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Wyświetlanie 1-10 z 287
Tytuł:
On Duration-Dispersion Strategies for Portfolio Immunization
Strategia uodparniania portfela
Autorzy:
Kałuszka, Marek
Kondratiuk-Janyska, Alina
Tematy:
Bond portfolio
immunization
duration
Pokaż więcej
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Powiązania:
https://bibliotekanauki.pl/articles/906869.pdf  Link otwiera się w nowym oknie
Opis:
This paper deals with new immunization strategies for a noncallable and default-free bond portfolio. This approach refers to the Fong and Vasicek (1984), the Nawalkha and Chambers (1996), the Balbàs and Ibáňez (1998), and the Balbàs, Ibáňez and Lopez (2002) studies among others and relies on minimizing a single-risk measure which is a linear combination of the duration gap and the dispersion of portfolio payments.
Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej naukę
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of correspondence analysis to the identification of the influence of features of unemployed persons on the unemployment duration
Autorzy:
Jacek, Batóg
Barbara, Batóg
Tematy:
unemployment duration
correspondence analysis
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Wydawca:
Uniwersytet Ekonomiczny w Poznaniu
Powiązania:
https://bibliotekanauki.pl/articles/943121.pdf  Link otwiera się w nowym oknie
Opis:
The paper presents the analysis of the influence of selected features of unemployed persons on unemployment duration. Theoretical considerations go along with an empirical study based on individual data from Local Labour Office in Szczecin. The research hypothesis states that features of unemployed persons such as the level of education, sex, work seniority or age have a meaningful influence on unemployment duration. Recent studies usually used event history analysis, inflow-outflow analysis of the labour market or logit models. This research is unique because of the application of one of the methods of multidimensional analysis – correspondence analysis. This method allows analysis of multidimensional relationships between categories of nominal variables. From the results obtained it could be stated that strong relationships between unemployment duration and features of unemployed persons exist (apart from sex).
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Curve Flow-duration-Frequency. The flood modelling regime of the Wadi Mazafran catchment in the north of Algeria
Autorzy:
Kourat, Sofiane
Touaibia, Bénina
Yahiaoui, Abdelhalim
Tematy:
duration
flood
flood regime
flow
Flow-duration-Frequency modelling
QdF modelling
frequency
Mazafran
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Wydawca:
Instytut Technologiczno-Przyrodniczy
Powiązania:
https://bibliotekanauki.pl/articles/2174334.pdf  Link otwiera się w nowym oknie
Opis:
Synthetic modelling of the flood regime is based on the overall knowledge of the hydrological regime in a catchment. The Flow-duration-Frequency (QdF) modelling is used to combine three parameters characterising flood with its mean or exceeded flow, its characteristic duration, and occurrence frequency. Which of these can be established locally at the extreme mean volume flow rates of a catchment reference hydrometric station? The determination of the reference QdF model in mean (volume) and exceeded flows requires two characteristics reflecting the flood regime in a catchment. The first is the characteristic flood duration and the second is the 10-year quantile of the annual maximum instantaneous flow. The comparison of the local situation to the reference QdF models enables to develop the final QdF model of the catchment and therefore the baseline QdF for exceeded and synthetic mono-frequency hydrographs. These are essential components in the study of flood risk mapping and the estimation of the instantaneous peak distribution from mean daily streamflow series.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Criteria for identifying maximum rainfall determined by the peaks-over-threshold (POT) method under the Polish Atlas of Rainfall Intensities (PANDa) project
Autorzy:
Burszta-Adamiak, Ewa
Licznar, Paweł
Zaleski, Janusz
Tematy:
rainfall model
Intensity-Duration-Frequency
IDF
Depth-Duration-Frequency
DDF
extreme value theory
EVT
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Wydawca:
Instytut Meteorologii i Gospodarki Wodnej - Państwowy Instytut Badawczy
Powiązania:
https://bibliotekanauki.pl/articles/108607.pdf  Link otwiera się w nowym oknie
Opis:
Determination of rainfall maxima from long-term series is one of the more important tasks in urban hydrology. These maxima are useful both in designing land drainage systems and for flood protection in a catchment. The identification of rainfall maxima for the hierarchy of rainfall durations from 5 min to 4 320 min is a fundamental stage of the creation of the first version of the Polish Atlas of Rainfall Intensities (PANDa), which will ultimately be a source of updated and reliable information on design rainfall intensities for designing and modeling rainwater drainage and retention systems in Poland. One of the methods for identifying extreme rainfall events is to use criteria for selecting rainfall based on their depth for a given rainfall frequency and duration. Existing national experience in this respect is based on the results of analyses usually conducted with regard to records from single weather stations. This article presents the results of a study designed to verify the usefulness of the literature-based criteria for identifying rainfall maxima using the peaks-over-threshold (POT) method at a much broader nationwide scale. The study analyzed data from a previously created digital database of rainfall series, which includes 3 000 stationyears (consisting of a 30-year measurement series from 100 weather stations of the Institute of Meteorology and the Water Management - National Research Institute (IMGW-PIB). The study results show that as far as the investigated measurement series are concerned, the criteria based on the literature sources have limited application and can only be used for identifying the largest short-duration rainfall events. To determine rainfall maxima for all of the time intervals analyzed (from 5 minutes to 3 days), it was necessary to develop our own criteria that would allow the methodology for identifying extreme rainfall events to be standardized for all 100 stations.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Badanie kohort firm w analizie trwania
The study of firms’ cohorts in the duration analysis
Autorzy:
Markowicz, Iwona
Tematy:
firms
duration tables
hazard (intensity)
Pokaż więcej
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Powiązania:
https://bibliotekanauki.pl/articles/425082.pdf  Link otwiera się w nowym oknie
Opis:
The aim of the study has a theoretical and researching character. The first part includes the presentation of scientific achievements in foreign and Polish literature and the authorial systematics of methods of firms’ life duration analysis (statistical and econometric study of firms cohorts). Methods of data censoring are discussed. The empirical part presents examples of the results of economic entities established in the Zachodniopomorskie Voivodship in 2009−2011 (cohort) and observed until 31 December 2013.The study of firms cohorts, such as human cohorts, are carried out using the methods of survival analysis (duration). The paper presents the possibility of using duration tables and intensity function (hazard) of firm’s liquidation. This function can take a typical inverted U-shape.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sociolinguistic Conditioning of Phonetic Category Realisation in Non-Native Speech
Autorzy:
Waniek-Klimczak, Ewa
Tematy:
second language phonetics
language use
age
acculturation
language attitude
Voice
the VOT
vowel duration
closure duration
Pokaż więcej
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Powiązania:
https://bibliotekanauki.pl/articles/620663.pdf  Link otwiera się w nowym oknie
Opis:
The realisation of phonetic categories reflects a complex relationship between individual phonetic parameters and both linguistic and extra-linguistic conditioning of language usage. The present paper investigates the effect of selected socio-linguistic variables, such as the age, the amount of language use and cultural/social distance in English used by Polish immigrants to the U.S. Individual parameters used in the realisation of the category ‘voice’ have been found to vary in their sensitivity to extra-linguistic factors: while the production of target-like values of all parameters is related to the age, it is the closure duration that is most stable in the correspondence to the age and level of language proficiency. The VOT and vowel duration, on the other hand, prove to be more sensitive to the amount of language use and attitudinal factors.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Values of short-circuit duration and dynamie forces during short-circuits in the EHV substations: simulation-based investigations
Autorzy:
Frąckowiak, R.
Piechocki, P.
Tematy:
short-circuit duration
EHV substations
simulation
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Wydawca:
Politechnika Poznańska. Wydawnictwo Politechniki Poznańskiej
Powiązania:
https://bibliotekanauki.pl/articles/97694.pdf  Link otwiera się w nowym oknie
Opis:
Presented question is the continuation of investigations concerning the short-circuit duration’s estimation in the short-circuit effect calculations using the probabilistic method. In the paper, the developed simulation model of the short circuit duration under the disturbing conditions just in the distribution substation is presented. The model development was based on the analysis of operation of the automatic power protections EAZ and circuit-breakers in the EHV substations during short-circuits. The results of simulation investigations aiming to estimate the frequency of occurrence of the defined short-circuit duration are reported. The calculations have been carried out for different configurations of the EAZ system. For selected spans in the 220 kV substation, probabilistic analysis of dynamic forces accompanying the in-substation faults has been carried out. Also, the way of the short-circuit duration’s estimation when calculating the dynamic effects of the fault current flow basing on an assumed risk value has been proposed.
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-10 z 287

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