<p>With the fast progress of the Internet the Swedish gambling monopoly is no longer able to control the market. Gambling companies licensed in foreign countries can compete with Svenska Spel via the Internet offering lower prices. The authors investigated whether the competition has lead Svenska Spel to lower their prices. Focus has been put on the years 2000-2006 and on Svenska Spel’s sports betting section Oddset since competition here is high. To help analysing Svenska Spel’s pricing behaviour the dynamic limit pricing model of optimal pricing when faced with entry was used.</p><p>The effect on Svenska Spel´s advertising expenditures following the competition was also investigated. For this part A dynamic model of advertising and market shares was used.</p><p>The analysis indicates that when the number of firms on the market increased, prices decreased and Svenska Spel’s advertising expenses increased.</p>

Estimation of static and dynamic petrophysical properties of multi-layer hydrocarbon reservoirs is crucial for the assessment of storage and flow capacities, compartmentalization, and for best primary or enhanced recovery practices. Interactive numerical simulation to reproduce field logs and core data is a reliable procedure to estimate static and dynamic petrophysical properties of complex rock formations. Previously, Voss et al. (2009) introduced the concept of Common Stratigraphic Framework (CSF) to construct and cross-validate multi-layer static/dynamic petrophysical models by invoking the interactive, numerical simulation of well logs both before and after invasion. This thesis documents the successful implementation of the CSF concept to examine and quantify the effects of mud-filtrate invasion on apparent resistivity, nuclear, and magnetic resonance logs acquired in San Martin, Cashiriari and Pagoreni gas fields in Camisea, Peru. Conventional petrophysical interpretation methods yield abnormally high estimates of water saturation in some of the reservoir units that produce gas with null water influx. This anomalous behavior is due to relatively low values of deep apparent electrical resistivity, and has otherwise been attributed to the presence of clay-coating grains and/or electrically conductive grain minerals. On the other hand, electrical resistivity logs exhibit substantial invasion effects as evidenced by the separation of apparent resistivity logs (both LWD and wireline) with multiple radial lengths of investigation. In extreme cases, apparent resistivity logs “stack” because of very deep invasion. We diagnose and quantify invasion effects on resistivity and nuclear logs with interactive numerical modeling before and after invasion. The assimilation of such effects in the interpretation consistently decreases previous estimates of water saturation to those of irreducible water saturation inferred from core data. It is shown that capillary pressure effects are responsible for the difference in separation of resistivity curves in some of the reservoir units. The final multi-layer CSF is in agreement with gas production measurements and permits reliable flow predictions to assist in reservoir engineering and production studies. / text

Baigiamajame darbe nagrinėjamos visureigio automobilio dinaminės charakteristikos bei pagrindiniai jas lemiantys parametrai, ieškoma būdų šių parametrų pagerinimui. Taip pat darbe apžvelgiamos automobilį veikiančios jėgos, apžvelgiama automobilio masės bei įkrovos lygio įtaka automobilio dinamikai, priekabos įtaka automobilio stabilumui bei valdomumui. Atlikus eksperimentinius visureigio automobilio kėbulo svyravimų bandymus priklausomai nuo: priekabos įkrovos, kelio dangos, bei transporto priemonės ir transporto priemonių junginio greičio gauti rezultatai išanalizuoti ir palyginti tarpusavyje. Pateikiami skaitinius bandymų rezultatus atitinkantys grafikai. Išvadose apibendrinami tyrimo rezultatai. / This master thesis analysis dynamic characteristics of all – terrain vehicle, main parameters having impact on them, searches for ways to improve them. The paper also reviews the forces operating on the vehicle, reviews the impact of the vehicle’s weight and the level of load on the dynamics of the vehicle, the influence of a trailer on the stability and controllability of the vehicle. The results of the experimental tests of all – terrain vehicles body’s swinging were analyzed and compared. The charts depicting numeric results of tests are provided. The conclusions summarize the results of the research.

Įvairių sričių reiškinių matematiniai modeliai apima daug faktorių, kurie yra priklausomi nuo laiko, o taip pat pastebima jų tarpusavio priklausomybė. Vadinasi, norint nagrinėt šių reiškinių kitimo dėsnius, patartina sudaryti šių procesų dinaminį modelį. Šiame darbe dinaminio modelio sudarymui naudojami indikatoriai. Indikatorius tai specialus rodiklis, kuriuo pasinaudojus galima skaitiškai įvertinti svarbius analizuojamos srities faktorius. Indikatorių reikšmės gaunamos iš statistinių duomenų. Diferencialinių lygčių sistemos koeficientams skaičiuoti pristatomi du būdai: algebrinis ir mažiausių kvadratų metodai. Indikatorių išraiškas, gautas išsprendus diferencialinių lygčių sistemą, galima panaudoti prognozavimui. Tačiau įgyvendinant naujus projektus, šias indikatorių išraiškas reikia patikslinti, atsižvelgiant į naujus faktorius. Kadangi naujų faktorių reikšmės nėra tiksliai žinomos (gautos iš ekspertinio vertinimo), jų įtaka sistemai yra išreiškiama atsitiktiniu dydžiu su žinomu tikimybiniu skirstiniu. Naujų faktorių įtaka indikatoriams dinaminiame modelyje yra patikslinama Bajeso metodu. Kaip pavyzdys, sudarytas dinaminis modelis pritaikytas energijos tiekimo saugumo indikatorių modeliavimui. / In many areas mathematical models of processes take into acount variuos time dependent factors, they also can be dependent on each other. Thus, it is advisable to construct a dynamic model. In this master thesis we use indicators to describe dynamic model. An indicator is a special index, which provides numerical values to inportant factors for the investigated sector. The values of indicators are obtained from statistical data. There are presented two calculation ways of differential equations systems coefficients (using algebraic and least square methods). Furthermore created dynamic model enables us to forecast the dynamics of the indicators according to new factors. Since the parameters of different new factors are not exactly known (got from expert judgement), their influence on indicators are expressed as random variables with known probablistic distributions. Indicators model based on historical data is adjusted using a Bayesian approach. For practical demonstration of the proposed dynamic model energy security assessment indicators were chosen.

One of the financial risks an agent has to deal with is market risk. Market risk is caused by the uncertainty attached to asset values. There exit various measures trying to model market risk. The most widely accepted one is Value-at- Risk. However Value-at-Risk does not encourage portfolio diversification in general, whereas a consistent risk measure has to do so. In this work, risk measures satisfying these consistency conditions are examined within theoretical basis. Different types of coherent and convex risk measures are investigated. Moreover the extension of coherent risk measures to multiperiod settings is discussed.

This dissertation comprises of three original contributions to empirical forecasting research. Chapter 1 introduces the dissertation. Chapter 2 contributes to the literature on hierarchical time series (HTS) modelling by proposing a disaggregated forecasting system for both inflation rate and its volatility. Using monthly data that underlies the Retail Prices Index for the UK, we analyse the dynamics of the inflation process. We examine patterns in the time-varying covariation among product-level inflation rates that aggregate up to industry-level inflation rates that in turn aggregate up to the overall inflation rate. The aggregate inflation volatility closely tracks the time path of this covariation, which is seen to be driven primarily by the variances of common shocks shared by all products, and by the covariances between idiosyncratic product-level shocks. We formulate a forecasting system that comprises of models for mean inflation rate and its variance, and exploit the index structure of the aggregate inflation rate using the HTS framework. Using a dynamic model selection approach to forecasting, we obtain forecasts that are between 9 and 155 % more accurate than a SARIMA-GARCH(1,1) for the aggregate inflation volatility. Chapter 3 is on improving forecasts using forecast combinations. The paper documents the software implementation of the open source R package for forecast combination that we coded and published on the official R package depository, CRAN. The GeomComb package is the only R package that covers a wide range of different popular forecast combination methods. We implement techniques from 3 broad categories: (a) simple non-parametric methods, (b) regression-based methods, and (c) geometric (eigenvector) methods, allowing for static or dynamic estimation of each approach. Using S3 classes/methods in R, the package provides a user-friendly environment for applied forecasting, implementing solutions for typical issues related to forecast combination (multicollinearity, missing values, etc.), criterion-based optimisation for several parametric methods, and post-fit functions to rationalise and visualise estimation results. The package has been listed in the official R Task Views for Time Series Analysis and for Official Statistics. The brief empirical application in the paper illustrates the package’s functionality by estimating forecast combination techniques for monthly UK electricity supply. Chapter 4 introduces HTS forecasting and forecast combination to a healthcare staffing context. A slowdown of healthcare budget growth in the UK that does not keep pace with growth of demand for hospital services made efficient cost planning increasingly crucial for hospitals, in particular for staff which accounts for more than half of hospitals’ expenses. This is facilitated by accurate forecasts of patient census and churn. Using a dataset of more than 3 million observations from a large UK hospital, we show how HTS forecasting can improve forecast accuracy by using information at different levels of the hospital hierarchy (aggregate, emergency/electives, divisions, specialties), compared to the naïve benchmark: the seasonal random walk model applied to the aggregate. We show that forecast combination can improve accuracy even more in some cases, and leads to lower forecast error variance (decreasing forecasting risk). We propose a comprehensive parametric approach to use forecasts in a nurse staffing model that has the aim of minimising cost while satisfying that the care requirements (e.g. nurse hours per patient day thresholds) are met.

La simulation numérique est l’un des outils les plus puissants pour concevoir etoptimiser les systèmes industriels. Dans le domaine de la Dynamique des FluidesNumériques (CFD, "Computational Fluid Dynamics"), la simulation auxgrandes échelles (LES, "Large Eddy Simulation") est aujourd’hui largementutilisée pour calculer les écoulements turbulents réactifs, où les tourbillons degrande taille sont calculés explicitement, tandis que l’effet de ceux de petitetaille est modelisé. Des modèles de sous-mailles sont requis pour fermer leséquations de transport en LES, et dans le contexte de la simulation de la combustionturbulente, le plissement de la surface de flamme de sous-maille doitêtre modélisé.En général, augmenter le plissement de la surface de flamme de sous-maille favorisela combustion. L’amplitude de la promotion est donnée par une fonctiond’efficacité, qui est dérivée d’une hypothèse d’équilibre entre la production etla destruction de la surface de flamme. Dans les méthodes conventionnelles,le calcul de la fonction d’efficacité nécessite une constante qui dépend de lagéométrie de la chambre de combustion, de l’intensité de turbulence, de larichesse du mélange de air-carburant etc, et cette constante doit être fixée audébut de la simulation. Autrement dit, elle doit être déterminé empiriquement.Cette thèse développe un modèle de sous-maille pour la LES en combustionturbulente, qui est appelé le modèle dynamique de flammelette épaissie (DTF,"dynamic thickened flamelet model"), qui détermine la valeur de la constanteen fonction des conditions de l’écoulement sans utiliser des données empiriques.Ce modèle est tout d’abord testé sur une flamme laminaire unidimensionnellepour vérifier la convergence de la fonction d’efficacité vers l’unité (aucun plissementde la surface de flamme de sous-maille). Puis il est appliqué en combinaisonavec le modèle dynamique de Smagorinsky (Dynamic Smagorinskymodel) aux simulations multidimensionnelles d’une flamme en V, stabilisée enaval d’un dièdre. Les résultats de la simulation en trois dimensions sont alorscomparés avec les données expérimentales obtenues sur une expérience de mêmegéométrie. La comparaison montre la faisabilité de la formulation dynamique. / Numerical simulation is one of the most powerful tools to design and optimizeindustrial facilities. In the field of Computational Fluid Dynamics (CFD),Large Eddy Simulation (LES) is widely used to compute turbulent reactingflows, where larger turbulent motions are explicitly computed, while only theeffect of smaller ones is modeled. Subgrid models are required to close thetransport equations in LES, and in the context of the simulation of turbulentcombustion, the subgrid-scale wrinkling of the flame front must be modeled.In general, subgrid-scale flame wrinkling promotes the chemical reaction. Themagnitude of the promotion is given through an efficiency function derivedfrom an equilibrium assumption between production and destruction of flamesurface. In conventional methods, the calculation of the efficiency functionrequires a constant which depends on the geometry of the combustion chamber,turbulence intensity, the equivalence ratio of the fuel-air mixture, and so on;this constant must be prescribed at the beginning of the simulation. In otherwords, empirical knowledge is required.This thesis develops a subgrid-scale model for LES of turbulent combustion,called the dynamic thickened flamelet (DTF) model, which determines the valueof the constant from the flow conditions without any empirical input.The model is first tested in a one-dimensional laminar flame to verify the convergenceof the efficiency function to unity (no subgrid-scale flame front wrinkling).Then it is applied to multi-dimensional simulations of V-shape flamestabilized downstream of a triangular flame holder in combination with the dynamicSmagorinsky model. The results of the three-dimensional simulation arethen compared with the experimental data obtained through the experimentof the same geometry. The comparison proves the feasibility of the dynamicformulation.

Submitted by Haroudo Xavier Filho (haroudo.xavierfo@ufpe.br) on 2016-03-01T16:57:56Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) 2015, Desoneração da folha de pagamentos -final- Carlos Eduardo - final.pdf: 1472443 bytes, checksum: 40ab31bfa833ed1d099a25ceb24fc326 (MD5) / Made available in DSpace on 2016-03-01T16:57:56Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) 2015, Desoneração da folha de pagamentos -final- Carlos Eduardo - final.pdf: 1472443 bytes, checksum: 40ab31bfa833ed1d099a25ceb24fc326 (MD5) Previous issue date: 2015-06-13 / CAPES / Neste trabalho, apresentaremos políticas tributárias com o intuito de avaliar o impacto de longo prazo da desoneração da folha de pagamentos sobre consumo agregado, o estoque de capital, produto e o bem-estar entre gerações. Para isso, utilizaremos o modelo de gerações sobrepostas (Overlapping Generations Models) com vida finita, probabilidade de morte e previdência social. A inovação dessa pesquisa frente a literatura, foi a simulação com alíquota zero sobre a contribuição patronal, a incorporação da despesa da previdência e do fator previdenciário. Com essas modificações, temos um modelo próximo da economia brasileira. Os resultados apontaram que a desoneração da folha de pagamentos provocou aumentos no produto, capital e consumo de longo prazo, sem grandes sacrifícios para a economia no curto prazo. / In this work, we present tax policies in order to assess the impact of long-term relief payroll on aggregate consumption, the stock of capital, product and welfare between generations. For this, we use the model of overlapping generations with finite life, risk of death and social security. The innovation of this research literature forward was the simulation with zero tax rate on the employer's contribution, the incorporation of the social security expense and the social security factor. With these changes, we have a model close to the Brazilian economy. The results showed that the relief payroll caused increases in product, capital and long-term consumption without major sacrifice for the economy in the short term.

Orientador: Edevar Luvizotto Junior / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Civil, Arquitetura e Urbanismo / Made available in DSpace on 2018-08-11T21:41:10Z (GMT). No. of bitstreams: 1 Anjo_LuizFernandoResendedosSantos_D.pdf: 3588080 bytes, checksum: 122271523488dc8a40a0d509bd1b0cf8 (MD5) Previous issue date: 2008 / Resumo: Este texto descreve as etapas que objetivam a utilização da estrutura originalmenteproposta por Todini e Pilati no chamado método gradiente (MG), utilizado para análise em regime permanente em instalações a condutos forçados, na formulação de um modelo dinâmico inercial rígido (MDIR), para a análise de escoamentos transitórios lentos neste tipo de instalação. São apresentadas as bases teóricas para esta nova modelação, justificadas através do equacionamento geral do escoamento fluido em condutos forçados. Os resultados obtidos pelo MDIR são comparados com os resultados obtidos pelo programa EPANET que utiliza o método gradiente. Discussões a respeito da importância da incorporação do efeito de inércia são apresentadas através de um estudo de casos, no caso de modelação hidráulica, e para análises de qualidade decorrentes desta. / Abstract: This research describes the stages which aim the use of the original structure proposed by Todini and Pilati in the so called gradient method (GM), used in the analysis in steady state of pipe networks, in the formulation of an inertial rigid dynamic model (IRDM) to analyse slow transients in this type of installation. The theoretical bases are presented for this new method, justified by the general equation of fluids flow in pipes networks. The results obtained by the MDIR are compared to the results obtained in the EPANET program, which uses the gradient method. Discussion on the importance of the incorporation of the inertia effect are presented through a study case of hydraulic modelation and for quality analysis which derived from it. / Doutorado / Recursos Hidricos / Doutor em Engenharia Civil

We assess the relationship between model size and complexity in the time-varying parameter VAR framework via thorough predictive exercises for the Euro Area, the United Kingdom and the United States. It turns out that sophisticated dynamics through drifting coefficients are important in small data sets while simpler models tend to perform better in sizeable data sets. To combine best of both worlds, novel shrinkage priors help to mitigate the curse of dimensionality, resulting in competitive forecasts for all scenarios considered. Furthermore, we discuss dynamic model selection to improve upon the best performing individual model for each point in time. / Series: Department of Economics Working Paper Series