(Virtual) Agents for running electricity markets

This paper describes a multi-agent based simulation (MABS) framework to construct an artificial electric power market populated with learning agents. The artificial market, named TEMMAS (The Electricity Market Multi-Agent Simulator), explores the integration of two design constructs: (i) the specification of the environmental physical market properties and (ii) the specification of the decision-making (deliberative) and reactive agents. TEMMAS is materialized in an experimental setup involving distinct power generator companies that operate in the market and search for the trading strategies that best exploit their generating units' resources. The experimental results show a coherent market behavior that emerges from the overall simulated environment.

Medição de parâmetros de componentes passivos RLC em ambiente LabVIEW pelo método da desmodulação síncrona ou coerente

A presente dissertação apresenta o desenvolvimento de um medidor de componentes passivos RLC. Este medidor baseia-se num protótipo desenvolvido para possibilitar a medição da impedância de um dispositivo em teste. Tendo uma carta de aquisição de sinal como interface, o protótipo comunica com um computador que controla todo o processo de medição desde a aquisição e processamento de sinais ao cálculo e visualização dos parâmetros. A topologia de medição implementada é a da ponte auto-balanceada e no processamento recorre-se ao método da desmodulação síncrona ou coerente. A sua viabilidade é suportada por um estudo teórico prévio, pela discussão das opções tomadas no projecto e pelos resultados obtidos através do algoritmo desenvolvido utilizando o software LabVIEW de programação gráfica.

Planeamento e optimização em redes celulares móveis auto-geridas assentes em LTE

O objectivo deste trabalho consiste em avaliar os benefícios das Self Organizing Networks (SON), no que concerne ao planeamento e optimização de redes Long Term Evolution (LTE), não só através do seu estudo, como também através do desenvolvimento e teste de algoritmos, que permitem avaliar o funcionamento de algumas das suas principais funções. O estudo efectuado sobre as SON permitiu identificar um conjunto de funções, tais como a atribuição automática de Physical Cell Id (PCI), o Automatic Neighbour Relation (ANR) e a optimização automática de parâmetros de handover, que permitem facilitar ou mesmo substituir algumas das tarefas mais comuns em planeamento e optimização de redes móveis celulares, em particular, redes LTE. Recorrendo a um simulador LTE destinado à investigação académica, em código aberto e desenvolvido em Matlab®, foi desenvolvido um conjunto de algoritmos que permitiram a implementação das funções em questão. Para além das funções implementadas, foram também introduzidas alterações que conferem a este simulador a capacidade de representar e simular redes reais, permitindo uma análise mais coerente dos algoritmos desenvolvidos. Os resultados obtidos, para além de evidenciarem claramente o benefício dos algoritmos desenvolvidos, foram ainda comparados com os obtidos pela ferramenta profissional de planeamento e optimização Atoll®, tendo-se verificado a franca proximidade de desempenho em algumas das funções. Finalmente, foi desenvolvida uma interface gráfica que permite o desenho, configuração e simulação de cenários, bem como a análise de resultados.

Good deals in markets with frictions

This paper studies a portfolio choice problem such that the pricing rule may incorporate transaction costs and the risk measure is coherent and expectation bounded. We will prove the necessity of dealing with pricing rules such that there exists an essentially bounded stochastic discount factor, which must be also bounded from below by a strictly positive value. Otherwise good deals will be available to traders, i.e., depending on the selected risk measure, investors can build portfolios whose (risk, return) will be as close as desired to (−infinity, infinity) or (0, infinity). This pathologic property still holds for vector risk measures (i.e., if we minimize a vector valued function whose components are risk measures). It is worthwhile to point out that essentially bounded stochastic discount factors are not usual in financial literature. In particular, the most famous frictionless, complete and arbitrage free pricing models imply the existence of good deals for every coherent and expectation bounded (scalar or vector) measure of risk, and the incorporation of transaction costs will not guarantee the solution of this caveat.

Idiosyncratic risk really drives stock returns; Spanish evidence

Following the theoretical model of Merton (1987), we provide a new perspective of study about the role of idiosyncratic risk in the asset pricing process. More precisely, we analyze whether the idiosyncratic risk premium depends on the idiosyncratic risk level of an asset as well as the vatriation in the market-wide measure of idiosyncratic risk. As expected, we obtain a net positive risk premium for the Spanish stock market over the period 1987-2007. Our results show a positive relation between returns and individual indiosyncratic risk levels and a negative but lower relation with the aggregate measure of idiosyncratic risk. These findings have important implications for portfolio and risk management and contribute to provide a unified and coherent answer for the main and still unsolved question about the idiosyncratic risk puzzle: whether or not there exists a premium associated to this kind of risk and the sign for this risk premium.

KrF pulsed laser deposition of chromium oxide thin films from Cr8O21 targets

Chromium oxides, CrxOy, are of great interest due to the wide variety of their technological applications. Among them, CrO2 has been extensively investigated in recent years because it is an attractive compound for use in spintronic heterostructures. However, its synthesis at low temperatures has been a difficult task due to the metastable nature of this oxide. This is indeed essential to ensure interface quality and the ability to coat thermal-sensitive materials such as those envisaged in spintronic devices. Pulsed Laser Deposition (PLD) is a technique that has the potential to meet the requirements stated above. In this work, we describe our efforts to grow chromium oxide thin films by PLD from Cr8O21 targets, using a KrF excimer laser. The as-deposited films were investigated by X-ray diffraction and Rutherford backscattering spectrometry. Structural and chemical composition studies showed that the films consist of a mixture of amorphous chromium oxides exhibiting different stoichiometries depending on the processing parameters, where nanocrystals of mainly Cr2O3 are dispersed. The analyses do not exclude the possibility of co-deposition of Cr2O3 and a low fraction of CrO2.

Structural and optical studies of Au doped titanium oxide films

Thin films of TiO2 were doped with Au by ion implantation and in situ during the deposition. The films were grown by reactive magnetron sputtering and deposited in silicon and glass substrates at a temperature around 150 degrees C. The undoped films were implanted with Au fiuences in the range of 5 x 10(15) Au/cm(2)-1 x 10(17) Au/cm(2) with a energy of 150 keV. At a fluence of 5 x 10(16) Au/cm(2) the formation of Au nanoclusters in the films is observed during the implantation at room temperature. The clustering process starts to occur during the implantation where XRD estimates the presence of 3-5 nm precipitates. After annealing in a reducing atmosphere, the small precipitates coalesce into larger ones following an Ostwald ripening mechanism. In situ XRD studies reveal that Au atoms start to coalesce at 350 degrees C, reaching the precipitates dimensions larger than 40 nm at 600 degrees C. Annealing above 700 degrees C promotes drastic changes in the Au profile of in situ doped films with the formation of two Au rich regions at the interface and surface respectively. The optical properties reveal the presence of a broad band centered at 550 nm related to the plasmon resonance of gold particles visible in AFM maps. (C) 2011 Elsevier B.V. All rights reserved.

Ageing effects on the wettability behavior of laser textured silicon

In the present work we investigate the ageing of acid cleaned femtosecond laser textured < 100 > silicon surfaces. Changes in the surface structure and chemistry were analysed by Rutherford backscattering spectrometry (RBS) and X-ray photoelectron spectroscopy (XPS), in order to explain the variation with time of the water contact angles of the laser textured surfaces. It is shown that highly hydrophobic silicon surfaces are obtained immediately after laser texturing and cleaning with acid solutions (water contact angle >120 degrees). However these surfaces are not stable and ageing leads to a decrease of the water contact angle which reaches a value of 80 degrees. XPS analysis of the surfaces shows that the growth of the native oxide layer is most probably responsible for this behavior. (C) 2010 Elsevier B.V. All rights reserved.

IOPT Petri Net State Space Generation Algorithm with Maximal-Step Execution Semantics

This paper presents an algorithm to efficiently generate the state-space of systems specified using the IOPT Petri-net modeling formalism. IOPT nets are a non-autonomous Petri-net class, based on Place-Transition nets with an extended set of features designed to allow the rapid prototyping and synthesis of system controllers through an existing hardware-software co-design framework. To obtain coherent and deterministic operation, IOPT nets use a maximal-step execution semantics where, in a single execution step, all enabled transitions will fire simultaneously. This fact increases the resulting state-space complexity and can cause an arc "explosion" effect. Real-world applications, with several million states, will reach a higher order of magnitude number of arcs, leading to the need for high performance state-space generator algorithms. The proposed algorithm applies a compilation approach to read a PNML file containing one IOPT model and automatically generate an optimized C program to calculate the corresponding state-space.

On the development of textual competence in primary education

The aim of this article is to present the results of an action research project, which has been put into practice in Primary Education. This project was intended to develop students’ textual competence, considering both comprehension and textual production. Our starting hypothesis was that teaching the schematisation of text types, focusing on linguistic devices that underlie text production, would promote the development of textual competence, leading to the production of more coherent and cohesive texts. In order to test this hypothesis we implemented the project in three phases. First, before the intervention, we collected texts produced by the students. Secondly, we implemented a didactic program designed to develop students’ textual competence. Lastly, after the intervention, we collected students’ texts once again. Data was analyzed according to categories that confer cohesion and coherence to different types of texts. Narrative, descriptive, and explanatory texts were assessed in terms of 1) building an autonomous text; 2) hierarchisation of information, and 3) textual organisation. Overall, results indicate that students developed their text conceptualisations, their understanding of the different structures of texts, and produced better writing. Indeed, their written work shows a marked progression from the beginning of the intervention program to the end of the program.

Formation of oriented nickel aggregates in rutile single crystals by Ni implantation

The magnetic and electrical properties of Ni implanted single crystalline TiO2 rutile were studied for nominal implanted fluences between 0.5 x 10(17) cm(-2) and 2.0 x 10(17) cm(-2) with 150 keV energy, corresponding to maximum atomic concentrations between 9 at% and 27 at% at 65 nm depth, in order to study the formation of metallic oriented aggregates. The results indicate that the as implanted crystals exhibit superparamagnetic behavior for the two higher fluences, which is attributed to the formation of nanosized nickel clusters with an average size related with the implanted concentration, while only paramagnetic behavior is observed for the lowest fluence. Annealing at 1073 K induces the aggregation of the implanted nickel and enhances the magnetization in all samples. The associated anisotropic behavior indicates preferred orientations of the nickel aggregates in the rutile lattice consistent with Rutherford backscattering spectrometry-channelling results. Electrical conductivity displays anisotropic behavior but no magnetoresistive effects were detected. (C) 2013 Elsevier B.V. All rights reserved.

Interdiffusion at Sb/Ge interfaces induced in thin multilayer films by nanosecond laser irradiation

Thin films consisting of 3 or 4 Sb and Ge alternating layers are irradiated with single nanosecond laser pulses (12 ns, 193 nm). Real time reflectivity (RTR) measurements are performed during irradiation, and Rutherford backscattering spectrometry (RBS) is used to obtain the concentration depth profiles before and after irradiation. Interdiffusion of the elements takes place at the layer interfaces within the liquid phase. The reflectivity transients allow to determine the laser energy thresholds both to induce and to saturate the process being both thresholds dependent on the multilayer configuration. It is found that the energy threshold to initiate the process is lower when Sb is at the surface while the saturation is reached at lower energy densities in those configurations with thinner layers.

The effect of the angle of incidence on the aqueous corrosion of ion implanted M50 steel substrates

Following work on tantalum and chromium implanted flat M50 steel substrates, this work reports on the electrochemical behaviour of M50 steel implanted with tantalum and chromium and the effect of the angle of incidence. Proposed optimum doses for resistance to chloride attack were based on the interpretation of results obtained during long-term and accelerated electrochemical testing. After dose optimization from the corrosion viewpoint, substrates were implanted at different angles of incidence (15°, 30°, 45°, 60°, 75°, 90°) and their susceptibility to localized corrosion assessed using open-circuit measurements, step by step polarization and cyclic voltammetry at several scan rates (5–50 mV s-1). Results showed, for tantalum implanted samples, an ennoblement of the pitting potential of approximately 0.5 V for an angle of incidence of 90°. A retained dose of 5 × 1016 atoms cm-2 was found by depth profiling with Rutherford backscattering spectrometry. The retained dose decreases rapidly with angle of incidence. The breakdown potential varies roughly linearly with the angle of incidence up to 30° falling fast to reach -0.1 V (vs. a saturated calomel electrode (SCE)) for 15°. Chromium was found to behave differently. Maximum corrosion resistance was found for angles of 45°–60° according to current densities and breakdown potentials. Cr+ depth profiles ((p,γ) resonance broadening method), showed that retained doses up to an angle of 60° did not change much from the implanted dose at 90°, 2 × 1017 Cr atoms cm-2. The retained implantation dose for tantalum and chromium was found to follow a (cos θ)8/3 dependence where θ is the angle between the sample normal and the beam direction.

Structural characterization of Co‐Re superlattices

Co‐Re superlattices were prepared with nominal periodicities of 65–67 Å and varying bilayer composition. The structural characterization was made by x‐ray diffraction and Rutherford backscattering spectrometry (RBS). First, second, and third order satellites are observed in the x‐ray diffractogram at 2θ values and with intensities close to those predicted by simulation. This confirms the coherence of the superlattice. RBS measurements combined with RUMP simulations give information on interface sharpness and the absolute thicknesses of the Co and Re layers. Discrepancies between the experimental and simulated diffractograms are found for Co thicknesses below 18 Å.

Porque ler não chega… da biblioteca escolar à sala de aula: um percurso de leitura e escrita

Projeto de Intervenção apresentado à Escola Superior de Educação de Lisboa para a obtenção de grau de Mestre em Didática da Língua Portuguesa no 1º e 2º CEB