989 resultados para expected shortfall portfolio optimization


Relevância:

20.00% 20.00%

Publicador:

Resumo:

10th Conference on Telecommunications (Conftele 2015), Aveiro, Portugal.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This work proposes a real-time algorithm to generate a trajectory for a 2 link planar robotic manipulator. The objective is to minimize the space/time ripple and the energy requirements or the time duration in the robot trajectories. The proposed method uses an off line genetic algorithm to calculate every possible trajectory between all cells of the workspace grid. The resultant trajectories are saved in several trees. Then any trajectory requested is constructed in real-time, from these trees. The article presents the results for several experiments.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Random amplified polymorphic DNA (RAPD) technique is a simple and reliable method to detect DNA polymorphism. Several factors can affect the amplification profiles, thereby causing false bands and non-reproducibility of assay. In this study, we analyzed the effect of changing the concentration of primer, magnesium chloride, template DNA and Taq DNA polymerase with the objective of determining their optimum concentration for the standardization of RAPD technique for genetic studies of Cuban Triatominae. Reproducible amplification patterns were obtained using 5 pmoL of primer, 2.5 mM of MgCl2, 25 ng of template DNA and 2 U of Taq DNA polymerase in 25 µL of the reaction. A panel of five random primers was used to evaluate the genetic variability of T. flavida. Three of these (OPA-1, OPA-2 and OPA-4) generated reproducible and distinguishable fingerprinting patterns of Triatominae. Numerical analysis of 52 RAPD amplified bands generated for all five primers was carried out with unweighted pair group method analysis (UPGMA). Jaccard's Similarity Coefficient data were used to construct a dendrogram. Two groups could be distinguished by RAPD data and these groups coincided with geographic origin, i.e. the populations captured in areas from east and west of Guanahacabibes, Pinar del Río. T. flavida present low interpopulation variability that could result in greater susceptibility to pesticides in control programs. The RAPD protocol and the selected primers are useful for molecular characterization of Cuban Triatominae.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Redundant manipulators have some advantages when compared with classical arms because they allow the trajectory optimization, both on the free space and on the presence of abstacles, and the resolution of singularities. For this type of manipulators, several kinetic algorithms adopt generalized inverse matrices. In this line of thought, the generalized inverse control scheme is tested through several experiments that reveal the difficulties that often arise. Motivated by theseproblems this paper presents a new method that ptimizes the manipulability through a least squre polynomialapproximation to determine the joints positions. Moreover, the article studies influence on the dynamics, when controlling redundant and hyper-redundant manipulators. The experiment confirm the superior performance of the proposed algorithm for redundant and hyper-redundant manipulators, revealing several fundamental properties of the chaotic phenomena, and gives a deeper insight towards the future development of superior trajectory control algorithms.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Trabalho de Projecto apresentado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Didáctica do Inglês

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We consider a price competition in a duopoly with substitutable goods, linear and symmetric demand. There is a firm (F 1) that chooses first the price p 1 of its good; the other firm (F 2) observes p 1 and then chooses the price p 2 of its good. The conclusions of this price-setting dynamical duopoly are substantially altered by the presence of either differentiated goods or asymmetric information about rival’s production costs. In this paper, we consider asymmetric information about rival’s production costs. We do ex-ante and ex-post analyses of firms’ profits and market prices. We compare the ex-ante firms’ expected profits with the ex-post firms’ profits.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The conclusions of the Bertrand model of competition are substantially altered by the presence of either differentiated goods or asymmetric information about rival’s production costs. In this paper, we consider a Bertrand competition, with differentiated goods. Furthermore, we suppose that each firm has two different technologies, and uses one of them according to a certain probability distribution. The use of either one or the other technology affects the unitary production cost. We show that this game has exactly one Bayesian Nash equilibrium. We do ex-ante and ex-post analyses of firms’ profits and market prices. We prove that the expected profit of each firm increases with the variance of its production costs. We also show that the expected price of each good increases with both expected production costs, being the effect of the expected production costs of the rival dominated by the effect of the own expected production costs.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

HHV-6 is the etiological agent of Exanthem subitum which is considered the sixth most frequent disease in infancy. In immuno-compromised hosts, reactivation of latent HHV-6 infection may cause severe acute disease. We developed a Sybr Green Real Time PCR for HHV-6 and compared the results with nested conventional PCR. A 214 pb PCR derived fragment was cloned using pGEM-T easy from Promega system. Subsequently, serial dilutions were made in a pool of negative leucocytes from 10-6 ng/µL (equivalent to 2465.8 molecules/µL) to 10-9 (equivalent to 2.46 molecules/µL). Dilutions of the plasmid were amplified by Sybr Green Real Time PCR, using primers HHV3 (5' TTG TGC GGG TCC GTT CCC ATC ATA 3)'and HHV4 (5' TCG GGA TAG AAA AAC CTA ATC CCT 3') and by conventional nested PCR using primers HHV1 (outer): 5'CAA TGC TTT TCT AGC CGC CTC TTC 3'; HHV2 (outer): 5' ACA TCT ATA ATT TTA GAC GAT CCC 3'; HHV3 (inner) and HHV4 (inner) 3'. The detection threshold was determined by plasmid serial dilutions. Threshold for Sybr Green real time PCR was 24.6 molecules/µL and for the nested PCR was 2.46 molecules/µL. We chose the Real Time PCR for diagnosing and quantifying HHV-6 DNA from samples using the new Sybr Green chemistry due to its sensitivity and lower risk of contamination.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In the traditional paradigm, the large power plants supply the reactive power required at a transmission level and the capacitors and transformer tap changer were also used at a distribution level. However, in a near future will be necessary to schedule both active and reactive power at a distribution level, due to the high number of resources connected in distribution levels. This paper proposes a new multi-objective methodology to deal with the optimal resource scheduling considering the distributed generation, electric vehicles and capacitor banks for the joint active and reactive power scheduling. The proposed methodology considers the minimization of the cost (economic perspective) of all distributed resources, and the minimization of the voltage magnitude difference (technical perspective) in all buses. The Pareto front is determined and a fuzzy-based mechanism is applied to present the best compromise solution. The proposed methodology has been tested in the 33-bus distribution network. The case study shows the results of three different scenarios for the economic, technical, and multi-objective perspectives, and the results demonstrated the importance of incorporating the reactive scheduling in the distribution network using the multi-objective perspective to obtain the best compromise solution for the economic and technical perspectives.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

According to the new KDIGO (Kidney Disease Improving Global Outcomes) guidelines, the term of renal osteodystrophy, should be used exclusively in reference to the invasive diagnosis of bone abnormalities. Due to the low sensitivity and specificity of biochemical serum markers of bone remodelling,the performance of bone biopsies is highly stimulated in dialysis patients and after kidney transplantation. The tartrate-resistant acid phosphatase (TRACP) is an iso-enzyme of the group of acid phosphatases, which is highly expressed by activated osteoclasts and macrophages. TRACP in osteoclasts is in intracytoplasmic vesicles that transport the products of bone matrix degradation. Being present in activated osteoclasts, the identification of this enzyme by histochemistry in undecalcified bone biopsies is an excellent method to quantify the resorption of bone. Since it is an enzymatic histochemical method for a thermolabile enzyme, the temperature at which it is performed is particularly relevant. This study aimed to determine the optimal temperature for identification of TRACP in activated osteoclasts in undecalcified bone biopsies embedded in methylmethacrylate. We selected 10 cases of undecalcified bone biopsies from hemodialysis patients with the diagnosis of secondary hyperparathyroidism. Sections of 5 μm were stained to identify TRACP at different incubation temperatures (37º, 45º, 60º, 70º and 80ºC) for 30 minutes. Activated osteoclasts stained red and trabecular bone (mineralized bone) was contrasted with toluidine blue. This approach also increased the visibility of the trabecular bone resorption areas (Howship lacunae). Unlike what is suggested in the literature and in several international protocols, we found that the best results were obtained with temperatures between 60ºC and 70ºC. For technical reasons and according to the results of the present study, we recommended that, for an incubation time of 30 minutes, the reaction should be carried out at 60ºC. As active osteoclasts are usually scarce in a bone section, the standardization of the histochemistry method is of great relevance, to optimize the identification of these cells and increase the accuracy of the histomosphometric results. Our results, allowing an increase in osteoclasts contrast, also support the use of semi-automatic histomorphometric measurements.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

O consumo de energia de forma irracional acarreta desvantagens a nível económico para o consumidor e problemas ambientais para toda a sociedade, como a escassez de recursos naturais e o aumento da poluição. Neste contexto, a otimização energética na indústria, e em particular no setor das borrachas, é indispensável de forma a utilizar racionalmente a energia e assim contribuir para a viabilidade das empresas. Este trabalho, efetuado na Flexocol - Fábrica de Artefactos de Borracha, Lda., teve como principal objetivo efetuar um levantamento energético à unidade fabril e propor alternativas que permitissem a redução do consumo de energia elétrica. Foi ainda realizado um estudo sobre a possibilidade de substituir o n-hexano, solvente utilizado na limpeza dos moldes, por um solvente mais adequado. O levantamento energético efetuado permitiu identificar o consumo das utilidades existentes na Flexocol. Esta empresa consome gasóleo e energia elétrica, sendo esta última, a forma de energia mais consumida correspondendo a 96%. O consumo global de energia é cerca 151 tep anuais, inferior a 500 tep/ano, ou seja é considerada uma empresa não consumidora intensiva de energia. Com base neste levantamento determinou-se os indicadores de consumo específico de energia e da intensidade carbónica, 2,73 tep/ ton e 1684,5 kg CO2/tep. A análise do consumo de energia elétrica dos diferentes equipamentos permitiu verificar que o setor que mais consome energia elétrica é a Vulcanização com 45,8%, seguido do setor da Mistura e Serralharia com 27,5% e 26,7%, respetivamente. O sistema de iluminação nos vários setores foi também alvo de estudo e permitiu identificar a Vulcanização como o setor com mais consumo e o da Mistura como o que menos consome. O estudo das variáveis anteriormente referidas permitiu apresentar algumas propostas de melhoria. Uma das propostas analisada foi implementação de condensadores no quadro parcial de forma a diminuir a energia reativa. Com esta medida prevê-se uma poupança de 5631 €/ano e um retorno de investimento de 0,045 anos. Foi também analisada relativamente à iluminação a possibilidade de instalação de balastros eletrónicos que conduziria a uma poupança na energia elétrica de cerca 7072 kWh/ano, mas com um retorno de investimento desfavorável. Por último estudou-se o solvente alternativo ao n-hexano. A acetona foi o solvente proposto uma vez que tem as propriedades indicadas para o fim a que se destina.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Previously we have presented a model for generating human-like arm and hand movements on an unimanual anthropomorphic robot involved in human-robot collaboration tasks. The present paper aims to extend our model in order to address the generation of human-like bimanual movement sequences which are challenged by scenarios cluttered with obstacles. Movement planning involves large scale nonlinear constrained optimization problems which are solved using the IPOPT solver. Simulation studies show that the model generates feasible and realistic hand trajectories for action sequences involving the two hands. The computational costs involved in the planning allow for real-time human robot-interaction. A qualitative analysis reveals that the movements of the robot exhibit basic characteristics of human movements.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Dissertação para obtenção do Grau de Doutor em Engenharia Química, especialidade de Engenharia Bioquímica

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This study describes the development and application of a new PCR assay for the specific detection of pathogenic leptospires and its comparison with a previously reported PCR protocol. New primers were designed for PCR optimization and evaluation in artificially-infected paraffin-embedded tissues. PCR was then applied to post-mortem, paraffin-embedded samples, followed by amplicon sequencing. The PCR was more efficient than the reported protocol, allowing the amplification of expected DNA fragment from the artificially infected samples and from 44% of the post-mortem samples. The sequences of PCR amplicons from different patients showed >99% homology with pathogenic leptospires DNA sequences. The applicability of a highly sensitive and specific tool to screen histological specimens for the detection of pathogenic Leptospira spp. would facilitate a better assessment of the prevalence and epidemiology of leptospirosis, which constitutes a health problem in many countries.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

O decréscimo das reservas de petróleo e as consequências ambientais resultantes do recurso a combustíveis fósseis nos motores a diesel têm levado à procura de combustíveis alternativos. Esta pesquisa alicerçada nas fontes de energia renovável tornou-se essencial, face à crescente procura de energia e ao limitado fornecimento de combustíveis fósseis . Resíduos de óleo de cozinha, gordura animal, entre outros resíduos de origem biológica, tais como a borra de café, são exemplos de matérias-primas para a produção de biodiesel. A sua valorização tem interesse quer pela perspetiva ambiental, quer pela económica, pois aumenta não só a flexibilidade e diversificação das matérias-primas, mas também contribui para uma estabilidade de custos e alteração nas políticas agrícolas e de uso do solo. É neste contexto que se enquadra o biodiesel e a borra de café, pretendendo-se aqui efetuar o estudo da produção, à escala laboratorial, de biodiesel a partir da borra de café, por transesterificação enzimática, visando a procura das melhores condições reacionais. Iniciando-se com a caracterização da borra de café, foram avaliados antes e após a extração do óleo da borra de café, diversos parâmetros, de entre os quais se destacam: o teor de humidade (16,97% e 6,79%), teor de cinzas (1,91 e 1,57%), teor de azoto (1,71 e 2,30%), teor de proteínas (10,7 e 14,4%), teor de carbono (70,2 e 71,7%), teor de celulose bruta (14,77 e 18,48%), teor de lenhina (31,03% e 30,97%) e poder calorifico superior (19,5 MJ/kg e 19,9 MJ/kg). Sumariamente, constatou-se que os valores da maioria dos parâmetros não difere substancialmente dos valores encontrados na literatura, tendo sido evidenciado o potencial da utilização desta biomassa, como fonte calorifica para queima e geração de energia. Sendo a caracterização do óleo extraído da borra de café um dos objetivos antecedentes à produção do biodiesel, pretendeu-se avaliar os diferentes parâmetros mais significativos. No que diz respeito à caracterização do óleo extraído, distingue-se a sua viscosidade cinemática (38,04 mm2/s), densidade 0,9032 g/cm3, poder calorífico de 37,9 kcal/kg, índice de iodo igual a 63,0 gI2/ 100 g óleo, o teor de água do óleo foi de 0,15 %, o índice de acidez igual a 44,8 mg KOH/g óleo, ponto de inflamação superior a 120 ºC e teor em ácidos gordos de 82,8%. Inicialmente foram efetuados ensaios preliminares, a fim de selecionar a lipase (Lipase RMIM, TL 100L e CALB L) e álcool (metanol ou etanol puros) mais adequados à produção de biodiesel, pelo que o rendimento de 83,5% foi obtido através da transesterificação mediada pela lipase RMIM, utilizando como álcool o etanol. Sendo outro dos objetivos a otimização do processo de transesterificação enzimática, através de um desenho composto central a três variáveis (razão molar etanol: óleo, concentração de enzima e temperatura), recorrendo ao software JMP 8.0, determinou-se como melhores condições, uma razão molar etanol: óleo 5:1, adição de 4,5% (m/m) de enzima e uma temperatura de 45 ºC, que conduziram a um rendimento experimental equivalente a 96,7 % e teor de ésteres 87,6%. Nestas condições, o rendimento teórico foi de 99,98%. Procurou-se ainda estudar o efeito da adição de água ao etanol, isto é, o efeito da variação da concentração do etanol pela adição de água, para teores de etanol de 92%, 85% e 75%. Verificou-se que até 92% decorreu um aumento da transesterificação (97,2%) para um teor de ésteres de (92,2%), pelo que para teores superiores de água adicionada (75% e 85%) ocorreu um decréscimo no teor final em ésteres (77,2% e 89,9%) e no rendimento da reação (84,3% e 91,9%). Isto indica a ocorrência da reação de hidrólise em maior extensão, que leva ao desvio do equilíbrio no sentido contrário à reação de formação dos produtos, isto é, dos ésteres. Finalmente, relativamente aos custos associados ao processo de produção de biodiesel, foram estimados para o conjunto de 27 ensaios realizados neste trabalho, e que corresponderam a 767,4 g de biodiesel produzido, sendo o custo dos reagentes superior ao custo energético, de 156,16 € e 126,02 €, respetivamente. Naturalmente que não esperamos que, a nível industrial os custos sejam desta ordem de grandeza, tanto mais que há economia de escala e que as enzimas utilizadas no processo deveriam ser reutilizadas diversas vezes.