Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors

The purpose of this expository arti le is to present a self- ontained overview of some results on the hara terization of the optimal value fun tion of a sto hasti target problem as (dis ontinuous) vis osity solution of a ertain dynami programming PDE and its appli ation to the problem of hedging ontingent laims in the presen e of portfolio onstraints and large investors

Lenguajes y especificaciones para la generaci??n de interfaces de usuario

Resumen basado en el de la publicaci??n

A teaching/learning support tool for introductory programming courses

In This work we present a Web-based tool developed with the aim of reinforcing teaching and learning of introductory programming courses. This tool provides support for teaching and learning. From the teacher's perspective the system introduces important gains with respect to the classical teaching methodology. It reinforces lecture and laboratory sessions, makes it possible to give personalized attention to the student, assesses the degree of participation of the students and most importantly, performs a continuous assessment of the student's progress. From the student's perspective it provides a learning framework, consisting in a help environment and a correction environment, which facilitates their personal work. With this tool students are more motivated to do programming

Visualización geográfica 3D mediante un API Universal y políglota. Acercando los globos virtuales al desarrollador de mashups de mapas

La librería Javascript de código abierto Mapstraction permite al desarrollador abstraerse de las pequeñas diferencias entre las distintas APIs de mapas. Mediante el uso de esta librería, el creador de mashups de mapas puede implementar sus aplicaciones tan sólo una vez con la posibilidad de cambiar de proveedor de mapas de forma sencilla, si así se requiere. En el presente trabajo se ha extendido la funcionalidad de esta librería para el soporte de funcionalidad 3D propia de los globos virtuales, de la que hasta ahora carecía: selección del ángulo de visión, extrusión del terreno, estereoscopía 3D o inclusión de modelos tridimensionales, por citar algunas. Además, se ha realizado una integración del globo virtual de la Nasa, de código abierto, World Wind, antes apenas utilizado para el desarrollo de mashups al no disponer de un API Javascript para su fácil incorporación

IDELab MapstractionInteractive: API Universal y Políglota

Continuamente aparecen nuevas plataformas de gestión de cartografía web, con el inconveniente de que cada una de ellas utiliza un API propia. Dada la gran heterogeneidad de APIs de Mapas existente, sería conveniente disponer de una librería de mapas capaz de abstraer al desarrollador de las pequeñas diferencias entre ellas. Este es el objetivo de la librería Javascript de código abierto Mapstraction. Este tipo de API recibe el nombre de «API Universal y Políglota». Gracias a Mapstraction se pueden desarrollar aplicaciones en las que el usuario puede visualizar la información cartográfica con varios proveedores, pero presenta el inconveniente de no proporcionar mecanismos de creación y/o edición. En este documento se recogen las principales novedades que presenta la librería IDELab MapstractionInteractive, una extensión de Mapstraction que ofrece nueva funcionalidad para solventar las carencias de ésta. Las nuevas funcionalidades implementadas para los proveedores que se incluyen dentro de la librería brindan al usuario la posibilidad de poder editar y crear geometrías sobre el mapa (puntos, líneas y polígonos). Por otra parte, también se implementan dentro de la librería nuevos eventos para los mapas, de forma que el programador puede tener un mayor control de lo que el usuario hace sobre éstos

Selenium cycling in volcanic environments: the role of soils as reactive interfaces

Selenium (Se) is an element with important health implications that is emitted in significant amounts from volcanoes. Attracted by the fertility of volcanic soils, around 10% of the world population lives within 100 km of an active volcano. Nevertheless, the behaviour of Se in volcanic environments is poorly understood. Therefore, the main aim of this thesis is to investigate the role of soils in the Se cycling in volcanic environments. Prior to the geochemical studies, precise and accurate methods for the determination of Se contents, speciation and isotopic signatures were developed. Afterwards, a combination of field studies and lab controlled experiments were performed with soils from two contrasting European volcanic settings: Mount Etna in Sicily (Italy) and Mount Teide in Tenerife (Spain). The results showed a strong link between Se behaviour and soil development, indicating that Se mobility in volcanic soils is controlled by sorption processes and soil mineralogy.

Does the Stockholm Programme matter? The struggles over ownership of AFSJ multiannual programming. CEPS Paper in Liberty and Security No. 51/December 2012

Does the 2009 Stockholm Programme matter? This paper addresses the controversies experienced at EU institutional levels as to ‘who’ should have ownership of the contours of the EU’s policy and legislative multiannual programming in the Area of Freedom, Security and Justice (AFSJ) in a post-Lisbon Treaty landscape. It examines the struggles around the third multiannual programme on the AFSJ, i.e. the Stockholm Programme, and the dilemmas affecting its implementation. The latest affair to emerge relates to the lack of fulfilment by the European Commission of the commitment to provide a mid-term evaluation of the Stockholm Programme’s implementation by mid-2012, as requested by both the Council and the European Parliament. This paper shifts the focus to a broader perspective and raises the following questions: Is the Stockholm Programme actually relevant? What do the discussions behind its implementation tell us about the new institutional dynamics affecting European integration on the AFSJ? Does the EU actually need a new (post- Stockholm) multiannual programme for the period 2015–20? And last, what role should the EP play in legislative and policy programming in order to further strengthen the democratic accountability and legitimacy of the EU’s AFSJ?

Running Climate Models On The NERC Cluster Grid Using G-Rex

Compute grids are used widely in many areas of environmental science, but there has been limited uptake of grid computing by the climate modelling community, partly because the characteristics of many climate models make them difficult to use with popular grid middleware systems. In particular, climate models usually produce large volumes of output data, and running them usually involves complicated workflows implemented as shell scripts. For example, NEMO (Smith et al. 2008) is a state-of-the-art ocean model that is used currently for operational ocean forecasting in France, and will soon be used in the UK for both ocean forecasting and climate modelling. On a typical modern cluster, a particular one year global ocean simulation at 1-degree resolution takes about three hours when running on 40 processors, and produces roughly 20 GB of output as 50000 separate files. 50-year simulations are common, during which the model is resubmitted as a new job after each year. Running NEMO relies on a set of complicated shell scripts and command utilities for data pre-processing and post-processing prior to job resubmission. Grid Remote Execution (G-Rex) is a pure Java grid middleware system that allows scientific applications to be deployed as Web services on remote computer systems, and then launched and controlled as if they are running on the user's own computer. Although G-Rex is general purpose middleware it has two key features that make it particularly suitable for remote execution of climate models: (1) Output from the model is transferred back to the user while the run is in progress to prevent it from accumulating on the remote system and to allow the user to monitor the model; (2) The client component is a command-line program that can easily be incorporated into existing model work-flow scripts. G-Rex has a REST (Fielding, 2000) architectural style, which allows client programs to be very simple and lightweight and allows users to interact with model runs using only a basic HTTP client (such as a Web browser or the curl utility) if they wish. This design also allows for new client interfaces to be developed in other programming languages with relatively little effort. The G-Rex server is a standard Web application that runs inside a servlet container such as Apache Tomcat and is therefore easy to install and maintain by system administrators. G-Rex is employed as the middleware for the NERC1 Cluster Grid, a small grid of HPC2 clusters belonging to collaborating NERC research institutes. Currently the NEMO (Smith et al. 2008) and POLCOMS (Holt et al, 2008) ocean models are installed, and there are plans to install the Hadley Centre’s HadCM3 model for use in the decadal climate prediction project GCEP (Haines et al., 2008). The science projects involving NEMO on the Grid have a particular focus on data assimilation (Smith et al. 2008), a technique that involves constraining model simulations with observations. The POLCOMS model will play an important part in the GCOMS project (Holt et al, 2008), which aims to simulate the world’s coastal oceans. A typical use of G-Rex by a scientist to run a climate model on the NERC Cluster Grid proceeds as follows :(1) The scientist prepares input files on his or her local machine. (2) Using information provided by the Grid’s Ganglia3 monitoring system, the scientist selects an appropriate compute resource. (3) The scientist runs the relevant workflow script on his or her local machine. This is unmodified except that calls to run the model (e.g. with “mpirun”) are simply replaced with calls to "GRexRun" (4) The G-Rex middleware automatically handles the uploading of input files to the remote resource, and the downloading of output files back to the user, including their deletion from the remote system, during the run. (5) The scientist monitors the output files, using familiar analysis and visualization tools on his or her own local machine. G-Rex is well suited to climate modelling because it addresses many of the middleware usability issues that have led to limited uptake of grid computing by climate scientists. It is a lightweight, low-impact and easy-to-install solution that is currently designed for use in relatively small grids such as the NERC Cluster Grid. A current topic of research is the use of G-Rex as an easy-to-use front-end to larger-scale Grid resources such as the UK National Grid service.

The European Declarative System, Database, and Languages

The EP2025 EDS project develops a highly parallel information server that supports established high-value interfaces. We describe the motivation for the project, the architecture of the system, and the design and application of its database and language subsystems. The Elipsys logic programming language, its advanced applications, EDS Lisp, and the Metal machine translation system are examined.

Typification of farming systems for constructing representative farm models: two illustrations of the application of multi-variate analyses in Chile and Pakistan

If the fundamental precepts of Farming Systems Research were to be taken literally then it would imply that for each farm 'unique' solutions should be sought. This is an unrealistic expectation, but it has led to the idea of a recommendation domain, implying creating a taxonomy of farms, in order to increase the general applicability of recommendations. Mathematical programming models are an established means of generating recommended solutions, but for such models to be effective they have to be constructed for 'truly' typical or representative situations. The multi-variate statistical techniques provide a means of creating the required typologies, particularly when an exhaustive database is available. This paper illustrates the application of this methodology in two different studies that shared the common purpose of identifying types of farming systems in their respective study areas. The issues related with the use of factor and cluster analyses for farm typification prior to building representative mathematical programming models for Chile and Pakistan are highlighted. (C) 2003 Elsevier Science Ltd. All rights reserved.

Application of constrained predictive control on a 3D crane system

This paper describes the SIMULINK implementation of a constrained predictive control algorithm based on quadratic programming and linear state space models, and its application to a laboratory-scale 3D crane system. The algorithm is compatible with Real Time. Windows Target and, in the case of the crane system, it can be executed with a sampling period of 0.01 s and a prediction horizon of up to 300 samples, using a linear state space model with 3 inputs, 5 outputs and 13 states.