Obvladovanje tveganj pri »peer to peer« posojilihAndrej Blagotinšek
, 2017, magistrsko delo
Opis: Nove digitalne tehnologije botrujejo procesu preoblikovanja obstoječih vrednostih verig finančnih produktov oz. storitev. »P2P« posojila so nov in inovativen način tako investiranja presežkov finančnih sredstev kot tudi prejemanja finančnega kapitala. Število tovrstnih posojil konstantno raste, vendar posojilodajalci niso profesionalni investitorji. Posojilodajalci prevzemajo veliko tveganje, saj so »P2P« posojila izdana brez zavarovanja. V ta namen »P2P« platforme izdajajo historične podatke o posojilojemalcih.
V delu se osredotočamo na identifikacijo tveganj, ki so prisotna pri tovrstnem investiranju in na napovedovanje možnosti neplačil posojil. Empirična študija analizira podatke pridobljene iz platforme Bondora (N=1823) od leta 2009 do 2015. Opravili smo statistično analizo spremenljivk. Razvili smo Logit model za napovedovanje neplačil. Kakovost modela smo preverjali z ROC krivuljo, optimizacijo modela pa na osnovi uravnoteženja klasifikacijske natančnosti, kjer smo dololčili optimalno presečno vrednost. Rezultati so pokazali, da kreditni model za napovedovanje neplačil zmanjšuje verjetnost finančne izgube pri »P2P« investiranju.
Ključne besede: kreditno tveganje, verjetnost neplačila, »P2P« posojila, LOGIT model, obvladovanje tveganj, C25 Discrete Regression and Qualitative Choice Models, G21 Banks, G17, Financial Forecasting and Simulation
Objavljeno: 27.10.2017; Ogledov: 1425; Prenosov: 265
Celotno besedilo (1,56 MB)
Validation of agent-based approach for simulating the conversion to organic farmingČrtomir Rozman
, Andrej Škraba
, Karmen Pažek
, Davorin Kofjač
, 2017, izvirni znanstveni članek
Opis: Background and Purpose: The purpose of this study is to describe the principles of the development of parallel system-dynamics and agent-based models of organic farming for the case of Slovenia. The advantage of agent-based modeling is demonstrated by including geospatial information as an agent attribute. The models were compared by the validation, confirming the appropriate level of similarity.
Design/Methodology/Approach: Both system-dynamics and agent-based modeling approaches were applied. Statistical methods were used in the validation.
Results: The results of the validation confirm the appropriateness of the proposed agent-based model. Introducing additional attributes into the agent-based model provides an important advantage over the system-dynamics model, which serves as the paradigmatic example.
Conclusion: A thorough validation and comparison of the results of the system-dynamics and agent-based models indicates the proper approach to combining the methodologies. This approach is promising, because it enables the modeling of the entire agricultural sector, taking each particular farm into account.
Ključne besede: agent-based models, organic farming, system dynamics, validation, multimethod simulation
Objavljeno: 01.09.2017; Ogledov: 942; Prenosov: 327
Celotno besedilo (798,59 KB)
Gradivo ima več datotek! Več...
Multi-criteria assessment of vegetable production business alternativesSilvo Pozderec
, Martina Bavec
, Črtomir Rozman
, Jožef Vinčec
, Karmen Pažek
, 2015, izvirni znanstveni članek
Opis: Purpose: Organic and integrated production of vegetables are the two most common production systems in Slovenia. The study analyzed two production systems with different cultures as alternatives with purpose to find the most appropriate variants.
Design/Methodology/Approach: The study based on the development and integration of developed specific technological- economic simulation models for the production of vegetables (salad, growing peppers, salad cucumbers, pickling cucumbers, round and cherry tomato) in greenhouse and multi-criteria decision analysis. The methodology of the study based on the DEX methodology and the analytical hierarchy process (AHP) of organic (ECO) and integrated production (IP) in greenhouse.
Results: The evaluation results show that both cultivation methods of commercially attractive vegetables in greenhouse are variable. In the case of integrated production, the assessment of multi-criteria decision analysis EC and DEXi showed that salad (Donertie F1) proved to be the best possible alternative. In the case of organic production, the multi-criteria analysis assessment of pickling cucumbers (Harmony F1) is the best possible business alternative.
Conclusion: For the further production planning process by decision maker is the ranking with Expert Choice (EC) more useful and precise, while the DEX evaluations are more descriptive.
Ključne besede: simulation models, multi-criteria analysis, vegetable, greenhouses
Objavljeno: 04.04.2017; Ogledov: 829; Prenosov: 285
Celotno besedilo (709,15 KB)
Gradivo ima več datotek! Več...
A theoretical and numerical study of an additional viscosity term in a modified elasto-plastic friction model for wet friction clutch simulationsTomaž Petrun
, Jože Flašker
, Marko Kegl
, 2013, izvirni znanstveni članek
Opis: This paper deals with a theoretical and numerical study of various viscosity terms in the modified elasto-plastic friction model and its influence on the resulting friction force-torque, transmitted through the contact of the friction clutch. Various simple viscous definitions for fluids considering shear rate dependent viscosity were investigated. As a basis for the research the Carreau fluid model was chosen, since it can describe Newtonian, dilatant and pseudo plastic fluids. Besides of theoretical investigations, numerical simulations at realistic friction clutch operation conditions were carried out. The results were compared to the results of a validation case for a dry friction clutch simulation with the modified elasto-plastic friction model. This research showed significant differences between various viscosity definitions and revealed the drawbacks of such a simplified approach. In addition to viscosity, a possibility to calculate the generated heat due to friction and its influence on the contact temperatures is discussed briefly. The basic theory and equations are given along with the directions for future work. The requirements for an accurate temperature calculation in the friction contact are outlined.
Ključne besede: friction model, friction clutch simulation, simple viscosity models, Carreau fluid
Objavljeno: 21.12.2015; Ogledov: 714; Prenosov: 59
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The use of micro-simulation in determining the capacity of a roundabout with a multi-channel pedestrian flowTomaž Tollazzi
, Tone Lerher
, Matjaž Šraml
, 2008, izvirni znanstveni članek
Opis: The main purpose of this paper is to analyse the influence of the multi-channel pedestrian flow on the capacity of the one-lane roundabout, using discrete simulation methods. The proposed model is based on the theory of the expected time void between the units of pedestrian traffic flow, which have the priority when crossing the arm of the roundabout. The proposed model represents an upgrade of the previous research in the field of modelling traffic flows in the one-lane roundabout. While the previous model of the pedestrian crossing is handled as the single-channel system in which the pedestrians arrive randomly from one side of the pedestrian crossing only, the proposed model deals with the multi-channel system in which the pedestrians arrive randomly from both sides of the pedestrian crossing. In thi sway the mathematical model can better illustrate the real conditions. The previous model considers only the disturbances of entry traffic flow of motorised vehicles caused by the pedestrian flow crossing the roundabout arm. The proposed model considers the disturbances caused by the circular traffic flow of motorised vehicles as well. A simulation analysis has been conducted on the roundabout at Koroška Street in Maribor, in which the counting of the motorised traffic flow and the pedestrian flow has been performed in the morning peek hour. The results of the analysis have indicated a high reserve of the capacity for pedestrians who arrive from the left and right sides of the roundabout with regard to motorised vehicles in the analysed arm of the roundabout. The real reserve of the capacity would otherwise be smaller in case of enlargement of the motorised vehicle flow in the future. Nevertheless it would be high enough for an undisturbed traffic flow of motorised vehicles through the roundabout to be possible. The presented methodology represents a practicable and adaptable tool for planning the roundabout capacity in practice and for the sensitivity analysis of individual variables on the throughput capacity of the roundabout.
Ključne besede: roundabout, pedestrian flow, traffic flow modeling, simulation models
Objavljeno: 31.05.2012; Ogledov: 1520; Prenosov: 37
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Using neural networks in the process of calibrating the microsimulation models in the analysis and design of roundabouts in urban areasIrena Ištoka Otković
, 2011, doktorska disertacija
Opis: The thesis researches the application of neural networks in computer program calibration of traffic micro-simulation models. The calibration process is designed on the basis of the VISSIM micro-simulation model of local urban roundabouts.
From the five analyzed methods of computer program calibration, Methods I, II and V were selected for a more detailed research. The three chosen calibration methods varied the number of outgoing traffic indicators predicted by neural networks and a number of neural networks in the computer program calibration procedure. Within the calibration program, the task of neural networks was to predict the output of VISSIM simulations for selected functional traffic parameters - traveling time between the measurement points and queue parameters (maximum queue and number of stopping at the roundabout entrance). The Databases for neural network training consisted of 1379 combinations of input parameters whereas the number of output indicators of VISSIM simulations was varied. The neural networks (176 of them) were trained and compared for the calibration process according to training and generalization criteria. The best neural network for each calibration method was chosen by using the two-phase validation of neural networks.
The Method I is the calibration method based on calibration of a traffic indicator -traveling time and it enables validation related to the second observed indicator – queue parameters. Methods II and V connect the previously described calibration and validation procedures in one calibration process which calibrates input parameters according to two traffic indicators.
Validation of the analyzed calibration methods was performed on three new sets of measured data - two sets at the same roundabout and one set on another location. The best results in validation of computer program calibration were achieved by the Method I which is the recommended method for computer program calibration.
The modeling results of selected traffic parameters obtained by calibrated VISSIM traffic model were compared with: values obtained by measurements in the field, the existing analysis methods of operational roundabouts characteristics (Lausanne method, Kimber-Hollis, HCM) and modeling by the uncalibrated VISSIM model. The calibrated model shows good correspondence with measured values in real traffic conditions. The efficiency of the calibration process was confirmed by comparing the measured and modeled values of delays, of an independent traffic indicator that was not used in the process of calibration and validation of traffic micro-simulation models.
There is also an example of using the calibrated model in the impact analysis of pedestrian flows on conflicting input and output flows of vehicles in the roundabout. Different traffic scenarios were analyzed in the real and anticipated traffic conditions.
Ključne besede: traffic models, traffic micro-simulation, calibration of the VISSIM model, computer program calibration method, neural networks in the calibration process, micro-simulation of roundabouts, traffic modeling parameters, driving time, queue parameters, delay
Objavljeno: 02.06.2011; Ogledov: 4054; Prenosov: 298
Celotno besedilo (13,21 MB)