# SIMULATION OF WAVE EFFECT ON SHIP HYDRODYNAMICS BY RANSE

Save this PDF as:

Size: px
Start display at page:

## Transcription

2 NUMERICAL FORMULATION The Reynolds averaged Navier-Sokes equaions wih SST Κ-ω urbulence model for closure were solved. VOF mehod was adoped o capure free surface inerface. The governing equaions can be wrien as follows. 1 h Inernaional Conference on Sabiliy of Ships and Ocean Vehicles 2.5 Boundary condiions The inle is locaed a one ship lengh ahead of ship where velociy componens and volume fracion were imposed. The wave was generaed from wave maker a inle using following values: 2.1 Coninuiy equaion The coninuiy equaion is wrien as: u = 2.2 RANS equaion u 1 + u u = g + ρ p ν 2 u (1) (2) Wave lengh λ/l=1. Wave ampliude ζ a /L=.8 Wave number k=2π/λ Wave frequency for deep waer ω= gk Model speed V=1.89m/s Wave encouner frequency ω e =ω+ kv Period T=2π/ω e Wave elevaion a inle ζ =ζasin( ω e) kz X velociy u =ζaωe sin( ω e) kz Z velociy w = ζωe cos( ω ) a e 2.3 Turbulence model μ ( ρk) + ( ρuk) = P ρε + (( μ + T ) K) σ ( ρω) + ( ρuω) = ( Γ ω) + G Y + D + S 2.4 VOF equaion ( rw) + ( rwu ) =. Where: u g τ ρ μ r w K ω P ω ω ω ω ω Velociy vecor Graviy vecor Sress ensor Mixure densiy Mixure viscosiy Volume fracion of waer Turbulence energy Specific dissipaion rae Pressure K (3) (4) (5) From above relaionship, we can obain he wave number is.98 and corresponding angular frequency of incoming wave is 3.1/s. Wave encouner angular frequency is 4.95/s. The period is 1.27 seconds. Wave ampliude is.512m. The incoming wave was generaed a he sar of he calculaion. I akes a few periods o eliminae iniial disurbance. Afer abou 5 periods, he force record becomes periodic wih period 1.27s. The oule is a wo ship lengh behind ship. The hydrosaic pressure is specified. Velociy componens and free surface elevaion were given on side boundary, which is locaed a one ship lengh from cenreplane. Wall funcion was used on hull boundary o save compuer ime. Using hese parameers, he simulaion of wave effec on seady oblique moion was performed. Yaw angles are and 1 degrees.

3 1 h Inernaional Conference on Sabiliy of Ships and Ocean Vehicles 2.6 Numerics Second order upwinding inerpolaion was used for convecion flux. SIMPLE mehod was applied o obain pressure. Geomeric reconsrucion of volume fracion was used o calculae wave elevaion. 3. TEST CASEE A conainer model (Hamburg Tes Case) adoped in EU VIRTUE projec was seleced for numerical analysis and validaion. The body plan and profile of bow and sern are shown in Figure 1. The main paricular of he vessel is given in able oher is free sailing moion wih wave effecs. The resuls are given below. 4. CAPTIVE YAW MOTION IN WAVE Manoeuvring in sea wave was radiionally sudied by simplified numerical approach wih model es based empirical formula. The accuracy of simulaion was case dependen. More reliable numerical ools are in demanding. Recen CFD developmen provides an advanced alernaive o ackle he problem. In EU projec VIRTUE, manoeuvring in calm waer and wave were sudied inensively. The resuls of calculaions of manoeuvring in calm waer covering seady yaw, urning, oscillaory sway and yaw were in good agreemen wih model es measuremen. The par of resuls of ship manoeuvring in wave will be presened in he paper. 4.1 Capive yaw angle 1 degrees Figure 1. HTC body plan. The firs case is capive yaw moion (1 degrees) in wave as shown in snapsho below. The harmonic wave was generaed using digial flap maker. The model was in oblique moion a Froude number.238 and yaw angle 1 Table 1. Main pariculars of HTC. The calculaions were carried ou on a 16 processors cluser. The mesh was medium sized wih 1.3m cells. The grid sensiiviy sudies were carried ou on he relevan sudy. The grid effecs are in general small for unseady calculaions. Two es cases were made. One is capive seady yaw moion wih incoming wave. The degrees. The X forces are given in Figure 2, where he resuls from (Red), (Purple) and measuremens (Blue and pink) were compared. The resuls from were obained by a poenial solver wih viscous correcion by PANASSOS. The HSVA experimen resuls

4 594 include hose wih and wihou wave. As we can clearly see ha surge force is consan wihou wave. The surge force oscillaes a he period given above when here was wave. Boh compued and measured surge forces in waves oscillae around he value from seady measuremen in calm waer. However, as can be seen, he ampliudes of oscillaions were differen. The compued ampliude by FLUENT is close o ha from measuremen. The prediced ampliude by is lower han daa. I seems ha viscous-wave ineracions were underesimaed by poenial solver. X Figure 2. surge force. The sway force in Figure 3 shows similar rend as surge force. The compued sway force from boh and oscillaes periodically afer abou 5 periods when here was incoming wave. The ime record of sway forces from calculaions display sinusoidal feaure. However, he measured sway force exhibis srong high frequency oscillaion. I seems ha wave generaed in model es suffer from shor wave disurbance. The ampliudes of oscillaions beween calculaion and measuremen were generally consisen. The averaged sway forces in one period from calculaion and measuremen are close o ha from seady measuremen. The agreemens beween calculaions and measuremen are accepable. 1 h Inernaional Conference on Sabiliy of Ships and Ocean Vehicles Y Figure 3. sway force. The yaw momen was shown in Figure 4. The agreemens beween calculaions and measuremen seem prey saisfying. The compued ampliudes and phase angles are close o measured one. The unseady ime records of forces oscillaes around value from seady measuremen. Averaged yaw momen by FLUENT is slighly larger han oher resuls. Similar resuls were obained in he calculaions of seady yaw and urning where prediced yaw momens are slighly larger han measuremen. The similar conclusion could be drawn for yaw momen as for surge and sway forces. N Figure 4. yaw momen. Addiional o calculaion of drif angle 1 degrees, he calculaion of wave effec a sraigh forward condiion (wihou yaw) was performed as well.

5 1 h Inernaional Conference on Sabiliy of Ships and Ocean Vehicles 4.2 Capive sraigh ahead moion in head wave As here was no drif angle in he calculaion, he sway force, roll momen and yaw momen are all zero. Therefore, only surge force, heave force and pich momen are presened. Boh compued and measured surge forces shown in Figure 5 oscillae around he value from seady measuremen. However, as can be seen, he ampliudes of oscillaions were depending on he solvers. The compued ampliude by FLUENT is close o he measured one. However, i is much smaller by s solver. The averaged surge forces from calculaions and measuremen in one period were close o ha from seady measuremen wihou wave. The conclusion for surge force in yaw angle 1 degrees applies o sraigh ahead condiion Only calculaion wihou drif was made o reduce he effor and uncerainy. X The surge force was given in Figure Figure 6. Surge force in free moion..1 HSVA.5.5 X Heave Figure 5. surge force in head wave. 5. FREE RUNNING IN WAVE Ship sails in seaway in free running condiion. Ship aiude is no resrained as in capive condiion. The dynamic change of aiude in sea wave was simulaed in he calculaion. Ship speed is consan a 18 knos. Only surge force can be measured in model es. In he secion below, he comparison of calculaion wih measuremen is made. -.5 Figure 7. Heave The compued and measured surge forces oscillae wih same period 1.27s as in capive condiion. The compued ampliude of oscillaion in free condiion was close o ha in capive condiion while measured ampliude of oscillaion in free condiion was slighly larger han ha in capive condiion. The compued surge force shows numerical wave disurbance while measured surge force oscillaes periodically. The magniude of averaged surge forces in one period in calculaion and measuremen were slighly larger han ha in capive condiion. The sinkage and rim in free condiion ends o increase surge force a few

6 596 percenage. In general, he agreemens beween compued and measured surge force were good. The.4heave moion was given in Figure 7. Model moves verically wih wave induced heave.2 force. The period of oscillaion was he same as wave period 1.27s. The ampliude of heave moion is deermined by wave induced heave force. The averaged heave moion is relaed o seady hydrodynamic heave force. Pich -.2 The pich moion was given in Figure 8. Figure 8. Pich Model moves wih free piching of period 1.27s. The oscillaion of pich moion in he calculaion was no sricly periodic. There was srong effec from numerical wave. The ampliude of pich moion is deermined by wave induced pich momen. The averaged pich in one period is relaed o seady hydrodynamic pich momen. From maneuvering calculaions in sea wave and comparison wih model ess, he accuracy of CFD ools was generally encouraging. Furher implemenaion of he ool on naval hydrodynamics will be srenghened. 6. FUTURE WORK CFD ools can be effecively used o sudy he wave effec on ship hydrodynamics in variey of moion modes. For he purpose of pracical applicaion, he following work needs o be esablished in he fuure: Model es daa base wih wave and moion signals as well as force componens are needed for validaion of CFD resuls Alhough bow wave can be generaed reliably, following sea as well as oblique sea need o be generaed by RANS approach For he calculaion of large ampliude ship moion, he qualiy of deforming mesh 1 h Inernaional Conference on Sabiliy of Ships and Ocean Vehicles needs o be improve 7. CONCLUSION Based on he compuaional resuls, he following conclusions are drawn: From he comparisons of compued and measured resuls i shows ha he oscillaions of forces in waves depend on he wave ampliude and wave lengh. The effecs of wave on ime-averaged forces from calculaion in capive condiion were small. Averaged X, Y, and N were close o hose from measuremen wihou wave. The forces from measuremen in waves suffer from high frequency disurbance. The reason for his wheher i is due o wall reflecion or wave qualiy needs o be clarified. The compued and measured surge forces in free condiion averaged in one period were slighly larger han hose in capive condiion. 8. REFERENCE Gabriel David Weymouh, Rober Vance Wilson and Frederick Sern: RANS Compuaional Fluid Dynamics Predicions of Pich and Heave Moions in Head Seas, Journal of Ship Research, Vol. 49 No.2, June 25, pp G. Ducroze, F.Bonnefoy, D. Le Touze & P. Ferran : Developmen of a Fully Nonlinear Waer Wave Simulaor based on Higher Order Specral Theory, 2h Workshop on Waer Waves and Floaing Bodies, Norway, 25 A. Cura Hochbaum and M.Vog: Towards he Simulaion of Seakeeping and Manoeuvring based on he Compuaion of he Free Surface Viscous Ship Flow, 24h Symposium on Naval Hydrodynamics, 23

### An Alternative Mathematical Model for Oxygen Transfer Evaluation in Clean Water

An Alernaive Mahemaical Model for Oxygen Transfer Evaluaion in Clean Waer Yanjun (John) He 1, PE, BCEE 1 Kruger Inc., 41 Weson Parkway, Cary, NC 27513 Email: john.he@veolia.com ABSTRACT Energy consumpion

### The t-test. What We Will Cover in This Section. A Research Situation

The -es 1//008 P331 -ess 1 Wha We Will Cover in This Secion Inroducion One-sample -es. Power and effec size. Independen samples -es. Dependen samples -es. Key learning poins. 1//008 P331 -ess A Research

### The safe ships trajectory in a restricted area

Scienific Journals Mariime Universiy of Szczecin Zeszyy Naukowe Akademia Morska w Szczecinie 214, 39(111) pp. 122 127 214, 39(111) s. 122 127 ISSN 1733-867 The safe ships rajecory in a resriced area Zbigniew

### Proceedings of the ASME 28th International Conference on Ocean, Offshore and Arctic Engineering OMAE2009 May 31 - June 5, 2009, Honolulu, Hawaii

Proceedings of he ASME 28h Inernaional Conference on Ocean, Offshore and Arcic Engineering OMAE29 May 31 - June 5, 29, Honolulu, Hawaii OMAE29-79385 ANALYSIS OF THE TUNNEL IMMERSION FOR THE BUSAN-GEOJE

### Morningstar Investor Return

Morningsar Invesor Reurn Morningsar Mehodology Paper March 3, 2009 2009 Morningsar, Inc. All righs reserved. The informaion in his documen is he propery of Morningsar, Inc. Reproducion or ranscripion by

### A Probabilistic Approach to Worst Case Scenarios

A Probabilisic Approach o Wors Case Scenarios A Probabilisic Approach o Wors Case Scenarios By Giovanni Barone-Adesi Universiy of Albera, Canada and Ciy Universiy Business School, London Frederick Bourgoin

### What the Puck? an exploration of Two-Dimensional collisions

Wha he Puck? an exploraion of Two-Dimensional collisions 1) Have you ever played 8-Ball pool and los he game because you scrached while aemping o sink he 8-Ball in a corner pocke? Skech he sho below: Each

### ScienceDirect. Cycling Power Optimization System Using Link Models of Lower Limbs with Cleat-Shaped Biaxial Load Cells

Available online a www.sciencedirec.com ScienceDirec Procedia Engineering 72 ( 20 ) 8 7 The 20 conference of he Inernaional Spors Engineering Associaion Cycling Power Opimizaion Sysem Using ink Models

### Overview. Do white-tailed tailed and mule deer compete? Ecological Definitions (Birch 1957): Mule and white-tailed tailed deer potentially compete.

COMPETITION BETWEEN MULE AND WHITE- TAILED DEER METAPOPULATIONS IN NORTH-CENTRAL WASHINGTON E. O. Garon, Kris Hennings : Fish and Wildlife Dep., Univ. of Idaho, Moscow, ID 83844 Maureen Murphy, and Seve

### 2nd Regional Conference On Enhancing Transport Technology For Regional Competitiveness

nd Regional Conference On Enhancing Transpor Technology For Regional Compeiiveness SESSION C TBLE OF CONTENTS PREFCE... 4 ORGNISING COITTEE... 5 KEYNOTE DDRESS... 6 Session : UTOOTIE... 7 Session B : ERONUTICS...

### KEY CONCEPTS AND PROCESS SKILLS. 1. An allele is one of the two or more forms of a gene present in a population. MATERIALS AND ADVANCE PREPARATION

Gene Squares 61 40- o 2 3 50-minue sessions ACIVIY OVERVIEW P R O B L E M S O LV I N G SUMMARY Sudens use Punne squares o predic he approximae frequencies of rais among he offspring of specific crier crosses.

### Avoiding Component Failure in Industrial Refrigeration Systems

Avoiding Componen Failure in Indusrial Refrigeraion Sysems By Tim Kroeger, segmen markeing manager indusrial refrigeraion, Asia Pacific & India The aricle caegorises and gives examples of ypical componen

### Dual Boost High Performances Power Factor Correction (PFC)

Dual Boos High Performances Power Facor Correcion (PFC) C. Aaianese, Senior Member, IEEE - V. Nardi, Member, IEEE - F. Parillo - G. Tomasso, Member, IEEE Deparmen of Auomaion, Elecromagneism, Compuer Science

### Stock Return Expectations in the Credit Market

Sock Reurn Expecaions in he Credi Marke Hans Bysröm * Sepember 016 In his paper we compue long-erm sock reurn expecaions (across he business cycle) for individual firms using informaion backed ou from

### FORECASTING TECHNIQUES ADE 2013 Prof Antoni Espasa TOPIC 1 PART 2 TRENDS AND ACCUMULATION OF KNOWLEDGE. SEASONALITY HANDOUT

FORECASTING TECHNIQUES ADE 2013 Prof Anoni Espasa TOPIC 1 PART 2 TRENDS AND ACCUMULATION OF KNOWLEDGE. SEASONALITY HANDOUT February 2013 MAIN FACTORS CAUSING TRENDS Increases in populaion. Seady inflaion.

### Methods for Estimating Term Structure of Interest Rates

Mehods for Esimaing Term Srucure of Ineres Raes Iskander Karibzhanov Absrac This paper compares differen inerpolaion algorihms for consrucing yield curves: cubic splines, linear and quadraic programming,

### Economics 487. Homework #4 Solution Key Portfolio Calculations and the Markowitz Algorithm

Economics 87 Homework # Soluion Key Porfolio Calculaions and he Markowiz Algorihm A. Excel Exercises: (10 poins) 1. Download he Excel file hw.xls from he class websie. This file conains monhly closing

### EXAMINING THE FEASIBILITY OF PAIRED CLOSELY-SPACED PARALLEL APPROACHES

EXAMINING THE FEASIBILITY OF PAIRED CLOSELY-SPACED PARALLEL APPROACHES Seven J. Landry and Amy R. Priche Georgia Insiue of Technology Alana GA 30332-0205 ABSTRACT Paired closely-spaced parallel approaches

### Real-time Stochastic Evacuation Models for Decision Support in Actual Emergencies

Real-ime Sochasic Evacuaion Models for Decision Suppor in Acual Emergencies ARTURO CUESTA, DANIEL ALVEAR, ORLANDO ABREU and DELFÍN SILIÓ Transpors and echnology projecs and processes Universiy of Canabria

### CHAPTER TEST REVIEW, LESSONS 4-1 TO 4-5

IB PHYSICS Name: DEVIL PHYSICS Perio: Dae: BADDEST CLASS ON CAMPUS CHAPTER TEST REVIEW, LESSONS 4- TO 4-5 S. Waer waves a he surface of a pon pass a floaing log of lengh L. The log is a res relaive o he

### QUANTITATIVE FINANCE RESEARCH CENTRE. Optimal Time Series Momentum QUANTITATIVE FINANCE RESEARCH CENTRE QUANTITATIVE F INANCE RESEARCH CENTRE

QUANTITATIVE FINANCE RESEARCH CENTRE QUANTITATIVE F INANCE RESEARCH CENTRE QUANTITATIVE FINANCE RESEARCH CENTRE Research Paper 353 January 15 Opimal Time Series Momenum Xue-Zhong He, Kai Li and Youwei

### Zelio Control Measurement Relays RM4L Liquid Level Relays

Zelio Conrol Measuremen elays FNCTIONS These devices monior he levels of conducive liquids. They conrol he acuaion of pumps or valves o regulae levels; hey are also suiable for proecing submersible pumps

### Automatic air-main charging and pressure control system for compressed air supplies

Auomaic air-main charging and pressure conrol sysem for compressed air supplies Type PCS A module from he sysem -vacorol Swiching on-off a compressed air uni in a compressed air supply generally akes place

### Front-Crawl Instantaneous Velocity Estimation Using a Wearable Inertial Measurement Unit

Sensors 2012, 12, 12927-12939; doi:10.3390/s121012927 Aricle OPEN ACCESS sensors ISSN 1424-8220 www.mdpi.com/journal/sensors Fron-Crawl Insananeous Velociy Esimaion Using a Wearable Inerial Measuremen

### KINEMATICS IN ONE DIMENSION

chaper KINEMATICS IN ONE DIMENSION Secion 2.1 Displacemen Secion 2.2 Speed and Velociy 1. A paricle ravels along a curved pah beween wo poins P and Q as shown. The displacemen of he paricle does no depend

### What is a Practical (ASTM C 618) SAI--Strength Activity Index for Fly Ashes that can be used to Proportion Concretes Containing Fly Ash?

2017 World of Coal Ash (WOCA) Conference in Lexingon, KY - May 9-11, 2017 hp://www.flyash.info/ Wha is a Pracical (ASTM C 618) SAI--Srengh Aciviy Index for Fly Ashes ha can be used o Proporion Concrees

### Keywords: (CNG1) Pressure Vessel, Design Thickness And Stress, Numerical Simulation, Failure Analysis, COMSOL Multiphasic.

www.semargroup.org, www.ijser.com ISSN 9-8885 Vol.0,Issue.09 May-04, Pages:869-87 Failure Analysis of A Thin-walled CNG Cylindrical Pressure Vessel THIN ZAR THEIN HLAING, DR. HTAY HTAY WIN Dep of Mechanical

### Coefficients of Propeller-hull Interaction in Propulsion System of Inland Waterway Vessels with Stern Tunnels

hp://www.ransnav.eu he Inernaional Journal on Marine Navigaion and Safey of Sea Transporaion Volume 8 Number 3 Sepember 214 DOI: 1.12716/11.8.3.8 Coefficiens of Propeller-hull Ineracion in Propulsion Sysem

### Instruction Manual. Rugged PCB type. 1 Terminal Block. 2 Function. 3 Series Operation and Parallel Operation. 4 Assembling and Installation Method

Rugged PCB ype Insrucion Manual 1 Terminal Block Funcion.1...4.5.6.7 Inpu volage range Inrush curren limiing Overcurren proecion Overvolage proecion Oupu volage adjusmen range Isolaion Remoe ON/OFF E9

### Rolling ADF Tests: Detecting Rational Bubbles in Greater China Stock Markets

Singapore Managemen Universiy Insiuional Knowledge a Singapore Managemen Universiy Disseraions and Theses Collecion (Open Access) Disseraions and Theses 2008 Rolling ADF Tess: Deecing Raional Bubbles in

### COMPARING SIMULATED ROAD SAFETY PERFORMANCE TO OBSERVED CRASH FREQUENCY AT SIGNALIZED INTERSECTIONS

COMPARING SIMULATED ROAD SAFETY PERFORMANCE TO OBSERVED CRASH FREQUENCY AT SIGNALIZED INTERSECTIONS Janailson Q. Souza Research Assisan, Deparmen of Transporaion Engineering, Universidade Federal do Ceará,

### DYNAMIC portfolio optimization is one of the important

, July 2-4, 2014, London, U.K. A Simulaion-based Porfolio Opimizaion Approach wih Leas Squares Learning Chenming Bao, Geoffrey Lee, and Zili Zhu Absrac This paper inroduces a simulaion-based numerical

### Sensors and Actuators A: Physical

Sensors and Acuaors A 144 (2008) 354 360 Conens liss available a ScienceDirec Sensors and Acuaors A: Physical journal homepage: www.elsevier.com/locae/sna A micro-robo fish wih embedded SMA wire acuaed

### CHARACTERIZATION AND MODELING OF A PROPORTIONAL VALVE FOR CONTROL SYNTHESIS

CHARACTERIZATION AND MODELING OF A PROPORTIONAL VALVE FOR CONTROL SYNTHESIS Osama. OLABY, Xavier. BRN, Sylvie. SESMAT, Tanneguy. REDARCE and Eric. BIDEAX Laboraoire d Auomaique Indusrielle - hp://www-lai.insa-lyon.fr

### Name Class Date. Step 2: Rearrange the acceleration equation to solve for final speed. a v final v initial v. final v initial v.

Skills Workshee Mah Skills Acceleraion Afer you sudy each sample problem and soluion, work ou he pracice problems on a separae shee of paper. Wrie your answers in he spaces provided. In 1970, Don Big Daddy

### Measuring Potential Output and Output Gap and Macroeconomic Policy: The Case of Kenya

Universiy of Connecicu DigialCommons@UConn Economics Working Papers Deparmen of Economics Ocober 2005 Measuring Poenial Oupu and Oupu Gap and Macroeconomic Policy: The Case of Kenya Angelica E. Njuguna

### ITG Dynamic Daily Risk Model for Europe

December 2010 Version 1 ITG Dynamic Daily Risk Model for Europe 2010 All righs reserved. No o be reproduced or reransmied wihou permission. 121610 29140 These maerials are for informaional purposes only,

### San Francisco State University ECON 560 Fall Midterm Exam 2. Tuesday, October hour, 15 minutes

San Francisco Sae Universiy Micael Bar ECON 560 Fall 207 Miderm Exam 2 Tuesday, Ocober 3 our, 5 minues Name: Insrucions. Tis is closed book, closed noes exam. 2. No calculaors or elecronic devices of any

### INSTRUCTIONS FOR USE. This file can only be used to produce a handout master:

INSTRUCTIONS OR USE This file can only be used o produce a handou maser: Use Prin from he ile menu o make a prinou of he es. You may no modify he conens of his file. IMPORTNT NOTICE: You may prin his es

### US 9,615,553 B2 Apr. 11,2017

111111111111111111111111111111111111111111111111111111111111111111111111111 US009615553B2 (12) Unied Saes Paen Coniglio e al. (10) Paen No.: (45) Dae of Paen: US 9,615,553 B2 Apr. 11,2017 (54) ARTIFICIAL

### Economic Growth with Bubbles

Economic Growh wih Bubbles AlberoMarin,andJaumeVenura March 2010 Absrac We develop a sylized model of economic growh wih bubbles. In his model, financial fricions lead o equilibrium dispersion in he raes

### CONTROL VALVES IN TURBO-COMPRESSOR ANTI-SURGE SYSTEMS

CONTROL VALVES IN TURBO-COMPRESSOR ANTI-SURGE SYSTEMS keninrol CONTROL VALVES IN TURBO-COMPRESSOR ANTI-SURGE SYSTEMS CONTROL VALVES IN TURBO-COMPRESSOR ANTI-SURGE SYSTEMS 0 KOSO KENT INTROL SUPPLIES A

### MODEL SELECTION FOR VALUE-AT-RISK: UNIVARIATE AND MULTIVARIATE APPROACHES SANG JIN LEE

MODEL SELECTION FOR VALUE-AT-RISK: UNIVARIATE AND MULTIVARIATE APPROACHES By SANG JIN LEE Bachelor of Science in Mahemaics Yonsei Universiy Seoul, Republic of Korea 999 Maser of Business Adminisraion Yonsei

### Asset and Liability Management, Caisse. a manager of public debt

Asse and Liabiliy Managemen by CADES, a manager of public deb Name Deparmen & affiliaion Mailing Address e-mail address(es) Phone number 331 55 78 58 19, 331 55 78 58 00 Fax number 331 55 78 58 02 Eric

### Dynamics of market correlations: Taxonomy and portfolio analysis

Dynamics of marke correlaions: Taxonomy and porfolio analysis J.-P. Onnela, A. Chakrabori, and K. Kaski Laboraory of Compuaional Engineering, Helsinki Universiy of Technology, P.O. Box 9203, FIN-02015

### Machine Learning for Stock Selection

Machine Learning for Sock Selecion Rober J. Yan Compuer Science Dep., The Uniersiy of Wesern Onario jyan@csd.uwo.ca Charles X. Ling Compuer Science Dep., The Uniersiy of Wesern Onario cling@csd.uwo.ca

### A Statistical, Age-Structured, Life-History-Based Stock Assessment Model for Anadromous Alosa

American Fisheries Sociey Symposium 35:275 283, 2003 2003 by he American Fisheries Sociey A Saisical, Age-Srucured, Life-Hisory-Based Sock Assessmen Model for Anadromous Alosa A. JAMIE F. GIBSON 1 Acadia

### Computing Added Resistance in Waves Rankine Panel Method vs RANSE Method

Computing Added Resistance in Waves Rankine Panel Method vs RANSE Method Heinrich Söding, TU Hamburg-Harburg, Hamburg/Germany, h.soeding@tu-harburg.de Vladimir Shigunov, Germanischer Lloyd SE, Hamburg/Germany,

### Portfolio Efficiency: Traditional Mean-Variance Analysis versus Linear Programming

Porfolio Efficiency: Tradiional Mean-Variance Analysis versus Linear Programming Seve Eli Ahiabu Universiy of Torono Spring 003 Please send commens o Sephen.ahiabu@uorono.ca I hank Prof. Adonis Yachew

### Urban public transport optimization by bus ways: a neural network-based methodology

Urban Transpor XIII: Urban Transpor and he Environmen in he 21s Cenury 347 Urban public ranspor opimizaion by bus ways: a neural nework-based mehodology M. Migliore & M. Caalano Deparmen of Transporaion

### Outline. Objectives. Objectives. Objectives Progressive waves. Wave motion. Wave motion

Chaper. Liew Sau Poh Wave moion Ouline. Progressive Waves. Wave Inensi.3 Principle of Superposiion.4 Sanding Waves.5 Elecromagneic Waves Objecives a) inerpre and use he progressive wave equaion, = a sin

### Low-frequency data present significant

MICKAËL MALLINGER- DOGAN is an assisan vice presiden, Illiquid Asses Analics, a Harvard Managemen Compan in Boson, MA. doganm@hmc.harvard.edu MARK C. SZIGETY is vice presiden and head of Quaniaive Risk

### RECOMMENDATION FOR INTERCHANGEABLE STUD BOLTS AND TAP END STUDS FOR API SPEC 6A FLANGES

Issue Dae: June 6 15 Revision B June 2010 RECOMMENDAION FOR INERCHANGEABE UD BO AND A END UD FOR AI EC 6A FANGE ECHNICA REOR R501 Revision B AWHEM publicaions may be use by anyone esiring o o so. Every

### Overreaction and Underreaction : - Evidence for the Portuguese Stock Market -

Overreacion and Underreacion : - Evidence for he Poruguese Sock Marke - João Vasco Soares* and Ana Paula Serra** March 2005 * Faculdade de Economia da Universidade do Poro ** (corresponding auhor) CEMPRE,

### 3D CDF MODELING OF SHIP S HEELING MOMENT DUE TO LIQUID SLOSHING IN TANKS A CASE STUDY

Journal of KONES Powertrain and Transport, Vol. 17, No. 4 21 3D CDF ODELING OF SHIP S HEELING OENT DUE TO LIQUID SLOSHING IN TANKS A CASE STUDY Przemysaw Krata, Jacek Jachowski Gdynia aritime University,

### Time & Distance SAKSHI If an object travels the same distance (D) with two different speeds S 1 taking different times t 1

www.sakshieducaion.com Time & isance The raio beween disance () ravelled by an objec and he ime () aken by ha o ravel he disance is called he speed (S) of he objec. S = = S = Generally if he disance ()

### AMURE PUBLICATIONS. Working Papers Series

AMURE PUBLICATIONS Working Papers Series N D-20-2006 < A Cos-Benefi Analysis of Improving Trawl Seleciviy: he Nephrops norvegicus Fishery in he Bay of Biscay > Claire MACHER */** Olivier GUYADER * Caherine

### Citation for final published version: Publishers page: <http://dx.doi.org/ / >

This is an Open Access documen downloaded from ORCA, Cardiff Universiy's insiuional reposiory: hp://orca.cf.ac.uk/38772/ This is he auhor s version of a work ha was submied o / acceped for publicaion.

### Numerical Simulation of Wave Loads on Static Offshore Structures

Numerical Simulation of Wave Loads on Static Offshore Structures Hrvoje Jasak, Inno Gatin, Vuko Vukčević Wikki Ltd, United Kingdom Faculty of Mechanical Engineering and Naval Architecture University of

### Sources of Over-Performance in Equity Markets: Mean Reversion, Common Trends and Herding

The Universiy of Reading THE BUSINESS SCHOOL FOR FINANCIAL MARKETS Sources of Over-Performance in Equiy Markes: Mean Reversion, Common Trends and Herding ISMA Cenre Discussion Papers in Finance 2003-08

### Macro Sensitive Portfolio Strategies

Marke Insigh Macro Sensiive Porfolio Sraegies Marke Insigh Macro Sensiive Porfolio Sraegies Macroeconomic Risk and Asse Cash Flows Kur Winkelmann, Raghu Suryanarayanan, Ludger Henschel, and Kaalin Varga

### Market timing and statistical arbitrage: Which market timing opportunities arise from equity price busts coinciding with recessions?

Journal of Applied Finance & Banking, vol.1, no.1, 2011, 53-81 ISSN: 1792-6580 (prin version), 1792-6599 (online) Inernaional Scienific Press, 2011 Marke iming and saisical arbirage: Which marke iming

### Chronic Wasting Disease in Deer and Elk: a Critique of Current Models and Their Application

Souhern Illinois Universiy Carbondale OpenSIUC ublicaions Deparmen of Zoology 2003 Chronic Wasing Disease in Deer and Elk: a Criique of Curren Models and Their Applicaion Eric M. Schauber Souhern Illinois

### Dynamic Stability of Ships in Waves

Gourlay, T.P. & Lilienthal, T. 2002 Dynamic stability of ships in waves. Proc. Pacific 2002 International Maritime Conference, Sydney, Jan 2002. ABSTRACT Dynamic Stability of Ships in Waves Tim Gourlay

### Guidance Statement on Calculation Methodology

Guidance Saemen on Calculaion Mehodology Adopion Dae: 28 Sepember 200 Effecive Dae: January 20 Reroacive Applicaion: No Required www.gipssandards.org 200 CFA Insiue Guidance Saemen on Calculaion Mehodology

### Betting Against Beta

Being Agains Bea Andrea Frazzini and Lasse H. Pedersen * This draf: Ocober 5, 2010 Absrac. We presen a model in which some invesors are prohibied from using leverage and oher invesors leverage is limied

### Protecting the African Elephant: A Dynamic Bioeconomic Model of. Ivory Trade

Proecing he African Elephan: A Dynamic Bioeconomic Model of Ivory Trade G. Cornelis van Kooen Deparmen of Economics Universiy of Vicoria P.O. Box 1700, Sn CSC Vicoria, BC V8W 2Y2 Canada Email: kooen@uvic.ca

### R410A Rotary Compressor Bearing Design Considerations

Prde Universiy Prde e-pbs Inernaional Compressor Engineering Conference School of Mechanical Engineering 1998 R41A Roary Compressor Bearing Design Consideraions J. R. Lenz Tecmseh Prodcs Company Follow

### Smart Beta Multifactor Construction Methodology: Mixing versus Integrating

THE JOURNAL OF SPRING 2018 VOLUME 8 NUMBER 4 JII.IIJOURNALS.com ETFs, ETPs & Indexing Smar Bea Mulifacor Consrucion Mehodology: Mixing versus Inegraing TZEE-MAN CHOW, FEIFEI LI, AND YOSEOP SHIM Smar Bea

### A Stable Money Demand: Looking for the Right Monetary Aggregate

A Sable Money Demand: Looking for he Righ Moneary Aggregae Pedro Teles Federal Reserve Bank of Chicago, CEPR. Ruilin Zhou Pennsylvania Sae Universiy January, 2005 Absrac In his paper, we argue ha M1 is

### Paul R. Drake Management School, University of Liverpool, Liverpool, UK

The curren issue and full ex archive of his journal is available a www.emeraldinsigh.com/0960-0035.hm Analysis of he bullwhip effec wih order baching in muli-echelon supply chains Maloub Hussain College

### Development of Urban Public Transit Network Structure Integrating Multi-Class Public Transit Lines and Transfer Hubs

Developmen of Urban Public Transi Nework Srucure Inegraing Muli-Class Public Transi Lines and Transfer Hubs Zhenbao Wang 1, Anyan Chen 2 1College of Civil Engineering, Hebei Universiy of Engineering Handan,

### Performance Attribution for Equity Portfolios

PERFORMACE ATTRIBUTIO FOR EQUITY PORTFOLIOS Performance Aribuion for Equiy Porfolios Yang Lu and David Kane Inroducion Many porfolio managers measure performance wih reference o a benchmark. The difference

### COIN th JRC Annual Training on Composite Indicators and MCDA 22-26/09/2014, Ispra IT. Dorota Weziak-Bialowolska.

Doroa Weziak-Bialowolska 1h JRC Annual Training on Comosie ndiaors and MCDA Doroa Weziak-Bialowolska 1h JRC Annual Training on Comosie ndiaors and MCDA Normalizaion vs. denominaion 1 h JRC Annual Training

### Flow Switch LABO-VHZ-S

Flow Swich S Volumeric flow swiching Almos no effec from differing viscosiies Versaile, configurable swiching oupu in push-pull design Robus consrucion Compac design Characerisics he VHZ gearwheel flow

### Reexamining Sports-Sentiment Hypothesis: Microeconomic Evidences from Borsa Istanbul

Reexamining Spors-Senimen Hypohesis: Microeconomic Evidences from Borsa Isanbul Ka Wai Terence Fung +, Ender Demir, Chi Keung Marco Lau And Kwok Ho Chan * Absrac This paper examines he impac of inernaional

### IMO REVISION OF THE INTACT STABILITY CODE. Proposal of methodology of direct assessment for stability under dead ship condition. Submitted by Japan

INTERNATIONAL MARITIME ORGANIZATION E IMO SUB-COMMITTEE ON STABILITY AND LOAD LINES AND ON FISHING VESSELS SAFETY 49th session Agenda item 5 SLF 49/5/5 19 May 2006 Original: ENGLISH REVISION OF THE INTACT

### Received August 16, 2013; revised September 27, 2013; accepted October 26, 2013

Journal of Mahemaical Finance 7-8 Published Online November (hp://wwwscirporg/journal/jmf) hp://dxdoiorg//jmf Opimal Variaional Porfolios wih Inflaion Proecion raegy and Efficien Fronier of Expeced Value

### OPTIMAL ENERGY SOURCE FOR AN ENVIRONMENTALLY-FRIENDLY GO-KART

Journal of Ecological Engineering Volume 17, Issue 5, Nov. 016, pages 90 95 DOI: 10.1911/998993/65454 Research Aricle OPTIMAL ENERGY SOURCE FOR AN ENVIRONMENTALLY-FRIENDLY GO-KART Pior Zbigniew Filip 1,

### A Note on the Capsizing of Vessels in Following and Quartering Seas

Oceanic Engineenng International, Vol. 1, No. 1, 1997, pp. 25-32 A Note on the Capsizing of Vessels in Following and Quartering Seas MARTIN RENILSON' * 'Australian Maritime Engineering CRC Ltd, c/o Australian

### Breeding Incentive Programs and Demand for California Thoroughbred Racing: The Tradeoff Between Quantity and Quality. Martin D.

Breeding Incenive Programs and Demand for California horoughbred Racing: he radeoff Beween Quaniy and Qualiy by Marin D. Smih Deparmen of Agriculural and Resource Economics Universiy of California, Davis

### WHO RIDE THE HIGH SPEED RAIL IN THE UNITED STATES THE ACELA EXPRESS CASE STUDY

Proceedings of he 2010 Join Rail Conference JRC2010 April 27-29, 2010, Urbana, Illinois, USA JRC2010-36236 WHO RIDE THE HIGH SPEED RAIL IN THE UNITED STATES THE ACELA EXPRESS CASE STUDY Zhenhua Chen The

### COMPARATIVE STUDY OF VELOCITY REDUCTION ON FEATHER AND SYNTHETIC SHUTTLECOCKS USING CORRECTED INITIAL VELOCITY DURING OVERHEAD SMASH

Journal of Engineering Science and Technolog Special Issue on AASEC 6, Ocober (7) 9-5 School of Engineering, Talor s Uniersi COMPARATIVE STUDY OF VELOCITY REDUCTION ON FEATHER AND SYNTHETIC SHUTTLECOCKS

### Clarification of Behavior of Huge Tsunami Action on Bridges - Hydraulic Model Experiment and Simulation Technology -

Clarification of Behavior of Huge Tsunami Action on Bridges - Hydraulic Model Experiment and Simulation Technology - 21 TOSHIMITSU SUZUKI *1 RIKUMA SHIJO *2 KAORU YOKOYAMA *3 SYUNICHI IKESUE *4 HIROFUMI

### An Autonomous Blimp for the Wall Following Control.

An Auonomous Blimp for he Wall Following Conrol. Seung-Yong Oh *,**, Chi- Won Roh *, Sung- Chul Kang *, Eun-ai Kim ** * Inelligen Roboics Research Cener, Korea Insiue of Science an echnology, Seoul, Korea

### The Trade Performance Index. Technical notes. May Market Analysis Section International Trade Center (ITC) Geneva, Switzerland

The Trade Performance Index Technical noes May 27 Mare Analysis Secion Inernaional Trade Cener (ITC) Geneva, Swizerland 1 ACKNOWLEDGEMENTS The Trade Performance Index has been developed a ITC s Mare Analysis

### FIVE RISK FACTORS MODEL: PRICING SECTORAL PORTFOLIOS IN THE BRAZILIAN STOCK MARKET

Revisa Caarinense da Ciência Conábil, ISSN 1808-3781 - eissn 2237-7662, Florianópolis, SC, Brazil, v. 16, n. 48, p. 81-98, May/Aug. 2017 doi: 10.16930/2237-7662/rccc.v16n48.2376 Available a hp://revisa.crcsc.org.br

### Centre for Investment Research Discussion Paper Series. Momentum Profits and Time-Varying Unsystematic Risk

Cenre for Invesmen Research Discussion Paper Series Discussion Paper # 08-0* Momenum Profis and Time-Varying Unsysemaic Risk Cenre for Invesmen Research O'Rahilly Building, Room 3.0 Universiy College Cork

### A Simple Approach to Dynamic Material Balance in Gas-Condensate Reservoirs

Oil & Gas Science and Technology Rev. IFP Energies nouvelles, Copyrigh 23, IFP Energies nouvelles DOI:.256/ogs/2222 Vol. 69 (24), No. 2, pp. 37-37 A Siple Approach o Dynaic Maerial Balance in Gas-Condensae

### Making Sense of Genetics Problems

Bio 101 Ms. Bledsoe Making Sense of Geneics roblems Monohbrid crosses Le s sar wih somehing simle: crossing wo organisms and waching how one single rai comes ou in he offsring. Le s use eas, as Mendel

### HKS Colour System Colour system consisting of 3 series for optimum colour fidelity and colour identity

HKS Sysem sysem consising of 3 series for opimum colour fideliy and colour ideniy Base colour ink series for sheefed offse Produc feaures The HKS colour sysem consiss of he 3 spo colour ink series: Novavi

### On convexity of SD efficiency sets - no short sales case

4. mezinárodní konference Řízení a modelování finančních rizik Osrava VŠB-U Osrava Ekonomická fakula kaedra Financí.-. září 008 On conveiy of SD efficiency ses - no shor sales case Miloš Kopa Absrac his

### Managing the abundance of bison in Yellowstone National Park, winter Chris Geremia, P. J. White, and Rick Wallen September 12, 2011

Managing he abundance of bison in Yellowsone Naional Park winer 2012 Chris Geremia P. J. Whie and Rick Wallen Sepember 12 2011 EXECUTIVE SUMMARY Background Yellowsone Naional Park (YNP) developed a plan

### AIRFOIL PROFILE OPTIMIZATION OF AN AIR SUCTION EQUIPMENT WITH AN AIR DUCT

THERMAL SCIENCE, Year 2015, Vol. 19, No. 4, pp. 1217-1222 1217 AIRFOIL PROFILE OPTIMIZATION OF AN AIR SUCTION EQUIPMENT WITH AN AIR DUCT by Li QIU a,b, Rui WANG a,*, Xiao-Dong CHEN b, and De-Peng WANG

### EFFECTS OF WIND SPEED ON WIND TURBINE AVAILABILITY

EFFECTS OF WIND SPEED ON WIND TURBINE AVAILABILITY S. Faulsich 1, P. Lyding 1, P. J. Tavner 2 1 Fraunhofer Insiue for Wind Energy and Energy Sysem Technology (IWES) 2 Energy Group, School of Engineering,

### MULTIVARIATE RISK-RETURN DECISION MAKING WITHIN DYNAMIC ESTIMATION

Economic Analysis Working Papers.- 7h Volume Number 11 MULIVARIAE RISK-REURN DECISION MAKING WIHIN DYNAMIC ESIMAION Josip Arnerić 1, Elza Jurun, and Snježana Pivac, 3 Universiy of Spli, Faculy of Economics,

### Analysis of Factors Affecting Extreme Ship Motions in Following and Quartering Seas

Analysis of Factors Affecting Extreme Ship Motions in Following and Quartering Seas Chang Seop Kwon *, Dong Jin Yeo **, Key Pyo Rhee *** and Sang Woong Yun *** Samsung Heavy Industries Co., td. * Maritime

### Finding the hull form for given seakeeping characteristics

Finding the hull form for given seakeeping characteristics G.K. Kapsenberg MARIN, Wageningen, the Netherlands ABSTRACT: This paper presents a method to find a hull form that satisfies as good as possible