Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise

We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela's stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving Lévy noise. Conditions for the absence of arbitrage and for the existence of mild solutions are also discussed.

L’art com a vehicle : la dimensió sagrada de les arts performatives.

Jerzy Grotowski, director de teatre i recercador que va transformar profundament l’escena teatral de la segona meitat del segle vint, l’any 1970 va anunciar que no dirigiria més produccions teatrals. Apocalypsis Cum Figuris, una de les grans produccions escèniques del segle XX, marcaria un punt de transició en la trajectòria de l’investigador polonès obrint nous horitzons de vida creativa. Impulsat per una gran inquietud interior que trobaria la seva culminació en l’allunyament dels límits estrictament teatrals, Grotowski inicia el passatge de l’àmbit de l’Art com a representació, teatre en un sentit clàssic del terme, al domini de l’Art com a vehicle, en el que el mestre polonès recupera un aspecte antic i oblidat de l’art, que el situaria al nivell d’un coneixement superior, esdevenint un vehicle espiritual.

Productive efficiency and regulatory reform: The case of vehicle inspection services

Measuring productive efficiency provides information on the likely effects of regulatory reform. We present a Data Envelopment Analysis (DEA) of a sample of 38 vehicle inspection units under a concession regime, between the years 2000 and 2004. The differences in efficiency scores show the potential technical efficiency benefit of introducing some form of incentive regulation or of progressing towards liberalization. We also compute scale efficiency scores, showing that only units in territories with very low population density operate at a sub-optimal scale. Among those that operate at an optimal scale, there are significant differences in size; the largest ones operate in territories with the highest population density. This suggests that the introduction of new units in the most densely populated territories (a likely effect of some form of liberalization) would not be detrimental in terms of scale efficiency. We also find that inspection units belonging to a large, diversified firm show higher technical efficiency, reflecting economies of scale or scope at the firm level. Finally, we show that between 2002 and 2004, a period of high regulatory uncertainty in the sample’s region, technical change was almost zero. Regulatory reform should take due account of scale and diversification effects, while at the same time avoiding regulatory uncertainty.

Point-occurrence self-similarity in crackling-noise systems and in other complex systems

It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of waiting times as a function of a minimum size is fulfilled, signaling the existence on those systems of self-similarity in time-size. This property is also present in some non-crackling systems. Here, the uncommon character of the scaling law is illustrated with simple marked renewal processes, built by definition with no correlations. Whereas processes with a finite mean waiting time do not fulfill a scaling law in general and tend towards a Poisson process in the limit of very high sizes, processes without a finite mean tend to another class of distributions, characterized by double power-law waiting-time densities. This is somehow reminiscent of the generalized central limit theorem. A model with short-range correlations is not able to escape from the attraction of those limit distributions. A discussion on open problems in the modeling of these properties is provided.

Creació automàtica de gràfics estadístics a partir de dades de soroll d’Europa amb tecnologies Open Source en el visor Noise Map Viewer de l’ETC-LUSI

El projecte ha consistit en la creació de gràfics estadístics de soroll d’Europa de forma automàtica amb tecnologies Open Source dins el visor Noise Map Viewer per Europa de l’ETC-LUSI. La llibreria utilitzada per fer aquest procés ha estat JFreeChart i el llenguatge de programació utilitzat ha estat Java (programació orientada a objectes) dins l’entorn de desenvolupament integrat Eclipse. La base de dades utilitzada ha estat PostgreSQL. Com a servidors s’han fet servir Apache (servidor HTTP) i Tomcat (servidor contenidor d’aplicacions). Un cop acabat el procés s’ha integrat dins de MapFish canviant el codi JavaScript corresponent de la web original.

Ampliació i millora d'un vehicle teledirigit

En el projecte Ampliació i millora d’un vehicle teledirigit s’ha dut a terme l’ampliació d’un prototip de vehicle ràdio controlat fent servir dues plaques Arduino Duemilanove. Una es situa en el comandament i l’altra en el vehicle i controlen el comportament dels dos dispositius. Es transmet la informació necessària entre elles a través de dos mòduls XBee que posteriorment se’ls hi incorpora. Les plaques fetes servir en el prototip inicial eren unes SARD-13192 de Freescale i el primer que es fa en aquest sentit és una revisió del codi font utilitzat i l’adaptació a les plaques Arduino. Un acceleròmetre ADXL335 que s’incorpora a una de les plaques permet que el prototip es pugui controlar segons la posició del comandament. A més, un cop finalitzat el nou prototip és capaç de desplaçar-se endavant i endarrere, girar aturat i en moviment, i a diferents velocitats que es representen en tot moment en uns LEDs. També guarda l’últim circuit efectuat que es pot reproduir a voluntat de l’usuari, i emmagatzema les dades del recorregut de tota una sessió per exportar a l’ordinador. Per últim s’han dut a terme les proves necessàries per constatar que totes les millores s’han implementat amb èxit.

Implementació de les físiques d'un vehicle en un videojoc 3D

En la carrera del mundo de los videojuegos por alcanzar insospechables cotas de realismo con las que seguir sorprendiendo y enganchando al público, los motores de física se han convertido en la herramienta de presente y futuro. Atraídos por el auge de esta nueva tecnología, hemos lidiado con los motores referencia hoy día en el mercado, seleccionando luego uno de ellos e implementando un humilde videojuego de carreras como muestra de su potencial y de los conocimientos adquiridos.

A Folk Theorem for Games when Frequent Monitoring Decreases Noise

This paper studies frequent monitoring in an infinitely repeated game with imperfect public information and discounting, where players observe the state of a continuous time Brownian process at moments in time of length _. It shows that a limit folk theorem can be achieved with imperfect public monitoring when players monitor each other at the highest frequency, i.e., _. The approach assumes that the expected joint output depends exclusively on the action profile simultaneously and privately decided by the players at the beginning of each period of the game, but not on _. The strong decreasing effect on the expected immediate gains from deviation when the interval between actions shrinks, and the associated increase precision of the public signals, make the result possible in the limit. JEL: C72/73, D82, L20. KEYWORDS: Repeated Games, Frequent Monitoring, Public Monitoring, Brownian Motion.

Open to the users' needs : combining user-centered design, standards and open source software

This case study introduces our continuous work to enhance the virtual classroom in order to provide faculty and students with an environment open to their needs, compliant with learning standards and, therefore compatible with other e-learning environments, and based on open source software. The result is a modulable, sustainable and interoperable learning environment that can be adapted to different teaching and learning situations by incorporating the LMS integrated tools as well as wikis, blogs, forums and Moodle activities among others.

OER in Portugal as agent of curriculum innovation and technological change. Inducing practices of "new" teaching standards

This research project aimed the following goal: promote the creation, use and disclosure of OER in a Group of Schools, involving schools and teachers from different learning levels, expecting to test and validate the use of OER, in a learning-teaching model towards curricular innovation. Defining as a starting point different subjects and teachers from distinct academic areas, we have implemented a set of activities leading to the creation of OER supported, when possible, in FLOSS tools. We adopted an action research methodology with a dual purpose: to act within a community of teachers and students, while increasing at the same time their knowledge, as well as the researcher's. The activity was developed cooperatively in order to process a certain reality of the teaching-learning process, through practical/reflective action towards it and inducing its implementation by others in the Portuguese School System, based on the production and sharing OER.

Justifying Institutional Investment in OER Development : OERs as Marketing Vehicle

The higher education sector has become increasingly competitive and prospective students are adopting a consumerist approach to institution and programme choice. In response, higher education marketing has become more complex, market-oriented and business-like. Financial sustainability of open education resource (OER) projects is a widespread concern. This paper explores the extent to which a classical product placement framework can be applied to OERs to justify institutional funding in OER projects as a marketing investment. It is argued that OERs designed on this premise can increase cognitive, affective and conative brand outcomes while providing the traditional educational and societal benefits associated with OERs. A series of propositions are presented that may form the basis of a future research agenda.

An approach to vision-based station keeping for an unmanned underwater vehicle

This paper presents an automatic vision-based system for UUV station keeping. The vehicle is equipped with a down-looking camera, which provides images of the sea-floor. The station keeping system is based on a feature-based motion detection algorithm, which exploits standard correlation and explicit textural analysis to solve the correspondence problem. A visual map of the area surveyed by the vehicle is constructed to increase the flexibility of the system, allowing the vehicle to position itself when it has lost the reference image. The testing platform is the URIS underwater vehicle. Experimental results demonstrating the behavior of the system on a real environment are presented

Autonomous underwater vehicle control using reinforcement learning policy search methods

Autonomous underwater vehicles (AUV) represent a challenging control problem with complex, noisy, dynamics. Nowadays, not only the continuous scientific advances in underwater robotics but the increasing number of subsea missions and its complexity ask for an automatization of submarine processes. This paper proposes a high-level control system for solving the action selection problem of an autonomous robot. The system is characterized by the use of reinforcement learning direct policy search methods (RLDPS) for learning the internal state/action mapping of some behaviors. We demonstrate its feasibility with simulated experiments using the model of our underwater robot URIS in a target following task