131 resultados para Portfolio construction


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We present a systematic, practical approach to developing risk prediction systems, suitable for use with large databases of medical information. An important part of this approach is a novel feature selection algorithm which uses the area under the receiver operating characteristic (ROC) curve to measure the expected discriminative power of different sets of predictor variables. We describe this algorithm and use it to select variables to predict risk of a specific adverse pregnancy outcome: failure to progress in labour. Neural network, logistic regression and hierarchical Bayesian risk prediction models are constructed, all of which achieve close to the limit of performance attainable on this prediction task. We show that better prediction performance requires more discriminative clinical information rather than improved modelling techniques. It is also shown that better diagnostic criteria in clinical records would greatly assist the development of systems to predict risk in pregnancy.

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A pair of blades were constructed following a Tapered Chord, Zero Twist pattern after Anderson. The construction uses the Wood Epoxy Saturation Technique, with a solid Beech main spar and leading edge joined together with laminated veneers of beech forming a D-section; the trailing edge is formed from millimetre ply skins, foam filled to resist compressive loads. This construction leads to an extremely light, flexible blade, with the centres of gravity and torsion well forward, giving good stability. Each blade has three built-in strain gauges, alowing flapwise bending to be measured. Stiffness, and natural frequencies, were measured, to input to a numerical computer model to calculate blade deformation during operation, and to determine stability boundaries of the blade. Preliminary aerodynamic performance measurements are presented and close agreement is found with theory.

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A system of computer assisted grammar construction (CAGC) is presented in this paper. The CAGC system is designed to generate broad-coverage grammars for large natural language corpora by utilizing both an extended inside-outside algorithm and an automatic phrase bracketing (AUTO) system which is designed to provide the extended algorithm with constituent information during learning. This paper demonstrates the capability of the CAGC system to deal with realistic natural language problems and the usefulness of the AUTO system for constraining the inside-outside based grammar re-estimation. Performance results, including coverage, recall and precision, are presented for a grammar constructed for the Wall Street Journal (WSJ) corpus using the Penn Treebank.

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Attempts were made to quantify the environmental impacts of the basement walls of two commercial buildings in London. Four different retaining wall options were designed based on steel and concrete systems for each of the sites. It was considered that excavation would take place with the aid of a one or two anchors system. Evaluation of embodied energy (EE) and CO2 emissions for each of the wall designs and anchoring systems were compared. Results show that there are notable differences in EE between different wall designs. Using the averaged set of Embodied Energy Intensity (EEI) values, the use of recycled steel over virgin steel would reduce the EE of the wall significantly. The difference in anchor designs is relatively insignificant, and therefore the practicality of the design for the specific site should be the deciding factor for anchor types. Generally, the scale of environmental impacts due to constructions is large compared to other aspects in life as demonstrated with the comparisons to car emissions and household energy consumption. Copyright ASCE 2008.

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The Fort Canning Tunnel is the first road tunnel in Singapore to be built using the sprayed concrete lining (SCL) method. The major technical challenge of this was to construct a 15m wide tunnel by mining in soft ground under a shallow overburden of 3m to 9m. This paper describes the geotechnical investigations and monitoring controls for the safe and progressive execution of the works, such as soil investigations, trial forepoling works, surface settlement monitoring, tunnel settlement monitoring, face movement monitoring, and the observational approach to construction. The monitored field data showed the volume loss to range from 0.4% to 2.1%, and the observed surface settlement trough was found to agree well with the theoretical Gaussian trough. Other observations made include substantial surface settlements induced by the stress relief at and ahead of the tunnel face in spite of the forepoling umbrella, and the higher volume losses associated with higher overburden. Tunnel face movements were observed during installation of forepoling. These observations are of interest to engineers planning future SCL tunnels in similar conditions.