18 research outputs found
Deterministic regression model and visual basic code for optimal.
A new, non-statistical method is presented for analysis of the past history and current evolution of economic and financial processes. The method is based on the sliding model approach using linear differential or difference equations applied to discrete information in the form of known chronological data (time series) about the process. An algorithm is proposed that allows one to project the current evolution of the process onto some period of its future development. Computer code in visual basic is developed that has been validated in application to American stock index S&P 500, with predicted values within 5% of real data over long periods of the recent past history. The algorithm and the code can be applied to practical problems in finance and economy in time of its normal evolution without catastrophic events.Sliding deterministic regression models; Optimal forecasting in finance;
Deterministic regression model and visual basic code for optimal
A new, non-statistical method is presented for analysis of the past history and current
evolution of economic and financial processes. The method is based on the sliding model
approach using linear differential or difference equations applied to discrete information
in the form of known chronological data (time series) about the process. An algorithm
is proposed that allows one to project the current evolution of the process onto some
period of its future development. Computer code in visual basic is developed that has been
validated in application to American stock index S&P 500, with predicted values within 5%
of real data over long periods of the recent past history. The algorithm and the code can
be applied to practical problems in finance and economy in time of its normal evolution
without catastrophic events.Alejandro Balbás also thanks the partial support provided by Welzia Management SGIIC SA, RD_Sistemas SA, Comunidad
AutĂłnoma de Madrid (Spain), Grant s-0505/tic/000230, and MEyC (Spain), Grant SEJ2006-15401-C04-03Publicad
A numerical model of the motion of a curved flexible fibre in a shear flow
grantor:
University of TorontoA general method to simulate the motion of initially curled flexible fibres in 2-D flows is developed. Equations of motion are formulated for a curled elastic fibre in a fluid flow using Hamilton's Principle. The non-linear integro-differential equations contain an unknown deflection variable that is discretized using a half-range Fourier Sine series representation. The first (kinematic) approximation is obtained by setting the inertia terms to zero. The resulting inertialess equations are solved using a Runge-Kutta method implemented in a C++ code. The validity of the numerical model was tested against analytic theory and existing transient results for essentially straight fibres, i.e. fibres with small radii of curvature and large angles. Excellent agreement was achieved. The numerical model was then applied to simulate fibre motion into a screen slot. For similar fibre parameters, it was found that significantly more curled fibres entered the slot than their straight counterparts.M.A.Sc
Essays in Strategy
My research examines how different organizational phenomena function under psychological and cognitive constraints. My first study examines how audiences evaluate an established or taken-for-granted category in negative moods. Categories facilitate exchange by serving as mental models or schemas that substitute for an organization’s attributes to help audiences make sense of what they see. Established categories are further postulated to be legitimized and taken for granted by audiences. Both organizations and audiences are thought to place a high value on category membership, preferring the schema-based category to the individual attributes underlying the category. Considering the preferences of a broad audience segment about an established category, I examine the boundary conditions that can cause the schemas of a legitimized category to fail. I propose that negative mood or affect will blur the category boundary causing it to no longer be preferred to the individual attributes. I further hypothesize that negative affect will induce a reversal of preferences, and offer a unified theory as to why negative affect can cause audiences to prefer the attributes underlying the category over the category itself in their evaluations. Results from data on a representative sample of individuals support these hypotheses. In my second study, I examine how social capital accrues to individuals who were part of a group from which a member achieved prominence only after the dismantlement of the group. I employ a difference-in-differences estimation strategy to identify endogenous social effects in the context of the Hollywood film industry and find significant positive results for egos who worked with ex-post Oscar winning alters within four to six years prior to the alters’ Oscar win. Social capital effects break down, however, for length of prior years in either the too recent or too distant past. I attribute these findings to individuals’ incorrect recall of past events.Ph
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Valuation, categories and attributes.
Existing research on categories has only examined indirectly the value associated with being a member of a category relative to the value of the set of attributes that determine membership in that category. This study uses survey data to analyze consumers' preferences for the "organic" label versus for the attributes underlying that label. We found that consumers generally preferred products with the category label to those with the attributes required for the organic label but without the label. We also found that the value accorded to the organic label increased with the number of attributes that an individual associated with the category. Category membership nevertheless still had greater value than even that of the sum of the attributes associated with it
Valuation, categories and attributes.
Existing research on categories has only examined indirectly the value associated with being a member of a category relative to the value of the set of attributes that determine membership in that category. This study uses survey data to analyze consumers' preferences for the "organic" label versus for the attributes underlying that label. We found that consumers generally preferred products with the category label to those with the attributes required for the organic label but without the label. We also found that the value accorded to the organic label increased with the number of attributes that an individual associated with the category. Category membership nevertheless still had greater value than even that of the sum of the attributes associated with it
Valuation, categories and attributes.
Existing research on categories has only examined indirectly the value associated with being a member of a category relative to the value of the set of attributes that determine membership in that category. This study uses survey data to analyze consumers' preferences for the "organic" label versus for the attributes underlying that label. We found that consumers generally preferred products with the category label to those with the attributes required for the organic label but without the label. We also found that the value accorded to the organic label increased with the number of attributes that an individual associated with the category. Category membership nevertheless still had greater value than even that of the sum of the attributes associated with it
Valuations of characteristics (scaled in dollars).
<p>Valuations of characteristics (scaled in dollars).</p
Beliefs about the attributes of organic poultry.
<p>Beliefs about the attributes of organic poultry.</p