A comparative long-memory Analysis between Spanish, Mexican and U.S. interest rates

Evidence exists that many natural facts are described better as a fractal. Although fractals are very useful for describing nature, it is also appropiate to review the concept of random fractal in finance. Due to the extraordinary importance of Brownian motion in physics, chemistry or biology, we will consider the generalization that supposes fractional Brownian motion introduced by Mandelbrot.The main goal of this work is to analyse the existence of long range dependence in instantaneous forward rates of different financial markets. Concretelly, we perform an empirical analysis on the Spanish, Mexican and U.S. interbanking interest rate. We work with three time series of daily data corresponding to 1 day operations from 28th March 1996 to 21st May 2002. From among all the existing tests on this matter we apply the methodology proposed in Taqqu, Teverovsky and Willinger (1995).

Reconfigurable Architecture To Estimate The Motion Of An Underwater Vehicle

This work proposes a parallel architecture for a motion estimation algorithm. It is well known that image processing requires a huge amount of computation, mainly at low level processing where the algorithms are dealing with a great numbers of data-pixel. One of the solutions to estimate motions involves detection of the correspondences between two images. Due to its regular processing scheme, parallel implementation of correspondence problem can be an adequate approach to reduce the computation time. This work introduces parallel and real-time implementation of such low-level tasks to be carried out from the moment that the current image is acquired by the camera until the pairs of point-matchings are detected

Language Resources Factory: case study on the acquisition of Translation Memories

This paper demonstrates a novel distributed architecture to facilitate the acquisition of Language Resources. We build a factory that automates the stages involved in the acquisition, production, updating and maintenance of these resources. The factory is designed as a platform where functionalities are deployed as web services, which can be combined in complex acquisition chains using workflows. We show a case study, which acquires a Translation Memory for a given pair of languages and a domain using web services for crawling, sentence alignment and conversion to TMX.

Ferromagnetic shape memory alloys: structural and thermal properties

The most extensively studied Heusler alloys are those based on the Ni-Mn-Ga system. However, to overcome the high cost of Gallium and the usually low martensitic transformation temperature, the search for Ga-free alloys has been recently attempted, particularly, by introducing In, Sn or Sb. In this work, two alloys (Mn50Ni35.5In14.5 and Ni50Mn35In15) have been obtained by melt spinning. We outline their structural and thermal behaviour. Mn50Ni35.5In14.5 alloy has the transformation above room temperature whereas Ni50Mn35In15 does not have this transformation in the temperature range here analyzed

Atomic Ordering and Martensitic Transitions in Cu-Zn-Al Shape Memory Alloys

We present results from both, calorimetric and dilatometric studies of the isothermal ordering process taking place in a Cu-Zn-Al shape memory alloy after quenches from Tq temperatures ranging from 350 K to 1200 K. The dissipated energy and the length variations of the system are obtained during the process. The change of these quantities in the whole process have been compared with the difference [MATH] between Ms, measured after the relaxation and Ms measured just after the quench. We obtain that these three quantities present, as a function of Tq, the same qualitative behaviour. These changes are then associated with changes of the L21 ordering after the quench in the system. The relaxational process does not follow a single exponential decay. Instead, a continuous slowing down is observed. A relaxation time [MATH] has been defined to characterize the relaxation rate. We show that [MATH] depends on both the annealing and the quenching (Tq [MATH] 800 K) temperatures through an Arrhenius law.

SiMR: A simulator for learning computer architecture

This paper presents SiMR, a simulator of the Rudimentary Machine designed to be used in a first course of computer architecture of Software Engineering and Computer Engineering programmes. The Rudimentary Machine contains all the basic elements in a RISC computer, and SiMR allows editing, assembling and executing programmes for this processor. SiMR is used at the Universitat Oberta de Catalunya as one of the most important resources in the Virtual Computing Architecture and Organisation Laboratory, since students work at home with the simulator and reports containing their work are automatically generated to be evaluated by lecturers. The results obtained from a survey show that most of the students consider SiMR as a highly necessary or even an indispensable resource to learn the basic concepts about computer architecture.

Final architecture diploma projects in the analysis of the UPC buildings energy performance

A partir de maig de 2003, per iniciativa del Vicerectorat adjunt d’Edificacions de la UPC, el Centre Interdisciplinari de Tecnologia, Innovació i Educació per a la Sostenibilitat (CITIES) treballa en l’elaboració i la implantació del Pla d’Eficiència en el Consum de Recursos (PECR), amb l’objectiu d’establir polítiques i definir línees d’actuació per a l’estalvi i l’eficiència en el consum dels recursos energètics i d’ aigua en els edificis de la UPC.El PECR contempla, en una de les primeres fases, la realització d’avaluacions energètiques en les edificacions de la UPC per valorar l’estat actual dels edificis i poder establir uns indicadors del seu comportament energètic a partir dels quals establir els objectius d’estalvi i d’eficiència. Per fer aquestes avaluacions, es va crear una línea de projectes finals de carrera (PFC) per a estudiants de l’Escola Politècnica Superior de l’Edificació de Barcelona (EPSEB), sota la coordinació de professors tutors de diferents departaments y amb la col•laboració indispensable de totes les unitats de recolzament de la UPC.Aquesta publicació és la ponència presentada al IV Congrès "Sustainable City", a Tallinn, en el que es va presentar aquest projecte com a una eina de treball amb l'objectiu de reduir l'impacte ambiental dels edificis universitaris en les ciutats.

A Middleware architecture for Unmanned Aircraft Avionics

An Unmanned Aerial Vehicle is a non-piloted airplane designed to operate in dangerous and repetitive situations. With the advent of UAV's civil applications, UAVs are emerging as a valid option in commercial scenarios. If it must be economically viable, the same platform should implement avariety of missions with little reconguration time and overhead.This paper presents a middleware-based architecture specially suited to operate as a exible payload and mission controller in a UAV. The system is composed of low-costcomputing devices connected by network. The functionality is divided into reusable services distributed over a number ofnodes with a middleware managing their lifecycle and communication.Some research has been done in this area; yetit is mainly focused on the control domain and in its realtime operation. Our proposal differs in that we address the implementation of adaptable and reconfigurable unmannedmissions in low-cost and low-resources hardware.

Domestic architecture and social differences in North-Eastern Iberia during the iron age (c.525-200 BC)

This paper is concerned with the organization of societies in north-eastern Iberia (present-day Catalonia) during the Iron Age, using data provided by domestic architecture and settlement organization. I offer an analysis of the social differences detected in the dwellings based on a sample of houses excavated at different types of settlement. Although many Iberian houses had simple layouts and small surface areas, some larger dwellings at the main sites are distinguished by the shape of their ground plans, their surface areas, architectural features, and central locations; these houses are believed to be the residences of the Iberian elite. Such dwellings are not found at all sites and the data suggest that there was a relationship between the category of the settlement (or its function) and the types of dwelling in it.

Information architecture for the semantic web

L'objectiu és desenvolupar i avaluar una sèrie de components de l'arquitectura de la informació per a la web semàntica. Aquest components són genèrics i permeten als usuaris explorar conjunts de dades semàntiques sense necessitat de conèixer l'estructura ni tenir coneixements tècnics. S'ha desenvolupat seguint una metodologia de disseny centrat en l'usuari

A design for an advanced architecture of satellite ground segments

This project proposes a preliminary architectural design for a control and data processing center, also known as 'ground segment', for Earth observation satellites.

A user-friendly web portal for T-Coffee on supercomputers

Background: Parallel T-Coffee (PTC) was the first parallel implementation of the T-Coffee multiple sequence alignment tool. It is based on MPI and RMA mechanisms. Its purpose is to reduce the execution time of the large-scale sequence alignments. It can be run on distributed memory clusters allowing users to align data sets consisting of hundreds of proteins within a reasonable time. However, most of the potential users of this tool are not familiar with the use of grids or supercomputers. Results: In this paper we show how PTC can be easily deployed and controlled on a super computer architecture using a web portal developed using Rapid. Rapid is a tool for efficiently generating standardized portlets for a wide range of applications and the approach described here is generic enough to be applied to other applications, or to deploy PTC on different HPC environments. Conclusions: The PTC portal allows users to upload a large number of sequences to be aligned by the parallel version of TC that cannot be aligned by a single machine due to memory and execution time constraints. The web portal provides a user-friendly solution.