Wyniki wyszukiwania - Biblioteka Nauki

1

On Duration-Dispersion Strategies for Portfolio Immunization

100%

Kałuszka M. , Kondratiuk-Janyska A. , Technical University of Łódź I. o. M.

Acta Universitatis Lodziensis. Folia Oeconomica

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2004

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tom 177

EN

This paper deals with new immunization strategies for a noncallable and default-free bond portfolio. This approach refers to the Fong and Vasicek (1984), the Nawalkha and Chambers (1996), the Balbàs and Ibáňez (1998), and the Balbàs, Ibáňez and Lopez (2002) studies among others and relies on minimizing a single-risk measure which is a linear combination of the duration gap and the dispersion of portfolio payments.

PL

Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej naukę

2

THE PHARMACOTHERAPY TIME-TO-EFFECT OF OVERACTIVE BLADDER MEDICATIONS AND TREATMENT DURATION

100%

Przydacz M. , Chłosta P.

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tom 77

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nr 3

411-416

EN

For Overactive Bladder (OAB) treatment, pharmacotherapy is currently deemed as a second option. However, in the current publications related to OAB, there is a significant research gap concerning the time-to-effect and duration of OAB pharmacotherapy. Such data is vital for effective and successful treatment of OAB, and hence, the study aimed to find information in this gap to assist healthcare providers in their daily activities in treating OAB. The study utilized the Web of Science databases, MEDLINE, Cochrane Library, and PubMed Central to find and collect the highest number of data. The literature review showed limited research concerning time-to-effect and optimal treatment duration for OAB. However, based on the available data, it can be stated that the time-to-effect of OAB pharmacotherapy would be after seven days of the initial treatment. Besides, patients with OAB can be effectively treated for 6 to 12 months before the medications are stopped but patients need to be carefully educated about a risk of symptom reoccurrence and retreatment. Those who require further medications or have a higher risk of symptom reoccurrence may need lifetime pharmacotherapy or different treatment approaches. Further research is needed to focus on the time-to-effect during the first week of medication to accurately determine when first symptom reduction occurs, and careful follow up for patients that show a positive response after the treatment has been ceased.

3

How to find a bond portfolio with the highest convexityin a class of fixed duration portfolios

100%

Zaremba L. S. , Smoleński W. H.

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2000

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tom Vol. 48, nr 2

279-286

EN

The paper extends the main result of [1], that is, the construction of a K-immunization strategy with the highest convexity to a more general setting by dropping the key assumption of [1] stating that interest rate shocks ht to occur in a near future are proportional to the values of spot rates Yt plus 1, e.g. the condition (4) holds. Here, the interest rate shifts ht are allowed to be of the more general type (1) with known (to an investor) coefficients gt'S (usually estimated empirically based on historical data). The optimal portfolio Z* is found here by means of the K - T conditions. If the convexity of Z* exceeds that of any single payment at time when the liability has to be discharged, then Z* appears to be also the best K-immunization strategy yielding the maximal unanticipated rate of return due to shocks in spot rates.

4

An acoustic analysis of Pahari oral vowels

88%

Khan A. Q.

Lingua Posnaniensis

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2015

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tom 56

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nr 2

29-39

EN

The aim of the current study is to present an acoustic account of the twelve oral vowels of Pahari by analyzing their formant pattern (F1 and F2) and duration. T o achieve this aim, an experiment was conducted. T em native speakers of Pahari participated in the study and were given a list of 12 oral vowels in CVC context for recording, where V is the target vowel. T he recorded material was analyzed by using Praat software. T he spectral analysis (F1 and F2) show that Pahari has four close, six mid and two open vowels. T he results also show that in term of duration these vowels occur in the form of long-short pairs that differ significantly quantatively (vowel duration).The study further exhibits that the short vowels are centralized as compared to their long counterpart

5

ime, Duration and Freedom – Bergson’s Critical Move Against Kant

88%

Kleinherenbrink A.

Diametros

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2014

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nr 39

203-230

EN

Research into Bergson’s philosophy downplays a key development in his first work, Time and free will. It is there that Bergson explicitly opposes himself to Kant by arguing that succession is not a temporal concept, but a spatial one. This is the crucial point of departure for Bergson’s entire philosophy, one that allows him to radically dismiss Kant’s notion of freedom in favor of one based on duration and multiplicity. This text has two aims. Firstly to add to Bergson scholarship by explicating the structure and force of Bergson’s initial argument against Kant, demonstrating that his engagement with Kant is much less incremental than has been suggested in secondary literature. Secondly, to reconstruct the consequences regarding freedom that Bergson immediately draws in departing from Kant, which illustrates the profundity and originality of his thought at the very inception of his oeuvre.

6

Tracking financial cycles in ten transitional economies 2005?2018 using singular spectrum analysis (SSA) techniques

88%

Skare M. , Porada-Rochoń M.

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tom 14

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nr 1

7-29

EN

Research background: Financial cycles are behind many deep financial crises and it closely connects them with the business cycles, showing long memory properties and effects. Being closely connected with the business cycles, we must first explore the true nature of the financial cycles to understand the nature of the business cycles. Financial cycles are real, they have long memory properties and long-lasting effects on the economy. Purpose of the article: This study investigates the use of (SSA) in tracking and monitoring financial cycles focusing on ten (10) transitional economies 2005?2018. Methods: Singular spectrum analysis isolate significant oscillatory patterns (cycles) on housing markets with an average 4-years length. We isolate credit cycles just for Bulgaria, implying long memory properties of the cycles since this study investigated medium term (2?5 years) oscillations. Findings & Value added: The results prove the importance and advantages of using (SSA) in the study of financial cycles attempting to reveal the true nature of financial cycles as the principal component behind business cycles. Financial cycles show longer oscillations in the credit and property price series, which can explain 37.7%?49.9% of the variance of the total financial cycle fluctuations. Study results are of practical importance, particularly to policy-makers and practitioners in former transitional economies being vulnerable to adverse shocks on the financial markets. The results should assist policy-makers and financial practitioners in building and maintaining a sound financial policy needed to avoid future financial ?bubbles?.

7

Effect of dispersion order on the spectral degree of polarization of stochastic electromagnetic pulsed beams

88%

Wang H. , Ding C. , Zhang Y. , Zhao Z. , Pan L.

Optica Applicata

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2014

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tom Vol. 44, nr 1

147--158

EN

The analytical expression for the cross-spectral density function of stochastic electromagnetic Bessel–Gauss pulsed beams through a dispersive aperture lens is derived and used to study the changes in the spectral degree of polarization in an optical focus system. The changes in the spectral degree of polarization at the focal plane and on the z-axis are performed in the case of dispersion-free, dispersion of the first, second, and higher orders, respectively. It is shown that the dispersion affects the peak value of the spectral degree of polarization, and the higher order dispersion leads to a more obvious effect on the peak value of the spectral degree of polarization at the focal plane. On the z-axis, the spectral degree of polarization in the dispersion-free case is different form that in the dispersion case, however, the dispersion of different orders almost has the same effect on the spectral degree of polarization. The results obtained in this paper may be crucial for high precision laser detection.

8

Ocena parametrów zawodnościowych terenowej sieci elektroenergetycznej SN

75%

Stobiecki A. , Majcherczyk A.

Wiadomości Elektrotechniczne

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2010

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tom R. 78, nr 3

25-29

PL

Przedstawiono analizę czasów trwania awarii urządzeń sieciowych średniego napięcia eksploatowanych w wiejskich sieciach elektroenergetycznych.

EN

The paper presents an analysis of duration of failures of MV network equipment operated in rural electric power networks.

9

Acoustic Correlates of Word Stress as a Cue to Accent Strength

75%

Volín J. , Weingartová L.

Research in Language

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2014

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tom 12

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nr 2

175-183

EN

Due to the clear interference of their mother tongue prosody, many Czech learners produce their English with a conspicuous foreign accent. The goal of the present study is to investigate the acoustic cues that differentiate stressed and unstressed syllabic nuclei and identify individual details concerning their contribution to the specific sound of Czech English. Speech production of sixteen female non-professional Czech and British speakers was analysed with the sounds segmented on a word and phone level and with both canonical and actual stress positions manually marked. Prior to analyses the strength of the foreign accent was assessed in a perception test. Subsequently, stressed and unstressed vowels were measured with respect to their duration, amplitude, fundamental frequency and spectral slope. Our results show that, in general, Czech speakers use much less acoustic marking of stress than the British subjects. The difference is most prominent in the domains of fundamental frequency and amplitude. The Czech speakers also deviate from the canonical placement of stress, shifting it frequently to the first syllable. On the other hand, they seem to approximate the needed durational difference quite successfully. These outcomes support the concept of language interference since they correspond with the existing linguistic knowledge about Czech and English word stress. The study adds specific details concerning the extent of this interference in four acoustic dimensions.

10

The effect of age and heat term and duration on magnesium content in mares' milk

75%

Pieszka M. , Kulisa M.

Journal of Elementology

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2006

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tom 11

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nr 1

PL

Skład mleka klaczy zmienia się podczas laktacji. Od tych zmian zależą tempo wzrostu i rozwoju źrebiąt, natomiast na zmiany te wpływa wiele czynników, m.in. stan fizjologiczny klaczy. Celem pracy było zbadanie wpływu wieku oraz terminu wystąpienia i długości rui na zawartość magnezu w mleku klaczy. Badania prowadzono na 30 klaczach czystej krwi arabskiej. Stwierdzono, że poziom magnezu obniżał się w ciągu 30-dniowej laktacji, szczególnie w okresie od 4. do 12. dnia po oźrebieniu. W mleku klaczy starszych była istotnie wyższa koncentracja magnezu. Także termin wystąpienia rui oddziaływał na poziom omawianego pierwiastka - klacze z rujami dawały mleko uboższe w magnez. Mleko najzasobniejsze w magnez produkowały klacze, u których ruja trwała średnio 4-7 dni.

EN

Milk composition changes during lactation. The growth rate of foals depends on these changes, which could be connected to the physiological state of the mares. The aim of this study was to evaluate the effect of Arabian mares' age and their heat term and length on the magnesium level in the milk. The research was carried out on 30 Arabian mares. It was confirmed that the magnesium concentration decreased during the 30-days' lactation, especially from the 4th to 12th day after parturition. Older mares produced milk with the significantly higher level of magnesium. Also the heat term influenced Mg concentration - mares with earlier heat produced milk with the lowest magnesium content. Mares which were 4 to 7 days on heat produced milk with the highest level of magnesium.

11

On influenece of the Taylor series remainder on unanticipated rates of return on fixed income bond portfolios

75%

Olbryś J.

Control and Cybernetics

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1999

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tom Vol. 28, no 4

789-797

EN

Changes in spot rates, unknown aprriori to investors, induce unanticipated rates of return on all financial market instruments. In this paper we introduce and investigate a concept of the rest of a bond. The concept is related to the Taylor series remainder and gives a better approximation to an unanticipated rate of return of fixed income bonds and bond portfolios. It is shown that the rest of the portfolio composed of fixed income bounds is a convex combination of the rests of these bonds. A stronger version of the theorem on rates of return on fixed income bond portfolios is given.

12

Znaczenie czasu trwania drgań od wstrząsów górniczych w skali GSI-2004

75%

Maciąg E.

Inżynieria i Budownictwo

|

2009

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tom R. 65, nr 11

621-625

PL

Wykazano, że ocena szkodliwości drgań wzbudzanych wstrząsami górniczymi w odniesieniu do budynków według skali GSI-2004 nie jest funkcją dwu parametrów, tj. poziomu (intensywności) prędkości drgań gruntu i czasu ich trwania, jak przyjmują autorzy tej skali. Stwierdzono, że ocena ta zależy od prędkości drgań i dominujących częstotliwości przebiegów drgań gruntu i fundamentów budynku.

EN

The article focuses on the thesis that the evaluation of the harmfulness of mining tremors for buildings on the scale GSI-2004 is not a function of the two parameters: the level (intensity) of the ground vibration velocity and their duration (as assumed by the authors of this scale). In fact, it is dependent upon the velocity of the vibrations and dominant frequencies of ground and building foundation vibrations records.

13

Is Metrical Foot a Phonetic Object?

75%

Ciszewski T.

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2010

|

tom 8

1-20

EN

The assumption behind this pilot study is that metrical feet are not ‘groups of syllables’ or ‘interstress intervals’ but rather ‘groups of vowels’ extracted from the phonetic material contained between two stresses. We analysed the duration, pitch, intensity and acoustic energy of all vowels in isolated pronunciations of 72 initially stressed items (mono-, di- and trisyllables). The results reveal that pre-fortis clipping of the stressed vowel and final lengthening are interrelated, which suggests that stressed and unstressed final vowels are able to ‘negotiate’ their durations. Such ‘communication’ between the stressed vowels and the final unstressed ones is possible only if a mediating constituent (the foot) is postulated. Most importantly, we found no significant differences (p < .05) between the total acoustic energy and the total vowel duration in words having a different number of syllables, which supports the assumption of foot-level isochrony in English. It was also observed that the significant increase in vowel duration in stressed CVC monosyllables co-occurs with a significantly greater pitch slope, which we interpret to be a tonally driven implementation of minimal foot binarity requirement.

14

The logarithmic ACD model: The microstructure of the German and Polish stock markets

75%

Gurgul H. , Syrek R.

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tom 17

|

nr 1

77-92

EN

The main goal of this paper is to compare the microstructure of selected stocks listed on theFrankfurt and Warsaw Stock Exchanges. We focus on the properties of duration on both markets and on fitting the appropriate ACD models. Because of the quite different levels of capitalization of stocks on these markets, we observe essential discrepancies between these stocks. Whilefor most German companies on the DAX30, the Burr distribution fits better than generalized gamma distribution, the latter distribution is superior in the case of the largest Polish companies. Analyzing series by hazard function, we note the similarity of hazard functions for companies on both markets, which tend to have a U-shaped pattern.

15

Acoustic Correlates of Word Stress as A Cue to Accent Strength

75%

Volín J. , Weingartová L.

|

nr 2

175-183

EN

Due to the clear interference of their mother tongue prosody, many Czech learners produce their English with a conspicuous foreign accent. The goal of the present study is to investigate the acoustic cues that differentiate stressed and unstressed syllabic nuclei and identify individual details concerning their contribution to the specific sound of Czech English. Speech production of sixteen female non-professional Czech and British speakers was analysed with the sounds segmented on a word and phone level and with both canonical and actual stress positions manually marked. Prior to analyses the strength of the foreign accent was assessed in a perception test. Subsequently, stressed and unstressed vowels were measured with respect to their duration, amplitude, fundamental frequency and spectral slope. Our results show that, in general, Czech speakers use much less acoustic marking of stress than the British subjects. The difference is most prominent in the domains of fundamental frequency and amplitude. The Czech speakers also deviate from the canonical placement of stress, shifting it frequently to the first syllable. On the other hand, they seem to approximate the needed durational difference quite successfully. These outcomes support the concept of language interference since they correspond with the existing linguistic knowledge about Czech and English word stress. The study adds specific details concerning the extent of this interference in four acoustic dimensions.

16

Endocytotic ability of starved Paramecium bursaria

75%

Wasik A. , Sikora J. , Krucinska M.

Acta Protozoologica

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1987

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tom 26

|

nr 2

17

Problemy organizacyjne i techniczne przy drążeniu najgłębszego szybu w Polsce

75%

Chudek M. , Strzałkowski P. , Ścigała R.

|

2016

|

tom nr 9

3--7

EN

This paper contemplates the determination of the duration of the final depression stage of mining land. The final depression stage duration is the time difference between (1) the end of mining at a given geographical point (or removal of the mining face from that point to a distance exceeding the mining impact range) and (2) the actual cessation of the depression forming process at that point. The paper characterizes a surface depression forming process, caused by underground mining, as evidenced by field geodetic survey at one of the mining facilities operated by Jastrzębska Spółka Węglowa and identifies the individual stages of that process. To determine the contemplated duration with varying mining and geological conditions it was assumed that the significant factors contributing to the duration of mining effects on land shifting include: mining depth, mining front advance rate, depleted bed portion shutdown method, and the rock mass characteristics within the contemplated mining operation. The paper focuses on a single case of a specific mining land in the vicinity of a specific mine, where the majority of the listed contributing factors exhibited great similarity. In order to obtain the simplest empirical relationship, it was assumed that the mining depth is the most critical factor at the showcased mine which determines the duration of mining land shifts. The analyses of available field survey measurements results enabled selecting 7 cases of mining land shift cessation within a field mined between ca. 600 m and ca. 725 m of depth below the terrain level. Based on the established durations of these shifts, a regressive linear relation was determined and expressed with the formula (3). The formula outputs an approximate final stage duration of rock mass shifts. The formula can be applied to mining conditions in the areas where there are no survey measurement results available for an explicit determination of the actual cessation of mining land shifts.

PL

W artykule przedstawiono wyniki analiz pomiarów geodezyjnych mających na celu ustalenie czasu trwania końcowej fazy poeksploatacyjnych ruchów górotworu i powierzchni. Określenie tego czasu ma bardzo istotne znaczenie w przypadku prowadzenia procesów inwestycyjnych na terenie górniczym oraz w przypadku rozstrzygania sporów w zakresie ustalania odpowiedzialności za szkody powstałe w obiektach budowlanych. W ramach analiz wyselekcjonowano siedem przypadków zakończenia ruchów stwierdzonych pomiarami. Następnie na podstawie tych wyników zaproponowano prostą zależność empiryczną pozwalającą na ustalenie tego czasu dla całego rozpatrywanego terenu.

18

Metodika rascheta prodolzhitel'nosti sushki fruktov v geliosushilke

75%

Babich M. , Korobka S.

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tom 17

|

nr 4

19

Modelling of rainfall intensity in a watershed: A case study in Amprong watershed, Kedungkandang, Malang, East Java of Indonesia

75%

Limantara L. M. , Harisuseno D. H. , Dewi V. A. K.

|

20

Zmiana i trwanie

75%

Stomma L.

Rocznik Antropologii Historii

|

2011

|

nr 1-2

223–230

XX

Reprint: L. Stomma, A jeśli było inaczej… Antropologia historii, Poznań 2008, s. 165-173.