Personalised Grid Service Discovery

The authors take a broad view that ultimately Grid- or Web-services must be located via personalised, semantic-rich discovery processes. They argue that such processes must rely on the storage of arbitrary metadata about services that originates from both service providers and service users. Examples of such metadata are reliability metrics, quality of service data, or semantic service description markup. This paper presents UDDI-MT, an extension to the standard UDDI service directory approach that supports the storage of such metadata via a tunnelling technique that ties the metadata store to the original UDDI directory. They also discuss the use of a rich, graph-based RDF query language for syntactic queries on this data. Finally, they analyse the performance of each of these contributions in our implementation.

Personalised Grid Service Discovery

We take a broad view that ultimately Grid- or Web-services must be located via personalised, semantic-rich discovery processes. We argue that such processes must rely on the storage of arbitrary metadata about services that originates from both service providers and service users. Examples of such metadata are reliability metrics, quality of service data, or semantic service description markup. This paper presents UDDI-MT, an extension to the standard UDDI service directory approach that supports the storage of such metadata via a tunnelling technique that ties the metadata store to the original UDDI directory. We also discuss the use of a rich, graph-based RDF query language for syntactic queries on this data. Finally, we analyse the performance of each of these contributions in our implementation.

Towards a Protocol for the Attachment of Metadata to Service Descriptions and its Use in Semantic Discovery

Service discovery in large scale, open distributed systems is difficult because of the need to filter out services suitable to the task at hand from a potentially huge pool of possibilities. Semantic descriptions have been advocated as the key to expressive service discovery, but the most commonly used service descriptions and registry protocols do not support such descriptions in a general manner. In this paper, we present a protocol, its implementation and an API for registering semantic service descriptions and other task/user-specific metadata, and for discovering services according to these. Our approach is based on a mechanism for attaching structured and unstructured metadata, which we show to be applicable to multiple registry technologies. The result is an extremely flexible service registry that can be the basis of a sophisticated semantically-enhanced service discovery engine, an essential component of a Semantic Grid.

Agents and the Grid: Service Discovery

The Grid is a large-scale computer system that is capable of coordinating resources that are not subject to centralised control, whilst using standard, open, general-purpose protocols and interfaces, and delivering non-trivial qualities of service. In this chapter, we argue that Grid applications very strongly suggest the use of agent-based computing, and we review key uses of agent technologies in Grids: user agents, able to customize and personalise data; agent communication languages offering a generic and portable communication medium; and negotiation allowing multiple distributed entities to reach service level agreements. In the second part of the chapter, we focus on Grid service discovery, which we have identified as a prime candidate for use of agent technologies: we show that Grid-services need to be located via personalised, semantic-rich discovery processes, which must rely on the storage of arbitrary metadata about services that originates from both service providers and service users. We present UDDI-MT, an extension to the standard UDDI service directory approach that supports the storage of such metadata via a tunnelling technique that ties the metadata store to the original UDDI directory. The outcome is a flexible service registry which is compatible with existing standards and also provides metadata-enhanced service discovery.

Principles of Personalisation of Service Discovery

We define personalisation as the set of capabilities that enables a user or an organisation to customise their working environment to suit their specific needs, preferences and circumstances. In the context of service discovery on the Grid, the demand for personalisation comes from individual users, who want their preferences to be taken into account during the search and selection of suitable services. These preferences can express, for example, the reliability of a service, quality of results, functionality, and so on. In this paper, we identify the problems related to personalising service discovery and present our solution: a personalised service registry or View. We describe scenarios in which personsalised service discovery would be useful and describe how our technology achieves them.

Recycling workflows and services through discovery and reuse

Scientific workflows are becoming a valuable tool for scientists to capture and automate e-Science procedures. Their success brings the opportunity to publish, share, reuse and repurpose this explicitly captured knowledge. Within the myGrid project, we have identified key resources that can be shared including complete workflows, fragments of workflows and constituent services. We have examined the alternative ways these can be described by their authors (and subsequent users), and developed a unified descriptive model to support their later discovery. By basing this model on existing standards, we have been able to extend existing Web Service and Semantic Web Service infrastructure whilst still supporting the specific needs of the e-Scientist. myGrid components enable a workflow life-cycle that extends beyond execution, to include discovery of previous relevant designs, reuse of those designs, and subsequent publication. Experience with example groups of scientists indicates that this cycle is valuable. The growing number of workflows and services mean more work is needed to support the user in effective ranking of search results, and to support the repurposing process.

December 2006/January 2007: Space Shuttle Discovery Launch

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Capital Asset Price Model (CAPM) : uma aplicação ao mercado brasileiro de ações

Este trabalho tem por objetivo apresentar a fundamentação teórica e efetuar uma aplicação prática de uma das mais importantes descobertas no campo das finanças: o modelo de precificação de ativos de capital padrão, denominado de Capital Asset Price Model (CAPM). Na realização da aplicação prática, comparou-se a performance entre os retornos dos investimentos exigidos pelo referido modelo e os realmente obtidos. Foram analisadas cinco ações com a maior participação relativa na carteira teórica do Ibovespa e com retornos publicados de junho de 1998 a maio de 2001. Os dados foram obtidos da Economática da UFRGS e testados utilizando-se o Teste-t (duas amostras em par para médias) na ferramenta MS Excel. Os resultados foram tabelados e analisados, de onde se concluiu que, estatisticamente, com índice de confiança de 95%, não houve diferença de performance entre os retornos esperados e os realmente obtidos dos ativos objeto desta dissertação, no período estudado.

Are price limits on futures markets that cool? evidence from the brazilian merchantile & futures exchange

This paper investigates the impact of price limits on the Brazil- ian future markets using high frequency data. The aim is to identify whether there is a cool-off or a magnet effect. For that purpose, we examine a tick-by-tick data set that includes all contracts on the São Paulo stock index futures traded on the Brazilian Mercantile and Futures Exchange from January 1997 to December 1999. Our main finding is that price limits drive back prices as they approach the lower limit. There is a strong cool-off effect of the lower limit on the conditional mean, whereas the upper limit seems to entail a weak magnet effect on the conditional variance. We then build a trading strategy that accounts for the cool-off effect so as to demonstrate that the latter has not only statistical, but also economic signifi- cance. The resulting Sharpe ratio indeed is way superior to the buy-and-hold benchmarks we consider.

First-Price auction symmetric equlibria with a general distribution

In this paper I obtain the mixed strategy symmetric equilibria of the first-price auction for any distribution. The equilibrium is unique. The solution turns out to be a combination of absolutely continuous distributions case and the discrete distributions case.

Is there a price puzzle in Brazil? An application of Bias-Corrected Bootstrap

Using data from the United States, Japan, Germany , United Kingdom and France, Sims (1992) found that positive innovations to shortterm interest rates led to sharp, persistent increases in the price level. The result was conÖrmed by other authors and, as a consequence of its non-expectable nature, was given the name "price puzzle" by Eichenbaum (1992). In this paper I investigate the existence of a price puzzle in Brazil using the same type of estimation and benchmark identiÖcation scheme employed by Christiano et al. (2000). In a methodological improvement over these studies, I qualify the results with the construction of bias-corrected bootstrap conÖdence intervals. Even though the data does show the existence of a statistically signiÖcant price puzzle in Brazil, it lasts for only one quarter and is quantitatively immaterial