6 resultados para Trading strategy

em Instituto Politécnico do Porto, Portugal


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Electricity markets are complex environments with very particular characteristics. MASCEM is a market simulator developed to allow deep studies of the interactions between the players that take part in the electricity market negotiations. This paper presents a new proposal for the definition of MASCEM players’ strategies to negotiate in the market. The proposed methodology is multiagent based, using reinforcement learning algorithms to provide players with the capabilities to perceive the changes in the environment, while adapting their bids formulation according to their needs, using a set of different techniques that are at their disposal.

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Urban Computing (UrC) provides users with the situation-proper information by considering context of users, devices, and social and physical environment in urban life. With social network services, UrC makes it possible for people with common interests to organize a virtual-society through exchange of context information among them. In these cases, people and personal devices are vulnerable to fake and misleading context information which is transferred from unauthorized and unauthenticated servers by attackers. So called smart devices which run automatically on some context events are more vulnerable if they are not prepared for attacks. In this paper, we illustrate some UrC service scenarios, and show important context information, possible threats, protection method, and secure context management for people.

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Electricity markets are complex environments, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. MASCEM is a multi-agent electricity market simulator to model market players and simulate their operation in the market. Market players are entities with specific characteristics and objectives, making their decisions and interacting with other players. MASCEM provides several dynamic strategies for agents’ behavior. This paper presents a method that aims to provide market players with strategic bidding capabilities, allowing them to obtain the higher possible gains out of the market. This method uses a reinforcement learning algorithm to learn from experience how to choose the best from a set of possible bids. These bids are defined accordingly to the cost function that each producer presents.

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In this work we solve Mathematical Programs with Complementarity Constraints using the hyperbolic smoothing strategy. Under this approach, the complementarity condition is relaxed through the use of the hyperbolic smoothing function, involving a positive parameter that can be decreased to zero. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested.

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One of the most difficult issues of e-Learning is the students’ assessment. Being this an outstanding task regarding theoretical topics, it becomes even more challenging when the topics under evaluation are practical. ISCAP’s Information Systems Department is composed of about twenty teachers who have been for several years using an e-learning environment (at the moment Moodle 2.3) combined with traditional assessment. They are now planning and implementing a new e-learning assessment strategy. This effort was undertaken in order to evaluate a practical topic (the use of spreadsheets to solve management problems) common to shared courses of several undergraduate degree programs. The same team group is already experienced in the assessment of theoretical information systems topics using the b-learning platform. Therefore, this project works as an extension to previous experiences being the team aware of the additional difficulties due to the practical nature of the topics. This paper describes this project and presents two cycles of the action research methodology, used to conduct the research. The first cycle goal was to produce a database of questions. When it was implemented in order to be used with a pilot group of students, several problems were identified. Subsequently, the second cycle consisted in solving the identified problems preparing the database and all the players to a broader scope implementation. For each cycle, all the phases, its drawbacks and achievements are described. This paper suits all those who are or are planning to be in the process of shifting their assessment strategy from a traditional to one supported by an e-learning platform.

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A good verification strategy should bring near the simulation and real functioning environments. In this paper we describe a system-level co-verification strategy that uses a common flow for functional simulation, timing simulation and functional debug. This last step requires using a BST infrastructure, now widely available on commercial devices, specially on FPGAs with medium/large pin-counts.