886 resultados para real option analysis


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The IEEE 802.15.4 protocol proposes a flexible communication solution for Low-Rate Wireless Personal Area Networks including sensor networks. It presents the advantage to fit different requirements of potential applications by adequately setting its parameters. When enabling its beacon mode, the protocol makes possible real-time guarantees by using its Guaranteed Time Slot (GTS) mechanism. This paper analyzes the performance of the GTS allocation mechanism in IEEE 802.15.4. The analysis gives a full understanding of the behavior of the GTS mechanism with regards to delay and throughput metrics. First, we propose two accurate models of service curves for a GTS allocation as a function of the IEEE 802.15.4 parameters. We then evaluate the delay bounds guaranteed by an allocation of a GTS using Network Calculus formalism. Finally, based on the analytic results, we analyze the impact of the IEEE 802.15.4 parameters on the throughput and delay bound guaranteed by a GTS allocation. The results of this work pave the way for an efficient dimensioning of an IEEE 802.15.4 cluster.

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Fault injection is frequently used for the verification and validation of dependable systems. When targeting real time microprocessor based systems the process becomes significantly more complex. This paper proposes two complementary solutions to improve real time fault injection campaign execution, both in terms of performance and capabilities. The methodology is based on the use of the on-chip debug mechanisms present in modern electronic devices. The main objective is the injection of faults in microprocessor memory elements with minimum delay and intrusiveness. Different configurations were implemented and compared in terms of performance gain and logic overhead.

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Wireless Body Area Network (WBAN) is the most convenient, cost-effective, accurate, and non-invasive technology for e-health monitoring. The performance of WBAN may be disturbed when coexisting with other wireless networks. Accordingly, this paper provides a comprehensive study and in-depth analysis of coexistence issues and interference mitigation solutions in WBAN technologies. A thorough survey of state-of-the art research in WBAN coexistence issues is conducted. The survey classified, discussed, and compared the studies according to the parameters used to analyze the coexistence problem. Solutions suggested by the studies are then classified according to the followed techniques and concomitant shortcomings are identified. Moreover, the coexistence problem in WBAN technologies is mathematically analyzed and formulas are derived for the probability of successful channel access for different wireless technologies with the coexistence of an interfering network. Finally, extensive simulations are conducted using OPNET with several real-life scenarios to evaluate the impact of coexistence interference on different WBAN technologies. In particular, three main WBAN wireless technologies are considered: IEEE 802.15.6, IEEE 802.15.4, and low-power WiFi. The mathematical analysis and the simulation results are discussed and the impact of interfering network on the different wireless technologies is compared and analyzed. The results show that an interfering network (e.g., standard WiFi) has an impact on the performance of WBAN and may disrupt its operation. In addition, using low-power WiFi for WBANs is investigated and proved to be a feasible option compared to other wireless technologies.

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Actas do 17º Congresso da Associação Internacional para a História do Vidro

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Over the past decades several approaches for schedulability analysis have been proposed for both uni-processor and multi-processor real-time systems. Although different techniques are employed, very little has been put forward in using formal specifications, with the consequent possibility for mis-interpretations or ambiguities in the problem statement. Using a logic based approach to schedulability analysis in the design of hard real-time systems eases the synthesis of correct-by-construction procedures for both static and dynamic verification processes. In this paper we propose a novel approach to schedulability analysis based on a timed temporal logic with time durations. Our approach subsumes classical methods for uni-processor scheduling analysis over compositional resource models by providing the developer with counter-examples, and by ruling out schedules that cause unsafe violations on the system. We also provide an example showing the effectiveness of our proposal.

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Presented at 23rd International Conference on Real-Time Networks and Systems (RTNS 2015). 4 to 6, Nov, 2015, Main Track. Lille, France.

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Hepatitis B virus (HBV) is a major cause of chronic liver disease worldwide. Besides genotype, quantitative analysis of HBV infection is extensively used for monitoring disease progression and treatment. Affordable viral load monitoring is desirable in resource-limited settings and it has been already shown to be useful in developing countries for other viruses such as Hepatitis C virus (HCV) and HIV. In this paper, we describe the validation of a real-time PCR assay for HBV DNA quantification with TaqMan chemistry and MGB probes. Primers and probes were designed using an alignment of sequences from all HBV genotypes in order to equally amplify all of them. The assay is internally controlled and was standardized with an international HBV panel. Its efficacy was evaluated comparing the results with two other methods: Versant HBV DNA Assay 3.0 (bDNA, Siemens, NY, USA) and another real-time PCR from a reference laboratory. Intra-assay and inter-assay reproducibilities were determined and the mean of CV values obtained were 0.12 and 0.09, respectively. The assay was validated with a broad dynamic range and is efficient for amplifying all HBV genotypes, providing a good option to quantify HBV DNA as a routine procedure, with a cheap and reliable protocol.

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This thesis provides a complete analysis of the Standard Capital Requirements given by Solvency II for a real insurance portfolio. We analyze the investment portfolio of BPI Vida e Pensões, an insurance company affiliated with a Portuguese bank BPI, both at security, sub-portfolio and asset class levels. By using the Standard Formula from EIOPA, Total SCR amounts to 239M€. This value is mostly explained by Market and Default Risk whereas the former is driven by Spread and Concentration Risks. Following the methodology of Leblanc (2011), we examine the Marginal Contribution of an asset to the SCR which allows for the evaluation of the risks of each security given its characteristics and interactions in the portfolio. The top contributors to the SCR are Corporate Bonds and Term Deposits. By exploring further the composition of the portfolio, our results show that slight changes in allocation of Term and Cash Deposits have severe impacts on the total Concentration and Default Risks, respectively. Also, diversification effects are very relevant by representing savings of 122M€. Finally, Solvency II represents an opportunity for the portfolio optimization. By constructing efficient frontiers, we find that as the target expected return increases, a shift from Term Deposits/ Commercial Papers to Eurozone/Peripheral and finally Equities occurs.

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Introduction: Although diuretics are mainly used for the treatment of acute decompensated heart failure (ADHF), inadequate responses and complications have led to the use of extracorporeal ultrafiltration (UF) as an alternative strategy for reducing volume overloads in patients with ADHF. Objective: The aim of our study is to perform meta-analysis of the results obtained from studies on extracorporeal venous ultrafiltration and compare them with those of standard diuretic treatment for overload volume reduction in acute decompensated heart failure. Methods: MEDLINE, EMBASE, and the Cochrane Central Register of Controlled Trials databases were systematically searched using a pre‑specified criterion. Pooled estimates of outcomes after 48 h (weight change, serum creatinine level, and all-cause mortality) were computed using random effect models. Pooled weighted mean differences were calculated for weight loss and change in creatinine level, whereas a pooled risk ratio was used for the analysis of binary all-cause mortality outcome. Results: A total of nine studies, involving 613 patients, met the eligibility criteria. The mean weight loss in patients who underwent UF therapy was 1.78 kg [95% Confidence Interval (CI): −2.65 to −0.91 kg; p < 0.001) more than those who received standard diuretic therapy. The post-intervention creatinine level, however, was not significantly different (mean change = −0.25 mg/dL; 95% CI: −0.56 to 0.06 mg/dL; p = 0.112). The risk of all-cause mortality persisted in patients treated with UF compared with patients treated with standard diuretics (Pooled RR = 1.00; 95% CI: 0.64–1.56; p = 0.993). Conclusion: Compared with standard diuretic therapy, UF treatment for overload volume reduction in individuals suffering from ADHF, resulted in significant reduction of body weight within 48 h. However, no significant decrease of serum creatinine level or reduction of all-cause mortality was observed.

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BACKGROUND. Ritonavir-boosted saquinavir (SQVr) is nowadays regarded as an alternative antiretroviral drug probably due to several drawbacks, such as its high pill burden, twice daily dosing and the requirement of 200 mg ritonavir when given at the current standard 1000/100 mg bid dosing. Several once-daily SQVr dosing schemes have been studied with the 200 mg SQV old formulations, trying to overcome some of these disadvantages. SQV 500 mg strength tablets became available at the end of 2005, thus facilitating a once-daily regimen with fewer pills, although there is very limited experience with this formulation yet. METHODS. Prospective, multicentre study in which efficacy, safety and pharmacokinetics of a regimen of once-daily SQVr 1500/100 mg plus 2 NRTIs were evaluated under routine clinical care conditions in either antiretroviral-naïve patients or in those with no previous history of antiretroviral treatments and/or genotypic resistance tests suggesting SQV resistance. Plasma SQV trough levels were measured by HPLV-UV. RESULTS. Five hundred and fourteen caucasian patients were included (47.2% coinfected with hepatitis C and/or B virus; 7.8% with cirrhosis). Efficacy at 52 weeks (plasma RNA-HIV <50 copies/ml) was 67.7% (CI95: 63.6 - 71.7%) by intention-to-treat, and 92.2% (CI95: 89.8 - 94.6%) by on-treatment analysis. The reasons for failure were: dropout or loss to follow-up (18.4%), virological failure (7.8%), adverse events (3.1%), and other reasons (4.6%). The high rate of dropout may be explained by an enrollment and follow-up under routine clinical care condition, and a population with a significant number of drug users. The median SQV Cmin (n = 49) was 295 ng/ml (range, 53-2172). The only variable associated with virological failure in the multivariate analysis was adherence (OR: 3.36; CI95, 1.51-7.46, p = 0.003). CONCLUSIONS. Our results suggests that SQVr (1500/100 mg) once-daily plus 2 NRTIs is an effective regimen, without severe clinical adverse events or hepatotoxicity, scarce lipid changes, and no interactions with methadone. All these factors and its once-daily administration suggest this regimen as an appropriate option in patients with no SQV resistance-associated mutations.

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Malaria diagnoses has traditionally been made using thick blood smears, but more sensitive and faster techniques are required to process large numbers of samples in clinical and epidemiological studies and in blood donor screening. Here, we evaluated molecular and serological tools to build a screening platform for pooled samples aimed at reducing both the time and the cost of these diagnoses. Positive and negative samples were analysed in individual and pooled experiments using real-time polymerase chain reaction (PCR), nested PCR and an immunochromatographic test. For the individual tests, 46/49 samples were positive by real-time PCR, 46/49 were positive by nested PCR and 32/46 were positive by immunochromatographic test. For the assays performed using pooled samples, 13/15 samples were positive by real-time PCR and nested PCR and 11/15 were positive by immunochromatographic test. These molecular methods demonstrated sensitivity and specificity for both the individual and pooled samples. Due to the advantages of the real-time PCR, such as the fast processing and the closed system, this method should be indicated as the first choice for use in large-scale diagnosis and the nested PCR should be used for species differentiation. However, additional field isolates should be tested to confirm the results achieved using cultured parasites and the serological test should only be adopted as a complementary method for malaria diagnosis.

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“The liquidity crisis of the Spanish banks is largely due to the lack of confidence of foreign investors and, therefore, the changes that occur in the legislation should not affect the credibility, stability, legal certainty, predictability that markets expect”.Sergio Nasarre (2011)In the current situation of economic crisis, many people have found they can no longer pay back the mortgage loans that were granted to them in order to purchase a dwelling. It is for this reason that, in light of the economic, political and social problems this poses, our paper studies the state of the Spanish real-estate system and of foreclosure, paying special attention to the solution that has been proposed recently as the best option for debtors that cannot make their mort-gage payments: non-recourse mortgaging. We analyze this proposal from legal and economic perspectives in order to fully understand the effects that this change could imply. At the same time, this paper will also examine several alternatives we believe would ameliorate the situation of mortgage-holders, among them legal reforms, mortgage insurance, and non-recourse mortgaging itself.

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The objective of this work was to validate, by quantitative PCR in real time (RT-qPCR), genes to be used as reference in studies of gene expression in soybean in drought-stressed trials. Four genes commonly used in soybean were evaluated: Gmβ-actin, GmGAPDH, GmLectin and GmRNAr18S. Total RNA was extracted from six samples: three from roots in a hydroponic system with different drought intensities (0, 25, 50, 75 and 100 minutes of water stress), and three from leaves of plants grown in sand with different soil moistures (15, 5 and 2.5% gravimetric humidity). The raw cycle threshold (Ct) data were analyzed, and the efficiency of each primer was calculated for an overall analysis of the Ct range among the different samples. The GeNorm application was used to evaluate the best reference gene, according to its stability. The GmGAPDH was the least stable gene, with the highest mean values of expression stability (M), and the most stable genes, with the lowest M values, were the Gmβ-actin and GmRNAr18S, when both root and leaves samples were tested. These genes can be used in RT-qPCR as reference gene for expression analysis.

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Small centrifugal compressors are more and more widely used in many industrialsystems because of their higher efficiency and better off-design performance comparing to piston and scroll compressors as while as higher work coefficient perstage than in axial compressors. Higher efficiency is always the aim of the designer of compressors. In the present work, the influence of four partsof a small centrifugal compressor that compresses heavy molecular weight real gas has been investigated in order to achieve higher efficiency. Two parts concern the impeller: tip clearance and the circumferential position of the splitter blade. The other two parts concern the diffuser: the pinch shape and vane shape. Computational fluid dynamics is applied in this study. The Reynolds averaged Navier-Stokes flow solver Finflo is used. The quasi-steady approach is utilized. Chien's k-e turbulence model is used to model the turbulence. A new practical real gas model is presented in this study. The real gas model is easily generated, accuracy controllable and fairly fast. The numerical results and measurements show good agreement. The influence of tip clearance on the performance of a small compressor is obvious. The pressure ratio and efficiency are decreased as the size of tip clearance is increased, while the total enthalpy rise keeps almost constant. The decrement of the pressure ratio and efficiency is larger at higher mass flow rates and smaller at lower mass flow rates. The flow angles at the inlet and outlet of the impeller are increased as the size of tip clearance is increased. The results of the detailed flow field show that leakingflow is the main reason for the performance drop. The secondary flow region becomes larger as the size of tip clearance is increased and the area of the main flow is compressed. The flow uniformity is then decreased. A detailed study shows that the leaking flow rate is higher near the exit of the impeller than that near the inlet of the impeller. Based on this phenomenon, a new partiallyshrouded impeller is used. The impeller is shrouded near the exit of the impeller. The results show that the flow field near the exit of the impeller is greatly changed by the partially shrouded impeller, and better performance is achievedthan with the unshrouded impeller. The loading distribution on the impeller blade and the flow fields in the impeller is changed by moving the splitter of the impeller in circumferential direction. Moving the splitter slightly to the suction side of the long blade can improve the performance of the compressor. The total enthalpy rise is reduced if only the leading edge of the splitter ismoved to the suction side of the long blade. The performance of the compressor is decreased if the blade is bended from the radius direction at the leading edge of the splitter. The total pressure rise and the enthalpy rise of thecompressor are increased if pinch is used at the diffuser inlet. Among the fivedifferent pinch shape configurations, at design and lower mass flow rates the efficiency of a straight line pinch is the highest, while at higher mass flow rate, the efficiency of a concave pinch is the highest. The sharp corner of the pinch is the main reason for the decrease of efficiency and should be avoided. The variation of the flow angles entering the diffuser in spanwise direction is decreased if pinch is applied. A three-dimensional low solidity twisted vaned diffuser is designed to match the flow angles entering the diffuser. The numerical results show that the pressure recovery in the twisted diffuser is higher than in a conventional low solidity vaned diffuser, which also leads to higher efficiency of the twisted diffuser. Investigation of the detailed flow fields shows that the separation at lower mass flow rate in the twisted diffuser is later than in the conventional low solidity vaned diffuser, which leads to a possible wider flow range of the twisted diffuser.