Simulación de sistemas Multi-Agente mediante un esquema Monte Carlo basado en ecuaciones diferenciales ordinarias

[ES] En este trabajo se expone una metodología para modelar un sistema Multi-Agente (SMA), para que sea equivalente a un sistema de Ecuaciones Diferenciales Ordinarias (EDO), mediante un esquema basado en el método de Monte Carlo. Se muestra que el SMA puede describir con mayor riqueza modelos de sistemas dinámicos con variables cuantificadas discretas. Estos sistemas son muy acordes con los sistemas biológicos y fisiológicos, como el modelado de poblaciones o el modelado de enfermedades epidemiológicas, que en su mayoría se modelan con ecuaciones diferenciales. Los autores piensan que las ecuaciones diferenciales no son lo suficientemente apropiadas para modelar este tipo de problemas y proponen que se modelen con una técnica basada en agentes. Se plantea un caso basado en un modelo matemático de Leucemia Mieloide Crónica (LMC) que se transforma en un SMA equivalente. Se realiza una simulación de los dos modelos (SMA y EDO) y se compara los resultados obtenidos.

[R_Logroño_Muralla] Documentación geométrica de la muralla del Cubo del Revellín de Logroño (La Rioja)

[ES] El tramo de muralla se compone de un lienzo recto de unos 40 metros de longitud y entre 6 y 12 metros de altura visible (según los tramos). En el centro de este tramo se encuentra una puerta monumental (denominada Puerta del Camino) a la que se accede por un puente. Este tramo recto se continúa por un cubo cilíndrico de unos 10 metros de radio. Continuando por el otro lado del Cubo la muralla se ha perdido pero se ha realizado una excavación que se extiende otros 30 metros en la que se han encontrado restos de varios sistemas defensivos.

[A_Ribera_SanEsteban] Modelo virtual de la iglesia de San Esteban de Ribera de Valderejo (Álava)

[ES] Ribera es un pueblo abandonado dentro del parque natural de Valderejo, el único edificio que queda en pie es la antigua iglesia. La razón por la que este edificio no fue derribado es la presencia de un conjunto de pinturas murales de época medieval. Por lo demás, el edificio (de unos 25 x 12 metros en planta) se encontraba en un mal estado de conservación (de hecho, un par de años más tarde de la realización de este trabajo se derrumbó la sacristía).

[G_Deba_PraileAitz] Documentación geométrica de la cueva de Praile Aitz I (Deba, Gipuzkoa)

[ES] El siguiente artículo disponible también en este repositorio muestra información relativa al presente proyecto:

Body image and body composition: comparisons of young male elite soccer players and controls

[EN] The purpose of this study was to evaluate body composition and body image (perception and satisfaction) in a group of young elite soccer players and to compare the data with those of a control group (age and BMI matched). Participants were 56 volunteer males whose mean age and BMI were 19.6 (SD 1.3) years and 23.3 (SD 1.1) kg/m2, respectively. Results showed that soccer players have a higher lean mass and lower fat mass than controls. Moreover, body perception (difference between current and actual image) was more accurate in controls than in soccer players, and the results suggest a tendency for soccer players to aspire to have more muscle mass and body fat. Soccer players perceived an ideal image with significantly higher body-fat percentage than their current and actual images. There were no body-dissatisfaction differences between groups, however. Although the results are necessarily limited by the small sample size, the findings should be of interest to coaches of young elite soccer teams.

Ganadores del certamen literario de Ciencia Ficción Alberto Magno 2007-2010

La traición de Judas (Joaquín Revuelta Candón, 15ª edición 2003: 1er Premio). - Lemmings (Ignacio Sanz Vallas, 15ª edición 2003: 2º Premio) - Mar de Titanes (José Manuel González Rodríguez, 15ª edición 2003: Premio UPV). - No habrá vergüenza en mi derrota (Juan Luis López Aranguren, 16ª edición 2004: 1er Premio). - Sobre los inmortales (Ezequiel Dellutri, 16ª edición 2004: 2º Premio). - Tximeleta mezularia (Gotzone Barandika, 16ª edición 2004: Premio UPV). - Argos (José Antonio Cotrina Gómez, 17ª edición 2005: 1er Premio). - Las lágrimas de Caín (Juan Luis López Aranguren, 17ª edición 2005: 2º Premio). - Las dudas de Job (José Manuel González Rodríguez, 17ª edición 2005: Premio UPV). - Una larga descendencia (Santiago García Albás, 18ª edición 2006: 1er Premio). - La apuesta faustiana (Vladimir Hernández Pacín, 18ª edición 2006: 2º Premio)

Integrated treatment of first episode psychosis with online training (e-learning): study protocol for a randomised controlled trial

Background: The integrated treatment of first episode psychosis has been shown to improve functionality and negative symptoms in previous studies. In this paper, we describe a study of integrated treatment (individual psychoeducation complementary to pharmacotherapy) versus treatment as usual, comparing results at baseline with those at 6-month re-assessment (at the end of the study) for these patients, and online training of professionals to provide this complementary treatment, with the following objectives: 1) to compare the efficacy of individual psychoeducation as add-on treatment versus treatment as usual in improving psychotic and mood symptoms; 2) to compare adherence to medication, functioning, insight, social response, quality of life, and brain-derived neurotrophic factor, between both groups; and 3) to analyse the efficacy of online training of psychotherapists. Methods/design: This is a single-blind randomised clinical trial including patients with first episode psychosis from hospitals across Spain, randomly assigned to either a control group with pharmacotherapy and regular sessions with their psychiatrist (treatment as usual) or an intervention group with integrated care including treatment as usual plus a psychoeducational intervention (14 sessions). Training for professionals involved at each participating centre was provided by the coordinating centre (University Hospital of Alava) through video conferences. Patients are evaluated with an extensive battery of tests assessing clinical and sociodemographic characteristics (Positive and Negative Syndrome Scale, State-Trait Anxiety Inventory, Liebowitz Social Anxiety Scale, Hamilton Rating Scale for Depression, Scale to Assess Unawareness of Mental Disorders, Strauss and Carpenter Prognostic Scale, Global Assessment of Functioning Scale, Morisky Green Adherence Scale, Functioning Assessment Short Test, World Health Organization Quality of Life instrument WHOQOL-BREF (an abbreviated version of the WHOQOL-100), and EuroQoL questionnaire), and brain-derived neurotrophic factor levels are measured in peripheral blood at baseline and at 6 months. The statistical analysis, including bivariate analysis, linear and logistic regression models, will be performed using SPSS. Discussion: This is an innovative study that includes the assessment of an integrated intervention for patients with first episode psychosis provided by professionals who are trained online, potentially making it possible to offer the intervention to more patients.

Pitch Based Wind Turbine Intelligent Speed Setpoint Adjustment Algorithms

This work is aimed at optimizing the wind turbine rotor speed setpoint algorithm. Several intelligent adjustment strategies have been investigated in order to improve a reward function that takes into account the power captured from the wind and the turbine speed error. After different approaches including Reinforcement Learning, the best results were obtained using a Particle Swarm Optimization (PSO)-based wind turbine speed setpoint algorithm. A reward improvement of up to 10.67% has been achieved using PSO compared to a constant approach and 0.48% compared to a conventional approach. We conclude that the pitch angle is the most adequate input variable for the turbine speed setpoint algorithm compared to others such as rotor speed, or rotor angular acceleration.

Valoración del papel de la angiogénesis y de las moléculas que regulan las vías de señalización de la osteoclastogénesis en el mixoma odontogénico

184 p.

Long Term Dynamics in CO2 Allowance Prices and Carbon Capture Investments

In this paper we analyse the behaviour of the EU market for CO2 emission allowances; specifically, we focus on the contracts maturing in the Kyoto Protocol's second period of application (2008 to 2012). We calibrate the underlying parameters for the allowance price in the long run and we also calibrate those from the Spanish wholesale electricity market. This information is then used to assess the option to install a carbon capture and storage (CCS) unit in a coal-fired power plant. We use a two-dimensional binomial lattice where costs and profits are valued and the optimal investment time is determined. In other words, we study the trigger allowance prices above which it is optimal to install the capture unit immediately. We further analyse the impact of several variables on the critical prices, among them allowance price volatility and a hypothetical government subsidy. We conclude that, at current permit prices, from a financial point of view, immediate installation does not seem justified. This need not be the case, though, if carbon market parameters change dramatically and/or a specific policy to promote these units is adopted.

Valuing Flexibility: The case of an Integrated Gasification Combined Cycle Power Plant

In this paper we analyze the valuation of options stemming from the flexibility in an Integrated Gasification Combined Cycle (IGCC) Power Plant. First we use as a base case the opportunity to invest in a Natural Gas Combined Cycle (NGCC) Power Plant, deriving the optimal investment rule as a function of fuel price and the remaining life of the right to invest. Additionally, the analytical solution for a perpetual option is obtained. Second, the valuation of an operating IGCC Power Plant is studied, with switching costs between states and a choice of the best operation mode. The valuation of this plant serves as a base to obtain the value of the option to delay an investment of this type. Finally, we derive the value of an opportunity to invest either in a NGCC or IGCC Power Plant, that is, to choose between an inflexible and a flexible technology, respectively. Numerical computations involve the use of one- and two-dimensional binomial lattices that support a mean-reverting process for the fuel prices. Basic parameter values refer to an actual IGCC power plant currently in operation.

Monte Carlo Valuation of natural gas investments

This paper deals with the valuation of energy assets related to natural gas. In particular, we evaluate a baseload Natural Gas Combined Cycle (NGCC) power plant and an ancillary instalation, namely a Liquefied Natural Gas (LNG) facility, in a realistic setting; specifically, these investments enjoy a long useful life but require some non-negligible time to build. Then we focus on the valuation of several investment options again in a realistic setting. These include the option to invest in the power plant when there is uncertainty concerning the initial outlay, or the option's time to maturity, or the cost of CO2 emission permits, or when there is a chance to double the plant size in the future. Our model comprises three sources of risk. We consider uncertain gas prices with regard to both the current level and the long-run equilibrium level; the current electricity price is also uncertain. They all are assumed to show mean reversion. The two-factor model for natural gas price is calibrated using data from NYMEX NG futures contracts. Also, we calibrate the one-factor model for electricity price using data from the Spanish wholesale electricity market, respectively. Then we use the estimated parameter values alongside actual physical parameters from a case study to value natural gas plants. Finally, the calibrated parameters are also used in a Monte Carlo simulation framework to evaluate several American-type options to invest in these energy assets. We accomplish this by following the least squares MC approach.

Valoración de la garantía de los planes de pensiones en España

Este trabajo ha sido presentado en la Universidad del País Vasco y en el VII Encuentro de Economía Aplicada.

Privatización de pensiones y provisión de garantías: una exploración del caso español

Los sistemas de pensiones públicas de reparto con prestación definida a lo largo del mundo se están convirtiendo a planes de aportación definida capitalizados, donde los agentes eligen sus carteras de acciones y bonos. A fin de hacer más atractivas al público estas reformas, los gobiernos típicamente han proporcionado garantías que reducen la exposición de los individuos a los riesgos de inversión, por ejemplo, una garantía de prestación mínima. En este trabajo se analiza una conversión hipotética del actual sistema español de reparto a un modelo de estas características. El valor de la garantía de prestación mínima se aproxima utilizando datos representativos de la situación española. Con objeto de controlar el coste de esta garantía, se exploran algunas técnicas de gestión de riesgos. La práctica más común, a saber, la sobrecapitalización, es bastante ineficaz. Precisamente por ello, después se presentan dos alternativas: (a) una garantía sobre una cartera estandarizada, y (b) un impuesto contingente (dependiente del estado de la naturaleza) sobre los rendimientos. Los cálculos indican que los compromisos no capitalizados pueden reducirse significativamente, e incluso por completo, bajo ambos enfoques, con tasas de aportación relativamente modestas.

Income risk of EU coal-fired power plants after Kyoto

Coal-fired power plants may enjoy a significant advantage relative to gas plants in terms of cheaper fuel cost. Still, this advantage may erode or even turn into disadvantage depending on CO2 emission allowance price. This price will presumably rise in both the Kyoto Protocol commitment period (2008-2012) and the first post-Kyoto years. Thus, in a carbon-constrained environment, coal plants face financial risks arising in their profit margins, which in turn hinge on their so-called "clean dark spread". These risks are further reinforced when the price of the output electricity is determined by natural gas-fired plants' marginal costs, which differ from coal plants' costs. We aim to assess the risks in coal plants' margins. We adopt parameter values estimated from empirical data. These in turn are derived from natural gas and electricity markets alongside the EU ETS market where emission allowances are traded. Monte Carlo simulation allows to compute the expected value and risk profile of coal-based electricity generation. We focus on the clean dark spread in both time periods under different future scenarios in the allowance market. Specifically, bottom 5% and 10% percentiles are derived. According to our results, certain future paths of the allowance price may impose significant risks on the clean dark spread obtained by coal plants.