Ano (2092)
Počet nalezených dokumentů:
2092
Publikováno od
do
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness
Šíla, Jan; Kočenda, Evžen; Kukačka, Jiří; Krištoufek, Ladislav
2023 - anglický
Cryptocurrencies exhibit unique statistical and dynamic properties compared to those of traditional financial assets, making the study of their volatility crucial for portfolio managers and traders. We investigate the volatility connectedness dynamics of a representative set of eight major crypto assets. Methodologically, we decompose the measured volatility into positive and negative components and employ the time-varying parameters vector autoregression (TVP-VAR) framework to show distinct dynamics associated with market booms and downturns. The results suggest that crypto connectedness reflects important events and exhibits more variable and cyclical dynamics than those of traditional financial markets. Periods of extremely high or low connectedness are clearly linked to specific events in the crypto market and macroeconomic or monetary history. Furthermore, existing asymmetry from good and bad volatility indicates that information about market downturns spills over substantially faster than news about comparable market surges. Overall, the connectedness dynamics are predominantly driven by fundamental crypto factors, while the asymmetry measure also depends on macro factors such as the VIX index and the expected inflation.
Klíčová slova:
Volatility; Dynamic connectedness; Asymmetric effects; Cryptocurrency
Dokument je dostupný na externích webových stránkách.
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness
Cryptocurrencies exhibit unique statistical and dynamic properties compared to those of traditional financial assets, making the study of their volatility crucial for portfolio managers and traders. ...
Dynamics of a cantilever beam with piezoelectric sensor: Parameter identification
Cimrman, Robert; Kolman, Radek; Musil, Ladislav; Kotek, Vojtěch; Kylar, Jaromír
2023 - anglický
The piezoelectric materials are electroactive materials often applied for real-time sensing or structural health monitoring, both important research topics in dynamics. Mathematical models of such structures have to allow also for the external electrical circuits and contain several material parameters that need to be identified from experiments. We present a model of a simple experiment involving dynamics of a cantilever beam with an attached piezoelectric sensor excited by a suddenly removed weight. The external circuit can be taken into account as having either a finite or infinite resistance. We also outline the parameter identification procedure based on automatic differentiation and present the experimental and numerical results.
Klíčová slova:
finite element method; piezo-electricity; floating potential; dynamic simulation; parameter identification
Dokument je dostupný na externích webových stránkách.
Dynamics of a cantilever beam with piezoelectric sensor: Parameter identification
The piezoelectric materials are electroactive materials often applied for real-time sensing or structural health monitoring, both important research topics in dynamics. Mathematical models of such ...
Development of autonomous experimental system to analyse yield surfaces distortion due to multiaxial ratcheting
Svárovský, Jiří; Parma, Slavomír; Štefan, Jan; Ciocanel, C.; Feigenbaum, H. P.; Marek, René; Klepač, Vilém; Plešek, Jiří
2023 - anglický
Multiaxial ratcheting is a failure mode of structures characterized by the accumulation of plastic strain due to cyclic loading. Despite several models having been developed to predict multiaxial ratcheting, they often fail when validated with experimental data collected under a wide array of loading conditions. In this study, an experimental setup was developed and an autonomous testing procedure was used to experimentally analyze the evolution of the yield surface shape due to cyclic biaxial loading. Thin-walled tubular test specimens were made of 304L steel with a diameter of 40mm and underwent axial-torsional testing using the Instron 8852 system. The total axial strain was increased from 0 to 1% while the total shear strain underwent 5 cycles with the strain amplitude of 0.5% and the mean strain of 0.5%. Three yield surfaces were measured after the straining sequence was completed. Results showed strong directional distortional hardening and good agreement between the flow vectors and the normals to the yield surface, lending support to the associative flow rule.
Klíčová slova:
yield surface distortion; strain hardening; multiaxial ratcheting; flow rule
Dokument je dostupný na externích webových stránkách.
Development of autonomous experimental system to analyse yield surfaces distortion due to multiaxial ratcheting
Multiaxial ratcheting is a failure mode of structures characterized by the accumulation of plastic strain due to cyclic loading. Despite several models having been developed to predict multiaxial ...
Numerical minimization of energy functionals in continuum mechanics using hp-FEM in MATLAB
Moskovka, Alexej; Frost, Miroslav; Valdman, Jan
2023 - anglický
Many processes in mechanics and thermodynamics can be formulated as a minimization of a particular energy functional. The finite element method can be used for an approximation of such functionals in a finite-dimensional subspace. Consequently, the numerical minimization methods (such as quasi-Newton and trust region) can be used to find a minimum of the functional. Vectorization techniques used for the evaluation of the energy together with the assembly of discrete energy gradient and Hessian sparsity are crucial for evaluation times. A particular model simulating the deformation of a Neo-Hookean solid body is solved in this contribution by minimizing the corresponding energy functional. We implement both P1 and rectangular hp-finite elements and compare their efficiency with respect to degrees of freedom and evaluation times.
Klíčová slova:
hp-FEM; energy functionals; numerical minimization
Dokument je dostupný na externích webových stránkách.
Numerical minimization of energy functionals in continuum mechanics using hp-FEM in MATLAB
Many processes in mechanics and thermodynamics can be formulated as a minimization of a particular energy functional. The finite element method can be used for an approximation of such functionals in ...
Some Robust Approaches to Reducing the Complexity of Economic Data
Kalina, Jan
2023 - anglický
The recent advent of complex (and potentially big) data in economics requires modern and effective tools for their analysis including tools for reducing the dimensionality (complexity) of the given data. This paper starts with recalling the importance of Big Data in economics and with characterizing the main categories of dimension reduction techniques. While there have already been numerous techniques for dimensionality reduction available, this work is interested in methods that are robust to the presence of outlying measurements (outliers) in the economic data. Particularly, methods based on implicit weighting assigned to individual observations are developed in this paper. As the main contribution, this paper proposes three novel robust methods of dimension reduction. One method is a dimension reduction within a robust regularized linear regression, namely a sparse version of the least weighted squares estimator. The other two methods are robust versions of feature extraction methods popular in econometrics: robust principal component analysis and robust factor analysis.
Klíčová slova:
dimensionality reduction; Big Data; variable selection; robustness; sparsity
Dokument je dostupný na externích webových stránkách.
Some Robust Approaches to Reducing the Complexity of Economic Data
The recent advent of complex (and potentially big) data in economics requires modern and effective tools for their analysis including tools for reducing the dimensionality (complexity) of the given ...
The 2022 Election in the United States: Reliability of a Linear Regression Model
Kalina, Jan; Vidnerová, Petra; Večeř, M.
2023 - anglický
In this paper, the 2022 United States election to the House of Representatives is analyzed by means of a linear regression model. After the election process is explained, the popular vote is modeled as a response of 8 predictors (demographic characteristics) on the state-wide level. The main focus is paid to verifying the reliability of two obtained regression models, namely the full model with all predictors and the most relevant submodel found by hypothesis testing (with 4 relevant predictors). Individual topics related to assessing reliability that are used in this study include confidence intervals for predictions, multicollinearity, and also outlier detection. While the predictions in the submodel that includes only relevant predictors are very similar to those in the full model, it turns out that the submodel has better reliability properties compared to the full model, especially in terms of narrower confidence intervals for the values of the popular vote.
Klíčová slova:
elections results; electoral demography; linear regression; reliability; variability
Dokument je dostupný na externích webových stránkách.
The 2022 Election in the United States: Reliability of a Linear Regression Model
In this paper, the 2022 United States election to the House of Representatives is analyzed by means of a linear regression model. After the election process is explained, the popular vote is modeled ...
Growth of orbital resonances around a black hole surrounded by matter
Stratený, Michal; Lukes-Gerakopoulos, Georgios
2023 - anglický
This work studies the dynamics of geodesic motion within a curved spacetime around a Schwarzschild black hole, perturbed by a gravitational field of a far axisymmetric distribution of mass enclosing the system. This spacetime can serve as a versatile model for a diverse range of astrophysical scenarios and, in particular, for extreme mass ratio inspirals as in our work. We show that the system is non-integrable by employing Poincaré surface of section and rotation numbers. By utilising the rotation numbers, the widths of resonances are calculated, which are then used in establishing the relation between the underlying perturbation parameter driving the system from integrability and the quadrupole parameter characterising the perturbed metric. This relation allows us to estimate the phase shift caused by the resonance during an inspiral.
Klíčová slova:
geodesic motion; black holes; chaos
Dokument je dostupný na externích webových stránkách.
Growth of orbital resonances around a black hole surrounded by matter
This work studies the dynamics of geodesic motion within a curved spacetime around a Schwarzschild black hole, perturbed by a gravitational field of a far axisymmetric distribution of mass enclosing ...
Risk Assessment on Geodiversity Sites
Kubalíková, Lucie; Nováková, Eva; Kuda, František; Kirchner, Karel; Bajer, A.; Balková, M.
2023 - anglický
Geoconservation is an action of conserving and enhancing geological, geomorphological, hydrological and soil features and processes. Particular geoconservation measures are very often applied on the site-level to protect important geodiversity sites. Nevertheless, despite established legal protection and related geoconservation activities, threats to geodiversity sites related to the multiple use and human society demands can arise and reaching a compromise can be difficult. In this contribution, a two-level threat assessment is applied and discussed. The first level of threat assessment is based on the already used criteria within geosite/geomorphosite concept. The second level of threat assessment is represented by Risk Assessment Matrix, which may be considered a useful tool providing a complex view on the threats to geodiversity sites. The methods are applied on two different sites and their advantages and limits are discussed. Based on the assessment, specific management proposals may be implemented in order to balance conservation needs and demands resulting from human activities related to the sites.
Klíčová slova:
geoconservation; risk assessment matrix; degradation risk; geosites; geomorphosites
Dokument je dostupný na externích webových stránkách.
Risk Assessment on Geodiversity Sites
Geoconservation is an action of conserving and enhancing geological, geomorphological, hydrological and soil features and processes. Particular geoconservation measures are very often applied on the ...
Ceramic protection of anti-corrosion layers of 3-glycidyloxypropyl-triethoxysilane on steel
Pokorný, P.; Janata, Marek; Brožek, Vlastimil
2023 - anglický
There are various variations on the problem of steel reinforcement bond strength in concrete. Along with geometrical considerations, corrosion performance of steels with varying chemical compositions in interaction with variable chemical compositions of concrete are crucial. One approach is to cover steel surfaces with organosilane compounds, which increases the reinforcement resistance to corrosion in both acidic and alkaline conditions but, on the other hand, may weaken the reinforcement bond strength on concrete. The issue is resolved by intentionally forming a thin-walled, highly adhering corundum layer that is highly porous and impregnated with 3-glycidyloxypropyltriethoxysilane. This procedure also includes testing the adhesion properties between the ceramic and the metal and the cement prior to conducting a corrosion test in a chloride environment.
Klíčová slova:
ceramic protection; 3-glycidyloxypropyl-triethoxysilane; steel
Dokument je dostupný na externích webových stránkách.
Ceramic protection of anti-corrosion layers of 3-glycidyloxypropyl-triethoxysilane on steel
There are various variations on the problem of steel reinforcement bond strength in concrete. Along with geometrical considerations, corrosion performance of steels with varying chemical compositions ...
Hydrolgoie malého povodí 2023
Hnilicová, Soňa; Tesař, Miroslav
2023 - český
Sborník obsahuje plné texty vědeckých článků. Příspěvky neprošly jazykovou kontrolou a za obsah odpovídají autoři článků. Články byly připraveny jako příspěvky pro konferenci „Hydrologie malého povodí 2023“ s tématickými okruhy: 1. Globální vlivy a změny v režimu vodních zdrojů v malém povodí; 2. Komplexní monitoring a bilance zásob vody v malých povodích; 3. Hydrologické extrémy (přívalové povodně; sucho – typy a hodnocení); 4. Vliv vegatačního krytu a způsobu využití povodí na vodní režim; 5. Transportní procesy v půdě a vliv hydrofobie povrchové vrstvy na ně; 6. Hydrologické modelování; nejistoty v hydrologickém modelování; 7. Látkové toky v malém povodí a eutrofizace povrchových vod; 8. Malá povodí v horský oblastech (usazené srážky, akumulace a tání sněhu, atd.); 9. Nové metody, techniky a přístrojové vybavení v hydrologii a hydroekologii.\n The book is a collection of scientific contributions to the Conference "Hydrology of small basins". The conference topics were: 1. Changes in the regime of water resources in small basins; 2. Complex monitoring a and water storage balance in small basins; 3. Hydrological extremes (flash floods, drought); 4. Effect of land use and land cover on water balance; 5. Hydrophobicity and transportation processes in soil; 6. Hydrological modelling und uncertainties; 7. Biogeochemical fluxes in a small watershed and eutrophication of surface waters; 8. Mountainous experimental small basins (deposited precipitation, snow regime, …); 9. New methods, techniques and instrumentation in hydrology and hydroecology.\n
Klíčová slova:
experimental hydrology; hydrological monitoring; subsurface hydrology; small basin; water balance; hydrological modelling
Dokument je dostupný na externích webových stránkách.
Hydrolgoie malého povodí 2023
Sborník obsahuje plné texty vědeckých článků. Příspěvky neprošly jazykovou kontrolou a za obsah odpovídají autoři článků. Články byly připraveny jako příspěvky pro konferenci „Hydrologie malého povodí ...
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