Estudio del proceso de calificación energética de un edificio de salida de telecabinas situado en Espui ‪(‬Lleida‪)‬ mediante herramientas de simulación energética

Per tal que un edifici de sortida de telecabines d'Espui obtingui una qualificació energètica, es fa un estudi mitjançant sistemes de simulació energètica

Estudi de l’eficiència aerodinàmica de vehicles pesants de transport de passatgers

Estudi de l’eficiència aerodinàmica de les carrosseries de vehicles pesants de cara a reduir el consum de combustible en autocars de llarg trajecte. L’estudi es basa en tres aspectes: validació del programa de simulació, estudi aerodinàmic de diferents carrosseries d’autocar de mercat i estudi aerodinàmic de diferents complements

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

The Limits of Discrete Time Repeated Games:Some Notes and Comments

This paper studies the limits of discrete time repeated games with public monitoring. We solve and characterize the Abreu, Milgrom and Pearce (1991) problem. We found that for the "bad" ("good") news model the lower (higher) magnitude events suggest cooperation, i.e., zero punishment probability, while the highrt (lower) magnitude events suggest defection, i.e., punishment with probability one. Public correlation is used to connect these two sets of signals and to make the enforceability to bind. The dynamic and limit behavior of the punishment probabilities for variations in ... (the discount rate) and ... (the time interval) are characterized, as well as the limit payo¤s for all these scenarios (We also introduce uncertainty in the time domain). The obtained ... limits are to the best of my knowledge, new. The obtained ... limits coincide with Fudenberg and Levine (2007) and Fudenberg and Olszewski (2011), with the exception that we clearly state the precise informational conditions that cause the limit to converge from above, to converge from below or to degenerate. JEL: C73, D82, D86. KEYWORDS: Repeated Games, Frequent Monitoring, Random Pub- lic Monitoring, Moral Hazard, Stochastic Processes.

Modeling of hybrid systems by piecewise decomposition

Piecewise linear models systems arise as mathematical models of systems in many practical applications, often from linearization for nonlinear systems. There are two main approaches of dealing with these systems according to their continuous or discrete-time aspects. We propose an approach which is based on the state transformation, more particularly the partition of the phase portrait in different regions where each subregion is modeled as a two-dimensional linear time invariant system. Then the Takagi-Sugeno model, which is a combination of local model is calculated. The simulation results show that the Alpha partition is well-suited for dealing with such a system

Modelatge i simulació de quatre centres de processament de dades connectats per WAN

Aquest projecte conté l'estudi de la comunicació entre quatre Centres de Processament de Dades (CPD) per via WAN. L'estudi consisteix en simular aquestes comunicacions en un entorn de proves físic i també en entorn de proves virtual on s'han extret resultats dels protocols de seguretat, d'enrutament, a més dels temps de resposta i limitacions dels equips físics i virtuals.

Simulació de processos de combustió de sòlids prims

L'objecte del projecte consisteix en investigar les capacitats del programari dedinàmica de fluids computacional FLUENT per simular processos transitoris de combustióquan es cremen sòlids. Com el programari FLUENT no incorpora cap mòdul de combustióde sòlids prims, s'hauran de realitzar les funcions d'usuari adients per tal d'incorporar lesequacions i les condicions de contorns que són rellevants en aquests tipus de problemes. Elmodel resultant es validarà amb dades experimentals per a la combustió de fulls decel•lulosa en flames bidimensionals. També es durà a terme una anàlisi de sensibilitat de lasolució variant els paràmetres del model. En funció dels resultats de la validació es durà aterme una extensió del model per a situacions tridimensionals

A Tool for optimum design of Waste Water Treatment Plants under uncertainty

L’objectiu principal és presentar un nou prototipus d’eina per al disseny de les plantes de tractament d’aigües residuals utilitzant models mecànics dinàmics quantificant la incertesa

Modelització i simulació del motor d'inducció en règim transitori amb PSIM

El present treball pretén modelitzar i simular el motor d’inducció trifàsic en règim transitori amb PSIM 6.0 Demo(la versió del programa que s’utilitza actualment a l’Escola Politècnica Superior de la UdG), però també s’estudia el model en règim permanent, per tal de comparar a nivell teòric els resultats dels dos règims. Primer cal entendre i implementar el model del motor d’inducció, i així obtenir l'esquema equivalent en règim transitori, per després poder-lo simular. Abans de dur a terme la simulació, cal obtenir els paràmetres del circuit equivalent del motor real per introduir-los al programa informàtic, amb la finalitat de tenir precisió en les respostes. Aquests valors s’obtindran mitjançant assajos necessaris al laboratori. Posteriorment, es fan simulacions i pràctiques reals amb el motor treballen en diferents condicions per veure el seu comportament, i així poder comparar els resultats de la simulació amb els valors reals. També s’implementa un estudi de la influencia dels paràmetres interns en el funcionament del motor. Així es podrà visualitzar i comparar les respostes de diferents variables en cadascunes de les simulacions que es duguin a terme. Finalment, seria interessant la introducció de la màquina d’inducció trifàsica actuant com a generador en la simulació.Aquest és un estudi en el qual se simula la màquina d'inducció trifàsic en règim transitori i en règim permanent mitjançant l'ús del PSIM, que és el programa informàtic de simulació

Dimensionat de la instal·lació de climatització d'un edifici de vivendes mitjançant el programa de simulació HvacCad : estudi comparatiu amb els mètodes tradicionals de càlcul

L’objecte d’aquest treball és fer una posta a punt d’un programa de simulació. En el nostre cas el programa s’anomena HvacCad. A partir d’aquest programa trobarem les càrregues tèrmiques d’un edifici de vivendes exemple tant per a l’ hivern com a l’estiu. Paral•lelament a aquests càlculs farem els mateixos però amb un full de càlcul convencional, anomenat Aguilar, així podrem comparar els resultats obtinguts. No realitzarem el càlcul de la instal•lació de climatització, només trobarem la potència màxima dels aparells

Ab initio absorption spectrum of NiO combining molecular dynamics with the embedded cluster approach in a discrete reaction field

We developed a procedure that combines three complementary computational methodologies to improve the theoretical description of the electronic structure of nickel oxide. The starting point is a Car-Parrinello molecular dynamics simulation to incorporate vibrorotational degrees of freedom into the material model. By means ofcomplete active space self-consistent field second-order perturbation theory (CASPT2) calculations on embedded clusters extracted from the resulting trajectory, we describe localized spectroscopic phenomena on NiO with an efficient treatment of electron correlation. The inclusion of thermal motion into the theoretical description allowsus to study electronic transitions that, otherwise, would be dipole forbidden in the ideal structure and results in a natural reproduction of the band broadening. Moreover, we improved the embedded cluster model by incorporating self-consistently at the complete active space self-consistent field (CASSCF) level a discrete (or direct) reaction field (DRF) in the cluster surroundings. The DRF approach offers an efficient treatment ofelectric response effects of the crystalline embedding to the electronic transitions localized in the cluster. We offer accurate theoretical estimates of the absorption spectrum and the density of states around the Fermi level of NiO, and a comprehensive explanation of the source of the broadening and the relaxation of the charge transferstates due to the adaptation of the environment

Role of Particle Shape on the Stress Propagation in Granular Packings

We present an experimental and numerical study on the influence that particle aspect ratio has on the mechanical and structural properties of granular packings. For grains with maximal symmetry (squares), the stress propagation in the packing localizes forming chainlike forces analogous to the ones observed for spherical grains. This scenario can be understood in terms of stochastic models of aggregation and random multiplicative processes. As the grains elongate, the stress propagation is strongly affected. The interparticle normal force distribution tends toward a Gaussian, and, correspondingly, the force chains spread leading to a more uniform stress distribution reminiscent of the hydrostatic profiles known for standard liquids

A variational approach for calculating Franck-Condon factors including mode-mode anharmonic coupling

We have implemented our new procedure for computing Franck-Condon factors utilizing vibrational configuration interaction based on a vibrational self-consistent field reference. Both Duschinsky rotations and anharmonic three-mode coupling are taken into account. Simulations of the first ionization band of Cl O2 and C4 H4 O (furan) using up to quadruple excitations in treating anharmonicity are reported and analyzed. A developer version of the MIDASCPP code was employed to obtain the required anharmonic vibrational integrals and transition frequencies

Fronts from complex two-dimensional dispersal kernels: theory and application to Reid's paradox

Bimodal dispersal probability distributions with characteristic distances differing by several orders of magnitude have been derived and favorably compared to observations by Nathan [Nature (London) 418, 409 (2002)]. For such bimodal kernels, we show that two-dimensional molecular dynamics computer simulations are unable to yield accurate front speeds. Analytically, the usual continuous-space random walks (CSRWs) are applied to two dimensions. We also introduce discrete-space random walks and use them to check the CSRW results (because of the inefficiency of the numerical simulations). The physical results reported are shown to predict front speeds high enough to possibly explain Reid's paradox of rapid tree migration. We also show that, for a time-ordered evolution equation, fronts are always slower in two dimensions than in one dimension and that this difference is important both for unimodal and for bimodal kernels

Parameterized expectations approach; Some practical issues

We discuss some practical issues related to the use of the Parameterized Expectations Approach (PEA) for solving non-linear stochastic dynamic models with rational expectations. This approach has been applied in models of macroeconomics, financial economics, economic growth, contracttheory, etc. It turns out to be a convenient algorithm, especially when there is a large number of state variables and stochastic shocks in the conditional expectations. We discuss some practical issues having to do with the application of the algorithm, and we discuss a Fortran program for implementing the algorithm that is available through the internet.We discuss these issues in a battery of six examples.