Reward-risk efficiency in proportional reinsurance with different risk measures

We have studied, in particular under normality of the implied random variables, the connections between different measures of risk such as the standard deviation, the W-ruin probability and the p-V@R. We discuss conditions granting the equivalence of these measures with respect to risk preference relations and the equivalence of dominance and efficiency of risk-reward criteria involving these measures. Then more specifically we applied these concepts to rigorously face the problem of finding the efficient set of de Finetti’s variable quota share proportional reinsurance.

Application mapping in NoC-Based many-cores

Many-core platforms based on Network-on-Chip (NoC [Benini and De Micheli 2002]) present an emerging technology in the real-time embedded domain. Although the idea to group the applications previously executed on separated single-core devices, and accommodate them on an individual many-core chip offers various options for power savings, cost reductions and contributes to the overall system flexibility, its implementation is a non-trivial task. In this paper we address the issue of application mapping onto a NoCbased many-core platform when considering fundamentals and trends of current many-core operating systems, specifically, we elaborate on a limited migrative application model encompassing a message-passing paradigm as a communication primitive. As the main contribution, we formulate the problem of real-time application mapping, and propose a three-stage process to efficiently solve it. Through analysis it is assured that derived solutions guarantee the fulfilment of posed time constraints regarding worst-case communication latencies, and at the same time provide an environment to perform load balancing for e.g. thermal, energy, fault tolerance or performance reasons.We also propose several constraints regarding the topological structure of the application mapping, as well as the inter- and intra-application communication patterns, which efficiently solve the issues of pessimism and/or intractability when performing the analysis.

The extended unsymmetric frontal solution for multiple-point constraints

The purpose of this paper is to discuss the linear solution of equality constrained problems by using the Frontal solution method without explicit assembling. Design/methodology/approach - Re-written frontal solution method with a priori pivot and front sequence. OpenMP parallelization, nearly linear (in elimination and substitution) up to 40 threads. Constraints enforced at the local assembling stage. Findings - When compared with both standard sparse solvers and classical frontal implementations, memory requirements and code size are significantly reduced. Research limitations/implications - Large, non-linear problems with constraints typically make use of the Newton method with Lagrange multipliers. In the context of the solution of problems with large number of constraints, the matrix transformation methods (MTM) are often more cost-effective. The paper presents a complete solution, with topological ordering, for this problem. Practical implications - A complete software package in Fortran 2003 is described. Examples of clique-based problems are shown with large systems solved in core. Social implications - More realistic non-linear problems can be solved with this Frontal code at the core of the Newton method. Originality/value - Use of topological ordering of constraints. A-priori pivot and front sequences. No need for symbolic assembling. Constraints treated at the core of the Frontal solver. Use of OpenMP in the main Frontal loop, now quantified. Availability of Software.

Type System for the ComponentJ Programming Language

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Informática.

How Complex, Probable, and Predictable is Genetically Driven Red Queen Chaos?

Coevolution between two antagonistic species has been widely studied theoretically for both ecologically- and genetically-driven Red Queen dynamics. A typical outcome of these systems is an oscillatory behavior causing an endless series of one species adaptation and others counter-adaptation. More recently, a mathematical model combining a three-species food chain system with an adaptive dynamics approach revealed genetically driven chaotic Red Queen coevolution. In the present article, we analyze this mathematical model mainly focusing on the impact of species rates of evolution (mutation rates) in the dynamics. Firstly, we analytically proof the boundedness of the trajectories of the chaotic attractor. The complexity of the coupling between the dynamical variables is quantified using observability indices. By using symbolic dynamics theory, we quantify the complexity of genetically driven Red Queen chaos computing the topological entropy of existing one-dimensional iterated maps using Markov partitions. Co-dimensional two bifurcation diagrams are also built from the period ordering of the orbits of the maps. Then, we study the predictability of the Red Queen chaos, found in narrow regions of mutation rates. To extend the previous analyses, we also computed the likeliness of finding chaos in a given region of the parameter space varying other model parameters simultaneously. Such analyses allowed us to compute a mean predictability measure for the system in the explored region of the parameter space. We found that genetically driven Red Queen chaos, although being restricted to small regions of the analyzed parameter space, might be highly unpredictable.

Projeto topológico de uma rede rodoviária

Mestrado em Engenharia Informática - Área de Especialização em Sistemas Gráficos e Multimédia

Weight concerns scale applied to college students : Comparison between pencil-and-paper and online formats

Online data collection is becoming increasingly common and has some advantages compared to traditional paper-and-pencil formats, such as reducing loss of data, increasing participants' privacy, and decreasing the effect of social desirability. However, the validity and reliability of this administration format must be established before results can be considered acceptable. The aim of this study was to evaluate the validity, reliability, and equivalence of paper-and-pencil and online versions of the Weight Concerns Scale (WCS) when applied to Brazilian university students. A crossover design was used, and the Portuguese version of the WCS (in both paper-and-pencil and online formats) was completed by 100 college students. The results indicated adequate fit in both formats. The simultaneous fit of data for both groups was excellent, with strong invariance between models. Adequate convergent validity, internal consistency, and mean score equivalence of the WCS in both formats were observed. Thus, the WCS presented adequate reliability and validity in both administration formats, with equivalence/stability between answers.

Jet energy measurement and its systematic uncertainty in proton-proton collisions at s√=7 TeV with the ATLAS detector

The jet energy scale (JES) and its systematic uncertainty are determined for jets measured with the ATLAS detector using proton–proton collision data with a centre-of-mass energy of s√=7 TeV corresponding to an integrated luminosity of 4.7 fb −1 . Jets are reconstructed from energy deposits forming topological clusters of calorimeter cells using the anti- kt algorithm with distance parameters R=0.4 or R=0.6 , and are calibrated using MC simulations. A residual JES correction is applied to account for differences between data and MC simulations. This correction and its systematic uncertainty are estimated using a combination of in situ techniques exploiting the transverse momentum balance between a jet and a reference object such as a photon or a Z boson, for 20≤pjetT<1000 GeV and pseudorapidities |η|<4.5 . The effect of multiple proton–proton interactions is corrected for, and an uncertainty is evaluated using in situ techniques. The smallest JES uncertainty of less than 1 % is found in the central calorimeter region ( |η|<1.2 ) for jets with 55≤pjetT<500 GeV . For central jets at lower pT , the uncertainty is about 3 %. A consistent JES estimate is found using measurements of the calorimeter response of single hadrons in proton–proton collisions and test-beam data, which also provide the estimate for pjetT>1 TeV. The calibration of forward jets is derived from dijet pT balance measurements. The resulting uncertainty reaches its largest value of 6 % for low- pT jets at |η|=4.5 . Additional JES uncertainties due to specific event topologies, such as close-by jets or selections of event samples with an enhanced content of jets originating from light quarks or gluons, are also discussed. The magnitude of these uncertainties depends on the event sample used in a given physics analysis, but typically amounts to 0.5–3 %.

Mixed Hodge structures and vector bundles on the projective Plane I

We describe an equivalence of categories between the category of mixed Hodge structures and a category of vector bundles on the toric complex projective plane which verify some semistability condition. We then apply this correspondence to define an invariant which generalises the notion of R-split mixed Hodge structure and compute extensions in the category of mixed Hodge structures in terms of extensions of the corresponding vector bundles. We also give a relative version of this correspondence and apply it to define stratifications of the bases of the variations of mixed Hodge structure.

Desenvolupament d'hidrogels superficials que contenen motius d'adhesió cel·lular

Projecte de recerca elaborat a partir d’una estada al Departament d’Enginyeria Química del Massachusetts Institute of Technology entre abril i octubre del 2006. S’ha dissenyat i sintetitzat uns nous films polimèrics, amb aplicacions en l’àmbit de l’enginyeria de teixits, utilitzant la tècnica anomenada iCVD (initiated Chemical Vapor Deposition), prèviament desenvolupada pel grup receptor. Es tracta d’uns hidrogels superficials de gruix controlable, que incorporen un monòmer fluorat, el qual s’havia estudiat extensament en el grup d’origen. Aquest monòmer es caracteritza per reaccionar molt fàcilment amb pèptids, de manera que aquests queden units covalentment a la superfície. Diferents estratègies pel desenvolupament d’aquests copolímers han estat avaluades, tant des del punt de vista purament sintètic com de la pròpia aplicació. Les condicions de polimerització han estat optimitzades i els hidrogels s’han caracteritzat químicament per tècniques espectroscòpiques (FTIR, XPS), i físicament per angle de contacte i el·lipsometria. D’aquesta manera, s’ha estudiat la capacitat dels hidrogels d’absorbir aigua i alhora augmentar el seu gruix, depenent de la quantitat d’agent reticulant introduït i de la incorporació del nou monòmer. A continuació, s’han optimitzat les condicions de reacció d’aquestes superfícies amb pèptids que incorporen una molècula fluorescent, la qual permet detectar fàcilment per microscòpia de fluorescència si la reacció ha tingut lloc. Una vegada la plataforma ha estat posada a punt, s’han iniciat assajos cel·lulars tant amb fibroblasts embriònics de ratolí com amb cèl·lules humanes umbilicals. Els resultats preliminars suggereixen una morfologia diferent de les cèl·lules segons si es cultiven sobre films modificats amb pèptids que promouen l’adhesió cel·lular o sobre les seves seqüències permutades no actives. Però, el més interessant és que també s’han observat certes diferències depenent si els films contenen el component hidrogel o no, fet que suggeriria un paper actiu d’aquests noves superfícies en el comportament cel·lular.

The entropy conjecture for partially hyperbolic diffeomorphisms with 1-D center

We prove that if f is a partially hyperbolic diffeomorphism on the compact manifold M with one dimensional center bundle, then the logarithm of the spectral radius of the map induced by f on the real homology groups of M is smaller or equal to the topological entropy of f. This is a particular case of the Shub's entropy conjecture, which claims that the same conclusion should be true for any C1 map on any compact manifold.

Homologia de Lawson i descens

La meva recerca en els tres anys de gaudiment de beca s'ha centrat en l'estudi de teories semitopològiques definides a través d'espais de cicles algebraics, introduïts per Friedlander i Lawson. Hem estudiat propietats de descens d'aquestes teories i hem construït una successió espectral que calcula explícitament la cohomologia mòrfica d'una varietat tòrica. D'altra banda, estem treballant en l'estudi de propietats d'invariància homotòpica per la cohomologia mòrfica, així com en l'estructura algebraica dels grups d'homologia de Lawson.

Simulated joint and muscle forces in reversed and anatomic shoulder prostheses.

Reversed shoulder prostheses are increasingly being used for the treatment of glenohumeral arthropathy associated with a deficient rotator cuff. These non-anatomical implants attempt to balance the joint forces by means of a semi-constrained articular surface and a medialised centre of rotation. A finite element model was used to compare a reversed prosthesis with an anatomical implant. Active abduction was simulated from 0 degrees to 150 degrees of elevation. With the anatomical prosthesis, the joint force almost reached the equivalence of body weight. The joint force was half this for the reversed prosthesis. The direction of force was much more vertically aligned for the reverse prosthesis, in the first 90 degrees of abduction. With the reversed prosthesis, abduction was possible without rotator cuff muscles and required 20% less deltoid force to achieve it. This force analysis confirms the potential mechanical advantage of reversed prostheses when rotator cuff muscles are deficient.

Brain tissue properties differentiate between motor and limbic basal ganglia circuits.

Despite advances in understanding basic organizational principles of the human basal ganglia, accurate in vivo assessment of their anatomical properties is essential to improve early diagnosis in disorders with corticosubcortical pathology and optimize target planning in deep brain stimulation. Main goal of this study was the detailed topological characterization of limbic, associative, and motor subdivisions of the subthalamic nucleus (STN) in relation to corresponding corticosubcortical circuits. To this aim, we used magnetic resonance imaging and investigated independently anatomical connectivity via white matter tracts next to brain tissue properties. On the basis of probabilistic diffusion tractography we identified STN subregions with predominantly motor, associative, and limbic connectivity. We then computed for each of the nonoverlapping STN subregions the covariance between local brain tissue properties and the rest of the brain using high-resolution maps of magnetization transfer (MT) saturation and longitudinal (R1) and transverse relaxation rate (R2*). The demonstrated spatial distribution pattern of covariance between brain tissue properties linked to myelin (R1 and MT) and iron (R2*) content clearly segregates between motor and limbic basal ganglia circuits. We interpret the demonstrated covariance pattern as evidence for shared tissue properties within a functional circuit, which is closely linked to its function. Our findings open new possibilities for investigation of changes in the established covariance pattern aiming at accurate diagnosis of basal ganglia disorders and prediction of treatment outcome.

Towards robust network based complex systems : from evolutionary cellular automata to biological models

Abstract Sitting between your past and your future doesn't mean you are in the present. Dakota Skye Complex systems science is an interdisciplinary field grouping under the same umbrella dynamical phenomena from social, natural or mathematical sciences. The emergence of a higher order organization or behavior, transcending that expected of the linear addition of the parts, is a key factor shared by all these systems. Most complex systems can be modeled as networks that represent the interactions amongst the system's components. In addition to the actual nature of the part's interactions, the intrinsic topological structure of underlying network is believed to play a crucial role in the remarkable emergent behaviors exhibited by the systems. Moreover, the topology is also a key a factor to explain the extraordinary flexibility and resilience to perturbations when applied to transmission and diffusion phenomena. In this work, we study the effect of different network structures on the performance and on the fault tolerance of systems in two different contexts. In the first part, we study cellular automata, which are a simple paradigm for distributed computation. Cellular automata are made of basic Boolean computational units, the cells; relying on simple rules and information from- the surrounding cells to perform a global task. The limited visibility of the cells can be modeled as a network, where interactions amongst cells are governed by an underlying structure, usually a regular one. In order to increase the performance of cellular automata, we chose to change its topology. We applied computational principles inspired by Darwinian evolution, called evolutionary algorithms, to alter the system's topological structure starting from either a regular or a random one. The outcome is remarkable, as the resulting topologies find themselves sharing properties of both regular and random network, and display similitudes Watts-Strogtz's small-world network found in social systems. Moreover, the performance and tolerance to probabilistic faults of our small-world like cellular automata surpasses that of regular ones. In the second part, we use the context of biological genetic regulatory networks and, in particular, Kauffman's random Boolean networks model. In some ways, this model is close to cellular automata, although is not expected to perform any task. Instead, it simulates the time-evolution of genetic regulation within living organisms under strict conditions. The original model, though very attractive by it's simplicity, suffered from important shortcomings unveiled by the recent advances in genetics and biology. We propose to use these new discoveries to improve the original model. Firstly, we have used artificial topologies believed to be closer to that of gene regulatory networks. We have also studied actual biological organisms, and used parts of their genetic regulatory networks in our models. Secondly, we have addressed the improbable full synchronicity of the event taking place on. Boolean networks and proposed a more biologically plausible cascading scheme. Finally, we tackled the actual Boolean functions of the model, i.e. the specifics of how genes activate according to the activity of upstream genes, and presented a new update function that takes into account the actual promoting and repressing effects of one gene on another. Our improved models demonstrate the expected, biologically sound, behavior of previous GRN model, yet with superior resistance to perturbations. We believe they are one step closer to the biological reality.