Beyond Smith's rule: An optimal dynamic index, rule for single machine stochastic scheduling with convex holding costs

Most research on single machine scheduling has assumedthe linearity of job holding costs, which is arguablynot appropriate in some applications. This motivates ourstudy of a model for scheduling $n$ classes of stochasticjobs on a single machine, with the objective of minimizingthe total expected holding cost (discounted or undiscounted). We allow general holding cost rates that are separable,nondecreasing and convex on the number of jobs in eachclass. We formulate the problem as a linear program overa certain greedoid polytope, and establish that it issolved optimally by a dynamic (priority) index rule,whichextends the classical Smith's rule (1956) for the linearcase. Unlike Smith's indices, defined for each class, ournew indices are defined for each extended class, consistingof a class and a number of jobs in that class, and yieldan optimal dynamic index rule: work at each time on a jobwhose current extended class has larger index. We furthershow that the indices possess a decomposition property,as they are computed separately for each class, andinterpret them in economic terms as marginal expected cost rate reductions per unit of expected processing time.We establish the results by deploying a methodology recentlyintroduced by us [J. Niño-Mora (1999). "Restless bandits,partial conservation laws, and indexability. "Forthcomingin Advances in Applied Probability Vol. 33 No. 1, 2001],based on the satisfaction by performance measures of partialconservation laws (PCL) (which extend the generalizedconservation laws of Bertsimas and Niño-Mora (1996)):PCL provide a polyhedral framework for establishing theoptimality of index policies with special structure inscheduling problems under admissible objectives, which weapply to the model of concern.

Honey, I shrunk the sample covariance matrix

The central message of this paper is that nobody should be using the samplecovariance matrix for the purpose of portfolio optimization. It containsestimation error of the kind most likely to perturb a mean-varianceoptimizer. In its place, we suggest using the matrix obtained from thesample covariance matrix through a transformation called shrinkage. Thistends to pull the most extreme coefficients towards more central values,thereby systematically reducing estimation error where it matters most.Statistically, the challenge is to know the optimal shrinkage intensity,and we give the formula for that. Without changing any other step in theportfolio optimization process, we show on actual stock market data thatshrinkage reduces tracking error relative to a benchmark index, andsubstantially increases the realized information ratio of the activeportfolio manager.

A house price index defined in the potential outcomes framework

Current methods for constructing house price indices are based on comparisons of sale prices of residential properties sold two or more times and on regression of the sale prices on the attributes of the properties and of their locations. The two methods have well recognised deficiencies, selection bias and model assumptions, respectively. We introduce a new method based on propensity score matching. The average house prices for two periods are compared by selecting pairs of properties, one sold in each period, that are as similar on a set of available attributes (covariates) as is feasible to arrange. The uncertainty associated with such matching is addressed by multiple imputation, framing the problem as involving missing values. The method is applied to aregister of transactions ofresidential properties in New Zealand and compared with the established alternatives.

Restless bandits, linear programming relaxations and a primal-dual index heuristic

We develop a mathematical programming approach for the classicalPSPACE - hard restless bandit problem in stochastic optimization.We introduce a hierarchy of n (where n is the number of bandits)increasingly stronger linear programming relaxations, the lastof which is exact and corresponds to the (exponential size)formulation of the problem as a Markov decision chain, while theother relaxations provide bounds and are efficiently computed. Wealso propose a priority-index heuristic scheduling policy fromthe solution to the first-order relaxation, where the indices aredefined in terms of optimal dual variables. In this way wepropose a policy and a suboptimality guarantee. We report resultsof computational experiments that suggest that the proposedheuristic policy is nearly optimal. Moreover, the second-orderrelaxation is found to provide strong bounds on the optimalvalue.

Income and body mass index in Europe

The problem of obesity is alarming public health authorities around the world. Therefore, it is important to study its determinants. In this paper we explore the empirical relationship between household income and body mass index (BMI) in nine European Union countries. Our findings suggest that the association is negative for women, but we find no statistically significant relationship for men. However, we show that the different relationship for men and women appears to be driven by the negative relationship for women between BMI and individual income from work. We tentatively conclude that the negative relationship between household income and BMI for women may simply be capturing the wage penalty that obese women suffer in the labor market.

Anàlisi de les revistes indexades al Journal of Citation Reports del Social Science Citation Index. Període 1997-2005

En aquest estat de la qüestió, s’hi presenten els resultats d’una anàlisi sobre l’evolució i les característiques principals de les revistes de geografia incloses al Journal of Citation Reports dins de la versió del Social Science Citation Index i, per tant, amb factor d’impacte. El període d’estudi escollit ha estat el que va de 1997 a 2005, és a dir, al llarg dels darrers nou anys amb dades disponibles. En total, hi han aparegut incloses trenta-nou revistes, una bona part de les quals ha romàs a la llista durant tot el temps estudiat. Hi ha hagut deu publicacions que han estat situades entre les cinc amb més factor d’impacte de cada any, i cap no ha estat la primera més de dos anys seguits. S’han trobat divuit temàtiques diferents en el conjunt de les revistes, en destaquen les de caire generalista i les de geografia econòmica i regional. Una gran majoria dels volums està publicada per editorials, Blackwell Publishing n’és la més destacada. L’origen de les revistes és clarament anglosaxó, només n’hi trobem dues d’escrites en una altra llengua. La segona part de l’article descriu totes les publicacions contemplades en els nou anys estudiats, amb una petita ressenya de cadascuna

The generalized index of maximum and minimum level and its application in decision making

[spa] El índice del máximo y el mínimo nivel es una técnica muy útil, especialmente para toma de decisiones, que usa la distancia de Hamming y el coeficiente de adecuación en el mismo problema. En este trabajo, se propone una generalización a través de utilizar medias generalizadas y cuasi aritméticas. A estos operadores de agregación, se les denominará el índice del máximo y el mínimo nivel medio ponderado ordenado generalizado (GOWAIMAM) y cuasi aritmético (Quasi-OWAIMAM). Estos nuevos operadores generalizan una amplia gama de casos particulares como el índice del máximo y el mínimo nivel generalizado (GIMAM), el OWAIMAM, y otros. También se desarrolla una aplicación en la toma de decisiones sobre selección de productos.

Size dependence of refractive index of Si nanoclusters embedded in SiO2

he complex refractive index of SiO2 layers containing Si nanoclusters (Si-nc) has been measured by spectroscopic ellipsometry in the range from 1.5 to 5.0 eV. It has been correlated with the amount of Si excess accurately measured by x-ray photoelectron spectroscopy and the nanocluster size determined by energy-filtered transmission electron microscopy. The Si-nc embedded in SiO2 have been produced by a fourfold Si+ ion implantation, providing uniform Si excess aimed at a reliable ellipsometric modeling. The complex refractive index of the Si-nc phase has been calculated by the application of the Bruggeman effective-medium approximation to the composite media. The characteristic resonances of the refractive index and extinction coefficient of bulk Si vanish out in Si-nc. In agreement with theoretical simulations, a significant reduction of the refractive index of Si-nc is observed, in comparison with bulk and amorphous silicon. The knowledge of the optical properties of these composite layers is crucial for the realization of Si-based waveguides and light-emitting devices.

The generalized index of maximum and minimum level and its application in decision making

[spa] El índice del máximo y el mínimo nivel es una técnica muy útil, especialmente para toma de decisiones, que usa la distancia de Hamming y el coeficiente de adecuación en el mismo problema. En este trabajo, se propone una generalización a través de utilizar medias generalizadas y cuasi aritméticas. A estos operadores de agregación, se les denominará el índice del máximo y el mínimo nivel medio ponderado ordenado generalizado (GOWAIMAM) y cuasi aritmético (Quasi-OWAIMAM). Estos nuevos operadores generalizan una amplia gama de casos particulares como el índice del máximo y el mínimo nivel generalizado (GIMAM), el OWAIMAM, y otros. También se desarrolla una aplicación en la toma de decisiones sobre selección de productos.

Catalogo de la flora bentonica marina de las islas Baleares I. (Rhodophyceae)

Catàleg de la flora marina bentònica de les illes Balears. S'inclouen les citacions bibliogràfiques que s'hi han trobat, aixi corn les aportacions personals. Els 420 taxons son 273 Rodoficies, 79 Feofícies i 68 Clorofícies. Aquesta primera part inclou les Rodoficies. Là flora marina de les Balears, a causa de 1'elevada temperatura de les sèves aigües, presenta una certa tropicalitat, carácter que queda reflectit en el seu élevât valor de l'index R/P.

Polydispersity index from linear viscoelastic data: Unimodal and bimodal linear polymer melts

This article describes a method for determining the polydispersity index Ip2=Mz/Mw of the molecular weight distribution (MWD) of linear polymeric materials from linear viscoelastic data. The method uses the Mellin transform of the relaxation modulus of a simple molecular rheological model. One of the main features of this technique is that it enables interesting MWD information to be obtained directly from dynamic shear experiments. It is not necessary to achieve the relaxation spectrum, so the ill-posed problem is avoided. Furthermore, a determinate shape of the continuous MWD does not have to be assumed in order to obtain the polydispersity index. The technique has been developed to deal with entangled linear polymers, whatever the form of the MWD is. The rheological information required to obtain the polydispersity index is the storage G′(ω) and loss G″(ω) moduli, extending from the terminal zone to the plateau region. The method provides a good agreement between the proposed theoretical approach and the experimental polydispersity indices of several linear polymers for a wide range of average molecular weights and polydispersity indices. It is also applicable to binary blends.

Construcción de un índice de calidad ocupacional (ICO) para el análisis de la inserción profesional de los graduados universitarios = Building an employment quality index (EQI) to analyse graduates’ access to the labour market

En este trabajo se propone la construcción de un índice de calidad ocupacional (ICO) a partir de los datos de la Encuesta de Inserción Laboral de los Graduados de las Universidades Catalanas realizada por la Agencia para la Calidad del Sistema Universitario de Catalunya (AQU), que ha de permitir un mejor análisis de la información que proporciona la encuesta y facilitar su comparación con estudios similares. La encuesta se realiza tres años después de la graduación. En este artículo, se utiliza la segunda encuesta realizada el año 2005 entre 11.456 graduados (52,63%) de la promoción 2001 (AQU, 2005, Serra-Ramoneda, 2007). El índice se ha elaborado a partir de los indicadores objetivos ‘tipo y duración del contrato laboral’, ‘retribución económica’, ‘adecuación entre la formación universitaria y el empleo’ a los que se otorga una puntuación ponderada según las respuestas dadas por los graduados. La suma de las puntuaciones se matiza con un coeficiente derivado del indicador subjetivo ‘satisfacción con el trabajo en general’. A partir de la información proporcionada por el índice, se realiza un análisis comparativo del nivel de calidad ocupacional que han logrado los graduados de áreas de conocimiento, ámbitos de trabajo, ramas de actividad y ubicaciones territoriales del empleo diferentes. Los resultados obtenidos permiten observar que entre los graduados catalanes los siguientes hechos son buenos predictores de la calidad de la ocupación: haber estudiado una carrera que no sea de Humanidades, ser un hombre, haber desempeñado durante la carrera un trabajo relacionado con los estudios, estar ocupado en la construcción, en instituciones financieras o en servicios a empresas, haber tenido algún tipo de movilidad por motivos de trabajo, trabajar fuera de Cataluña y hacerlo en empresas grandes, especialmente con más de 500 trabajadores. Finalmente, se presentan algunas reflexiones y propuestas que pueden resultar de interés para la orientación de los estudiantes y la planificación universitaria

Estudi i anàlisi dels hàbits esportius dels alumnes de l’IES Isaac Albèniz de Badalona

Aquest estudi té com objectiu conèixer els hàbits esportius dels alumnes del IES Isaac Albèniz de Badalona, no obstant els hàbits esportiu és un conjunt d’accions difícilment d’estudiar amb exactitud. Per tant l’estudi és centra principalment en conèixer el índex d’activitat física dels alumnes, el tipus d’activitat física que realitzen, els motius de pràctica i les barreres que dificulten la pràctica. La mostra analitzada és l’alumnat d’ESO que està format per 367 alumnes, 196 són nois i 171 són noies de 11 a 17 anys. El instrument de mesura utilitzat és una enquesta d’elaboració pròpia però amb referències del (MSD, 2011), aquesta enquesta s’ha administrat personalment als alumnes al principi de les classes d’educació física, posteriorment s’ha tractat les dades mitjançant el programa estadístic SPSS 20 per realitzar taules de contingència i gràfic de barres, finalment els resultats han mostrat una equivalència entre alumnes actius i no actius, que hi ha més percentatge de pràctica d’activitat física no organitzada que activitat física organitzada, que els principals motius de pràctica són la diversió i la salut, i que la falta de temps és la barrera que predomina més en els alumnes.

Proposal of three thermodynamic variables to discriminate between storms associated with hail and storms with intense rainfall in Catalonia (Proposta de tres variables termodinàmiques per discriminar entre tempestes amb pedregades i tempestes amb pluges intenses)

Between late spring and early fall, the development of storms is common in Catalonia. Despite the fact that they usually produce heavy showers of short duration, they can also involve severe weather with ice pellets or hail. While the latter usually affect inland regions, and there are numerous publications on these cases; the analysis of events affecting the coast and causing damage to public and private properties is not so well developed. The aim of this study is to provide additional thermodynamic indicators that help differentiate storms with hail from storms without hail, considering cases that have affected various regions of Catalonia, mainly coastal areas. The aim is to give more information to improve prognosis and the ability to detail information in these situations. The procedure developed involved the study of several episodes of heavy rainfall and hail that hit Catalonia during the 2003-2009 period, mainly in the province of Girona, and validated the proposal during the campaign of late summer and fall of 2009, as well as 2012. For each case, several variables related to temperature, humidity and wind were analyzed at different levels of the atmosphere, while the information provided by the radio sounding in Barcelona was also taken into account. From this study, it can be concluded that the temperature difference between 500 hPa and 850 hPa, the humidity in the lower layers of the atmosphere and the LI index are good indicators for the detection of storms with associated hail.