Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities

Published also as: Documento de Trabajo Banco de España 0504/2005.

Problemas en la estimación y en el contraste de los rendimientos anormales a largo plazo: Estado de la cuestión

[ES] El paradigma de la eficiencia ha sido puesto en entredicho en las últimas décadas como consecuencia de la obtención de rendimientos anormales, estadística y económicamente significativos, durante amplios periodos de tiempo tras algunas importantes decisiones empresariales. No obstante, los problemas conceptuales y estadísticos que presenta la medición y contrastación de los rendimientos anormales a largo plazo ha supuesto que la evidencia obtenida pase a calificarse como anomalía. Dada la escasa proliferación de este tipo de estudios en nuestro mercado y el desafortunado desarrollo de algunos de los existentes, en este trabajo presentamos estos problemas y algunas de las soluciones que la literatura propone. Con ello pretendemos facilitar a los investigadores las herramientas necesarias para abordar con éxito este sugerente campo.

Design, Construction and Testing of a Hydraulic Power Take-Off for Wave Energy Converters

This paper presents the construction, mathematical modeling and testing of a scaled universal hydraulic Power Take-Off (PTO) device for Wave Energy Converters (WECs). A specific prototype and test bench were designed and built to carry out the tests. The results obtained from these tests were used to adjust an in-house mathematical model. The PTO was initially designed to be coupled to a scaled wave energy capture device with a low speed and high torque oscillating motion and high power fluctuations. Any Energy Capture Device (ECD) that fulfils these requirements can be coupled to this PTO, provided that its scale is adequately defined depending on the rated power of the full scale prototype. The initial calibration included estimation of the pressure drops in the different components, the pressurization time of the oil inside the hydraulic cylinders and the volumetric efficiency of the complete circuit. Since the overall efficiency measured during the tests ranged from 0.69 to 0.8 and the dynamic performance of the PTO was satisfactory, the results are really promising and it is believed that this solution might prove effective in real devices.

Testing the performance and feasibility of Bluetooth communications in pervasive systems

Smart and mobile environments require seamless connections. However, due to the frequent process of ''discovery'' and disconnection of mobile devices while data interchange is happening, wireless connections are often interrupted. To minimize this drawback, a protocol that enables an easy and fast synchronization is crucial. Bearing this in mind, Bluetooth technology appears to be a suitable solution to carry on such connections due to the discovery and pairing capabilities it provides. Nonetheless, the time and energy spent when several devices are being discovered and used at the same time still needs to be managed properly. It is essential that this process of discovery takes as little time and energy as possible. In addition to this, it is believed that the performance of the communications is not constant when the transmission speeds and throughput increase, but this has not been proved formally. Therefore, the purpose of this project is twofold: Firstly, to design and build a framework-system capable of performing controlled Bluetooth device discovery, pairing and communications. Secondly, to analyze and test the scalability and performance of the \emph{classic} Bluetooth standard under different scenarios and with various sensors and devices using the framework developed. To achieve the first goal, a generic Bluetooth platform will be used to control the test conditions and to form a ubiquitous wireless system connected to an Android Smartphone. For the latter goal, various stress-tests will be carried on to measure the consumption rate of battery life as well as the quality of the communications between the devices involved.

From bilateral two-way to unilateral one-way flow link-formation

Documento de trabajo

Análisis de la influencia de la orientación de las fibras metálicas en la resistencia de la matriz de hormigón de acuerdo al Ensayo Barcelona

[ES]El objetivo de este trabajo de fin de grado es analizar la influencia que tiene la cuantía y orientación de fibras metálicas presentes en el interior de probetas de hormigón autocompactante y cuyo objetivo es reforzar y aumentar la resistencia a tracción de este material. Se expondrán las propiedades que combina el HACRFA gracias a la autocompactación del hormigón y la inclusión de fibras en su interior y los beneficios que este nuevo material aporta. Por otro lado, se tratara de situar este estudio en un contexto, analizando a la vez cuál es el alcance y los objetivos más importantes que se han tenido en cuenta. A continuación, y a modo de complementación de su contexto, este trabajo tiene un estado del arte, en el que se mencionarán métodos y ensayos necesarios para llegar a un resultado que permita predecir cuál será la resistencia del material, y por tanto su tenacidad o capacidad de absorber energía, sin necesidad de emplear más que un método fácil y rápido, obviando el resto de ensayos destructivos utilizados en este trabajo. Para tal fin, se establece una metodología que, gracias a ensayos de laboratorio, permita establecer una relación entre el método sencillo que se ha mencionado, el método inductivo, y un resultado teórico de la tenacidad que presenta el HACRFA. Se observará cómo la desviación entre los ensayos experimentales y los resultados teóricos obtenidos es prácticamente nula, despreciando situaciones en las que se presenten comportamientos muy diferentes debido a fallos durante los ensayos.

Biomolecule storage on non-modified thermoplastic microfluidic chip by ink-jet printing of ionogels

[EN] This paper reports an innovative technique for reagents storage in microfluidic devices by means of a one-step UV-photoprintable ionogel-based microarray on non-modified polymeric substrates. Although the ionogel and the ink-jet printing technology are well published, this is the first study where both are used for long-term reagent storage in lab-on-a-chip devices. This technology for reagent storage is perfectly compatible with mass production fabrication processes since pre-treatment of the device substrate is not necessary and inkjet printing allows for an efficient reagent deposition process. The functionality of this microarray is demonstrated by testing the release of biotin-647 after being stored for 1 month at room temperature. Analysis of the fluorescence of the ionogel-based microarray that contains biotin-647 demonstrated that 90% of the biotin-647 present was released from the ionogel-based microarray after pumping PBS 0.1% Tween at 37 °C. Moreover, the activity of biotin-647 after being released from the ionogel-based microarray was investigated trough the binding capability of this biotin to a microcontact printed chip surface with avidin. These findings pave the way for a novel, one-step, cheap and mass production on-chip reagents storage method applicable to other reagents such as antibodies and proteins and enzymes.

Eurasian integration as a way to respond to global challenges

510 p.

Plastic Analysis and Testing of multidirectional SFRC flag slabs

This paper presents a theoretical and experimental study of multidirectional steel fibers reinforced concrete slabs (SFRC). The study is based on a real building application using SFRC flag slabs. For the evaluation of the slabs bearing capacity, plastic calculations are performed both at section and structure levels. The section analysis uses the perfect plastic stress-strain diagram, with reference to the values of the strength characteristics of SFRC based on previous jobs that used similar fibers and dosages. In the structure analysis the plastic yield lines method has been used. This method relates the section last bearing moment and the plastic collapse load. The experimental campaign has consisted of the testing of six 2 m. diameter circular shaped slabs prototypes, and has allowed to verify the reference resistance used in the calculations.

Analysis of channel quality reporting mechanisms and their impact into 4G and beyond technologies

206 p.

Energy retrofits in social housing. Analysis of its thermal behaviour.

468 p.