Creep Characteristics of Corn Straw Particles Simulated Based on Burgers Model
BioResources, 2023 To simulate the creep characteristics of corn straw particles under uniaxial compression, a 6-level 2D model was created using PFC 2D software according to the actual uniaxial creep test, the grain size, and shape of corn straw particles.
Zhe Ma +3 more
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The Study of Interdependence between Capital and Currency Markets Using Multivariate GARCH Models [PDF]
In the article an attempt was made to investigate the interaction among the various stock exchanges as well as various exchange rates and then to determine the direction of information flow between capital and currency markets.
Tomasz Chruscinski
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The Combined Forecasts Using the Akaike Weights [PDF]
The focus in the paper is on the information criteria approach and especially the Akaike information criterion which is used to obtain the Akaike weights.
Mariola Pilatowska
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Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification [PDF]
The aim of this paper is to outline the typical characteristics of the ultra-high-frequency financial data and to present estimation methods of intraday seasonality of trading activity.
Roman Huptas
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Dynamics of Multivariate Return Series of U.S. Automotive Stock Companies in Conditions of Crisis [PDF]
This article contains an analysis of dynamic interrelations between log-returns series of three automotive companies listed on the New York Stock Exchange: GM, F and DAI. We consider two periods: before and during crisis.
Blanka Let
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Liquidity and Market Microstructure Noise: Evidence from the Pekao Data [PDF]
The availability of ultra-high frequency data justifies the use of a continuous-time approach in stock prices modeling. However, this data contain, apart from the information about the price process, a microstructure noise causing a bias in the realized ...
Malgorzata Doman
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Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures [PDF]
Accurate modelling of risk is very important in finance. There are many alternative risk measures, however none of them is dominating. This paper proposes to use the family of Sign RCA models to obtain the Value-at-Risk (VaR) and Expected Shortfall (ES ...
Joanna Górka
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The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland [PDF]
The main objective of the paper is the verification of usefulness of the ARFIMA-FIGARCH class models in the description of tendencies in the energy consumption in a selected region of the southern Poland taking into consideration weather variables ...
Aneta Wlodarczyk, Marcin Zawada
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Yantu gongcheng xuebaoThis paper introduces a discrete element numerical simulation method for calcareous sand particles that incorporates dual porosity structures. The method focuses on three key characteristics of calcareous sand in comparison to quartz sand: abundant dual ...
WU Kai 1, CHEN Junxu 1, LIU Songyu 1, SUN Weichen 2
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Size effects of small-scale model tests on bearing capacity of strip foundation
Yantu gongcheng xuebaoThe small-scale model test is an important method to study the bearing capacity in soil mechanics. However, the size effects of small-scale model will affect its quantitative results, so that the small-scale test can only be used for qualitative ...
WANG Yiwei , LIU Run , LIANG Chao
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