Topics in climate change risk

In this Thesis, we analyze how climate risk impacts economic players and its consequences on the financial markets. Essentially, literature unravels two main channels through which climate change poses risks to the status quo, namely physical and transitional risk, that we cover in three works. Firstly, the call for a global shift to a net-zero economy implicitly devalues assets that contribute to global warming that regulators are forcing to dismiss. On the other hand, abnormal changes in the temperatures as well as weather-related events challenge the environmental equilibrium and could directly affect operations as well as profitability. We start the analysis with the physical component, by presenting a statistical measure that generally represents shocks to the distribution of temperature anomalies. We oppose this statistic to classical physical measures and assess that it is the driver of the electricity consumption, in the weather derivatives market, and in the cross-section of equity returns. We find two transmission channels, namely investor attention, and firm operations. We then analyze the transition risk component, by associating a regulatory horizon characterization to fixed income valuation. We disentangle a risk driver for corporate bond overperformance that is tight to change in credit riskiness. After controlling a statistical learning algorithm to forecast excess returns, we include carbon emission metrics without clear evidence. Finally, we analyze the effects of change in carbon emission on a regulated market such as the EU ETS by selecting utility sector corporate bond and, after controlling for the possible risk factor, we document how a firm’s carbon profile differently affects the term structure of credit riskiness.

Mathematical methods to analyze and interpret calcium signals of astrocytes

Astrocytes are the most numerous glial cell type in the mammalian brain and permeate the entire CNS interacting with neurons, vasculature, and other glial cells. Astrocytes display intracellular calcium signals that encode information about local synaptic function, distributed network activity, and high-level cognitive functions. Several studies have investigated the calcium dynamics of astrocytes in sensory areas and have shown that these cells can encode sensory stimuli. Nevertheless, only recently the neuro-scientific community has focused its attention on the role and functions of astrocytes in associative areas such as the hippocampus. In our first study, we used the information theory formalism to show that astrocytes in the CA1 area of the hippocampus recorded with 2-photon fluorescence microscopy during spatial navigation encode spatial information that is complementary and synergistic to information encoded by nearby "place cell" neurons. In our second study, we investigated various computational aspects of applying the information theory formalism to astrocytic calcium data. For this reason, we generated realistic simulations of calcium signals in astrocytes to determine optimal hyperparameters and procedures of information measures and applied them to real astrocytic calcium imaging data. Calcium signals of astrocytes are characterized by complex spatiotemporal dynamics occurring in subcellular parcels of the astrocytic domain which makes studying these cells in 2-photon calcium imaging recordings difficult. However, current analytical tools which identify the astrocytic subcellular regions are time consuming and extensively rely on user-defined parameters. Here, we present Rapid Astrocytic calcium Spatio-Temporal Analysis (RASTA), a novel machine learning algorithm for spatiotemporal semantic segmentation of 2-photon calcium imaging recordings of astrocytes which operates without human intervention. We found that RASTA provided fast and accurate identification of astrocytic cell somata, processes, and cellular domains, extracting calcium signals from identified regions of interest across individual cells and populations of hundreds of astrocytes recorded in awake mice.

Radio frequency communication and fault detection for railway signalling

The continuous and swift progression of both wireless and wired communication technologies in today's world owes its success to the foundational systems established earlier. These systems serve as the building blocks that enable the enhancement of services to cater to evolving requirements. Studying the vulnerabilities of previously designed systems and their current usage leads to the development of new communication technologies replacing the old ones such as GSM-R in the railway field. The current industrial research has a specific focus on finding an appropriate telecommunication solution for railway communications that will replace the GSM-R standard which will be switched off in the next years. Various standardization organizations are currently exploring and designing a radiofrequency technology based standard solution to serve railway communications in the form of FRMCS (Future Railway Mobile Communication System) to substitute the current GSM-R. Bearing on this topic, the primary strategic objective of the research is to assess the feasibility to leverage on the current public network technologies such as LTE to cater to mission and safety critical communication for low density lines. The research aims to identify the constraints, define a service level agreement with telecom operators, and establish the necessary implementations to make the system as reliable as possible over an open and public network, while considering safety and cybersecurity aspects. The LTE infrastructure would be utilized to transmit the vital data for the communication of a railway system and to gather and transmit all the field measurements to the control room for maintenance purposes. Given the significance of maintenance activities in the railway sector, the ongoing research includes the implementation of a machine learning algorithm to detect railway equipment faults, reducing time and human analysis errors due to the large volume of measurements from the field.

Novel methods of state estimation and parameter identification for high-performance motorcycles

This research activity aims at providing a reliable estimation of particular state variables or parameters concerning the dynamics and performance optimization of a MotoGP-class motorcycle, integrating the classical model-based approach with new methodologies involving artificial intelligence. The first topic of the research focuses on the estimation of the thermal behavior of the MotoGP carbon braking system. Numerical tools are developed to assess the instantaneous surface temperature distribution in the motorcycle's front brake discs. Within this application other important brake parameters are identified using Kalman filters, such as the disc convection coefficient and the power distribution in the disc-pads contact region. Subsequently, a physical model of the brake is built to estimate the instantaneous braking torque. However, the results obtained with this approach are highly limited by the knowledge of the friction coefficient (μ) between the disc rotor and the pads. Since the value of μ is a highly nonlinear function of many variables (namely temperature, pressure and angular velocity of the disc), an analytical model for the friction coefficient estimation appears impractical to establish. To overcome this challenge, an innovative hybrid solution is implemented, combining the benefit of artificial intelligence (AI) with classical model-based approach. Indeed, the disc temperature estimated through the thermal model previously implemented is processed by a machine learning algorithm that outputs the actual value of the friction coefficient thus improving the braking torque computation performed by the physical model of the brake. Finally, the last topic of this research activity regards the development of an AI algorithm to estimate the current sideslip angle of the motorcycle's front tire. While a single-track motorcycle kinematic model and IMU accelerometer signals theoretically enable sideslip calculation, the presence of accelerometer noise leads to a significant drift over time. To address this issue, a long short-term memory (LSTM) network is implemented.

Flower cover and bee diversity estimate by drone RGB images

Worldwide, biodiversity is decreasing due to climate change, habitat fragmentation and agricultural intensification. Bees are essential crops pollinator, but their abundance and diversity are decreasing as well. For their conservation, it is necessary to assess the status of bee population. Field data collection methods are expensive and time consuming thus, recently, new methods based on remote sensing are used. In this study we tested the possibility of using flower cover diversity estimated by UAV images (FCD-UAV) to assess bee diversity and abundance in 10 agricultural meadows in the Netherlands. In order to do so, field data of flower and bee diversity and abundance were collected during a campaign in May 2021. Furthermore, RGB images of the areas have been collected using Unmanned Aerial Vehicle (UAV) and post-processed into orthomosaics. Lastly, Random Forest machine learning algorithm was applied to estimate FCD of the species detected in each field. Resulting FCD was expressed with Shannon and Simpson diversity indices, which were successively correlated to bee Shannon and Simpson diversity indices, abundance and species richness. The results showed a positive relationship between FCD-UAV and in-situ collected data about bee diversity, evaluated with Shannon index, abundance and species richness. The strongest relationship was found between FCD (Shannon Index) and bee abundance with R2=0.52. Following, good correlations were found with bee species richness (R2=0.39) and bee diversity (R2=0.37). R2 values of the relationship between FCD (Simpson Index) and bee abundance, species richness and diversity were slightly inferior (0.45, 0.37 and 0.35, respectively). Our results suggest that the proposed method based on the coupling of UAV imagery and machine learning for the assessment of flower species diversity could be developed into valuable tools for large-scale, standardized and cost-effective monitoring of flower cover and of the habitat quality for bees.

A self-learning simulated annealing algorithm for global optimizations of electromagnetic devices

A self-learning simulated annealing algorithm is developed by combining the characteristics of simulated annealing and domain elimination methods. The algorithm is validated by using a standard mathematical function and by optimizing the end region of a practical power transformer. The numerical results show that the CPU time required by the proposed method is about one third of that using conventional simulated annealing algorithm.

Non-Dominated Sorting Genetic Algorithm Based on Reinforcement Learning to Optimization of Broad-Band Reflector Antennas Satellite

This paper aims to provide an improved NSGA-II (Non-Dominated Sorting Genetic Algorithm-version II) which incorporates a parameter-free self-tuning approach by reinforcement learning technique, called Non-Dominated Sorting Genetic Algorithm Based on Reinforcement Learning (NSGA-RL). The proposed method is particularly compared with the classical NSGA-II when applied to a satellite coverage problem. Furthermore, not only the optimization results are compared with results obtained by other multiobjective optimization methods, but also guarantee the advantage of no time-spending and complex parameter tuning.

Personalized Tuning of a Reinforcement Learning Control Algorithm for Glucose Regulation

Artificial pancreas is in the forefront of research towards the automatic insulin infusion for patients with type 1 diabetes. Due to the high inter- and intra-variability of the diabetic population, the need for personalized approaches has been raised. This study presents an adaptive, patient-specific control strategy for glucose regulation based on reinforcement learning and more specifically on the Actor-Critic (AC) learning approach. The control algorithm provides daily updates of the basal rate and insulin-to-carbohydrate (IC) ratio in order to optimize glucose regulation. A method for the automatic and personalized initialization of the control algorithm is designed based on the estimation of the transfer entropy (TE) between insulin and glucose signals. The algorithm has been evaluated in silico in adults, adolescents and children for 10 days. Three scenarios of initialization to i) zero values, ii) random values and iii) TE-based values have been comparatively assessed. The results have shown that when the TE-based initialization is used, the algorithm achieves faster learning with 98%, 90% and 73% in the A+B zones of the Control Variability Grid Analysis for adults, adolescents and children respectively after five days compared to 95%, 78%, 41% for random initialization and 93%, 88%, 41% for zero initial values. Furthermore, in the case of children, the daily Low Blood Glucose Index reduces much faster when the TE-based tuning is applied. The results imply that automatic and personalized tuning based on TE reduces the learning period and improves the overall performance of the AC algorithm.

GLMP for automatic assessment of DFS algorithm learning

We describe how to use a Granular Linguistic Model of a Phenomenon (GLMP) to assess e-learning processes. We apply this technique to evaluate algorithm learning using the GRAPHs learning environment.

The dynamics of a genetic algorithm for a simple learning problem

A formalism for describing the dynamics of Genetic Algorithms (GAs) using method s from statistical mechanics is applied to the problem of generalization in a perceptron with binary weights. The dynamics are solved for the case where a new batch of training patterns is presented to each population member each generation, which considerably simplifies the calculation. The theory is shown to agree closely to simulations of a real GA averaged over many runs, accurately predicting the mean best solution found. For weak selection and large problem size the difference equations describing the dynamics can be expressed analytically and we find that the effects of noise due to the finite size of each training batch can be removed by increasing the population size appropriately. If this population resizing is used, one can deduce the most computationally efficient size of training batch each generation. For independent patterns this choice also gives the minimum total number of training patterns used. Although using independent patterns is a very inefficient use of training patterns in general, this work may also prove useful for determining the optimum batch size in the case where patterns are recycled.

A novel adaptive weight selection algorithm for multi-objective multi-agent reinforcement learning

To solve multi-objective problems, multiple reward signals are often scalarized into a single value and further processed using established single-objective problem solving techniques. While the field of multi-objective optimization has made many advances in applying scalarization techniques to obtain good solution trade-offs, the utility of applying these techniques in the multi-objective multi-agent learning domain has not yet been thoroughly investigated. Agents learn the value of their decisions by linearly scalarizing their reward signals at the local level, while acceptable system wide behaviour results. However, the non-linear relationship between weighting parameters of the scalarization function and the learned policy makes the discovery of system wide trade-offs time consuming. Our first contribution is a thorough analysis of well known scalarization schemes within the multi-objective multi-agent reinforcement learning setup. The analysed approaches intelligently explore the weight-space in order to find a wider range of system trade-offs. In our second contribution, we propose a novel adaptive weight algorithm which interacts with the underlying local multi-objective solvers and allows for a better coverage of the Pareto front. Our third contribution is the experimental validation of our approach by learning bi-objective policies in self-organising smart camera networks. We note that our algorithm (i) explores the objective space faster on many problem instances, (ii) obtained solutions that exhibit a larger hypervolume, while (iii) acquiring a greater spread in the objective space.

An eMathTeacher Tool for Active Learning Fleury’s Algorithm

An eMathTeacher [Sánchez-Torrubia 2007a] is an eLearning on line self assessment tool that help students to active learning math algorithms by themselves, correcting their mistakes and providing them with clues to find the right solution. The tool presented in this paper is an example of this new concept on Computer Aided Instruction (CAI) resources and has been implemented as a Java applet and designed as an auxiliary instrument for both classroom teaching and individual practicing of Fleury’s algorithm. This tool, included within a set of eMathTeacher tools, has been designed as educational complement of Graph Algorithm active learning for first course students. Its characteristics of visualization, simplicity and interactivity, make this tutorial a great value pedagogical instrument.