An aggregate measure of financial ratios using a multiplicative DEA model

This paper examines the problems in the definition of the General Non-Parametric Corporate Performance (GNCP) and introduces a multiplicative linear programming as an alternative model for corporate performance. We verified and tested a statistically significant difference between the two models based on the application of 27 UK industries using six performance ratios. Our new model is found to be a more robust performance model than the previous standard Data Envelopment Analysis (DEA) model.

Partilha de Pontos de Interesse, Vídeos e Experiências Sensoriais Baseada no Contexto do Utilizador

A evolução tecnológica das últimas décadas na área das Tecnologias da Informação e Comunicação (TIC) contribuiu para a proliferação de fontes de informação e de sistemas de partilha de recursos. As diversas redes sociais são um exemplo paradigmático de sistemas de partilha tanto de informação como de recursos (e.g. audiovisuais). Essa abundância crescente de recursos e fontes aumenta a importância de sistemas capazes de recomendar em tempo útil recursos personalizados, tendo por base o perfil e o contexto do utilizador. O objetivo deste projeto é partilhar e recomendar locais, artigos e vídeos em função do contexto do utilizador assim como proporcionar uma experiência mais rica de reprodução dos vídeos partilhados, simulando as condições de gravação dos vídeos. Este sistema teve como inspiração dois projetos anteriormente desenvolvidos de partilha e recomendação de locais, artigos e vídeos turísticos em função da localização do utilizador. O sistema desenvolvido consiste numa aplicação distribuída composta por um módulo cliente Android, que inclui a interface com o utilizador e o consumo direto de serviços externos de suporte, e um módulo servidor que controla o acesso à base de dados central e inclui o serviço de recomendação baseado no contexto do utilizador. A comunicação entre os módulos cliente e servidor utiliza um protocolo do nível de aplicação dedicado. As recomendações geradas pelo sistema têm por base o perfil de utilizador, informação contextual (posição do utilizador, data e hora atual e velocidade atual do utilizador) e podem ser geradas a pedido do utilizador ou automaticamente, caso sejam encontrados pontos de interesse de grande relevância para o utilizador. Os pontos de interesse recomendados são apresentados com recurso ao Google Maps, incluindo o período de funcionamento, artigos complementares e a reprodução imersiva dos vídeos relacionados. Essa imersão tem em consideração as condições meteorológicas, temporais e espaciais aquando da gravação do vídeo.

Algebraic Geometric Codes and their relation to Cryptography using Elliptic Curves

Communication is the process of transmitting data across channel. Whenever data is transmitted across a channel, errors are likely to occur. Coding theory is a stream of science that deals with finding efficient ways to encode and decode data, so that any likely errors can be detected and corrected. There are many methods to achieve coding and decoding. One among them is Algebraic Geometric Codes that can be constructed from curves. Cryptography is the science ol‘ security of transmitting messages from a sender to a receiver. The objective is to encrypt message in such a way that an eavesdropper would not be able to read it. A eryptosystem is a set of algorithms for encrypting and decrypting for the purpose of the process of encryption and decryption. Public key eryptosystem such as RSA and DSS are traditionally being prel‘en‘ec| for the purpose of secure communication through the channel. llowever Elliptic Curve eryptosystem have become a viable altemative since they provide greater security and also because of their usage of key of smaller length compared to other existing crypto systems. Elliptic curve cryptography is based on group of points on an elliptic curve over a finite field. This thesis deals with Algebraic Geometric codes and their relation to Cryptography using elliptic curves. Here Goppa codes are used and the curves used are elliptic curve over a finite field. We are relating Algebraic Geometric code to Cryptography by developing a cryptographic algorithm, which includes the process of encryption and decryption of messages. We are making use of fundamental properties of Elliptic curve cryptography for generating the algorithm and is used here to relate both.

Assimilation of stratospheric ozone from MIPAS into a global general-circulation model: The September 2002 vortex split

Ozone and temperature profiles from the Michelson Interferometer for Passive Atmospheric Sounding (MIPAS) have been assimilated, using three-dimensional variational assimilation, into a stratosphere troposphere version of the Met Office numerical weather-prediction system. Analyses are made for the month of September 2002, when there was an unprecedented split in the southern hemisphere polar vortex. The analyses are validated against independent ozone observations from sondes, limb-occultation and total column ozone satellite instruments. Through most of the stratosphere, precision varies from 5 to 15%, and biases are 15% or less of the analysed field. Problems remain in the vortex and below the 60 hPa. level, especially at the tropopause where the analyses have too much ozone and poor agreement with independent data. Analysis problems are largely a result of the model rather than the data, giving confidence in the MIPAS ozone retrievals, though there may be a small high bias in MIPAS ozone in the lower stratosphere. Model issues include an excessive Brewer-Dobson circulation, which results both from known problems with the tracer transport scheme and from the data assimilation of dynamical variables. The extreme conditions of the vortex split reveal large differences between existing linear ozone photochemistry schemes. Despite these issues, the ozone analyses are able to successfully describe the ozone hole split and compare well to other studies of this event. Recommendations are made for the further development of the ozone assimilation system.

Economic rationale for interventions to control livestock disease

Disease in farm animals has significant economic impacts on livestock production and incurs substantial costs for societies. Impacts affect not only livestock farms and the livestock industries but also sectors outside of farming. Important negative externalities of livestock disease include impacts on the health of other producers’ livestock, on human health, and on animal welfare. Good disease risk management/biosecurity and good animal welfare are public goods. Not taking account of these externality and public good aspects can lead to a misallocation of resources for livestock disease control. In such instances, there may be a strong case for government or other authority to intervene to ensure a better use of resources. There are a number of policy instruments that can be implemented for this purpose. One potential instrument is a Farm Animal Health and Welfare Stewardship Scheme funded under Pillar II of the CAP. A number of countries have public–private partnership cost-sharing schemes that aim to share appropriately both responsibilities and costs of epidemic livestock disease. There is a strong future agenda for appropriate intervention by governments in the management of livestock disease risks, including responsibility and cost sharing for livestock disease control, within the European Union and elsewhere.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Two-link approximation schemes for loss networks with linear structure and trunk reservation

Loss networks have long been used to model various types of telecommunication network, including circuit-switched networks. Such networks often use admission controls, such as trunk reservation, to optimize revenue or stabilize the behaviour of the network. Unfortunately, an exact analysis of such networks is not usually possible, and reduced-load approximations such as the Erlang Fixed Point (EFP) approximation have been widely used. The performance of these approximations is typically very good for networks without controls, under several regimes. There is evidence, however, that in networks with controls, these approximations will in general perform less well. We propose an extension to the EFP approximation that gives marked improvement for a simple ring-shaped network with trunk reservation. It is based on the idea of considering pairs of links together, thus making greater allowance for dependencies between neighbouring links than does the EFP approximation, which only considers links in isolation.

Quantification of endocrine disruptors and pesticides in water by gas chromatography–tandem mass spectrometry. Method validation using weighted linear regression schemes

Amulti-residue methodology based on a solid phase extraction followed by gas chromatography–tandem mass spectrometry was developed for trace analysis of 32 compounds in water matrices, including estrogens and several pesticides from different chemical families, some of them with endocrine disrupting properties. Matrix standard calibration solutions were prepared by adding known amounts of the analytes to a residue-free sample to compensate matrix-induced chromatographic response enhancement observed for certain pesticides. Validation was done mainly according to the International Conference on Harmonisation recommendations, as well as some European and American validation guidelines with specifications for pesticides analysis and/or GC–MS methodology. As the assumption of homoscedasticity was not met for analytical data, weighted least squares linear regression procedure was applied as a simple and effective way to counteract the greater influence of the greater concentrations on the fitted regression line, improving accuracy at the lower end of the calibration curve. The method was considered validated for 31 compounds after consistent evaluation of the key analytical parameters: specificity, linearity, limit of detection and quantification, range, precision, accuracy, extraction efficiency, stability and robustness.

To select or to weigh: a comparative study of linear combination schemes for superparent-one-dependence estimators

We conduct a large-scale comparative study on linearly combining superparent-one-dependence estimators (SPODEs), a popular family of seminaive Bayesian classifiers. Altogether, 16 model selection and weighing schemes, 58 benchmark data sets, and various statistical tests are employed. This paper's main contributions are threefold. First, it formally presents each scheme's definition, rationale, and time complexity and hence can serve as a comprehensive reference for researchers interested in ensemble learning. Second, it offers bias-variance analysis for each scheme's classification error performance. Third, it identifies effective schemes that meet various needs in practice. This leads to accurate and fast classification algorithms which have an immediate and significant impact on real-world applications. Another important feature of our study is using a variety of statistical tests to evaluate multiple learning methods across multiple data sets.

Distinguishing schemes and tasks in children's development of multiplicative reasoning

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Relevance of sampling schemes in light of Ruelle's linear response theory

We reconsider the theory of the linear response of non-equilibrium steady states to perturbations. We �rst show that by using a general functional decomposition for space-time dependent forcings, we can de�ne elementary susceptibilities that allow to construct the response of the system to general perturbations. Starting from the de�nition of SRB measure, we then study the consequence of taking di�erent sampling schemes for analysing the response of the system. We show that only a speci�c choice of the time horizon for evaluating the response of the system to a general time-dependent perturbation allows to obtain the formula �rst presented by Ruelle. We also discuss the special case of periodic perturbations, showing that when they are taken into consideration the sampling can be �ne-tuned to make the de�nition of the correct time horizon immaterial. Finally, we discuss the implications of our results in terms of strategies for analyzing the outputs of numerical experiments by providing a critical review of a formula proposed by Reick.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.