Una aproximación a la predicción del valor de acciones en la bolsa de valores aplicando técnicas de Data Mining

La predicción del valor de las acciones en la bolsa de valores ha sido un tema importante en el campo de inversiones, que por varios años ha atraído tanto a académicos como a inversionistas. Esto supone que la información disponible en el pasado de la compañía que cotiza en bolsa tiene alguna implicación en el futuro del valor de la misma. Este trabajo está enfocado en ayudar a un persona u organismo que decida invertir en la bolsa de valores a través de gestión de compra o venta de acciones de una compañía a tomar decisiones respecto al tiempo de comprar o vender basado en el conocimiento obtenido de los valores históricos de las acciones de una compañía en la bolsa de valores. Esta decisión será inferida a partir de un modelo de regresión múltiple que es una de las técnicas de datamining. Para llevar conseguir esto se emplea una metodología conocida como CRISP-DM aplicada a los datos históricos de la compañía con mayor valor actual del NASDAQ.---ABSTRACT---The prediction of the value of shares in the stock market has been a major issue in the field of investments, which for several years has attracted both academics and investors. This means that the information available in the company last traded have any involvement in the future of the value of it. This work is focused on helping an investor decides to invest in the stock market through management buy or sell shares of a company to make decisions with respect to time to buy or sell based on the knowledge gained from the historic values of the shares of a company in the stock market. This decision will be inferred from a multiple regression model which is one of the techniques of data mining. To get this out a methodology known as CRISP-DM applied to historical data of the company with the highest current value of NASDAQ is used.

Analysing the complexity of the model-based decision making processes within the industrial management context

PURPOSE The decision-making process plays a key role in organizations. Every decision-making process produces a final choice that may or may not prompt action. Recurrently, decision makers find themselves in the dichotomous question of following a traditional sequence decision-making process where the output of a decision is used as the input of the next stage of the decision, or following a joint decision-making approach where several decisions are taken simultaneously. The implication of the decision-making process will impact different players of the organization. The choice of the decision- making approach becomes difficult to find, even with the current literature and practitioners’ knowledge. The pursuit of better ways for making decisions has been a common goal for academics and practitioners. Management scientists use different techniques and approaches to improve different types of decisions. The purpose of this decision is to use the available resources as well as possible (data and techniques) to achieve the objectives of the organization. The developing and applying of models and concepts may be helpful to solve managerial problems faced every day in different companies. As a result of this research different decision models are presented to contribute to the body of knowledge of management science. The first models are focused on the manufacturing industry and the second part of the models on the health care industry. Despite these models being case specific, they serve the purpose of exemplifying that different approaches to the problems and could provide interesting results. Unfortunately, there is no universal recipe that could be applied to all the problems. Furthermore, the same model could deliver good results with certain data and bad results for other data. A framework to analyse the data before selecting the model to be used is presented and tested in the models developed to exemplify the ideas. METHODOLOGY As the first step of the research a systematic literature review on the joint decision is presented, as are the different opinions and suggestions of different scholars. For the next stage of the thesis, the decision-making process of more than 50 companies was analysed in companies from different sectors in the production planning area at the Job Shop level. The data was obtained using surveys and face-to-face interviews. The following part of the research into the decision-making process was held in two application fields that are highly relevant for our society; manufacturing and health care. The first step was to study the interactions and develop a mathematical model for the replenishment of the car assembly where the problem of “Vehicle routing problem and Inventory” were combined. The next step was to add the scheduling or car production (car sequencing) decision and use some metaheuristics such as ant colony and genetic algorithms to measure if the behaviour is kept up with different case size problems. A similar approach is presented in a production of semiconductors and aviation parts, where a hoist has to change from one station to another to deal with the work, and a jobs schedule has to be done. However, for this problem simulation was used for experimentation. In parallel, the scheduling of operating rooms was studied. Surgeries were allocated to surgeons and the scheduling of operating rooms was analysed. The first part of the research was done in a Teaching hospital, and for the second part the interaction of uncertainty was added. Once the previous problem had been analysed a general framework to characterize the instance was built. In the final chapter a general conclusion is presented. FINDINGS AND PRACTICAL IMPLICATIONS The first part of the contributions is an update of the decision-making literature review. Also an analysis of the possible savings resulting from a change in the decision process is made. Then, the results of the survey, which present a lack of consistency between what the managers believe and the reality of the integration of their decisions. In the next stage of the thesis, a contribution to the body of knowledge of the operation research, with the joint solution of the replenishment, sequencing and inventory problem in the assembly line is made, together with a parallel work with the operating rooms scheduling where different solutions approaches are presented. In addition to the contribution of the solving methods, with the use of different techniques, the main contribution is the framework that is proposed to pre-evaluate the problem before thinking of the techniques to solve it. However, there is no straightforward answer as to whether it is better to have joint or sequential solutions. Following the proposed framework with the evaluation of factors such as the flexibility of the answer, the number of actors, and the tightness of the data, give us important hints as to the most suitable direction to take to tackle the problem. RESEARCH LIMITATIONS AND AVENUES FOR FUTURE RESEARCH In the first part of the work it was really complicated to calculate the possible savings of different projects, since in many papers these quantities are not reported or the impact is based on non-quantifiable benefits. The other issue is the confidentiality of many projects where the data cannot be presented. For the car assembly line problem more computational power would allow us to solve bigger instances. For the operation research problem there was a lack of historical data to perform a parallel analysis in the teaching hospital. In order to keep testing the decision framework it is necessary to keep applying more case studies in order to generalize the results and make them more evident and less ambiguous. The health care field offers great opportunities since despite the recent awareness of the need to improve the decision-making process there are many opportunities to improve. Another big difference with the automotive industry is that the last improvements are not spread among all the actors. Therefore, in the future this research will focus more on the collaboration between academia and the health care sector.

Artefactos energéticos : de Fuller a Piñero (1961-1972) = Energetic artefacts : from Fuller to Piñero (1961-1972)

La obra de Emilio Pérez Piñero que se desarrolla entre los años 1961 y 1972 año en el que muere en un accidente de tráfico volviendo de Figueras, se centra principalmente en artefactos desplegables y desmontables, ejecutando prototipos que en el presente trabajo se han dividido en dos grupos; la cúpula reticular y la infraestructura. No pudo por tanto acudir al Congreso de 1972 de la UIA a recoger el premio Auguste Perret a la innovación tecnológica, que en años anteriores habían recibido Félix Candela, Jean Prouvé, Hans Scharoun o Frei Otto, y que en aquella ocasión tuvo que recoger su viuda. Parámetros como el de la movilidad, indeterminación, intercambiabilidad, obsolescencia y otros que se analizan en el presente trabajo, aparecen a lo largo de toda su obra ya que muchos de sus artefactos están ubicados en no-lugares y tienen un carácter itinerante y por tanto se hace indispensable su rápido montaje y desmontaje, que unas veces se resuelve mediante la desmontabilidad y otras con la plegabilidad de éstos. Aunque pueda parecer Piñero una figura autárquica, lo cierto es que durante la década donde concentra su trabajo se produce una explosión en torno a al arquetipo que será denominado de forma genérica `artefacto´, ligado conceptualmente a los parámetros que aquí se definen. Entendemos artefacto como objeto material realizado por una o varias personas para cumplir una función, es sinónimo de máquina y aparato y deriva de las palabras latinas ars o artis (técnica) y facto (hecho), para designar a los objetos cuya fabricación requiere alguna destreza. El término latino `ars´ engloba a las técnicas y a las artes, lo que no ocurre con el término castellano arte que deriva de él. Los movimientos utópicos que comparte la década con Piñero, utilizan el arquetipo infraestructural, ligero y high tech, para a través de una arquitectura más ligada a la ciencia ficción, realizar una crítica al Movimiento Moderno institucionalizado, todos ellos comparten cierta obsesión por la movilidad, ligada ésta a la idea de espacio flexible, dinámico, nómada. Este concepto de neo-nomadismo, que representa un habitar dinámico, aglutina las nuevas formas de vivir donde la movilidad social y geográfica son habituales. El nomadismo, por otra parte se entiende como sinónimo de democracia y libertad. La arquitectura pasa de ser pesada, estática, permanente a ser un elemento dinámico en continuo movimiento. A veces con connotaciones biológicas se asimilan los artefactos a organismos vivos y les confieren dichas propiedades de crecimiento y autonomía energética, acumulándose en torno a megaestructuras, donde quedan `enchufados´. En este intento de dotar movilidad a lo inmueble, se buscan estructuras vivas y modificables que crecen en una asimilación de las leyes naturales utilizando los parámetros de metamorfosis, simbiosis y cambio. Estos movimientos de vanguardia tienen también ciertas connotaciones políticas y sociales basadas en la libertad y la movilidad y reniegan del consumismo institucionalizado, de la arquitectura como instrumento de consumo, como objeto de usar en la cultura de masas. El carácter político de la autogestión, de la customización como parámetro proyectual, de la autosuficiencia energética, que anticipa la llegada de la crisis energética del año 1973. Objeto de este trabajo será relacionar los conceptos que aparecen fuertemente en el entorno de la década de los años sesenta del siglo XX, en el trabajo de Emilio Pérez Piñero. Parámetros encontrados como conceptos en los grupos de vanguardia y utopía a su vez fuertemente influenciados por las figuras del ingeniero Richard Buckminster Fuller y del arquitecto Konrad Wachsmann. Se analizará que posible influencia tiene la obra de Fuller, principalmente el prototipo denominado cúpula reticular, en la obra de Pérez Piñero y sus coetáneos analizando sus pensamientos teóricos en torno a parámetros como la energía, principalmente en las teorías relativas a Synergetics. El término inventado por Richard B. Fuller es una contracción de otro más largo que en inglés agrupa tres palabras; synergetic-energetic geometry. La definición de sinergia es la cooperación, es decir es el resultado de la acción conjunta de dos o más causas, pero con un efecto superior a la suma de estas causas. El segundo término, energetics geometry, que traducido sería geometría energética hace referencia en primer lugar a la geometría; ya que desarrolla el sistema de referencia que utiliza la naturaleza para construir sus sistemas y en segundo lugar a la energía; ya que además debe ser el sistema que establezca las relaciones más económicas utilizando el mínimo de energía. Por otro lado se analiza la repercusión del prototipo denominado Infraestructura, término acuñado por Yona Friedman y basado estructuralmente y conceptualmente en los desarrollos sobre grandes estructuras de Konrad Wachsmann. El arquitecto alemán divulga su conocimiento en seminarios impartidos por todo el mundo como el que imparte en Tokio y se denomina Wachsmann´s Seminar donde participan algunos de los componentes del grupo Metabolista que sorprenderán al mundo con sus realizaciones en la exposición de Osaka de 1970. El intervalo temporal entre 1961 hasta 1972 hace referencia a la horquilla donde Pérez Piñero realiza su obra arquitectónica, que comienza en 1961 cuando gana el concurso convocado en Londres por la UIA (Unión Internacional de Arquitectos) con el proyecto conocido como Teatro Ambulante, hasta 1972 que es cuando fallece volviendo de Figueras donde está realizando dos encargos de Salvador Dalí; la cubrición del escenario del futuro Teatro-Museo Salvador Dalí y la Vidriera Hipercúbica que debía cerrar la boca de tal escenario. Bajo el título de `Artefactos energéticos. De Fuller a Piñero (1961-1972)´, se presenta esta Tesis doctoral, que tiene la intención de vincular la obra de Emilio Pérez Piñero con la de las neo vanguardias producidas por una serie de arquitectos que operan en el ámbito internacional. Estas vinculaciones se producen de una forma general, donde a través de una serie de estrategias según la metodología que posteriormente se describe se buscan relaciones de la obra del autor español con algunos de los movimientos más significativos que aparecen en dicha década y de manera específica estableciendo relaciones con las obras y pensamientos de los autores que pertenecen a estos movimientos y donde estas relaciones se hacen más evidentes. El objeto del presente trabajo es analizar y explicar la obra del arquitecto Emilio Pérez Piñero, que espacialmente se localiza en el territorio español, desde el punto de vista de estos movimientos para posteriormente poder determinar si existen puntos en común y si el arquitecto español no solo comparte la década temporalmente sino también conceptualmente y por tanto utiliza el ideario que utilizan sus coetáneos que forman parte de las neovanguardias de los años sesenta de siglo XX. ABSTRACT ABSTRACT The Work of Emilio Perez Piñero was developed between the years 1961 and 1972 when he died in a car accident coming back from Figueres, where he was building a geodesic dome to close the building that enclose the Dali’s museum. All his Work is mainly centered in artifact that could be collapsible and removable, taking the two prototypes that are described in this work as a recurrent element in all his creation. These are the reticular dome and the infrastructure that are very influenced by the work from Richard B. Fuller and Konrad Wachsmann. Emilio Pérez Piñero could not receive the Auguste Perret Prize in 1972 awarded by the UIA that years before have received architects as Felix Candela, Jean Prouvé, Hans Scharoun or Frei Otto, and this time Pérez Piñero´s wife will accept it because of his death. Parameters like mobility, changeability, expendability, indetermination and others appear currently in his Work. All the inventions that Piñero had been patented and all of the artifacts that he created are usually located in no-places, because they do have a shifting identity. This kind of building has to be quickly set on site, and this problem has to be solved in term of foldability or demounting. In the decade where his work focuses, an explosion has occurred around this archetype to be generally called artifact that is usually linked to mobility. We understand artifact as a material object made by one or more people to work in a particular way. It is sometimes equated with the terms machinery and apparatus and it is derived from the Latin word `ars´ or `artis´, what means techniques and `facto´ (fact). And we use this term to refer to objects whose manufacture requires the same skill, in fact the Latin word `ars´ covers the techniques and arts, which does not occur with the Castillan term `arte´ that derives from it and means only art. The term neo-nomadic is a relatively new name used for a dynamic life, commonly referred to new forms of life where social and geographical mobility are common. On the other hand nomadic could be understood as a synonymous for democracy and freedom. The architecture is not going to be hard and static anymore but a dynamic element in the move. The Neo-avant-garde movement that shares the decade with Piñero uses this infrastructural archetype, which is light and high-tech, to criticize the institutionalized Modern Movement through architecture linked to science fiction. They all share an obsession with mobility, a concept that is connected to the terms `dynamic´, `nomadic´, `flexibile´, etc. Sometimes, with biological connotations, the utopian assimilate the artifacts to living organisms and give them these properties of growth and energy autonomy, and they apparently grow around megastructures where they are plugged. In this attempt to provide mobility to the inertness, living structures and possibility of change are sought in order to make them grow like a living organism and to assimilate the natural laws of growth. According to a definition from architecture provided by Fernández- Galiano who calls it `exosomatic artifact´, he understand architecture as artifact of the human environment that regulates natural energy flows and channels the energy stored in fuels for the benefit of living beings that inhabit. It is also true that during the sixties a new environmental awareness in public opinion is formed and that is due to the exploitation and disproportionate use of energy resources, acceleration of technological processes and mass consumption. Consequently a new concept is born: energy autonomy, it is very close to rational use of natural energy. Such a concept will be culturally assimilated with the requirement of independence not only in the management but also in the building construction until we arrive at energy autonomy. The individuals become energy consumer, which in turn can enter the energy produced in the system to `life in an eco-mode way´. The objectives of this research are analyzing all of these parameters and concepts that are coming into view in the surrounding of the decade and relate them with the Work of Pérez Piñero. Terms strongly present in the avant-garde movements around the decade, a young architect’s generation strongly influenced by Richard B. Fuller and Konrad Wachsmann. However, it will be analyzed how important the influence of Buckminster Fuller's Work was and his theoretical text about energy on the Work of Pérez Piñero and his fellows of the decade. The term Synergetic was invented by Fuller and came from the words synergy and energetic geometry. Synergy is the cooperation or interaction of two or more agents to produce a greater effect than the sum of their separate effects. Energetic geometry is related to the geometries that the Nature is using to build their construction but always using low energy consumption. On the other hand, the influences from Wachsmann around the prototype called Infrastructure have been analyzed. The German architect has developed knowledge around huge structures that he has spread all around the world through seminars that he has been conducted. One of these was the Wachsmann´s seminar in Tokyo, where same of the members of the Metabolist group were taking part of. Later these young architects will surprise the world with his artifacts at the World Exposition in Osaka in 1970. Between 1961 and 1972 Pérez Piñero produced his architectural work. It began in 1961 when he received the first prize with his project Mobile Theatre in the competition organized by the UIA in London. In 1972 the Auguste Perret Prize was granted by the UIA too. He could not accept it because he died before in a car accident when he was coming from Figueres, when he was designing two projects for Dali. With the title `Energetic Artifacts. From Fuller to Piñero (1961- 1972)´, this thesis relates the Work of Emilio Pérez Piñero with the neo avant-garde made by a young architects’ generation who is sharing the time with him. Several strategies have been used to formed relationships between them. They are described in the present work to set up a method that allows us to relate the work and ideas of the architects of the neo avant-garde with the ones from Piñero. This work is intended to analyze and explained the work of Pérez Piñero from the point of view of the international architects’ generation who is operating at the same time and finally to determinate if Piñero is not sharing the time with them but the concepts, ideas and architectural parameters.

Self-Learning Embedded System for Object Identification in Intelligent Infrastructure Sensors

The emergence of new horizons in the field of travel assistant management leads to the development of cutting-edge systems focused on improving the existing ones. Moreover, new opportunities are being also presented since systems trend to be more reliable and autonomous. In this paper, a self-learning embedded system for object identification based on adaptive-cooperative dynamic approaches is presented for intelligent sensor’s infrastructures. The proposed system is able to detect and identify moving objects using a dynamic decision tree. Consequently, it combines machine learning algorithms and cooperative strategies in order to make the system more adaptive to changing environments. Therefore, the proposed system may be very useful for many applications like shadow tolls since several types of vehicles may be distinguished, parking optimization systems, improved traffic conditions systems, etc.