scholarly journals The Impact of the Dollar Rate on Fluctuations of Ruble Liquidity in Russia

Author(s):  
S. M. Borodachev

The influence of both the absolute values of the dollar/ruble exchange rate (rate) and its changes per day on the balance of the Bank of Russia operations for ruble liquidity provision and absorption (saldo) was investigated. Daily data were used from January 2015 to April 2018. It was found that the change in the rate 6 days ago is the cause (according to Granger) of the saldo value. For the saldo dynamics, an oscillatory model with an external force - a change in the rate - is proposed. Using the Kalman filter, the model parameters were estimated and saldo forecasted. Found period of self-oscillation is 4.218 days and attenuation of the amplitude for a day in 2.179 times. The rate growth of 1 RUB, after 6 days, causes saldo increase of approximately 20 billion rubles. In fact, the changes in rate cause the variability of the saldo not more than for found coefficient of determination (26.7%), but the "change in the rate-liquidity saldo" system during the crisis-free period has a high "Q-factor," and changes in the rate, repeated with a period close to self-one, can cause large-amplitude fluctuations in saldo.

2009 ◽  
Vol 6 (4) ◽  
pp. 8279-8309 ◽  
Author(s):  
W. Ju ◽  
S. Wang ◽  
G. Yu ◽  
Y. Zhou ◽  
H. Wang

Abstract. Soil and atmospheric water deficits have significant influences on CO2 and energy exchanges between the atmosphere and terrestrial ecosystems. Model parameterization significantly affects the ability of a model to simulate carbon, water, and energy fluxes. In this study, an ensemble Kalman filter (EnKF) and observations of gross primary productivity (GPP) and latent heat (LE) fluxes were used to optimize model parameters significantly affecting the calculation of these fluxes for a subtropical coniferous plantation in southeastern China. The optimized parameters include the maximum carboxylation rate (Vcmax), the Ball-Berry coefficient (m) and the coefficient determining the sensitivity of stomatal conductance to atmospheric water vapor deficit D0). Optimized Vcmax and m showed larger seasonal and interannual variations than D0. Seasonal variations of Vcmax and m are more pronounced than the interannual variations. Vcmax and m are associated with soil water content (SWC). During dry periods, SWC at the 20 cm depth can explain 61% and 64% of variations of Vcmax and m, respectively. EnKF parameter optimization improves the simulations of GPP, LE and sensible heat (SH), mainly during dry periods. After parameter optimization using EnKF, the variations of GPP, LE and SH explained by the model increased by 1% to 4% at half-hourly steps and by 3% to 5% at daily time steps. Efforts are needed to develop algorithms that can properly describe the variations of these parameters under different environmental conditions.


2010 ◽  
Vol 7 (3) ◽  
pp. 845-857 ◽  
Author(s):  
W. Ju ◽  
S. Wang ◽  
G. Yu ◽  
Y. Zhou ◽  
H. Wang

Abstract. Soil and atmospheric water deficits have significant influences on CO2 and energy exchanges between the atmosphere and terrestrial ecosystems. Model parameterization significantly affects the ability of a model to simulate carbon, water, and energy fluxes. In this study, an ensemble Kalman filter (EnKF) and observations of gross primary productivity (GPP) and latent heat (LE) fluxes were used to optimize model parameters significantly affecting the calculation of these fluxes for a subtropical coniferous plantation in southeastern China. The optimized parameters include the maximum carboxylation rate (Vcmax), the slope in the modified Ball-Berry model (M) and the coefficient determining the sensitivity of stomatal conductance to atmospheric water vapor deficit (D0). Optimized Vcmax and M showed larger variations than D0. Seasonal variations of Vcmax and M were more pronounced than the variations between the two years. Vcmax and M were associated with soil water content (SWC). During dry periods, SWC at the 20 cm depth explained 61% and 64% of variations of Vcmax and M, respectively. EnKF parameter optimization improved the simulations of GPP, LE and SH, mainly during dry periods. After parameter optimization using EnKF, the variations of GPP, LE and SH explained by the model increased by 1% to 4% at half-hourly steps and by 3% to 5% at daily time steps. Further efforts are needed to differentiate the real causes of parameter variations and improve the ability of models to describe the change of stomatal conductance with net photosynthesis rate and the sensitivity of photosynthesis capacity to soil water stress under different environmental conditions.


2021 ◽  
Author(s):  
Pedro Roldan ◽  
Pierre Guerin ◽  
Julie Anton ◽  
Marco Laurenti ◽  
Sebastien Trilles

<p>The determination of GNSS orbits is generally based on the processing of pseudorange and carrier phase measurements from a station network, with an Orbit Determination and Time Synchronization (ODTS) process. This process involves the satellite and ground station clocks as part of the GNSS measurement reconstruction. The clocks are generally estimated as a snapshot parameter, without assuming any correlation between epochs. However, the stability of satellite and some station clocks, based on technologies of hydrogen, cesium or rubidium, allows for a significant predictability. Taking advantage of this predictability the ODTS process can be improved, especially in those cases where the station network is limited or does not provide a good coverage for certain areas.</p><p>The clock modelling can be directly done by estimating additional parameters in the filter. A quadratic model is generally estimated for each clock, keeping a small snapshot contribution to account for the stochastic part and for potential deviations with respect to the theoretical behavior of the clock. The detection of this kind of deviations in the satellite and station clocks becomes a major factor for achieving a good performance with these techniques. In case the clock experiences feared events like phase or frequency jumps, the estimated clock model stops being valid and the estimation of model parameters needs to be reset.</p><p>In case a composite clock algorithm is used to provide the reference timescale for the ODTS, the estimation of clock models can rely on this algorithm. Algorithms of composite clock are generally based on a Kalman filter that estimates as part of the state vector the differences between each contributing clock and the composite timescale. These differences can be used not only to define the reference timescale of the ODTS, but also to remove the deterministic part of the clocks in the measurement reconstruction. As for the case of clock modelling, for algorithms of composite clock the detection and correction of anomalies in the contributing clocks becomes a critical point.</p><p>In this work, the integration of orbit determination, clock modelling and composite clock algorithms will be described. The impact of clock modeling techniques on the GNSS orbit determination accuracy will be presented, both considering a direct estimation of clock models in the ODTS and the estimation provided by the composite clock algorithm. These analyses will be based on NEODIS, the orbit determination software developed by Thales Alenia Space, which integrates with a Kalman filter approach GNSS orbit determination and composite clock algorithms.</p><p> </p>


2012 ◽  
Vol 69 (11) ◽  
pp. 3147-3171 ◽  
Author(s):  
Humberto C. Godinez ◽  
Jon M. Reisner ◽  
Alexandre O. Fierro ◽  
Stephen R. Guimond ◽  
Jim Kao

Abstract In this work the authors determine key model parameters for rapidly intensifying Hurricane Guillermo (1997) using the ensemble Kalman filter (EnKF). The approach is to utilize the EnKF as a tool only to estimate the parameter values of the model for a particular dataset. The assimilation is performed using dual-Doppler radar observations obtained during the period of rapid intensification of Hurricane Guillermo. A unique aspect of Guillermo was that during the period of radar observations strong convective bursts, attributable to wind shear, formed primarily within the eastern semicircle of the eyewall. To reproduce this observed structure within a hurricane model, background wind shear of some magnitude must be specified and turbulence and surface parameters appropriately specified so that the impact of the shear on the simulated hurricane vortex can be realized. To identify the complex nonlinear interactions induced by changes in these parameters, an ensemble of model simulations have been conducted in which individual members were formulated by sampling the parameters within a certain range via a Latin hypercube approach. The ensemble and the data, derived latent heat and horizontal winds from the dual-Doppler radar observations, are utilized in the EnKF to obtain varying estimates of the model parameters. The parameters are estimated at each time instance, and a final parameter value is obtained by computing the average over time. Individual simulations were conducted using the estimates, with the simulation using latent heat parameter estimates producing the lowest overall model forecast error.


2019 ◽  
Vol 2019 (1) ◽  
pp. 331-338 ◽  
Author(s):  
Jérémie Gerhardt ◽  
Michael E. Miller ◽  
Hyunjin Yoo ◽  
Tara Akhavan

In this paper we discuss a model to estimate the power consumption and lifetime (LT) of an OLED display based on its pixel value and the brightness setting of the screen (scbr). This model is used to illustrate the effect of OLED aging on display color characteristics. Model parameters are based on power consumption measurement of a given display for a number of pixel and scbr combinations. OLED LT is often given for the most stressful display operating situation, i.e. white image at maximum scbr, but having the ability to predict the LT for other configurations can be meaningful to estimate the impact and quality of new image processing algorithms. After explaining our model we present a use case to illustrate how we use it to evaluate the impact of an image processing algorithm for brightness adaptation.


Author(s):  
Mohammad Adrian ◽  
Hendrati Dwi Mulyaningsih ◽  
Santi Rahmawati

This reasearch is conducted on MMSME (Micro Small Medium Enterprises) that are participated in the MMSME Syari’ah Mentoring Program by Academicians and Practitioners (PUSPA) organized by Bank Indonesia in Bandung. MMSME who participated in PUSPA program 2016 is MMSME that included in necessity entrepreneur where MMSME operated just to fullfil the life necessities. The purpose of this reasearch was to investigate the influence of the business mentoring on the MMSME performance in PUSPA program 2016. Researcher used quantitative research method. Data were analyzed using simple regression analysis and descriptive-causal analysis. The result showed that business mentoring affect the performance of MMSME that participated in PUSPA Program 2016. Based on the calculation, coefficient of determination (R2) can be seen the influence of business mentoring variable (X) on the performance (Y) is 74%. While the remaining 26% is influenced by other factors such as entrepreneurship competence and human resources.


Author(s):  
Adjeng Tiara Eltari ◽  
Hendrati Dwi Mulyaningsih

This research was conducted at the Culinary Hawkers that located on Highway Sukapura, Dayeuhkolot, Bandung. This study examines the Entrepreneurial behaviour which resulted in increased sales volumes. Almost all Culinary Hawkers on Highway Sukapura doesn’t yet have the entrepreneurial behavior in accordance with the characteristics - traits mentioned by Suryana, Confident, Own initiative, Have achievement motive, Having leadership, and Dare to take risks with the full calculation. The purpose of this study was to investigate the influence of entrepreneurial behavior to the merchant's sales volume culinary pavement on Highway Sukapura, Dayeuhkolot, Bandung.Researchers used quantitative research methods. The population in this study was 63 Merchants Culinary Street on Highway Sukapura. Samples are 63 street vendors in JalanSukapura. Data were analyzed using simple regression analysis.The results showed that entrepreneurial behavior affect the sales volume of culinary street traders in Highway Sukapura. Based on the calculation coefficient of determination (R2) can be seen the effect of entrepreneurial behavior variables (X) on sales volume (Y) is approximately 94%. While the remaining 6% are influenced by other factors such as competence, performance, and motivation.


Author(s):  
Mohammad Adrian ◽  
Santi Rahmawati

This reasearch is conducted on MSME (Micro Small Medium Enterprises) that are participated in the MSME Syari’ah Mentoring Program by Academition and Practitioners (PUSPA) organized by Bank Indonesia in Bandung. MSME who participated in PUSPA program 2016 is MSME that included in necessity entrepreneur where MSME operated just to fullfil the life necessities.The purpose of this reasearch was to investigate the influence of the business mentoring on the MSME performance in PUSPA program 2016.Researcher used quantitative research method. Data were analyzed using simple regression analysis and descriptive-causal analysis.The result showed that business mentoring affect the performance of MSME that participated in PUSPA Program 2016. Based on the calculation, coefficient of determination (R2) can be seen the influence of business mentoring variable (X) on the performance (Y) is 74%. While the remaining 26% is influenced by other factors such as entrepreneurship competence and human resources.  


2020 ◽  
Vol 2020 (66) ◽  
pp. 65-85
Author(s):  
هيثم عبد النبي موسى ◽  
أ .د حيدر نعمة غالي الفريجي

This study dealt with the effect of foreign direct investment on the market value of the company during the period of time (2010-2017). This issue was studied through a sample of oil fields in southern Iraq in which the company operates within the first and second licensing contracts rounds and according to the circumstances and variables of the investment environment as it is. Although this investment often achieves high returns, it is also characterized by a high degree of risk and for the purpose of evaluating the impact of foreign direct investment on the market value of the company's stock prices for the period (2010-2017). The statistical scale (T-TEST) was used to indicate the significance of the correlation hypotheses. Between the return on investment as the independent variable and the market value as the dependent variable, and the use of the coefficient of determination (R2) that measures the effect of the independent variable (foreign direct investment) on the dependent variable (market value) and the F-Test to demonstrate acceptance or rejection of the hypothesis of the return on investing in the market value of the oil company, and if the company achieves a high return in foreign direct investment, the market value of it will be affected positively. The study was based on a set of goals, including determining the attractiveness of Iraq to foreign investments, especially the oil sector, and the study reached a number of conclusions, the most prominent of which is the existence of a strong inverse correlation between the return on investment and the market value of the company. And the existence of a slight impact of the return on investment on the market value of the company, and the study reached a number of recommendations, the most important of which is activating the investment climate through political stability and the clarity and stability of laws and legislation regulating investment, which is one of the most important factors affecting the investment decision.


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Jie Zhu ◽  
Blanca Gallego

AbstractEpidemic models are being used by governments to inform public health strategies to reduce the spread of SARS-CoV-2. They simulate potential scenarios by manipulating model parameters that control processes of disease transmission and recovery. However, the validity of these parameters is challenged by the uncertainty of the impact of public health interventions on disease transmission, and the forecasting accuracy of these models is rarely investigated during an outbreak. We fitted a stochastic transmission model on reported cases, recoveries and deaths associated with SARS-CoV-2 infection across 101 countries. The dynamics of disease transmission was represented in terms of the daily effective reproduction number ($$R_t$$ R t ). The relationship between public health interventions and $$R_t$$ R t was explored, firstly using a hierarchical clustering algorithm on initial $$R_t$$ R t patterns, and secondly computing the time-lagged cross correlation among the daily number of policies implemented, $$R_t$$ R t , and daily incidence counts in subsequent months. The impact of updating $$R_t$$ R t every time a prediction is made on the forecasting accuracy of the model was investigated. We identified 5 groups of countries with distinct transmission patterns during the first 6 months of the pandemic. Early adoption of social distancing measures and a shorter gap between interventions were associated with a reduction on the duration of outbreaks. The lagged correlation analysis revealed that increased policy volume was associated with lower future $$R_t$$ R t (75 days lag), while a lower $$R_t$$ R t was associated with lower future policy volume (102 days lag). Lastly, the outbreak prediction accuracy of the model using dynamically updated $$R_t$$ R t produced an average AUROC of 0.72 (0.708, 0.723) compared to 0.56 (0.555, 0.568) when $$R_t$$ R t was kept constant. Monitoring the evolution of $$R_t$$ R t during an epidemic is an important complementary piece of information to reported daily counts, recoveries and deaths, since it provides an early signal of the efficacy of containment measures. Using updated $$R_t$$ R t values produces significantly better predictions of future outbreaks. Our results found variation in the effect of early public health interventions on the evolution of $$R_t$$ R t over time and across countries, which could not be explained solely by the timing and number of the adopted interventions.


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