Spline. Computer Graphics. B-splines. B-Splines (for basis splines) Generating a curve. Basis Functions. Lecture 14 Curves and Surfaces II

Size: px
Start display at page:

Download "Spline. Computer Graphics. B-splines. B-Splines (for basis splines) Generating a curve. Basis Functions. Lecture 14 Curves and Surfaces II"

Transcription

1 Lecure 4 Curves and Surfaces II Splne A long flexble srps of meal used by drafspersons o lay ou he surfaces of arplanes, cars and shps Ducks weghs aached o he splnes were used o pull he splne n dfferen drecons The meal splnes had second order connuy //28 Lecure 5 2 B-Splnes (for bass splnes) B-Splnes Anoher polynomal curve for modellng curves and surfaces Consss of curve segmens whose polynomal coeffcens only depend on jus a few conrol pons Local conrol Segmens joned a knos B-splnes The curve does no necessarly pass hrough he conrol pons The shape s consraned o he convex hull made by he conrol pons Unform cubc b-splnes has C2 connuy Hgher han Herme or Bezer curves //28 Lecure 5 Bass Funcons Generang a curve X() Oppose we see an example of a shape o be generaed. knos We can creae a long curve usng many knos and B-splnes The unweghed cubc B-Splnes have been shown for clary. These are weghed and summed o produce a curve of he desred shape //28 Lecure 5 Here we see he curve agan wh he weghed B-Splnes whch generaed he requred shape. //28 Lecure 5 6

2 where : The basc one: Unform Cubc B-Splnes Cubc B-splnes wh unform kno-vecor s he mos commonly used form of B-splnes T X ( ) = MQ M = 6 T = 2 ( ), ( ),,) : knos, Q () () 6 4 = ( x for,...,, x ) //28 Lecure Cubc B-Splnes The unweghed splne se of conrol pons, splnes, 4 knos, and bu only 7 nervals. You can see why o 4 s he frs nerval wh a curve snce s he frs wh all four B-Splne funcons. 9 o s he las nerval 6 8 m //28 4 m+ Lecure 5 8 Doman of he funcon Order k, Degree k- Conrol pons P (=,,m) Knos : j, (j=,, k + m) The doman of he funcon k- m+ Below, k = 4, m = 9, doman, Cubc Unform B-Splne 2D example For each 4, here s a kno beween Q - and Q a =. Inal pons a and m+ are also knos. The followng llusraes an example wh conrol pons se P P 9 : Kno. Conrol pon. m+ //28 Lecure 5 Unform Non-raonal B-Splnes. Frs segmen Q s defned by pon P hrough P over he range = o 4 =. So m a leas for cubc splne. Unform Non-raonal B-Splnes. Second segmen Q 4 s defned by pon P hrough P 4 over he range 4 = o 5 = 2. P P Kno. Conrol pon. P P Kno. Conrol pon. Q P Q 4 //28 Lecure 5 //28 Lecure 5 2 2

3 B-Splne : A more general defnon A Bsplne of order k s a paramerc curve composed of a lnear combnaon of bass B-splnes B,n P (=,,m) he conrol pons Knos: j, j=,, k + m The B-splnes can be defned by p( ) =, < + B,( ) =, oherwse B ( ) = B ( ) + = + k, k, k +, k //28 + k Lecure 5 + k m PB, n( ) B ( ) The shape of he bass funcons B,2 : lnear bass funcons Order = 2, degree = C connuous hp:// //28 Lecure 5 4 The shape of he bass funcons B, : Quadrac bass funcons Order =, degree = 2 C connuous The shape of he bass funcons B,4 : Cubc bass funcons Order = 4, degree = C2 connuous hp:// //28 Lecure 5 5 hp:// //28 Lecure 5 6 Unform / non-unform B-splnes Unform B-splnes The knos are equdsan / non-equdsan The prevous examples were unform B-splnes,, 2,..., m were equdsan, same nerval Paramerc nerval beween knos does no have o be equal. Non-unform B-splnes Non-unform B-splnes. Blendng funcons no longer he same for each nerval. Advanages Connuy a seleced conrol pons can be reduced o C or lower allows us o nerpolae a conrol pon whou sde-effecs. Can nerpolae sar and end pons. Easy o add exra knos and conrol pons. Good for shape modellng! //28

4 Conrollng he shape of he curves Can conrol he shape hrough Conrol pons Overlappng he conrol pons o make pass hrough a specfc pon Knos Changng he connuy by ncreasng he mulplcy a some kno (non-unform bsplnes) P Conrollng he shape hrough conrol pons Frs kno shown wh 4 conrol pons, and her convex hull. P P //28 Lecure 5 2 P Conrollng he shape hrough conrol pons Frs wo curve segmens shown wh her respecve Cenre Kno mus le n he nersecon of he 2 convex hulls. P Repeaed conrol pon. P Frs wo curve segmens shown wh her respecve The curve s forced o le on he lne ha jons he 2 P P P= //28 Lecure 5 2 //28 Lecure 5 22 P P==P Trple conrol pon. Frs wo curve segmens shown wh her respecve Boh convex hulls collapse o sragh lnes all he curve mus le on hese lnes. //28 Lecure 5 2 Conrollng he shape hrough knos Smoohness ncreases wh order k n B,k Quadrac, k =, gves up o C connuy. Cubc, k = 4 gves up o C 2 connuy. However, we can lower connuy order oo wh Mulple Knos, e. = + = +2 = Knos are concden and so now we have non-unform kno nervals. A kno wh mulplcy p s connuous o he (k--p)h dervave. A kno wh mulplcy k has no connuy a all,.e. he curve s broken a ha kno., < + B,( ) =, oherwse //28 + k Lecure B5, k ( ) = B, k ( ) + B + k + k ( ) 24 +, k 4

5 B-Splnes a mulple knos Cubc B-splne Mulplces are ndcaed Kno mulplcy Consder he unform cubc (n=4) B-splne curve, ={,,,}, m=9, n=4, 7 segmens Kno mulplcy Double kno a 5, kno ={,,2,,4,5,5,6,7,8,9,,,2} 6 segmens, connuy = Trple kno a 5 kno={,,2,,4,5,5,5,6,7,8,9,,} 5 segmens Kno mulplcy Kno mulplcy Summary of B-Splnes. Quadruple kno a 5 4 segmens Funcons ha can be manpulaed by a seres of conrol pons wh C 2 connuy and local conrol. Don pass hrough her conrol pons, alhough can be forced. Unform Knos are equally spaced n. Non-Unform Knos are unequally spaced Allows addon of exra conrol pons anywhere n he se. //28 Lecure 5 5

6 Summary con. Do no have o worry abou he connuy a he jon pons For neracve curve modellng B-Splnes are very good. 2 nd Praccal Use OpenGL o draw he eapo You mus exend your code n he frs assgnmen Bonus marks for makng nce Bump mappng Texure mappng Or whaever //28 Lecure 5 Deadlne : h December Readng for hs lecure Foley a al., Chaper, secons.2.,.2.4,.2.9,.2.,. and.5. Inroducory ex, Chaper 9, secons 9.2.4, 9.2.5, 9.2.7, and 9... //28 Lecure 5 6

Lecture 40 Induction. Review Inductors Self-induction RL circuits Energy stored in a Magnetic Field

Lecture 40 Induction. Review Inductors Self-induction RL circuits Energy stored in a Magnetic Field ecure 4 nducon evew nducors Self-nducon crcus nergy sored n a Magnec Feld 1 evew nducon end nergy Transfers mf Bv Mechancal energy ransform n elecrc and hen n hermal energy P Fv B v evew eformulaon of

More information

How To Calculate Backup From A Backup From An Oal To A Daa

How To Calculate Backup From A Backup From An Oal To A Daa 6 IJCSNS Inernaonal Journal of Compuer Scence and Nework Secury, VOL.4 No.7, July 04 Mahemacal Model of Daa Backup and Recovery Karel Burda The Faculy of Elecrcal Engneerng and Communcaon Brno Unversy

More information

Revision: June 12, 2010 215 E Main Suite D Pullman, WA 99163 (509) 334 6306 Voice and Fax

Revision: June 12, 2010 215 E Main Suite D Pullman, WA 99163 (509) 334 6306 Voice and Fax .3: Inucors Reson: June, 5 E Man Sue D Pullman, WA 9963 59 334 636 Voce an Fax Oerew We connue our suy of energy sorage elemens wh a scusson of nucors. Inucors, lke ressors an capacors, are passe wo-ermnal

More information

Linear Extension Cube Attack on Stream Ciphers Abstract: Keywords: 1. Introduction

Linear Extension Cube Attack on Stream Ciphers Abstract: Keywords: 1. Introduction Lnear Exenson Cube Aack on Sream Cphers Lren Dng Yongjuan Wang Zhufeng L (Language Engneerng Deparmen, Luo yang Unversy for Foregn Language, Luo yang cy, He nan Provnce, 47003, P. R. Chna) Absrac: Basng

More information

MORE ON TVM, "SIX FUNCTIONS OF A DOLLAR", FINANCIAL MECHANICS. Copyright 2004, S. Malpezzi

MORE ON TVM, SIX FUNCTIONS OF A DOLLAR, FINANCIAL MECHANICS. Copyright 2004, S. Malpezzi MORE ON VM, "SIX FUNCIONS OF A DOLLAR", FINANCIAL MECHANICS Copyrgh 2004, S. Malpezz I wan everyone o be very clear on boh he "rees" (our basc fnancal funcons) and he "fores" (he dea of he cash flow model).

More information

BERNSTEIN POLYNOMIALS

BERNSTEIN POLYNOMIALS On-Lne Geometrc Modelng Notes BERNSTEIN POLYNOMIALS Kenneth I. Joy Vsualzaton and Graphcs Research Group Department of Computer Scence Unversty of Calforna, Davs Overvew Polynomals are ncredbly useful

More information

Genetic Algorithm with Range Selection Mechanism for Dynamic Multiservice Load Balancing in Cloud-Based Multimedia System

Genetic Algorithm with Range Selection Mechanism for Dynamic Multiservice Load Balancing in Cloud-Based Multimedia System ISSN : 2347-8446 (Onlne) Inernaonal Journal of Advanced Research n Genec Algorhm wh Range Selecon Mechansm for Dynamc Mulservce Load Balancng n Cloud-Based Mulmeda Sysem I Mchael Sadgun Rao Kona, II K.Purushoama

More information

Linear methods for regression and classification with functional data

Linear methods for regression and classification with functional data Lnear mehods for regresson and classfcaon wh funconal daa Glber Sapora Chare de Sasue Appluée & CEDRIC Conservaore Naonal des Ars e Méers 9 rue San Marn, case 44 754 Pars cedex 3, France sapora@cnam.fr

More information

INTERNATIONAL JOURNAL OF STRATEGIC MANAGEMENT

INTERNATIONAL JOURNAL OF STRATEGIC MANAGEMENT IJSM, Volume, Number, 0 ISSN: 555-4 INTERNATIONAL JOURNAL OF STRATEGIC MANAGEMENT SPONSORED BY: Angelo Sae Unversy San Angelo, Texas, USA www.angelo.edu Managng Edors: Professor Alan S. Khade, Ph.D. Calforna

More information

An Architecture to Support Distributed Data Mining Services in E-Commerce Environments

An Architecture to Support Distributed Data Mining Services in E-Commerce Environments An Archecure o Suppor Dsrbued Daa Mnng Servces n E-Commerce Envronmens S. Krshnaswamy 1, A. Zaslavsky 1, S.W. Loke 2 School of Compuer Scence & Sofware Engneerng, Monash Unversy 1 900 Dandenong Road, Caulfeld

More information

Chapter 2 Problems. 3600s = 25m / s d = s t = 25m / s 0.5s = 12.5m. Δx = x(4) x(0) =12m 0m =12m

Chapter 2 Problems. 3600s = 25m / s d = s t = 25m / s 0.5s = 12.5m. Δx = x(4) x(0) =12m 0m =12m Chaper 2 Problems 2.1 During a hard sneeze, your eyes migh shu for 0.5s. If you are driving a car a 90km/h during such a sneeze, how far does he car move during ha ime s = 90km 1000m h 1km 1h 3600s = 25m

More information

Applying the Theta Model to Short-Term Forecasts in Monthly Time Series

Applying the Theta Model to Short-Term Forecasts in Monthly Time Series Applyng he Thea Model o Shor-Term Forecass n Monhly Tme Seres Glson Adamczuk Olvera *, Marcelo Gonçalves Trenn +, Anselmo Chaves Neo ** * Deparmen of Mechancal Engneerng, Federal Technologcal Unversy of

More information

Time Series. A thesis. Submitted to the. Edith Cowan University. Perth, Western Australia. David Sheung Chi Fung. In Fulfillment of the Requirements

Time Series. A thesis. Submitted to the. Edith Cowan University. Perth, Western Australia. David Sheung Chi Fung. In Fulfillment of the Requirements Mehods for he Esmaon of Mssng Values n Tme Seres A hess Submed o he Faculy of Communcaons, ealh and Scence Edh Cowan Unversy Perh, Wesern Ausrala By Davd Sheung Ch Fung In Fulfllmen of he Requremens For

More information

The Rules of the Settlement Guarantee Fund. 1. These Rules, hereinafter referred to as "the Rules", define the procedures for the formation

The Rules of the Settlement Guarantee Fund. 1. These Rules, hereinafter referred to as the Rules, define the procedures for the formation Vald as of May 31, 2010 The Rules of he Selemen Guaranee Fund 1 1. These Rules, herenafer referred o as "he Rules", defne he procedures for he formaon and use of he Selemen Guaranee Fund, as defned n Arcle

More information

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C.

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Fnance and Economcs Dscusson Seres Dvsons of Research & Sascs and Moneary Affars Federal Reserve Board, Washngon, D.C. Prcng Counerpary Rs a he Trade Level and CVA Allocaons Mchael Pyhn and Dan Rosen 200-0

More information

Capacity Planning. Operations Planning

Capacity Planning. Operations Planning Operaons Plannng Capacy Plannng Sales and Operaons Plannng Forecasng Capacy plannng Invenory opmzaon How much capacy assgned o each producon un? Realsc capacy esmaes Sraegc level Moderaely long me horzon

More information

The Multi-shift Vehicle Routing Problem with Overtime

The Multi-shift Vehicle Routing Problem with Overtime The Mul-shf Vehcle Roung Problem wh Overme Yngao Ren, Maged Dessouy, and Fernando Ordóñez Danel J. Epsen Deparmen of Indusral and Sysems Engneerng Unversy of Souhern Calforna 3715 McClnoc Ave, Los Angeles,

More information

Ground rules. Guide to the calculation methods of the FTSE Actuaries UK Gilts Index Series v1.9

Ground rules. Guide to the calculation methods of the FTSE Actuaries UK Gilts Index Series v1.9 Ground rules Gude o he calculaon mehods of he FTSE Acuares UK Gls Index Seres v1.9 fserussell.com Ocober 2015 Conens 1.0 Inroducon... 4 1.1 Scope... 4 1.2 FTSE Russell... 5 1.3 Overvew of he calculaons...

More information

GUIDANCE STATEMENT ON CALCULATION METHODOLOGY

GUIDANCE STATEMENT ON CALCULATION METHODOLOGY GUIDANCE STATEMENT ON CALCULATION METHODOLOGY Adopon Dae: 9/28/0 Effecve Dae: //20 Reroacve Applcaon: No Requred www.gpssandards.org 204 CFA Insue Gudance Saemen on Calculaon Mehodology GIPS GUIDANCE STATEMENT

More information

PARTICLE FILTER BASED VEHICLE TRACKING APPROACH WITH IMPROVED RESAMPLING STAGE

PARTICLE FILTER BASED VEHICLE TRACKING APPROACH WITH IMPROVED RESAMPLING STAGE ISS: 0976-910(OLIE) ICTACT JOURAL O IMAGE AD VIDEO PROCESSIG, FEBRUARY 014, VOLUME: 04, ISSUE: 03 PARTICLE FILTER BASED VEHICLE TRACKIG APPROACH WITH IMPROVED RESAMPLIG STAGE We Leong Khong 1, We Yeang

More information

Pedro M. Castro Iiro Harjunkoski Ignacio E. Grossmann. Lisbon, Portugal Ladenburg, Germany Pittsburgh, USA

Pedro M. Castro Iiro Harjunkoski Ignacio E. Grossmann. Lisbon, Portugal Ladenburg, Germany Pittsburgh, USA Pedro M. Casro Iro Harjunkosk Ignaco E. Grossmann Lsbon Porugal Ladenburg Germany Psburgh USA 1 Process operaons are ofen subjec o energy consrans Heang and coolng ules elecrcal power Avalably Prce Challengng

More information

12/7/2011. Procedures to be Covered. Time Series Analysis Using Statgraphics Centurion. Time Series Analysis. Example #1 U.S.

12/7/2011. Procedures to be Covered. Time Series Analysis Using Statgraphics Centurion. Time Series Analysis. Example #1 U.S. Tme Seres Analyss Usng Sagraphcs Cenuron Nel W. Polhemus, CTO, SaPon Technologes, Inc. Procedures o be Covered Descrpve Mehods (me sequence plos, auocorrelaon funcons, perodograms) Smoohng Seasonal Decomposon

More information

A Heuristic Solution Method to a Stochastic Vehicle Routing Problem

A Heuristic Solution Method to a Stochastic Vehicle Routing Problem A Heursc Soluon Mehod o a Sochasc Vehcle Roung Problem Lars M. Hvaum Unversy of Bergen, Bergen, Norway. larsmh@.ub.no Arne Løkkeangen Molde Unversy College, 6411 Molde, Norway. Arne.Lokkeangen@hmolde.no

More information

A Hybrid Method for Forecasting Stock Market Trend Using Soft-Thresholding De-noise Model and SVM

A Hybrid Method for Forecasting Stock Market Trend Using Soft-Thresholding De-noise Model and SVM A Hybrd Mehod for Forecasng Sock Marke Trend Usng Sof-Thresholdng De-nose Model and SVM Xueshen Su, Qnghua Hu, Daren Yu, Zongxa Xe, and Zhongyng Q Harbn Insue of Technology, Harbn 150001, Chna Suxueshen@Gmal.com

More information

An Anti-spam Filter Combination Framework for Text-and-Image Emails through Incremental Learning

An Anti-spam Filter Combination Framework for Text-and-Image Emails through Incremental Learning An An-spam Fler Combnaon Framework for Tex-and-Image Emals hrough Incremenal Learnng 1 Byungk Byun, 1 Chn-Hu Lee, 2 Seve Webb, 2 Danesh Iran, and 2 Calon Pu 1 School of Elecrcal & Compuer Engr. Georga

More information

Attribution Strategies and Return on Keyword Investment in Paid Search Advertising

Attribution Strategies and Return on Keyword Investment in Paid Search Advertising Arbuon Sraeges and Reurn on Keyword Invesmen n Pad Search Adversng by Hongshuang (Alce) L, P. K. Kannan, Sva Vswanahan and Abhshek Pan * December 15, 2015 * Honshuang (Alce) L s Asssan Professor of Markeng,

More information

A Real-time Adaptive Traffic Monitoring Approach for Multimedia Content Delivery in Wireless Environment *

A Real-time Adaptive Traffic Monitoring Approach for Multimedia Content Delivery in Wireless Environment * A Real-e Adapve Traffc Monorng Approach for Muleda Conen Delvery n Wreless Envronen * Boonl Adpa and DongSong Zhang Inforaon Syses Deparen Unversy of Maryland, Balore Couny Balore, MD, U.S.A. bdpa1@ubc.edu,

More information

Methodology of the CBOE S&P 500 PutWrite Index (PUT SM ) (with supplemental information regarding the CBOE S&P 500 PutWrite T-W Index (PWT SM ))

Methodology of the CBOE S&P 500 PutWrite Index (PUT SM ) (with supplemental information regarding the CBOE S&P 500 PutWrite T-W Index (PWT SM )) ehodology of he CBOE S&P 500 PuWre Index (PUT S ) (wh supplemenal nformaon regardng he CBOE S&P 500 PuWre T-W Index (PWT S )) The CBOE S&P 500 PuWre Index (cker symbol PUT ) racks he value of a passve

More information

TECNICHE DI DIAGNOSI AUTOMATICA DEI GUASTI. Silvio Simani silvio.simani@unife.it. References

TECNICHE DI DIAGNOSI AUTOMATICA DEI GUASTI. Silvio Simani silvio.simani@unife.it. References TECNICHE DI DIAGNOSI AUTOMATICA DEI GUASTI Re Neural per l Idenfcazone d Ssem non Lnear e Paern Recognon slvo.sman@unfe. References Texbook suggesed: Neural Neworks for Idenfcaon, Predcon, and Conrol,

More information

Y2K* Stephanie Schmitt-Grohé. Rutgers Uni ersity, 75 Hamilton Street, New Brunswick, New Jersey 08901 E-mail: grohe@econ.rutgers.edu.

Y2K* Stephanie Schmitt-Grohé. Rutgers Uni ersity, 75 Hamilton Street, New Brunswick, New Jersey 08901 E-mail: grohe@econ.rutgers.edu. Revew of Economc Dynamcs 2, 850856 Ž 1999. Arcle ID redy.1999.0065, avalable onlne a hp:www.dealbrary.com on Y2K* Sephane Schm-Grohé Rugers Unersy, 75 Hamlon Sree, New Brunswc, New Jersey 08901 E-mal:

More information

An Ensemble Data Mining and FLANN Combining Short-term Load Forecasting System for Abnormal Days

An Ensemble Data Mining and FLANN Combining Short-term Load Forecasting System for Abnormal Days JOURNAL OF SOFTWARE, VOL. 6, NO. 6, JUNE 0 96 An Ensemble Daa Mnng and FLANN Combnng Shor-erm Load Forecasng Sysem for Abnormal Days Mng L College of Auomaon, Guangdong Unversy of Technology, Guangzhou,

More information

Kalman filtering as a performance monitoring technique for a propensity scorecard

Kalman filtering as a performance monitoring technique for a propensity scorecard Kalman flerng as a performance monorng echnque for a propensy scorecard Kaarzyna Bjak * Unversy of Souhampon, Souhampon, UK, and Buro Informacj Kredyowej S.A., Warsaw, Poland Absrac Propensy scorecards

More information

Testing techniques and forecasting ability of FX Options Implied Risk Neutral Densities. Oren Tapiero

Testing techniques and forecasting ability of FX Options Implied Risk Neutral Densities. Oren Tapiero Tesng echnques and forecasng ably of FX Opons Impled Rsk Neural Denses Oren Tapero 1 Table of Conens Absrac 3 Inroducon 4 I. The Daa 7 1. Opon Selecon Crerons 7. Use of mpled spo raes nsead of quoed spo

More information

A STUDY ON THE CAUSAL RELATIONSHIP BETWEEN RELATIVE EQUITY PERFORMANCE AND THE EXCHANGE RATE

A STUDY ON THE CAUSAL RELATIONSHIP BETWEEN RELATIVE EQUITY PERFORMANCE AND THE EXCHANGE RATE A STUDY ON THE CAUSAL RELATIONSHIP BETWEEN RELATIVE EQUITY PERFORMANCE AND THE EXCHANGE RATE The Swedsh Case Phlp Barsk* and Magnus Cederlöf Maser s Thess n Inernaonal Economcs Sockholm School of Economcs

More information

CONTROLLER PERFORMANCE MONITORING AND DIAGNOSIS. INDUSTRIAL PERSPECTIVE

CONTROLLER PERFORMANCE MONITORING AND DIAGNOSIS. INDUSTRIAL PERSPECTIVE Copyrgh IFAC 5h Trennal World Congress, Barcelona, Span CONTROLLER PERFORMANCE MONITORING AND DIAGNOSIS. INDUSTRIAL PERSPECTIVE Derrck J. Kozub Shell Global Soluons USA Inc. Weshollow Technology Cener,

More information

YIELD CURVE FITTING 2.0 Constructing Bond and Money Market Yield Curves using Cubic B-Spline and Natural Cubic Spline Methodology.

YIELD CURVE FITTING 2.0 Constructing Bond and Money Market Yield Curves using Cubic B-Spline and Natural Cubic Spline Methodology. YIELD CURVE FITTING 2.0 Constructng Bond and Money Market Yeld Curves usng Cubc B-Splne and Natural Cubc Splne Methodology Users Manual YIELD CURVE FITTING 2.0 Users Manual Authors: Zhuosh Lu, Moorad Choudhry

More information

Managing gap risks in icppi for life insurance companies: a risk return cost analysis

Managing gap risks in icppi for life insurance companies: a risk return cost analysis Insurance Mares and Companes: Analyses and Acuaral Compuaons, Volume 5, Issue 2, 204 Aymerc Kalfe (France), Ludovc Goudenege (France), aad Mou (France) Managng gap rss n CPPI for lfe nsurance companes:

More information

t φρ ls l ), l = o, w, g,

t φρ ls l ), l = o, w, g, Reservor Smulaon Lecure noe 6 Page 1 of 12 OIL-WATER SIMULATION - IMPES SOLUTION We have prevously lsed he mulphase flow equaons for one-dmensonal, horzonal flow n a layer of consan cross seconal area

More information

THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH HOUSEHOLDS. Ana del Río and Garry Young. Documentos de Trabajo N.

THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH HOUSEHOLDS. Ana del Río and Garry Young. Documentos de Trabajo N. THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH HOUSEHOLDS 2005 Ana del Río and Garry Young Documenos de Trabajo N.º 0512 THE IMPACT OF UNSECURED DEBT ON FINANCIAL DISTRESS AMONG BRITISH

More information

MULTI-WORKDAY ERGONOMIC WORKFORCE SCHEDULING WITH DAYS OFF

MULTI-WORKDAY ERGONOMIC WORKFORCE SCHEDULING WITH DAYS OFF Proceedngs of he 4h Inernaonal Conference on Engneerng, Projec, and Producon Managemen (EPPM 203) MULTI-WORKDAY ERGONOMIC WORKFORCE SCHEDULING WITH DAYS OFF Tar Raanamanee and Suebsak Nanhavanj School

More information

A Modification of the HP Filter. Aiming at Reducing the End-Point Bias

A Modification of the HP Filter. Aiming at Reducing the End-Point Bias Edenösssche Fnanzveralun, Bundesasse 3, CH-33 Bern Admnsraon fédérale des fnances, Bundesasse 3, CH-33 Berne Ammnsrazone federale delle fnanze, Bundesasse 3, CH-33 Berna Sss Federal Fnance Admnsraon, Bundesasse

More information

Information-based trading, price impact of trades, and trade autocorrelation

Information-based trading, price impact of trades, and trade autocorrelation Informaon-based radng, prce mpac of rades, and rade auocorrelaon Kee H. Chung a,, Mngsheng L b, Thomas H. McInsh c a Sae Unversy of New York (SUNY) a Buffalo, Buffalo, NY 426, USA b Unversy of Lousana

More information

The Feedback from Stock Prices to Credit Spreads

The Feedback from Stock Prices to Credit Spreads Appled Fnance Projec Ka Fa Law (Keh) The Feedback from Sock Prces o Cred Spreads Maser n Fnancal Engneerng Program BA 3N Appled Fnance Projec Ka Fa Law (Keh) Appled Fnance Projec Ka Fa Law (Keh). Inroducon

More information

Estimating intrinsic currency values

Estimating intrinsic currency values Cung edge Foregn exchange Esmang nrnsc currency values Forex marke praconers consanly alk abou he srenghenng or weakenng of ndvdual currences. In hs arcle, Jan Chen and Paul Dous presen a new mehodology

More information

Optimization of Nurse Scheduling Problem with a Two-Stage Mathematical Programming Model

Optimization of Nurse Scheduling Problem with a Two-Stage Mathematical Programming Model Asa Pacfc Managemen Revew 15(4) (2010) 503-516 Opmzaon of Nurse Schedulng Problem wh a Two-Sage Mahemacal Programmng Model Chang-Chun Tsa a,*, Cheng-Jung Lee b a Deparmen of Busness Admnsraon, Trans World

More information

A robust optimisation approach to project scheduling and resource allocation. Elodie Adida* and Pradnya Joshi

A robust optimisation approach to project scheduling and resource allocation. Elodie Adida* and Pradnya Joshi In. J. Servces Operaons and Informacs, Vol. 4, No. 2, 2009 169 A robus opmsaon approach o projec schedulng and resource allocaon Elode Adda* and Pradnya Josh Deparmen of Mechancal and Indusral Engneerng,

More information

Market-Clearing Electricity Prices and Energy Uplift

Market-Clearing Electricity Prices and Energy Uplift Marke-Clearng Elecrcy Prces and Energy Uplf Paul R. Grbk, Wllam W. Hogan, and Susan L. Pope December 31, 2007 Elecrcy marke models requre energy prces for balancng, spo and shor-erm forward ransacons.

More information

A Hybrid AANN-KPCA Approach to Sensor Data Validation

A Hybrid AANN-KPCA Approach to Sensor Data Validation Proceedngs of he 7h WSEAS Inernaonal Conference on Appled Informacs and Communcaons, Ahens, Greece, Augus 4-6, 7 85 A Hybrd AANN-KPCA Approach o Sensor Daa Valdaon REZA SHARIFI, REZA LANGARI Deparmen of

More information

Analysis of intelligent road network, paradigm shift and new applications

Analysis of intelligent road network, paradigm shift and new applications CONFERENCE ABOUT THE STATUS AND FUTURE OF THE EDUCATIONAL AND R&D SERVICES FOR THE VEHICLE INDUSTRY Analyss of nellgen road nework, paradgm shf and new applcaons Péer Tamás "Smarer Transpor" - IT for co-operave

More information

Comparative Study of Multicast Authentication Schemes with Application to Wide-Area Measurement System

Comparative Study of Multicast Authentication Schemes with Application to Wide-Area Measurement System Comparave Sudy of Mulcas Auhencaon Schemes wh Applcaon o Wde-Area Measuremen Sysem Yee We Law Deparmen of EEE The Unversy of Melbourne Ausrala ywlaw@unmelbeduau Slaven Marusc Deparmen of EEE The Unversy

More information

Boosting for Learning Multiple Classes with Imbalanced Class Distribution

Boosting for Learning Multiple Classes with Imbalanced Class Distribution Boosng for Learnng Mulple Classes wh Imbalanced Class Dsrbuon Yanmn Sun Deparmen of Elecrcal and Compuer Engneerng Unversy of Waerloo Waerloo, Onaro, Canada y8sun@engmal.uwaerloo.ca Mohamed S. Kamel Deparmen

More information

IMPROVING THE RESISTANCE OF A SERIES 60 VESSEL WITH A CFD CODE

IMPROVING THE RESISTANCE OF A SERIES 60 VESSEL WITH A CFD CODE V European Conference on Compuaonal Flud Dynamcs ECCOMAS CFD 2010 J. C. F. Perera and A. Sequera (Eds) Lsbon, Porugal, 14 17 June 2010 IMPROVING THE RESISTANCE OF A SERIES 60 VESSEL WITH A CFD CODE J.

More information

Prot sharing: a stochastic control approach.

Prot sharing: a stochastic control approach. Pro sharng: a sochasc conrol approach. Donaen Hanau Aprl 2, 2009 ESC Rennes. 35065 Rennes, France. Absrac A majory of lfe nsurance conracs encompass a guaraneed neres rae and a parcpaon o earnngs of he

More information

A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting*

A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting* journal of compuer and sysem scences 55, 119139 (1997) arcle no. SS971504 A Decson-heorec Generalzaon of On-Lne Learnng and an Applcaon o Boosng* Yoav Freund and Rober E. Schapre - A6 Labs, 180 Park Avenue,

More information

SHIPPING ECONOMIC ANALYSIS FOR ULTRA LARGE CONTAINERSHIP

SHIPPING ECONOMIC ANALYSIS FOR ULTRA LARGE CONTAINERSHIP Journal of he Easern Asa Socey for Transporaon Sudes, Vol. 6, pp. 936-951, 2005 SHIPPING ECONOMIC ANALYSIS FOR ULTRA LARGE CONTAINERSHIP Chaug-Ing HSU Professor Deparen of Transporaon Technology and Manageen

More information

Sensor Nework proposeations

Sensor Nework proposeations 008 Inernaoal Symposum on Telecommuncaons A cooperave sngle arge rackng algorhm usng bnary sensor neworks Danal Aghajaran, Reza Berang Compuer Engneerng Deparmen, Iran Unversy of Scence and Technology,

More information

RESOLUTION OF THE LINEAR FRACTIONAL GOAL PROGRAMMING PROBLEM

RESOLUTION OF THE LINEAR FRACTIONAL GOAL PROGRAMMING PROBLEM Revsa Elecrónca de Comuncacones y Trabajos de ASEPUMA. Rec@ Volumen Págnas 7 a 40. RESOLUTION OF THE LINEAR FRACTIONAL GOAL PROGRAMMING PROBLEM RAFAEL CABALLERO rafael.caballero@uma.es Unversdad de Málaga

More information

The impact of unsecured debt on financial distress among British households

The impact of unsecured debt on financial distress among British households The mpac of unsecured deb on fnancal dsress among Brsh households Ana Del-Río* and Garr Young** Workng Paper no. 262 * Banco de España. Alcalá, 50. 28014 Madrd, Span Emal: adelro@bde.es ** Fnancal Sabl,

More information

A New Approach For Modelling & Pricing Correlation Swaps in Equity Derivatives

A New Approach For Modelling & Pricing Correlation Swaps in Equity Derivatives 9 A MAY ew 006 Approach For Modellng & Prcng Correlaon Swaps n Equy Dervaves A ew Approach For Modellng & Prcng Correlaon Swaps n Equy Dervaves GLOBAL DERIVATIVES TRADIG & RISK MAAGEMET 006 ICBI h Annual

More information

A 3D Model Retrieval System Using The Derivative Elevation And 3D-ART

A 3D Model Retrieval System Using The Derivative Elevation And 3D-ART 3 Model Rereal Sysem Usng he erae leaon nd 3-R Jau-Lng Shh* ng-yen Huang Yu-hen Wang eparmen of ompuer Scence and Informaon ngneerng hung Hua Unersy Hsnchu awan RO -mal: sjl@chueduw bsrac In recen years

More information

A Background Layer Model for Object Tracking through Occlusion

A Background Layer Model for Object Tracking through Occlusion A Background Layer Model for Obec Trackng hrough Occluson Yue Zhou and Ha Tao Deparmen of Compuer Engneerng Unversy of Calforna, Sana Cruz, CA 95064 {zhou,ao}@soe.ucsc.edu Absrac Moon layer esmaon has

More information

Case Study on Web Service Composition Based on Multi-Agent System

Case Study on Web Service Composition Based on Multi-Agent System 900 JOURNAL OF SOFTWARE, VOL. 8, NO. 4, APRIL 2013 Case Sudy on Web Servce Composon Based on Mul-Agen Sysem Shanlang Pan Deparmen of Compuer Scence and Technology, Nngbo Unversy, Chna PanShanLang@gmal.com

More information

Prices of Credit Default Swaps and the Term Structure of Credit Risk

Prices of Credit Default Swaps and the Term Structure of Credit Risk Prces of Cred Defaul Swaps and he Term Srucure of Cred Rsk by Mary Elzabeh Desrosers A Professonal Maser s Projec Submed o he Faculy of he WORCESTER POLYTECHNIC INSTITUTE n paral fulfllmen of he requremens

More information

How Much Life Insurance is Enough?

How Much Life Insurance is Enough? How Much Lfe Insurance s Enough? Uly-Based pproach By LJ Rossouw BSTRCT The paper ams o nvesgae how much lfe nsurance proecon cover a uly maxmsng ndvdual should buy. Ths queson s relevan n he nsurance

More information

Index Mathematics Methodology

Index Mathematics Methodology Index Mahemacs Mehodology S&P Dow Jones Indces: Index Mehodology Ocober 2015 Table of Conens Inroducon 4 Dfferen Varees of Indces 4 The Index Dvsor 5 Capalzaon Weghed Indces 6 Defnon 6 Adjusmens o Share

More information

A binary powering Schur algorithm for computing primary matrix roots

A binary powering Schur algorithm for computing primary matrix roots Numercal Algorhms manuscr No. (wll be nsered by he edor) A bnary owerng Schur algorhm for comung rmary marx roos Federco Greco Bruno Iannazzo Receved: dae / Acceed: dae Absrac An algorhm for comung rmary

More information

Global supply chain planning for pharmaceuticals

Global supply chain planning for pharmaceuticals chemcal engneerng research and desgn 8 9 (2 0 1 1) 2396 2409 Conens lss avalable a ScenceDrec Chemcal Engneerng Research and Desgn journal homepage: www.elsever.com/locae/cherd Global supply chan plannng

More information

Diversification in Banking Is Noninterest Income the Answer?

Diversification in Banking Is Noninterest Income the Answer? Dversfcaon n Bankng Is Nonneres Income he Answer? Kevn J. Sroh Frs Draf: March 5, 2002 Ths Draf: Sepember 23, 2002 Absrac The U.S. bankng ndusry s seadly ncreasng s relance on nonradonal busness acves

More information

The Definition and Measurement of Productivity* Mark Rogers

The Definition and Measurement of Productivity* Mark Rogers The Defnon and Measuremen of Producvy* Mark Rogers Melbourne Insue of Appled Economc and Socal Research The Unversy of Melbourne Melbourne Insue Workng Paper No. 9/98 ISSN 1328-4991 ISBN 0 7325 0912 6

More information

Nonparametric deconvolution of hormone time-series: A state-space approach *

Nonparametric deconvolution of hormone time-series: A state-space approach * onparamerc deconvoluon of hormone me-seres: A sae-space approach * Guseppe De colao, Gancarlo Ferrar recae, Marco Franzos Dparmeno d Informaca e Ssemsca Unversà degl Sud d Pava Va Ferraa 7 Pava (Ialy el:

More information

Finite Math Chapter 10: Study Guide and Solution to Problems

Finite Math Chapter 10: Study Guide and Solution to Problems Fnte Math Chapter 10: Study Gude and Soluton to Problems Basc Formulas and Concepts 10.1 Interest Basc Concepts Interest A fee a bank pays you for money you depost nto a savngs account. Prncpal P The amount

More information

Currency Exchange Rate Forecasting from News Headlines

Currency Exchange Rate Forecasting from News Headlines Currency Exchange Rae Forecasng from News Headlnes Desh Peramunelleke Raymond K. Wong School of Compuer Scence & Engneerng Unversy of New Souh Wales Sydney, NSW 2052, Ausrala deshp@cse.unsw.edu.au wong@cse.unsw.edu.au

More information

An Integrated Semantically Correct 2.5D Object Oriented TIN. Andreas Koch

An Integrated Semantically Correct 2.5D Object Oriented TIN. Andreas Koch An Integrated Semantcally Correct 2.5D Object Orented TIN Andreas Koch Unverstät Hannover Insttut für Photogrammetre und GeoInformaton Contents Introducton Integraton of a DTM and 2D GIS data Semantcs

More information

Bayesian Forecasting of Stock Prices Via the Ohlson Model

Bayesian Forecasting of Stock Prices Via the Ohlson Model Baesan Forecasng of Soc Prces Va he Ohlson Model B Qunfang Flora Lu A hess Submed o he Facul of WORCESER POLYECHIC ISIUE n paral fulfllmen of he requremens for he Degree of Maser of Scence n Appled Sascs

More information

Both human traders and algorithmic

Both human traders and algorithmic Shuhao Chen s a Ph.D. canddae n sascs a Rugers Unversy n Pscaaway, NJ. bhmchen@sa.rugers.edu Rong Chen s a professor of Rugers Unversy n Pscaaway, NJ and Peng Unversy, n Bejng, Chna. rongchen@sa.rugers.edu

More information

THÈSE L UNIVERSITÉ BORDEAUX 1

THÈSE L UNIVERSITÉ BORDEAUX 1 THÈSE PRÉSENTÉE À L UNIVERSITÉ BORDEAUX ÉCOLE DOCTORALE DES SCIENCES PHYSIQUES ET DE L INGENIEUR Par Bahan ROSTAMI-TABAR POUR OBTENIR LE GRADE DE DOCTEUR SPÉCIALITÉ: PRODUCTIQUE ARIMA DEMAND FORECASTING

More information

Effects of Terms of Trade Gains and Tariff Changes on the Measurement of U.S. Productivity Growth *

Effects of Terms of Trade Gains and Tariff Changes on the Measurement of U.S. Productivity Growth * Effecs of Terms of Trade Gans and Tarff Changes on he Measuremen of U.S. Producvy Growh * Rober C. Feensra Unversy of Calforna-Davs and NBER Benjamn R. Mandel Federal Reserve Bank of New York Marshall

More information

THE USE IN BANKS OF VALUE AT RISK METHOD IN MARKET RISK MANAGEMENT. Ioan TRENCA *

THE USE IN BANKS OF VALUE AT RISK METHOD IN MARKET RISK MANAGEMENT. Ioan TRENCA * ANALELE ŞTIINłIFICE ALE UNIVERSITĂłII ALEXANDRU IOAN CUZA DIN IAŞI Tomul LVI ŞnŃe Economce 009 THE USE IN BANKS OF VALUE AT RISK METHOD IN MARKET RISK MANAGEMENT Ioan TRENCA * Absrac In sophscaed marke

More information

Systematic risk measurement in the global banking stock market with time series analysis and CoVaR

Systematic risk measurement in the global banking stock market with time series analysis and CoVaR Invesmen Managemen and Fnancal Innovaons, Volume 1, Issue 1, 213 Tesuo Kurosak (USA, Young Shn Km (Germany Sysemac rsk measuremen n he global bankng sock marke wh meseres analyss and CoVaR Absrac Movaed

More information

An Introductory Study on Time Series Modeling and Forecasting

An Introductory Study on Time Series Modeling and Forecasting An Inroducory Sudy on Tme Seres Modelng and Forecasng Ranadp Adhkar R. K. Agrawal ACKNOWLEDGEMENT The mely and successful compleon of he book could hardly be possble whou he helps and suppors from a lo

More information

HEURISTIC ALGORITHM FOR SINGLE RESOURCE CONSTRAINED PROJECT SCHEDULING PROBLEM BASED ON THE DYNAMIC PROGRAMMING

HEURISTIC ALGORITHM FOR SINGLE RESOURCE CONSTRAINED PROJECT SCHEDULING PROBLEM BASED ON THE DYNAMIC PROGRAMMING Yugoslav Journal o Operaons Research Volume 19 (2009) Number 2, 281-298 DOI:10.2298/YUJOR0902281S HEURISTIC ALGORITHM FOR SINGLE RESOURCE CONSTRAINED PROJECT SCHEDULING PROBLEM BASED ON THE DYNAMIC PROGRAMMING

More information

Insurance. By Mark Dorfman, Alexander Kling, and Jochen Russ. Abstract

Insurance. By Mark Dorfman, Alexander Kling, and Jochen Russ. Abstract he Impac Of Deflaon On Insurance Companes Offerng Parcpang fe Insurance y Mar Dorfman, lexander Klng, and Jochen Russ bsrac We presen a smple model n whch he mpac of a deflaonary economy on lfe nsurers

More information

2D TRANSFORMATIONS (Contd.)

2D TRANSFORMATIONS (Contd.) AML7 CAD LECURE 5 D RANSFORMAIONS Con. Sequene of operons, Mr ulplon, onenon, onon of operons pes of rnsforon Affne Mp: A p φ h ps E 3 no self s lle n ffne Mp f leves renr onons nvrn. 3 If β j j,, j E

More information

Network Effects on Standard Software Markets: A Simulation Model to examine Pricing Strategies

Network Effects on Standard Software Markets: A Simulation Model to examine Pricing Strategies Nework Effecs on Sandard Sofware Markes Page Nework Effecs on Sandard Sofware Markes: A Smulaon Model o examne Prcng Sraeges Peer Buxmann Absrac Ths paper examnes sraeges of sandard sofware vendors, n

More information

Fast degree elevation and knot insertion for B-spline curves

Fast degree elevation and knot insertion for B-spline curves Computer Aded Geometrc Desgn 22 (2005) 183 197 www.elsever.com/locate/cagd Fast degree elevaton and knot nserton for B-splne curves Q-Xng Huang a,sh-mnhu a,, Ralph R. Martn b a Department of Computer Scence

More information

Finite Difference Method Applied for the Beams on Elastic Foundation Theory. Metoda konečných diferencí použitá pro nosníky na pružném podkladu teorie

Finite Difference Method Applied for the Beams on Elastic Foundation Theory. Metoda konečných diferencí použitá pro nosníky na pružném podkladu teorie Fne Dfference Meho Apple for he Beams on Elasc Founaon Theory Meoa onečných ferencí použá pro nosníy na pružném polau eore Mare IKODÝM, Karel FYDÝŠEK Absrac: Ths paper s focuse on he heory of beams on

More information

Cooperative Distributed Scheduling for Storage Devices in Microgrids using Dynamic KKT Multipliers and Consensus Networks

Cooperative Distributed Scheduling for Storage Devices in Microgrids using Dynamic KKT Multipliers and Consensus Networks Cooperave Dsrbued Schedulng for Sorage Devces n Mcrogrds usng Dynamc KK Mulplers and Consensus Newors Navd Rahbar-Asr Yuan Zhang Mo-Yuen Chow Deparmen of Elecrcal and Compuer Engneerng Norh Carolna Sae

More information

Wilmar Deliverable D6.2 (b) Wilmar Joint Market Model Documentation. Peter Meibom, Helge V. Larsen, Risoe National Laboratory

Wilmar Deliverable D6.2 (b) Wilmar Joint Market Model Documentation. Peter Meibom, Helge V. Larsen, Risoe National Laboratory Rsø-R-1552(EN) Wlmar Delverable D6.2 (b) Wlmar Jon Marke Model Documenaon Peer Mebom, Helge V. Larsen, Rsoe Naonal Laboraory Rüdger Barh, Heke Brand, IER, Unversy of Sugar Chrsoph Weber, Olver Voll, Unversy

More information

Combining Mean Reversion and Momentum Trading Strategies in. Foreign Exchange Markets

Combining Mean Reversion and Momentum Trading Strategies in. Foreign Exchange Markets Combnng Mean Reverson and Momenum Tradng Sraeges n Foregn Exchange Markes Alna F. Serban * Deparmen of Economcs, Wes Vrgna Unversy Morganown WV, 26506 November 2009 Absrac The leraure on equy markes documens

More information

Simple Interest Loans (Section 5.1) :

Simple Interest Loans (Section 5.1) : Chapter 5 Fnance The frst part of ths revew wll explan the dfferent nterest and nvestment equatons you learned n secton 5.1 through 5.4 of your textbook and go through several examples. The second part

More information

Tecnológico de Monterrey, Campus Ciudad de México, Mexico D.C., Mexico **

Tecnológico de Monterrey, Campus Ciudad de México, Mexico D.C., Mexico ** Produc Specalzaon Effcenc and Producv Change n he Spansh Insurance Indusr Hugo Fuenes * Eml Grfell-Tajé ** and Sergo Perelman *** * Tecnológco de Monerre Campus Cudad de Méco Meco.C. Meco ** eparamen d

More information

The Transport Equation

The Transport Equation The Transpor Equaion Consider a fluid, flowing wih velociy, V, in a hin sraigh ube whose cross secion will be denoed by A. Suppose he fluid conains a conaminan whose concenraion a posiion a ime will be

More information

The Incentive Effects of Organizational Forms: Evidence from Florida s Non-Emergency Medicaid Transportation Programs

The Incentive Effects of Organizational Forms: Evidence from Florida s Non-Emergency Medicaid Transportation Programs The Incenve Effecs of Organzaonal Forms: Evdence from Florda s Non-Emergency Medcad Transporaon Programs Chfeng Da* Deparmen of Economcs Souhern Illnos Unversy Carbondale, IL 62901 Davd Denslow Deparmen

More information

Decentralized Model Reference Adaptive Control Without Restriction on Subsystem Relative Degrees

Decentralized Model Reference Adaptive Control Without Restriction on Subsystem Relative Degrees 1464 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL 44, NO 7, JULY 1999 [5] S Kosos, Fne npu/oupu represenaon of a class of Volerra polynoal syses, Auoaca, vol 33, no 2, pp 257 262, 1997 [6] S Kosos and D

More information

Multiple Periodic Preventive Maintenance for Used Equipment under Lease

Multiple Periodic Preventive Maintenance for Used Equipment under Lease Mulle Perodc Prevenve Manenance or Used Equmen under ease Paarasaya Boonyaha, Jarumon Jauronnaee, Member, IAENG Absrac Ugradng acon revenve manenance are alernaves o reduce he used equmen alures rae whch

More information

Selected Financial Formulae. Basic Time Value Formulae PV A FV A. FV Ad

Selected Financial Formulae. Basic Time Value Formulae PV A FV A. FV Ad Basc Tme Value e Fuure Value of a Sngle Sum PV( + Presen Value of a Sngle Sum PV ------------------ ( + Solve for for a Sngle Sum ln ------ PV -------------------- ln( + Solve for for a Sngle Sum ------

More information

The Joint Cross Section of Stocks and Options *

The Joint Cross Section of Stocks and Options * The Jon Cross Secon of Socks and Opons * Andrew Ang Columba Unversy and NBER Turan G. Bal Baruch College, CUNY Nusre Cakc Fordham Unversy Ths Verson: 1 March 2010 Keywords: mpled volaly, rsk premums, reurn

More information

Optimal Taxation. 1 Warm-Up: The Neoclassical Growth Model with Endogenous Labour Supply. β t u (c t, L t ) max. t=0

Optimal Taxation. 1 Warm-Up: The Neoclassical Growth Model with Endogenous Labour Supply. β t u (c t, L t ) max. t=0 Opmal Taxaon Reference: L&S 3rd edon chaper 16 1 Warm-Up: The Neoclasscal Growh Model wh Endogenous Labour Supply You looked a lle b a hs for Problem Se 3. Sudy planner s problem: max {c,l,,k +1 } =0 β

More information

Chapter 31B - Transient Currents and Inductance

Chapter 31B - Transient Currents and Inductance Chapter 31B - Transent Currents and Inductance A PowerPont Presentaton by Paul E. Tppens, Professor of Physcs Southern Polytechnc State Unversty 007 Objectves: After completng ths module, you should be

More information

Auxiliary Module for Unbalanced Three Phase Loads with a Neutral Connection

Auxiliary Module for Unbalanced Three Phase Loads with a Neutral Connection CODEN:LUTEDX/TEIE-514/1-141/6 Indusral Elecrcal Engneerng and Auomaon Auxlary Module for Unbalanced Three Phase Loads wh a Neural Connecon Nls Lundsröm Rkard Sröman Dep. of Indusral Elecrcal Engneerng

More information