Search
Now showing items 1-10 of 10
Lawless Privatization?
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006)
This paper provides an historical analysis of the four privatization stages of the Russian economy covering the period 1986-2005 with particular attention to the initial period of private capital formation. We use data ...
Endogenous Market Turbulence
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006-04)
In this paper I study a nonlinear feedback trading model which can generate stable, unstable, turbulent or chaotic asset returns depending on market conditions. The dynamics are driven by the stochastic price impact of net ...
Global Rebalancing: US Protection versus Europe-led reflation
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006)
Endogenous contagion – a panel data analysis
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006)
This paper proposes a panel data model to analyze contagion in a multivariate framework. The model distinguishes between vulnerability and contagion, and provides a time series of contagion. The most important feature of ...
Can Feedback Traders Rock the Markets? A Logistic Tale of Persistence and Chaos
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006-03)
This paper introduces a nonlinear feedback trading model at high frequency. All price adjustment is endogenous, driven by asset return and volatility in the previous trading period. There is no stochastic uncertainty or ...
Formulation of continuous/discontinuous Galerkin methods for strain gradient-dependent damage
(Strength Fracture and ComplexityStrength Fracture and Complexity, 2006)
Continuum damage models are widely used to represent the development of microscopic defects that coalesce into a macroscopic crack. The microscopic defects cause a progressive weakening or softening of the material (damage). ...
Automated modelling of viscoelastic flow using FEniCS
(XVI Convegno Italiano di Meccanica ComputazionaleXVI Convegno Italiano di Meccanica Computazionale, 2006)
Using high-level abstractions, it is possible to efficiently automate the development of finite element models. This has advantages in terms of rapid development, a dramatic reduction in programming errors and offers the ...
A study of discontinuous Galerkin methods for thin bending problems
(Computational Mechanics: Solids Structures and Coupled ProblemsComputational Mechanics: Solids Structures and Coupled Problems, 2006)
Various continuous/discontinuous Galerkin formulations are examined for the analysis of thin plates. These methods rely on weak imposition of continuity of the normal slope across element boundaries. We draw here upon ...
A sensor for combustion thermometry based on blue diode lasers.
(University of CambridgeMagdalene College, 2006-05-23)
Spatially-resolved measurements of flame temperature have been demonstrated with diode lasers for the first time. The technique is based on the use of blue diode lasers to perform laser-induced fluorescence on indium atoms ...
Behaviour of GFRP adhesive pipe joints subjected to pressure and axial loadings
(ElsevierComposites Part A: Applied Science and Manufacturing, 2006)
The corrosion resistance of glass-fibre reinforced polymers (GFRPs) is a key advantage in pipeline applications. Adhesive bonded joints are often used in tensile resistant GFRP pipe systems and the behaviour of small-diameter ...