دانلود 6 مقاله ASABE و 4 مقاله از sciencedirect در مورد پس از برداشت محصولات کشاورزی

عناوین مقالات به شرح زیر است:

A multimodal quality inspection system based on 3D, hyperspectral, and X-ray imaging for onions

A NEW BIOYIELD TESTER FOR MEASURING APPLE FRUIT FIRMNESS

A spectra detecting device for single small-size fruit grading based on soluble solids contents

ANALYSIS OF HYPERSPECTRAL SCATTERING IMAGES USING A MOMENT METHOD FOR APPLE FIRMNESS PREDICTION

Nondestructive Determination of SSC and pH of Pear Using Vis-NIR Spectroscopy

Understanding the Dynamics of Hand Picking Patterns of Fresh Market Apples

Quality and Safety Inspection of Food and Agricultural Products by LabVIEW IMAQ Vision

Principles, developments and applications of computer vision for

external quality inspection of fruits and vegetables: A review

Addressing potential sources of variation in several non-destructive techniques for measuring firmness in apples

Firmness prediction of the apple using capacitance measurement

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دانلود مقاله لاتین 2012 با عنوان حباب اهرمی

a b s t r a c t

Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a financial instrument where a security is sold simultaneously with an agreement to buy it back at a later date. Repurchase agreement (repo) market size is a very important element in calculating the overall leverage in a financial market. Therefore, studying the behavior of repo market size can help to understand a process that can contribute to the birth of a financial crisis. We hypothesize that herding behavior among large investors led to massive over-leveraging through the use of repos, resulting in a bubble (built up over the previous years) and subsequent crash in this market in early 2008. We use the Johansen–Ledoit–Sornette (JLS) model of rational expectation bubbles and behavioral finance to study the dynamics of the repo market that led to the crash. The JLS model qualifies a bubble by the presence of characteristic patterns in the price dynamics, called log-periodic power law (LPPL) behavior. We show that there was significant LPPL behavior in the market before that crash and that the predicted range of times predicted by the model for the end of the bubble is consistent with the observations.

Keywords:

Financial crisis

Repos

Market liquidity

Leverage

Log-periodic power law

Critical phenomena