36,577 research outputs found
Angular distribution of bromine atomic photofragment in oriented 2-bromobutane via hexapole state selector
No full textIn this work, an asymmetric top molecule 2-bromobutane has been successfully oriented by using hexapole state selector combined with orientation field, followed by detection of the bromine atomic photofragment distribution in the photolysis. The photofragment is produced in both the ground Br (2P3/2) and the excited Br (2P1/2) electronic states and both channels are studied by the slice imaging technique, revealing new features in the stereodynamic vectorial properties with respect to previous investigations on non-oriented molecules
Fluorescently modified AtRGS1 protein unveiled the third alpha helical domain inte4racts with ground state AtGPA1
No full textInfluence for Permeability Parameters of Fractured Rocks
No full text岩層常是人類取得地下發展空間的主要場所，所以岩體行為的掌握為地下空間運用之基礎，然而地下空間的開發與應用、採礦工程、地熱能源開發、核廢料地下儲藏等等，皆需建構適當的岩體行為模式，以評估、分析、預測或監控種種工程行為。
本研究利用MATLAB程式語言來模擬生成現地之岩體，首先依節理面空間分佈與幾何特性參數(節理面中心點位、節理面跡線長度、節理面位態及節理面內寬)生成裂隙網路(discrete fractured networks, DFN)，再求得流體有效的通道，在此稱之為滲流網路，假設岩石材料不具透水性，流體只能在破裂面中流動的情況下，依照質量守恆定律以及達西定律，來求解有效連通管道中各節點之水頭，並以等值連續體的觀念，將滲流特性平均到區域岩體，據以計算裂隙岩體之滲透係數張量，接著再根據原始裂隙網路，以測線法來統計該裂隙網路之RQD和節理間距，最後探討裂隙網路參數對RQD和節理間距之影響，接著再以此為基礎，找出影響裂隙岩體滲流主要的因子。
研究結果顯示：在裂隙幾何參數與岩體評分參數間關係的部分，考慮岩體評分參數的範圍和實際岩體單元大小下，以10 ×10 m的範圍來作分析較適合，並且以5 m長當作測線的長度。而在裂隙岩體的RQD方面，同一組參數生成的裂隙網路，其RQD的差距可達30以上，即RQD的大小受選取評估區域高度影響。另外在節理間距因子方面，同一組參數生成的裂隙網路，若以岩體評分法(Rock Mass Rating)來評估的話，節理間距的值變化並不大。而在岩體滲透性評估的部分，在RQD差距50的情況下，滲透係數也沒有差到一個數量級，所以可以得知滲透係數受RQD影響並不顯著。而在5 m的測線下，節理間距0.2 m以下，節理間距的下降幅度就變得很小，所以裂隙岩體的節理間距和其滲透係數之間的關係並不明顯。此外本研究定義一個「單位有效管道」，其定義為求得有效連通管道後，將有效連通管道長分別投影至該滲透方向和面積之比值。以單位有效管道來做評估時，可以看出滲透係數的差距，但在單位有效管道大到某個值以後，滲透係數的值的增大就比較不明顯。本研究再將裂隙岩體的單位有效管道和裂隙面內寬合稱為岩體滲透係數指標，來評估岩體的滲透係數
The Valuation and Risk Management of Interest Rate Derivatives-- Take Hull-White Model for Example
No full text論文摘要：
本文嘗試由眾多的利率模型當中，整理其模型優缺點，諸如：評價、避險，參數校正是否容易、可符合市場殖利率曲線選擇一個合適的評價模型、又可延伸至複雜的新奇式商品評價方法，故挑選Hull-White模型，需忍受其單因子之缺點，如：無法模擬鴕峰之殖利率曲線，但單因子模型最大的好處即參數估計容易、計算非封閉解的情況與大幅縮短計算時間，故不需像蒙地卡羅法需耗時模擬，也不像微分方程法可直接解出封閉解。
本文重心環繞在Hull-White三元利率樹模型參數之校正，先以市場波動率報價代入Black（1976）計算商品真實市價，再分別運用解析解與利率樹的方式使市場價格與模型價格誤差最小。最後再運用Hull-White模型管理投資組合之利率風險，將投資組合買入與賣出部位轉換為同一比較標準之波動率，使得買入與賣出利率商品之投資組合相互避險，非個別商品之避險，節省了極大的避險成本。Abstract:
The thesis tries to edit the advantages and disadvantages of the interest rate models. The reasons why I choose the Hull-White Model are easy to compute the parameters, to save computing time, and to calculate accurate prices of exotic derivatives. It does not spend much time like Monte Carlo Simulation and can not get the close form solution directly like Partial Differential Equation.
The thesis focuses on the calibration of Hull-White model parameters. We can get the real market prices from quoted volatilities in the market. We can also get the model prices from analytical form solution or interest rate trinomial tree model. Then, to narrow the difference between the market price and model price as possible can let the model fit the real situation. After learning the skills to calibrate the parameters, I can use Hull-White model to manage interest rate risk. It can transform the long and short positions to the same hedging bases. So we can hedge the whole portfolio not individual derivative to save huge hedging cost.目錄
第一章 緒論………………………………………………1
第一節 研究動機………………………………………………4
第二節 研究架構………………………………………………5
第二章 文獻回顧…………………………………………9
第一節 利率簡介………………………………………………10
第二節 利率模型簡介…………………………………………11
第三節 利率二元樹……………………………………………17
第三章 研究方法………………………………………19
第一節 模型選擇………………………………………………20
第二節 1996 Hull-White Trinomial Tree…………………21
第三節 2001 Hull-White Trinomial Tree…………………25
第四章 Cap Calibration………………………………29
第一節 利率上限………………………………………………29
第二節 參數校正………………………………………………30
第五章 Swaption Calibration…………………………35
第一節 簡介Swaption ………………………………………35
第二節 Black Model評價Swaption ……………………36
第三節 1996年Model評價Swaption…………………………38
第四節 2001年Model評價Swaption…………………………41
第六章 利率風險管理……………………………………47
第一節 利率樹評價利率上限 …………………………………49
第二節 投資組合之避險策略 ……………………………50
第七章 結論與建議………………………………………52
第一節 結論……………………………………………………52
第二節 建議……………………………………………………53
參考文獻……………………………………………………5
Conversion of waste bamboo chopsticks to liquid fuel via hydrothermal treatment and solvent-assisted liquefaction with ethanol and isopropanol
No full text隨著現代化的發展，人們對於化石燃料的需求越來越高，導致如石油這類的燃料正在日益減少，因此再生能源的發展是目前也是未來不可或缺的議題。其中生質物能源亦甚受重視，若原料來源是廢棄物的話則更具有發展的潛力。其原因之一是廢棄物再利用，可減少廢棄物的堆置；另一個原因是因為生質物主要以纖維素及木質纖維素為主。這類的物料可以產製生質酒精，或者以目前較新的技術應用水熱法液化生質物，產製液體燃料油。水熱法具有原料不須乾燥的優點，相當適合作為裂解生質物、藻類的方法。 本研究以水熱法技術液化廢棄竹筷，目標產物是液體油品。以310、340 ℃不同溫度、 0, 25, 50, 75, 85, 100% (v/v)不同的醇類添加比例、以及不同相的催化劑(同相、異相)探討其對固體產物(原始竹筷以及反應後殘渣)、液體產物、氣體產物以及目標產物油品的品質之影響。結果顯示於340 ℃、異丙醇添加比例75%、且添加5 wt.% 碳酸鉀，固體轉化率可達到88.09 wt.%，且油品的產率亦達到57.01 wt.%，整體效果優於比使用乙醇溶劑。而在此條件下進一步添加固相觸媒氧化鎳以及氫氣進行反應下，並沒有得到較好的效果。因此不建議氫氣直接加入水熱法系統，應該針對後續油品氫化加氫氣較適宜。 於溫度340 ℃、異丙醇添加比例為75 vol.%，及碳酸鉀添加量為5 wt.%的情況下，將得到的油品做模擬蒸餾與其他的油品做比較。結果顯示本研究所得到的油品，其碳數分布主要在C6-C16之間已經接近Jet-A-1航空用油，但其餘性質(如:黏滯度、熱值、極性)仍然不相近。因此所得的油品之外觀、黏滯度比較接近重油以及船舶用油。此油品可進一步加以氫化，提升其品質以接近航空用油。Along with ther rapid development, the demand of fossil fuels such as oil is increases greatly, resulting in a gradual shortage of fossil fuel reserves.Therefore, the exploitation of renewable energies such as bio-energies becomes increasingly important and this issue is indispensable. Among them, biomass has attracted wide attention because of its high availability. Moreover, if the resource comes from waste, then its potential for producing the bio-energy would increase but also the reuse of yield of waste biomass not only reduces the need of raw biomass and serves a way to the bio-fuel. Further, the biomass is mainly made of cellulose and lignin. It can used to produce bio-ethanol via fermentation. Recently, a newly developed thermal-chemical technology of hydrothermal-liquefaction (HTL). It turns the bio-waste into liquid fuel.The most interesting advantage is that the bio-waste doesn’t need to remove the water. It can be directly charged into the reactor to proceed the reaction. It’s very suitable treating for the biomass and algae applies containing water. This research applies to convert waste bamboo chopsticks (WBC) into liquid fuel. Factors examined included temperature (310 and 340 ℃), solvent volume (0, 25, 50, 75, 85, 100% v/v) and catalyst type (homogenous and heterogenous). Properties of products of solid, liquid, gas, and bio-crude oil were analyzed. The results show that the conditions at 340 ℃ with 75 vol.% of isopropanol and 5 wt.% of potassium carbonate have the highest solid conversion (88.09%) and bio-crude oil yield (57.01%). Overall, the enhancing effect of using isopropanol is better than using ethanol. Additional addition of heterogenous catalyst and hydrogen does not offer clear enhancement. Thus, rather than adding hydrogen to the HTL system, a post hydrogenation of the bio-crude oil product of HTL to upgrade its quality may be more feasible. The simulated distillation of bio-crude oil was conducted and compare with those of serveral fuels. The carbon number of bio-crude oil is closed to that JetA-1 aviation fuel , while other properties are not. Further upgrading of bio-crude oil by proper methods, such as hydrogenation and simulated distillation, would be needed to its property of closed to that of JetA-1.The color, viscosity, property of bio-crude oil are closed to those of heavy oil and boat oil
Special issue: Process safety in times of a pandemic
No full textGreen Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Safety and Security Scienc
Selecting a Cutoff Point for a Developmental Screening Test Based on Overall Diagnostic Indices and Total Expected Utilities of Professional Preferences
No full text
Distributed human computation framework for linked data co-reference resolution
No full textDistributed Human Computation (DHC) is a technique used to solve computational problems by incorporating the collaborative effort of a large number of humans. It is also a solution to AI-complete problems such as natural language processing. The Semantic Web with its root in AI is envisioned to be a decentralised world-wide information space for sharing machine-readable data with minimal integration costs. There are many research problems in the Semantic Web that are considered as AI-complete problems. An example is co-reference resolution, which involves determining whether different URIs refer to the same entity. This is considered to be a significant hurdle to overcome in the realisation of large-scale Semantic Web applications. In this paper, we propose a framework for building a DHC system on top of the Linked Data Cloud to solve various computational problems. To demonstrate the concept, we are focusing on handling the co-reference resolution in the Semantic Web when integrating distributed datasets. The traditional way to solve this problem is to design machine-learning algorithms. However, they are often computationally expensive, error-prone and do not scale. We designed a DHC system named iamResearcher, which solves the scientific publication author identity co-reference problem when integrating distributed bibliographic datasets. In our system, we aggregated 6 million bibliographic data from various publication repositories. Users can sign up to the system to audit and align their own publications, thus solving the co-reference problem in a distributed manner. The aggregated results are published to the Linked Data Cloud
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