Multi index model - uma abordagem para aplicação ao mercado accionista em Portugal

O mercado accionista, de uma forma global, tem-se revelado nos últimos tempos uma das principais fontes de incentivo ao mercado de valores mobiliários. O seu impacto junto do público em geral é enorme e a sua importância para as empresas é vital. Interessa, então, perceber como é que a teoria financeira tem obordado a avaliação e a compreensão do processo de formação de uma cotação. Desde os anos 50 até aos dias de hoje, interessa perceber como é que os diferentes autores têm tratado esta abordagem e quais os resultados deste confronto. Interessa sobretudo perceber o abordogem de Stephen Ross e a teoria do arbitragem. Na sequência desta obordagem e com o aparecimento do Multi Index Model, passou a ser possível extimar com maior precisão a evolução da cotação, na medida em que esta estaria dependente de um vasto conjunto de variavéis, que abragem uma vasta área de influência. O contributo de Ross é por isso decisivo. No final interessa reter a melhor técnica e teoria, que defende os interesses do investidor. Face o isto resta, então, saber qual a melhor técnica estatística para proceder a estes estudos empíricos.

A new approach for multi-agent coalition formation and management in the scope of electricity markets

This paper presents a new methodology for the creation and management of coalitions in Electricity Markets. This approach is tested using the multi-agent market simulator MASCEM, taking advantage of its ability to provide the means to model and simulate VPP (Virtual Power Producers). VPPs are represented as coalitions of agents, with the capability of negotiating both in the market, and internally, with their members, in order to combine and manage their individual specific characteristics and goals, with the strategy and objectives of the VPP itself. The new features include the development of particular individual facilitators to manage the communications amongst the members of each coalition independently from the rest of the simulation, and also the mechanisms for the classification of the agents that are candidates to join the coalition. In addition, a global study on the results of the Iberian Electricity Market is performed, to compare and analyze different approaches for defining consistent and adequate strategies to integrate into the agents of MASCEM. This, combined with the application of learning and prediction techniques provide the agents with the ability to learn and adapt themselves, by adjusting their actions to the continued evolving states of the world they are playing in.

Multi-agent based electricity market simulator with VPP: Conceptual and implementation issues

This paper presents a new architecture for the MASCEM, a multi-agent electricity market simulator. This is implemented in a Prolog which is integrated in the JAVA program by using the LPA Win-Prolog Intelligence Server (IS) provides a DLL interface between Win-Prolog and other applications. This paper mainly focus on the MASCEM ability to provide the means to model and simulate Virtual Power Producers (VPP). VPPs are represented as a coalition of agents, with specific characteristics and goals. VPPs can reinforce the importance of these generation technologies making them valuable in electricity markets.

Complex evolution of a multi-particle system

This paper studies a discrete dynamical system of interacting particles that evolve by interacting among them. The computational model is an abstraction of the natural world, and real systems can range from the huge cosmological scale down to the scale of biological cell, or even molecules. Different conditions for the system evolution are tested. The emerging patterns are analysed by means of fractal dimension and entropy measures. It is observed that the population of particles evolves towards geometrical objects with a fractal nature. Moreover, the time signature of the entropy can be interpreted at the light of complex dynamical systems.

A parallel programming model for ada

Over the last three decades, computer architects have been able to achieve an increase in performance for single processors by, e.g., increasing clock speed, introducing cache memories and using instruction level parallelism. However, because of power consumption and heat dissipation constraints, this trend is going to cease. In recent times, hardware engineers have instead moved to new chip architectures with multiple processor cores on a single chip. With multi-core processors, applications can complete more total work than with one core alone. To take advantage of multi-core processors, parallel programming models are proposed as promising solutions for more effectively using multi-core processors. This paper discusses some of the existent models and frameworks for parallel programming, leading to outline a draft parallel programming model for Ada.

A lightweight indoor localization model based on motley-keenan and COST

This paper presents a novel approach to WLAN propagation models for use in indoor localization. The major goal of this work is to eliminate the need for in situ data collection to generate the Fingerprinting map, instead, it is generated by using analytical propagation models such as: COST Multi-Wall, COST 231 average wall and Motley- Keenan. As Location Estimation Algorithms kNN (K-Nearest Neighbour) and WkNN (Weighted K-Nearest Neighbour) were used to determine the accuracy of the proposed technique. This work is based on analytical and measurement tools to determine which path loss propagation models are better for location estimation applications, based on Receive Signal Strength Indicator (RSSI).This study presents different proposals for choosing the most appropriate values for the models parameters, like obstacles attenuation and coefficients. Some adjustments to these models, particularly to Motley-Keenan, considering the thickness of walls, are proposed. The best found solution is based on the adjusted Motley-Keenan and COST models that allows to obtain the propagation loss estimation for several environments.Results obtained from two testing scenarios showed the reliability of the adjustments, providing smaller errors in the measured values values in comparison with the predicted values.

Distributed Intelligent Management of Microgrids using a Multi-Agent Simulation Platform

Multi-agent approaches have been widely used to model complex systems of distributed nature with a large amount of interactions between the involved entities. Power systems are a reference case, mainly due to the increasing use of distributed energy sources, largely based on renewable sources, which have potentiated huge changes in the power systems’ sector. Dealing with such a large scale integration of intermittent generation sources led to the emergence of several new players, as well as the development of new paradigms, such as the microgrid concept, and the evolution of demand response programs, which potentiate the active participation of consumers. This paper presents a multi-agent based simulation platform which models a microgrid environment, considering several different types of simulated players. These players interact with real physical installations, creating a realistic simulation environment with results that can be observed directly in the reality. A case study is presented considering players’ responses to a demand response event, resulting in an intelligent increase of consumption in order to face the wind generation surplus.

Real-Time Application Mapping for Many-Cores Using a Limited Migrative Model

Many-core platforms are an emerging technology in the real-time embedded domain. These devices offer various options for power savings, cost reductions and contribute to the overall system flexibility, however, issues such as unpredictability, scalability and analysis pessimism are serious challenges to their integration into the aforementioned area. The focus of this work is on many-core platforms using a limited migrative model (LMM). LMM is an approach based on the fundamental concepts of the multi-kernel paradigm, which is a promising step towards scalable and predictable many-cores. In this work, we formulate the problem of real-time application mapping on a many-core platform using LMM, and propose a three-stage method to solve it. An extended version of the existing analysis is used to assure that derived mappings (i) guarantee the fulfilment of timing constraints posed on worst-case communication delays of individual applications, and (ii) provide an environment to perform load balancing for e.g. energy/thermal management, fault tolerance and/or performance reasons.

A framework for memory contention analysis in multi-core platforms

The last decade has witnessed a major shift towards the deployment of embedded applications on multi-core platforms. However, real-time applications have not been able to fully benefit from this transition, as the computational gains offered by multi-cores are often offset by performance degradation due to shared resources, such as main memory. To efficiently use multi-core platforms for real-time systems, it is hence essential to tightly bound the interference when accessing shared resources. Although there has been much recent work in this area, a remaining key problem is to address the diversity of memory arbiters in the analysis to make it applicable to a wide range of systems. This work handles diverse arbiters by proposing a general framework to compute the maximum interference caused by the shared memory bus and its impact on the execution time of the tasks running on the cores, considering different bus arbiters. Our novel approach clearly demarcates the arbiter-dependent and independent stages in the analysis of these upper bounds. The arbiter-dependent phase takes the arbiter and the task memory-traffic pattern as inputs and produces a model of the availability of the bus to a given task. Then, based on the availability of the bus, the arbiter-independent phase determines the worst-case request-release scenario that maximizes the interference experienced by the tasks due to the contention for the bus. We show that the framework addresses the diversity problem by applying it to a memory bus shared by a fixed-priority arbiter, a time-division multiplexing (TDM) arbiter, and an unspecified work-conserving arbiter using applications from the MediaBench test suite. We also experimentally evaluate the quality of the analysis by comparison with a state-of-the-art TDM analysis approach and consistently showing a considerable reduction in maximum interference.