Simulations under the VAR with constant
Galaxy formation efficiency and the multiverse explanation of the cosmological constant with EAGLE simulations
... cosmological constant on the formation of galaxies and ...cosmological constant ranging from Λ = 0 to Λ 0 × 300, where Λ 0 is the value of the cosmological constant in our ...our simulations ...
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The Predicted Dielectric Constant of an Amorphous PVDF Changing with Temperature by Molecular Dynamics Simulations
... dielectric constant of the amorphous PVDF is predicted using molecular dynamics (MD) ...dielectric constant of PVDF, a constant electric field is applied to the simulation model at different ...
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Numerical Simulations of Constant-Volume Spray Combustion of n-Heptane with Chemical Kinetics
... CFD simulations of spray combustion of n-heptane within a constant-volume environment are performed using a reduced TRF mechanism integrated with PAH ...
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High-throughput of measure-preserving integrators for constant temperature molecular dynamics simulations on GPUs
... MD simulations is still in its ...With constant anticipated release of new technology NVIDIA will undoubtedly bring more competition in the development of more efficient software with more demanding ...
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Correction to the Clausius-Mosotti equation: the dielectric constant of nonpolar fluids from Monte Carlo simulations
... dielectric constant of non-polar fluids by direct Monte Carlo simulations on the basis of the polarizable hard sphere (PHS) model where the spheres carry molecular ...
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Bud and spear development of asparagus under constant temperature
... 543). Simulations with this mod- el also showed that predictions of daily yield depended to a great extent on the parameterization of physiological processes, such as apical dominance of a growing spear within one ...
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The effects of government spending under anticipation: the noncausal VAR approach
... 3.1 Data and estimation I use the following U.S. quarterly macroeconomic data. My measure of government spend- ing is government consumption expenditures and gross investment. Output is measured by Gross Domestic Product ...
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OPTIMAL PORTFOLIO ALLOCATION UNDER ASSET AND SURPLUS VaR CONSTRAINTS
... The paper is organized as follows. In section 2 we consider the modelling of the yield curve and of the bond return; in particular we develop a careful study of the evaluation of the approximation based on ...
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Spatial monopoly pricing under non constant marginal costs
... Nevertheless, uniform pricing still provides higher welfare within a range of 𝛿 where mill pricing is not profitable. While transport costs are typically the most important variable in spatial mod- els, the shape of the ...
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Evaluating the New Keynesian Phillips Curve under VAR based learning
... investigated under the assumption of adaptive learning, to our knowl- edge, Milani (2005a) is the only contribution where ‘the econometric analysis of the NKPC under learning rules’ is explicitly ...a ...
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Evaluating the New Keynesian Phillips Curve under VAR-based learning
... investigated under the assumption of adaptive learning, to our knowl- edge, Milani (2005a) is the only contribution where ‘the econometric analysis of the NKPC under learning rules’ is explicitly ...a ...
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The Portfolio Optimizationfor Commercial Banks under Constant Elasticity of Variance Model
... *Corresponding author E-mail: [email protected] Abstract Following the recent happening in the world due to the negative effect of Corona virus on the economies of the nations and financial markets, there is need ...
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Conjugated Polymers Under Confinement: Molecular Dynamics Simulations Study
... a constant pressure through the void ...at constant pressure P = 1 atm for 1ns, after which it was run at constant volume and run for at least 300 ns at 300 ...previous simulations of polydots ...
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Infrastructure investments under uncertainty with the possibility of retrofit : theory and simulations
... We also assume that the infrastructure can in principle be shut down at the start of period 2. Such action will be taken when the total utility of operating the infrastructure is less than the minimum of the energy cost ...
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A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model
... portfolio under significant ...estimating VaR, it is quite inefficient since the event of significant loss is usually ...sub simulations, and each sub simulation focuses only on one huge loss ...
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Rate of sequence divergence under constant selection
... Indeed, under selective neutrality the rate of evolution is equal to mutation rate, so that K 1/2, neutral = 6 μτ neutral with I = 4, and τ neutral = ln2/(8 μ) in this ...because constant selection cannot ...
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Simulations of biopolymer networks under shear
... in simulations with thermal motion the filaments explore a large phase-space, and the average position of the filaments depends largely on the time-window of the ...previous simulations and experiments [9, ...
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The Hidden Risks of Optimizing Bond Portfolios under VaR
... the VaR, we repeatedly generated random weights for any portfolio in the two case sets where the integer and the budget constraints are the only ...expected VaR is ...the VaR such that the frequency ...
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Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs
... problem under transaction costs needs to be solved so as to obtain an efficient ...the constant rebalancing strategy outperforms the buy-and-hold strategy when high return is ...
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The Home Market Effect under Constant Returns and Monopolistic Competition
... We assume a two-country world economy, with a home and a foreign country. The models for the home and foreign countries are the same, and an asterisk is used to denote foreign variables. There are two types of goods, ...
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