Search results for: Luc Pastur

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Pastur</title> <meta name="description" content="Search results for: Luc Pastur"> <meta name="keywords" content="Luc Pastur"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> <button class="d-block d-lg-none navbar-toggler ml-auto" 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id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="Luc Pastur"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 2</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: Luc Pastur</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">2</span> Characterization of the Near-Wake of an Ahmed Body Profile</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=St%C3%A9phanie%20Pellerin">St茅phanie Pellerin</a>, <a href="https://publications.waset.org/abstracts/search?q=B%C3%A9reng%C3%A9re%20Podvin"> B茅reng茅re Podvin</a>, <a href="https://publications.waset.org/abstracts/search?q=Luc%20Pastur"> Luc Pastur</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In aerovehicles context, the flow around an Ahmed body profile is simulated using the velocity-vorticity formulation of the Navier-Stokes equations, associated to a penalization method for solids and Large Eddy Simulation for turbulence. The study focuses both on the ground influence on the flow and on the dissymetry of the wake, observed for a ground clearance greater than 10% of the body height H. Unsteady and mean flows are presented and analyzed. POD study completes the analysis and gives information on the most energetic structures of the flow. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ahmed%20body" title="Ahmed body">Ahmed body</a>, <a href="https://publications.waset.org/abstracts/search?q=bi-stability" title=" bi-stability"> bi-stability</a>, <a href="https://publications.waset.org/abstracts/search?q=LES" title=" LES"> LES</a>, <a href="https://publications.waset.org/abstracts/search?q=near%20wake" title=" near wake"> near wake</a> </p> <a href="https://publications.waset.org/abstracts/42093/characterization-of-the-near-wake-of-an-ahmed-body-profile" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/42093.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">624</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1</span> Random Matrix Theory Analysis of Cross-Correlation in the Nigerian Stock Exchange</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Chimezie%20P.%20Nnanwa">Chimezie P. Nnanwa</a>, <a href="https://publications.waset.org/abstracts/search?q=Thomas%20C.%20Urama"> Thomas C. Urama</a>, <a href="https://publications.waset.org/abstracts/search?q=Patrick%20O.%20Ezepue"> Patrick O. Ezepue</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper we use Random Matrix Theory to analyze the eigen-structure of the empirical correlations of 82 stocks which are consistently traded in the Nigerian Stock Exchange (NSE) over a 4-year study period 3 August 2009 to 26 August 2013. We apply the Marchenko-Pastur distribution of eigenvalues of a purely random matrix to investigate the presence of investment-pertinent information contained in the empirical correlation matrix of the selected stocks. We use hypothesised standard normal distribution of eigenvector components from RMT to assess deviations of the empirical eigenvectors to this distribution for different eigenvalues. We also use the Inverse Participation Ratio to measure the deviation of eigenvectors of the empirical correlation matrix from RMT results. These preliminary results on the dynamics of asset price correlations in the NSE are important for improving risk-return trade-offs associated with Markowitz鈥檚 portfolio optimization in the stock exchange, which is pursued in future work. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=correlation%20matrix" title="correlation matrix">correlation matrix</a>, <a href="https://publications.waset.org/abstracts/search?q=eigenvalue%20and%20eigenvector" title=" eigenvalue and eigenvector"> eigenvalue and eigenvector</a>, <a href="https://publications.waset.org/abstracts/search?q=inverse%20participation%20ratio" title=" inverse participation ratio"> inverse participation ratio</a>, <a href="https://publications.waset.org/abstracts/search?q=portfolio%20optimization" title=" portfolio optimization"> portfolio optimization</a>, <a href="https://publications.waset.org/abstracts/search?q=random%20matrix%20theory" title=" random matrix theory"> random matrix theory</a> </p> <a href="https://publications.waset.org/abstracts/68007/random-matrix-theory-analysis-of-cross-correlation-in-the-nigerian-stock-exchange" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/68007.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">344</span> </span> </div> </div> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/WASET-16th-foundational-anniversary.pdf">WASET celebrates its 16th foundational 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Search results for: Luc Pastur