Dynamically balanced and plausible trajectory planning for human-like characters

International audience

Essays on the term structure of interest rates

This PhD thesis contains three main chapters on macro finance, with a focus on the term structure of interest rates and the applications of state-of-the-art Bayesian econometrics. Except for Chapter 1 and Chapter 5, which set out the general introduction and conclusion, each of the chapters can be considered as a standalone piece of work. In Chapter 2, we model and predict the term structure of US interest rates in a data rich environment. We allow the model dimension and parameters to change over time, accounting for model uncertainty and sudden structural changes. The proposed time-varying parameter Nelson-Siegel Dynamic Model Averaging (DMA) predicts yields better than standard benchmarks. DMA performs better since it incorporates more macro-finance information during recessions. The proposed method allows us to estimate plausible real-time term premia, whose countercyclicality weakened during the financial crisis. Chapter 3 investigates global term structure dynamics using a Bayesian hierarchical factor model augmented with macroeconomic fundamentals. More than half of the variation in the bond yields of seven advanced economies is due to global co-movement. Our results suggest that global inflation is the most important factor among global macro fundamentals. Non-fundamental factors are essential in driving global co-movements, and are closely related to sentiment and economic uncertainty. Lastly, we analyze asymmetric spillovers in global bond markets connected to diverging monetary policies. Chapter 4 proposes a no-arbitrage framework of term structure modeling with learning and model uncertainty. The representative agent considers parameter instability, as well as the uncertainty in learning speed and model restrictions. The empirical evidence shows that apart from observational variance, parameter instability is the dominant source of predictive variance when compared with uncertainty in learning speed or model restrictions. When accounting for ambiguity aversion, the out-of-sample predictability of excess returns implied by the learning model can be translated into significant and consistent economic gains over the Expectations Hypothesis benchmark.

Rangeland profitability in the northern Gulf region of Queensland: understanding beef business complexity and the subsequent impact on land resource management and environmental outcomes

The farm-gate value of extensive beef production from the northern Gulf region of Queensland, Australia, is ~$150 million annually. Poor profitability and declining equity are common issues for most beef businesses in the region. The beef industry relies primarily on native pasture systems and studies continue to report a decline in the condition and productivity of important land types in the region. Governments and Natural Resource Management groups are investing significant resources to restore landscape health and productivity. Fundamental community expectations also include broader environmental outcomes such as reducing beef industry greenhouse gas emissions. Whole-of-business analysis results are presented from 18 extensive beef businesses (producers) to highlight the complex social and economic drivers of management decisions that impact on the natural resource and environment. Business analysis activities also focussed on improving enterprise performance. Profitability, herd performance and greenhouse emission benchmarks are documented and discussed.

Garbage collection optimization for non uniform memory access architectures

Cache-coherent non uniform memory access (ccNUMA) architecture is a standard design pattern for contemporary multicore processors, and future generations of architectures are likely to be NUMA. NUMA architectures create new challenges for managed runtime systems. Memory-intensive applications use the system’s distributed memory banks to allocate data, and the automatic memory manager collects garbage left in these memory banks. The garbage collector may need to access remote memory banks, which entails access latency overhead and potential bandwidth saturation for the interconnection between memory banks. This dissertation makes five significant contributions to garbage collection on NUMA systems, with a case study implementation using the Hotspot Java Virtual Machine. It empirically studies data locality for a Stop-The-World garbage collector when tracing connected objects in NUMA heaps. First, it identifies a locality richness which exists naturally in connected objects that contain a root object and its reachable set— ‘rooted sub-graphs’. Second, this dissertation leverages the locality characteristic of rooted sub-graphs to develop a new NUMA-aware garbage collection mechanism. A garbage collector thread processes a local root and its reachable set, which is likely to have a large number of objects in the same NUMA node. Third, a garbage collector thread steals references from sibling threads that run on the same NUMA node to improve data locality. This research evaluates the new NUMA-aware garbage collector using seven benchmarks of an established real-world DaCapo benchmark suite. In addition, evaluation involves a widely used SPECjbb benchmark and Neo4J graph database Java benchmark, as well as an artificial benchmark. The results of the NUMA-aware garbage collector on a multi-hop NUMA architecture show an average of 15% performance improvement. Furthermore, this performance gain is shown to be as a result of an improved NUMA memory access in a ccNUMA system. Fourth, the existing Hotspot JVM adaptive policy for configuring the number of garbage collection threads is shown to be suboptimal for current NUMA machines. The policy uses outdated assumptions and it generates a constant thread count. In fact, the Hotspot JVM still uses this policy in the production version. This research shows that the optimal number of garbage collection threads is application-specific and configuring the optimal number of garbage collection threads yields better collection throughput than the default policy. Fifth, this dissertation designs and implements a runtime technique, which involves heuristics from dynamic collection behavior to calculate an optimal number of garbage collector threads for each collection cycle. The results show an average of 21% improvements to the garbage collection performance for DaCapo benchmarks.

Using ICT Energy consumption for monitoring ICT architecture

Energy efficient policies are being applied to network protocols, devices and classical network management systems. Researchers have already studied in depth each of those fields, including for instance a long monitoring processes of various number of individual ICT equipment from where power models are constructed. With the development of smart meters and emerging protocols such as SNMP and NETCONF, currently there is an open field to couple the power models, translated to the expected behavior, with the realtime energy measurements. The goal is to derive a comparison on the power data between both of the processes in the direction of detection for possible deviations on the expected results. The logical assumption is that a fault in the usage of a particular device will not only increase its own energy usage, but also may cause additional consumption on the other devices part of the network. A platform is developed to monitor and analyze the retrieved power data of a simulated enterprise ICT infrastructure. Moreover, smart algorithms are developed which are aware of the different states that are occurring on each device during their typical use phase, as well as to detect and isolate possible anomalies. The produced results are obtained and validated with the use of Cisco switches and routers, Dell Precision stations and Raritan PDU as part of the monitored infrastructure.

Análisis de rendimiento y profiling del modelo WRF en un clúster HPC

El modelo de investigación y pronóstico climático (WRF) es un sistema completamente funcional de modelado que permite realizar investigación atmosférica y predicción meteorológica. WRF fue desarrollado con énfasis en la eficiencia, portabilidad, facilidad de mantenimiento, escalabilidad y productividad, lo que ha permitido que sea implementado con éxito en una amplia variedad de equipos HPC. Por esta razón, el tamaño de los problemas a los que WRF da soporte ha incrementado, por lo que el entendimiento de la dependencia del WRF con los diversos elementos de clúster, como la CPU, interconexiones y librerías, son cruciales para permitir predicciones eficientes y de alta productividad. En este contexto, el presente manuscrito estudia la escalabilidad de WRF en un equipo HPC, tomando en consideración tres parámetros: número de CPUs y nodos, comunicaciones y librerías. Para esto, dos benchmarks son llevados a cabo sobre un clúster de alto rendimiento dotado de una red GigaEthernet, los cuales permiten establecer la relación entre escalabilidad y los tres parámetros estudiados, y particularmente demuestran la sensibilidad del WRF a la comunicación inter-nodo. Dicho factor es esencial para mantener la escalabilidad y el aumento de la productividad al añadir nodos en el clúster.

Easy PRAM-based High-performance Parallel Programming with ICE

A poster of this paper will be presented at the 25th International Conference on Parallel Architecture and Compilation Technology (PACT ’16), September 11-15, 2016, Haifa, Israel.

La notion de « qualité » des publications dans l’évaluation de la recherche et des chercheurs en sciences humaines et sociales: Le potentiel de l’Open Access pour dépasser le paradoxe des prescriptions en matière de qualité et l’ambivalence de leur perception par les chercheurs en sciences de la communication

1. Un premier apport de notre travail consiste à proposer un cadre théorique, analytique et conceptuel original, permettant d'approcher la notion de qualité des publications en SHS (sciences humaines et sociales) et en sciences de la communication de façon à la fois holistique et dynamique, en tant qu'elle fait l'objet de descriptions et de jugements multiples, émis par une diversité de parties prenantes, au sein et en dehors des milieux académiques. Pour ce faire, il s'agira de considérer la qualité dans ses différentes dimensions constitutives (approche holistique) tout en l'inscrivant dans le cadre d'évolutions tendancielles en matière de publication scientifique (approche dynamique) et en tenant compte de la qualité telle qu'elle est prescrite, souhaitée et mise en oeuvre par les différentes parties prenantes (chercheurs et entités prescriptrices, aux niveaux politique et managérial). En croisant de façon systématique ces trois approches - approche multidimensionnelle, rapport aux prescrits et aux souhaits, et étude des évolutions tendancielles -, il s’avérera possible d'évaluer l'incidence des différentes tendances en matière de publication scientifique – i.e. tendances à la massification, à l'internationalisation, à l' « exotérisation » (i.e. à l'ouverture vers le monde extérieur, au-delà des pairs), à la « gestionnarisation » (i.e. à l'usage des publications dans la gestion dela recherche et des chercheurs, en particulier en situation d'évaluation), à la commercialisation et à l' « enlignement » (i.e. à la mise en ligne, sur Internet) – ainsi que des prescriptions managériales et politiques qui les initient, les stimulent ou les prolongent à des degrés divers, sur la qualité de l'activité même de publier, et sur celle des différents types génériques et spécifiques d'objets publiés.2. En appliquant cette triple approche aux SHS et, plus particulièrement, au cas des sciences de la communication, nous montrerons comment la plupart des évolutions tendancielles qui sont discutées ici ainsi que des prescrits politiques et managériaux qui y affèrent aboutissent à valoriser principalement, en situation d'évaluation de la recherche et des chercheurs, la publication d'un grand nombre d'articles dans des revues savantes internationales de premier plan, destinés avant tout aux pairs, et à dévaloriser les publications, ouvertes à des publics plus locaux, rédigées en langue vernaculaire, ou qui se consacreraient à la résolution de problèmes de société. En particulier, à la faveur de la tendance à la « gestionnarisation » des publications, l'article de revue savante internationale de premier plan, ainsi que les citations qui lui sont faites par les seuls pairs, sont posés en indicateurs de performance de tout premier plan, « fixant » ainsi les pratiques de recherche et de publication des chercheurs. Cette « fixion » sera d'autant plus marquée que les indicateurs bibliométriques, à l'échelon national, seront intégrés à des processus de financement public de la recherche fondés sur les performances, et que, à l'échelon international, les indicateurs joueront un rôle prépondérant dans l'établissement des rankings des universités ainsi que des benchmarks des systèmes nationaux et régionaux de recherche. Pour autant, des prescriptions politiques sont également édictées, principalement au niveau européen, dans l'optique de la mise en oeuvre, au sein de l'Espace européen de la recherche et, dans une moindre mesure, de l'Espace européen de l'enseignement supérieur, d'une économie de la connaissance compétitive à l'échelon global et, plus particulièrement, d'un « mode 2 » de production des connaissances, qui insistent sur l'importance de davantage valoriser les résultats de la recherche, interdisciplinaire et coopérative, auprès de parties prenantes extra-académiques. En résulte une relation paradoxale entre la tendance à l'exotérisation de la recherche et des publications, et les prescrits de gestionnarisation des publications, ainsi qu'entre les prescriptions qui les sous-tendent respectivement.3. Or l'enquête que nous avons menée auprès des membres de trois sociétés savantes internationales en sciences de la communication montre combien les chercheurs de cette discipline ont désormais bien intégré les critères de qualité promus par les prescrits politiques et managériaux soutenant l'instauration d'une nouvelle « culture de la publication », à la croisée des tendances à la massification, à l'internationalisation et à la gestionnarisation des publications. Pour autant, des entretiens approfondis menés auprès de chercheurs en sciences de la communication actifs en Belgique francophone et néerlandophone n'en révèlent pas moins que ces derniers développent une attitude foncièrement ambivalente envers la culture du « publish or perish » et à l'égard de prescriptions qui sur-valorisent les revues savantes internationales de premier plan, en situation d'évaluation de la recherche et des chercheurs. D'une part, en effet, les chercheurs avec qui nous nous sommes entretenus estiment que la nouvelle culture de la publication joue un rôle bénéfique dans la professionnalisation et dans le développement d'une culture véritablement scientifique dans les sciences de la communication. Partant, la plupart d'entre eux développent des stratégies visant à aligner leurs pratiques de publication sur les prescrits. D'autre part, plusieurs répondants n'en regrettent pas moins le caractère réducteur de la survalorisation des revues savantes internationales de premier plan dans l'évaluation, et souhaitent qu'une plus grande diversité de types de publication soit prise en compte par les évaluateurs. Afin de concilier « qualité prescrite » et « qualité souhaitée » dans la qualité de leur activité effective de publication et dans celle des objets effectivement publiés (« qualité réelle »), il arrive dès lors à ces chercheurs de « bricoler » avec les prescriptions. Par ailleurs, la plupart des répondants, davantage cependant en FédérationWallonie-Bruxelles qu'en Flandre, où le financement public de la recherche est d'ores et déjà fondé en partie sur des indicateurs bibliométriques et revue-métriques, regrettent le manque d'explicite dans la formulation des prescriptions – ces dernières prenant régulièrement la forme de « scripts » plus indirects et/ou implicites, plutôt que de normes et de règles stricto sensu –, ainsi que l'absence de seuil quantitatif minimal à atteindre.4. Il nous semble par conséquent, dans une optique plus normative, que le dépôt systématique des différents types de publication produits par les chercheurs en SHS et en sciences de la communication sur des répertoires numériques institutionnels (Open Access Green) serait de nature à (contribuer à) résoudre le paradoxe des prescriptions en matière de « qualité prescrite », ainsi que l'ambivalence des perceptions des chercheurs en matière de « qualité souhaitée ». En effet, le dépôt des publications sur des répertoires institutionnels ouvre des opportunités inédites de renouveler la conversation savante qui se structure autour des objets publiés, au sein de la communauté argumentative (Kommunikationsgemeinschaft) des pairs, par le biais notamment de la revue par les pairs ouverte et grâce à la possibilité de commenter ad libitum les publications disséminées en Open Access. mais également en rendant les résultats de la recherche aisément accessibles et ré-utilisables par des parties prenantes extra-académiques. Les opportunités liées au dépôt des publications sur des répertoires Open Access (Green), en termes de qualité tant épistémique que pragmatiquede ces dernières, seront d'autant plus fécondes que le dépôt des travaux sur les répertoires institutionnels s'articulera à l'usage, par le chercheur, des instruments idoines, génériques ou dédiés, du Web participatif (Wikis, blogues, micro-blogues, réseaux sociaux, outils de partage de signets et de listes bibliographiques). Par ailleurs, les dépôts numériques fonctionnent désormais en tant qu'« outils de transparence », susceptibles de donner davantage de visibilité à des productions de recherche et des types de publication diversifiés. En situation d'évaluation de la recherche et des chercheurs, le recours aux dépôts institutionnels - pour autant qu'un mandat prescrive le dépôt de tous les travaux produits par les chercheurs de l'institution – permettrait aux évaluateurs de fonder leur jugement sur une gamme plus large et plus représentative de types de publication et de formes de communication en SHS et en sciences de la communication. De plus, grâce à la dissémination en Open Access, en conjonction avec l'usage d'une diversité d'outils du Web participatif, il devient mieux possible de soumettre les différents types de publication archivés et publiés en libre accès à des indicateurs de performance eux-mêmes diversifiés – bibliométriques, mais également « webométriques » et « altmétriques » -, fondés sur les articles plutôt que sur les revues et mieux adaptés à la diversité de leurs impacts, tant au sein qu'en dehors du cercle des pairs.5. Partant, l'Open Access (Green) nous apparaît in fine comme étant doté d'un potentiel important, en matière d'intégration de la recherche et des chercheurs en SHS et en sciences de la communication à la mise en place – au-delà d'une économie de la connaissance - d'une véritable société de la connaissance, ainsi qu'aux processus d'innovation techno-industrielle, sociale et intellectuelle qui la sous-tendent.

Effective Learning-Based Hybrid Search for Bandwidth Coloring

International audience

Report of the Working Group for the Bay of Biscay and the Iberian waters Ecoregion (WGBIE). 13-19 May 2016, ICES HQ, Copenhagen, Denmark

The ICES Working Group for the Bay of Biscay and the Iberic waters Ecoregion (WGBIE) met in Copenhagen, Denmark during 13–14 May 2016. There were 22 stocks in its remit distributed from ICES Divisions 3.a–4.a though mostly distributed in Sub Areas 7, 8 and 9. There were 21 participants, some of whom joined the meeting re-motely. The group was tasked with conducting assessments of stock status for 22 stocks using analytical, forecast methods or trends indicators to provide catch forecasts for eight stocks and provide a first draft of the ICES advice for 2016 for fourteen stocks. For the remaining stocks, the group had to update catch information and indices of abundance where needed. Depending on the result of this update, namely if it would change the perception of the stock, the working group drafted new advice. Analytical assessments using age-structured models were conducted for the northern and southern stocks of megrim and the Bay of Biscay sole. The two hake stocks and one southern stock of anglerfish were assessed using models that allow the use of only length-structured data (no age data). A surplus-production model, without age or length structure, was used to assess the second southern stocks of anglerfish. No ana-lytical assessments have been provided for the northern stocks of anglerfish after 2006. This is mostly due to ageing problems and to an increase in discards in recent years, for which there is no reliable data at the stock level. The state of stocks for which no analytical assessment could be performed was inferred from examination of commer-cial LPUE or CPUE data and from survey information. Three nephrops stocks from the Bay of Biscay and the Iberian waters are scheduled for benchmark assessments in October 2016. The WGBIE meeting spent some time review-ing the progress towards the benchmark (see Annex 6) together with longer term benchmarks (2017 and after, see section 1.) for sea bass in the Bay of Biscay, all an-glerfish and hake stocks assessed by the WG. For the northern megrim stock, the sched-ule an inter-benchmark meeting was completed successfully and the group reviewed the outcome and accepted the category 1 update assessment. A recurrent issue significantly constrained the group’s ability to address the terms of reference this year. Despite an ICES data call with a deadline of six weeks before the meeting, data for several stocks were resubmitted during the meeting which lead to increased workloads during the working group, as in that case, the assessments could not be carried out in National Laboratories prior to the meeting as mentioned in the ToRs. This is an important matter of concerns for the group members. Section 1 of the report presents a summary by stock and discusses general issues. Sec-tion 2 provides descriptions of the relevant fishing fleets and surveys used in the as-sessment of the stocks. Sections 3–18 contains the single stock assessments.

Colombian mutual funds that invest in stocks: Do they create value?

Esta investigación evalúa el desempeño de 73 fondos de inversión colectiva (FIC) colombianos enfocados en acciones de 2005 a 2015 -- Para cuantificar el valor generado por estos fondos en comparación con sus respectivos activos de referencia (“benchmarks”), se calcula el alfa de Jensen mediante dos metodologías de regresión: Mínimos Cuadrados Ordinarios (MCO) y Regresión por Cuantiles -- También se analiza si estos fondos muestran evidencia de “market timing” o no, utilizando dos modelos: efecto cuadrático y variable binaria interactiva -- De igual manera, nuestro estudio propone la creación de una empresa privada en Colombia que provea a los inversores de información precisa sobre las características y desempeño histórico de estos fondos de inversión colectiva, como lo hace Morningstar Inc. en Estados Unidos -- Esto permitiría a los inversores seleccionar los fondos con mejores perspectivas y, como es de esperarse, haría este mercado más eficiente y atractivo para nuevos inversores potenciales

Development of a cargo screening process simulator: a first approach

The efficiency of current cargo screening processes at sea and air ports is largely unknown as few benchmarks exists against which they could be measured. Some manufacturers provide benchmarks for individual sensors but we found no benchmarks that take a holistic view of the overall screening procedures and no benchmarks that take operator variability into account. Just adding up resources and manpower used is not an effective way for assessing systems where human decision-making and operator compliance to rules play a vital role. Our aim is to develop a decision support tool (cargo-screening system simulator) that will map the right technology and manpower to the right commodity-threat combination in order to maximise detection rates. In this paper we present our ideas for developing such a system and highlight the research challenges we have identified. Then we introduce our first case study and report on the progress we have made so far.

Modelling and analysing cargo screening processes: a project outline

The efficiency of current cargo screening processes at sea and air ports is unknown as no benchmarks exists against which they could be measured. Some manufacturer benchmarks exist for individual sensors but we have not found any benchmarks that take a holistic view of the screening procedures assessing a combination of sensors and also taking operator variability into account. Just adding up resources and manpower used is not an effective way for assessing systems where human decision-making and operator compliance to rules play a vital role. For such systems more advanced assessment methods need to be used, taking into account that the cargo screening process is of a dynamic and stochastic nature. Our project aim is to develop a decision support tool (cargo-screening system simulator) that will map the right technology and manpower to the right commodity-threat combination in order to maximize detection rates. In this paper we present a project outline and highlight the research challenges we have identified so far. In addition we introduce our first case study, where we investigate the cargo screening process at the ferry port in Calais.

Contextualising change through a common strategy

European universities are currently going through a process of change in order to meet the common goals set for higher education by the European Commission. They are revising their educational models to adjust them to the guidelines of the ‘‘Bologna Process’’ and are devising an institutional strategy for its implementation. In practical terms, this means aligning former national degrees and diplomas to standard European Bachelor and Masters degrees and PhD doctorates, by creating acknowledged professional qualification benchmarks that also include adjusted course lengths and contents. This process, in the end, mostly affects academic staff members who have a fundamental role to play in carrying out the pedagogical reforms on the teaching front. Besides presenting a commentary on the institutional approach of one particular technical university in Spain, the purpose of this paper is to propose, from the authors’ point of view as lecturers, a strategy which has the potential to create a favourable atmosphere for carrying out such a reform. The article’s main objective is to highlight a series of action points which may serve to reinforce and advance the main institutional strategy by relying on the powerful influence of its academic staff members

Referenciais para a construção do processo de enfermagem na consulta de saúde mental e psiquiatria na infância e adolescência: o processo de implementação

É na infância e adolescência que se cria a individualidade de cada ser humano, adquirem-se normas e valores dos contextos que se está inserido. Na relação com estes contextos surgem formas individuais de pensar e reagir. O enfermeiro especialista em enfermagem de saúde mental surge como elemento que ajuda os utentes na sua relação com os seus contextos internos e externos na promoção da saúde, prevenção de riscos, prestando cuidados de âmbito psicoterapêutico, socioterapêutico, psicossocial e psicoeducacional. O presente relatório descreve o processo de implementação de referenciais para a consulta de enfermagem de saúde mental infantil e juvenil. Divide-se na fase de planeamento e na fase de implementação. Na avaliação e intervenção há a necessidade de adaptação à pessoa e seu nível de desenvolvimento das estratégias usadas. Revelaram-se eficazes as estratégias de ludoterapia, musicoterapia, filmeterapia, mediadores de expressão na gestão da relação da criança e adolescente consigo e com o que o rodeia, havendo ganhos quer a nível da satisfação dos utentes e familiares, adaptação, bem-estar e autocuidado, prevenção de complicações e promoção da saúde; ABSTRACT: BENCHMARKS FOR THE CONSTRUCTION OF THE NURSING PROCESS IN MENTAL HEALTH CONSULTATION AND PSYCHIATRY IN CHILDHOOD AND ADOLESCENCE - THE IMPLEMENTATION PROCESS The individuality of each human being is created during childhood and adolescence. Norms and values of the context where each one is inserted are acquired. Individual thinking and reacting ways rise, relating to this context. The mental health nursing specialist is one element that helps users in their internal and external contexts relationship, regarding to health promotion and risk prevention with psycho therapeutic, social therapeutic, psychosocial and psychoeducational care providing. This report describes how to insert references to the children and adolescent mental health nursing consultation. It is divided in planning and implementation phases. During assessment and intervention, there is the need to adapt these strategies to each person and their level of development. Ludo therapy, music therapy, movie therapy, expression mediators, showed efficacy in children and adolescent management relationship with themselves and their surroundings, with gains both in terms of user and family satisfaction, adaptation, welfare, self-care, complications prevention and health promotion.