844 resultados para futures contracts derivatives swap


Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper studies the optimization of complex-order algorithms for the discrete-time control of linear and nonlinear systems. The fundamentals of fractional systems and genetic algorithms are introduced. Based on these concepts, complexorder control schemes and their implementation are evaluated in the perspective of evolutionary optimization. The results demonstrate not only that complex-order derivatives constitute a valuable alternative for deriving control algorithms, but also the feasibility of the adopted optimization strategy.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Fractional central differences and derivatives are studied in this article. These are generalisations to real orders of the ordinary positive (even and odd) integer order differences and derivatives, and also coincide with the well known Riesz potentials. The coherence of these definitions is studied by applying the definitions to functions with Fourier transformable functions. Some properties of these derivatives are presented and particular cases studied.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Portugal had only very few foresight exercises on the automobile sector, and the most recent one was a survey held in a project on work organisation systems in the automobile industry, its recent historical paths and the special strategies of location of companies (the WorTiS project). This involved several teams with different disciplinary backgrounds and from two Portuguese universities. The provisional main results of the first round of a Delphi survey held in Portugal on the automotive sector were already published, but a further analysis was not yet done. This foresight survey was done under the WorTiS project, developed in 2004 by IET – Research Centre on Enterprise and Work Innovation (at FCT-UNL), and financed by the Portuguese Ministry of Science and Technology. Some of this experience on foresight analysis is also been transferred to other projects, namely the WORKS project on work organisation restructuring in the knowledge society that received the support from EC and still is running. The majority of experts considered having an average of less knowledge in almost all the scenario topics presented. This means that information on the automotive industry is not spread enough among academics or experts in related fields (regional scientists, innovation economists, engineers, sociologists). Some have a good knowledge but in very specialised fields. Others have expertise on foresight, or macroeconomics, or management sciences, but feel insecure on issues related with futures of automobile sector. Nevertheless, we considered specially the topics where the experts considered themselves to have some knowledge. There were no “irrelevant” topics considered as such by the expert panel. There are also no topics that are not considered a need for co-operation. The lack of technological infrastructures was not considered as a hindered factor for the accomplishment of any scenario. The experts’ panel considered no other international competence besides US, Japan or Germany in these topics. Special focus will be made in this paper on the topic 2. Public policy and automobile industries, and more specifically on the technological and/or research policies issues, where one can specify the automobile’s role in transport policies with further implications like environment, safety, energy, mobility.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper proposes the calculation of fractional algorithms based on time-delay systems. The study starts by analyzing the memory properties of fractional operators and their relation with time delay. Based on the Fourier analysis an approximation of fractional derivatives through timedelayed samples is developed. Furthermore, the parameters of the proposed approximation are estimated by means of genetic algorithms. The results demonstrate the feasibility of the new perspective.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper a new method for the calculation of the fractional expressions in the presence of sensor redundancy and noise, is presented. An algorithm, taking advantage of the signal characteristics and the sensor redundancy, is tuned and optimized through genetic algorithms. The results demonstrate the good performance for different types of expressions and distinct levels of noise.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The Knowledge-based society brought a new way of living and working. The increasing decline of work in primary sector and traditional industries, related with the significant increase of employment in the service sector and in the knowledge work, changed the way companies and individuals establish their relations, the way work and life is organised. These changes are usual and fast and so the feeling of insecurity and unpredictability become more and more sharp. In this context, foresight exercises are necessary tools helping in the identification of the key variables and main trends of evolution. This report will present some foresight studies about work and skills in Europe and USA, in order to contribute to think about possible evolutions and trends.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Electricity markets are systems for effecting the purchase and sale of electricity using supply and demand to set energy prices. Two major market models are often distinguished: pools and bilateral contracts. Pool prices tend to change quickly and variations are usually highly unpredictable. In this way, market participants often enter into bilateral contracts to hedge against pool price volatility. This article addresses the challenge of optimizing the portfolio of clients managed by trader agents. Typically, traders buy energy in day-ahead markets and sell it to a set of target clients, by negotiating bilateral contracts involving three-rate tariffs. Traders sell energy by considering the prices of a reference week and five different types of clients. They analyze several tariffs and determine the best share of customers, i.e., the share that maximizes profit. © 2014 IEEE.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The disturbing emergence of multidrug-resistant strains of Mycobacterium tuberculosis (Mtb) has been driving the scientific community to urgently search for new and efficient antitubercular drugs. Despite the various drugs currently under evaluation, isoniazid is still the key and most effective component in all multi-therapeutic regimens recommended by the WHO. This paper describes the QSAR-oriented design, synthesis and in vitro antitubercular activity of several potent isoniazid derivatives (isonicotinoyl hydrazones and isonicotinoyl hydrazides) against H37Rv and two resistant Mtb strains. QSAR studies entailed RFs and ASNNs classification models, as well as MLR models. Strict validation procedures were used to guarantee the models' robustness and predictive ability. Lipophilicity was shown not to be relevant to explain the activity of these derivatives, whereas shorter N-N distances and lengthy substituents lead to more active compounds. Compounds I, 2, 4, 5 and 6, showed measured activities against H37Rv higher than INH (i.e., MIC <= 0.28 mu M), while compound 9 exhibited a six fold decrease in MIC against the katG (S315T) mutated strain, by comparison with INH (Le., 6.9 vs. 43.8 mu M). All compounds were ineffective against H37Rv(INH) (Delta katG), a strain with a full deletion of the katG gene, thus corroborating the importance of KatG in the activation of INH-based compounds. The most potent compounds were also shown not to be cytotoxic up to a concentration 500 times higher than MIC. (C) 2014 Elsevier Masson SAS. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This study addresses the optimization of rational fraction approximations for the discrete-time calculation of fractional derivatives. The article starts by analyzing the standard techniques based on Taylor series and Padé expansions. In a second phase the paper re-evaluates the problem in an optimization perspective by tacking advantage of the flexibility of the genetic algorithms.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In recent papers, formulas are obtained for directional derivatives, of all orders, of the determinant, the permanent, the m-th compound map and the m-th induced power map. This paper generalizes these results for immanants and for other symmetric powers of a matrix.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Journal of Vibration and Control, Vol. 14, Nº 9-10

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper addresses the calculation of fractional order expressions through rational fractions. The article starts by analyzing the techniques adopted in the continuous to discrete time conversion. The problem is re-evaluated in an optimization perspective by tacking advantage of the degree of freedom provided by the generalized mean formula. The results demonstrate the superior performance of the new algorithm.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The theory of fractional calculus (FC) is a useful mathematical tool in many applied sciences. Nevertheless, only in the last decades researchers were motivated for the adoption of the FC concepts. There are several reasons for this state of affairs, namely the co-existence of different definitions and interpretations, and the necessity of approximation methods for the real time calculation of fractional derivatives (FDs). In a first part, this paper introduces a probabilistic interpretation of the fractional derivative based on the Grünwald-Letnikov definition. In a second part, the calculation of fractional derivatives through Padé fraction approximations is analyzed. It is observed that the probabilistic interpretation and the frequency response of fraction approximations of FDs reveal a clear correlation between both concepts.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Physics Letters A, vol. 372; Issue 7

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper addresses the calculation of derivatives of fractional order for non-smooth data. The noise is avoided by adopting an optimization formulation using genetic algorithms (GA). Given the flexibility of the evolutionary schemes, a hierarchical GA composed by a series of two GAs, each one with a distinct fitness function, is established.