Quantifying and modeling financial market fluctuations

Die Entstehung eines Marktpreises für einen Vermögenswert kann als Superposition der einzelnen Aktionen der Marktteilnehmer aufgefasst werden, die damit kumulativ Angebot und Nachfrage erzeugen. Dies ist in der statistischen Physik mit der Entstehung makroskopischer Eigenschaften vergleichbar, die von mikroskopischen Wechselwirkungen zwischen den beteiligten Systemkomponenten hervorgerufen werden. Die Verteilung der Preisänderungen an Finanzmärkten unterscheidet sich deutlich von einer Gaußverteilung. Dies führt zu empirischen Besonderheiten des Preisprozesses, zu denen neben dem Skalierungsverhalten nicht-triviale Korrelationsfunktionen und zeitlich gehäufte Volatilität zählen. In der vorliegenden Arbeit liegt der Fokus auf der Analyse von Finanzmarktzeitreihen und den darin enthaltenen Korrelationen. Es wird ein neues Verfahren zur Quantifizierung von Muster-basierten komplexen Korrelationen einer Zeitreihe entwickelt. Mit dieser Methodik werden signifikante Anzeichen dafür gefunden, dass sich typische Verhaltensmuster von Finanzmarktteilnehmern auf kurzen Zeitskalen manifestieren, dass also die Reaktion auf einen gegebenen Preisverlauf nicht rein zufällig ist, sondern vielmehr ähnliche Preisverläufe auch ähnliche Reaktionen hervorrufen. Ausgehend von der Untersuchung der komplexen Korrelationen in Finanzmarktzeitreihen wird die Frage behandelt, welche Eigenschaften sich beim Wechsel von einem positiven Trend zu einem negativen Trend verändern. Eine empirische Quantifizierung mittels Reskalierung liefert das Resultat, dass unabhängig von der betrachteten Zeitskala neue Preisextrema mit einem Anstieg des Transaktionsvolumens und einer Reduktion der Zeitintervalle zwischen Transaktionen einhergehen. Diese Abhängigkeiten weisen Charakteristika auf, die man auch in anderen komplexen Systemen in der Natur und speziell in physikalischen Systemen vorfindet. Über 9 Größenordnungen in der Zeit sind diese Eigenschaften auch unabhängig vom analysierten Markt - Trends, die nur für Sekunden bestehen, zeigen die gleiche Charakteristik wie Trends auf Zeitskalen von Monaten. Dies eröffnet die Möglichkeit, mehr über Finanzmarktblasen und deren Zusammenbrüche zu lernen, da Trends auf kleinen Zeitskalen viel häufiger auftreten. Zusätzlich wird eine Monte Carlo-basierte Simulation des Finanzmarktes analysiert und erweitert, um die empirischen Eigenschaften zu reproduzieren und Einblicke in deren Ursachen zu erhalten, die zum einen in der Finanzmarktmikrostruktur und andererseits in der Risikoaversion der Handelsteilnehmer zu suchen sind. Für die rechenzeitintensiven Verfahren kann mittels Parallelisierung auf einer Graphikkartenarchitektur eine deutliche Rechenzeitreduktion erreicht werden. Um das weite Spektrum an Einsatzbereichen von Graphikkarten zu aufzuzeigen, wird auch ein Standardmodell der statistischen Physik - das Ising-Modell - auf die Graphikkarte mit signifikanten Laufzeitvorteilen portiert. Teilresultate der Arbeit sind publiziert in [PGPS07, PPS08, Pre11, PVPS09b, PVPS09a, PS09, PS10a, SBF+10, BVP10, Pre10, PS10b, PSS10, SBF+11, PB10].

Agentenbasiertes Planungsmodell für die Grobplanung von Kommissioniersystemen

Rechnergestützte Modellansätze, die Logistiksysteme gestalten und generieren, sind eine hochkomplexe Aufgabenstellung. Die bisher in der Praxis existierenden Planungs- und Steuerungsmodelle für Intralogistiksysteme weisen für die aktuellen und zukünftigen Anforderungen wie der Komplexitätsbewältigung, Reaktionsschnelligkeit und Anpassungsfähigkeit Schwachstellen auf. – Ein innovativer Ansatz, diesen Ansprüchen gerecht zu werden, stellen Multiagentensysteme dar. Mit ihrem dezentralen und modularen Charakter sind sie für ein komplexes Problem mit einem geringen Grad an Strukturiertheit geeignet. Außerdem ermöglichen diese computergestützten intelligenten Systeme den Anwendern eine einfache und aufwandsarme Handhabung.

Adaptive Materialbereitstellung in flexiblen Produktionssystemen auf Grundlage einer agentenbasierten Transportsteuerung

Zur Sicherstellung einer schnellen und flexiblen Anpassung an sich ändernde Anforderungen sind innerbetriebliche Materialbereitstellungskonzepte in immer stärkerem Maße zu flexibilisieren. Hierdurch kann die Erreichung logistischer Ziele in einem dynamischen Produktionsumfeld gesteigert werden. Der Beitrag stellt ein Konzept für eine adaptive Materialbereitstellung in flexiblen Produktionssystemen auf Grundlage einer agentenbasierten Transportplanung und -steuerung vor. Der Fokus liegt hierbei auf der Planung und Steuerung der auf Basis von Materialbedarfsmeldungen ausgelösten innerbetrieblichen Transporte. Neben Pendeltouren zur Versorgung des Produktionssystems findet auch das dynamische Pickup-and-Delivery-Problem Berücksichtigung. Das vorgestellte Konzept ist an den Anforderungen selbstorganisierender Produktionsprozesse ausgerichtet.

Pattern and process: competition causes regular spacing of individuals within plant populations

1 We used simulated and experimental plant populations to analyse mortality-driven pattern formation under size-dependent competition. Larger plants had an advantage under size-asymmetric but not under symmetric competition. Initial patterns were random or clumped. 2 The simulations were individual-based and spatially explicit. Size-dependent competition was modelled with different rules to partition overlapping zones of influence. 3 The experiment used genotypes of Arabidopsis thaliana with different morphological plasticity and hence size-dependent competition. Compared with wild types, transgenic individuals over-expressed phytochrome A and had decreased plasticity because of disabled phytochrome-mediated shade avoidance. Therefore, competition among transgenics was more asymmetric compared with wild-types. 4 Density-dependent mortality under symmetric competition did not substantially change the initial spatial pattern. Conversely, simulations under asymmetric competition and experimental patterns of transgenic over-expressors showed patterns of survivors that deviated substantially from random mortality independent of initial patterns. 5 Small-scale initial patterns of wild types were regular rather than random or clumped. We hypothesize that this small-scale regularity may be explained by early shade avoidance of seedlings in their cotyledon stage. 6 Our experimental results support predictions from an individual-based simulation model and support the conclusion that regular spatial patterns of surviving individuals should be interpreted as evidence for strong, asymmetric competitive interactions and subsequent density-dependent mortality.

Information-Centric Content Retrieval for Delay-Tolerant Networks

The shift from host-centric to information-centric networking (ICN) promises seamless communication in mobile networks. However, most existing works either consider well-connected networks with high node density or introduce modifications to {ICN} message processing for delay-tolerant Networking (DTN). In this work, we present agent-based content retrieval, which provides information-centric {DTN} support as an application module without modifications to {ICN} message processing. This enables flexible interoperability in changing environments. If no content source can be found via wireless multi-hop routing, requesters may exploit the mobility of neighbor nodes (called agents) by delegating content retrieval to them. Agents that receive a delegation and move closer to content sources can retrieve data and return it back to requesters. We show that agent-based content retrieval may be even more efficient in scenarios where multi-hop communication is possible. Furthermore, we show that broadcast communication may not be necessarily the best option since dynamic unicast requests have little overhead and can better exploit short contact times between nodes (no broadcast delays required for duplicate suppression).

Comparative cost-effectiveness of Option B+ for prevention of mother-to-child transmission of HIV in Malawi.

OBJECTIVE To estimate the cost-effectiveness of prevention of mother-to-child transmission (MTCT) of HIV with lifelong antiretroviral therapy (ART) for pregnant and breastfeeding women ('Option B+') compared with ART during pregnancy or breastfeeding only unless clinically indicated ('Option B'). DESIGN Mathematical modelling study of first and second pregnancy, informed by data from the Malawi Option B+ programme. METHODS Individual-based simulation model. We simulated cohorts of 10 000 women and their infants during two subsequent pregnancies, including the breastfeeding period, with either Option B+ or B. We parameterized the model with data from the literature and by analysing programmatic data. We compared total costs of antenatal and postnatal care, and lifetime costs and disability-adjusted life-years of the infected infants between Option B+ and Option B. RESULTS During the first pregnancy, 15% of the infants born to HIV-infected mothers acquired the infection. With Option B+, 39% of the women were on ART at the beginning of the second pregnancy, compared with 18% with Option B. For second pregnancies, the rates MTCT were 11.3% with Option B+ and 12.3% with Option B. The incremental cost-effectiveness ratio comparing the two options ranged between about US$ 500 and US$ 1300 per DALY averted. CONCLUSION Option B+ prevents more vertical transmissions of HIV than Option B, mainly because more women are already on ART at the beginning of the next pregnancy. Option B+ is a cost-effective strategy for PMTCT if the total future costs and lost lifetime of the infected infants are taken into account.

Information-centric communication in mobile and wireless networks

Information-centric networking (ICN) is a new communication paradigm that has been proposed to cope with drawbacks of host-based communication protocols, namely scalability and security. In this thesis, we base our work on Named Data Networking (NDN), which is a popular ICN architecture, and investigate NDN in the context of wireless and mobile ad hoc networks. In a first part, we focus on NDN efficiency (and potential improvements) in wireless environments by investigating NDN in wireless one-hop communication, i.e., without any routing protocols. A basic requirement to initiate informationcentric communication is the knowledge of existing and available content names. Therefore, we develop three opportunistic content discovery algorithms and evaluate them in diverse scenarios for different node densities and content distributions. After content names are known, requesters can retrieve content opportunistically from any neighbor node that provides the content. However, in case of short contact times to content sources, content retrieval may be disrupted. Therefore, we develop a requester application that keeps meta information of disrupted content retrievals and enables resume operations when a new content source has been found. Besides message efficiency, we also evaluate power consumption of information-centric broadcast and unicast communication. Based on our findings, we develop two mechanisms to increase efficiency of information-centric wireless one-hop communication. The first approach called Dynamic Unicast (DU) avoids broadcast communication whenever possible since broadcast transmissions result in more duplicate Data transmissions, lower data rates and higher energy consumption on mobile nodes, which are not interested in overheard Data, compared to unicast communication. Hence, DU uses broadcast communication only until a content source has been found and then retrieves content directly via unicast from the same source. The second approach called RC-NDN targets efficiency of wireless broadcast communication by reducing the number of duplicate Data transmissions. In particular, RC-NDN is a Data encoding scheme for content sources that increases diversity in wireless broadcast transmissions such that multiple concurrent requesters can profit from each others’ (overheard) message transmissions. If requesters and content sources are not in one-hop distance to each other, requests need to be forwarded via multi-hop routing. Therefore, in a second part of this thesis, we investigate information-centric wireless multi-hop communication. First, we consider multi-hop broadcast communication in the context of rather static community networks. We introduce the concept of preferred forwarders, which relay Interest messages slightly faster than non-preferred forwarders to reduce redundant duplicate message transmissions. While this approach works well in static networks, the performance may degrade in mobile networks if preferred forwarders may regularly move away. Thus, to enable routing in mobile ad hoc networks, we extend DU for multi-hop communication. Compared to one-hop communication, multi-hop DU requires efficient path update mechanisms (since multi-hop paths may expire quickly) and new forwarding strategies to maintain NDN benefits (request aggregation and caching) such that only a few messages need to be transmitted over the entire end-to-end path even in case of multiple concurrent requesters. To perform quick retransmission in case of collisions or other transmission errors, we implement and evaluate retransmission timers from related work and compare them to CCNTimer, which is a new algorithm that enables shorter content retrieval times in information-centric wireless multi-hop communication. Yet, in case of intermittent connectivity between requesters and content sources, multi-hop routing protocols may not work because they require continuous end-to-end paths. Therefore, we present agent-based content retrieval (ACR) for delay-tolerant networks. In ACR, requester nodes can delegate content retrieval to mobile agent nodes, which move closer to content sources, can retrieve content and return it to requesters. Thus, ACR exploits the mobility of agent nodes to retrieve content from remote locations. To enable delay-tolerant communication via agents, retrieved content needs to be stored persistently such that requesters can verify its authenticity via original publisher signatures. To achieve this, we develop a persistent caching concept that maintains received popular content in repositories and deletes unpopular content if free space is required. Since our persistent caching concept can complement regular short-term caching in the content store, it can also be used for network caching to store popular delay-tolerant content at edge routers (to reduce network traffic and improve network performance) while real-time traffic can still be maintained and served from the content store.

Mapping of mechanical properties of cement paste microstructures

The presented study is related to the EU 7 th Framework Programme CODICE (COmputationally Driven design of Innovative CEment-based materials). The main aim of the project is the development of a multi-scale model for the computer based simulation of mechanical and durability performance of cementitious materials. This paper reports results of micro/nano scale characterisation and mechanical property mapping of cementitious skeletons formed by the cement hydration at different ages. Using the statistical nanoindentation and micro-mechanical property mapping technique, intrinsic properties of different hydrate phases, and also the possible interaction (or overlapping) of different phases (e.g. calcium-silcate-hydrates) has been studied. Results of the mapping and statistical indentation testing appear to suggest the possible existence of more hydrate phases than the commonly reported LD and HD C-S-H and CH phases

Implicaciones de la accesibilidad configuracional en la movilidad peatonal. El caso de Madrid = The implications of configurational accessibility in pedestrian mobility. The case of Madrid

- Resumen La hipótesis que anima esta tesis doctoral es que algunas de las características del entorno urbano, en particular las que describen la accesibilidad de su red de espacio público, podrían estar relacionadas con la proporción de viajes a pie o reparto modal, que tiene cada zona o barrio de Madrid. Uno de los puntos de partida de dicha hipótesis que el entorno urbano tiene una mayor influencia sobre los viaje a pie que en sobre otros modos de transporte, por ejemplo que en los viajes de bicicleta o en transporte público; y es que parece razonable suponer que estos últimos van a estar más condicionadas por ejemplo por la disponibilidad de vías ciclistas, en el primer caso, o por la existencia de un servicio fiable y de calidad, en el segundo. Otra de las motivaciones del trabajo es que la investigación en este campo de la accesibilidad del espacio público, en concreto la denominada “Space Syntax”, ha probado en repetidas ocasiones la influencia de la red de espacio público en cómo se distribuye la intensidad del tráfico peatonal por la trama urbana, pero no se han encontrado referencias de la influencia de dicho elemento sobre el reparto modal. De acuerdo con la hipótesis y con otros trabajos anteriores se propone una metodología basada en el análisis empírico y cuantitativo. Su objetivo es comprobar si la red de espacio público, independientemente de otras variables como los usos del suelo, incluso de las variables de ajenas entorno no construido, como las socioeconómicas, está o no relacionada estadísticamente con la proporción de peatones viajes en las zonas urbanas. Las técnicas estadísticas se utilizan para comprobar sistemáticamente la asociación de las variables del entorno urbano, denominadas variables independientes, con el porcentaje de viajes a pie, la variable dependiente. En términos generales, la metodología es similar a la usada en otros trabajos en este campo como los de CERVERÓ y KOCKLEMAN (1997), CERVERÓ y DUNCAN (2003), o para los que se utilizan principalmente en la revisión general de TRB (2005) o, más recientemente, en ZEGRAS (2006) o CHATMAN (2009). Otras opciones metodológicas, como los métodos de preferencias declaradas (ver LOUVIERE, HENSHER y SWAIT, 2000) o el análisis basado en agentes (PENN & TURNER, 2004) fueron descartados, debido a una serie de razones, demasiado extensas para ser descritas aquí. El caso de estudio utilizado es la zona metropolitana de Madrid, abarcándola hasta la M-50, es decir en su mayor parte, con un tamaño aproximado de 31x34 Km y una población de 4.132.820 habitantes (aproximadamente el 80% de la población de la región). Las principales fuentes de datos son la Encuesta Domiciliaria de Movilidad de 2004 (EDM04), del Consorcio Regional de Transportes de Madrid que es la última disponible (muestra: > 35.000 familias,> 95.000 personas), y un modelo espacial del área metropolitana, integrando el modelo para calcular los índices de Space Syntax y un Sistema de Información Geográfica (SIG). La unidad de análisis, en este caso las unidades espaciales, son las zonas de transporte (con una población media de 7.063 personas) y los barrios (con una población media de 26.466 personas). Las variables del entorno urbano son claramente el centro del estudio. Un total de 20 índices (de 21) se seleccionan de entre los más relevantes encontrados en la revisión de la producción científica en este campo siendo que, al mismo tiempo, fueran accesibles. Nueve de ellos se utilizan para describir las características de los usos del suelo, mientras que otros once se usan para describir la red de espacios públicos. Estos últimos incluyen las variables de accesibilidad configuracional, que son, como se desprende de su título, el centro del estudio propuesto. La accesibilidad configuracional es un tipo especial de accesibilidad que se basa en la configuración de la trama urbana, según esta fue definida por HILLIER (1996), el autor de referencia dentro de esta línea de investigación de Space Syntax. Además se incluyen otras variables de la red de espacio público más habituales en los estudios de movilidad, y que aquí se denominan características geométricas de los elementos de la red, tales como su longitud, tipo de intersección, conectividad, etc. Por último se incluye además una variable socioeconómica, es decir ajena al entorno urbano, para evaluar la influencia de los factores externos, pues son varios los que pueden tener un impacto en la decisión de caminar (edad, género, nivel de estudios, ingresos, tasa de motorización, etc.). La asociación entre las variables se han establecido usando análisis de correlación (bivariante) y modelos de análisis multivariante. Las primeras se calculan entre por pares entre cada una de las 21 variables independientes y la dependiente, el porcentaje de viajes a pie. En cuanto a los segundos, se han realizado tres tipos de estudios: modelo multivariante general lineal, modelo multivariante general curvilíneo y análisis discriminante. Todos ellos son capaces de generar modelos de asociación entre diversas variables, pudiéndose de esta manera evaluar con bastante precisión en qué medida cada modelo reproduce el comportamiento de la variable dependiente, y además, el peso o influencia de cada variable en el modelo respecto a las otras. Los resultados fundamentales del estudio se expresan en dos modelos finales alternativos, que demuestran tener una significativa asociación con el porcentaje de viajes a pie (R2 = 0,6789, p <0,0001), al explicar las dos terceras partes de su variabilidad. En ellos, y en general en todo el estudio realizado, se da una influencia constante de tres índices en particular, que quedan como los principales. Dos de ellos, de acuerdo con muchos de los estudios previos, corresponden a la densidad y la mezcla de usos del suelo. Pero lo más novedoso de los resultados obtenidos es que el tercero es una medida de la accesibilidad de la red de espacio público, algo de lo que no había referencias hasta ahora. Pero, ¿cuál es la definición precisa y el peso relativo de cada uno en el modelo, es decir, en la variable independiente? El de mayor peso en la mayor parte de los análisis realizados es el índice de densidad total (n º residentes + n º puestos de trabajo + n º alumnos / Ha). Es decir, una densidad no sólo de población, sino que incluye algunas de las actividades más importantes que pueden darse una zona para generar movilidad a pie. El segundo que mayor peso adquiere, llegando a ser el primero en alguno de los análisis estadísticos efecturados, es el índice de accesibuilidad configuracional denominado integración de radio 5. Se trata de una medida de la accesibilidad de la zona, de su centralidad, a la escala de, más un menor, un distrito o comarca. En cuanto al tercero, obtiene una importancia bastante menor que los anteriores, y es que representa la mezcla de usos. En concreto es una medida del equilibrio entre los comercios especializados de venta al por menor y el número de residentes (n º de tiendas especializadas en alimentación, bebidas y tabaco / n º de habitantes). Por lo tanto, estos resultados confirman buena parte de los de estudios anteriores, especialmente los relativas a los usos del suelo, pero al mismo tiempo, apuntan a que la red de espacio público podría tener una influir mayor de la comprobada hasta ahora en la proporción de peatones sobre el resto de modos de transportes. Las razones de por qué esto puede ser así, se discuten ampliamente en las conclusiones. Finalmente se puede precisar que dicha conclusión principal se refiere a viajes de una sola etapa (no multimodales) que se dan en los barrios y zonas del área metropolitana de Madrid. Por supuesto, esta conclusión tiene en la actualidad, una validez limitada, ya que es el resultado de un solo caso — Abstract The research hypothesis for this Ph.D. Thesis is that some characteristics of the built environment, particularly those describing the accessibility of the public space network, could be associated with the proportion of pedestrians in all trips (modal split), found in the different parts of a city. The underlying idea is that walking trips are more sensitive to built environment than those by other transport modes, such as for example those by bicycle or by public transport, which could be more conditioned by, e.g. infrastructure availability or service frequency and quality. On the other hand, it has to be noted that the previously research on this field, in particular within Space Syntax’s where this study can be referred, have tested similar hypothesis using pedestrian volumes as the dependent variable, but never against modal split. According to such hypothesis, research methodology is based primarily on empirical quantitative analysis, and it is meant to be able to assess whether public space network, no matter other built environment and non-built environment variables, could have a relationship with the proportion of pedestrian trips in urban areas. Statistical techniques are used to check the association of independent variables with the percentage of walking in all trips, the dependent one. Broadly speaking this methodology is similar to that of previous studies in the field such as CERVERO&KOCKLEMAN (1997), CERVERO & DUNCAN (2003), or to those used mainly in the general review of T.R.B. (2005) or, more recently in ZEGRAS (2006) or CHATMAN (2009). Other methodological options such as stated choice methods (see LOUVIERE, HENSHER & SWAIT, 2000) or agent based analysis (PENN & TURNER, 2004), were discarded, due to a number of reasons, too long to be described here. The case study is not the entire Madrid’s metropolitan area, but almost (4.132.820 inhabitants, about 80% of region´s population). Main data sources are the Regional Mobility Home Based Survey 2004 (EDM04), which is the last available (sample: >35.000 families, > 95.000 individuals), and a spatial model of the metropolitan area, developed using Space Syntax and G.I.S. techniques. The analysis unit, in this case spatial units, are both transport zones (mean population = 7.063) and neighborhoods (mean population = 26.466). The variables of the built environment are clearly the core of the study. A total of 20 (out of 21) are selected from among those found in the literature while, at the same time, being accessible. Nine out of them are used to describe land use characteristics while another eleven describe the network of public spaces. Latter ones include configurational accessibility or Space Syntax variables. This is a particular sort of accessibility related with the concept of configuration, by HILLIER (1996), one of the main authors of Space Syntax, But it also include more customary variables used in mobility research to describe the urban design or spatial structure (here public space network), which here are called geometric characteristics of the such as its length, type of intersection, conectivity, density, etc. Finally a single socioeconomic variable was included in order to assess the influence non built environment factors that also may have an impact on walking (age, income, motorization rate, etc.). The association among variables is worked out using bi-variate correlation analysis and multivariate-analysis. Correlations are calculated among the 21 independent variables and the dependent one, the percentage of walking trips. Then, three types of multi-variate studies are run: general linear, curvilinear and discriminant multi-variate analysis. The latter are fully capable of generating complex association models among several variables, assessing quite precisely to what extent each model reproduces the behavior of the dependent variable, and also the weight or influence of each variable in the model. This study’s results show a consistent influence of three particular indexes in the two final alternative models of the multi-variate study (best, R2=0,6789, p<0,0000). Not surprisingly, two of them correspond to density and mix of land uses. But perhaps more interesting is that the third one is a measure of the accessibility of the public space network, a variable less important in the literature up to now. Additional precisions about them and their relative weight could also be of some interest. The density index is not only about population but includes most important activities in an area (nº residents + nº jobs+ nº students/Ha). The configurational index (radius 5 integration) is a measure of the accessibility of the area, i.e. centrality, at the scale of, more a less, a district. Regarding the mix of land uses index, this one is a measure of the balance between retail, in fact local basic retail, and the number of residents (nº of convenience shops / nº of residents). Referring to their weights, configurational index (radius 5 integration) gets the higher standardized coefficient of the final equation. However, in the final equations, there are a higher number of indexes coming from the density or land use mix categories than from public space network enter. Therefore, these findings seem to support part of the field’s knowledge, especially those concerning land uses, but at the same time they seem to bring in the idea that the configuration of the urban grid could have an influence in the proportion of walkers (as a part of total trips on any transport mode) that do single journey trips in the neighborhoods of Madrid, Spain. Of course this conclusion has, at present, a limited validity since it’s the result of a single case. The reasons of why this can be so, are discussed in the last part of the thesis.

Novel Gravity Distortion Evaluation on Large Antenna Array for Deep Space Communication

This paper presents a simple gravity evaluation model for large reflector antennas and the experimental example for a case study of one uplink array of 4x35-m antennas at X and Ka band. This model can be used to evaluate the gain reduction as a function of the maximum gravity distortion, and also to specify this at system designer level. The case study consists of one array of 35-m antennas for deep space missions. Main issues due to the gravity effect have been explored with Monte Carlo based simulation analysis.

Predicting academic performance with learning analytics in virtual learning environments: A comparative study of three interaction classifications

Learning analytics is the analysis of static and dynamic data extracted from virtual learning environments, in order to understand and optimize the learning process. Generally, this dynamic data is generated by the interactions which take place in the virtual learning environment. At the present time, many implementations for grouping of data have been proposed, but there is no consensus yet on which interactions and groups must be measured and analyzed. There is also no agreement on what is the influence of these interactions, if any, on learning outcomes, academic performance or student success. This study presents three different extant interaction typologies in e-learning and analyzes the relation of their components with students? academic performance. The three different classifications are based on the agents involved in the learning process, the frequency of use and the participation mode, respectively. The main findings from the research are: a) that agent-based classifications offer a better explanation of student academic performance; b) that at least one component in each typology predicts academic performance; and c) that student-teacher and student-student, evaluating students, and active interactions, respectively, have a significant impact on academic performance, while the other interaction types are not significantly related to academic performance.

What if criminals optimize their choice? Optimal strategies to defend public goods

We investigate optimal strategies to defend valuable goods against the attacks of a thief. Given the value of the goods and the probability of success for the thief, we look for the strategy that assures the largest benefit to each player irrespective of the strategy of his opponent. Two complementary approaches are used: agent-based modeling and game theory. It is shown that the compromise between the value of the goods and the probability of success defines the mixed Nash equilibrium of the game, that is compared with the results of the agent-based simulations and discussed in terms of the system parameters.

Propriedades mecânicas e térmicas de nanocompósito híbrido de polipropileno com adição de argila e celulose proveniente de papel descartado.

Este trabalho aborda o estudo do comportamento mecânico e térmico do nanocompósito híbrido de polipropileno com uma argila brasileira bentonítica do Estado da Paraíba (PB), conhecida como \"chocolate\" com concentração de 1, 2 e 5 % em massa com a adição de 1 e 2 % em massa de celulose proveniente de papel descartado. Foi utilizado nesse nanocompósito o agente compatibilizante polipropileno graftizado com anidrido maleico PP-g-AM com 3 % de concentração em massa, através da técnica de intercalação do fundido utilizando uma extrusora de dupla-rosca e, em seguida, os corpos de prova foram confeccionados em uma injetora. O comportamento mecânico foi avaliado pelos ensaios de tração, flexão e impacto. O comportamento térmico foi avaliado pelas técnicas de calorimetria exploratória diferencial (DSC) e termogravimetria (TGA). A morfologia dos nanocompósitos foi estudada pela técnica de microscopia eletrônica de varredura (MEV). A argila, a celulose e os nanocompósitos híbridos foram caracterizados por difração de raios X (DRX), fluorescência de raios X (FRX) e espectroscopia no infravermelho (FTIR). Nos ensaios mecânicos de tração houve um aumento de 11 % na tensão máxima em tração e 15 % no módulo de Young, para o nanocompósito com argila, PPA 5 %. No ensaio de impacto Izod, o nanocompósito com argila, PPA 2 % obteve um aumento de 63 % na resistência ao impacto. Para o nanocompósito híbrido PPAC 1 % houve aumento de 8 % na tensão máxima em tração e para o nanocompósito híbrido PPAC 2 % houve aumento de 14 % na resistência ao impacto.

Modelos baseados em agentes aplicados à dinâmica de preços do mercado imobiliário

Um dos aspectos regulatórios fundamentais para o mercado imobiliário no Brasil são os limites para obtenção de financiamento no Sistema Financeiro de Habitação. Esses limites podem ser definidos de forma a aumentar ou reduzir a oferta de crédito neste mercado, alterando o comportamento dos seus agentes e, com isso, o preço de mercado dos imóveis. Neste trabalho, propomos um modelo de formação de preços no mercado imobiliário brasileiro com base no comportamento dos agentes que o compõem. Os agentes vendedores têm comportamento heterogêneo e são influenciados pela demanda histórica, enquanto que os agentes compradores têm o seu comportamento determinado pela disponibilidade de crédito. Esta disponibilidade de crédito, por sua vez, é definida pelos limites para concessão de financiamento no Sistema Financeiro de Habitação. Verificamos que o processo markoviano que descreve preço de mercado converge para um sistema dinâmico determinístico quando o número de agentes aumenta, e analisamos o comportamento deste sistema dinâmico. Mostramos qual é a família de variáveis aleatórias que representa o comportamento dos agentes vendedores de forma que o sistema apresente um preço de equilíbrio não trivial, condizente com a realidade. Verificamos ainda que o preço de equilíbrio depende não só das regras de concessão de financiamento no Sistema Financeiro de Habitação, como também do preço de reserva dos compradores e da memória e da sensibilidade dos vendedores a alterações na demanda. A memória e a sensibilidade dos vendedores podem levar a oscilações de preços acima ou abaixo do preço de equilíbrio (típicas de processos de formação de bolhas); ou até mesmo a uma bifurcação de Neimark-Sacker, quando o sistema apresenta dinâmica oscilatória estável.

Rumors denials as persuasive messages: Effects of personal relevance, source, and message characteristics

Denial is a commonly used strategy to rebut a false rumor. However, there is a dearth of empirical research on the effectiveness of denials in combating rumors. Treating denials as persuasive messages, we conducted 3 laboratory-based simulation studies testing the overall effectiveness of denials in reducing belief and anxiety associated with an e-mail virus rumor. Under the framework of the elaboration likelihood model, we also tested the effects of denial message quality and source credibility, and the moderating effects of personal relevance. Overall, the results provided some support for the effectiveness of denials with strong arguments and an anxiety-alleviating tone in reducing rumor-related belief and anxiety. The effects of denial wording and source credibility were visible for participants who perceived high personal relevance of the topic. Limitations of the current research and future research directions are discussed.