From efficiency to optimality in proportional reinsurance under group correlation

Based on our recent discovery of closed form formulae of efficient Mean Variance retentions in variable quota-share proportional reinsurance under group correlation, we analyzed the influence of different combination of correlation and safety loading levels on the efficient frontier, both in a single period stylized problem and in a multiperiod one.

Dimensionless analysis of constrained damping treatments

One of the most effective ways of controlling vibrations in plate or beam structures is by means of constrained viscoelastic damping treatments. Contrary to the unconstrained configuration, the design of constrained and integrated layer damping treatments is multifaceted because the thickness of the viscoelastic layer acts distinctly on the two main counterparts of the strain energy the volume of viscoelastic material and the shear strain field. In this work, a parametric study is performed exploring the effect that the design parameters, namely the thickness/length ratio, constraining layer thickness, material modulus, natural mode and boundary conditions have on these two counterparts and subsequently, on the treatment efficiency. This paper presents five parametric studies, namely, the thickness/length ratio, the constraining layer thickness, material properties, natural mode and boundary conditions. The results obtained evidence an interesting effect when dealing with very thin viscoelastic layers that contradicts the standard treatment efficiency vs. layer thickness relation; hence, the potential optimisation of constrained and integrated viscoelastic treatments through the use of properly designed thin multilayer configurations is justified. This work presents a dimensionless analysis and provides useful general guidelines for the efficient design of constrained and integrated damping treatments based on single or multi-layer configurations. (C) 2012 Elsevier Ltd. All rights reserved.

Compression Efficiency Analysis of Wyner-Ziv Video Coding with Motion Compensated Side Information Interpolation

The Wyner-Ziv video coding (WZVC) rate distortion performance is highly dependent on the quality of the side information, an estimation of the original frame, created at the decoder. This paper, characterizes the WZVC efficiency when motion compensated frame interpolation (MCFI) techniques are used to generate the side information, a difficult problem in WZVC especially because the decoder only has available some reference decoded frames. The proposed WZVC compression efficiency rate model relates the power spectral of the estimation error to the accuracy of the MCFI motion field. Then, some interesting conclusions may be derived related to the impact of the motion field smoothness and the correlation to the true motion trajectories on the compression performance.

Fluorescence Microscopy Imaging Denoising with Log-Euclidean Priors and Photobleaching Compensation

Fluorescent protein microscopy imaging is nowadays one of the most important tools in biomedical research. However, the resulting images present a low signal to noise ratio and a time intensity decay due to the photobleaching effect. This phenomenon is a consequence of the decreasing on the radiation emission efficiency of the tagging protein. This occurs because the fluorophore permanently loses its ability to fluoresce, due to photochemical reactions induced by the incident light. The Poisson multiplicative noise that corrupts these images, in addition with its quality degradation due to photobleaching, make long time biological observation processes very difficult. In this paper a denoising algorithm for Poisson data, where the photobleaching effect is explicitly taken into account, is described. The algorithm is designed in a Bayesian framework where the data fidelity term models the Poisson noise generation process as well as the exponential intensity decay caused by the photobleaching. The prior term is conceived with Gibbs priors and log-Euclidean potential functions, suitable to cope with the positivity constrained nature of the parameters to be estimated. Monte Carlo tests with synthetic data are presented to characterize the performance of the algorithm. One example with real data is included to illustrate its application.

CP properties of symmetry-constrained two-Higgs-doublet models

The two-Higgs-doublet model can be constrained by imposing Higgs-family symmetries and/or generalized CP symmetries. It is known that there are only six independent classes of such symmetry-constrained models. We study the CP properties of all cases in the bilinear formalism. An exact symmetry implies CP conservation. We show that soft breaking of the symmetry can lead to spontaneous CP violation (CPV) in three of the classes.

Unit Commitment in a Competitive and Emission Constrained Environment

This paper is on the unit commitment problem, considering not only the economic perspective, but also the environmental perspective. We propose a bi-objective approach to handle the problem with conflicting profit and emission objectives. Numerical results based on the standard IEEE 30-bus test system illustrate the proficiency of the proposed approach.

Reward-risk efficiency in proportional reinsurance with different risk measures

We have studied, in particular under normality of the implied random variables, the connections between different measures of risk such as the standard deviation, the W-ruin probability and the p-V@R. We discuss conditions granting the equivalence of these measures with respect to risk preference relations and the equivalence of dominance and efficiency of risk-reward criteria involving these measures. Then more specifically we applied these concepts to rigorously face the problem of finding the efficient set of de Finetti’s variable quota share proportional reinsurance.

Light pollution and energy efficiency: a case study of the village of Vialonga

Since industrialization and the formation of larger urban centers in the nineteenth century, pollution of the environment was always present in daily life in various ways, namely in the form of light. Light pollution can cause various consequences, both for humans and for their ecosystem, producing effects on environmental, social, economic and scientific level. In Portugal, the lighting is responsible for 3% of total electricity consumption, energy costs are in some cases more than 50% towards the costs incurred by municipalities with energy, checking-in recent years a trend similar to that improvement of illumination levels in the region (about 4 to 5% per year). Proper use of lighting brings many benefits both to the citizen and environment, since greater energy efficiency can contribute to reducing CO2 emissions, energy costs, as well as to decrease the use of resources not-renewable and/or contamination of renewable resources, which can occurs in the process of obtaining electricity. The present study has a main goal to analyze the illuminance levels associated to the public lighting of the village of Vialonga, Vila Franca de Xira (Portugal), to verify if it is efficient. The aim is also to relate the efficiency of street lighting with the existence of light pollution.

Sensing Cloud Optimization applied to a non-convex constrained economical dispatch

Conferência: 39th Annual Conference of the IEEE Industrial-Electronics-Society (IECON) - NOV 10-14, 2013

Liquid crystal beads constrained on thin cellulosic fibers: Electric field induced microrotors and N-I transition

We directly visualize the response of nematic liquid crystal drops of toroidal topology threaded in cellulosic fibers, suspended in air, to an AC electric field and at different temperatures over the N-I transition. This new liquid crystal system can exhibit non-trivial point defects, which can be energetically unstable against expanding into ring defects depending on the fiber constraining geometries. The director anchoring tangentially near the fiber surface and homeotropically at the air interface makes a hybrid shell distribution that in turn causes a ring disclination line around the main axis of the fiber at the center of the droplet. Upon application of an electric field, E, the disclination ring first expands and moves along the fiber main axis, followed by the appearance of a stable "spherical particle" object orbiting around the fiber at the center of the liquid crystal drop. The rotation speed of this particle was found to vary linearly with the applied voltage. This constrained liquid crystal geometry seems to meet the essential requirements in which soliton-like deformations can develop and exhibit stable orbiting in three dimensions upon application of an external electric field. On changing the temperature the system remains stable and allows the study of the defect evolution near the nematic-isotropic transition, showing qualitatively different behaviour on cooling and heating processes. The necklaces of such liquid crystal drops constitute excellent systems for the study of topological defects and their evolution and open new perspectives for application in microelectronics and photonics.

The efficiency of urine dipsticks for the diagnosis of urinary tract infection

Urinary tract infection (UTI) is one of the most prevalent pathologies in developed countries, particularly in women, characterized by the presence of bacterial growth in any part of the urinary system. Currently, urine culture is considered the gold standard method for the diagnosis of UTI. However, this method has several disadvantages including the time necessary for obtaining the results and the associated high costs. Therefore, it is important to evaluate new efficient and valuable methods for the diagnosis of these infections. Objectives: Presently, dipsticks are considered a possible valuable alternative to urine culture. This method has very low costs associated and the results can be obtained in few minutes. Here we aim to compare the sensibility, specificity, predictive value of a positive test and a negative test of both methods in order to determine the efficiency of the test strips method and also to characterize the microorganism more frequently isolated.

A comprehensive high-throughput FTIR spectroscopy-based method for evaluating the transfection event: estimating the transfection efficiency and extracting associated metabolic responses

Reporter genes are routinely used in every laboratory for molecular and cellular biology for studying heterologous gene expression and general cellular biological mechanisms, such as transfection processes. Although well characterized and broadly implemented, reporter genes present serious limitations, either by involving time-consuming procedures or by presenting possible side effects on the expression of the heterologous gene or even in the general cellular metabolism. Fourier transform mid-infrared (FT-MIR) spectroscopy was evaluated to simultaneously analyze in a rapid (minutes) and high-throughput mode (using 96-wells microplates), the transfection efficiency, and the effect of the transfection process on the host cell biochemical composition and metabolism. Semi-adherent HEK and adherent AGS cell lines, transfected with the plasmid pVAX-GFP using Lipofectamine, were used as model systems. Good partial least squares (PLS) models were built to estimate the transfection efficiency, either considering each cell line independently (R 2 ≥ 0.92; RMSECV ≤ 2 %) or simultaneously considering both cell lines (R 2 = 0.90; RMSECV = 2 %). Additionally, the effect of the transfection process on the HEK cell biochemical and metabolic features could be evaluated directly from the FT-IR spectra. Due to the high sensitivity of the technique, it was also possible to discriminate the effect of the transfection process from the transfection reagent on KEK cells, e.g., by the analysis of spectral biomarkers and biochemical and metabolic features. The present results are far beyond what any reporter gene assay or other specific probe can offer for these purposes.