Performance Optimization of Markov Models in Simulating Computer Networks

Size: px
Start display at page:

Download "Performance Optimization of Markov Models in Simulating Computer Networks"

Transcription

1 Proceedings of he World Congress on Engineering and Copuer Science 9 Vol I WCECS 9, Ocober -, 9, San Francisco, USA Perforance Opiizaion of Marov Models in Siulaing Copuer Newors Nisrine Sinno, Hussein Youssef, Ghaddar Ahad Absrac--This paper concerns he applicaion of Discree Marov odels [], [] for he siulaion of copuer newors where he nuber of cliens reains unchanged. Two nuerical ehods [] has been used, he Power siulaion ehod and he P-siulaion ehod. Two newor odels has been used he Gordan-Newell and he Cox-Cox odels. In siulaing hose wo odels, he asypoic perforance of he siulaion has been copared, in er of he convergence crieria oward he saionary sae of he odel. Index Ters Copuer Newors Siulaion, Discree Marov Chains, Perforance evaluaion, P-siulaion, Power siulaion. I. INTRODUCTION Copuer newors belong o a class of physical syses ha can be sudied effecively by eans of discree evens siulaion odels. The copuer newor subjec of he siulaion is he closed newor Gordan-Newell newor and Cox-Cox newor wih a consan nuber of cliens. Considering he fac ha he sae of he newor is described in ers of nuerical behavior values, copuer newor falls in he caegory of eory less behavior because he nowledge of he presen decouples he pas fro he fuure. Though exploring he behavior of copuer newors hrough Marov odels is legal, because Marov chain is a special sochasic process in which he fuure probabilisic behavior of he process is uniquely deerined by is presen sae. Newor eniies such as he access behaviors o he newor ay be described in he for of discree chain evens. Two ypes of Marov chain odels will be applied in he siulaion, he Power Marov process and he P- siulaion Marov process in a discree sae space. The wo ehod s convergence o he saionary sae will be copared in order o find which ehod is ore reliable for he siulaion of he Gordan-Newell and Cox-Cox newor odels. F. Nisrine Sinno is in he Copuer and Applied Maheeics Deparen, A he faculy of Sciences, Lebanese Universiy, e-ail: nisrine@ul.edu.lb. S. Hussein Youssef is in he deparen of Physique des aeriaux, Faculy of Sciences, Lebanese Universiy. T.Ghaddar Ahad is in he Copuer and Applied Maheeics Deparen, A he faculy of Sciences, Lebanese Universiy II. SIMULATION MODELS A. Discree Tie Marov Model A discree ie Marov odel is defined in ers of a se of ransiion probabiliies beween he discree saes of he odel. Transiions are associaed wih ransiion probabiliies beween saes. The NxN ransiion probabiliies beween N saes is called he Transiion Probabiliy Marix P. If P is he iniial probabiliy vecor hen he sae probabiliy afer seps is given by he vecor : =P* P () he arix P is he -h ransiion arix afer uliplying P o iself, ies. A seady sae no ore changes in saes probabiliies are expeced when P is uliplied by he curren probabiliy P vecor, his is because he Marov chain is ergodic []. The seady sae probabiliy vecor in all saes of he Marov Model is such ha: Π x P= Π () This equaion will be used along wih he condiion n i = i = () in order o deerine all he seady sae probabiliies for he chosen newor odels. B. Gordan-Newell Newor [4] I is a newor designed wih a consan nuber of cliens. The nuber of possible saes is liied. The newor is coposed of several nodes. Supposing ha is he nuber of nodes, and n is he consan nuber of paces raveling in he newor sen by n differen cliens, N possible saes is given by : + N= C n (4) The se of possible saes for a hree nodes newor is given by: E={(i,j,) N, i+j+ = n} (5) For =, he nuber of saes will be for n paces:

2 Proceedings of he World Congress on Engineering and Copuer Science 9 Vol I WCECS 9, Ocober -, 9, San Francisco, USA n+ ( n + )( n + ) N = E = C = (6) The Gordan-Newell newor odel is illusraed in he Fig. below. µ a -a µ The nuber of saes of he newor increase rapidly wih n. If he nuber of paces accessing he nodes of he newor is n=, he nuber of saes will be 6 disribued aong he hree nodes, he saes are: (,,),(,,),(,,),(,,),(,,),(,,). Wih he sochasic variable a such as (<a<), during he ie [,+] he Bernouilli variable wih paraeer a is he nuber of paces accessing he newor. Defining A()= as he nuber of paces accessing he node during [,+], and A()= as nuber of paces no accessing he node during ha inerval, he probabiliy o have A() paces accessing one node will be: P[A() =] = a (7) and he probabiliy no o have A() paces accessing one node is: P[A()=] = -a. (8) In Fig. in hree nodes newor, i will be he nuber of paces accessing node, wih he probabiliy μ, j will be he nuber of paces accessing node wih he probabiliy μ, will be he nuber of paces accessing node wih he probabiliy μ, The oal nuber n of paces accessing he newor is consan wih n=i+ j+. The paces in node can eiher access node wih probabiliy a or access node wih probabiliy -a, paces in node can access node wih probabiliy, paces in node can access node wih probabiliy. The saes diagra for Gordan-Newell newor, wih paces (cliens) is given Fig.. µ Figure. Gordan-Newell Model wih n=i+j+ j Figure. Saes diagra for Gordan-Newell newor wih cliens In order o consruc an algorih o eorize he sae of i node I a a cerain ie,we consider ha X is he nuber of cliens a ha oen in node I, he vecor X = ( X, X, X ) will represen he se of cliens presen a nodes,, a ie in he newor. Firs heore: X is finie, hoogeneous, irreducible [] Second heore: he seady sae probabiliy vecor for any sae I (i,j,) is given by: i j i, j, = ζ ζ ζ (9) G wih i, j, = () If D i defines he average rae of cliens accessing node i, a seady sae hen : D = D + D, D = a.d, D = (-a).d () This syse is linear, hoogeneous and irreducible, i has a leas one soluion. One soluion is: ( x, ax, (-a)x ). The seady sae probabiliy for an average rae of cliens x in node, a*x in node, (-a)*x in node is respecively : ζ = x/ μ ζ = x/ μ j G= / ζ ζ ζ. i i+ j+ = n ζ = x/ μ, () Considering he arix Q[N,N] of he seady sae probabiliies, wih N=6 saes according o he cliens Gordan-Newell newor Fig., Q will have he diensions [6,5]. In every row of he arix, one colun eleen is null. if every sae I is defined by i and j hen is deduced fro

3 Proceedings of he World Congress on Engineering and Copuer Science 9 Vol I WCECS 9, Ocober -, 9, San Francisco, USA i, j, n =n-(i+j). () In order o siulae he newor according o he Power and P-siulaion ehods, algorihs convering fro sae I ino he for (i,j) and fro he for (i,j) ino sae I has been consruced (exracing line, hen colun, hen line wih resricion, hen colun wih resricion..). We will increen I fro o N- by increening i fro o N and increening j fro o N-i. C. The Cox-Cox newor odel[5] In his odel he newor has consan nuber of cliens, bu he ransiion probabiliy arix P varies according o a cerain coefficien given by consrucion. The odel is represened in he following Fig., i is he Coaxian server represening wo copuer newors A, B wih respecively coefficien λ and he nuber of nodes for A, and for B coefficien µ wih nuber of nodes n. The siulaion of his odel will show he convergence perforance in exree cases of an organized ransiion probabiliy arix and a disurbed one by odifying he coefficiens. Theores: Seady sae probabiliy arix in A is : A = (4) Seady sae probabiliy arix in B is : B = n (5) A = µ / (λ+µ) and B = λ/ (λ+µ) (6) III. TESTS AND RESULTS A. Gordan-Newell Newor siulaion Tess have been ade using over sochasic daa enries. Fig.[4] [5] [6] [7] show ha he ehod P-siulaion is ore efficien han he Power siulaion ehod because he convergence o he saionary sae is quicer wih P-siulaion. λ. λ. i λ. Pow er ehod Error DELTA PSiulaion ehod Error DELTA A λ λ λ λ μ.μ. μ μμ μμ Er or ieraion nuber Coparison bew een pow er and PSIM Error Power Error PSIM Er or ieraion nuber Coparison bew een Dela pow er and Dela PSIM Dela PSIM Dela Power Figure. Saes Diagra for Coaxian server (wih newors A,B) E ror E ror ieraion nuber ieraion nuber Figures [4][5][6][7] Coparison beween Power and P-siulaion of he Gordan-Newell Newor wih cliens. B. Cox-Cox Model siulaion Several odels of Cox-Cox newors has been siulaed by changing he coefficiens. Three odels siulaions

4 Proceedings of he World Congress on Engineering and Copuer Science 9 Vol I WCECS 9, Ocober -, 9, San Francisco, USA are shown in he figures 8,9,: The noral newor odel Fig.9, he organized odel (Fig.) and he disurbed odel (Fig.8). The seady sae probabiliy arixes A and B are calculaed using he Marov chain P-siulaion and Power siulaion ehods [6, 7]. Figure. Error in an Organized Model Siulaion Figure 8. Error in a Disurbed Model Siulaion The firs Fig.8 shows he disurbed odel, he second Fig.9 shows he case of a noral newor, while he hird Fig. represens he resuls for he organized odel. The firs conclusion is ha he coefficiens play a ajor role: Case of he disurbed Cox-Cox odel Fig. 8 : The Power ehod sees o converge rapidly a he beginning of he ieraions, bu he P-siulaion ehod leads o a ore accurae siulaion, he error a he end of he ieraions is less han he one in he Power siulaion ehod. Case of an organized Cox-Cox odel Fig.: In his odel, he Power ehod converges rapidly o he sable sae coparing o he P-siulaion ehod. Bu coparing o he resuls wih he disurbed odel (Fig.8), he siulaion convergence is uch slower. Case of a noral Cox-Cox odel wih noralized power siulaion and p-siulaion Fig.9 : Sae conclusion as for he disurbed odel, bu wih he noralized power siulaion ehod he convergence is ore accurae han wih he P-siulaion ehod.. Figure 9. Error in noral Cox-Cox Model wih noralized power siulaion ehod Those resuls le us conclude ha: Organized odels siulaion is less convergen han disurbed and noral odels. Tha he noralized power siulaion ehod is ore accurae han he power siulaion ehod wihou noralizaion. Because we canno apply he noralizaion in p- siulaion ehods, we couldn overcoe he error as we did wih noralized power siulaion ehod. So he noralized power siulaion is beer han p- siulaion in Cox-Cox newor odel.

5 Proceedings of he World Congress on Engineering and Copuer Science 9 Vol I WCECS 9, Ocober -, 9, San Francisco, USA In order o confir his conclusion, he ess of he siulaions where done using Malab and C++ for up o ieraions in case of a noral Cox-Cox odel. We found he following resuls: Errpsi (alab) < Errpower (Malab) wihou noralizaion Errpsi (C ++ ) < Errpower (C ++ ) wihou noralizaion Errpower (C ++ ) wih noralizaion < Errpower (Malab) wih noralizaion So for cerain odels he error in noralized Power siulaion ehod is less han he one obained when using he P-siulaion ehod bu his assupion canno be generalized. V. CONCLUSION The paper has described he coparison of he asypoic perforance beween he P-siulaion ehod and he Power siulaion ehod for several cases of newors, he Gordan- Newell newor and differen inds of Cox-Cox odels. The analysis of he resuls leads o he following conclusions: The convergence acceleraion of P-siulaion depends on he sae exraced fro he se E of chosen saes. P-siulaion converges oward accurae soluions beer han wih he Power siulaion ehod. Noralizaion of he Power siulaion ehod in case of disurbed Cox-Cox odels is ore efficien han he P-siulaion ehod. Increasing he asypoic perforance in Marov chains of high diension is an open access proble. The siulaion ehods proposed in his paper help in undersanding he behavior according o several Marov chains siulaion of copuer newors. Bu ore ess on oher ind of newors are needed in order o evaluae he siulaion ehods used. REFERENCES [] Bloch, Grenier, Herann and Trivedi, «Queuing Newor and Marov Chain», J. Wiley ed [] A.Bouillard. «Opiisaion e analyse probabilise de sysèes à événeens discres». PhD hesis, ENS Lyon, France, 5. [] P.Fernandes.«Méhodes nuériques pour la soluion de sysèes Maroviens à grand espace d'éas». PhD hesis, INPG, Grenoble, France, 998. [4] Kishor, Shridharbhai and Trivedi, «Probabiliy & saisics wih reliabiliy queuing and copuer science applicaions», PRENTICE- HALL, INC., Englewood Cliffs, New Jersey 76. [5] Willia J. Sewar. «Inroducion o he nuerical soluion of Marov Chains». Princeon Universiy Press, new Jersey 994. [6] Pellauail, Boyer, Leguesdron «Réseaux ATM e P-siulaion». [7] A.Bouillard. «Opiisaion e analyse probabilise de sysèes à événeens discres». PhD hesis, ENS Lyon, France, 5.

Fuzzy Hidden Markov Models For Indonesian Speech Classification

Fuzzy Hidden Markov Models For Indonesian Speech Classification World Congress of Inernaional Fuzzy Syses Associaion 2011 and Asia Fuzzy Syses Sociey Inernaional Conference 2011, Surabaya-Bali, Indonesia, 21-25 June 2011, ISB: 978-602-99359-0-5 Fuzzy Hidden arkov odels

More information

Paul M. Sommers David U. Cha And Daniel P. Glatt. March 2010 MIDDLEBURY COLLEGE ECONOMICS DISCUSSION PAPER NO

Paul M. Sommers David U. Cha And Daniel P. Glatt. March 2010 MIDDLEBURY COLLEGE ECONOMICS DISCUSSION PAPER NO AN EMPIRICAL TEST OF BILL JAMES S PYTHAGOREAN FORMULA by Paul M. Sommers David U. Cha And Daniel P. Gla March 2010 MIDDLEBURY COLLEGE ECONOMICS DISCUSSION PAPER NO. 10-06 DEPARTMENT OF ECONOMICS MIDDLEBURY

More information

Using Rates of Change to Create a Graphical Model. LEARN ABOUT the Math. Create a speed versus time graph for Steve s walk to work.

Using Rates of Change to Create a Graphical Model. LEARN ABOUT the Math. Create a speed versus time graph for Steve s walk to work. 2.4 Using Raes of Change o Creae a Graphical Model YOU WILL NEED graphing calculaor or graphing sofware GOAL Represen verbal descripions of raes of change using graphs. LEARN ABOUT he Mah Today Seve walked

More information

Radix-64 Floating-Point Divider

Radix-64 Floating-Point Divider Radix-64 Floaing-Poin Divider Javier D. Bruguera ARM Ausin Design Cener Eail: javier.bruguera@ar.co Absrac Digi-recurrence division is widely used in acual high-perforance icroprocessors because i presens

More information

Radix-64 Floating- Point Divider

Radix-64 Floating- Point Divider Radix-64 Floaing- Poin Divider Javier D. Bruguera ARITH25 June 25-27, 2018 2018 Ar Liied Overview Main feaures General archiecure Perforance Radix-64 digi-recurrence division Overlapping of hree radix-4

More information

A Liability Tracking Portfolio for Pension Fund Management

A Liability Tracking Portfolio for Pension Fund Management Proceedings of he 46h ISCIE Inernaional Symposium on Sochasic Sysems Theory and Is Applicaions Kyoo, Nov. 1-2, 214 A Liabiliy Tracking Porfolio for Pension Fund Managemen Masashi Ieda, Takashi Yamashia

More information

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

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 ()

More information

Interpreting Sinusoidal Functions

Interpreting Sinusoidal Functions 6.3 Inerpreing Sinusoidal Funcions GOAL Relae deails of sinusoidal phenomena o heir graphs. LEARN ABOUT he Mah Two sudens are riding heir bikes. A pebble is suck in he ire of each bike. The wo graphs show

More information

Strategic Decision Making in Portfolio Management with Goal Programming Model

Strategic Decision Making in Portfolio Management with Goal Programming Model American Journal of Operaions Managemen and Informaion Sysems 06; (): 34-38 hp://www.sciencepublishinggroup.com//aomis doi: 0.648/.aomis.0600.4 Sraegic Decision Making in Porfolio Managemen wih Goal Programming

More information

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

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

More information

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

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

More information

Morningstar Investor Return

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

More information

A Probabilistic Approach to Worst Case Scenarios

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

More information

Market Timing with GEYR in Emerging Stock Market: The Evidence from Stock Exchange of Thailand

Market Timing with GEYR in Emerging Stock Market: The Evidence from Stock Exchange of Thailand Journal of Finance and Invesmen Analysis, vol. 1, no. 4, 2012, 53-65 ISSN: 2241-0998 (prin version), 2241-0996(online) Scienpress Ld, 2012 Marke Timing wih GEYR in Emerging Sock Marke: The Evidence from

More information

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

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

More information

Examining the limitations for visual anglecar following models

Examining the limitations for visual anglecar following models Examining he limiaions for visual anglecar following models Al Obaedi, JTS and Yousif, S Tile Auhors Type URL Published Dae 009 Examining he limiaions for visual angle car following models Al Obaedi, JTS

More information

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

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

More information

Monte Carlo simulation modelling of aircraft dispatch with known faults

Monte Carlo simulation modelling of aircraft dispatch with known faults Loughborough Universiy Insiuional Reposiory Mone Carlo simulaion modelling of aircraf dispach wih known fauls This iem was submied o Loughborough Universiy's Insiuional Reposiory by he/an auhor. Ciaion:

More information

AP Physics 1 Per. Unit 2 Homework. s av

AP Physics 1 Per. Unit 2 Homework. s av Name: Dae: AP Physics Per. Uni Homework. A car is driven km wes in hour and hen 7 km eas in hour. Eas is he posiive direcion. a) Wha is he average velociy and average speed of he car in km/hr? x km 3.3km/

More information

Semester Review Session

Semester Review Session Semeser Review Session We will have a semeser review session on Wednesda, 1/10 a -4pm, here in room MPHY 03. If ou have a quesion(s ha ou would like me o go over, please drop me an email wih he problem

More information

Simulation based approach for measuring concentration risk

Simulation based approach for measuring concentration risk MPRA Munich Personal RePEc Archive Simulaion based approach for measuring concenraion risk Kim, Joocheol and Lee, Duyeol UNSPECIFIED February 27 Online a hp://mpra.ub.uni-muenchen.de/2968/ MPRA Paper No.

More information

What the Puck? an exploration of Two-Dimensional collisions

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

More information

Homework 2. is unbiased if. Y is consistent if. c. in real life you typically get to sample many times.

Homework 2. is unbiased if. Y is consistent if. c. in real life you typically get to sample many times. Econ526 Mulile Choice. Homework 2 Choose he one ha bes comlees he saemen or answers he quesion. (1) An esimaor ˆ µ of he oulaion value µ is unbiased if a. ˆ µ = µ. b. has he smalles variance of all esimaors.

More information

3.00 m. 8. At La Ronde, the free-fall ride called the Orbit" causes a 60.0 kg person to accelerate at a rate of 9.81 m/s 2 down.

3.00 m. 8. At La Ronde, the free-fall ride called the Orbit causes a 60.0 kg person to accelerate at a rate of 9.81 m/s 2 down. Physics Prees: Torque 1. Newon s 2 nd Law 2. Kinemaics (Free fall, graphs, and combined wih F R = ma) Pracice Quesions/Problems 1. Wha is Newon s 2 nd Law? Name and explain i. 2. Prove ha acceleraion for

More information

ON MULTIPERIOD PORTFOLIO SELECTION WITH DIFFERENT BORROWING AND LENDING RATES

ON MULTIPERIOD PORTFOLIO SELECTION WITH DIFFERENT BORROWING AND LENDING RATES Haed DAVARI, PhD Candidae E-ail: haeddavari@au.ac.ir ajid AINNAYERI, PhD (corresponding auhor) E-ail: jnayeri@au.ac.ir Airkabir Universiy of Technology ON ULTIPERIOD PORTFOLIO SELECTION WITH DIFFERENT

More information

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

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

More information

CALCULATION OF EXPECTED SLIDING DISTANCE OF BREAKWATER CAISSON CONSIDERING VARIABILITY IN WAVE DIRECTION

CALCULATION OF EXPECTED SLIDING DISTANCE OF BREAKWATER CAISSON CONSIDERING VARIABILITY IN WAVE DIRECTION CALCULATION OF EXPECTED SLIDING DISTANCE OF BREAKWATER CAISSON CONSIDERING VARIABILITY IN WAVE DIRECTION SU YOUNG HONG School of Civil, Urban, and Geosysem Engineering, Seoul Naional Universiy, San 56-1,

More information

An Alternative Mathematical Model for Oxygen Transfer Evaluation in Clean Water

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

More information

Evaluating Portfolio Policies: A Duality Approach

Evaluating Portfolio Policies: A Duality Approach OPERATIONS RESEARCH Vol. 54, No. 3, May June 26, pp. 45 418 issn 3-364X eissn 1526-5463 6 543 45 informs doi 1.1287/opre.16.279 26 INFORMS Evaluaing Porfolio Policies: A Dualiy Approach Marin B. Haugh

More information

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

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

More information

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

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

More information

Evaluation of a car-following model using systems dynamics

Evaluation of a car-following model using systems dynamics Evaluaion of a car-following model using sysems dynamics Arif Mehmood, rank Saccomanno and Bruce Hellinga Deparmen of Civil Engineering, Universiy of Waerloo Waerloo, Onario, Canada N2 3G1 Tel: 519 888

More information

2017 MCM/ICM Merging Area Designing Model for A Highway Toll Plaza Summary Sheet

2017 MCM/ICM Merging Area Designing Model for A Highway Toll Plaza Summary Sheet Team#55307 Page 1 of 25 For office use only T1 T2 T3 T4 Team Conrol Number 55307 Problem Chosen B For office use only F1 F2 F3 F4 2017 MCM/ICM Merging Area Designing Model for A Highway Toll Plaza Summary

More information

ANALYSIS OF RELIABILITY, MAINTENANCE AND RISK BASED INSPECTION OF PRESSURE SAFETY VALVES

ANALYSIS OF RELIABILITY, MAINTENANCE AND RISK BASED INSPECTION OF PRESSURE SAFETY VALVES ANALYSIS OF RELIABILITY, MAINTENANCE AND RISK BASED INSPECTION OF PRESSURE SAFETY VALVES Venilon Forunao Francisco Machado Mechanical Engineering Dep, Insiuo Superior Técnico, Av. Rovisco Pais, 049-00,

More information

DYNAMIC portfolio optimization is one of the important

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

More information

KINEMATICS IN ONE DIMENSION

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

More information

Reliability Design Technology for Power Semiconductor Modules

Reliability Design Technology for Power Semiconductor Modules Reliabiliy Design Technology for Power Semiconducor Modules Akira Morozumi Kasumi Yamada Tadashi Miyasaka 1. Inroducion The marke for power semiconducor modules is spreading no only o general-purpose inverers,

More information

Testing Portfolio Efficiency with Non-Traded Assets: Taking into Account Labor Income, Housing and Liabilities

Testing Portfolio Efficiency with Non-Traded Assets: Taking into Account Labor Income, Housing and Liabilities Tesing Porfolio Efficiency wih Non-Traded Asses: Taking ino Accoun Labor Income, Housing and Liabiliies Roy Kouwenberg Mahidol Universiy and Erasmus Universiy Roerdam Thierry Pos Erasmus Universiy Roerdam

More information

Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method

Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method Advances in mahemaical finance & applicaions, 2 (1), (2017), 1-7 Published by IA Universiy of Arak, Iran Homepage: www.amfa.iauarak.ac.ir Evaluaing he Performance of Forecasing Models for Porfolio Allocaion

More information

Methods for Estimating Term Structure of Interest Rates

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,

More information

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

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.

More information

Lifecycle Funds. T. Rowe Price Target Retirement Fund. Lifecycle Asset Allocation

Lifecycle Funds. T. Rowe Price Target Retirement Fund. Lifecycle Asset Allocation Lifecycle Funds Towards a Dynamic Asse Allocaion Framework for Targe Reiremen Funds: Geing Rid of he Dogma in Lifecycle Invesing Anup K. Basu Queensland Universiy of Technology The findings of he Mercer

More information

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

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

More information

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

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

More information

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

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.

More information

Corresponding Author

Corresponding Author Inernaional Journal of Scienific & Engineering Research Volume 9, Issue 4, April-2018 562 STRUCTURAL ANALYSIS OF NON-LINEAR PIPE BENDS 1 KALIKI HEMANTH, M.IMTHIYAS SHERIFF, KODAM VINEETH KUMAR, 2 M.ANANDRAJ,

More information

Semi-Fixed-Priority Scheduling: New Priority Assignment Policy for Practical Imprecise Computation

Semi-Fixed-Priority Scheduling: New Priority Assignment Policy for Practical Imprecise Computation Semi-Fixed-Prioriy Scheduling: New Prioriy Assignmen Policy for Pracical Imprecise Compuaion Hiroyuki Chishiro, Akira Takeda 2, Kenji Funaoka 2 and Nobuyuki Yamasaki School of Science for Open and Environmen

More information

Time-Variation in Diversification Benefits of Commodity, REITs, and TIPS 1

Time-Variation in Diversification Benefits of Commodity, REITs, and TIPS 1 Time-Variaion in Diversificaion Benefis of Commodiy, REITs, and TIPS 1 Jing-zhi Huang 2 and Zhaodong Zhong 3 This Draf: July 11, 2006 Absrac Diversificaion benefis of hree ho asse classes, Commodiy, Real

More information

2. JOMON WARE ROPE STYLES

2. JOMON WARE ROPE STYLES Proceedings of he IIEEJ Image Elecronics and Visual Compuing Workshop 2012 Kuching, Malaysia, November 21-24, 2012 A SIMULATION SYSTEM TO SYNTHESIZE ROPE ROLLING PATTERNS IN A VIRTUAL SPACE FOR RESEARCH

More information

Application of System Dynamics in Car-following Models

Application of System Dynamics in Car-following Models Applicaion of Sysem Dynamics in Car-following Models Arif Mehmood, rank Saccomanno and Bruce Hellinga Deparmen of Civil Engineering, Universiy of Waerloo Waerloo, Onario, Canada N2 3G1 E-mail: saccoman@uwaerloo.ca

More information

Transit Priority Strategies for Multiple Routes Under Headway-Based Operations

Transit Priority Strategies for Multiple Routes Under Headway-Based Operations Transi Prioriy Sraegies for Muliple Roues Under Headway-Based Operaions Yongjie Lin, Xianfeng Yang, Gang-Len Chang, and Nan Zou This paper presens a ransi signal prioriy (TSP) model designed o consider

More information

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

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

More information

Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows

Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows Journal of Mahemaical Finance 3 3 3-37 hp://dxdoiorg/436/jmf33 Published Online February 3 (hp://wwwscirporg/journal/jmf) Opimal Porfolio raegy wih iscouned ochasic Cash nflows Charles Nkeki eparmen of

More information

SPECIAL WIRE ROPES The Value Line

SPECIAL WIRE ROPES The Value Line SPECIAL WIRE ROPES The Value Line INTRODUCTION Qualiy Producs, Ousanding Service and Comprehensive Technical Suppor I s wha oday s indusries expec from heir supplier parners. And ha s wha WireCo WorldGroup

More information

On convexity of SD efficiency sets - no short sales case

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

More information

The APT with Lagged, Value-at-Risk and Asset Allocations by Using Econometric Approach

The APT with Lagged, Value-at-Risk and Asset Allocations by Using Econometric Approach Proceedings of he 16 Inernaional Conference on Indusrial Engineering and Operaions Managemen Deroi, USA, Sepember 3-5, 16 he AP wih Lagged, Value-a-Risk and Asse Allocaions by Using Economeric Approach

More information

Dynamics of market correlations: Taxonomy and portfolio analysis

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

More information

SURFACE PAVEMENT CHARACTERISTICS AND ACCIDENT RATE

SURFACE PAVEMENT CHARACTERISTICS AND ACCIDENT RATE The 10 h Inernaional Conference RELIABILITY and STATISTICS in TRANSPORTATION and COMMUNICATION -2010 Proceedings of he 10h Inernaional Conference Reliabiliy and Saisics in Transporaion and Communicaion

More information

Chapter : Linear Motion 1

Chapter : Linear Motion 1 Te: Chaper 2.1-2.4 Think and Eplain: 1-3 Think and Sole: --- Chaper 2.1-2.4: Linear Moion 1 NAME: Vocabulary: disance, displacemen, ime, consan speed, consan elociy, aerage, insananeous, magniude, ecor,

More information

SIMULATION OF WAVE EFFECT ON SHIP HYDRODYNAMICS BY RANSE

SIMULATION OF WAVE EFFECT ON SHIP HYDRODYNAMICS BY RANSE 1 h Inernaional Conference on Sabiliy of Ships and Ocean Vehicles 591 SIMULATION OF WAVE EFFECT ON SHIP HYDRODYNAMICS BY RANSE Qiuxin Gao, Universiy of Srahclyde, UK, Gao.q.x@srah.ac.uk Dracos Vassalos,

More information

Revisiting the Growth of Hong Kong, Singapore, South Korea, and Taiwan, From the Perspective of a Neoclassical Model

Revisiting the Growth of Hong Kong, Singapore, South Korea, and Taiwan, From the Perspective of a Neoclassical Model Revisiing he Growh of Hong Kong, Singapore, Souh Korea, and Taiwan, 978-2006 From he Perspecive of a Neoclassical Model Shu-shiuan Lu * Naional Tsing Hua Univereseiy December, 2008 Absrac This paper sudies

More information

The Measuring System for Estimation of Power of Wind Flow Generated by Train Movement and Its Experimental Testing

The Measuring System for Estimation of Power of Wind Flow Generated by Train Movement and Its Experimental Testing Energy and Power Engineering, 2014, 6, 333-339 Published Online Ocober 2014 in SciRes. hp://www.scirp.org/journal/epe hp://dx.doi.org/10.4236/epe.2014.611028 The Measuring Sysem for Esimaion of Power of

More information

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

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

More information

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

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

More information

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

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

More information

The Great Recession in the U.K. Labour Market: A Transatlantic View

The Great Recession in the U.K. Labour Market: A Transatlantic View The Grea Recession in he U.K. Labour Marke: A Transalanic View Michael W. L. Elsby (Edinburgh, Michigan, NBER) Jennifer C. Smih (Warwick) Bank of England, 25 March 2011 U.K. and U.S. unemploymen U.K. unemploymen

More information

Bill Turnblad, Community Development Director City of Stillwater Leif Garnass, PE, PTOE, Senior Associate Joe DeVore, Traffic Engineer

Bill Turnblad, Community Development Director City of Stillwater Leif Garnass, PE, PTOE, Senior Associate Joe DeVore, Traffic Engineer Memorandum SRF No. 16 94 To: From: Bill Turnblad, Communiy Developmen Direcor Ciy of Sillwaer Leif Garnass, PE, PTOE, Senior Associae Joe DeVore, Traffic Engineer Dae: November 9, 16 Subjec: Downown Plan

More information

The Construction of a Bioeconomic Model of the Indonesian Flying Fish Fishery

The Construction of a Bioeconomic Model of the Indonesian Flying Fish Fishery Marine Resource Economics, Volume 0, pp. 357372 0738-360/95 $3.00 +.00 Prined in he U.S.A. All righs reserved. Copyrigh 995 Marine Resources Foundaion The Consrucion of a Bioeconomic Model of he Indonesian

More information

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

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

More information

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

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

More information

CHARACTERIZATION AND MODELING OF A PROPORTIONAL VALVE FOR CONTROL SYNTHESIS

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

More information

COVER S UNIVERSAL PORTFOLIO, STOCHASTIC PORTFOLIO THEORY AND THE NUMÉRAIRE PORTFOLIO

COVER S UNIVERSAL PORTFOLIO, STOCHASTIC PORTFOLIO THEORY AND THE NUMÉRAIRE PORTFOLIO COVER S UNIVERSAL PORFOLIO, SOCHASIC PORFOLIO HEORY AND HE NUMÉRAIRE PORFOLIO CHRISA CUCHIERO, WALER SCHACHERMAYER AND ING-KAM LEONARD WONG Absrac. Cover s celebraed heorem saes ha he long run yield of

More information

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

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

More information

The Current Account as A Dynamic Portfolio Choice Problem

The Current Account as A Dynamic Portfolio Choice Problem Public Disclosure Auhorized Policy Research Working Paper 486 WPS486 Public Disclosure Auhorized Public Disclosure Auhorized The Curren Accoun as A Dynamic Porfolio Choice Problem Taiana Didier Alexandre

More information

An improvement in calculation method for apparel assembly line balancing

An improvement in calculation method for apparel assembly line balancing Indian Journal of Fibre & Textile Research Vol.38, Septeber 2013, pp 259-264 An iproveent in calculation ethod for apparel assebly line balancing F Khosravi 1, a, A H Sadeghi 1 & F Jolai 2 1 Textile Departent,

More information

A Study on the Powering Performance of Multi-Axes Propulsion Ships with Wing Pods

A Study on the Powering Performance of Multi-Axes Propulsion Ships with Wing Pods Second Inernaional Symposium on Marine Propulsors smp amburg Germany une A Sudy on he Powering Performance of Muli-Axes Propulsion Ships wih Wing Pods eungwon Seo Seokcheon Go Sangbong Lee and ungil Kwon

More information

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

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

More information

Simulation Validation Methods

Simulation Validation Methods Simulaion Validaion Mehods J. PELLETTIERE* Federal Aviaion Adminisraion, Washingon DC Absrac Modeling and simulaion is increasingly being used o represen occupan behavior, boh of human subjecs and of Anhropomorphic

More information

The credit portfolio management by the econometric models: A theoretical analysis

The credit portfolio management by the econometric models: A theoretical analysis The credi porfolio managemen by he economeric models: A heoreical analysis Abdelkader Derbali To cie his version: Abdelkader Derbali. The credi porfolio managemen by he economeric models: A heoreical analysis.

More information

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

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

More information

Do Competitive Advantages Lead to Higher Future Rates of Return?

Do Competitive Advantages Lead to Higher Future Rates of Return? Do Compeiive Advanages Lead o Higher Fuure Raes of Reurn? Vicki Dickinson Universiy of Florida Greg Sommers Souhern Mehodis Universiy 2010 CARE Conference Forecasing and Indusry Fundamenals April 9, 2010

More information

Dual Boost High Performances Power Factor Correction (PFC)

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

More information

Making Sense of Genetics Problems

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

More information

Portfolio Strategies Based on Analysts Consensus

Portfolio Strategies Based on Analysts Consensus Porfolio Sraegies Based on Analyss Consensus Enrico Maria Cervellai Deparmen of Managemen Faculy of Economics Universiy of Bologna Piazza Scaravilli, 1 40126 Bologna Tel: +39 (0)51 2098087 Fax: +39 (0)51

More information

Idiosyncratic Volatility, Stock Returns and Economy Conditions: The Role of Idiosyncratic Volatility in the Australian Stock Market

Idiosyncratic Volatility, Stock Returns and Economy Conditions: The Role of Idiosyncratic Volatility in the Australian Stock Market Idiosyncraic Volailiy, Sock Reurns and Economy Condiions: The Role of Idiosyncraic Volailiy in he Ausralian Sock Marke Bin Liu Amalia Di Iorio RMIT Universiy Melbourne Ausralia Absrac This sudy examines

More information

Review of Economics & Finance Submitted on 27/03/2017 Article ID: Mackenzie D. Wood, and Jungho Baek

Review of Economics & Finance Submitted on 27/03/2017 Article ID: Mackenzie D. Wood, and Jungho Baek Review of Economics & Finance Submied on 27/03/2017 Aricle ID: 1923-7529-2017-04-63-09 Mackenzie D. Wood, and Jungho Baek Facors Affecing Alaska s Salmon Permi Values: Evidence from Brisol Bay Drif Gillne

More information

CALCULATORS: Casio: ClassPad 300 ClassPad 300 Plus ClassPad Manager TI: TI-89, TI-89 Titanium Voyage 200. The Casio ClassPad 300

CALCULATORS: Casio: ClassPad 300 ClassPad 300 Plus ClassPad Manager TI: TI-89, TI-89 Titanium Voyage 200. The Casio ClassPad 300 The Casio ClassPad 300 CC Edwards 1950 1955 1960 1965 1970 23.0 23.8 24.4 24.5 24.2 1975 1980 1985 1990 1995 24.7 25.2 25.5 25.9 26.3 The able shows how he average age of he firs marriage of Japanese women

More information

8/31/11. the distance it travelled. The slope of the tangent to a curve in the position vs time graph for a particles motion gives:

8/31/11. the distance it travelled. The slope of the tangent to a curve in the position vs time graph for a particles motion gives: Physics 101 Tuesday Class 2 Chaper 2 Secions 2.1-2.4 Displacemen and disance Velociy and speed acceleraion Reading Quiz The slope of he angen o a curve in he posiion vs ime graph for a paricles moion gives:

More information

Performance Attribution for Equity Portfolios

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

More information

The safe ships trajectory in a restricted area

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

More information

Chapter / rev/min Ans. C / in. C mm Ans teeth Ans. C / mm Ans.

Chapter / rev/min Ans. C / in. C mm Ans teeth Ans. C / mm Ans. Chaper 13 13-1 dp 17 / 8 15 in N 110 dg dp 15 4375 in N3 544 NG PdG 84375 35 eeh C 15 4375 / 35 in Ans Ans ng 1600 15 / 60 400 rev/min Ans p m 3 mm Ans C 3 15 60 115 mm Ans 13-13-3 N G 16 4 64 eeh Ans

More information

PRESSURE SENSOR TECHNICAL GUIDE INTRODUCTION FEATURES OF ELECTRIC PRESSURE SENSOR. Photoelectric. Sensor. Proximity Sensor. Inductive. Sensor.

PRESSURE SENSOR TECHNICAL GUIDE INTRODUCTION FEATURES OF ELECTRIC PRESSURE SENSOR. Photoelectric. Sensor. Proximity Sensor. Inductive. Sensor. Proximiy INTRDUCTIN Pressur sensor The sensor convers of gases or liquid ino elecrical magniude wih he sensing elemen, and generaes he analog oupu proporional o applied level or he swiching oupu oggled

More information

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

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

More information

Valuing Volatility Spillovers

Valuing Volatility Spillovers Valuing Volailiy Spillovers George Milunovich Division of Economic and Financial Sudies Macquarie Universiy Sydney Susan Thorp School of Finance and Economics Universiy of Technology Sydney March 2006

More information

Asset Allocation with Higher Order Moments and Factor Models

Asset Allocation with Higher Order Moments and Factor Models Asse Allocaion wih Higher Order Momens and Facor Models Kris Boud (VU Brussel, Amserdam) Based on join research wih: Wanbo Lu (SWUFE) and Benedic Peeers (Finvex Group) 1 The world of asse reurns is non-normal.

More information

MODELLING THE EFFECTS OF PEDESTRIANS ON INTERSECTION CAPACITY AND DELAY WITH ACTUATED SIGNAL CONTROL

MODELLING THE EFFECTS OF PEDESTRIANS ON INTERSECTION CAPACITY AND DELAY WITH ACTUATED SIGNAL CONTROL MODELLING THE EFFECTS OF PEDESTRIANS ON INTERSECTION CAPACITY AND DELAY WITH ACTUATED SIGNAL CONTROL ABSTRACT Zong Tian, Ph.D., P.E. Feng Xu, Graduate Assistant Departent of Civil and Environental Engineering

More information

FHWA/IN/JTRP-2009/12. Panagiotis Ch. Anastasopoulos Fred L. Mannering John E. Haddock

FHWA/IN/JTRP-2009/12. Panagiotis Ch. Anastasopoulos Fred L. Mannering John E. Haddock JOINT TRANSPORTATION RESEARCH PROGRAM FHWA/IN/JTRP-2009/12 Final Repor EFFECTIVENESS AND SERVICE LIVES/ SURVIVAL CURVES OF VARIOUS PAVEMENT REHABILITATION TREATMENTS Panagiois Ch. Anasasopoulos Fred L.

More information

3. The amount to which $1,000 will grow in 5 years at a 6 percent annual interest rate compounded annually is

3. The amount to which $1,000 will grow in 5 years at a 6 percent annual interest rate compounded annually is 8 h Grade Eam - 00. Which one of he following saemens is rue? a) There is a larges negaive raional number. b) There is a larges negaive ineger. c) There is a smalles ineger. d) There is a smalles negaive

More information

Accident risk assessment for advanced ATM

Accident risk assessment for advanced ATM Acciden risk assessmen for advanced ATM H.A.P. Blom, G.J. Bakker, P.J.G. Blanker, J. Daams, M.H.C. Everd and M.B. Klompsra Naional Aerospace Laboraory NLR PO Box 90502, 1006 BM Amserdam E-mail: blom@nlr.nl

More information

Capacity Utilization Metrics Revisited: Delay Weighting vs Demand Weighting. Mark Hansen Chieh-Yu Hsiao University of California, Berkeley 01/29/04

Capacity Utilization Metrics Revisited: Delay Weighting vs Demand Weighting. Mark Hansen Chieh-Yu Hsiao University of California, Berkeley 01/29/04 Capaciy Uilizaion Merics Revisied: Delay Weighing vs Demand Weighing Mark Hansen Chieh-Yu Hsiao Universiy of California, Berkeley 01/29/04 1 Ouline Inroducion Exising merics examinaion Proposed merics

More information