958 resultados para A* search algorithm


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This paper studies the effects of monetary policy on mutual fund risk taking using a sample of Portuguese fixed-income mutual funds in the 2000-2012 period. Firstly I estimate time-varying measures of risk exposure (betas) for the individual funds, for the benchmark portfolio, as well as for a representative equally-weighted portfolio, through 24-month rolling regressions of a two-factor model with two systematic risk factors: interest rate risk (TERM) and default risk (DEF). Next, in the second phase, using the estimated betas, I try to understand what portion of the risk exposure is in excess of the benchmark (active risk) and how it relates to monetary policy proxies (one-month rate, Taylor residual, real rate and first principal component of a cross-section of government yields and rates). Using this methodology, I provide empirical evidence that Portuguese fixed-income mutual funds respond to accommodative monetary policy by significantly increasing exposure, in excess of their benchmarks, to default risk rate and slightly to interest risk rate as well. I also find that the increase in fundsâ risk exposure to gain a boost in return (search-for-yield) is more pronounced following the 2007-2009 global financial crisis, indicating that the current historic low interest rates may incentivize excessive risk taking. My results suggest that monetary policy affects the risk appetite of non-bank financial intermediaries.

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The aim of this work project is to analyze the current algorithm used by EDP to estimate their clientsâ electrical energy consumptions, create a new algorithm and compare the advantages and disadvantages of both. This new algorithm is different from the current one as it incorporates some effects from temperature variations. The results of the comparison show that this new algorithm with temperature variables performed better than the same algorithm without temperature variables, although there is still potential for further improvements of the current algorithm, if the prediction model is estimated using a sample of daily data, which is the case of the current EDP algorithm.

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Combinatorial Optimization Problems occur in a wide variety of contexts and generally are NP-hard problems. At a corporate level solving this problems is of great importance since they contribute to the optimization of operational costs. In this thesis we propose to solve the Public Transport Bus Assignment problem considering an heterogeneous fleet and line exchanges, a variant of the Multi-Depot Vehicle Scheduling Problem in which additional constraints are enforced to model a real life scenario. The number of constraints involved and the large number of variables makes impracticable solving to optimality using complete search techniques. Therefore, we explore metaheuristics, that sacrifice optimality to produce solutions in feasible time. More concretely, we focus on the development of algorithms based on a sophisticated metaheuristic, Ant-Colony Optimization (ACO), which is based on a stochastic learning mechanism. For complex problems with a considerable number of constraints, sophisticated metaheuristics may fail to produce quality solutions in a reasonable amount of time. Thus, we developed parallel shared-memory (SM) synchronous ACO algorithms, however, synchronism originates the straggler problem. Therefore, we proposed three SM asynchronous algorithms that break the original algorithm semantics and differ on the degree of concurrency allowed while manipulating the learned information. Our results show that our sequential ACO algorithms produced better solutions than a Restarts metaheuristic, the ACO algorithms were able to learn and better solutions were achieved by increasing the amount of cooperation (number of search agents). Regarding parallel algorithms, our asynchronous ACO algorithms outperformed synchronous ones in terms of speedup and solution quality, achieving speedups of 17.6x. The cooperation scheme imposed by asynchronism also achieved a better learning rate than the original one.

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Contém resumo

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This paper attempts to prove that in the years 1735 to 1755 Venice was the birthplace and cradle of Modern architectural theory, generating a major crisis in classical architecture traditionally based on the Vitruvian assumption that it imitates early wooden structures in stone or in marble. According to its rationalist critics such as the Venetian Observant Franciscan friar and architectural theorist Carlo Lodoli (1690-1761) and his nineteenth-century followers, classical architecture is singularly deceptive and not true to the nature of materials, in other words, dishonest and fallacious. This questioning did not emanate from practising architects, but from Lodoli himselfâ a philosopher and educator of the Venetian patriciate â who had not been trained as an architect. The roots of this crisis lay in a new approach to architecture stemming from the new rationalist philosophy of the Enlightenment age with its emphasis on reason and universal criticism.

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Search is now going beyond looking for factual information, and people wish to search for the opinions of others to help them in their own decision-making. Sentiment expressions or opinion expressions are used by users to express their opinion and embody important pieces of information, particularly in online commerce. The main problem that the present dissertation addresses is how to model text to find meaningful words that express a sentiment. In this context, I investigate the viability of automatically generating a sentiment lexicon for opinion retrieval and sentiment classification applications. For this research objective we propose to capture sentiment words that are derived from online usersâ reviews. In this approach, we tackle a major challenge in sentiment analysis which is the detection of words that express subjective preference and domain-specific sentiment words such as jargon. To this aim we present a fully generative method that automatically learns a domain-specific lexicon and is fully independent of external sources. Sentiment lexicons can be applied in a broad set of applications, however popular recommendation algorithms have somehow been disconnected from sentiment analysis. Therefore, we present a study that explores the viability of applying sentiment analysis techniques to infer ratings in a recommendation algorithm. Furthermore, entitiesâ reputation is intrinsically associated with sentiment words that have a positive or negative relation with those entities. Hence, is provided a study that observes the viability of using a domain-specific lexicon to compute entities reputation. Finally, a recommendation system algorithm is improved with the use of sentiment-based ratings and entities reputation.

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This research intends to examine if there were significant differences on the brand engagement and on the electronic word of mouth (e-WOM)1 referral intention through Facebook between Generation X and Generation Y (also called millennials). Also, this study intends to examine if there are differences in the motivations that drive these generations to interact with brands through Facebook. Results indicated that Generation Y members consumed more content on Facebook brandsâ pages than Generation X. Also, they were more likely to have an e-WOM referral intention as well as being more driven by brand affiliation and opportunity seeking. Finally, currently employed individuals were found to contribute with more content than students. This study fills the gap in the literature by addressing how marketing professionals should market their brand and interact and engage with their customers, based on customersâ generational cohort.

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Ship tracking systems allow Maritime Organizations that are concerned with the Safety at Sea to obtain information on the current location and route of merchant vessels. Thanks to Space technology in recent years the geographical coverage of the ship tracking platforms has increased significantly, from radar based near-shore traffic monitoring towards a worldwide picture of the maritime traffic situation. The long-range tracking systems currently in operations allow the storage of ship position data over many years: a valuable source of knowledge about the shipping routes between different ocean regions. The outcome of this Master project is a software prototype for the estimation of the most operated shipping route between any two geographical locations. The analysis is based on the historical ship positions acquired with long-range tracking systems. The proposed approach makes use of a Genetic Algorithm applied on a training set of relevant ship positions extracted from the long-term storage tracking database of the European Maritime Safety Agency (EMSA). The analysis of some representative shipping routes is presented and the quality of the results and their operational applications are assessed by a Maritime Safety expert.

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Earthworks involve the levelling or shaping of a target area through the moving or processing of the ground surface. Most construction projects require earthworks, which are heavily dependent on mechanical equipment (e.g., excavators, trucks and compactors). Often, earthworks are the most costly and time-consuming component of infrastructure constructions (e.g., road, railway and airports) and current pressure for higher productivity and safety highlights the need to optimize earthworks, which is a nontrivial task. Most previous attempts at tackling this problem focus on single-objective optimization of partial processes or aspects of earthworks, overlooking the advantages of a multi-objective and global optimization. This work describes a novel optimization system based on an evolutionary multi-objective approach, capable of globally optimizing several objectives simultaneously and dynamically. The proposed system views an earthwork construction as a production line, where the goal is to optimize resources under two crucial criteria (costs and duration) and focus the evolutionary search (non-dominated sorting genetic algorithm-II) on compaction allocation, using linear programming to distribute the remaining equipment (e.g., excavators). Several experiments were held using real-world data from a Portuguese construction site, showing that the proposed system is quite competitive when compared with current manual earthwork equipment allocation.

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PhD thesis in Bioengineering

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A measurement of spin correlation in tt¯ production is presented using data collected with the ATLAS detector at the Large Hadron Collider in proton-proton collisions at a center-of-mass energy of 8 TeV, corresponding to an integrated luminosity of 20.3 fbâˆ1. The correlation between the top and antitop quark spins is extracted from dilepton tt¯ events by using the difference in azimuthal angle between the two charged leptons in the laboratory frame. In the helicity basis the measured degree of correlation corresponds to Ahelicity=0.38±0.04, in agreement with the Standard Model prediction. A search is performed for pair production of top squarks with masses close to the top quark mass decaying to predominantly right-handed top quarks and a light neutralino, the lightest supersymmetric particle. Top squarks with masses between the top quark mass and 191 GeV are excluded at the 95% confidence level.

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A search for a heavy, CP-odd Higgs boson, A, decaying into a Z boson and a 125 GeV Higgs boson, h, with the ATLAS detector at the LHC is presented. The search uses protonâproton collision data at a centre-of-mass energy of 8 TeV corresponding to an integrated luminosity of 20.3 fbâˆ1. Decays of CP-even h bosons to ÏÏ or bb pairs with the Z boson decaying to electron or muon pairs are considered, as well as hâbbhâbb decays with the Z boson decaying to neutrinos. No evidence for the production of an A boson in these channels is found and the 95% confidence level upper limits derived for View the MathML sourceσ(ggâA)ÃBR(AâZh)ÃBR(hâff¯) are 0.098â0.013 pb for f=Ïf=Ï and 0.57â0.014 pb for f=bf=b in a range of mA=220â1000 GeVmA=220â1000 GeV. The results are combined and interpreted in the context of two-Higgs-doublet models.

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A search is presented for the direct pair production of a chargino and a neutralino ppâÏ~±1Ï~02, where the chargino decays to the lightest neutralino and the W boson, Ï~±1âÏ~01(W±ââ±ν), while the neutralino decays to the lightest neutralino and the 125 GeV Higgs boson, Ï~02âÏ~01(hâbb/γγ/â±νqq). The final states considered for the search have large missing transverse momentum, an isolated electron or muon, and one of the following: either two jets identified as originating from bottom quarks, or two photons, or a second electron or muon with the same electric charge. The analysis is based on 20.3 fbâˆ1 of s√=8 TeV proton-proton collision data delivered by the Large Hadron Collider and recorded with the ATLAS detector. Observations are consistent with the Standard Model expectations, and limits are set in the context of a simplified supersymmetric model.

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A search is performed for Higgs bosons produced in association with top quarks using the diphoton decay mode of the Higgs boson. Selection requirements are optimized separately for leptonic and fully hadronic final states from the top quark decays. The dataset used corresponds to an integrated luminosity of 4.5 fbâˆ1 of proton--proton collisions at a center-of-mass energy of 7 TeV and 20.3 fbâˆ1 at 8 TeV recorded by the ATLAS detector at the CERN Large Hadron Collider. No significant excess over the background prediction is observed and upper limits are set on the tt¯H production cross section. The observed exclusion upper limit at 95% confidence level is 6.7 times the predicted Standard Model cross section value. In addition, limits are set on the strength of the Yukawa coupling between the top quark and the Higgs boson, taking into account the dependence of the tt¯H and tH cross sections as well as the Hâγγ branching fraction on the Yukawa coupling. Lower and upper limits at 95% confidence level are set at âˆ1.3 and +8.0 times the Yukawa coupling strength in the Standard Model.