Agency problems with non-smooth decision profiles: the case of monopoly under product quality

A method for dealing with monotonicity constraints in optimal control problems is used to generalize some results in the context of monopoly theory, also extending the generalization to a large family of principal-agent programs. Our main conclusion is that many results on diverse economic topics, achieved under assumptions of continuity and piecewise differentiability in connection with the endogenous variables of the problem, still remain valid after replacing such assumptions by two minimal requirements.

Problems of the randomization test for AB designs

N = 1 designs imply repeated registrations of the behaviour of the same experimental unit and the measurements obtained are often few due to time limitations, while they are also likely to be sequentially dependent. The analytical techniques needed to enhance statistical and clinical decision making have to deal with these problems. Different procedures for analysing data from single-case AB designs are discussed, presenting their main features and revising the results reported by previous studies. Randomization tests represent one of the statistical methods that seemed to perform well in terms of controlling false alarm rates. In the experimental part of the study a new simulation approach is used to test the performance of randomization tests and the results suggest that the technique is not always robust against the violation of the independence assumption. Moreover, sensitivity proved to be generally unacceptably low for series lengths equal to 30 and 40. Considering the evidence available, there does not seem to be an optimal technique for single-case data analysis

All-sky search algorithms for monochromatic signals in bar gravitational wave detector data

In this paper we design and develop several filtering strategies for the analysis of data generated by a resonant bar gravitational wave (GW) antenna, with the goal of assessing the presence (or absence) therein of long-duration monochromatic GW signals, as well as the eventual amplitude and frequency of the signals, within the sensitivity band of the detector. Such signals are most likely generated in the fast rotation of slightly asymmetric spinning stars. We develop practical procedures, together with a study of their statistical properties, which will provide us with useful information on the performance of each technique. The selection of candidate events will then be established according to threshold-crossing probabilities, based on the Neyman-Pearson criterion. In particular, it will be shown that our approach, based on phase estimation, presents a better signal-to-noise ratio than does pure spectral analysis, the most common approach.

Assessing positive mental health in people with chronic physical health problems: correlations with socio-demographic variables and physical health status

Background: A holistic perspective on health implies giving careful consideration to the relationship between physical and mental health. In this regard the present study sought to determine the level of Positive Mental Health (PMH) among people with chronic physical health problems, and to examine the relationship between the observed levels of PMH and both physical health status and socio-demographic variables. Methods: The study was based on the Multifactor Model of Positive Mental Health (Lluch, 1999), which comprises six factors: Personal Satisfaction (F1), Prosocial Attitude (F2), Self-control (F3), Autonomy (F4), Problem-solving and Self-actualization (F5), and Interpersonal Relationship Skills (F6). The sample comprised 259 adults with chronic physical health problems who were recruited through a primary care center in the province of Barcelona (Spain). Positive mental health was assessed by means of the Positive Mental Health Questionnaire (Lluch, 1999). Results: Levels of PMH differed, either on the global scale or on specific factors, in relation to the following variables: age: global PMH scores decreased with age (r=-0.129; p=0.038); b) gender: men scored higher on F1 (t=2.203; p=0.028) and F4 (t=3.182; p=0.002), while women scored higher on F2 (t -3.086; p=0.002) and F6 (t=-2.744; p=0.007); c) number of health conditions: the fewer the number of health problems the higher the PMH score on F5 (r=-0.146; p=0.019); d) daily medication: polymedication patients had lower PMH scores, both globally and on various factors; e) use of analgesics: occasional use of painkillers was associated with higher PMH scores on F1 (t=-2.811; p=0.006). There were no significant differences in global PMH scores according to the type of chronic health condition. The only significant difference in the analysis by factors was that patients with hypertension obtained lower PMH scores on the factor Autonomy (t=2.165; p=0.032). Conclusions: Most people with chronic physical health problems have medium or high levels of PMH. The variables that adversely affect PMH are old age, polypharmacy and frequent consumption of analgesics. The type of health problem does not influence the levels of PMH. Much more extensive studies with samples without chronic pathology are now required in order to be able to draw more robust conclusions.

Genetic origin of the relationship between parental negativity and behavior problems from early childhood to adolescence: A longitudinal genetically sensitive study.

Little is known about how genetic and environmental factors contribute to the association between parental negativity and behavior problems from early childhood to adolescence. The current study fitted a cross-lagged model in a sample consisting of 4,075 twin pairs to explore (a) the role of genetic and environmental factors in the relationship between parental negativity and behavior problems from age 4 to age 12, (b) whether parent-driven and child-driven processes independently explain the association, and (c) whether there are sex differences in this relationship. Both phenotypes showed substantial genetic influence at both ages. The concurrent overlap between them was mainly accounted for by genetic factors. Causal pathways representing stability of the phenotypes and parent-driven and child-driven effects significantly and independently account for the association. Significant but slight differences were found between males and females for parent-driven effects. These results were highly similar when general cognitive ability was added as a covariate. In summary, the longitudinal association between parental negativity and behavior problems seems to be bidirectional and mainly accounted for by genetic factors. Furthermore, child-driven effects were mainly genetically mediated, and parent-driven effects were a function of both genetic and shared-environmental factors.

Some optimization and decision problems in proportional reinsurance

Reinsurance is one of the tools that an insurer can use to mitigate the underwriting risk and then to control its solvency. In this paper, we focus on the proportional reinsurance arrangements and we examine several optimization and decision problems of the insurer with respect to the reinsurance strategy. To this end, we use as decision tools not only the probability of ruin but also the random variable deficit at ruin if ruin occurs. The discounted penalty function (Gerber & Shiu, 1998) is employed to calculate as particular cases the probability of ruin and the moments and the distribution function of the deficit at ruin if ruin occurs.

First-passage and escape problems in the Feller process

The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.

Trust region versus line search for computing the optical flow

We consider the numerical treatment of the optical flow problem by evaluating the performance of the trust region method versus the line search method. To the best of our knowledge, the trust region method is studied here for the first time for variational optical flow computation. Four different optical flow models are used to test the performance of the proposed algorithm combining linear and nonlinear data terms with quadratic and TV regularization. We show that trust region often performs better than line search; especially in the presence of non-linearity and non-convexity in the model.

Question Waves: A multicast query routing algorithm for social search

This paper describes Question Waves, an algorithm that can be applied to social search protocols, such as Asknext or Sixearch. In this model, the queries are propagated through the social network, with faster propagation through more trustable acquaintances. Question Waves uses local information to make decisions and obtain an answer ranking. With Question Waves, the answers that arrive first are the most likely to be relevant, and we computed the correlation of answer relevance with the order of arrival to demonstrate this result. We obtained correlations equivalent to the heuristics that use global knowledge, such as profile similarity among users or the expertise value of an agent. Because Question Waves is compatible with the social search protocol Asknext, it is possible to stop a search when enough relevant answers have been found; additionally, stopping the search early only introduces a minimal risk of not obtaining the best possible answer. Furthermore, Question Waves does not require a re-ranking algorithm because the results arrive sorted

Search and Discovery : OER's Open Loop

Open educational resources (OER) promise increased access, participation, quality, and relevance, in addition to cost reduction. These seemingly fantastic promises are based on the supposition that educators and learners will discover existing resources, improve them, and share the results, resulting in a virtuous cycle of improvement and re-use. By anecdotal metrics, existing web scale search is not working for OER. This situation impairs the cycle underlying the promise of OER, endangering long term growth and sustainability. While the scope of the problem is vast, targeted improvements in areas of curation, indexing, and data exchange can improve the situation, and create opportunities for further scale. I explore the way the system is currently inadequate, discuss areas for targeted improvement, and describe a prototype system built to test these ideas. I conclude with suggestions for further exploration and development.

The unfathomable secret remains: a reverse engineering study of SEO factors on Google's search engine

The vast majority of users don’t seek results beyond the second page offered by the search engine, so if a site fails to be among the top 20 (second page), it says that this page does not have good SEO and, therefore, is not visible to the user. The overall objective of this project is to conduct a study to discover the factors that determine (or not) the positioning of websites in a search engine.

Rationing problems with payoff thresholds

An extension of the standard rationing model is introduced. Agents are not only identi fied by their respective claims over some amount of a scarce resource, but also by some payoff thresholds. These thresholds introduce exogenous differences among agents (full or partial priority, past allocations, past debts, ...) that may influence the final distribution. Within this framework we provide generalizations of the constrained equal awards rule and the constrained equal losses rule. We show that these generalized rules are dual from each other. We characterize the generalization of the equal awards rule by using the properties of consistency, path-independence and compensated exemption. Finally, we use the duality between rules to characterize the generalization of the equal losses solution.

Approximation to the theory of affinities to manage the problems of the groupping process

New economic and enterprise needs have increased the interest and utility of the methods of the grouping process based on the theory of uncertainty. A fuzzy grouping (clustering) process is a key phase of knowledge acquisition and reduction complexity regarding different groups of objects. Here, we considered some elements of the theory of affinities and uncertain pretopology that form a significant support tool for a fuzzy clustering process. A Galois lattice is introduced in order to provide a clearer vision of the results. We made an homogeneous grouping process of the economic regions of Russian Federation and Ukraine. The obtained results gave us a large panorama of a regional economic situation of two countries as well as the key guidelines for the decision-making. The mathematical method is very sensible to any changes the regional economy can have. We gave an alternative method of the grouping process under uncertainty.

Similar problems, different solutions: Comparing refuse collection in the Netherlands and Spain

Local public service provision can vary greatly because of differences in institutional arrangements, public service markets, and national traditions regarding government intervention. In this paper we compare the procedures adopted by the local governments of the Netherlands and Spain in arranging for the provision of solid waste collection. We find that Spain faces a consolidation problem, opting more frequently to implement policies of privatization and cooperation, at the expense of competition. By contrast, the Netherlands has, on average, larger municipalities, resorting somewhat less to privatization and cooperation, and more to competition. The two options - cooperation and competition - have their merits when striving to strike a balance between transaction costs and scale economies. The choices made in organizational reform seem to be related to several factors, among which the nature of the political system and the size of municipalities appear to be relevant.

Sistema de almacén y dispensación robotizada de productos farmacéuticos

Actualmente, las necesidades de mejora en gestión de stocks y la mayor disponibilidad de sistemas automáticos, están haciendo que muchas empresas inviertan en técnicas modernas para almacenamiento y manipulación de productos. Esta inquietud también ha llegado a las farmacias, que de forma lenta pero firme se van apuntando a su robotización. Uno de los principales problemas a los que se enfrentan las farmacias es la pérdida de tiempo en la gestión y búsqueda de medicamentos, provocando situaciones negativas como las esperas, la falta de tiempo para una atención más personalizada y como consecuencia, la pérdida de clientes. Este inconveniente y la necesidad de mejora en la gestión de los stocks han hecho que aparezcan los Sistemas de dispensación automática de productos farmacéuticos. El dispensador automático facilita el trabajo del farmacéutico al automatizar la búsqueda de la medicina requerida, aumentando la dedicación al cliente y reduciendo los tiempos no productivos y las colas. El presente estudio desarrolla un sistema de dispensación automático de fármacos aplicado a farmacias con una rotación de medicamentos media/ baja, valorando tanto su viabilidad técnica como económica. El almacén propuesto es de tipo caótico con sistema de carga, almacenamiento y descarga completamente automáticos. La mayoría de diseños y conceptos expuestos en este trabajo son de desarrollo propio del autor con el único objetivo de la búsqueda de nuevas soluciones para conseguir un sistema de almacenamiento efectivo y de máximo rendimiento.