Animal Spirits in Financial Markets: Agent-Based Model

In this work an agent based model (ABM) was proposed using the main idea from the Jabłonska-Capasso-Morale (JCM) model and maximized greediness concept. Using a multi-agents simulator, the power of the ABM was assessed by using the historical prices of silver metal dating from the 01.03.2000 to 01.03.2013. The model results, analysed in two different situations, with and without maximized greediness, have proven that the ABM is capable of explaining the silver price dynamics even in utmost events. The ABM without maximal greediness explained the prices with more irrationalities whereas the ABM with maximal greediness tracked the price movements with more rational decisions. In the comparison test, the model without maximal greediness stood as the best to capture the silver market dynamics. Therefore, the proposed ABM confirms the suggested reasons for financial crises or markets failure. It reveals that an economic or financial collapse may be stimulated by irrational and rational decisions, yet irrationalities may dominate the market.

Choosing Wisely: The Natural Multi-Bidding Mechanism

Pérez-Castrillo and Wettstein (2002) propose a multi-bidding mechanism to determine a winner from a set of possible projects. The winning project is implemented and its surplus is shared among the agents. In the multi-bidding mechanism each agent announces a vector of bids, one for each possible project, that are constrained to sum up to zero. In addition, each agent chooses a favorite a object which is used as a tie-breaker if several projects receive the same highest aggregate bid. Since more desirable projects receive larger bids, it is natural to consider the multi-bidding mechanism without the announcement of favorite projects. We show that the merits of the multi-bidding mechanism appear not to be robust to this natural simplification. Specifically, a Nash equilibrium exists if and only if there are at least two individually optimal projects and all individually optimal projects are efficient.

Simulateur compilé d’une description multi-langage des systèmes hétérogènes

La conception de systèmes hétérogènes exige deux étapes importantes, à savoir : la modélisation et la simulation. Habituellement, des simulateurs sont reliés et synchronisés en employant un bus de co-simulation. Les approches courantes ont beaucoup d’inconvénients : elles ne sont pas toujours adaptées aux environnements distribués, le temps d’exécution de simulation peut être très décevant, et chaque simulateur a son propre noyau de simulation. Nous proposons une nouvelle approche qui consiste au développement d’un simulateur compilé multi-langage où chaque modèle peut être décrit en employant différents langages de modélisation tel que SystemC, ESyS.Net ou autres. Chaque modèle contient généralement des modules et des moyens de communications entre eux. Les modules décrivent des fonctionnalités propres à un système souhaité. Leur description est réalisée en utilisant la programmation orientée objet et peut être décrite en utilisant une syntaxe que l’utilisateur aura choisie. Nous proposons ainsi une séparation entre le langage de modélisation et la simulation. Les modèles sont transformés en une même représentation interne qui pourrait être vue comme ensemble d’objets. Notre environnement compile les objets internes en produisant un code unifié au lieu d’utiliser plusieurs langages de modélisation qui ajoutent beaucoup de mécanismes de communications et des informations supplémentaires. Les optimisations peuvent inclure différents mécanismes tels que le regroupement des processus en un seul processus séquentiel tout en respectant la sémantique des modèles. Nous utiliserons deux niveaux d’abstraction soit le « register transfer level » (RTL) et le « transaction level modeling » (TLM). Le RTL permet une modélisation à bas niveau d’abstraction et la communication entre les modules se fait à l’aide de signaux et des signalisations. Le TLM est une modélisation d’une communication transactionnelle à un plus haut niveau d’abstraction. Notre objectif est de supporter ces deux types de simulation, mais en laissant à l’usager le choix du langage de modélisation. De même, nous proposons d’utiliser un seul noyau au lieu de plusieurs et d’enlever le bus de co-simulation pour accélérer le temps de simulation.

Graphical simulators for AUV development

A long development time is needed from the design to the implementation of an AUV. During the first steps, simulation plays an important role, since it allows for the development of preliminary versions of the control system to be integrated. Once the robot is ready, the control systems are implemented, tuned and tested. The use of a real-time simulator can help closing the gap between off-line simulation and real testing using the already implemented robot. When properly interfaced with the robot hardware, a real-time graphical simulation with a "hardware in the loop" configuration, can allow for the testing of the implemented control system running in the actual robot hardware. Hence, the development time is drastically reduced. These paper overviews the field of graphical simulators used for AUV development proposing a classification. It also presents NEPTUNE, a multi-vehicle, real-time, graphical simulator based on OpenGL that allows hardware in the loop simulations

Multi-responsive hydrogels based on N-isopropylacrylamide and sodium alginate

Hydrogels consisting of sodium alginate and N-isopropylacrylamide covalently crosslinked with N,N′-methylenebisacrylamide were prepared. The mixed-interpenetrated networks obtained were characterized using elemental analysis, Fourier transform infrared and Raman spectroscopy, swelling measurements and environmental scanning electron microscopy. The thermo- and pH-responsive properties of these hydrogels were evidenced by their swelling behaviour, which depended also on the amount of crosslinking agent and hydrogel composition.

Um modelo bi-nível para o investimento multi-etapa em capacidade de transmissão e geração de energia elétrica em mercados competitivos

Pós-graduação em Engenharia Elétrica - FEIS

Optimization of in situ derivatization SPME by experimental design for GC-MS multi-residue analysis of pharmaceutical drugs in wastewater

This paper presents the development of a procedure, which enables the analysis of nine pharmaceutical drugs in wastewater using gas chromatography-mass spectrometry (GC-MS) associated with solid-phase microextraction (SPME) for the sample preparation. Experimental design was applied to optimize the in situ derivatization and the SPME extraction conditions. Ethyl chloroformate (ECF) was employed as derivatizing agent and polydimethylsiloxane-divinylbenzene (PDMS-DVB) as the SPME fiber coating. A fractional factorial design was used to evaluate the main factors for the in situ derivatization and SPME extraction. Thereafter, a Doehlert matrix design was applied to find out the best experimental conditions. The method presented a linear range from 0.5 to 10 mu g/L, and the intraday and interday precision were lower than 16%. Applicability of the method was verified from real influent and effluent samples of a wastewater treatment plant, as well as from samples of an industry wastewater and a river.

Nonlinear Control Strategies for Cooperative Control of Multi-Robot Systems

This thesis deals with distributed control strategies for cooperative control of multi-robot systems. Specifically, distributed coordination strategies are presented for groups of mobile robots. The formation control problem is initially solved exploiting artificial potential fields. The purpose of the presented formation control algorithm is to drive a group of mobile robots to create a completely arbitrarily shaped formation. Robots are initially controlled to create a regular polygon formation. A bijective coordinate transformation is then exploited to extend the scope of this strategy, to obtain arbitrarily shaped formations. For this purpose, artificial potential fields are specifically designed, and robots are driven to follow their negative gradient. Artificial potential fields are then subsequently exploited to solve the coordinated path tracking problem, thus making the robots autonomously spread along predefined paths, and move along them in a coordinated way. Formation control problem is then solved exploiting a consensus based approach. Specifically, weighted graphs are used both to define the desired formation, and to implement collision avoidance. As expected for consensus based algorithms, this control strategy is experimentally shown to be robust to the presence of communication delays. The global connectivity maintenance issue is then considered. Specifically, an estimation procedure is introduced to allow each agent to compute its own estimate of the algebraic connectivity of the communication graph, in a distributed manner. This estimate is then exploited to develop a gradient based control strategy that ensures that the communication graph remains connected, as the system evolves. The proposed control strategy is developed initially for single-integrator kinematic agents, and is then extended to Lagrangian dynamical systems.

Reuse Mechanisms and Concurrency: From Actors to Agent-Oriented Programming

La presente tesi è dedicata al riuso nel software. Eccettuata un'introduzione organica al tema, l'analisi è a livello dei meccanismi offerti dai linguaggi di programmazione e delle tecniche di sviluppo, con speciale attenzione rivolta al tema della concorrenza. Il primo capitolo fornisce un quadro generale nel quale il riuso del software è descritto, assieme alle ragioni che ne determinano l'importanza e ai punti cruciali relativi alla sua attuazione. Si individuano diversi livelli di riuso sulla base dell'astrazione e degli artefatti in gioco, e si sottolinea come i linguaggi contribuiscano alla riusabilità e alla realizzazione del riuso. In seguito, viene esplorato, con esempi di codice, il supporto al riuso da parte del paradigma ad oggetti, in termini di incapsulamento, ereditarietà, polimorfismo, composizione. La trattazione prosegue analizzando differenti feature – tipizzazione, interfacce, mixin, generics – offerte da vari linguaggi di programmazione, mostrando come esse intervengano sulla riusabilità dei componenti software. A chiudere il capitolo, qualche parola contestualizzata sull'inversione di controllo, la programmazione orientata agli aspetti, e il meccanismo della delega. Il secondo capitolo abbraccia il tema della concorrenza. Dopo aver introdotto l'argomento, vengono approfonditi alcuni significativi modelli di concorrenza: programmazione multi-threaded, task nel linguaggio Ada, SCOOP, modello ad Attori. Essi vengono descritti negli elementi fondamentali e ne vengono evidenziati gli aspetti cruciali in termini di contributo al riuso, con esempi di codice. Relativamente al modello ad Attori, viene presentata la sua implementazione in Scala/Akka come caso studio. Infine, viene esaminato il problema dell'inheritance anomaly, sulla base di esempi e delle tre classi principali di anomalia, e si analizza la suscettibilità del supporto di concorrenza di Scala/Akka a riscontrare tali problemi. Inoltre, in questo capitolo si nota come alcuni aspetti relativi al binomio riuso/concorrenza, tra cui il significato profondo dello stesso, non siano ancora stati adeguatamente affrontati dalla comunità informatica. Il terzo e ultimo capitolo esordisce con una panoramica dell'agent-oriented programming, prendendo il linguaggio simpAL come riferimento. In seguito, si prova ad estendere al caso degli agenti la nozione di riuso approfondita nei capitoli precedenti.

Il ruolo delle architetture di controllo nella progettazione e sviluppo di applicazioni web: Un confronto fra event-loop e control-loop utilizzando il linguaggio dart e linguaggi agent-oriented

Quando si parla di architetture di controllo in ambito Web, il Modello ad Eventi è indubbiamente quello più diffuso e adottato. L’asincronicità e l’elevata interazione con l’utente sono caratteristiche tipiche delle Web Applications, ed un architettura ad eventi, grazie all’adozione del suo tipico ciclo di controllo chiamato Event Loop, fornisce un'astrazione semplice ma sufficientemente espressiva per soddisfare tali requisiti. La crescita di Internet e delle tecnologie ad esso associate, assieme alle recenti conquiste in ambito di CPU multi-core, ha fornito terreno fertile per lo sviluppo di Web Applications sempre più complesse. Questo aumento di complessità ha portato però alla luce alcuni limiti del modello ad eventi, ancora oggi non del tutto risolti. Con questo lavoro si intende proporre un differente approccio a questa tipologia di problemi, che superi i limiti riscontrati nel modello ad eventi proponendo un architettura diversa, nata in ambito di IA ma che sta guadagno popolarità anche nel general-purpose: il Modello ad Agenti. Le architetture ad agenti adottano un ciclo di controllo simile all’Event Loop del modello ad eventi, ma con alcune profonde differenze: il Control Loop. Lo scopo di questa tesi sarà dunque approfondire le due tipologie di architetture evidenziandone le differenze, mostrando cosa significa affrontare un progetto e lo sviluppo di una Web Applications avendo tecnologie diverse con differenti cicli di controllo, mettendo in luce pregi e difetti dei due approcci.

Programmazione di sistemi multi-agente: la piattaforma Jason come caso di studio

L’obiettivo principale di questo elaborato è di mostrare in un primo momento i concetti fondamentali che stanno alla base del paradigma ad agenti. Una volta introdotti, essi verranno collocati in un determinato ambiente di programmazione attraverso una piattaforma specifica chiamata Jason. Come sarà facile capire dalla lettura di questa trattazione, un sistema ad agenti è costituito dagli agenti stessi e dall’ambiente in cui sono situati. L’ambiente risulta quindi un altro tassello fondamentale ed è stato introdotto allo scopo un nuovo paradigma per la programmazione di ambienti chiamato Agent & Artifact. Nello specifico, verrà ampiamente descritto il framework di riferimento di tale paradigma: CArtAgO. Dopo aver illustrato i concetti e gli strumenti per poter agilmente programmare e progettare sistemi ad agenti, verrà infine mostrato un esempio di applicazione di tale tecnologia attraverso un case study. Il progetto del sistema in questione riguarda un reale caso aziendale e integra la tecnologia RFID con quella ad agenti per fornire la soluzione ad un problema noto come quello del controllo periodico delle scorte.

Coupling biomechanics to a cellular level model: An approach to patient-specific image driven multi-scale and multi-physics tumor simulation

Modeling of tumor growth has been performed according to various approaches addressing different biocomplexity levels and spatiotemporal scales. Mathematical treatments range from partial differential equation based diffusion models to rule-based cellular level simulators, aiming at both improving our quantitative understanding of the underlying biological processes and, in the mid- and long term, constructing reliable multi-scale predictive platforms to support patient-individualized treatment planning and optimization. The aim of this paper is to establish a multi-scale and multi-physics approach to tumor modeling taking into account both the cellular and the macroscopic mechanical level. Therefore, an already developed biomodel of clinical tumor growth and response to treatment is self-consistently coupled with a biomechanical model. Results are presented for the free growth case of the imageable component of an initially point-like glioblastoma multiforme tumor. The composite model leads to significant tumor shape corrections that are achieved through the utilization of environmental pressure information and the application of biomechanical principles. Using the ratio of smallest to largest moment of inertia of the tumor material to quantify the effect of our coupled approach, we have found a tumor shape correction of 20\% by coupling biomechanics to the cellular simulator as compared to a cellular simulation without preferred growth directions. We conclude that the integration of the two models provides additional morphological insight into realistic tumor growth behavior. Therefore, it might be used for the development of an advanced oncosimulator focusing on tumor types for which morphology plays an important role in surgical and/or radio-therapeutic treatment planning.