989 resultados para expected shortfall portfolio optimization
Resumo:
Renaturation of protein expressed as inclusion bodies within Escherichia coli is a key step in many bioprocesses. Operating conditions for the refolding step dramatically affect the amount of protein product recovered, and hence profoundly influence the process economics. The first systematic comparison of refolding conducted in batch, fed-batch and continuous stirred-tank reactors is provided Refolding is modeled as kinetic competition between first-order refolding (equilibrium reaction) and irreversible aggregation (second-order). Simulations presented allow direct comparison between different flowsheets and refolding schemes using a dimensionless economic objective. As expected from examination of the reaction kinetics, batch operation is the most inefficient merle. For the base process considered, the overall cost of fed-batch and continuous refolding is virtually identical (less than half that of the batch process). Reactor selection and optimization of refolding using overall economics are demonstrated to be vitally important.
Resumo:
Smoothing the potential energy surface for structure optimization is a general and commonly applied strategy. We propose a combination of soft-core potential energy functions and a variation of the diffusion equation method to smooth potential energy surfaces, which is applicable to complex systems such as protein structures; The performance of the method was demonstrated by comparison with simulated annealing using the refinement of the undecapeptide Cyclosporin A as a test case. Simulations were repeated many times using different initial conditions and structures since the methods are heuristic and results are only meaningful in a statistical sense.
Resumo:
The concept of parameter-space size adjustment is pn,posed in order to enable successful application of genetic algorithms to continuous optimization problems. Performance of genetic algorithms with six different combinations of selection and reproduction mechanisms, with and without parameter-space size adjustment, were severely tested on eleven multiminima test functions. An algorithm with the best performance was employed for the determination of the model parameters of the optical constants of Pt, Ni and Cr.
Resumo:
There is a positive correlation between the intensity of use of a given antibiotic and the prevalence of resistant strains. The more you treat, more patients infected with resistant strains appears and, as a consequence, the higher the mortality due to the infection and the longer the hospitalization time. In contrast, the less you treat, the higher the mortality rates and the longer the hospitalization time of patients infected with sensitive strains that could be successfully treated. The hypothesis proposed in this paper is an attempt to solve such a conflict: there must be an optimum treatment intensity that minimizes both the additional mortality and hospitalization time due to the infection by both sensitive and resistant bacteria strains. In order to test this hypothesis we applied a simple mathematical model that allowed us to estimate the optimum proportion of patients to be treated in order to minimize the total number of deaths and hospitalization time due to the infection in a hospital setting. (C) 2007 Elsevier Inc. All rights reserved.
Resumo:
This study aimed to develop a plate to treat fractures of the mandibular body in dogs and to validate the project using finite elements and biomechanical essays. Mandible prototypes were produced with 10 oblique ventrorostral fractures (favorable) and 10 oblique ventrocaudal fractures (unfavorable). Three groups were established for each fracture type. Osteosynthesis with a pure titanium plate of double-arch geometry and blocked monocortical screws offree angulanon were used. The mechanical resistance of the prototype with unfavorable fracture was lower than that of the fcworable fracture. In both fractures, the deflection increased and the relative stiffness decreased proportionally to the diminishing screw number The finite element analysis validated this plate study, since the maximum tension concentration observed on the plate was lower than the resistance limit tension admitted by the titanium. In conclusion, the double-arch geometry plate fixed with blocked monocortical screws has sufficient resistance to stabilize oblique,fractures, without compromising mandibular dental or neurovascular structures. J Vet Dent 24 (7); 212 - 221, 2010
Resumo:
Purpose: The purpose of this study was to examine the influence of three different high-intensity interval training (HIT) regimens on endurance performance in highly trained endurance athletes. Methods: Before, and after 2 and 4 wk of training, 38 cyclists and triathletes (mean +/- SD; age = 25 +/- 6 yr; mass = 75 +/- 7 kg; (V)over dot O-2peak = 64.5 +/- 5.2 mL.kg(-1).min(-1)) performed: 1) a progressive cycle test to measure peak oxygen consumption ((V)over dotO(2peak)) and peak aerobic power output (PPO), 2) a time to exhaustion test (T-max) at their (V)over dotO(2peak) power output (P-max), as well as 3) a 40-kin time-trial (TT40). Subjects were matched and assigned to one of four training groups (G(1), N = 8, 8 X 60% T-max P-max, 1:2 work:recovery ratio; G(2), N = 9, 8 X 60% T-max at P-max, recovery at 65% HRmax; G(3), N = 10, 12 X 30 s at 175% PPO, 4.5-min recovery; G(CON), N = 11). In addition to G(1) G(2), and G(3) performing HIT twice per week, all athletes maintained their regular low-intensity training throughout the experimental period. Results: All HIT groups improved TT40 performance (+4.4 to +5.8%) and PPO (+3.0 to +6.2%) significantly more than G(CON) (-0.9 to + 1.1 %; P < 0.05). Furthermore, G(1) (+5.4%) and G(2) (+8.1%) improved their (V)over dot O-2peak significantly more than G(CON) (+ 1.0%; P < 0.05). Conclusion: The present study has shown that when HIT incorporates P-max as the interval intensity and 60% of T-max as the interval duration, already highly trained cyclists can significantly improve their 40-km time trial performance. Moreover, the present data confirm prior research, in that repeated supramaximal HIT can significantly improve 40-km time trial performance.
Resumo:
Orebody modelling, support effects and the estimation of recoverable reserves are key parts of open pit optimization studies. A case study is presented on the estimation of recoverable reserves using an implementation of indicator kriging where metal quantity is used to select cutoffs, and support corrections founded on a conditional simulation approach. Mining selectivity is explored in the subsequent optimization study to compare results from indicator kriging of grade estimates on a regular size blocks and indicator kriging estimates on small size blocks. The use of indicator kriging models adjusted for a given selectivity and the use of grade proportions in each block for the optimization study, provide a presentation of the expected ore recovery for a predefined level of selectivity. The case study shows that indicator kriging estimation with full accounting of block grade distributions generates substantially better results in the pit optimization study. In addition, the adverse effects of small blocks and over-smoothing on optimization results are illustrated.
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Passerine birds living on islands are usually larger than their mainland counterparts, in terms of both body size and bill size. One explanation for this island rule is that shifts in morphology are an adaptation to facilitate ecological niche expansion. In insular passerines, for instance, increased bill size may facilitate generalist foraging because it allows access to a broader range of feeding niches. Here we use morphologically and ecologically divergent races of white-eyes (Zosteropidae) to test three predictions of this explanation: (1) island populations show a wider feeding niche than mainland populations; (2) island-dwelling populations are made up of individual generalists; and (3) within insular populations there is a positive association between size and degree of foraging generalism. Our results provide only partial support for the traditional explanation. In agreement with the core prediction, island populations of white-eye do consistently display a wider feeding niche than comparative mainland populations. However, observations of individually marked birds reveal that island-dwelling individuals are actually more specialized than expected by chance. Additionally, neither large body size nor large bill size are associated with generalist foraging behavior per se. These latter results remained consistent whether we base our tests on natural foraging behavior or on observations at an experimental tree, and whether we use data from single or multiple cohorts. Taken together, our results suggest that generalist foraging and niche expansion are not the full explanation for morphological shifts in island-dwelling white-eyes. Hence, we review briefly five alternative explanations for morphological divergence in insular populations: environmental determination of morphology, reduced predation pressure, physiological optimization, limited dispersal, and intraspecific dominance.
Resumo:
A Combined Genetic Algorithm and Method of Moments design methods is presented for the design of unusual near-field antennas for use in Magnetic Resonance Imaging systems. The method is successfully applied to the design of an asymmetric coil structure for use at 190MHz and demonstrates excellent radiofrequency field homogeneity.
Resumo:
Carpooling initiated in America in the 1970s due to the oil crisis. However, over the past years, carpooling has increased significantly across the world. Some countries have created a High Occupancy Vehicle (HOV) lane to encourage commuters not to travel alone. In additional, carpool websites has been developed to facilitate the connection between the commuters, making it possible to create a compatible match in a faster and efficient manner. This project focuses on carpooling, especially in an academic environment since younger people are more likely to choose carpool. Initially, an intense research was made to examine carpool studies that occurred all over the world, following with a research of higher education institutes that use carpooling as a transportation mode. Most websites created carpools by targeting people from a specific country. These commuters have different origins and destinations making it more complicated to create compatible matches. The objective of this project is to develop a system helping teachers and students from an academic environment to create carpool matches. This objective makes it easier to create carpools because these students and teachers have the same destination. During the research, it was essential to explore, as many as possible, existing carpool websites that are available across the world. After this analysis, several sketches were made to develop the layout and structure of the web application that’s being implemented throughout the project. Once the layout was established, the development of the web application was initiated. This project had its ups and downs but it accomplished all the necessary requirements. This project can be accessed on the link: http://ipcacarpool.somee.com. Once the website was up and running, a web-based survey was developed to study the reasons that motivate people to consider carpooling as an alternative to driving alone. To develop this survey was used a tool called Survey Planet. This survey contained 408 respondents, which 391 are students and 17 are teachers. This study concludes that a majority of the respondents don’t carpool, however they will consider carpooling if there was a dedicated parking space. A majority of the respondents that carpool initiated less than a year ago, indicating that this mean of transportation is recent.