scholarly journals Price Risk Measurement of China’s Soybean Futures Market Based on the VAR-GJR-GARCH Model

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Chuan-hui Wang ◽  
Li-ping Wang ◽  
Wei-feng Gong ◽  
Hai-xia Zhang ◽  
Xia Liu
Keyword(s):  
Failure Rate ◽  
Futures Market ◽  
Conditional Variance ◽  
Risk Measurement ◽  
Test Method ◽  
Test Model ◽  
Confidence Levels ◽  
Measurement Models ◽  
Volatility Model ◽  
Rate Test

As one of the main forces in the futures market, agricultural product futures occupy an important position in China’s market. As China’s futures market started late and its maturity was low, there are many risks. This study focuses on the Dalian soybean futures market. Dynamic risk measurement models were established to empirically analyze risk measurement problems under different confidence levels. Then, the conditional variance calculated by the volatility model was introduced into the value-at-risk model, and the accuracy of the risk measurement was tested using the failure rate test model. The empirical results show that the risk values calculated by the established models at the 99% and 95% confidence levels are more valuable through the failure rate test, and the risk of China’s soybean futures market can be measured more accurately. The characteristics of “peak thick tail” and “leverage effect” are added to the combination model to calculate the conditional variance more accurately. The failure rate test method is used to test the model, which enriches the research problem of risk measurement.

scholarly journals Rock Stress Measurements for Unlined Pressure Tunnels: A True Triaxial Laboratory Experiment to Investigate the Ability of a Simplified Hydraulic Jacking Test to Assess Fracture Normal Stress

2021 ◽  
Author(s):  
Henki Ødegaard ◽  
Bjørn Nilsen
Keyword(s):  
Normal Stress ◽  
Test Method ◽  
Sudden Increase ◽  
Normal Stresses ◽  
True Triaxial ◽  
Step Rate ◽  
Stress Measurements ◽  
Fracture Closure ◽  
Rate Test ◽  
Hydraulic Jacking

AbstractTo avoid hydraulic failure of unlined pressure tunnels, knowledge of minimum principal stress is needed. Such knowledge is only obtainable from in situ measurements, which are often time-consuming and relatively costly, effectively limiting the number of measurements typically performed. In an effort to enable more stress measurements, the authors propose a simplified and cost-effective stress measuring method; the Rapid Step-Rate Test (RSRT), which is based on existing hydraulic testing methods. To investigate the ability of this test to measure fracture normal stresses in field-like conditions, a true triaxial laboratory test rig has been developed. Hydraulic jacking experiments performed on four granite specimens, each containing a fracture, have been performed. Interpretation of pressure-, flow- and acoustic emission (AE) data has been used to interpret fracture behaviour and to assess fracture normal stresses. Our experimental data suggest that the proposed test method, to a satisfactory degree of reliability, can measure the magnitude of fracture normal stress. In addition, a clear correlation has been found between fracture closure and sudden increase in AE rate, suggesting that AE monitoring during testing can serve as a useful addition to the test. The rapid step-rate test is also considered relevant for field-scale measurements, with only minor adaptions. Our findings suggest that the RSRT can represent a way to get closer to the ideal of performing more testing along the entire length of pressure tunnel, and not only at key locations, which requires interpolation of stress data with varying degree of validity.

Simulation of the Pressure-Bearing Capacity Test Model in Architectural Decoration Design

2014 ◽  
Vol 716-717 ◽  
pp. 391-394
Author(s):  
Li Mei Guo ◽  
Ai Min Xiao
Keyword(s):  
Genetic Algorithm ◽  
Bearing Capacity ◽  
Test Method ◽  
Test Model ◽  
Improved Genetic Algorithm ◽  
Good Convergence ◽  
Mutation Operators ◽  
Process Pressure ◽  
Calculation Process ◽  
Crossover And Mutation

in architectural decoration process, pressure-bearing capacity test is the foundation of design, and is very important. To this end, a pressure-bearing capacity test method in architectural decoration design is proposed based on improved genetic algorithm. The selection, crossover and mutation operators in genetic algorithm are improved respectively. Using its fast convergence characteristics eliminate the pressure movement in the calculation process. The abnormal area of pressure-bearing existed in buildings which can ensure to be tested is added, to obtain accurate distribution information of the abnormal area of pressure-bearing. Simulation results show that the improved genetic algorithm has good convergence, can accurately test the pressure-bearing capacity in architectural decoration.

Evaluation of VDMOS Storage Failure Rate Based on Accelerated Factor

2011 ◽  
Vol 317-319 ◽  
pp. 1149-1152
Author(s):  
Ning Wan ◽  
Chun Sheng Guo ◽  
Shi Wei Feng ◽  
Guang Chen Zhang ◽  
Zhou Zhou
Keyword(s):  
Failure Rate ◽  
Storage Time ◽  
Working Hours ◽  
Test Time ◽  
Rate Test ◽  
Method Of Evaluation ◽  
Short Time

The method of evaluation of VDMOS storage failure rate is presented and explained in this paper. To obtain a large number of devices working hours in a short time, the accelerated factor k is brought into the failure rate test, from which the test time can be reduced to 1/k. In this paper, the failure rate test of VDMOS is carried out at 270 °C about 1500 hours with the accelerator factor k=21.73079. The storage lifetime of VDMOS was calculated over 10 years. The key parameters have been measured and reliability of VDMOS in ten years storage time has been evaluated.

scholarly journals How Does Experimental Design Modify the Result of Daphnia magna Heartbeat Rate Test? ─ Analyses of Factors Affecting the Sensitivity of the Test System

2017 ◽  
Vol 62 (3) ◽  
pp. 257-264
Author(s):  
Ildikó Fekete-Kertész ◽  
Tamás Stirling ◽  
Orsolya Ullmann ◽  
Éva Farkas ◽  
Csaba Kirchkeszner ◽  
...  
Keyword(s):  
Experimental Design ◽  
Daphnia Magna ◽  
Exposure Time ◽  
Tap Water ◽  
Harmful Effect ◽  
Test System ◽  
Test Method ◽  
Test Medium ◽  
Heartbeat Rate ◽  
Rate Test

Development of an unconventional test method involves usually the comparison of biological responses under a variety of test conditions. The quality of these biological methods relies on an appropriate experimental design. The Daphnia magna heartbeat rate as a physiological endpoint for assessing aquatic pollution has been of minor interest so far; nonetheless, this could be an early and sensitive indicator of the harmful effect of micropollutants. Our aim was to set up the optimal experimental design of the heartbeat rate test. The studied factors were the composition of the test medium, the age of the test organism, and the exposure time, at triclosan concentrations between 0.2–2000 μg/L. According to the evaluation of test results the optimal test condition for the heartbeat rate test assumes tap water as test medium, 10-day-old test organisms and 48 h exposure time.

Determination of Stress Corrosion Cracking Resistance of Al-Cu-Mg Alloys by Slow Strain Rate and Alternate Immersion Testing

CORROSION ◽  
1981 ◽  
Vol 37 (2) ◽  
pp. 98-103 ◽  
Author(s):  
Shantanu Maitra
Keyword(s):  
Strain Rate ◽  
Stress Corrosion ◽  
Stress Corrosion Cracking ◽  
Corrosion Cracking ◽  
Slow Strain Rate ◽  
Test Method ◽  
Slow Strain Rate Test ◽  
Test Results ◽  
Alloy Plate ◽  
Rate Test

Abstract Increased artificial aging from the T351 temper to T851 temper is known to increase resistance to stress corrosion cracking (SCO for Al-Cu-Mg alloy 2124. A series of incrementally aged 2124 alloy plate was tested for resistance to SCC by the slow strain rate technique and by the conventional alternate immersion test method. It is shown that slow strain rate test results are in agreement with the conventional test results. Using fracture energy and other loss in ductility parameters to denote resistance to SCC, it has been shown that this technique can be used as a more accurate SCC test. SEM examinations of fracture surfaces confirm the SCC indices obtained by the slow strain rate test.

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