Static replications with traffic light options

It is well known that sufficiently regular, one-dimensional payoff functions have an explicit static hedge by bonds, forward contracts, and options in a continuum of strikes. An easy and natural extension of the corresponding representation leads to static hedges based on the same instruments along with traffic light options, which have recently been introduced in the market. It is well known that the second strike derivative of non-discounted prices of vanilla options is related to the risk-neutral density of the underlying asset price in the corresponding absolutely continuous settings. Similar statements hold for traffic light options in sufficiently regular, bivariate settings.

Performance analysis of an optical network employing waveband and traffic grooming

This paper analyses an optical network architecture composed by an arrangement of nodes equipped with multi-granular optical cross-connects (MG-OXCs) in addition to the usual optical cross-connects (OXCs). Then, selected network nodes can perform both waveband as well as traffic grooming operations and our goal is to assess the improvement on network performance brought by these additional capabilities. Specifically, the influence of the MG-OXC multi-granularity on the blocking probability is evaluated for 16 classes of service over a network based on the NSFNet topology. A mechanism of fairness in bandwidth capacity is also added to the connection admission control to manage the blocking probabilities of all kind of bandwidth requirements. Comprehensive computational simulation are carried out to compare eight distinct node architectures, showing that an adequate combination of waveband and single-wavelength ports of the MG-OXCs and OXCs allow a more efficient operation of a WDM optical network carrying multi-rate traffic.

Credit assignment: The memory representation of dynamic task events

The experiment examined the influence of memory for prior instances on aircraft conflict detection. Participants saw pairs of similar aircraft repeatedly conflict with each other. Performance improvements suggest that participants credited the conflict status of familiar aircraft pairs to repeated static features such as speed, and dynamic features such as aircraft relative position. Participants missed conflicts when a conflict pair resembled a pair that had repeatedly passed safely. Participants either did not attend to, or interpret, the bearing of aircraft correctly as a result of false memory-based expectations. Implications for instance models and situational awareness in dynamic systems are discussed.

Comparative respiratory toxicity of particles produced by traffic and sugar cane burning

The impact of particle emissions by biomass burning is increasing throughout the world. We explored the toxicity of particulate matter produced by sugar cane burning and compared these effects with equivalent mass of traffic-derived particles. For this purpose, BALB/c mice received a single intranasal instillation of either distilled water (C) or total suspended particles (15 mu g) from an urban area (SP group) or biomass burning-derived particles (Bio group). Lung mechanical parameters (total, resistive and viscoelastic pressures, static elastance, and elastic component of viscoelasticity) and histology were analyzed 24h after instillation. Trace elements and polycyclic aromatic hydrocarbons (PAHs) metabolites of the two sources of particles were determined. All mechanical parameters increased similarly in both pollution groups compared with control, except airway resistive pressure, which increased only in Bio. Both exposed groups showed significantly higher fraction area of alveolar collapse, and influx of polymorphonuclear cells in lung parenchyma than C. The composition analysis of total suspended particles showed higher concentrations of PAHs and lower concentration of metals in traffic than in biomass burning-derived particles. In conclusion, we demonstrated that a single low dose of ambient particles, produced by traffic and sugar cane burning, induced significant alterations in pulmonary mechanics and lung histology in mice. Parenchymal changes were similar after exposure to both particle sources, whereas airway mechanics was more affected by biomass-derived particles. Our results indicate that biomass particles were at least as toxic as those produced by traffic. (C) 2008 Elsevier Inc. All rights reserved.

Schedulability analysis of generalized multiframe traffic on multihop-networks comprising software-implemented ethernet switches

Consider a multihop network comprising Ethernet switches. The traffic is described with flows and each flow is characterized by its source node, its destination node, its route and parameters in the generalized multiframe model. Output queues on Ethernet switches are scheduled by static-priority scheduling and tasks executing on the processor in an Ethernet switch are scheduled by stride scheduling. We present schedulability analysis for this setting.

Global static-priority preemptive multiprocessor scheduling with utilization bound 38%

Consider the problem of scheduling real-time tasks on a multiprocessor with the goal of meeting deadlines. Tasks arrive sporadically and have implicit deadlines, that is, the deadline of a task is equal to its minimum inter-arrival time. Consider this problem to be solved with global static-priority scheduling. We present a priority-assignment scheme with the property that if at most 38% of the processing capacity is requested then all deadlines are met.

EFFECTS OF COMPACTION DUE TO MACHINERY TRAFFIC ON SOIL PORE CONFIGURATION

Soil compaction has been recognized as a severe problem in mechanized agriculture and has an influence on many soil properties and processes. Yet, there are few studies on the long-term effects of soil compaction, and the development of soil compaction has been shown through a limited number of soil parameters. The objectives of this study were to evaluate the persistence of soil compaction effects (three traffic treatments: T0, without traffic; T3, three tractor passes; and T5, five tractor passes) on pore system configuration, through static and dynamic determinations; and to determine changes in soil pore orientation due to soil compaction through measurement of hydraulic conductivity of saturated soil in samples taken vertically and horizontally. Traffic led to persistent changes in all the dynamic indicators studied (saturated hydraulic conductivity, K0; effective macro- and mesoporosity, εma and εme), with significantly lower values of K0, εma, and εme in the T5 treatment. The static indicators of bulk density (BD), derived total porosity (TP), and total macroporosity (θma) did not vary significantly among the treatments. This means that machine traffic did not produce persistent changes on these variables after two years. However, the orientation of the soil pore system was modified by traffic. Even in T0, there were greater changes in K0 measured in the samples taken vertically than horizontally, which was more related to the presence of vertical biopores, and to isotropy of K0 in the treatments with machine traffic. Overall, the results showed that dynamic indicators are more sensitive to the effects of compaction and that, in the future, static indicators should not be used as compaction indicators without being complemented by dynamic indicators.

Development of a New Process for Determining Design Year Traffic Demands, TR-528, 2007

Researchers should continuously ask how to improve the models we rely on to make financial decisions in terms of the planning, design, construction, and maintenance of roadways. This project presents an alternative tool that will supplement local decision making but maintain a full appreciation of the complexity and sophistication of today’s regional model and local traffic impact study methodologies. This alternative method is tailored to the desires of local agencies, which requested a better, faster, and easier way to evaluate land uses and their impact on future traffic demands at the sub-area or project corridor levels. A particular emphasis was placed on scenario planning for currently undeveloped areas. The scenario planning tool was developed using actual land use and roadway information for the communities of Johnston and West Des Moines, Iowa. Both communities used the output from this process to make regular decisions regarding infrastructure investment, design, and land use planning. The City of Johnston case study included forecasting future traffic for the western portion of the city within a 2,600-acre area, which included 42 intersections. The City of West Des Moines case study included forecasting future traffic for the city’s western growth area covering over 30,000 acres and 331 intersections. Both studies included forecasting a.m. and p.m. peak-hour traffic volumes based upon a variety of different land use scenarios. The tool developed took goegraphic information system (GIS)-based parcel and roadway information, converted the data into a graphical spreadsheet tool, allowed the user to conduct trip generation, distribution, and assignment, and then to automatically convert the data into a Synchro roadway network which allows for capacity analysis and visualization. The operational delay outputs were converted back into a GIS thematic format for contrast and further scenario planning. This project has laid the groundwork for improving both planning and civil transportation decision making at the sub-regional, super-project level.

G+: Enhanced Traffic Grooming in WDM Mesh Networks using Lighttours

In this article, a new technique for grooming low-speed traffic demands into high-speed optical routes is proposed. This enhancement allows a transparent wavelength-routing switch (WRS) to aggregate traffic en route over existing optical routes without incurring expensive optical-electrical-optical (OEO) conversions. This implies that: a) an optical route may be considered as having more than one ingress node (all inline) and, b) traffic demands can partially use optical routes to reach their destination. The proposed optical routes are named "lighttours" since the traffic originating from different sources can be forwarded together in a single optical route, i.e., as taking a "tour" over different sources towards the same destination. The possibility of creating lighttours is the consequence of a novel WRS architecture proposed in this article, named "enhanced grooming" (G+). The ability to groom more traffic in the middle of a lighttour is achieved with the support of a simple optical device named lambda-monitor (previously introduced in the RingO project). In this article, we present the new WRS architecture and its advantages. To compare the advantages of lighttours with respect to classical lightpaths, an integer linear programming (ILP) model is proposed for the well-known multilayer problem: traffic grooming, routing and wavelength assignment The ILP model may be used for several objectives. However, this article focuses on two objectives: maximizing the network throughput, and minimizing the number of optical-electro-optical conversions used. Experiments show that G+ can route all the traffic using only half of the total OEO conversions needed by classical grooming. An heuristic is also proposed, aiming at achieving near optimal results in polynomial time

Helsinki hub – new traffic flows and business networks

This thesis is the Logistics Development Forum's assignment and the work dealing with the development of the Port of Helsinki as part of Helsinki hub. The Forum aims to develop logistics efficiency through public-private co-operation and development of the port is clearly dependent on both factors. Freight volumes in the Port of Helsinki are the biggest single factor in hub and, therefore, the role of the port of the entire hub development is strong. The aim is to look at how the port will develop as a result of changes in the foreign trade of Finland and the Northern European logistics trends in 25 years time period. Work includes the current state analysis and scenario work. The analyses are intended to find out, which trends are the most important in the port volume development. The change and effect of trends is examined through scenarios based on current state. Based on the work, the structure of Finnish export industry and international demand are in the key role in the port volume development. There is significant difference between demands of Finnish exporting products in different export markets and the development between the markets has different impacts on the port volumes by mass and cargo type. On the other hand, the Finnish economy is stuck in a prolonged recession and competition between ports has become a significant factor in the individual port's volume development. Ecological valuesand regulations have changed the competitive landscape and maritime transport emissions reductions has become an important competitive factor for short routes in the Baltic Sea, such as in the link between Helsinki and Tallinn.

A Trainable Object Detection System: Car Detection in Static Images

This paper describes a general, trainable architecture for object detection that has previously been applied to face and peoplesdetection with a new application to car detection in static images. Our technique is a learning based approach that uses a set of labeled training data from which an implicit model of an object class -- here, cars -- is learned. Instead of pixel representations that may be noisy and therefore not provide a compact representation for learning, our training images are transformed from pixel space to that of Haar wavelets that respond to local, oriented, multiscale intensity differences. These feature vectors are then used to train a support vector machine classifier. The detection of cars in images is an important step in applications such as traffic monitoring, driver assistance systems, and surveillance, among others. We show several examples of car detection on out-of-sample images and show an ROC curve that highlights the performance of our system.

G+: Enhanced Traffic Grooming in WDM Mesh Networks using Lighttours

In this article, a new technique for grooming low-speed traffic demands into high-speed optical routes is proposed. This enhancement allows a transparent wavelength-routing switch (WRS) to aggregate traffic en route over existing optical routes without incurring expensive optical-electrical-optical (OEO) conversions. This implies that: a) an optical route may be considered as having more than one ingress node (all inline) and, b) traffic demands can partially use optical routes to reach their destination. The proposed optical routes are named "lighttours" since the traffic originating from different sources can be forwarded together in a single optical route, i.e., as taking a "tour" over different sources towards the same destination. The possibility of creating lighttours is the consequence of a novel WRS architecture proposed in this article, named "enhanced grooming" (G+). The ability to groom more traffic in the middle of a lighttour is achieved with the support of a simple optical device named lambda-monitor (previously introduced in the RingO project). In this article, we present the new WRS architecture and its advantages. To compare the advantages of lighttours with respect to classical lightpaths, an integer linear programming (ILP) model is proposed for the well-known multilayer problem: traffic grooming, routing and wavelength assignment The ILP model may be used for several objectives. However, this article focuses on two objectives: maximizing the network throughput, and minimizing the number of optical-electro-optical conversions used. Experiments show that G+ can route all the traffic using only half of the total OEO conversions needed by classical grooming. An heuristic is also proposed, aiming at achieving near optimal results in polynomial time

Multi-objective optimization scheme for static and dynamic multicast flows

Muchas de las nuevas aplicaciones emergentes de Internet tales como TV sobre Internet, Radio sobre Internet,Video Streamming multi-punto, entre otras, necesitan los siguientes requerimientos de recursos: ancho de banda consumido, retardo extremo-a-extremo, tasa de paquetes perdidos, etc. Por lo anterior, es necesario formular una propuesta que especifique y provea para este tipo de aplicaciones los recursos necesarios para su buen funcionamiento. En esta tesis, proponemos un esquema de ingeniería de tráfico multi-objetivo a través del uso de diferentes árboles de distribución para muchos flujos multicast. En este caso, estamos usando la aproximación de múltiples caminos para cada nodo egreso y de esta forma obtener la aproximación de múltiples árboles y a través de esta forma crear diferentes árboles multicast. Sin embargo, nuestra propuesta resuelve la fracción de la división del tráfico a través de múltiples árboles. La propuesta puede ser aplicada en redes MPLS estableciendo rutas explícitas en eventos multicast. En primera instancia, el objetivo es combinar los siguientes objetivos ponderados dentro de una métrica agregada: máxima utilización de los enlaces, cantidad de saltos, el ancho de banda total consumido y el retardo total extremo-a-extremo. Nosotros hemos formulado esta función multi-objetivo (modelo MHDB-S) y los resultados obtenidos muestran que varios objetivos ponderados son reducidos y la máxima utilización de los enlaces es minimizada. El problema es NP-duro, por lo tanto, un algoritmo es propuesto para optimizar los diferentes objetivos. El comportamiento que obtuvimos usando este algoritmo es similar al que obtuvimos con el modelo. Normalmente, durante la transmisión multicast los nodos egresos pueden salir o entrar del árbol y por esta razón en esta tesis proponemos un esquema de ingeniería de tráfico multi-objetivo usando diferentes árboles para grupos multicast dinámicos. (en el cual los nodos egresos pueden cambiar durante el tiempo de vida de la conexión). Si un árbol multicast es recomputado desde el principio, esto podría consumir un tiempo considerable de CPU y además todas las comuicaciones que están usando el árbol multicast serán temporalmente interrumpida. Para aliviar estos inconvenientes, proponemos un modelo de optimización (modelo dinámico MHDB-D) que utilice los árboles multicast previamente computados (modelo estático MHDB-S) adicionando nuevos nodos egreso. Usando el método de la suma ponderada para resolver el modelo analítico, no necesariamente es correcto, porque es posible tener un espacio de solución no convexo y por esta razón algunas soluciones pueden no ser encontradas. Adicionalmente, otros tipos de objetivos fueron encontrados en diferentes trabajos de investigación. Por las razones mencionadas anteriormente, un nuevo modelo llamado GMM es propuesto y para dar solución a este problema un nuevo algoritmo usando Algoritmos Evolutivos Multi-Objetivos es propuesto. Este algoritmo esta inspirado por el algoritmo Strength Pareto Evolutionary Algorithm (SPEA). Para dar una solución al caso dinámico con este modelo generalizado, nosotros hemos propuesto un nuevo modelo dinámico y una solución computacional usando Breadth First Search (BFS) probabilístico. Finalmente, para evaluar nuestro esquema de optimización propuesto, ejecutamos diferentes pruebas y simulaciones. Las principales contribuciones de esta tesis son la taxonomía, los modelos de optimización multi-objetivo para los casos estático y dinámico en transmisiones multicast (MHDB-S y MHDB-D), los algoritmos para dar solución computacional a los modelos. Finalmente, los modelos generalizados también para los casos estático y dinámico (GMM y GMM Dinámico) y las propuestas computacionales para dar slución usando MOEA y BFS probabilístico.

Performance of asynchronous channel assignment scheme in non-uniform and dynamic topology WLANs

Dense deployments of wireless local area networks (WLANs) are fast becoming a permanent feature of all developed cities around the world. While this increases capacity and coverage, the problem of increased interference, which is exacerbated by the limited number of channels available, can severely degrade the performance of WLANs if an effective channel assignment scheme is not employed. In an earlier work, an asynchronous, distributed and dynamic channel assignment scheme has been proposed that (1) is simple to implement, (2) does not require any knowledge of the throughput function, and (3) allows asynchronous channel switching by each access point (AP). In this paper, we present extensive performance evaluation of this scheme when it is deployed in the more practical non-uniform and dynamic topology scenarios. Specifically, we investigate its effectiveness (1) when APs are deployed in a nonuniform fashion resulting in some APs suffering from higher levels of interference than others and (2) when APs are effectively switched `on/off' due to the availability/lack of traffic at different times, which creates a dynamically changing network topology. Simulation results based on actual WLAN topologies show that robust performance gains over other channel assignment schemes can still be achieved even in these realistic scenarios.

An asynchronous distributed dynamic channel assignment scheme for dense WLANs

Wireless local area networks (WLANs) have changed the way many of us communicate, work, play and live. Due to its popularity, dense deployments are becoming a norm in many cities around the world. However, increased interference and traffic demands can severely limit the aggregate throughput achievable if an effective channel assignment scheme is not used. In this paper, we propose an enhanced asynchronous distributed and dynamic channel assignment scheme that is simple to implement, does not require any knowledge of the throughput function, allows asynchronous channel switching by each access point (AP) and is superior in performance. Simulation results show that our proposed scheme converges much faster than previously reported synchronous schemes, with a reduction in convergence time and channel switches by tip to 73.8% and 30.0% respectively.