Yes (2094)
Number of found documents:
2094
Published from
to
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness
Šíla, Jan; Kočenda, Evžen; Kukačka, Jiří; Krištoufek, Ladislav
2023 - English
Cryptocurrencies exhibit unique statistical and dynamic properties compared to those of traditional financial assets, making the study of their volatility crucial for portfolio managers and traders. We investigate the volatility connectedness dynamics of a representative set of eight major crypto assets. Methodologically, we decompose the measured volatility into positive and negative components and employ the time-varying parameters vector autoregression (TVP-VAR) framework to show distinct dynamics associated with market booms and downturns. The results suggest that crypto connectedness reflects important events and exhibits more variable and cyclical dynamics than those of traditional financial markets. Periods of extremely high or low connectedness are clearly linked to specific events in the crypto market and macroeconomic or monetary history. Furthermore, existing asymmetry from good and bad volatility indicates that information about market downturns spills over substantially faster than news about comparable market surges. Overall, the connectedness dynamics are predominantly driven by fundamental crypto factors, while the asymmetry measure also depends on macro factors such as the VIX index and the expected inflation.
Keywords:
Volatility; Dynamic connectedness; Asymmetric effects; Cryptocurrency
Fulltext is available at external website.
Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness
Cryptocurrencies exhibit unique statistical and dynamic properties compared to those of traditional financial assets, making the study of their volatility crucial for portfolio managers and traders. ...
Hydrolgoie malého povodí 2023
Hnilicová, Soňa; Tesař, Miroslav
2023 - Czech
Sborník obsahuje plné texty vědeckých článků. Příspěvky neprošly jazykovou kontrolou a za obsah odpovídají autoři článků. Články byly připraveny jako příspěvky pro konferenci „Hydrologie malého povodí 2023“ s tématickými okruhy: 1. Globální vlivy a změny v režimu vodních zdrojů v malém povodí; 2. Komplexní monitoring a bilance zásob vody v malých povodích; 3. Hydrologické extrémy (přívalové povodně; sucho – typy a hodnocení); 4. Vliv vegatačního krytu a způsobu využití povodí na vodní režim; 5. Transportní procesy v půdě a vliv hydrofobie povrchové vrstvy na ně; 6. Hydrologické modelování; nejistoty v hydrologickém modelování; 7. Látkové toky v malém povodí a eutrofizace povrchových vod; 8. Malá povodí v horský oblastech (usazené srážky, akumulace a tání sněhu, atd.); 9. Nové metody, techniky a přístrojové vybavení v hydrologii a hydroekologii.\n The book is a collection of scientific contributions to the Conference "Hydrology of small basins". The conference topics were: 1. Changes in the regime of water resources in small basins; 2. Complex monitoring a and water storage balance in small basins; 3. Hydrological extremes (flash floods, drought); 4. Effect of land use and land cover on water balance; 5. Hydrophobicity and transportation processes in soil; 6. Hydrological modelling und uncertainties; 7. Biogeochemical fluxes in a small watershed and eutrophication of surface waters; 8. Mountainous experimental small basins (deposited precipitation, snow regime, …); 9. New methods, techniques and instrumentation in hydrology and hydroecology.\n
Keywords:
experimental hydrology; hydrological monitoring; subsurface hydrology; small basin; water balance; hydrological modelling
Fulltext is available at external website.
Hydrolgoie malého povodí 2023
Sborník obsahuje plné texty vědeckých článků. Příspěvky neprošly jazykovou kontrolou a za obsah odpovídají autoři článků. Články byly připraveny jako příspěvky pro konferenci „Hydrologie malého povodí ...
Hidden symmetry in turbulence and analytic study of shell models
Caggio, Matteo
2023 - English
This short communication concerns symmetries in developed turbulence and analytic study of shell models. However scale-invariance is broken due to the intermittency phenomenon, is possible to established a hidden self-similarity in turbulent flows. Using a shell model, the author in [18] (see also [19]) addressed the problem deriving a scaling symmetry for the inviscid equations. Here, first we discuss the analysis presented in [18], then, from the mathematical perspective, we propose an analytic study for the shell model with the presence of the viscous terms. This brief paper should be understood as an introductory note to this new scaling symmetry with implications for mathematical analysis [5].
Keywords:
turbulence; scale-invariance symmetry; intermittency; shell-models
Available in digital repository of the ASCR
Hidden symmetry in turbulence and analytic study of shell models
This short communication concerns symmetries in developed turbulence and analytic study of shell models. However scale-invariance is broken due to the intermittency phenomenon, is possible to ...
Calibrated finite volume method-based simulation framework for laser shock peening
Isoz, Martin; Gruber, Pavel; Schmidt, Jaroslav; Kubíčková, Lucie; Štefan, Jan; Kaufman, Jan; Brajer, Jan; Gabriel, Dušan
2023 - English
Modern and highly competitive industry seeks components with high strength and fatigue resistance. Both of these properties may be improved by peening of the component surface and the standard peening processes, such as the shot peening, are widely used in both automotive and aerospace industries. The laser shock\npeening (LSP), i.e. hardening of the material surface by a laser-induced shock wave, is a modern alternative to the standard peening. Concurrently, the industrial applications of LSP are promoted by recently emerged affordable high power-density lasers. However, the nascent LSP applications are still mostly a trial-and-error\nprocesses based on an extensive experimental testing. Consequently, we focused on a highly application-driven development of a framework for LSP modeling, and the internal workings and results of which are the focus of the present contribution.
Keywords:
laser shock peening; modeling; finite volume method; OpenFOAM
Fulltext is available at external website.
Calibrated finite volume method-based simulation framework for laser shock peening
Modern and highly competitive industry seeks components with high strength and fatigue resistance. Both of these properties may be improved by peening of the component surface and the standard peening ...
Mixing characteristics of a magnetically driven Rushton turbine in an unbaffled stirred tank reactor
Idžakovičová, Kristýna; Haidl, Jan; Gebouský, Ondřej; Isoz, Martin
2023 - English
The standard and well-researched stirred vessel configuration comprises a tank equipped with one or more impellers positioned in the vessel’s axis and multiple wall-mounted baffles preventing the central vortex creation. However, particular industries, such as biotechnology, have an increased need for a sterile environment that often results in the usage of atypical stirred vessel configurations. An example of a commonly equipped atypical stirred vessel is an unbaffled stirred tank with an eccentric magnetically driven impeller. However, there is only a little knowledge about the mixing characteristics of such designs. In this work, we list experimental results for both the standard and atypical stirred vessel configurations. Furthermore, we present a CFD model of the atypical configuration. The model is used to calculate its mixing characteristics that are subsequently compared against our experimental results. It is shown that for the liquid height (H) to the vessel diameter (T) ratio H/T ≲ 1.2, the characteristics of both the standard and atypical designs coincide. For higher liquid heights (i) the characteristics of the atypical design decrease dramatically, and (ii) the characteristics estimates based on approaches developed for the standard configuration become unreliable.
Keywords:
stirred vessel; eccentric impeller; unbaffled tank; CFD; OpenFOAM; experiment
Fulltext is available at external website.
Mixing characteristics of a magnetically driven Rushton turbine in an unbaffled stirred tank reactor
The standard and well-researched stirred vessel configuration comprises a tank equipped with one or more impellers positioned in the vessel’s axis and multiple wall-mounted baffles preventing the ...
Direct construction of reciprocal mass matrix and higher order fininite element method
Cimrman, Robert; Kolman, Radek; González, J. A.; Park, K. C.
2023 - English
When solving dynamical problems of computational mechanics, such as contact-impact problems or cases involving complex structures under fast loading conditions, explicit time-stepping algorithms are usually preferred over implicit ones. The explicit schemes are normally combined with the lumped (diagonal) mass matrix so that the calculations are efficient and moreover dispersion errors in wave propagation are partially eliminated. As an alternative to lumping with advantageous properties, the reciprocal mass matrix is an inverse mass matrix that has the same sparsity structure as the original consistent mass matrix, preserves the total mass, captures well the desired frequency spectrum and leads thus to efficient and accurate calculations. In the contribution we comment on the usability of the reciprocal mass matrix in connection with higher order FEM.
Keywords:
higher-order finite element method; reciprocal mass matrix; transient problems; explicit time integration; lumping process
Fulltext is available at external website.
Direct construction of reciprocal mass matrix and higher order fininite element method
When solving dynamical problems of computational mechanics, such as contact-impact problems or cases involving complex structures under fast loading conditions, explicit time-stepping algorithms are ...
Reduced basis solver for stochastic Galerkin formulation of Darcy flow with uncertain material parameters
Béreš, Michal
2023 - English
In this contribution, we present a solution to the stochastic Galerkin (SG) matrix equations coming from the Darcy flow problem with uncertain material coefficients in the separable form. The SG system of equations is kept in the compressed tensor form and its solution is a very challenging task. Here, we present the reduced basis (RB) method as a solver which looks for a low-rank representation of the solution. The construction of the RB consists of iterative expanding of the basis using Monte Carlo sampling. We discuss the setting of the sampling procedure and an efficient solution of multiple similar systems emerging during the sampling procedure using deflation. We conclude with a demonstration of the use of SG solution for forward uncertainty quantification.
Keywords:
stochastic Galerkin method; reduced basis method; Monte Carlo method; deflated conjugate gradient method
Fulltext is available at external website.
Reduced basis solver for stochastic Galerkin formulation of Darcy flow with uncertain material parameters
In this contribution, we present a solution to the stochastic Galerkin (SG) matrix equations coming from the Darcy flow problem with uncertain material coefficients in the separable form. The SG ...
Numerical realization of the Bayesian inversion accelerated using surrogate models
Bérešová, Simona
2023 - English
The Bayesian inversion is a natural approach to the solution of inverse problems based on uncertain observed data. The result of such an inverse problem is the posterior distribution of unknown parameters. This paper deals with the numerical realization of the Bayesian inversion focusing on problems governed by computationally expensive forward models such as numerical solutions of partial differential equations. Samples from the posterior distribution are generated using the Markov chain Monte Carlo (MCMC) methods accelerated with surrogate models. A surrogate model is understood as an approximation of the forward model which should be computationally much cheaper. The target distribution is not fully replaced by its approximation. Therefore, samples from the exact posterior distribution are provided. In addition, non-intrusive surrogate models can be updated during the sampling process resulting in an adaptive MCMC method. The use of the surrogate models significantly reduces the number of evaluations of the forward model needed for a reliable description of the posterior distribution. Described sampling procedures are implemented in the form of a Python package.
Keywords:
Bayesian inversion; delayed-acceptance Metropolis-Hastings; Markov chain Monte Carlo; surrogate model
Fulltext is available at external website.
Numerical realization of the Bayesian inversion accelerated using surrogate models
The Bayesian inversion is a natural approach to the solution of inverse problems based on uncertain observed data. The result of such an inverse problem is the posterior distribution of unknown ...
Determinants of Financial Inclusion in Africa and OECD Countries
Kočenda, Evžen; Eshun, S. F.
2023 - English
Sub-Saharan Africa (SSA) has been identified as one of the least financially inclusive regions in the world with a huge disparity in comparison to highly financially inclusive regions. Using a dynamic panel data analysis, we explore the factors influencing financial inclusion in Sub-Saharan Africa (SSA) using countries belonging to the Organisation for Economic Co-operation and Development (OECD) as a benchmark. We employ the System Generalized Method of Moments (GMM) estimator and assess 31 SSA and 38 OECD countries from 2000-2021. We show that the differences in trade openness, banks' efficiency, income, and remittances are some macro-level factors that explain the variation in financial inclusion levels. We highlight the importance of quality literacy policies, trade improvement with restrictions on cross-border capital flows, and a more efficient financial system to promote financial inclusion.
Keywords:
Financial Inclusion; Financial Inclusion Index; Sub-Saharan Africa
Fulltext is available at external website.
Determinants of Financial Inclusion in Africa and OECD Countries
Sub-Saharan Africa (SSA) has been identified as one of the least financially inclusive regions in the world with a huge disparity in comparison to highly financially inclusive regions. Using a dynamic ...
Dynamics of a cantilever beam with piezoelectric sensor: Experimental study
Kolman, Radek; Kylar, Jaromír; Kotek, Vojtěch; Cimrman, Robert; Musil, Ladislav
2023 - English
Online and real-time sensing and monitoring of the health state of complex structures, such as air-craft and critical parts of power stations, is an essential part of the research in dynamics. Several types of sensors are used for sensing dynamic responses and monitoring response changes during the operation of critical parts of complex systems. The piezoelectric (PZ) materials belong to one group of electroactive materials, which transform mechanical deformation into an electrical response. For example, PZ ceramics or PVDF foils are employed for online sensing of the time history of mechanical deformation. Experimentally obtained response of a cantilever beam structure with a glued PZ sensor is the case of interest in this contribution. During the transient problem of the beam loaded by suddenly interrupted load due to the weight of a mass at the end of the beam, the time history of normal velocity at a point on the beam surface has been measured by a laser vibrometer and parallely, the output voltage on the PZ sensor has been measured by an electric device. The experimental data in the case of the first eigen-frequency is in good agreement with the value given by the formulae from the theoretical modeling of free vibration of a linear beam.
Keywords:
dynamics of beam-like structure; piezo-electric material; sensing of dynamic response; structural Health Monitoring; laser vibrometer measurement
Fulltext is available at external website.
Dynamics of a cantilever beam with piezoelectric sensor: Experimental study
Online and real-time sensing and monitoring of the health state of complex structures, such as air-craft and critical parts of power stations, is an essential part of the research in dynamics. Several ...
NRGL provides central access to information on grey literature produced in the Czech Republic in the fields of science, research and education. You can find more information about grey literature and NRGL at service web
Send your suggestions and comments to nusl@techlib.cz
Provider
Other bases