The Stop-Loss Start-Gain Strategy Modification With Tilt Deadband Research

2019 ◽  
Vol 09 (4) ◽  
pp. 46-56
Author(s):  
S.A. Zubov
Keyword(s):  
Mathematical Model ◽  
Monte Carlo Simulation ◽  
Numerical Experiments ◽  
Top Down ◽  
Slope Coefficient ◽  
Pricing Process ◽  
Nonzero Mean ◽  
Stop Loss ◽  
The Given ◽  
Upper Boundary

In this article The stop-loss start-gain strategy modification with tilt deadband is studied. The top line of this band is tilted. During the research mathematical model with discrete pricing process was examined. The increments of this process have a normal distribution with a constant nonzero mean and constant dispersion. The article considers the distribution of the number of intersections of a nonrectilinear strip by a discrete Gaussian walk. Formulas that allow to specify the distribution of the number of intersections of the strip in the directions “bottomup” and “top-down” were deduced. An algorithm was developed to calculate the number of these intersections and evaluate the conditional probability of the transition. In addition, the dependence of the average hedger losses while using this strategy on the slope coefficient of the upper boundary of the dead band and the band width was considered. Using the Monte Carlo simulation, an algorithm was developed to find the optimal width and slope of the strip. During the numerical experiments, the dependence was revealed and the optimal slope coefficient was determined for the given parameters. Experimental work confirmed the correctness of the proposed algorithms and proved the effectiveness of this modification in comparison with the use of a strategy with a straight strip.

scholarly journals Computer Modeling of Aerosol Emissions Spread in the Atmosphere

2019 ◽  
Vol 97 ◽  
pp. 05023 ◽  
Author(s):  
Daler Sharipov ◽  
Sharofiddin Aynakulov ◽  
Otabek Khafizov
Keyword(s):  
Boundary Layer ◽  
Mathematical Model ◽  
Atmospheric Boundary Layer ◽  
Computer Modeling ◽  
Numerical Experiments ◽  
Climatic Factors ◽  
Numerical Algorithms ◽  
Aerosol Emissions ◽  
The Given ◽  
And Diffusion

The paper deals with the development of mathematical model and numerical algorithms for solving the problem of transfer and diffusion of aerosol emissions in the atmospheric boundary layer. The model takes into account several significant parameters such as terrain relief, characteristics of underlying surface and weather-climatic factors. A series of numerical experiments were conducted based on the given model. The obtained results presented here show how these factors affect aerosol emissions spread in the atmosphere.

Multidimensional regular C-fraction with independent variables corresponding to formal multiple power series

2019 ◽  
Vol 150 (4) ◽  
pp. 1853-1870 ◽  
Author(s):  
R. I. Dmytryshyn
Keyword(s):  
Power Series ◽  
Continued Fractions ◽  
Numerical Experiments ◽  
The Other ◽  
Independent Variables ◽  
Classical Algorithm ◽  
Multiple Power ◽  
The One ◽  
The Given ◽  
Multiple Power Series

AbstractIn the paper the correspondence between a formal multiple power series and a special type of branched continued fractions, the so-called ‘multidimensional regular C-fractions with independent variables’ is analysed providing with an algorithm based upon the classical algorithm and that enables us to compute from the coefficients of the given formal multiple power series, the coefficients of the corresponding multidimensional regular C-fraction with independent variables. A few numerical experiments show, on the one hand, the efficiency of the proposed algorithm and, on the other, the power and feasibility of the method in order to numerically approximate certain multivariable functions from their formal multiple power series.

scholarly journals Mathematical Modeling of Pollution Transfer in Open Channel

2019 ◽  
pp. 49-50
Author(s):  
Petro Martyniuk ◽  
Oksana Ostapchuk ◽  
Vitalii Nalyvaiko
Keyword(s):  
Mathematical Modeling ◽  
Mathematical Model ◽  
Numerical Solution ◽  
Boundary Problem ◽  
Water Flow ◽  
Numerical Experiments ◽  
Open Channel ◽  
Computational Algorithm ◽  
The Mathematical Model

The problem of pollution transfer by water flow in open channel was considered. The mathematical model of the problem was constructed. The numerical solution of the onedimensional boundary problem was obtained. The computational algorithm for solving the problem was programmed to implement. A series of numerical experiments with their further analysis was conducted.

scholarly journals Mathematical Model to Optimize Production of Loading-Unloading Operations on the Vessel

2020 ◽  
pp. 29-30
Author(s):  
Ibraim Didmanidze ◽  
Givi Tsitskishvili
Keyword(s):  
Mathematical Model ◽  
Decision Making ◽  
Coming Out ◽  
Scientific Work ◽  
Equal Strength ◽  
Optimal Classification ◽  
A Priority ◽  
The Given

In scientific work it is shown, that our goal is to choose the desired option from variety of alternatives (in our case different options of loading-unloading operations on the vessel) or to take decision which is the best (optimal). Classification in this case is the grounds, as taking the choice is based on choosing certain class, which can be assigned to an alternative. Stratification and rating gives us wide option to make reasonable selection, or to take a kind of decision which will be optimal for the certain moment and occasion. These methods can be used with equal strength at all stages of the processes taking place in the area of current decision making management. This refers to the object of our study of course – solution of selecting optimal option to optimize loading-unloading operation on the vessel. It goes without saying that variety of alternatives doesn’t have any structure, thus abundance of each element was never structured randomly retrieved or no consideration has been proposed, and they are not a priority and in any order. Coming out of this it’s impossible to mention which alternative is better and which is less desirable. In order to solve the task of selecting a set of alternatives successfully, it is necessary, to make structure of the given abundance of alternatives in any form.

scholarly journals Time Coordination of Periodic Passenger Train Connections in Conditions of Single-Track Lines

2021 ◽  
Vol 2021 ◽  
pp. 1-17
Author(s):  
Filip Lorenz ◽  
Vit Janos ◽  
Dusan Teichmann ◽  
Michal Dorda
Keyword(s):  
Mathematical Model ◽  
Mathematical Programming ◽  
Real Data ◽  
Real Problem ◽  
Single Track ◽  
Railway Stations ◽  
Optimization Software ◽  
Proposed Model ◽  
The Individual ◽  
The Given

The article addresses creation of a mathematical model for a real problem regarding time coordination of periodic train connections operated on single-track lines. The individual train connections are dispatched with a predefined tact, and their arrivals at and departures to predefined railway stations (transfer nodes) need to be coordinated one another. In addition, because the train connections are operated on single-track lines, trains that pass each other in a predefined railway stations must be also coordinated. To optimize the process, mathematical programming methods are used. The presented article includes a mathematical model of the given task, and the proposed model is tested with real data. The calculation experiments were implemented using optimization software Xpress-IVE.

Determination of a Loading Pressure in the Metal Forming by the Given Movements

2013 ◽  
Vol 842 ◽  
pp. 494-499 ◽  
Author(s):  
Evgenii V. Murashkin ◽  
Marina V. Polonik
Keyword(s):  
Mathematical Model ◽  
Metal Forming ◽  
External Pressure ◽  
Stress Changes ◽  
The Given

We propose a mathematical model of large elastocreep deformations. As part of the constructed mathematical model the problem of deformation of the material in the vicinity of microdefect was solved. Integro-differential dependence of external pressure from irreversible deformations and displacements was obtained. The laws of loading material from vector displacements were calculated. We have shown that the monotonous laws of deformation can lead to non-monotonous stress changes.

Statistical evidence for the Proto-Indo-European-Euskarian hypothesis

Diachronica ◽  
2021 ◽  
Author(s):  
Juliette Blevins ◽  
Richard Sproat
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Common Ancestor ◽  
Statistical Evidence ◽  
Language Models ◽  
Actual Data ◽  
Distant Relationship ◽  
Statistical Support ◽  
Basic Vocabulary ◽  
The Given

Abstract Based on a new reconstruction of Proto-Basque, and regular sound correspondences between this Proto-Basque and Proto-Indo-European as standardly reconstructed, Blevins (2018) argues that Proto-Basque and Proto-Indo-European have a common ancestor that pre-dates the two proto-languages. Part of this argument is based on proposed Proto-Indo-European/Proto-Basque cognate sets that include basic vocabulary items. In this study we offer statistical support for Blevins’ conclusions by using a Monte Carlo simulation that allows us to estimate the probability that the proposed lexical correspondences could have arisen by chance. The method makes use of phonotactic language models to generate possible words in a pair of languages, and then attempts to discover consistent correspondences between the words, producing a list of possible “cognates”. The method differs from some previous approaches by considering matches between all segments in the word pairs. By running such a simulation a large number of times, we can estimate the probability that two languages with the given phonotactics could have produced the number of cognate pairs observed in the actual data. The method is independently assessed by comparing wordlists from 100 pairs of languages, related and unrelated, where relations are known. Our conclusion is that the proposed correspondences are unlikely to have arisen by chance, supporting a distant relationship between Proto-Basque as reconstructed by Blevins (2018) and Proto-Indo-European.

A computational study of autoimmune disease model

2020 ◽  
Vol 13 (08) ◽  
pp. 2050169
Author(s):  
Iveta Nikolova ◽  
Anka Markovska ◽  
Mikhail Kolev
Keyword(s):  
Mathematical Model ◽  
Autoimmune Disease ◽  
Qualitative Analysis ◽  
Numerical Experiments ◽  
Genetic Factors ◽  
Viral Infections ◽  
Computational Study ◽  
Disease Model ◽  
Point Of View ◽  
Economic Conditions

Nowadays autoimmune diseases are widely distributed. More than 80 illnesses are included into this group of conditions. Their causes are not clear exactly, but it is believed that among them are genetic factors, viral infections, socio-economic conditions, etc. We propose a new mathematical model describing a general autoimmune disease in order to analyze some mechanisms of autoimmune disorders. The model is a system of ordinary differential equations. We perform preliminary qualitative analysis of the model as well as propose an algorithm for numerical simulations. Some results of our numerical experiments are presented and commented from a biological point of view.

scholarly journals Mathematical modeling of physical processes in the complex for testing of induction machines

2018 ◽  
Vol 239 ◽  
pp. 01055 ◽  
Author(s):  
Viktor Kharlamov ◽  
Denis Popov
Keyword(s):  
Mathematical Model ◽  
Frequency Converter ◽  
Electrical Energy ◽  
Induction Machines ◽  
Test Scheme ◽  
Load Testing ◽  
Variable Parameters ◽  
Asynchronous Machines ◽  
The Mathematical Model ◽  
The Given

The paper is devoted to the simulation of the test complex designed for energy-efficient load testing of induction machines by the method of mutual load with the exchange of electrical energy through the network. It is noted that for other similar test schemes, the mathematical model will have a slightly different form, but it will be identical in terms of asynchronous machines, network and frequency converter. The compiled mathematical model of the test complex allows studying the variable parameters of the system in all elements of the test scheme in static and dynamic modes of operation as well. The synthesized mathematical model can be used to determine the parameters of the equipment in the designed test complexes if the parameters of the test and load machines are known. The results of simulation of the test complex for the given parameters of the test and load induction machines are obtained.

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