(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.

Agent Inferencing Meets the Semantic Web

We provide all agent; the capability to infer the relations (assertions) entailed by the rules that, describe the formal semantics of art RDFS knowledge-base. The proposed inferencing process formulates each semantic restriction as a rule implemented within a, SPARQL query statement. The process expands the original RDF graph into a fuller graph that. explicitly captures the rule's described semantics. The approach is currently being explored in order to support descriptions that follow the generic Semantic Web Rule Language. An experiment, using the Fire-Brigade domain, a small-scale knowledge-base, is adopted to illustrate the agent modeling method and the inferencing process.

A hybrid approach to multi-agent decision-making

In the aftermath of a large-scale disaster, agents' decisions derive from self-interested (e.g. survival), common-good (e.g. victims' rescue) and teamwork (e.g. fire extinction) motivations. However, current decision-theoretic models are either purely individual or purely collective and find it difficult to deal with motivational attitudes; on the other hand, mental-state based models find it difficult to deal with uncertainty. We propose a hybrid, CvI-JI, approach that combines: i) collective 'versus' individual (CvI) decisions, founded on the Markov decision process (MDP) quantitative evaluation of joint-actions, and ii)joint-intentions (JI) formulation of teamwork, founded on the belief-desire-intention (BDI) architecture of general mental-state based reasoning. The CvI-JI evaluation explores the performance's improvement

RFID together with multi-agent systems to control global value chains

Nowadays, the cooperative intelligent transport systems are part of a largest system. Transportations are modal operations integrated in logistics and, logistics is the main process of the supply chain management. The supply chain strategic management as a simultaneous local and global value chain is a collaborative/cooperative organization of stakeholders, many times in co-opetition, to perform a service to the customers respecting the time, place, price and quality levels. The transportation, like other logistics operations must add value, which is achieved in this case through compression lead times and order fulfillments. The complex supplier's network and the distribution channels must be efficient and the integral visibility (monitoring and tracing) of supply chain is a significant source of competitive advantage. Nowadays, the competition is not discussed between companies but among supply chains. This paper aims to evidence the current and emerging manufacturing and logistics system challenges as a new field of opportunities for the automation and control systems research community. Furthermore, the paper forecasts the use of radio frequency identification (RFID) technologies integrated into an information and communication technologies (ICT) framework based on distributed artificial intelligence (DAI) supported by a multi-agent system (MAS), as the most value advantage of supply chain management (SCM) in a cooperative intelligent logistics systems. Logistical platforms (production or distribution) as nodes of added value of supplying and distribution networks are proposed as critical points of the visibility of the inventory, where these technological needs are more evident.

Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normal distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalized assumption of normal distributed financial returns. Thus it is crucial to properly model the distribution tails so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey (2000) and combine the GARCH-type models with the Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI,FTSE 100 and NIKKEI 225 representing three important financial areas in the world. Our results indicate that EVT-based conditional quantile estimates are much more accurate than those from conventional AR-GARCH models assuming normal or Student’s t-distribution innovations when doing out-of-sample estimation (within the insample estimation, this is so for the right tail of the distribution of returns).

Rentabilidade e risco na comercialização agregada de energia elétrica

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica na Área de Especialização de Energia

Agentes comerciais: modelos de avaliação de risco e rentabilidade

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica na Área de Especialização de Energia

Riscos e incerteza das fontes renováveis na produção de energia elétrica

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

Between theory and practice – teaching maths to elementary school students in Poland

The development of children's school achievements in mathematics is one of the most important aims of education in Poland. The results of research concerning monitoring of school achievements in maths is not optimistic. We can observe low levels of children’s understanding of the merits of maths, self-developed strategies in solving problems and practical usage of maths skills. This article frames the discussion of this problem in its psychological and didactic context and analyses the causes as they relate to school practice in teaching maths

Microscopic Theory of Anchoring Transitions at the Surfaces of Pure Liquid-Crystals and their Mixtures .1. The Fowler Approximation

We have generalized earlier work on anchoring of nematic liquid crystals by Sullivan, and Sluckin and Poniewierski, in order to study transitions which may occur in binary mixtures of nematic liquid crystals as a function of composition. Microscopic expressions have been obtained for the anchoring energy of (i) a liquid crystal in contact with a solid aligning surface; (ii) a liquid crystal in contact with an immiscible isotropic medium; (iii) a liquid crystal mixture in contact with a solid aligning surface. For (iii), possible phase diagrams of anchoring angle versus dopant concentration have been calculated using a simple liquid crystal model. These exhibit some interesting features including re-entrant conical anchoring, for what are believed to be realistic values of the molecular parameters. A way of relaxing the most drastic approximation implicit in the above approach is also briefly discussed.

Simulation and theory of hybrid aligned liquid crystal films

We present a study of the effects of nanoconfinement on a system of hard Gaussian overlap particles interacting with planar substrates through the hard-needle-wall potential, extending earlier work by two of us [D. J. Cleaver and P. I. C. Teixeira, Chem. Phys. Lett. 338, 1 (2001)]. Here, we consider the case of hybrid films, where one of the substrates induces strongly homeotropic anchoring, while the other favors either weakly homeotropic or planar anchoring. These systems are investigated using both Monte Carlo simulation and density-functional theory, the latter implemented at the level of Onsager's second-virial approximation with Parsons-Lee rescaling. The orientational structure is found to change either continuously or discontinuously depending on substrate separation, in agreement with earlier predictions by others. The theory is seen to perform well in spite of its simplicity, predicting the positional and orientational structure seen in simulations even for small particle elongations.

Multi-agent Simulation of Bilateral Contracting in Competitive Electricity Markets

Traditional vertically integrated power utilities around the world have evolved from monopoly structures to open markets that promote competition among suppliers and provide consumers with a choice of services. Market forces drive the price of electricity and reduce the net cost through increased competition. Electricity can be traded in both organized markets or using forward bilateral contracts. This article focuses on bilateral contracts and describes some important features of an agent-based system for bilateral trading in competitive markets. Special attention is devoted to the negotiation process, demand response in bilateral contracting, and risk management. The article also presents a case study on forward bilateral contracting: a retailer agent and a customer agent negotiate a 24h-rate tariff. © 2014 IEEE.

Multi-agent simulation of bilateral contracting in competitive electricity markets

Traditional vertically integrated power utilities around the world have evolved from monopoly structures to open markets that promote competition among suppliers and provide consumers with a choice of services. Market forces drive the price of electricity and reduce the net cost through increased competition. Electricity can be traded in both organized markets or using forward bilateral contracts. This article focuses on bilateral contracts and describes some important features of an agent-based system for bilateral trading in competitive markets. Special attention is devoted to the negotiation process, demand response in bilateral contracting, and risk management. The article also presents a case study on forward bilateral contracting: a retailer agent and a customer agent negotiate a 24h-rate tariff. © 2014 IEEE.

On lattices from combinatorial game theory modularity and a representation theorem: finite case

We show that a self-generated set of combinatorial games, S. may not be hereditarily closed but, strong self-generation and hereditary closure are equivalent in the universe of short games. In [13], the question "Is there a set which will give a non-distributive but modular lattice?" appears. A useful necessary condition for the existence of a finite non-distributive modular L(S) is proved. We show the existence of S such that L(S) is modular and not distributive, exhibiting the first known example. More, we prove a Representation Theorem with Games that allows the generation of all finite lattices in game context. Finally, a computational tool for drawing lattices of games is presented. (C) 2014 Elsevier B.V. All rights reserved.