

2009 ◽  
Author(s):  
José Crispín Zavala-Diaz ◽  
Joaquín Perez-Ortega ◽  
Rodolfo Pazos Rangel ◽  
Dalia Vianey García V. ◽  
Laura Cruz-Reyes
Keyword(s):  
Mathematical Model ◽  
Stock Market ◽  
Investment Portfolio

DIFFERENTIAL EQUATIONS FOR TRAIN STARTING WITH ELASTIC CONNECTIONS

2021 ◽  
Vol 2 ◽  
pp. 18-26
Author(s):  
I.P. POPOV
Keyword(s):  
Mathematical Model ◽  
Differential Equations ◽  
Friction Force ◽  
Static Friction ◽  
Longitudinal Vibrations ◽  
Maximum Tension ◽  
Inert Mass ◽  
The Moment ◽  
Elastic Couplings ◽  
Selection Of

The starting mode for the train is the most difficult. An effective method of pulling is the selection of coupling clearances. In this case, the cars are set in motion sequentially and the inert mass, as well as the static friction force immediately at the moment of starting, are minimal. This method has two significant drawbacks - a small fixed value of the gaps in the couplings and the shock nature of the impulse transfer. These disadvantages can be avoided by using elastically deformable couplings. The aim of this work is to construct a mathematical model of "easy" starting of a train with elastic couplings. The softening of the train start-off mode is essentially due to the replacement of the simultaneous start-off of the sections with alternate ones. To exclude longitudinal vibrations of the composition, after reaching the maximum tension of the coupling, the possibility of its harmonic compression should be mechanically blocked.

scholarly journals Analysis of the Modified Construction of the Column Mechanism MacPherson

2018 ◽  
Vol 19 (11) ◽  
pp. 41-44
Author(s):  
Marek Kwietniewski ◽  
Tadeusz Bil
Keyword(s):  
Mathematical Model ◽  
Steering Wheel ◽  
Passenger Cars ◽  
Proper Selection ◽  
Front Suspension ◽  
Change Of Direction ◽  
Partial Elimination ◽  
Selection Of

The McPherson column name comes from the inventor of this Earle S. MacPherson solution, which was first manufactured at the Ford plant in 1949. This is one of the most commonly used types of front suspension in popular passenger cars. The advantage of this type of suspension is a compact construction, but the disadvantage is. The influence of the damping motion on the position of the steering wheel may result in an unintentional change of direction of travel. At the same time, there is a slight additional tilt of the wheels when the "spring" movement. In the proposed solution, partial elimination of this type of incorrectness is proposed by changing the type of connection of the steering rod end to the steering wheels of the vehicle. The introduced change consists in replacing one of the spherical joints in these joints into two rotary joints. Such a change introduces a mathematical model describing the behavior of the suspension under the influence of the depreciation of additional parameters. Proper selection of these parameters allows for significant reduction of unnecessary direction changes during driving. The described model of the structure of the mechanism allows to analyze the influence of all its dimensions on the selected parameters of the behavior of the wheels during the ride, resulting from the movement of the suspension and steering.

The envelope method in the problem of choosing a rational composition of measuring instruments

2021 ◽  
pp. 68-72
Author(s):  
Il'ya A. Meshchikhin ◽  
Sergej S. Gavryushin
Keyword(s):  
Mathematical Model ◽  
Monitoring Systems ◽  
Measuring Instruments ◽  
Key Points ◽  
Envelope Method ◽  
Loaded State ◽  
The Mathematical Model ◽  
Selection Of ◽  
Rational Composition

As part of the development of monitoring systems for the operation of technical objects, the problem of improving the quality of monitoring systems for the loaded state is considered. Based on the analysis of the mathematical model of the structure and its loading, a methodology for the selection of measuring instruments was developed. The urgency of the problem of calculating substantiation of the choice of key points of the structure is shown, at which it is possible to measure deformations for the subsequent restoration of the existing loads with maximum accuracy. An approach based on the envelope method for determining the rational composition of measuring instruments for restoring the loads acting on the structure is stated.

Аpplication of the mathematical model of human torso for modeling abbreval influence in wound ballistics

2020 ◽  
Vol 22 (3) ◽  
pp. 132-139
Author(s):  
A. V. Denisov ◽  
M. D. Stepanov ◽  
N. A. Haraldin ◽  
A. V. Stepanov ◽  
A. I. Borovkov ◽  
...  
Keyword(s):  
Mathematical Model ◽  
Element Model ◽  
Mechanical Action ◽  
Calculation Model ◽  
Calculation Results ◽  
Automated Processing ◽  
Original Calculation ◽  
Using Data ◽  
The Mathematical Model ◽  
Selection Of

Abstract. In the work, a review of scientific articles on the behavior of tissues and organs of the human body under local mechanical effects on it, as well as a description of the physico-mechanical properties of biological materials. The selection of mechanical behavior for each biological material as part of a mathematical model of the human torso was carried out, its finite element model was created, validation experiments were modeled using data presented in the literature. An original calculation model of a human torso with a tuned interaction of organs with each other was developed. Contact interaction parameters are determined. The developed computational model of a human torso was verified based on data from open sources for an experiment with mechanical action by a cylindrical impactor. An algorithm for processing pressure and acceleration graphs has been implemented in order to obtain tolerance curves. A specialized modular program has been created for the automated processing of calculation results and the output of the main results. 42 numerical tests were carried out simulating the entry of a steel ball into each of 21 zones for power engineers of 40 and 80 J. According to the results of the tests for each organ, pressure and acceleration tolerance curves were obtained, animations of the behavior of organs under shock were created, visualization of the pressure field propagation in organs was obtained torso.

DYNAMIC OPTIMIZATION OF THE INVESTMENT PORTFOLIO MANAGEMENT TRAJECTORY

2021 ◽  
Vol 17 (3) ◽  
pp. 73-77
Author(s):  
NATALIA GRINEVA ◽  
◽  
Keyword(s):  
Mathematical Model ◽  
Dynamic Optimization ◽  
Portfolio Management ◽  
Management Strategy ◽  
Optimization Problem ◽  
Optimal Portfolio ◽  
Processes Of Change ◽  
Investment Portfolio ◽  
Strategy Formation ◽  
Risk Appetite

The task of control from the position of mathematical tools application is discussed, economic statement and mathematical model of optimization problem are formulated, the sequential realization of the research aim - the mechanism of optimal portfolio management strategy formation - is presented. The results of dynamic optimization of decisions made at each step form the optimum law of the portfolio management. Scientific novelty of the study consists in the fact that the constructed portfolio takes into account the real incompleteness of the initial data on the processes of change in the yields of securities; there is no need to build a set of effective portfolios and indifference curves that characterize the risk appetite of investors; private characteristics are not used as the main criteria that determine the structure of the optimal portfolio of securities.

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