scholarly journals A User-Friendly Algorithm for Detecting the Influence of Background Risks on a Model

Risks ◽  
2018 ◽  
Vol 6 (3) ◽  
pp. 100 ◽  
Author(s):  
Nadezhda Gribkova ◽  
Ričardas Zitikis

Background, or systematic, risks are integral parts of many systems and models in insurance and finance. These risks can, for example, be economic in nature, or they can carry more technical connotations, such as errors or intrusions, which could be intentional or unintentional. A most natural question arises from the practical point of view: is the given system really affected by these risks? In this paper we offer an algorithm for answering this question, given input-output data and appropriately constructed statistics, which rely on the order statistics of inputs and the concomitants of outputs. Even though the idea is rooted in complex statistical and probabilistic considerations, the algorithm is easy to implement and use in practice, as illustrated using simulated data.

Author(s):  
Jun-ichi Imai ◽  
◽  
Hiroyuki Shioya ◽  
Masahito Kurihara ◽  

Some mathematical models have been proposed for theoretical analyses of genetic algorithms (GAs). However, these works have limited their objects to a few kinds of GAs in order to formulate them accurately. In this paper, we regard a GA as an information source that generates input-output data. That is, we regard a population and its next population generated by the GA as input and output respectively. Then we model the GA by learning from these data. Since this method uses only the input-output relations of data and ignores interior structures, we can describe a variety of GAs in a common form, and analyze them from a new point of view. We use some mixture models for a representation of these input-output relations in this paper. By using a mixture model for modeling a GA, we can represent the GA system as a combination of some partial systems. In this paper, we treat two types of mixture models, and investigate how these models are effective for analyzing GAs through some numerical experiments.


2007 ◽  
Vol 17 (4) ◽  
pp. 753-771 ◽  
Author(s):  
FLORIN MANEA ◽  
CARLOS MARTIN-VIDE ◽  
VICTOR MITRANA

In this paper we discuss the following interesting question about accepting hybrid networks of evolutionary processors (AHNEP), which are a recently introduced bio-inspired computing model. The question is: how many processors are required in such a network to recognise a given language L? Two answers are proposed for the most general case, when L is a recursively enumerable language, and both answers improve on the previously known bounds. In the first case the network has a number of processors that is linearly bounded by the cardinality of the tape alphabet of a Turing machine recognising the given language L. In the second case we show that an AHNEP with a fixed underlying structure can accept any recursively enumerable language. The second construction has another useful property from a practical point of view as it includes a universal AHNEP as a subnetwork, and hence only a limited number of its parameters depend on the given language.


Clay Minerals ◽  
2000 ◽  
Vol 35 (1) ◽  
pp. 211-225 ◽  
Author(s):  
C. Durand ◽  
J. C. Matthews ◽  
Y. Le Gallo ◽  
E. Brosse ◽  
F. Sommer

AbstractSilicification and illitization due to diagenesis result in the modification of porosity and permeability in many North Sea reservoirs, including Greater Alwyn. A good estimation of the mineral composition is required as input/output data for geochemical modelling modes intended to reproduce these effects. Using sedimentological studies to determine laterally equivalent facies, three facies were chosen. ‘Initial states’ for modelling were thus defined as the present-day composition of less-evolved laterally-equivalent facies, ‘final states’ as the present-day composition in the most evolved part of the basin. Precise actual mineral compositions were calculated using a reconciliation program, DATREC. Average compositions calculated for each facies in each field provided data useful in constraining input/output values used in modelling, and gave insights into depositional variation. Arithmetic tests assuming isochemical transformations, constraining the chemical compositions of ‘initial states’ to fit actual mineralogical compositions of ‘final states’, were run using this software. They show that, from an arithmetical point of view, if the assumption of equivalent facies holds, isochemical reactions can occur in some, but not in all facies, thereby demonstrating the importance of checking equivalence of facies and diagenesis hypotheses by quantitative calculations.


2014 ◽  
Vol 6 (4) ◽  
pp. 39-83 ◽  
Author(s):  
Robert C. Johnson

Does input trade synchronize business cycles across countries? I incorporate input trade into a dynamic multisector model with many countries, calibrate the model to match bilateral input-output data, and estimate trade-comovement regressions in simulated data. With correlated productivity shocks, the model yields high trade-comovement correlations for goods, but near-zero correlations for services and thus low aggregate correlations. With uncorrelated shocks, input trade generates more comovement in gross output than real value added. Goods comovement is higher when (i) the aggregate trade elasticity is low, (ii) inputs are more substitutable than final goods, and (iii) inputs are substitutable for primary factors. (JEL E23, E32, F11, F14, F43, F44)


1991 ◽  
Vol 24 (6) ◽  
pp. 1-8 ◽  
Author(s):  
M. B. Beck

The scope for modelling the behaviour of pollutants in the aquatic environment is now immense. In many practical applications there are effectively no computational constraints on what is possible. There is accordingly an increasing need for a set of principles of modelling that in some respects may well be different from those applicable when conceptualisation, the accuracy of the numerical solution scheme, and the inadequacies of an overly simplified model structure, were the issues of the day. Given the availability of increasingly comprehensive software, the user of a model is increasingly likely to be accelerated into a position where the issue of model calibration (identification) is an immediate problem. From the practical point of view of needing to make a decision on the control of a pollutant, the problem of identification may, or may not, be avoided. It is argued that a consistent approach to establishing whether such identification is necessary depends on establishing the significance, or otherwise, of model uncertainty. Identifying the model against field data does not have merely the goal of yielding “best” estimates of the unknown coefficients (parameters) appearing in the given model structure. It may also serve the purpose of identifying and modifying the uncertainty attaching to the model as a description of observed behaviour, which uncertainty will then be propagated forward in any predictions made with the model.


Author(s):  
Ирина Викторовна Евстафьева

В статье исследуются вопросы попечительства в отношении несовершеннолетних, отбывающих наказание в виде лишения свободы. Проблема, поднимаемая автором настоящей статьи, многогранна, касается различных аспектов отбывания наказания несовершеннолетними в воспитательных колониях и требует комплексного исследования, способного ответить на определенно значимый вопрос: является ли колония законным представителем находящихся в ней несовершеннолетних со всеми вытекающими из статуса законных представителей последствиями. При этом необходимо обращать внимание на специфику правового статуса лиц, отбывающих наказание в воспитательных колониях, которые, во-первых, являются несовершеннолетними, то есть не обладают дееспособностью в полном объеме и нуждаются в особой заботе, защите и представительстве, а во-вторых, осуждены за совершение тяжкого или особо тяжкого преступления, влекущего изоляцию от общества и определенные ограничения и лишения. Отечественное законодательство достаточно детально регламентирует особенности режима отбывания наказания в виде лишения свободы несовершеннолетними, не определяя при этом статуса воспитательных колоний, кем они являются: воспитателями, попечителями или исключительно учреждениями исполнения наказаний. Между тем правильное понимание значения и роли воспитательной колонии в жизни находящихся в ней несовершеннолетних преступников, по мнению автора, поможет избежать ряда проблем, объективно складывающихся в учреждениях подобного рода. С этой точки зрения предлагаемая тема представляет интерес не только для ученых-теоретиков, но и для практиков - сотрудников соответствующих учреждений. Особо следует подчеркнуть, что исследований по данной тематике в специальной литературе нет. Отдельные исследования, встречающиеся в современной литературе, касаются исключительно общего гражданско-правового статуса несовершеннолетних осужденных. Однако это обстоятельство может свидетельствовать только о новизне данной темы, но никак не об отсутствии самой проблемы. The article analyzes the issues of the status of educational colonies as guardians of minors serving a sentence of imprisonment. In fact, the problem raised by the author of this article is multifaceted, concerns various aspects of the serving of punishment by minors in educational colonies and requires a comprehensive study that can answer, it seems, a definitely significant question: whether the colony is the legal representative of the minors in it with all the consequences arising from the status of legal representatives in the form of duties and responsibilities. At the same time, it seems, it is necessary to pay attention to the specifics of the legal status of citizens serving sentences in educational colonies, who, firstly, are minors, i.e. do not have full legal capacity and need special care, protection and representation, and, secondly, are convicted of committing a serious or particularly serious crime, entailing isolation from society and certain restrictions and deprivation. Domestic legislation regulates in sufficient detail the peculiarities of the regime of serving sentences in the form of deprivation of liberty by minors, without determining the status of educational colonies. Who are they: educators, Trustees or only institutions of execution of punishments. Meanwhile, the correct understanding of the importance and role of the educational colony in the life of juvenile offenders in it, according to the author, will help to avoid a number of problems that objectively develop in institutions of this kind. From this point of view, the proposed topic is of interest not only for theoretical scientists, but for practitioners-employees of relevant institutions. It should be emphasized that there are no studies on this subject in the special literature. However, this circumstance can testify only about novelty of the given subject, but in any way about absence of the problem. It seems that the relevance and importance of a problem is not always measured by the number of studies devoted to it. Sometimes these its traits are manifest only under particularly careful consideration.


1990 ◽  
Vol 22 (1-2) ◽  
pp. 347-352 ◽  
Author(s):  
C. Paffoni ◽  
B. Védry ◽  
M. Gousailles

The Paris Metropolitan area, which contains over eight million inhabitants, has a daily output of about 3 M cu.meters of wastewater, the purification of which is achieved by SIAAP (Paris Metropolitan Area Sewage Service) in both Achères and Valenton plants. The carbon pollution is eliminated from over 2 M cu.m/day at Achères. In order to improve the quality of output water, its tertiary nitrification in fixed-bed reactors has been contemplated. The BIOFOR (Degremont) and BIOCARBONE (OTV) processes could be tested in semi-industrial pilot reactors at the CRITER research center of SIAAP. At a reference temperature of 13°C, the removed load is approximately 0.5 kg N NH4/m3.day. From a practical point of view, it may be asserted that in such operating conditions as should be at the Achères plant, one cubic meter of filter can handle the tertiary nitification of one cubic meter of purified water per hour at an effluent temperature of 13°C.


IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Lucas Vago Santana ◽  
Alexandre Santos Brandao ◽  
Mario Sarcinelli-Filho

Sign in / Sign up

Export Citation Format

Share Document