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Relevant bibliographies by topics / Implied correlation

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Academic literature on the topic 'Implied correlation'

Author: Grafiati

Published: 4 June 2021

Last updated: 30 January 2023

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Journal articles on the topic "Implied correlation"

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Härdle, Wolfgang Karl, and Elena Silyakova. "Implied basket correlation dynamics." Statistics & Risk Modeling 33, no. 1-2 (2016): 1–20. http://dx.doi.org/10.1515/strm-2014-1176.

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AbstractEquity basket correlation can be estimated both using the physical measure from stock prices, and also using the risk neutral measure from option prices. The difference between the two estimates motivates a so-called “dispersion strategy”. We study the performance of this strategy on the German market and propose several profitability improvement schemes based on implied correlation (IC) forecasts. Modelling IC conceals several challenges. Firstly the number of correlation coefficients would grow with the size of the basket. Secondly, IC is not constant over maturities and strikes. Fin

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Walter, Christian A., and Jose A. Lopez. "Is Implied Correlation Worth Calculating?" Journal of Derivatives 7, no. 3 (2000): 65–81. http://dx.doi.org/10.3905/jod.2000.319125.

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Paulusch, Joachim, and Sebastian Schlütter. "Sensitivity-implied tail-correlation matrices." Journal of Banking & Finance 134 (January 2022): 106333. http://dx.doi.org/10.1016/j.jbankfin.2021.106333.

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Algaba, Andres, Kris Boudt, and Steven Vanduffel. "The variance implied conditional correlation." European Journal of Finance 26, no. 2-3 (2019): 200–222. http://dx.doi.org/10.1080/1351847x.2019.1615524.

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Mittnik, Stefan. "VaR-implied tail-correlation matrices." Economics Letters 122, no. 1 (2014): 69–73. http://dx.doi.org/10.1016/j.econlet.2013.10.025.

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Beer, S., and H. Fink. "Dynamics of foreign exchange implied volatility and implied correlation surfaces." Quantitative Finance 19, no. 8 (2019): 1293–320. http://dx.doi.org/10.1080/14697688.2019.1575517.

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Fink, Holger, and Sabrina Geppert. "Implied correlation indices and volatility forecasting." Applied Economics Letters 24, no. 9 (2016): 584–88. http://dx.doi.org/10.1080/13504851.2016.1213357.

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Bao, Xuhua. "The Correlation Determine Algorithm for Implied Restriction." Journal of Computer Research and Development 44, no. 12 (2007): 2028. http://dx.doi.org/10.1360/crad20071206.

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Rehman, Mobeen Ur. "Dynamics of Co-movements among Implied Volatility, Policy Uncertainty and Market Performance." Global Business Review 18, no. 6 (2017): 1478–87. http://dx.doi.org/10.1177/0972150917713060.

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This article examines the dynamic correlation among policy uncertainty, stock returns and implied volatility. The presence of a heterogeneous pattern during the financial crises period indicated significant dynamic correlation values with persistence. Extraneous variables, that is, exchange rate changes and oil prices, also influenced the dynamic correlation pattern between implied volatility index and stock market returns. Findings of this article suggest that the time-varying property exists among correlations and is sensitive to the financial turmoil and exchange rate changes.

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Numpacharoen, Kawee, and Nattachai Numpacharoen. "Estimating Realistic Implied Correlation Matrix from Option Prices." Journal of Mathematical Finance 03, no. 04 (2013): 401–6. http://dx.doi.org/10.4236/jmf.2013.34041.

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Dissertations / Theses on the topic "Implied correlation"

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Rossi, Claudio Alexander. "Empirical Analysis of Implied Equity Correlation." St. Gallen, 2009. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01653419003/$FILE/01653419003.pdf.

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Carvalho, Luís Manuel Lopes. "Default correlation implied from portfolio credit derivatives." Master's thesis, Instituto Superior de Economia e Gestão, 2009. http://hdl.handle.net/10400.5/1652.

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Mestrado em Finanças<br>Despite the absence of good theoretical models to cope with credit portfolio issues, the development of credit derivative markets and the popularity of portfolio credit derivatives have created the need of handling the issue of default correlations in some way. In that context the copula models emerged and became extremely popular within the industry. In recent studies copula models have been criticized for not being flexible enough and for being a static approach. The recent turmoil on the Asset Backed Security market and the failure of Lehman Brothers, Inc brought to

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Eklund, Sofie, and Randa Estaifo. "Modeling implied correlation matrices using option prices." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229817.

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In the process of calculating a fair value it is preferable to price the asset from observable market data. Some assets are valued using variables which can not be directly observed in the market but are instead implied from observable market data. One such variable is the correlation between assets. The purpose of this thesis is to model correlations between stocks based on observable market data. Three different approaches are used to construct implied correlation matrices on OMXS30. All matrices are constructed using implied volatilities from the option market. The methods are then compared

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Turkay, Saygun. "Market model of stochastic implied volatility and correlation stress." Thesis, Imperial College London, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.405832.

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Eskind, Justin S. "Factors Affecting the Forecasting Ability of Implied Correlation in Currency Options." Scholarship @ Claremont, 2010. http://scholarship.claremont.edu/cmc_theses/32.

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Little research has been done into implied correlations, and the small literature grows even smaller when referring to currency options. The existing literature has established that implied correlation is a good if not the best forecaster of future realized correlation, and that this ability to forecast is not necessarily universal. This paper will establish that the forecasting ability of implied correlations in currency options varies across currency pairs, thus proving that not all implied correlations are created equal. Using two different proxies for the quality of the forecaster, the pap

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Coleman-Fenn, Christopher Andrew. "Forecasting volatility and correlation : the role of option implied measures." Thesis, Queensland University of Technology, 2012. https://eprints.qut.edu.au/53138/1/Christopher_Coleman-Fenn_Thesis.pdf.

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Forecasts of volatility and correlation are important inputs into many practical financial problems. Broadly speaking, there are two ways of generating forecasts of these variables. Firstly, time-series models apply a statistical weighting scheme to historical measurements of the variable of interest. The alternative methodology extracts forecasts from the market traded value of option contracts. An efficient options market should be able to produce superior forecasts as it utilises a larger information set of not only historical information but also the market equilibrium expectation of op

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Kureshy, Imran A. 1965. "Credit derivatives : market dimensions, correlation with equity and implied option volatility, regression modeling and statistical price risk." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/17896.

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Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2004.<br>Includes bibliographical references (leaves 50-51).<br>This research thesis explores the market dimensions of credit derivatives including the prevalent product structures, leading participants, market applications and the issues confronting this relatively new product. We find the market continues to experience significant growth particularly in single name default swaps. This growth is fueled in part by increased participation of hedge funds and applications beyond risk management as an acceptable tr

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Melo, Pedro Ricardo Proença. "Credit dependencies : an analysis of European CDS and CDO contracts." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10367.

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Mestrado em Finanças<br>Este estudo tem como objetivo estudar o mercado europeu de CDS e CDO. Através de uma análise econométrica estimaremos a relevância de diversas variáveis para explicar o logaritmo das primeiras diferenças dos spreads das tranches do CDO baseado no iTraxx Europe 5-year. Assim, a nossa amostra é composta por dados diários desde Fevereiro de 2005 até Fevereiro de 2012 das tranches do iTraxx Main 5-year e de proxies para os riscos de crédito, taxa de juro, liquidez e para a volatilidade de mercado e rendibilidades do mercado acionista. Para aferir se houve alterações sig

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Andersson, Magnus. "Essays in empirical finance." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (EFI), 2007. http://www2.hhs.se/efi/summary/731.htm.

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Lindberg, Andreas. "Classification of Financial Instruments." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252565.

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In this thesis a general framework and accompanying guidelines for how to classify financial instruments within the fair value hierarchy (included within IFRS 13) is presented. IFRS 13 introduces a broad and loosely defined regulation of how to classify a financial instrument which leaves room for misinterpretation and uncertainties. In this thesis the pricing of financial instruments and behaviour of the market data used as inputs in the models has been investigated. This is to give better insight into what is classified as significant market data, how it is used and how it is approximated. I

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Books on the topic "Implied correlation"

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Campa, José. The forecasting ability of correlations implied in foreign exchange options. National Bureau of Economic Research, 1997.

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Sengupta, Saswati. Mutating Goddesses. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190124106.001.0001.

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It is an enduring contradiction that Hindus revere their goddesses but their society is dominated by Brahmanical patriarchy. Although we assume that the worship of goddesses implies the celebration of so-called female power, we overlook how the development of such practices of devotion occurred within a highly patriarchal society that subjugated women in everyday life. Addressing this oversight, Mutating Goddesses traces the shifting fortunes of four goddesses—Manasā, Caṇḍī, Ṣaṣṭhī, and Lakṣmī—and their mutation within the goddess-invested tradition of Bengal’s Hinduism. It uses the vibrant la

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Connor, Steven. Sounding Out Film. Edited by John Richardson, Claudia Gorbman, and Carol Vernallis. Oxford University Press, 2013. http://dx.doi.org/10.1093/oxfordhb/9780199733866.013.027.

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This article appears in theOxford Handbook of New Audiovisual Aestheticsedited by John Richardson, Claudia Gorbman, and Carol Vernallis. Film sound has been recruited to theà voir, the ‘to-be-seen’in an appropriation of the audible into the visible. This chapter attempts to characterize the principles of excess represented by sound and to account for sound’s seeming unaccountability of in cinema. Vision fixes, but sound expands and dissolves. It is not natural to identify “points of audition” the same way that we naturally identify point of view. Where cinematic seeing is reflexive, cinema sou

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Horing, Norman J. Morgenstern. Superfluidity and Superconductivity. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198791942.003.0013.

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Chapter 13 addresses Bose condensation in superfluids (and superconductors), which involves the field operator ψ‎ having a c-number component (<ψ(x,t)>≠0), challenging number conservation. The nonlinear Gross-Pitaevskii equation is derived for this condensate wave function<ψ>=ψ−ψ˜, facilitating identification of the coherence length and the core region of vortex motion. The noncondensate Green’s function G˜1(1,1′)=−i<(ψ˜(1)ψ˜+(1′))+> and the nonvanishing anomalous correlation function F˜∗(2,1′)=−i<(ψ˜+(2)ψ˜+(1′))+> describe the dynamics and elementary excitations of the

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Sepúlveda, Jovanny, ed. La independencia judicial y las reformas a la justicia. CUA - Medellín, 2017. http://dx.doi.org/10.52441/der201701.

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La región asiste a una constante sucesión de reformas procesales, producto de la irrefutable insatisfacción de la sociedad con sus sistemas de enjuiciamiento. De entre las múltiples preocupaciones que vienen aparejadas con esos movimientos reformistas destaca aquella por la independencia judicial, un tópico de indagación multidisciplinar: desde la ciencia política a la ciencia jurídica, desde la teoría del Estado a la teoría constitucional y, por cierto, a la teoría procesal. La propia conceptualización de la independencia judicial no es unívoca y, así, los acentos aparecen en distintos aspect

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Book chapters on the topic "Implied correlation"

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Fanpaeng, Panida, Woraphon Yamaka, and Roengchai Tansuchat. "Investigating Dynamic Correlation in the International Implied Volatility Indexes." In Lecture Notes in Computer Science. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-75429-1_30.

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Linders, Daniël, and Wim Schoutens. "Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model." In Innovations in Derivatives Markets. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33446-2_16.

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Helou, George, and M. D. Bicay. "Constraints on the Magnetic Fields in Galaxies Implied by the Infrared-to-Radio Correlation." In Galactic and Intergalactic Magnetic Fields. Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-0569-6_74.

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Mansfeld, Lisa. "Out of Sight, out of Mind? Frequency of Emigrants’ Contact with Friends in Germany and its Impact on Subjective Well-Being." In IMISCOE Research Series. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-67498-4_13.

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AbstractMigration implies both benefits and costs. The latter include a possible breakdown of social networks, and thus a loss of social capital. Although there is some literature on the evolution of family networks after migration, not as much is known about friendship. This article assesses the quality of friendships between German emigrants and their friends who stayed in Germany. In particular, it asks three research questions: (a) How does the quality of relationships with friends in Germany differ from the quality of other relationships after migration? (b) How is friendship quality after migration related to socio-demographic or socio-economic factors? And (c) is there a link between friendship quality and the subjective well-being of emigrants? Results indicate that friendship quality measured as frequency of contact with friends falls in the middle range of contact frequency, as emigrants typically have more contact with partners and children, but less contact with some other relatives, compared to close friends. Furthermore, several determinants of contact frequency (e.g. gender, age, length of stay and household constellation) can be identified and correlations with various aspects of subjective well-being were found.

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Schmidt-Böcking, H., S. Eckart, H. J. Lüdde, G. Gruber, and T. Jahnke. "The Precision Limits in a Single-Event Quantum Measurement of Electron Momentum and Position." In Molecular Beams in Physics and Chemistry. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-63963-1_12.

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AbstractA modern state-of-the-art “quantum measurement” [The term “quantum measurement” as used here implies that parameters of atomic particles are measured that emerge from a single scattering process of quantum particles.] of momentum and position of a single electron at a given time [“at a given time” means directly after the scattering process. (It should be noticed that the duration of the reaction process is typically extremely short => attoseconds).] and the precision limits for their experimental determination are discussed from an experimentalists point of view. We show—by giving examples of actually performed experiments—that in a single reaction between quantum particles at a given time only the momenta of the emitted particles but not their positions can be measured with sub-atomic resolution. This fundamental disparity between the conjugate variables of momentum and position is due to the fact that during a single-event measurement only the total momentum but not position is conserved as function of time. We highlight, that (other than prevalently perceived) Heisenberg’s “Uncertainty Relation” UR [1] does not limit the achievable resolution of momentum in a single-event measurement. Thus, Heisenberg’s statement that in a single-event measurement only either the position or the momentum (velocity) of a quantum particle can be measured with high precision contradicts a real experiment. The UR states only a correlation between the mean statistical fluctuations of a large number of repeated single-event measurements of two conjugate variables. A detailed discussion of the real measurement process and its precision with respect to momentum and position is presented.

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"Implied Correlation." In Modelling Single-name and Multi-name Credit Derivatives. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201960.ch19.

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"Gaussian Copula Model and Implied Correlation." In Credit Models and the Crisis. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781118374733.ch3.

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Dorożyński, Tomasz, Agnieszka Dorożyńska, and Anetta Kuna-Marszałek. "SME's Innovation and Internationalization in Knowledge-Based Economy." In Advances in Business Strategy and Competitive Advantage. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-4666-8798-1.ch019.

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The main goal of the chapter is to make an assessment of the innovative position, the level of internationalization and potential of small and medium-sized enterprises in the EU in the light of challenges implied by the building of knowledge-based economy. The chapter comprises several parts. Main attention is paid to the substance and factors that shape the knowledge-based economy, determinants of innovation in SMEs and the assessment of SMEs' innovation and internationalization in the EU. We also analyzed dependence between the development level of the EU Member States and R&D expenditure and the level of innovation and competitiveness of individual countries. To this end we used Spearman's rank correlation coefficient. Final part of the chapter is devoted to the EU support scheme for small and medium-sized enterprises, in particular it focuses on instruments connected with innovation and internationalization.

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Mao, Douglas. "Objectionable Objects." In Modernist Objects. Liverpool University Press, 2020. http://dx.doi.org/10.3828/liverpool/9781949979503.003.0002.

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In “Objectionable Objects,” Douglas Mao asks what we can learn from modernist encounters with objects, or aspects of the object world, that inspire negative emotions. Focusing on a chapter in Wyndham Lewis’s 1932 novel Snooty Baronet, a pair of scenes in Jean-Paul Sartre’s La Nausée of 1938, and Michael Fried’s seminal 1967 essay “Art and Objecthood,” Mao observes that all three stage an opposition between the work of art or artist and mere objects—and that in all three cases, the former proves to be associated with the figure of the highly individuated, self-possessed, and coolly independent aristocrat while the latter, clamoring for the viewer to bestow significance upon them, evoke the needy masses, the importunate mob. This correlation makes a kind of sense: in a world where there is a distinction between hereditary aristocrats and other people, aristocrats have a claim to significance simply by being who they are, just as in a world where there is such a thing as art, works of art claim significance in their very existence, apart from productivity or use. But what, then, of the existential horror implied by a world of mostly meaningless things—the anxiety generated by mere objects?

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Collins, D. R., and J. H. Doveton. "Automated Correlation Based On Markov Analysis Of Vertical Successions And Walther's Law." In Computers in Geology - 25 Years of Progress. Oxford University Press, 1994. http://dx.doi.org/10.1093/oso/9780195085938.003.0015.

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Walther's Law of Facies (1894) states that facies overlying one another comformably were formed in geographically contiguous environments. This vertical-lateral linkage is the basis for our automated method of stratigraphic correlation. The probabilities of vertical adjacency of different lithologies are estimated by embedded Markov chain analysis of sequences to be correlated. These probabilities are transformed to dissimilarities and used as elements within a dynamic programming sequence comparison. Trajectory tracking of cumulative thicknesses between the two sequences provides an auxiliary criterion to incorporate factors of sedimentation rate and compaction. Stratigraphic correlation is simultaneously simple and complex. The operation is fundamentally one of pattern recognition, whose principles can be grasped easily by any geology student. One source of complexity is caused by the fact that most successions are composed of a relatively small number of distinctive rock types. Within each succession, they are ordered as a linear chain in which loosely repetitive sequences are often perceived as "cycles" or "rhythms." As a result, the correlation between two adjacent successions may be ambiguous, so that several competing alternatives may be equally valid candidates for the "true" correlation. The situation is made still more disma! by the knowledge that erosional events may have removed entire stratigraphic segments and that periods of non-deposition may have caused gaps. In the opinion of Ager (1973), the gap is more important than the record. Even if a "complete" lithology record were available, it is unlikely that the successions in two separate locations would be identical. Lateral facies changes result in differences of lithology within correlative intervals. Equivalence or "similarity" of rock type is not the only criterion used in correlation. Thicknesses are a secondary source of information for correlation decisions. Similarity in thickness of equivalent lithologies between successions often implies a greater likelihood of their correlation. However, exceptions to this rule commonly are observed in the lateral thinnings and thickenings caused by both lateral facies changes and differential compaction. The simpler aspects of correlation suggest that practical automated correlation procedures are both feasible and desirable. Even if programmed decisions cannot be characterized absolutely as "objective," they can at least be made consistent.

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Conference papers on the topic "Implied correlation"

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Iaousse, M'barek, Amal Hmimou, Zouhair El hadri, and Yousfi El kettani. "On the Computation of the Correlation Matrix Implied by a Recursive Path Model." In 2020 IEEE 6th International Conference on Optimization and Applications (ICOA). IEEE, 2020. http://dx.doi.org/10.1109/icoa49421.2020.9094528.

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Yu, Xiaojian, and Jiaping Zhang. "Empirical Research on the Dynamic Correlation between SHIBOR and NDF Implied Interest Rate." In 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM). IEEE, 2008. http://dx.doi.org/10.1109/wicom.2008.2407.

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Urama, Thomas Chinwe, Patrick Oseloka Ezepue, and Peters Chimezie Nnanwa. "Application of Random Matrix Theory in Estimating Realistic Implied Correlation Matrix from Option Prices." In 6th Annual International Conference on Computational Mathematics, Computational Geometry & Statistics (CMCGS 2017). Global Science & Technology Forum (GSTF), 2017. http://dx.doi.org/10.5176/2251-1911_cmcgs17.28.

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Zhang, Chenrui, and Yuxin Peng. "Visual Data Synthesis via GAN for Zero-Shot Video Classification." In Twenty-Seventh International Joint Conference on Artificial Intelligence {IJCAI-18}. International Joint Conferences on Artificial Intelligence Organization, 2018. http://dx.doi.org/10.24963/ijcai.2018/157.

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Zero-Shot Learning (ZSL) in video classification is a promising research direction, which aims to tackle the challenge from explosive growth of video categories. Most existing methods exploit seento- unseen correlation via learning a projection between visual and semantic spaces. However, such projection-based paradigms cannot fully utilize the discriminative information implied in data distribution, and commonly suffer from the information degradation issue caused by "heterogeneity gap". In this paper, we propose a visual data synthesis framework via GAN to address these problems. Specificall

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Zhangli, Wang, Hu Benxue, Wang Guodong, Wang Zhe, Ni Chenxiao, and Liu Xin. "Studies on Sensitivity and Uncertainty Analyses for SCOPE and WAFT With Uncertainty Propagation Methods." In 2017 25th International Conference on Nuclear Engineering. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/icone25-66985.

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The purpose of Steam condensation on cold plate experiment facility (SCOPE) and Water film test (WAFT) is to verify the steam condensation and water film evaporation correlation within the parameter variation range of CAP1400 passive containment cooling system. These correlations were used for containment response analysis. Uncertainty and sensitivity analyses were performed for SCOPE and WAFT tests in this paper. Sampling-based sensitivity analysis with uncertainty propagation is a new parameters sensitivity analysis method, and the importance of input parameters could be evaluated by calcula

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Liebschner, Michael A. K., Tony M. Keaveny, and William S. Rosenberg. "Effects of Cortical Shell Concavity on Vertebral Body Compressive Properties." In ASME 2001 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2001. http://dx.doi.org/10.1115/imece2001/bed-23044.

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Abstract Quantification of the structural role of the vertebral shell and trabecular centrum is essential to determine if the shell should be given equal consideration when predicting the fracture strength. The contribution of the cortical shell and endplate to the stiffness and strength of the vertebral body is not well understood and the literature remains controversial [1–5]. The uncertainty of the mechanistic support of the cortical shell and the role of its geometry is due in part to the difficulty in obtaining physical information about the shell[5]. A study on sheep vertebrae performed

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Bal, Harun, Neşe Algan, Müge Manga, and Ediz Kandır. "The Relationship between Human Capital and Economic Growth: Cases of BRICS Countries and Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00923.

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Endogenous growth theories have implied that human capital is an important factor that determines economic growth. This implication has revealed the need for policies that involving human capital as well as classical production factors. This means, physical capital is not enough alone for economic growth. This study aims to analyze the causality between human capital and economic growth in Turkey and BRICS countries. To this aim, by using Panel Data Analysis, which is an important econometric technique, the degree of the relationship between growth and human capital, in the long run, between t

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Caldwell, Rickey A., and Brian F. Feeny. "Output Only Modal Analysis of a Nonuniform Beam Experiment by Using Decomposition Methods." In ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/detc2011-47934.

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This work explores the application of reduced-order mass-weighted proper orthogonal decomposition (RMPOD), state variable modal decomposition (SVMD), and smooth orthogonal decomposition (SOD) for extracting approximations of linear normal modes (LNMs) of a free vibrating thin lightly damped nonuniform beam experiment. The application of these decomposition methods involves organizing sensed outputs into ensemble matrices. The ensemble matrices are utilized to create correlation matrices, which are used in solving an eigenvalue problem. This is realized experimentally by sensing a thin nonunifo

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Chee, S. B., Ammar Al Shalabi, C. W. Chin, and B. F. Yousif. "On the Effect of Roller Materials on the Power Window Mechanism From a Tribological Perspective." In ASME 2008 International Mechanical Engineering Congress and Exposition. ASMEDC, 2008. http://dx.doi.org/10.1115/imece2008-66112.

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This study serves to delineate the effects of material on the lifespan of a polymeric roller rubbing against a steel wire. Four materials, namely nylon, polyester, borosilicate glass and epoxy are the manipulated variables in conducting a simulation with a steel wire. A block-on-ring machine was used to conduct the tribo-experiments under dry contact condition. In concurrence with average operating conditions, the machine was set to 0.15 m/s sliding velocity, at an applied load of 10 N. Worn surfaces of the polymer were subsequently studied under optical microscopy. Frictional and wear resista

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Meinders, E. R., M. J. Geuzebroek, K. Hanjalić, and A. Ortega. "Application of Transient Heat Flux Sensors to Resolve Time-Dependent Convective Heat Transfer From Wall-Mounted Cubes." In ASME 1998 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 1998. http://dx.doi.org/10.1115/imece1998-0783.

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Abstract:

Abstract The application of an active fast-responding heat flux sensor to time-dependent heat flux measurements was studied for two aero-dynamically interfering wall-mounted cubes. This sensor was in-house made and it consisted of a heated thin platinum film deposited on an insulating substrate of glass. The frequency response of the sensor was determined from a calibration with chopped laser beams and with responses to on forehand known periodic oscillations in the flow. The purpose of the study was to measure possible correlation between the vortex shedding, induced at the upstream cube in t

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Reports on the topic "Implied correlation"

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Campa, Jose, and P. H. Kevin Chang. The Forecasting Ability of Correlations Implied in Foreign Exchange Options. National Bureau of Economic Research, 1997. http://dx.doi.org/10.3386/w5974.

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