Wyniki wyszukiwania - BazTech

1

The market model of CDO spreads

Gątarek D., Petrov V., Stavrou A.

Control and Cybernetics

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2015

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Vol. 44, no. 1

149--162

EN

In this paper we present a new arbitrage-free bottomup model of correlated defaults, based on a special approach to systematic and idiosyncratic risks for individual obligors. The model admits several attractive features, like consistency with currency and interest rate models, as well as numerical tractability and ﬂexibility, making it capable to ﬁt the market for practically all self consistent CDO tranche prices. Its background is rather remote from other approaches, like copulas and point processes, so our presentation is detailed.

2

Information security and problems of long-term storage of electronic documents

Petrov V., Gorbulin V., Kryuchyn A.

Pomiary, Automatyka, Komputery w Gospodarce i Ochronie Środowiska

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2009

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nr 1

6-8

EN

Realization of reliable long-term storage of strategically important information, bank information and others like that, possibilities of fast access to it is one of foreground tasks, solution of which is necessary for providing information security ond different levels both national and regional ones. Opportunities are analyzed and ways for creation of long-term data storage carriers are determined.

PL

Wykorzystanie wiarygodnych, długoterminowych, strategicznie ważnych przechowywanych informacji, informacji bankowych i innych, możliwości szybkiego dostępu do nich są jednym z zadań, których rozwiązanie jest konieczne dla zapewnienia bezpieczeństwa informacji na różnych poziomach zarówno krajowych jak i regionalnych. Analizowane i określane są możliwości i sposoby tworzenia długoterminowych nośniki danych.

3

Modern applications of high frequency acoustooptics

Petrov V.

Optica Applicata

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2004

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Vol. 34, nr 4

597-606

EN

The milestone applications of high frequency acoustooptics are discussed. The acoustooptical (AO) components such as Bragg modulator (including standing and running wave modulators), deflectors, others on very high frequencies (up to 10 GHz) working in wide frequency range (up to 3 GHz) are considered. Some review of traditional and modern uses is given. The main principles and peculiarities of Bragg cells design are discussed. The results of experimental investigationappeart to correspond with theoretical predictions. The specific problems which are stipulated by a very high frequency range are considered. These are: great influence of sound attenuation; peculiarities of interaction geometry and light aperture formation; multilayer transducer features; electrical matching with electromagnetic power wave guide. The ways of optimizing the parameters of high frequency Bragg cells are discussed.

4

Environmetric assessment of pollutant concentrations effects on forest ecosystems

Antonova D., Antonov L., Petrov V., Simeonov V., Tsakovski S., Braun S., Flueckiger W.

Chemia i Inżynieria Ekologiczna

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2004

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Vol. 11, nr 6

439--448

EN

The present communication deals with the application of cluster and principal components analysis to a data set collected by monitoring wet precipitation at three different sampling sites. The idea is to identify latent factors responsible for the data structure at each site and, thus, to get information on their effects on the forest ecosystems. It has been found that a significant separation between the sites is achieved based on the analytical results and the identified factors correspond to acidic, mineral and crustal effects on the forest ecosystem.

PL

Przedstawiono wyniki zastosowania chemometrycznej analizy klasterów (grup) oraz analizy składowych głównych dla danych monitoringu ciekłego opadu atmosferycznego z trzech różnych miejsc. Celem była identyfikacja czynników ukrytych, odpowiedzialnych za strukturę danych z każdego miejsca pobierania próbek. W rezultacie otrzymano informacje o wpływie tych czynników na ekosystemy leśne. Zarówno doświadczalne dane analityczne, jak i zidentyfikowane 3 czynniki ukryte (kwasowy, mineralny i fazy krystalicznej) wskazują na znaczące różnice między badanymi ekosystemami leśnymi.

5

Suppression of Side Lobes for Acoustical Field Excited by Different Shape Radiators

Petrov V.

Molecular and Quantum Acoustics

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2003

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Vol. 24

141-147

EN

Paper is devoted to consideration of the method of side lobs suppression of acoustical fiels that excited by different shape sound radiators. The method consists in application of additional elements in sound transducer that correct the acoustical field space distribution. The optimized configuration of sound round-shape radiator allows to suppress the first order side lobs level at more than three dB. The calculation show that the reduced level of suppressed side lobs is kept in the wide frequency band.

6

Modern applications of high frequency acoustooptics

Petrov V.

Molecular and Quantum Acoustics

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2003

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Vol. 24

135--140

EN

The milestone applications discussion of high frequency acoustooptics is very aim of present paper. The acoustooptical (AO) components such as Bragg modulator (including standing and running wave modulałors), deflectors, others on very high frequencies (up to 10 GHz) working in wide freąuency rangę (up to 3 GHz) are considered, There also discussed some traditional and modern uses of these devices. The main principles and peculiaritieś of Bragg cells design are discussed. The results of experimental investigation are correspond to theoretical predictions. The specific problems, which are stipulated by very high freąuency rangę, are considered. There are: large sound attenuation influence; peculiarities of interaction geometry and light aperture forming; multilayer transducer's features; electrical matching with electromagneticpower wave guide. The ways of High Freąuency Bragg cells parameters optimisation are discussed.