Incorporating the Dynamic Link between Mortgage and Treasury Markets in Pricing and Hedging MBS

CFA Digest ◽  
2007 ◽  
Vol 37 (2) ◽  
pp. 21-22
Author(s):  
Ahmed Olayinka Sule
Keyword(s):  
Dynamic Link

Effects of shoulder translation on lumbar moment for two dimensional modeling strategies during lifting

1998 ◽  
Vol 1 (3) ◽  
pp. 173-187
Author(s):  
Wayne J. Albert ◽  
Joan M. Stevenson ◽  
Geneviève A. Dumas ◽  
Roger W. Wheeler
Keyword(s):  
Sagittal Plane ◽  
Tracking System ◽  
Vertical Direction ◽  
Two Dimensional ◽  
Model Type ◽  
Trunk Acceleration ◽  
Analysis System ◽  
Trunk Orientation ◽  
Shoulder Position ◽  
Dynamic Link

The objectives of this study were to: 1) develop a dynamic 2D link segment model for lifting using the constraints of four sensors from an electromagnetic motion analysis system; 2) evaluate the magnitude of shoulder movement in the sagittal plane during lifting; and 3) investigate the effect of shoulder translation on trunk acceleration and lumbar moments calculated by the developed model and comparing it with two separate 2D dynamic link segment models. Six women and six men lifted loads of 2 kg, 7 kg, 12 kg and 2 kg, 12 kg, 22 kg respectively, under stoop, squat and freestyle conditions. Trunk orientation and position, as well as shoulder position were monitored during all lifts using the Polhemus FASTRAK\trdmk. Results indicated that average range of motion was 0.05 ± 0.02 m in the horizontal direction and 0.03 ± 0.02 m in the vertical direction. Shoulder position relative to T1 was located 0.07 ± 0.02 m anteriorly, and 0.02 ± 0.04 m superiorly (0.06 and 0.00 m for males and 0.08 and 0.04 m for females, respectively). To estimate the effect of shoulder motion on trunk acceleration and L5/S1 moments, three two-dimensional dynamic link segment models were developed within the constraints of the electromagnetic tracking system and compared. Trunk segment endpoints were defined as L5/S1 and either T1 or shoulder depending on model type. For trunk accelerations, average differences between models were greater than 40 deg/s² in 70.4% trunk accelerations did not translate into significantly different moment calculations between models. Average peak dynamic L5/S1 moment differences between models were smaller than 4 Nm for all lifting conditions which failed to be statistically significant (p>0.05). The model type did not have a statistically significant effect on peak L5/S1 moments. Therefore, despite important shoulder joint translations, peak L5/S1 moments were not significantly affected.

Predicting US recessions with stock market illiquidity

2016 ◽  
Vol 16 (1) ◽  
Author(s):  
Shiu-Sheng Chen ◽  
Yu-Hsi Chou ◽  
Chia-Yi Yen
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Stock Returns ◽  
Cross Section ◽  
Market Liquidity ◽  
Credit Spreads ◽  
Stock Market Liquidity ◽  
Predictive Content ◽  
Dynamic Link

AbstractIn this paper, we investigate the dynamic link between recessions and stock market liquidity by examining the predictive content of illiquidity for US recessions. After controlling for other commonly featured recession predictors such as term spreads and credit spreads, we find that the illiquidity measure proposed by (Amihud, Y. 2002. “Illiquidity and Stock Returns: Cross-Section and Time-Series Effects.”

Development of Parametric CAD System Based on Pro / Toolkit and Database Technology

2011 ◽  
Vol 55-57 ◽  
pp. 2235-2241 ◽  
Author(s):  
Hui Lan Zhou
Keyword(s):  
User Interface ◽  
Dynamic Link Library ◽  
Cad System ◽  
Mechanical Part ◽  
Data Object ◽  
Standard Part Library ◽  
Database Technology ◽  
Parametric Cad ◽  
Developing Method ◽  
Dynamic Link

With Pro/Toolkit of Pro/E and ADO(ActiveX Data Object) database technology, part parametric CAD system is developed and an successful instance is introduced in the paper. In the CAD system, interface between Pro/E and VC++6.0 is created correctly using Pro / Toolkit and user interface for part parametric designing can be achieved by means of dll( dll dynamic link) library built in VC++6.0 .Meanwhile ADO database is applied in the CAD system to manage all part parameters and thus part revising and updating can be realized quickly. The developing method in the CAD system not only is applicable to typical mechanical part designing but also be helpful to establishing standard part library.

Dynamic Link Aggregation in Software Defined Networking

2018 ◽  
Author(s):  
Ronaldo Resende Rocha Junior ◽  
Marcos A. M. Vieira ◽  
Antonio A. F. Loureiro
Keyword(s):  
Software Defined Networking ◽  
Dynamic Link
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