Search results for: Zoe Daniil
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3

Search results for: Zoe Daniil

3 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

Procedia PDF Downloads 161
2 Applications for Additive Manufacturing Technology for Reducing the Weight of Body Parts of Gas Turbine Engines

Authors: Liubov Magerramova, Mikhail Petrov, Vladimir Isakov, Liana Shcherbinina, Suren Gukasyan, Daniil Povalyukhin, Olga Klimova-Korsmik, Darya Volosevich

Abstract:

Aircraft engines are developing along the path of increasing resource, strength, reliability, and safety. The building of gas turbine engine body parts is a complex design and technological task. Particularly complex in the design and manufacturing are the casings of the input stages of helicopter gearboxes and central drives of aircraft engines. Traditional technologies, such as precision casting or isothermal forging, are characterized by significant limitations in parts production. For parts like housing, additive technologies guarantee spatial freedom and limitless or flexible design. This article presents the results of computational and experimental studies. These investigations justify the applicability of additive technologies (AT) to reduce the weight of aircraft housing gearbox parts by up to 32%. This is possible due to geometrical optimization compared to the classical, less flexible manufacturing methods and as-casted aircraft parts with over-insured values of safety factors. Using an example of the body of the input stage of an aircraft gearbox, visualization of the layer-by-layer manufacturing of a part based on thermal deformation was demonstrated.

Keywords: additive technologies, gas turbine engines, topological optimization, synthesis process

Procedia PDF Downloads 80
1 Shape Evolution of CdSe Quantum Dots during the Synthesis in the Presence of Silver Halides

Authors: Pavel Kotin, Sergey Dotofeev, Daniil Kozlov, Alexey Garshev

Abstract:

We propose the investigation of CdSe quantum dots which were synthesized in the presence of silver halides. To understand a process of nanoparticle formation in more detail, we varied the silver halide amount in the synthesis and proposed a sampling during colloidal growth. The attempts were focused on the investigation of shape, structure and optical properties of nanoparticles. We used the colloidal method of synthesis. Cadmium oleate, tri-n-octylphosphine selenide (TOPSe) and AgHal in TOP were precursors of cadmium, selenium and silver halides correspondingly. The molar Ag/Cd ratio in synthesis was varied from 1/16 to 1/1. The sampling was basically realized in 20 sec, 5 min, and 30 min after the beginning of quantum dots nucleation. To investigate nanoparticles we used transmission electron microscopy (including high resolution one), X-ray diffraction, and optical spectroscopy. It was established that silver halides lead to obtaining tetrapods with different leg length and large ellipsoidal nanoparticles possessing an intensive near IR photoluminescence. The change of the amount of silver halide in synthesis and the selection of an optimal growth time allows controlling the shape and the share of tetrapods or ellipsoidal nanoparticles in the product. Our main attempts were focused on a detailed investigation of the quantum dots structure and shape evolution and, finally, on mechanisms of such nanoparticle formation.

Keywords: colloidal quantum dots, shape evolution, silver doping, tetrapods

Procedia PDF Downloads 261