Some bounds of loss in classical semideterministic immunization

Since Samuelson, Redington and Fisher and Weil, duration and immunization are very important topics in bond portfolio analysis from both a theoretical and a practical point of view. Many results have been established, especially in semi-deterministic framework. As regards, however, the loss may be sustained, we do not think that the subject has been investigated enough, except for the results found in the wake of the theorem of Fong and Vasicek. In this paper we present some results relating to the limitation of the loss in the case of local immunization for multiple liabilities.

Optoelectronic Logic Functions Based on Reconfigurable SiC Multilayer Devices

WDM multilayered SiC/Si devices based on a-Si:H and a-SiC:H filter design are approached from a reconfigurable point of view. Results show that the devices, under appropriated optical bias, act as reconfigurable active filters that allow optical switching and optoelectronic logic functions development. Under front violet irradiation the magnitude of the red and green channels are amplified and the blue and violet reduced. Violet back irradiation cuts the red channel, slightly influences the magnitude of the green and blue ones and strongly amplifies de violet channel. This nonlinearity provides the possibility for selective removal of useless wavelengths. Particular attention is given to the amplification coefficient weights, which allow taking into account the wavelength background effects when a band needs to be filtered from a wider range of mixed signals, or when optical active filter gates are used to select and filter input signals to specific output ports in WDM communication systems. A truth table of an encoder that performs 8-to-1 multiplexer (MUX) function is presented.

Controladores linguísticos Fuzzy

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Logic functions based on optical bias controlled SIC Tandem devices

The purpose of this paper is the design of an optoelectronic circuit based on a-SiC technology, able to act simultaneously as a 4-bit binary encoder or a binary decoder in a 4-to-16 line configurations and show multiplexer-based logical functions. The device consists of a p-i'(a-SiC:H)-n/p-i(a-Si:H)-n multilayered structure produced by PECVD. To analyze it under information-modulated wave (color channels) and uniform irradiation (background) four monochromatic pulsed lights (input channels): red, green, blue and violet shine on the device. Steady state optical bias was superimposed separately from the front and the back sides, and the generated photocurrent was measured. Results show that the devices, under appropriate optical bias, act as reconfigurable active filters that allow optical switching and optoelectronic logic functions development providing the possibility for selective removal of useless wavelengths. The logic functions needed to construct any other complex logic functions are the NOT, and both or either an AND or an OR. Any other complex logic function that might be found can also be used as building blocks to achieve the functions needed for the retrieval of channels within the WDM communication link. (C) 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

Fuzzy linguistic controllers applied to decouple control loop effects

A fuzzy linguistic controller has been developed and implemented with the aim to cope with interactions between control loops due to coupling effects. To access the performance of the proposed approach several experiments have also been conducted using the classical PID controllers in the control loops. A mixing process has been used as test bed of all controllers experimented and the corresponding dynamic model has been derived. The successful results achieved with the fuzzy linguistic controllers suggests that they can be an alternative to classical controllers when in the presence of process plants where automatic control as to cope with coupling effects between control loops. © 2014 IEEE.