31,579 research outputs found

    Risk measures and dependencies of risks.

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    In the last few years the properties of risk measures that can be considered as suiting 'best practice' rules in insurance have been studied extensively in the actuarial literature. In Artzner (1999) so-called coherency axioms were proposed to be satisfied for risk measures that are used for providing capital requirements. On the other hand Goovaerts et al. (2003a), (2003b),(2003c) argue that the choice of appropriate set of axioms should depend on the axiomatic 'situation at hand'. In this contribution, we show that so-called concave distortion risk measures are not always consistent with some well-known dependency measures such as Pearson's r, Spearman's p and Kendall's T, i.e. higher dependency between random variables does not necessary lead to higher risk measure of corresponding sums. We also test numerically to what extend risk measures are consistent with certain dependency measures and how stable the consistency level is for different one-parametric families of distortion risk measures.Actuarial; Choice; Consistency; Dependency; Distortion risk measures; Insurance; Premium principle; Random variables; Requirements; Research; Risk; Risk measure; Rules; Variables;

    Sensor Selection Based on Generalized Information Gain for Target Tracking in Large Sensor Networks

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    In this paper, sensor selection problems for target tracking in large sensor networks with linear equality or inequality constraints are considered. First, we derive an equivalent Kalman filter for sensor selection, i.e., generalized information filter. Then, under a regularity condition, we prove that the multistage look-ahead policy that minimizes either the final or the average estimation error covariances of next multiple time steps is equivalent to a myopic sensor selection policy that maximizes the trace of the generalized information gain at each time step. Moreover, when the measurement noises are uncorrelated between sensors, the optimal solution can be obtained analytically for sensor selection when constraints are temporally separable. When constraints are temporally inseparable, sensor selections can be obtained by approximately solving a linear programming problem so that the sensor selection problem for a large sensor network can be dealt with quickly. Although there is no guarantee that the gap between the performance of the chosen subset and the performance bound is always small, numerical examples suggest that the algorithm is near-optimal in many cases. Finally, when the measurement noises are correlated between sensors, the sensor selection problem with temporally inseparable constraints can be relaxed to a Boolean quadratic programming problem which can be efficiently solved by a Gaussian randomization procedure along with solving a semi-definite programming problem. Numerical examples show that the proposed method is much better than the method that ignores dependence of noises.Comment: 38 pages, 14 figures, submitted to Journa

    Why do masterplans fail?

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    Planning systems are in general addressed to make spatial projects conform to a plan, by assigning use rights in land through legally binding zoning maps and implementation rules, as it was possible to predict and impose sequences of actions and reactions in the realm of urban development. The cultural ideals of hierarchy and of dirigisme, based on the assumption that the State is the keeper of the collective interest, lie at the root of such ‘conforming' setting of modern planning systems. Neither the reiterated evidence of failure nor the acknowledgment that collective interest is usually the primary victim of planning ineffectiveness have led to conceive true alternatives so far. However, the exception of few countries where plans are non-binding and public authorities can evaluate which specific development projects are deserving new land use rights (the UK is one rare but prominent example), on the one hand, and the increasing experience of EU urban and spatial development programmes implying responsible evaluation mechanisms for co-funding projects, on the other, might let reflect about a possible model of ‘performing' planning syste

    Design of the printing head for 3D printing from the concrete

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    Hlavním cílem této práce je provést návrh tiskové hlavy pro 3D tisk objektů z betonu. Návrh vychází z analýzy současných trendů ve stavebnictví.Úvod práce se věnuje studiu zdrojů a literatury, z této studie vychází samotný návrh tiskové hlavy. Práce obsahuje informace o betonových směsích, přísadách a popisuje potřebné vlastnosti betonu pro tisk. Je zde popsán způsob výroby zmenšených modelů hlav, testování a výsledky experimentů. Na základě výsledků experimentů jsou definována doporučení pro budoucí vývoj práce a návrh optimalizované tiskové hlavy pro tisk z betonu.Tato práce dává jasnou představu o nejmodernějších konstrukčních technologiích 3D tisku ve stavebnictví a jejich budoucím rozsahu

    Optimization of Production Process of a Model Contract

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    Tato bakalářská práce se zabývá analýzou optimalizace výrobního procesu na příkladu modelové zakázky nakladatelské činnosti. Na základě výsledků těchto analýz, jsou vytvořeny návrhy na zlepšení této výroby. Návrhy povedou ke zvýšení efektivity výrobního procesu.This thesis analyzes the optimization process on the example of a model publishing contract. Based on the results of this analysis, are made suggestions for improvement of production. The proposal will increase the level of the production proces.

    Use of 3D Printing in the Czech Republic

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    Bakalářské práce je rešerší současného stavu 3D tisku a jeho využití v České republice. Úvod práce je zaměřen na přehled technologií 3D tisku dle kategorizace ISO. Následující kapitola popisuje zastoupení 3D tisku v univerzitním prostředí, hlavní webové stránky zabývající se 3D tiskem a další hlavní podporovatelé rozvoje 3D tisku v České republice. Hlavní část bakalářské práce se zabývá využitím 3D tisku v jednotlivých průmyslových odvětvích v České republice – automobilový průmysl, energetika, letectví, strojírenství, stavebnictví a zdravotnictví. Závěr práce se věnuje porovnání stavu 3D tisku v zahraničí a České republice.The bachelor thesis focus on the use of 3D printing in the Czech Republic. At the beginning of the thesis the overview of the additive manufacturing technologies was made based on ISO categorization. The following chapter describes the presence of 3D printing in the universities, the main 3D printing web sites and other major participants on the 3D market in the Czech Republic. The main part of the bachelor thesis describes the use of 3D printing in individual industries in the Czech Republic - automotive, energy, aviation, engineering, construction and health. At the end of thesis there was performed the comparison of the current situation in 3D printing in Czech Republic and abroad.346 - Katedra obrábění, montáže a strojírenské metrologievýborn

    Production of designed quadracopter using rapid prototyping

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    Cílem této bakalářské práce je konstrukce a výroba prototypu kvadrokoptéry pomocí aditivní technologie Rapid Prototyping - metodou Fused Deposition Modeling. V práci je popsán proces, kterým musí vyráběný prototyp projít od 3D návrhu počítačového modelu, přes nastavení výroby, až po jeho vlastní výrobu. Jednotlivé modely prototypu jsou vytvořeny pomocí softwaru Creo Parametric a jsou přizpůsobeny reálným komponentům funkční kvadrokoptéry. Práce je ukončena technicko-ekonomickým zhodnocením.Design and manufacturing of a quadrocopter prototype using the Rapid Prototyping additive technology – the Fused Deposition Modeling method – is the goal of this Bachelor’s Thesis. The Thesis describes the process the prototype has to go through from the 3D computer model, through production settings down to the production itself. The individual prototype models have been created using the Creo Parametric software and they are adapted to the real components of a functional quadrocopter. The Thesis ends with a technical-economic assessment.

    Models for interrupted monitoring of a stochastic process

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    As computers are added to the cockpit, the pilot's job is changing from of manually flying the aircraft, to one of supervising computers which are doing navigation, guidance and energy management calculations as well as automatically flying the aircraft. In this supervisorial role the pilot must divide his attention between monitoring the aircraft's performance and giving commands to the computer. Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies
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