A pénzügyi eszközök árazásának alaptétele, lokálisan korlátos szemimartingál árfolyamok esetén (The fundamental theorem of asset pricing for locally bounded semimartingales)

A pénzügyi eszközök árazásának alaptétele - kissé pongyolán megfogalmazva - azt állítja, hogy egy értékpapírpiacon akkor nincs arbitrázs, ha létezik egy az eredetivel ekvivalens valószínűségi mérték, amelyre vonatkozóan az értékpapírok árait leíró folyamat egy bizonyos értelemben "martingál". Az első ilyen jellegű állítást M. Harrison és S. R. Pliska bizonyították arra esetre, amikor a valószínűségi mező végesen generált. Azóta a tételnek számos általánosítása született. Ezek közül az egyik legismertebb a Dalang{Morton{ Willinger-tétel, ami már teljesen általános valószínűségi mezőből indul ki, de felteszi, hogy az időparaméter diszkrét, és az időhorizont véges. Időközben a tételnek számos folytonos időparaméterű folyamatokra vonatkozó változata is született. Az alaptételt általános esetben, vagyis amikor valószínűségi mező teljesen általános, és az értékpapírok piaci árait leíró folyamat lokálisan korlátos szemimartingál, Delbaen és W. Schachermayer bizonyították be. A Delbaen{Schachermayer-féle alaptétel a maga nemében egy igen általános áll ítás. A tétel bizonyítása igen hosszadalmas, és a funkcionálanalízis valamint a sztochasztikus folyamatok általános elméletének mély eredményeit használja. Utóbbi tudományterület nagy részét P. A. Meyer és a francia strassbourgi iskola matematikusai dolgozták ki a 60-as évek végétől kezdve. A terület megértését tehát alaposan megnehezíti, hogy a felhasznált matematikai apparátus viszonylag friss, egy része pedig csak francia nyelven érhető el. Meggyőződésünk szerint az eredeti, 1994-es Delbaen és Schachermayer-féle bizonyítás csak kevesek által hozzáférhető. A tételnek tudomásunk szerint azóta sem született tankönyvi feldolgozása, annak ellenére, hogy maga az állítás közgazdász körökben is széles körben ismerté vált, és az eredeti cikket számos szerző idézi. Az itt bemutatott bizonyítás Delbaen és Schachermayer 1992 és 2006 közötti írásain alapul. ______ The Delbaen and Schachermayer's theorem is one of the deepest results of mathematical finance. In this article we tried to rethink and slightly simplify the original proof of the theorem to make understandable for nonspecialists who are familiar with general theory of stochastic processes. We give a detailed proof of the theorem and we give new proofs for some of the used statements.

Az eszközárazás második alaptétele (The second fundamental theorem of asset pricing)

A dolgozatban röviden bemutatjuk az eszközárazás második alaptételét. A bizonyítás során felhasználjuk a Dalang-Morton-Wilinger tétel bizonyításában használt állításokat. ______ In the article we summarize the results about the second fundamental theorem of asset pricing.

Fundamental studies of the application of wheat for malting and brewing

Wheat (Triticum aestivum L.) has a long tradition as a raw material for the production of malt and beer. While breeding and cultivation efforts for barley have been highly successful in creating agronomically and brew- technical optimal specialty cultivars that have become well established as brewing barley varieties, the picture is completely different for brewing wheat. An increasing wheat beer demand results in a rising amount of raw material. Wheat has been - and still is – grown almost exclusively for the baking industry. It is this high demand that defines most of the wheat breeding objectives; and these objectives are generally not favourable in brewing industry. It is of major interest to screen wheat varieties for brewing processability and to give more focus to wheat as a brewing cereal. To obtain fast and reliable predications about the suitability of wheat cultivars a new mathematical method was developed in this work. The method allows a selection based on generally accepted quality characteristics. As selection criteria the parameters raw protein, soluble nitrogen, Kolbach index, extract and viscosity were chosen. During a triannual cultivation series, wheat varieties were evaluated on their suitability for brewing as well as stability to environmental conditions. To gain a fundamental understanding of the complex malting process, microstructural changes were evaluated and visualized by confocal laser scanning and scanning electron microscopy. Furthermore, changes observed in the micrographs were verified and endorsed by metabolic changes using established malt attributes. The degradation and formation of proteins during malting is essential for the final beer quality. To visualise fundamental protein changes taking place during malting, samples of each single process step were analysed and fractioned according their solubility. Protein fractions were analysed using a Lab-on-a-chip technique as well as OFFgel analysis. In general, a different protein distribution of wheat compared to barley or oat could be confirmed. During the malting process a degradation of proteins to small peptides and amino acids could be observed in all four Osborn fractions. Furthermore, in this study a protein profiling was performed to evaluate changes during the mashing process as well as the influence of grist composition. Differences in specific protein peaks and profile were detected for all samples during mashing. This study investigated the suitability of wheat for malting and brewing industry and closed the scientifical gap of amylolytic, cytolytic and proteolytic changes during malting and mashing.

PHYSICAL ACTIVITY EXPERIENCES OF PERSIAN WOMEN RECENTLY IMMIGRATED TO CANADA

New immigrants to Canada are generally in similar or better physical and mental health than people born in Canada, however, many studies suggest that their health tends to decline quickly after immigration. Lower physical activity levels among new immigrants might be contributing to this phenomenon. There is a paucity of information regarding the physical activity behaviour of the Canadian immigrant population in general and of West Asian women, such as Iranians (Persians), in particular. Given that this group is characterised by an increasing population growth and lower rates of physical activity, it is critical to understand how best to address physical activity promotion in this population. Purpose: To understand the physical activity experiences of Persian women recently immigrated to Toronto, Canada in order to develop recommendations for the design and implementation of tailored physical activity programs. Methods: A qualitative interpretive description approach was chosen to collect and describe ideas, experiences, and perceptions of physical activity within 10 new immigrant women. Using an inductive approach, two fundamental techniques of immersion and crystallization were used throughout the analysis. Thematic analysis was conducted by performing a sequential process of open and axial coding. Emerged themes were further conceptualized through a socio-ecological lens. Results: The facilitators and barriers to physical activity among the women were situated within five overarching categories, 1) Perceptions about physical activity, 2) New physical environment and social structure, 3) Cultural heritage values, 4) Settlement and immigration factors, and 5) Physical activity program features. Discussion: Findings revealed that Persian new immigrant women’s engagement in physical activity after immigration is influenced by factors across the individual, sociocultural, environmental, institutional, and policy levels. Newcomer women’s physical activity was influenced by their transition from their society of origin to the host society and the challenges and successes experienced throughout the settlement and acculturation process. The most noticeable barrier to physical activity in Canada for the women emerged as the lack of communication of physical activity information to newcomers. A set of recommendations is provided for developing efficient physical activity programs for Persian immigrant women, which may also be relevant for other immigrant groups in Canada.

Institutional entrepreneurship and techniques of inclusiveness in the creation of the Intergovernmental Platform on Biodiversity and Ecosystem Services

This article contributes to understanding the conditions of social-ecological change by focusing on the agency of individuals in the pathways to institutionalization. Drawing on the case of the Intergovernmental Platform on Biodiversity and Ecosystem Services (IPBES), it addresses institutional entrepreneurship in an emerging environmental science-policy institution (ESPI) at a global scale. Drawing on ethnographic observations, semistructured interviews, and document analysis, we propose a detailed chronology of the genesis of the IPBES before focusing on the final phase of the negotiations toward the creation of the institution. We analyze the techniques and skills deployed by the chairman during the conference to handle the tensions at play both to prevent participants from deserting the negotiations arena and to prevent a lack of inclusiveness from discrediting the future institution. We stress that creating a new global environmental institution requires the situated exercise of an art of “having everybody on board” through techniques of inclusiveness that we characterize. Our results emphazise the major challenge of handling the fragmentation and plasticity of the groups of interest involved in the institutionalization process, thus adding to the theory of transformative agency of institutional entrepreneurs. Although inclusiveness might remain partly unattainable, such techniques of inclusiveness appear to be a major condition of the legitimacy and success of the institutionalization of a new global ESPI. Our results also add to the literature on boundary making within ESPIs by emphasizing the multiplicity and plasticity of the groups actually at stake.

Eigenfunctions and fundamental solutions of the Caputo fractional Laplace and Dirac operators

In this paper, by using the method of separation of variables, we obtain eigenfunctions and fundamental solutions for the three parameter fractional Laplace operator defined via fractional Caputo derivatives. The solutions are expressed using the Mittag-Leffler function and we show some graphical representations for some parameters. A family of fundamental solutions of the corresponding fractional Dirac operator is also obtained. Particular cases are considered in both cases.

Fundamental Modes of Operation for Mass Customization

The concept of Mass Customization (MC) - producing customised goods for a mass market - has received considerable attention in the research literature in recent years. However the literature is limited in providing an understanding of the content of MC strategies (the organizational structures, process technologies, etc., that are best in a particular environment) and the process of MC strategies (the sub-strategy that an enterprise should select and how they should go about implementing an MC strategy). In this paper six published classification schemes of relevance to Mass Customization are reviewed. The classification schemes are applied to five case studies of enterprises operating in an MC environment. The limitations of the schemes are analysed and their failure to distinguish key characteristics is highlighted. Analysis of the findings leads to the development of a taxonomy of operational modes for MC. Five fundamental modes of operation for Mass Customization are identified. These modes are described and justified and their application is illustrated by contrasting the information requirements of two modes. The potential of these modes to provide the foundations for detailed configurations models is discussed.

Fundamental behaviour of Virtual-Build-to-Order systems

Virtual-Build-to-Order (VBTO) is an emerging order fulfilment system within the automotive sector that is intended to improve fulfilment performance by taking advantage of integrated information systems. The primary innovation in VBTO systems is the ability to make available all unsold products that are in the production pipeline to all customers. In a conventional system the pipeline is inaccessible and a customer can be fulfilled by a product from stock or having a product Built-to-Order (BTO), whereas in a VBTO system a customer can be fulfilled by a product from stock, by being allocated a product in the pipeline, or by a build-to-order product. Simulation is used to investigate and profile the fundamental behaviour of the basic VBTO system and to compare it to a Conventional system. A predictive relationship is identified, between the proportions of customers fulfilled through each mechanism and the ratio of product variety / pipeline length. The simulations reveal that a VBTO system exhibits inherent behaviour that alters the stock mix and levels, leading to stock levels being higher than in an equivalent conventional system at certain variety / pipeline ratios. The results have implications for the design and management of order fulfilment systems in sectors such as automotive where VBTO is a viable operational model.

MATERIAL CHARACTERIZATION OF GILDING AND PAINTING TECHNIQUES OF A POST-BYZANTINE ICON

This study aims to identify the materials used in the production of a post-byzantine icon from the Museum of Évora’s collection. The icon, representing the “Emperor Constantine and his mother Helen holding the Holy Cross” was once dated as being from the 10th century. Throughout a multi-analytical approach, combining area exams with spectroscopic techniques, this study tried to confirm its actual chronology. The results obtained revealed that it is most likely an icon from the late 17th or 18th century.

Vascularização do útero: estudo morfológico e experimental

RESUMO Os trabalhos de investigação, conducentes à elaboração do presente estudo morfofuncional, subordinado ao tema da "VASCULARIZAÇÃO ARTERIAL DO ÚTERO",fundamenta-se em conceitos da anatomia descritiva clássica, complementados por técnicas de estudo mais modernas, permitindo-nos observações originais. O principal objectivo é de definir um padrão descritivo da vascularização uterina e de estabelecer uma correlação anatomo-fisiológica e anatomo-clínica na descrição da angiomorfologia uterina, actualizando as descrições clássicas da artéria com dados de observação originais, segundo as técnicas de estudo angiomorfológicas correntemente empregues no Departamento de Anatomia da Faculdade de Ciências Médicas da Universidade Nova de Lisboa. Correlacionam-se as observações com os mais recentes dados publicados, no âmbito da imuno-histoquímica e da moderna bioquímica endocrinológica, uma vez que os conceitos modernos de fisiologia uterina e ginecológica praticamente dominam a vasta literatura científica mundial. Como objectivos particulares, ou linhas orientadoras da tese, escolhemos: - A definição de parâmetros descritivos do padrão genérico da vascularização uterina, actualizando a nomenclatura descritiva de acordo com a moderna Nomina Anatomica mundialmente debatida, desde o XIV Congresso Internacional da Federação Internacional das Associações de Anatomistas, sob a presidência do Prof. Doutor J.A. Esperança Pina (1994) e publicada em 1999-2001. - A comparação do caso humano com o do animal de experiência, por observação meticulosa do maior número de casos possíveis, realizando um estudo comparativo que nos permita extrapolar dados de experimentação animal para o caso humano; - O estabelecimento de uma correlação anatomo-fisiológica, por análise do comportamento da vascularização uterina, ao longo da vida, desde o nascimento até à menopausa, e perante as influências hormonais a que se encontra exposta. A tese constrói-se em torno de três núcleos fundamentais: 1. Um capítulo introdutório, de contextualização teórica, por enquadramento histórico dos estudos dos órgãos genitais femininos e da evolução das técnicas de diagnóstico e terapêutica do útero, focando as primeiras referências à técnica da histerotomia (Cesariana) (com a lenda persa do nascimento do herói Rostam, ou do nascimento do deus Asclepius), as primeiras representações da vascularização uterina (por LEONARDO e iii VESÁLIO), ou as primeiras descrições anatómicas do útero, da autoria de Portugueses (RODRIGO DE CASTRO, 1516 e AMATO LUSITANO, 1551). Prossegue a contextualização teórica com breve referência à recente evolução das técnicas de diagnóstico e terapêutica dos fibromiomas uterinos, mencionando de modo particular a evolução das técnicas de embolização arterial uterina, por nos parecer corresponder a um campo de aplicação imediata dos estudos da vascularização do útero. Termina este capítulo com breve referência aos trabalhos do Prof. Doutor J. MARTINS PISCO que tem actualmente, no nosso País uma das mais extensas listas de trabalhos efectuados com sucesso a nível mundial, no campo da embolização arterial de fibromiomas uterinos. 2. O segundo núcleo fundamental, intitulado "Angiomorfologia uterina" corresponde a extensa revisão bibliográfica dos estudos descritivos da vascularização uterina, desde logo ilustrando a resenha teórica com algumas imagens fotográficas de úteros humanos, seleccionadas da nossa colecção. A descrição da vascularização uterina, fundamentada em 1500 citações bibliográficas, organiza-se, de acordo com o paralelismo entre a estratificação histológica e angiológica do órgão, e a hierarquia funcional, regulada pelas cíclicas variações hormonais. Descreve-se a camada serosa e correspondente vascularização; a camada muscular e vascularização do miométrio; e, por fim, a camada mucosa e os vasos endometriais. Verifica-se, perante os dados colhidos da literatura mundial, o interesse do aprofundamento dos estudos morfológicos da microvascularização endometrial e da adaptação das descrições aos resultados dos modernos estudos funcionais obtidos por técnicas da imuno-histoquímica. 3. Fundamentados nos dados colhidos das revisões bibliográficas, elaborámos um projecto de investigação original, visando o estabelecimento da relação morfo-funcional resultante do aprofundamento dos estudos descritivos da angiomorfologia e da microvascularização do útero. O capítulo de trabalho experimental organiza-se em três principais passos: – No capítulo de Materiais e métodos, procede-se à escolha, por um lado do animal de experiência mais adequado para os estudos da vascularização uterina (por estudo comparativo ao longo da escala animal) e, por outro lado, à escolha de três das técnicas disponíveis no Laboratório de Anatomia Experimental e aplicáveis à investigação angiomorfológica do útero; iv - No capítulo de Resultados, procedemos à exposição das nossas observações de 25 úteros humanos e de 154 úteros de animais de experiência, segundo as três técnicas seleccionadas (dissecção, Injecção-corrosão-fluorescência, Injecção-diafanização e injecção-corrosão paraobservação de moldes vasculares em microscopia electrónica de varrimento), organizando aselecção da vasta iconografia coleccionada em três novos subcapítulos: o útero humano, oútero do animal de experiência e um estudo comparativo, essencial para validar osresultados do trabalho experimental. - O capítulo de trabalho experimental, inteiramente efectuado por estudos na artéria uterina do rato Wistar, abrange primeiramente a tentativa de definição macroscópica de territórios de vascularização, seguido das observações microscópicas conducentes à definição dos parâmetros angiomorfológicos característicos de cada uma das etapas da grande variabilidade a que se sujeita a vascularização uterina, ao longo da vida, incluindo a infância, a gravidez, a paridade e o envelhecimento, e consoante as fases do ciclo hormonal ovárico. Aperfeiçoámos essa tarefa com a elaboração de três experiências distintas, para análise dos efeitos microvasculares uterinos da administração exógena de preparados comerciais hormonais, por observação em microscopia electrónica de varrimento. De acordo com as leituras da literatura clássica sobre a metodologia do trabalho científico, completamos os trabalhos por um capítulo de síntese e critica dos resultados, sequencialmente organizado consoante cada um dos passos experimentais atrás referidos. SUMMARY The aim of the present thesis is the description of the uterine arterial network, complementing the classical concepts of descriptive Anatomy with modern techniques of anatomical research, thus achieving original final results and observations. One of the main objectives of the research is to establish physiological and clinical correlations in the description of the uterine angiomorphology, with the techniques currently available for angiomorphological research in the Department of Anatomy of Faculty of Medical Sciences of the New University of Lisbon. As guidelines to our research, we established the following specific objectives: - defining the descriptive parameters of the standard pattern of the uterine vasculature, according to the modern Nomina Anatomica, as underlined in the latest Federative Congresses of the International Federation of the Associations of Anatomists, one of which took place in Lisbon, in 1994, under the presidency of Professor J.A. Esperança Pina, the supervisor of the present works; - comparing the human uterus with the uterus of the experimental animal, to extrapolate the experimental observations in animals to the particular case of the human uterus; - establishing a correlation between the physiology and the anatomical observations of the uterine vasculature throughout life, from childhood to menopause and in relation to the hormonal influences to which the uterus is exposed. The thesis is built around three main chapters: 1) The introduction chapter defines the historical framework of the studies of the female genital anatomy and the historical evolution of the clinical management of common uterine diseases, focusing on the first historical references to the Caesarean section (such as the Persian legend of the birth of the hero ROSTAM, or that of the birth of ASCLEPIUS, the Greek god of Medicine); the first depictions of the uterine vasculature (by LEONARDO and VESALIUS) or the first anatomical descriptions of the uterus, by Portuguese authors (RODRIGO DE CASTRO, 1517, or AMATUS LUSITANUS, 1551). The theoretical context proceeds, with reference to the recent evolution of the clinical and surgical management of uterine fibroids, and a particular mention to the modern techniques of Uterine Fibroid Embolisation, which corresponds to one of the fields of interest of the anatomic studies of uterine arterial vascularization. 2) The second chapter, devoted to the anatomical description of the Uterine Angiomorphology, is based on an extensive review of the available Medical literature,illustrated by a selection of our own research observations of the human uterine vasculature. The description is organized in view of the parallelism between histological and angiological stratification and the functional hierarchy, under the control of the cyclic hormonal variations. Each layer of the uterine wall is depicted with photographs of the human uterus and descriptions of its specific vascular network: the serosa, the muscular Myometrium, and the mucosa, or endometrium. This classical description, based on extensive quotations of the international scientific literature, enhances our interest for the research of a more detailed knowledge of the endometrial microvascular network, accordingly to the modern physiologic results obtained through immunohistochemical studies. 3) The results of our experimental research, aiming to establish the intimate relationship between the anatomical and functional studies of uterine vasculature, are organized in three main steps: - The chapter of Materials and Methods debates the choice of the experimental animal, based on a short review of the comparative anatomy of the uterus, and uterine physiology, throughout the animal scale. The selection of three fundamental techniques of anatomic research is made from the current variety available in the Laboratory of Experimental Anatomy of the Lisbon School of Medical Sciences. - The Results of our personal research and observations of 25 human and 154 animal uteri,after dissection, and the techniques of arterial injection for the preparation of fluorescent corrosion casts, of vascular injection and clearing, and of arterial injection and preparation of corrosion casts for Scanning Electron Microscopy are rganized in terms of human or animal macroscopic anatomy and microvascular network, followed by a summary of the comparative anatomy of human and rat uteri, which is essential to validate the resultant experimental observations of the rat endometrial microvasculature. - The experimental research is entirely devoted to the uterine artery of the Wistar rat. The first step consists of the attempt to define macroscopic territories of vascularization, followed by microscopic observations for the definition of the angiomorphological pattern that is characteristic of each stage of the extreme variations to which the uterus is subject throughout life, from childhood to sexual maturity, throughout the hormonal cycle, in pregnancy, according to parity, and through ageing. We complete these observations with the experimental exposure of the Wistar rat uterus to pharmacologic preparations of hormones, currently available in clinical practice, and observations of the vascular uterine changes in Scanning Electron Microscopy. The outcome results of our anatomical observations are followed by a critical synthesis of the results.

Sistema de localização indoor com base no protocolo ZIGBEE

Actualmente, os sistemas de localização são uma área em forte expansão sendo que para espaços exteriores existe uma grande variedade de sistemas de localização enquanto que para espaços interiores as soluções são mais escassas. Este trabalho apresenta o estudo e implementação de um sistema de localização indoor baseado no protocolo ZigBee, utilizando a informação da intensidade de sinal recebido (RSSI - Received Signal Strength Indication). Para a realização deste projecto foi necessário iniciar uma pesquisa mais pormenorizada do protocolo ZigBee. O dispositivo móvel a ser localizado é o módulo XBee Serie 2 que se baseia no mesmo protocolo. Posto isto, foi necessário efectuar um estudo sobre sistemas de localização existentes e analisar as técnicas de localização utilizadas para ambientes interiores. Desta forma utiliza-se neste projecto uma técnica que consiste na análise de fingerprinting, onde é criado um mapa com os valores RSSI para diferentes coordenadas do espaço físico. As intensidades de sinal recebido são relativas a dispositivos XBee instalados em pontos fixos de referência. Para calcular a localização do dispositivo móvel é utilizado o algoritmo K-NN (K- Nearest Neighbors) que permite estimar a posição aproximada do dispositivo móvel. Por último é descrito todo o desenvolvimento do projecto assim como a apresentação e discussão de resultados.

Análise Económica e Financeira como Instrumento de Apoio ao Processo Decisório

O foco central deste relatório consiste em mostrar a total importância da Análise Económica e Financeira como instrumento de apoio ao processo decisório. No contexto actual onde a concorrência é cada vez mais forte e a busca pela competitividade é uma necessidade constante, as empresas necessitam de informações precisas e oportunas para apoiar o processo decisório. A escassez de recursos financeiros e o elevado custo, aliado com a falta de planeamento e controle, têm contribuído para que muitas empresas encerrem suas actividades. A tomada de boas decisões torna-se, então, um factor crucial para assegurar a sobrevivência, crescimento e permanência da empresa no mercado. Neste sentido, buscamos trazer para todos os interessados alguns conceitos e técnicas fundamentais de análise e medição da performance económica e financeira das empresas que será igualmente útil, quer a nível académica, como também a nível profissional. Procuramos evidenciar a importância de se conhecer os indicadores que podem ser vistos como alertas de possíveis falências de empresas e com base nisso, tomar decisões que determinam que estratégias utilizar para enfrentar a concorrência. A finalizar este relatório procedemos a uma pesquisa Estudo de Caso que engloba uma análise económica e financeira, baseada na análise das Demonstrações Financeiras e demais informações complementares da TRANSCOR-SV, S.A. Foram explorados alguns conceitos relacionados com o tema, mostrando de forma simples e objectiva a situação de como a empresa vem actuando no mercado. Constámos algumas deficiências, pois, foram verificados alguns pontos fracos. Diante dos problemas, sugerimos formas de mudanças e de viabilidade dos mesmos. Esperamos, então, que este relatório contribua para a empresa analisar melhor a forma de administrar a parte económica e financeira e demais sectores.The central focus of this report consists of showing to total importance of the Analysis Economic and Financial as support instrument to the ruling process. In the context actual where the competition is more and more strong and the search for the competitiveness is a constant need, the companies need necessary and opportune information to support the ruling process. The shortage of financial resources and the high cost, ally with the planning lack and control, they have been contributing so that a lot of companies contain their activities. The socket of good decisions becomes, then, a crucial factor to assure the survival, growth and permanence of the company in the market. In this sense, we looked for to bring for all the interested parties, some concepts and fundamental techniques of analysis and measurement of the performance economic and financial of the companies, which will be equally useful, he/she wants to academic level, as well as at professional level. We tried to evidence, the importance of knowing the indicators that you/they can be seen as alerts of possible bankruptcies of companies and with base in that, to make decisions that determine which strategies to use to face the competition. To conclude this report we proceeded to a research Study of Case that includes an analysis economic and financial, based on the analysis of the Financial Demonstrations and other complementary information of TRANSCOR-S.V., S.A. Some concepts related with the theme were explored, showing the situation of simple form and objective of as the company is acting in the market. It was verified some deficiencies, because, some weak points were verified. Before the problems, we suggested forms of changes and of viability of the same ones.We waited, then, which this report contributes to company to analyze the form better of administering the part economic and financial and other sectors.

Algoritmos de agrupación para flujos de datos en entornos centralizados y distribuidos

Los avances en el hardware permiten disponer de grandes volúmenes de datos, surgiendo aplicaciones que deben suministrar información en tiempo cuasi-real, la monitorización de pacientes, ej., el seguimiento sanitario de las conducciones de agua, etc. Las necesidades de estas aplicaciones hacen emerger el modelo de flujo de datos (data streaming) frente al modelo almacenar-para-despuésprocesar (store-then-process). Mientras que en el modelo store-then-process, los datos son almacenados para ser posteriormente consultados; en los sistemas de streaming, los datos son procesados a su llegada al sistema, produciendo respuestas continuas sin llegar a almacenarse. Esta nueva visión impone desafíos para el procesamiento de datos al vuelo: 1) las respuestas deben producirse de manera continua cada vez que nuevos datos llegan al sistema; 2) los datos son accedidos solo una vez y, generalmente, no son almacenados en su totalidad; y 3) el tiempo de procesamiento por dato para producir una respuesta debe ser bajo. Aunque existen dos modelos para el cómputo de respuestas continuas, el modelo evolutivo y el de ventana deslizante; éste segundo se ajusta mejor en ciertas aplicaciones al considerar únicamente los datos recibidos más recientemente, en lugar de todo el histórico de datos. En los últimos años, la minería de datos en streaming se ha centrado en el modelo evolutivo. Mientras que, en el modelo de ventana deslizante, el trabajo presentado es más reducido ya que estos algoritmos no sólo deben de ser incrementales si no que deben borrar la información que caduca por el deslizamiento de la ventana manteniendo los anteriores tres desafíos. Una de las tareas fundamentales en minería de datos es la búsqueda de agrupaciones donde, dado un conjunto de datos, el objetivo es encontrar grupos representativos, de manera que se tenga una descripción sintética del conjunto. Estas agrupaciones son fundamentales en aplicaciones como la detección de intrusos en la red o la segmentación de clientes en el marketing y la publicidad. Debido a las cantidades masivas de datos que deben procesarse en este tipo de aplicaciones (millones de eventos por segundo), las soluciones centralizadas puede ser incapaz de hacer frente a las restricciones de tiempo de procesamiento, por lo que deben recurrir a descartar datos durante los picos de carga. Para evitar esta perdida de datos, se impone el procesamiento distribuido de streams, en concreto, los algoritmos de agrupamiento deben ser adaptados para este tipo de entornos, en los que los datos están distribuidos. En streaming, la investigación no solo se centra en el diseño para tareas generales, como la agrupación, sino también en la búsqueda de nuevos enfoques que se adapten mejor a escenarios particulares. Como ejemplo, un mecanismo de agrupación ad-hoc resulta ser más adecuado para la defensa contra la denegación de servicio distribuida (Distributed Denial of Services, DDoS) que el problema tradicional de k-medias. En esta tesis se pretende contribuir en el problema agrupamiento en streaming tanto en entornos centralizados y distribuidos. Hemos diseñado un algoritmo centralizado de clustering mostrando las capacidades para descubrir agrupaciones de alta calidad en bajo tiempo frente a otras soluciones del estado del arte, en una amplia evaluación. Además, se ha trabajado sobre una estructura que reduce notablemente el espacio de memoria necesario, controlando, en todo momento, el error de los cómputos. Nuestro trabajo también proporciona dos protocolos de distribución del cómputo de agrupaciones. Se han analizado dos características fundamentales: el impacto sobre la calidad del clustering al realizar el cómputo distribuido y las condiciones necesarias para la reducción del tiempo de procesamiento frente a la solución centralizada. Finalmente, hemos desarrollado un entorno para la detección de ataques DDoS basado en agrupaciones. En este último caso, se ha caracterizado el tipo de ataques detectados y se ha desarrollado una evaluación sobre la eficiencia y eficacia de la mitigación del impacto del ataque. ABSTRACT Advances in hardware allow to collect huge volumes of data emerging applications that must provide information in near-real time, e.g., patient monitoring, health monitoring of water pipes, etc. The data streaming model emerges to comply with these applications overcoming the traditional store-then-process model. With the store-then-process model, data is stored before being consulted; while, in streaming, data are processed on the fly producing continuous responses. The challenges of streaming for processing data on the fly are the following: 1) responses must be produced continuously whenever new data arrives in the system; 2) data is accessed only once and is generally not maintained in its entirety, and 3) data processing time to produce a response should be low. Two models exist to compute continuous responses: the evolving model and the sliding window model; the latter fits best with applications must be computed over the most recently data rather than all the previous data. In recent years, research in the context of data stream mining has focused mainly on the evolving model. In the sliding window model, the work presented is smaller since these algorithms must be incremental and they must delete the information which expires when the window slides. Clustering is one of the fundamental techniques of data mining and is used to analyze data sets in order to find representative groups that provide a concise description of the data being processed. Clustering is critical in applications such as network intrusion detection or customer segmentation in marketing and advertising. Due to the huge amount of data that must be processed by such applications (up to millions of events per second), centralized solutions are usually unable to cope with timing restrictions and recur to shedding techniques where data is discarded during load peaks. To avoid discarding of data, processing of streams (such as clustering) must be distributed and adapted to environments where information is distributed. In streaming, research does not only focus on designing for general tasks, such as clustering, but also in finding new approaches that fit bests with particular scenarios. As an example, an ad-hoc grouping mechanism turns out to be more adequate than k-means for defense against Distributed Denial of Service (DDoS). This thesis contributes to the data stream mining clustering technique both for centralized and distributed environments. We present a centralized clustering algorithm showing capabilities to discover clusters of high quality in low time and we provide a comparison with existing state of the art solutions. We have worked on a data structure that significantly reduces memory requirements while controlling the error of the clusters statistics. We also provide two distributed clustering protocols. We focus on the analysis of two key features: the impact on the clustering quality when computation is distributed and the requirements for reducing the processing time compared to the centralized solution. Finally, with respect to ad-hoc grouping techniques, we have developed a DDoS detection framework based on clustering.We have characterized the attacks detected and we have evaluated the efficiency and effectiveness of mitigating the attack impact.

Localization of NMDA receptors in the cerebral cortex: a schematic overview

The fundamental role of N-methyl-D-aspartate (NMDA) receptors in many cortical functions has been firmly defined, as has its involvement in a number of neurological and psychiatric diseases. However, until recently very little was known about the anatomical localization of NMDA receptors in the cerebral cortex of mammals. The recent application of molecular biological techniques to the study of NMDA receptors has provided specific tools which have greatly expanded our understanding of the localization of NMDA receptors in the cerebral cortex. In particular, immunocytochemical studies on the distribution of cortical NMDA receptors have shown that NMDA receptors are preferentially localized on dendritic spines, have disclosed an unknown fraction of presynaptic NMDA receptors on both excitatory and inhibitory axon terminals, and demonstrated that cortical astrocytes do express NMDA receptors. These studies suggest that the effects induced by the activation of NMDA receptors are not due solely to the opening of NMDA channels on neuronal postsynaptic membranes, as previously assumed, but that the activation of presynaptic and glial NMDA receptors may mediate part of these effects