scholarly journals Selection of Optimal Investment Variant Based on Monte Carlo Simulations

2021 ◽  
Vol 20 (2) ◽  
pp. 279-290
Author(s):  
J. Janekova ◽  
J. Fabianova ◽  
J. Kadarova
2016 ◽  
Vol 91 (1-2) ◽  
pp. 177-233 ◽  
Author(s):  
Charles Olivier Mao Takongmo ◽  
Dalibor Stevanovic

In this paper we study the selection of the number of primitive shocks in exact and approximate factor models in the presence of structural instability. The empirical analysis shows that the estimated number of factors varies substantially across several selection methods and over the last 30 years in standard large macroeconomic and financial panels. Using Monte Carlo simulations, we suggest that the structural instability, expressed as time-varying factor loadings, can alter the estimation of the number of factors and therefore provides an explanation for the empirical findings.


Author(s):  
Matthew T. Johnson ◽  
Ian M. Anderson ◽  
Jim Bentley ◽  
C. Barry Carter

Energy-dispersive X-ray spectrometry (EDS) performed at low (≤ 5 kV) accelerating voltages in the SEM has the potential for providing quantitative microanalytical information with a spatial resolution of ∼100 nm. In the present work, EDS analyses were performed on magnesium ferrite spinel [(MgxFe1−x)Fe2O4] dendrites embedded in a MgO matrix, as shown in Fig. 1. spatial resolution of X-ray microanalysis at conventional accelerating voltages is insufficient for the quantitative analysis of these dendrites, which have widths of the order of a few hundred nanometers, without deconvolution of contributions from the MgO matrix. However, Monte Carlo simulations indicate that the interaction volume for MgFe2O4 is ∼150 nm at 3 kV accelerating voltage and therefore sufficient to analyze the dendrites without matrix contributions.Single-crystal {001}-oriented MgO was reacted with hematite (Fe2O3) powder for 6 h at 1450°C in air and furnace cooled. The specimen was then cleaved to expose a clean cross-section suitable for microanalysis.


1979 ◽  
Vol 40 (C7) ◽  
pp. C7-63-C7-64
Author(s):  
A. J. Davies ◽  
J. Dutton ◽  
C. J. Evans ◽  
A. Goodings ◽  
P.K. Stewart

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