El presente trabajo, tiene como objetivo el estudio de la vibración libre de vigas Timoshenko aplicados a materiales funcionalmente graduados; esto se resuelve utilizando el método de elementos finitos (MEF) , al implementarlo en el software MATLAB, con el fin de obtener las frecuencias fundamentales y las gráficas de los modos de vibración para cada caso. Se define el campo de desplazamientos según la teoría Timoshenko considerando tres variables fundamentales; asimismo, se utiliza el Principio de Hamilton para obtener las vibraciones libres del elemento. Para el desarrollo de las relaciones constitutivas se usa la La ley de potencia, el cual describe como varían las propiedades de un material heterogéneo e isotrópico FGM (FGM por sus siglas en inglés) en el peralte de la viga. Los resultados obtenidos se compararon con otros estudios de la literatura validados por revistas como SCOPUS y SPRINGER, demostrando que el modelo es bastante preciso y satisfactorio. / The present work aims to study the free vibration of Timoshenko beams applied to functionally graduated materials; This is solved using the finite element method (FEM), when implemented in the MATLAB software, in order to obtain the fundamental frequencies and the graphs of the vibration modes for each case. The field of displacements is defined according to the Timoshenko theory considering three fundamental variables; likewise, the Hamilton Principle is used to obtain the free vibrations of the element. For the development of the constitutive relationships, the power law is used, which describes how the properties of a heterogeneous and isotropic material FGM vary in the heightn of the beam. The results obtained were compared with other literature studies validated by journals such as SCOPUS and SPRINGER, showing that the model is quite accurate and satisfactory. / Tesis

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The world bond market is nearly twice as large as the equity market. The goal of this dissertation is to study the dynamics of bond price. Among the liquidity risk, interest rate risk and default risk, this dissertation will focus on the liquidity risk and trading strategy. Under the mathematical frame of stochastic control, we model price setting in U.S. bond markets where dealers have multiple instruments to smooth inventory imbalances. The difficulty in obtaining the optimal trading strategy is that the optimal strategy and value function depend on each other, and the corresponding HJB equation is nonlinear. To solve this problem, we derived an approximate optimal explicit trading strategy. The result shows that this trading strategy is better than the benchmark central symmetric trading strategy.

No Abstract Provided / Thesis / Bachelor of Arts (BA)

Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. This thesis studies Merton's Optimal Investment-Consumption Problem under the Jourdain--Sbai stochastic volatility model and seeks to maximize the expected discounted utility of consumption and terminal wealth. The results of our study can be split into three main parts. First, we derived the Hamilton--Jacobi--Bellman equation related to our stochastic optimal control problem.  Second, we simulated the optimal controls, which are the weight of the risky asset and consumption. This has been done for all the three models within the scope of the Jourdain--Sbai model: Quadratic Gaussian, Stein & Stein, and Scott's model. Finally, we developed the system of equations after applying the Crank-Nicolson numerical scheme when solving our HJB partial differential equation.

We aim at generalizing the celebrated portfolio optimization problem "à la Merton", where the asset evolution is steered by a self-exciting jump-diffusion process. We first define the rigorous mathematical framework needed to introduce the stochastic optimal control problem we are interesting in. Then, we provide a proof for a specific version of the Dynamic Programming Principle (DPP) with respect to the general class of self-exciting processes under study. After, we state the Hamilton-Jacobi-Bellman (HJB) equation, whose solution gives the value function for the corresponding optimal control problem. The resulting HJB equation takes the form of a Partial-Integro Differential Equation (PIDE), for which we prove both existence and uniqueness for the solution in the viscosity sense. We further derive a suitable numerical scheme to solve the HJB equation corresponding to the portfolio optimizationproblem. To this end, we also provide a detailed study of solution dependence on the parameters of the problem. The analysis is performed by calibrating the model on ENI asset levels during the COVID-19 worldwide breakout. In particular, the calibration routine is based on a sophisticated Sequential Monte Carlo algorithm.

Sveriges specialförband introducerades för allmänheten 1997 och har sedan dess varit delaktigt i internationella insatser som i Afghanistan, Kongo och Mali. Denna studie syftar till att analysera den svenska dagspressens intresse och gestaltning av specialförbanden under en 25-årsperiod. För att ta reda på dagspressens intresse användes en kvantitativ metod för att samla in data från de fyra största tidningarna i Sverige. Efter detta användes kvalitativ textanalys, stödd av gestaltningsteorin, för att undersöka dagspressens gestaltning av specialförbanden. Medieporträttet av de svenska specialförbanden har genomgått betydande förändringar under de senaste 25 åren, ofta i olika faser. I början jämfördes specialförbanden ofta med fiktiva figurer så som Carl Hamilton. Viktiga händelser, bland annat som dödsfallen 2005 och skandalerna 2008, ledde till en förändring i medierapporteringen och resulterade i en mer humaniserad bild av specialförbanden. Trots att de fortfarande betraktas som gåtfulla, framställs de nu som en viktig del av Sveriges försvar och intressen. Medieintresset intensifierades under kritiska perioder och genererade en mer nyanserad bild av specialförbanden. Tidigare fokus på deras hemlighetsfulla verksamhet och kopplingar till fiktivafigurer ändrades mot en mer mänsklig bild. Denna utveckling av dagspressensgestaltning belyser förändringar i synen på specialförbanden och deras roll i Sveriges insatser. Studien strävar efter att fördjupa förståelsen för dessa skiftande faser avgestaltningar och deras påverkan på allmänhetens uppfattning av de svenska specialförbanden / Sweden's special forces were introduced to the public in 1997 and have since been involved in international operations such as those in Afghanistan, Congo, and Mali. This study aims to analyze the Swedish newspaper’s interest in and portrayal of Swedish special forces over a 25-year period. A quantitative method was used to gather data from the four largest newspapers in Sweden to find out the newspaper's interests. Subsequently, qualitative text analysis, supported by the framing theory, examined how the newspapers portrayed the special forces. The newspaper’s portrayal of Sweden's special forces has undergone significant changes over the past 25 years, often in distinct phases. Initially, the special forces were frequently likened to fictional characters such as Carl Hamilton. Key events, including fatalities in 2005 and scandals in 2008, prompted a shift in newspaper coverage, resulting in a more humanized depiction of the special forces. While they are still perceived as enigmatic, they are now portrayed as essential to Sweden's defense and interests. Newspaper’s interest intensified during critical periods, presenting a more nuanced view of the special forces. The prior emphasis on their secretive operations and associations with fictional figures shifted towards a more human representation. This evolution in the newspaper’s portrayal highlights changes in perceptions of the special forces and their role in Sweden's operations. The study aims to deepen understanding of these shifting representations and their impact on the public perception of Sweden's special forces.

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No description available.