Un model geometric al legaturilor directe dintre fenomenele economice

Abstract. In this paper we approach the issue of the evolution of economic phenomena that influence one another. First of all, we introduce a geometric model to establish whether there is a direct influence between two economic phenomena. After this, we find out the strength of this influence and, finally, we suggest a model for the form of this influence.Key words: economic phenomenon; evolution; development; increase; decrease

Demand-Based Option Pricing

We model the demand-pressure effect on prices when options cannot be perfectly hedged. The model shows that demand pressure in one option contract increases its price by an amount proportional to the variance of the unhedgeable part of the option. Similarly, the demand pressure increases the price of any other option by an amount proportional to the covariance of their unhedgeable parts. Empirically, we identify aggregate positions of dealers and end users using a unique dataset, and show that demand-pressure effects help explain well-known option-pricing puzzles. First, end users are net long index options, especially out-of-money puts, which helps explain their apparent expensiveness and the smirk. Second, demand patterns help explain the prices of single-stock options.

On the linear representations of the symmetry groups of single-wall carbon nanotubes

The positions of atoms forming a carbon nanotube are usually described by using a system of generators of the symmetry group. Each atomic position corresponds to an element of the set Z x {0,1,...,n} x {0,1}, where n depends on the considered nanotube. We obtain an alternate rather different description by starting from a three-axes description of the honeycomb lattice. In our mathematical model, which is a factor space defined by an equivalence relation in the set {(v_0,v_1,v_2)\in Z^3 | v_0+v_1+v_2\in {0,1}}, the neighbours of an atomic position can be described in a simpler way, and the mathematical objects with geometric or physical significance have a simpler and more symmetric form. We present some results concerning the linear representations of single-wall carbon nanotubes in order to illustrate the proposed approach.Comment: Major change of content. More details will be available at http://fpcm5.fizica.unibuc.ro/~ncotfa

Validation of SDN policies: a property-based testing perspective

[Abstract] Software-defined networks are being widely adopted and used in large and complex networks supporting critical operations. Their increasing importance highlights the need for effective validation of SDN topologies and routing policies both prior and during operation. The policies that configure an SDN deployment come from several, possibly conflicting sources. This may lead to undesired effects such as node isolation, network partitions, performance drops and routing loops. Such effects can be formulated as automatically testable reusable conditions using property-based testing (PBT). This approach allows to automatically determine and formulate as a counterexample the minimum set of conflicting rules. The approach is especially useful when policies are configured in an incremental manner. PBT techniques are particularly good at automatic counterexample shrinking and have the potential of being extremely effective in this area.Swedish Foundationfor Strategic Research; RIT17-0035

Fault-tolerance of five-phase induction machines with mixed stator winding layouts : torque ripple analysis

Abstract The mixed winding layouts proposed in this paper are obtained by combining double and triple layer (DTL) windings in stator slots. Previous work has touched upon on the ability of three-and five-phase induction machines (IMs) with mixed winding layouts to produce torque with less ripple contents. However, their advantage when operating under open-circuited faults is yet to be comprehensively reported. This paper presents the fault-tolerant ability of Fivephase Induction Machines (FPIMs) with mixed winding layouts to produce torque with less ripple contents. The windings are designed as 2-pole and chorded with one slot, thereafter referred to as “DTL-14/15” and when chorded with two slots, thereafter referred to as “DTL-13/15. The magnetic conditions in the FPIMs are analyzed using Finite Element Method (FEM). The results evidenced that the FPIMs with the proposed DTL-14/15 and DTL-13/15 chorded coils reduced the torque ripple by a margin of about 60 % while operating with open-circuited faults respect to FPIMs with conventional double layer (DL) winding of the same coil span and operating under the same conditions. The results also prove that there is a great correlation between FEM (simulation) and experimental results

An approach to quantify the technical impact of power quality in medium voltage distribution systems

Abstract: This paper provides a useful guidance in the interpretation and analyses of the technical impact of power factor correction in a power system. It is intended to raise awareness in order to achieve correct measurements, calculations and the key dynamics of the power system when quantifying the impact of power quality (PQ) in a non-linear power system. This paper is therefore targeting the power producing utilities, municipalities and the bulk end users of electricity