45 resultados para efficient market hypothesis


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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Electrónica e Telecomunicações

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Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo Energia

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Dissertação para a obtenção do grau de Mestre em Engenharia Electrotécnica - Ramo de Energia

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Mestrado em Gestão e Empreendedorismo

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This paper proposes an efficient scalable Residue Number System (RNS) architecture supporting moduli sets with an arbitrary number of channels, allowing to achieve larger dynamic range and a higher level of parallelism. The proposed architecture allows the forward and reverse RNS conversion, by reusing the arithmetic channel units. The arithmetic operations supported at the channel level include addition, subtraction, and multiplication with accumulation capability. For the reverse conversion two algorithms are considered, one based on the Chinese Remainder Theorem and the other one on Mixed-Radix-Conversion, leading to implementations optimized for delay and required circuit area. With the proposed architecture a complete and compact RNS platform is achieved. Experimental results suggest gains of 17 % in the delay in the arithmetic operations, with an area reduction of 23 % regarding the RNS state of the art. When compared with a binary system the proposed architecture allows to perform the same computation 20 times faster alongside with only 10 % of the circuit area resources.

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This paper presents a single precision floating point arithmetic unit with support for multiplication, addition, fused multiply-add, reciprocal, square-root and inverse squareroot with high-performance and low resource usage. The design uses a piecewise 2nd order polynomial approximation to implement reciprocal, square-root and inverse square-root. The unit can be configured with any number of operations and is capable to calculate any function with a throughput of one operation per cycle. The floatingpoint multiplier of the unit is also used to implement the polynomial approximation and the fused multiply-add operation. We have compared our implementation with other state-of-the-art proposals, including the Xilinx Core-Gen operators, and conclude that the approach has a high relative performance/area efficiency. © 2014 Technical University of Munich (TUM).

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Feature selection is a central problem in machine learning and pattern recognition. On large datasets (in terms of dimension and/or number of instances), using search-based or wrapper techniques can be cornputationally prohibitive. Moreover, many filter methods based on relevance/redundancy assessment also take a prohibitively long time on high-dimensional. datasets. In this paper, we propose efficient unsupervised and supervised feature selection/ranking filters for high-dimensional datasets. These methods use low-complexity relevance and redundancy criteria, applicable to supervised, semi-supervised, and unsupervised learning, being able to act as pre-processors for computationally intensive methods to focus their attention on smaller subsets of promising features. The experimental results, with up to 10(5) features, show the time efficiency of our methods, with lower generalization error than state-of-the-art techniques, while being dramatically simpler and faster.

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The aim of the present work is to provide insight into the mechanism of laccase reactions using syringyl-type mediators. We studied the pH dependence and the kinetics of oxidation of syringyl-type phenolics using the low CotA and the high redox potential TvL laccases. Additionally, the efficiency of these compounds as redox mediators for the oxidation of non-phenolic lignin units was tested at different pH values and increasing mediator/non-phenolic ratios. Finally, the intermediates and products of reactions were identified by LC-MS and H-1 NMR. These approaches allow concluding on the (1) mechanism involved in the oxidation of phenolics by bacterial laccases, (2) importance of the chemical nature and properties of phenolic mediators, (3) apparent independence of the enzyme's properties on the yields of non-phenolics conversion, (4) competitive routes involved in the catalytic cycle of the laccase-mediator system with several new C-O coupling type structures being proposed.

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The integration of large amounts of wind energy in power systems raises important operation issues such as the balance between power demand and generation. The pumped storage hydro (PSH) units are seen as one solution for this issue, avoiding the need for wind power curtailments. However, the behavior of a PSH unit might differ considerably when it operates in a liberalized market with some degree of market power. In this regard, a new approach for the optimal daily scheduling of a PSH unit in the day-ahead electricity market was developed and presented in this paper, in which the market power is modeled by a residual inverse demand function with a variable elasticity. The results obtained show that increasing degrees of market power of the PSH unit correspond to decreasing levels of storage and, therefore, the capacity to integrate wind power is considerably reduced under these circumstances.

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Price forecast is a matter of concern for all participants in electricity markets, from suppliers to consumers through policy makers, which are interested in the accurate forecast of day-ahead electricity prices either for better decisions making or for an improved evaluation of the effectiveness of market rules and structure. This paper describes a methodology to forecast market prices in an electricity market using an ARIMA model applied to the conjectural variations of the firms acting in an electricity market. This methodology is applied to the Iberian electricity market to forecast market prices in the 24 hours of a working day. The methodology was then compared with two other methodologies, one called naive and the other a direct forecast of market prices using also an ARIMA model. Results show that the conjectural variations price forecast performs better than the naive and that it performs slightly better than the direct price forecast.

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In this paper, a novel hybrid approach is proposed for electricity prices forecasting in a competitive market, considering a time horizon of 1 week. The proposed approach is based on the combination of particle swarm optimization and adaptive-network based fuzzy inference system. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications, to demonstrate its effectiveness regarding forecasting accuracy and computation time. Finally, conclusions are duly drawn.

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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia da Manutenção

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Recent integrated circuit technologies have opened the possibility to design parallel architectures with hundreds of cores on a single chip. The design space of these parallel architectures is huge with many architectural options. Exploring the design space gets even more difficult if, beyond performance and area, we also consider extra metrics like performance and area efficiency, where the designer tries to design the architecture with the best performance per chip area and the best sustainable performance. In this paper we present an algorithm-oriented approach to design a many-core architecture. Instead of doing the design space exploration of the many core architecture based on the experimental execution results of a particular benchmark of algorithms, our approach is to make a formal analysis of the algorithms considering the main architectural aspects and to determine how each particular architectural aspect is related to the performance of the architecture when running an algorithm or set of algorithms. The architectural aspects considered include the number of cores, the local memory available in each core, the communication bandwidth between the many-core architecture and the external memory and the memory hierarchy. To exemplify the approach we did a theoretical analysis of a dense matrix multiplication algorithm and determined an equation that relates the number of execution cycles with the architectural parameters. Based on this equation a many-core architecture has been designed. The results obtained indicate that a 100 mm(2) integrated circuit design of the proposed architecture, using a 65 nm technology, is able to achieve 464 GFLOPs (double precision floating-point) for a memory bandwidth of 16 GB/s. This corresponds to a performance efficiency of 71 %. Considering a 45 nm technology, a 100 mm(2) chip attains 833 GFLOPs which corresponds to 84 % of peak performance These figures are better than those obtained by previous many-core architectures, except for the area efficiency which is limited by the lower memory bandwidth considered. The results achieved are also better than those of previous state-of-the-art many-cores architectures designed specifically to achieve high performance for matrix multiplication.

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Dissertação para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Vias de Comunicação e Transportes

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The reaction between 2-aminobenzenesulfonic acid and 2-hydroxy-3-methoxybenzaldehyde produces the acyclic Schiff base 2-[(2-hydroxy-3-methoxyphenyl) methylideneamino] benzenesulfonic acid (H2L center dot 3H(2)O) (1). In situ reactions of this compound with Cu(II) salts and, eventually, in the presence of pyridine (py) or 2,2'-bipyridine (2,2'-bipy) lead to the formation of the mononuclear complexes [CuL(H2O)(2)] (2) and [CuL(2,2'-bipy)]center dot DMF center dot H2O (3) and the diphenoxo-bridged dicopper compounds [CuL(py)](2) (4) and [CuL(EtOH)](2)center dot 2H(2)O (5). In 2-5 the L-2-ligand acts as a tridentate chelating species by means of one of the O-sulfonate atoms, the O-phenoxo and the N-atoms. The remaining coordination sites are then occupied by H2O (in 2), 2,2'-bipyridine (in 3), pyridine (in 4) or EtOH (in 5). Hydrogen bond interactions resulted in R-2(2) (14) and in R-4(4)(12) graph sets leading to dimeric species (in 2 and 3, respectively), 1D chain associations (in 2 and 5) or a 2D network (1). Complexes 2-5 are applied as selective catalysts for the homogeneous peroxidative (with tert-butylhydroperoxide, TBHP) oxidation of primary and secondary alcohols, under solvent-and additive-free conditions and under low power microwave (MW) irradiation. A quantitative yield of acetophenone was obtained by oxidation of 1-phenylethanol with compound 4 [TOFs up to 7.6 x 10(3) h(-1)] after 20 min of MW irradiation, whereas the oxidation of benzyl alcohol to benzaldehyde is less effective (TOF 992 h(-1)). The selectivity of 4 to oxidize the alcohol relative to the ene function is demonstrated when using cinnamyl alcohol as substrate.