Új szemcseméret eloszlás vizsgálat kidolgozása az eltérő módszerek harmonizálásának érdekében = Development a new particle size distribution measurement technique in order to harmonizing the different methods

A kutatás célja egy olyan szemcse-eloszlás meghatározó berendezés kifejlesztése volt a célunk, amely a korábbinál nagyobb mérési pontosságú és mérési gyakoriságú, automatikusan üzemeltethető, párhuzamosan elvileg tetszőleges számú agyag-iszap minta vizsgálatára alkalmas, egyben a méréshez kapcsolódóan a dokumentáció is azonnal elkészíthető. A fenti probléma megoldására végül megszületett az elektronikus areométer. Ez egy olyan areométer, melynek nyakában egy vezető réteg helyezkedik el, ez az egyik fegyverzet, a másik fegyverzet a talajszemcséket tartalmazó oldat, melynek magassága, és ezzel a kondenzátor kapacitása változik az ülepedés során. Az areométer besüllyedését azaz a sűrűség csökkenésének időfüggését mérjük közvetlenül. A sűrűség csökkenést az adott időpillanatban már kiülepedett, azaz a mérőcső szintje alá süllyedt részecskék vizsgált térfogatból való eltávozása okozza. Ebből elméleti megfontolásokat alkalmazva kidolgoztuk a szemcseméret eloszlás számítására alkalmas véges érintők (FIT) módszerét. A készített berendezés validálásának érdekében négy tipikus magyar talajtípust használtunk, melyeknek fizikai félesége különbözött egymástól. Kimutattuk, hogy nincs szignifikáns eltérés két alkalmazott eljárással kapott eredmények között, kivéve a 0,05 mm frakciót. Ez azt jelenti, hogy a két módszer a vizsgált frakciókban egymással egyenértékű, így egymást helyettesítheti a vizsgálatok során. | To continuously measurement of PSD we worked out an digital areometer. The device is equipped a capacitive sensors on the neck of the areometer, which can measure the changes of water levels nearby the neck of the areometer in 10 ?m precision with <1 ?m errors. The typical level changes are 3-5 cm, The measured signals are stored in the memory of equipment and after the end of measurement the database is downloaded to the to the controller computer. Because the whole system can be managed as the aggregation of many mono-disperse systems, it is possible to divide the measured density-time function into grain-size fractions with tangent lines drawn to finite but optional points. For calculating the settling speed of given fraction, these tangent lines are very good tools, because the changing speed of density is equal to the multiplication of settling speed and mass of given fraction. The aim of validate research is to test and validate a developed automated continuous particle size method.The particle size of these samples was measured by both the conventional pipette method and the automated method. Based on statistical analysis the results of used pipette method and continuous aerometer method at used soil samples, give statistically equal results in the average and all fraction except the 0,05 mm fraction. It means the continuous areometer method compatible with conventional method

The local brand representative in reseller networks

This study investigates the characteristics of local individuals who represent a brand to its resellers by first conceptualizing these characteristics by employing complexity theory and then testing the conceptualization. This research revealed that four characteristics ‘native’, ‘entrepreneurial’, ‘advisor’, and ‘compatible’ are the main ones that influence reseller brand preferences. The study finds a link between reseller brand preference and reseller brand loyalty which is useful for managing business-to-business markets. The study closes with implications, limitations, and directions for future research

Marketing innovation: a consequence of competitiveness

This research uses complexity theory to probe the relationship between competiveness and innovation in the marketing practices of large manufacturing firms that offer their branded products in a foreign market by engaging a network of local small-and medium-sized enterprises (SMEs) as resellers of their brand. A deductive, quantitative research approach was employed and data was collected over a nine-month period from resellers of international IT firms in India using a questionnaire. A structural equation modelling technique and fuzzy-set qualitative comparative analysis (fsQCA) were employed on a sample of 649 respondents to find answers to the questions raised. This research suggests that a successful business relationship between a brand and its resellers can enable both parties to compete in a competitive market. This study finds that innovativeness in the marketing initiatives of the brand can be a function of the contributions made by the brand to its competitiveness. Nevertheless, the findings are also subject to some limitations and provide direction for future research on the topic

International Business and the Migrant-Owned Enterprise

Peer reviewedPostprin

Zeitpunktsignale zum aktiven Portfoliomanagement

The successful active portfolio manager has to have at least two main competencies: Felicitous asset allocation choice and the competence to do so at the right point in time. Based on an extension of Grinold and Kahn’s Fundamental Law of Active Management, this paper describes a method to identify such points. We construct a Chow-Test for the identification of structural breaks within a default competence-structure. Time-Point-Signals identified this way are special in three ways: First, our method identifies the signals immediately after their occurrence. For statistical reasons, this has been difficult to achieve, yet represents a necessity for active management. Typically, 30 days worth of data are required to conduct statistical tests after a structural break. Such a long delay often leads only to the achievement of typical expected rates of return. In active markets, 30 days are the long run. Second, those time-point-signals are independent from a specific portfolio allocation and are therefore generally applicable to a selected investment universe. This means, it does not matter whether the indicated timing point is used by a good or an extremely good active manager, for both benefit from the support. In fact, we show with the help of the theoretical framework that the support is more valuable to less exceptional managers. Third, the theoretical link of time-point-signals to the framework of Grinold and Kahn is of significant use to practitioners. By understanding the timing of signals, portfolios are not just strengthened through intuition but also due to theoretical insights

Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen

In financial time series analysis structural breaks indicate a fundamental change in market processes. Therefore, those breaks are of great interest for portfolio managers. Knowledge about a structural break could help managers in the orientation of their portfolio. The classical methods of testing for structural breaks are used mostly to prove mathematically what the field-researcher already expects. Usually, successful applications consist of retrospective identification of a structural break which does correspond to a well known incident. In the field of portfolio management the situation is not as clearly structured. Typically there is no single explicit incident that has to be verified. The market delivers numerous incidents every day. By using the classical methods of analysis, many structural breaks are identified. Yet, it is essential to realize, that the identification of a structural break is entirely dependent on the method used. Using methods of proof from theoretical computer science this article advocates the need to resolve contradictions between different methods of analysis. Right now, the portfolio manager does not know whether or not the driving processes in the market have changed, even if his preferred method does indicate a structural break. Therefore, current tests for structural breaks lack in decision value for portfolio managers. Whenever such situation occurs in empirical studies, there is not a problem of method, but rather the failure of an approach. The implication for research is that the classical methods of testing for structural breaks used in the field of portfolio management need not to be mathematically refined. Rather, they need to be augmented and restructured to reflect the context of the field