985 resultados para Risk-averse optimization


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There are many models in the literature that have been proposed in the last decades aimed at assessing the reliability, availability and maintainability (RAM) of safety equipment, many of them with a focus on their use to assess the risk level of a technological system or to search for appropriate design and/or surveillance and maintenance policies in order to assure that an optimum level of RAM of safety systems is kept during all the plant operational life. This paper proposes a new approach for RAM modelling that accounts for equipment ageing and maintenance and testing effectiveness of equipment consisting of multiple items in an integrated manner. This model is then used to perform the simultaneous optimization of testing and maintenance for ageing equipment consisting of multiple items. An example of application is provided, which considers a simplified High Pressure Injection System (HPIS) of a typical Power Water Reactor (PWR). Basically, this system consists of motor driven pumps (MDP) and motor operated valves (MOV), where both types of components consists of two items each. These components present different failure and cause modes and behaviours, and they also undertake complex test and maintenance activities depending on the item involved. The results of the example of application demonstrate that the optimization algorithm provide the best solutions when the optimization problem is formulated and solved considering full flexibility in the implementation of testing and maintenance activities taking part of such an integrated RAM model.

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Thesis (Ph.D.)--University of Washington, 2016-08

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Thesis (Ph.D.)--University of Washington, 2016-06

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Aborigines in remote areas of Australia have much higher rates of renal disease, as well as hypertension and cardiovascular disease, than non-Aboriginal Australians. We compared kidney findings in Aboriginal and non-Aboriginal people in one remote region. Glomerular number and mean glomerular volume were estimated with the disector/fractionator combination in the right kidney of 19 Aborigines and 24 non-Aboriginal people undergoing forensic autopsy for sudden or unexpected death in the Top End of the Northern Territory. Aborigines had 30% fewer glomeruli than non-Aborigines-202000 fewer glomeruli per kidney, or an estimated 404000 fewer per person (P=0.036). Their mean glomerular volume was 27% larger (P=0.016). Glomerular number was significantly correlated with adult height, inferring a relationship with birthweight, which, on average, is much lower in Aboriginal than non-Aboriginal people. Aboriginal people with a history of hypertension had 30% fewer glomeruli than those without-250000 fewer per kidney (P=0.03), or 500000 fewer per person, and their mean glomerular volume was about 25% larger. The lower nephron number in Aboriginal people is compatible with their susceptibility to renal failure. The additional nephron deficit associated with hypertension is compatible with other reports. Lower nephron numbers are probably due in part to reduced nephron endowment, which is related to a suboptimal intrauterine environment. Compensatory glomerular hypertrophy in people with fewer nephrons, while minimizing loss of total filtering surface area, might be exacerbating nephron loss. Optimization of fetal growth should ultimately reduce the florid epidemic of renal disease, hypertension, and cardiovascular disease.

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This article investigates the performance of a model called Full-Scale Optimisation, which was presented recently and is used for financial investment advice. The investor’s preferences of expected risk and return are entered into the model, and a recommended portfolio is produced. This model is theoretically more accurate than the mainstream investment advice model, called Mean-Variance Optimization, as there are fewer assumptions made. Our investigation of the model’s performance is broader when it comes to investor preferences, and more general when it comes to investment type, as compared to previous studies. Our investigation shows that Full-Scale Optimisation is more widely applicable than earlier known.

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When composing stock portfolios, managers frequently choose among hundreds of stocks. The stocks' risk properties are analyzed with statistical tools, and managers try to combine these to meet the investors' risk profiles. A recently developed tool for performing such optimization is called full-scale optimization (FSO). This methodology is very flexible for investor preferences, but because of computational limitations it has until now been infeasible to use when many stocks are considered. We apply the artificial intelligence technique of differential evolution to solve FSO-type stock selection problems of 97 assets. Differential evolution finds the optimal solutions by self-learning from randomly drawn candidate solutions. We show that this search technique makes large scale problem computationally feasible and that the solutions retrieved are stable. The study also gives further merit to the FSO technique, as it shows that the solutions suit investor risk profiles better than portfolios retrieved from traditional methods.

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Portfolio analysis exists, perhaps, as long, as people think about acceptance of rational decisions connected with use of the limited resources. However the occurrence moment of portfolio analysis can be dated precisely enough is having connected it with a publication of pioneer work of Harry Markovittz (Markovitz H. Portfolio Selection) in 1952. The model offered in this work, simple enough in essence, has allowed catching the basic features of the financial market, from the point of view of the investor, and has supplied the last with the tool for development of rational investment decisions. The central problem in Markovitz theory is the portfolio choice that is a set of operations. Thus in estimation, both separate operations and their portfolios two major factors are considered: profitableness and risk of operations and their portfolios. The risk thus receives a quantitative estimation. The account of mutual correlation dependences between profitablenesses of operations appears the essential moment in the theory. This account allows making effective diversification of portfolio, leading to essential decrease in risk of a portfolio in comparison with risk of the operations included in it. At last, the quantitative characteristic of the basic investment characteristics allows defining and solving a problem of a choice of an optimum portfolio in the form of a problem of quadratic optimization.

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A címben említett három fogalom a közgazdasági elméletben központi szerepet foglal el. Ezek viszonya elsősorban a közgazdaságtudományi megismerés határait feszegeti. Mit tudunk a gazdasági döntésekről? Milyen információk alapján születnek a döntések? Lehet-e a gazdasági döntéseket „tudományos” alapra helyezni? A bizonytalanság kérdéséről az 1920-as években való megjelenése óta mindent elmondtak. Megvizsgálták a kérdést filozófiailag, matematikailag. Tárgyalták a kérdés számtalan elméleti és gyakorlati aspektusát. Akkor miért kell sokadszorra is foglalkozni a témával? A válasz igen egyszerű: azért, mert a kérdés minden szempontból ténylegesen alapvető, és mindenkor releváns. Úgy hírlik, hogy a római diadalmenetekben a győztes szekerén mindig volt egy rabszolga is, aki folyamatosan figyelmeztette a diadaltól megmámorosodott vezért, hogy ő is csak egy ember, ezt ne feledje el. A gazdasági döntéshozókat hasonló módon újra és újra figyelmeztetni kell arra, hogy a gazdasági döntések a bizonytalanság jegyében születnek. A gazdasági folyamatok megérthetőségének és kontrollálhatóságának van egy igen szoros korlátja. Ezt a korlátot a folyamatok inherens bizonytalansága adja. A gazdasági döntéshozók fülébe folyamatosan duruzsolni kell: ők is csak emberek, és ezért ismereteik igen korlátozottak. A „bátor” döntések során az eredmény bizonytalan, a tévedés azonban bizonyosra vehető. / === / In the article the author presents some remarks on the application of probability theory in financial decision making. From mathematical point of view the risk neutral measures used in finance are some version of separating hyperplanes used in optimization theory and in general equilibrium theory. Therefore they are just formally a probabilities. They interpretation as probabilities are misleading analogies leading to wrong decisions.

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Product quality planning is a fundamental part of quality assurance in manufacturing. It is composed of the distribution of quality aims over each phase in product development and the deployment of quality operations and resources to accomplish these aims. This paper proposes a quality planning methodology based on risk assessment and the planning tasks of product development are translated into evaluation of risk priorities. Firstly, a comprehensive model for quality planning is developed to address the deficiencies of traditional quality function deployment (QFD) based quality planning. Secondly, a novel failure knowledge base (FKB) based method is discussed. Then a mathematical method and algorithm of risk assessment is presented for target decomposition, measure selection, and sequence optimization. Finally, the proposed methodology has been implemented in a web based prototype software system, QQ-Planning, to solve the problem of quality planning regarding the distribution of quality targets and the deployment of quality resources, in such a way that the product requirements are satisfied and the enterprise resources are highly utilized. © Springer-Verlag Berlin Heidelberg 2010.

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A tenet of modern radiotherapy (RT) is to identify the treatment target accurately, following which the high-dose treatment volume may be expanded into the surrounding tissues in order to create the clinical and planning target volumes. Respiratory motion can induce errors in target volume delineation and dose delivery in radiation therapy for thoracic and abdominal cancers. Historically, radiotherapy treatment planning in the thoracic and abdominal regions has used 2D or 3D images acquired under uncoached free-breathing conditions, irrespective of whether the target tumor is moving or not. Once the gross target volume has been delineated, standard margins are commonly added in order to account for motion. However, the generic margins do not usually take the target motion trajectory into consideration. That may lead to under- or over-estimate motion with subsequent risk of missing the target during treatment or irradiating excessive normal tissue. That introduces systematic errors into treatment planning and delivery. In clinical practice, four-dimensional (4D) imaging has been popular in For RT motion management. It provides temporal information about tumor and organ at risk motion, and it permits patient-specific treatment planning. The most common contemporary imaging technique for identifying tumor motion is 4D computed tomography (4D-CT). However, CT has poor soft tissue contrast and it induce ionizing radiation hazard. In the last decade, 4D magnetic resonance imaging (4D-MRI) has become an emerging tool to image respiratory motion, especially in the abdomen, because of the superior soft-tissue contrast. Recently, several 4D-MRI techniques have been proposed, including prospective and retrospective approaches. Nevertheless, 4D-MRI techniques are faced with several challenges: 1) suboptimal and inconsistent tumor contrast with large inter-patient variation; 2) relatively low temporal-spatial resolution; 3) it lacks a reliable respiratory surrogate. In this research work, novel 4D-MRI techniques applying MRI weightings that was not used in existing 4D-MRI techniques, including T2/T1-weighted, T2-weighted and Diffusion-weighted MRI were investigated. A result-driven phase retrospective sorting method was proposed, and it was applied to image space as well as k-space of MR imaging. Novel image-based respiratory surrogates were developed, improved and evaluated.

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Purpose: To investigate the effect of incorporating a beam spreading parameter in a beam angle optimization algorithm and to evaluate its efficacy for creating coplanar IMRT lung plans in conjunction with machine learning generated dose objectives.

Methods: Fifteen anonymized patient cases were each re-planned with ten values over the range of the beam spreading parameter, k, and analyzed with a Wilcoxon signed-rank test to determine whether any particular value resulted in significant improvement over the initially treated plan created by a trained dosimetrist. Dose constraints were generated by a machine learning algorithm and kept constant for each case across all k values. Parameters investigated for potential improvement included mean lung dose, V20 lung, V40 heart, 80% conformity index, and 90% conformity index.

Results: With a confidence level of 5%, treatment plans created with this method resulted in significantly better conformity indices. Dose coverage to the PTV was improved by an average of 12% over the initial plans. At the same time, these treatment plans showed no significant difference in mean lung dose, V20 lung, or V40 heart when compared to the initial plans; however, it should be noted that these results could be influenced by the small sample size of patient cases.

Conclusions: The beam angle optimization algorithm, with the inclusion of the beam spreading parameter k, increases the dose conformity of the automatically generated treatment plans over that of the initial plans without adversely affecting the dose to organs at risk. This parameter can be varied according to physician preference in order to control the tradeoff between dose conformity and OAR sparing without compromising the integrity of the plan.

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Abstract : Wastepaper sludge ash (WSA) is generated by a cogeneration station by burning wastepaper sludge. It mainly consists of amorphous aluminosilicate phase, anhydrite, gehlenite, calcite, lime, C2S, C3A, quartz, anorthite, traces of mayenite. Because of its free lime content (~10%), WSA suspension has a high pH (13). Previous researchers have found that the WSA composition has poor robustness and the variations lead to some unsoundness for Portland cement (PC) blended WSA concrete. This thesis focused on the use of WSA in different types of concrete mixes to avoid the deleterious effect of the expansion due to the WSA hydration. As a result, WSA were used in making alkali-activated materials (AAMs) as a precursor source and as a potential activator in consideration of its amorphous content and the high alkaline nature. Moreover, the autogenous shrinkage behavior of PC concrete at low w/b ratio was used in order to compensate the expansion effect due to WSA. The concrete properties as well as the volume change were investigated for the modified WSA blended concrete. The reaction mechanism and microstructure of newly formed binder were evaluated by X-ray diffraction (XRD), calorimetry, thermogravimetric analysis (TGA), scanning electron microscopy (SEM) and energy dispersive X-ray spectroscopy (EDX). When WSA was used as precursor, the results showed incompatible reaction between WSA and alkaline solution. The mixtures were not workable and provided very low compressive strength no matter what kinds of chemical activators were used. This was due to the metallic aluminum in WSA, which releases abundant hydrogen gas when WSA reacts with strong alkaline solution. Besides, the results of this thesis showed that WSA can activate the glassy phase contained in slag, glass powder (GP) and class F fly ash (FFA) with an optimum blended ratio of 50:50. The WSA/slag (mass ratio of 50:50) mortar (w/b of 0.47) attained 46 MPa at 28 days without heat curing assistance. A significant fast setting was noticed for the WSA-activated binder due to the C3A phase, free lime and metallic aluminum contained in the WSA. Adding 5% of gypsum can delay the fast setting, but this greatly increased the potential risk of intern sulfate attack. The XRD, TGA and calorimetry analyses demonstrated the formation of ettringite, C-S-H, portlandite, hydrogarnet and calcium carboaluminate in the hydrated binder. The mechanical performance of different binder was closely related to the microstructure of corresponding binder which was proved by the SEM observation. The hydrated WSA/slag and WSA/FFA binder formed a C-A-S-H type of gel with lower Ca/Si ratio (0.47~1.6). A hybrid gel (i.e. C-N-A-S-H) was observed for the WSA/GP binder with a very low Ca/Si ratio (0.26) and Na/Si ratio (0.03). The SEM/EDX analyses displayed the formation of expansive gel (ettringite and thaumasite) in the gypsum added WSA/slag concrete. The gradual emission of hydrogen gas due to the reaction of WSA with alkaline environment significantly increased the porosity and degraded the microstructure of hydrated matrix after the setting. In the last phase of this research WSA-PC blended binder was tailored to form a high autogenous shrinkage concrete in order to compensate the initial expansion. Different binders were proportioned with PC, WSA, silica fume or slag. The microstructure and mechanical properties of concrete can be improved by decreasing w/b ratios and by incorporating silica fume or slag. The 28-day compressive strength of WSA-blended concrete was above 22 MPa and reached 45 MPa when silica fume was added. The PC concrete incorporating silica fume or slag tended to develop higher autogenous shrinkage at low w/b ratios, and thus the ternary binder with the addition of WSA inhibited the long term shrinkage due to the initial expansion property to WSA. In the restrained shrinkage test, the concrete ring incorporating the ternary binder (PC/WSA/slag) revealed negligible potential to cracking up to 96 days as a result of the offset effect by WSA expansion. The WSA blended regular concrete could be produced for potential applications with reduced expansion, good mechanical property and lower permeability.

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With the final purpose of adding value to Amorim Turismo, several papers were analysed, key stakeholders were heard, competitors were studied and so was the market. After this evaluation, it was concluded that there is a chance to consolidate the quality of the service offered and it was with this goal in mind that several recommendations were given. However, such recommendations suffer a cost restriction, which was not neglected, and should be considered into further complementary research activity. Risk assessment was also conducted so that future issues can be anticipated and dealt with preventively.

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Over 2 million Anterior Cruciate Ligament (ACL) injuries occur annually worldwide resulting in considerable economic and health burdens (e.g., suffering, surgery, loss of function, risk for re-injury, and osteoarthritis). Current screening methods are effective but they generally rely on expensive and time-consuming biomechanical movement analysis, and thus are impractical solutions. In this dissertation, I report on a series of studies that begins to investigate one potentially efficient alternative to biomechanical screening, namely skilled observational risk assessment (e.g., having experts estimate risk based on observations of athletes movements). Specifically, in Study 1 I discovered that ACL injury risk can be accurately and reliably estimated with nearly instantaneous visual inspection when observed by skilled and knowledgeable professionals. Modern psychometric optimization techniques were then used to develop a robust and efficient 5-item test of ACL injury risk prediction skill—i.e., the ACL Injury-Risk-Estimation Quiz or ACL-IQ. Study 2 cross-validated the results from Study 1 in a larger representative sample of both skilled (Exercise Science/Sports Medicine) and un-skilled (General Population) groups. In accord with research on human expertise, quantitative structural and process modeling of risk estimation indicated that superior performance was largely mediated by specific strategies and skills (e.g., ignoring irrelevant information), independent of domain general cognitive abilities (e.g., metal rotation, general decision skill). These cognitive models suggest that ACL-IQ is a trainable skill, providing a foundation for future research and applications in training, decision support, and ultimately clinical screening investigations. Overall, I present the first evidence that observational ACL injury risk prediction is possible including a robust technology for fast, accurate and reliable measurement—i.e., the ACL-IQ. Discussion focuses on applications and outreach including a web platform that was developed to house the test, provide a repository for further data collection, and increase public and professional awareness and outreach (www.ACL-IQ.org). Future directions and general applications of the skilled movement analysis approach are also discussed.

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The aim of this study was to establish guidelines for the optimization of biologic therapies for health professionals involved in the management of patients with RA, AS and PsA. Recommendations were established via consensus by a panel of experts in rheumatology and hospital pharmacy, based on analysis of available scientific evidence obtained from four systematic reviews and on the clinical experience of panellists. The Delphi method was used to evaluate these recommendations, both between panellists and among a wider group of rheumatologists. Previous concepts concerning better management of RA, AS and PsA were reviewed and, more specifically, guidelines for the optimization of biologic therapies used to treat these diseases were formulated. Recommendations were made with the aim of establishing a plan for when and how to taper biologic treatment in patients with these diseases. The recommendations established herein aim not only to provide advice on how to improve the risk:benefit ratio and efficiency of such treatments, but also to reduce variability in daily clinical practice in the use of biologic therapies for rheumatic diseases