983 resultados para Nonlinear returns structure


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We report in this paper the recent advances we obtained in optimizing a color image sensor based on the laser-scanned-photodiode (LSP) technique. A novel device structure based on a a-SiC:H/a-Si:H pin/pin tandem structure has been tested for a proper color separation process that takes advantage on the different filtering properties due to the different light penetration depth at different wavelengths a-SM and a-SiC:H. While the green and the red images give, in comparison with previous tested structures, a weak response, this structure shows a very good recognition of blue color under reverse bias, leaving a good margin for future device optimization in order to achieve a complete and satisfactory RGB image mapping. Experimental results about the spectral collection efficiency are presented and discussed from the point of view of the color sensor applications. The physics behind the device functioning is explained by recurring to a numerical simulation of the internal electrical configuration of the device.

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This work presents preliminary results in the study of a novel structure for a laser scanned photodiode (LSP) type of image sensor. In order to increase the signal output, a stacked p-i-n-p-i-n structure with an intermediate light-blocking layer is used. The image and the scanning beam are incident through opposite sides of the sensor and their absorption is kept in separate junctions by an intermediate light-blocking layer. As in the usual LSP structure the scanning beam-induced photocurrent is dependent on the local illumination conditions of the image. The main difference between the two structures arises from the fact that in this new structure the image and the scanner have different optical paths leading to an increase in the photocurrent when the scanning beam is incident on a region illuminated on the image side of the sensor, while a decreasing in the photocurrent was observed in the single junction LSP. The results show that the structure can be successfully used as an image sensor even though some optimization is needed to enhance the performance of the device.

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According to the stock market efficiency theory, it is not possible to consistently beat the market. However, technical analysis is more and more spread as an efficient way to achieve abnormal returns. In fact there is evidence that momentum investing strategies provide abnormal returns in different stock markets, Jegadeesh, N. and Titman, S. (1993), George, T. and Hwang, C. (2004) and Du, D. (2009). In this work we study if like other markets, the Portuguese stock market also allows to obtain abnormal returns, using a strategy that consists in picking stocks according to their past performance. Our work confirms the results of Soares, J. and Serra, A. (2005) and Pereira, P. (2009), showing that an investor can get abnormal returns investing in momentum portfolios. The Portuguese stock market evidences momentum returns in short term, exhibiting reversal in long term.

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Following the theoretical model of Merton (1987), we provide a new perspective of study about the role of idiosyncratic risk in the asset pricing process. More precisely, we analyze whether the idiosyncratic risk premium depends on the idiosyncratic risk level of an asset as well as the vatriation in the market-wide measure of idiosyncratic risk. As expected, we obtain a net positive risk premium for the Spanish stock market over the period 1987-2007. Our results show a positive relation between returns and individual indiosyncratic risk levels and a negative but lower relation with the aggregate measure of idiosyncratic risk. These findings have important implications for portfolio and risk management and contribute to provide a unified and coherent answer for the main and still unsolved question about the idiosyncratic risk puzzle: whether or not there exists a premium associated to this kind of risk and the sign for this risk premium.

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In this work we report on the structure and magnetic and electrical transport properties of CrO2 films deposited onto (0001) sapphire by atmospheric pressure (AP)CVD from a CrO3 precursor. Films are grown within a broad range of deposition temperatures, from 320 to 410 degrees C, and oxygen carrier gas flow rates of 50-500 seem, showing that it is viable to grow highly oriented a-axis CrO2 films at temperatures as low as 330 degrees C i.e., 60-70 degrees C lower than is reported in published data for the same chemical system. Depending on the experimental conditions, growth kinetic regimes dominated either by surface reaction or by mass-transport mechanisms are identified. The growth of a Cr2O3 interfacial layer as an intrinsic feature of the deposition process is studied and discussed. Films synthesized at 330 degrees C keep the same high quality magnetic and transport properties as those deposited at higher temperatures.

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In this paper, a novel mixed-integer nonlinear approach is proposed to solve the short-term hydro scheduling problem in the day-ahead electricity market, considering not only head-dependency, but also start/stop of units, discontinuous operating regions and discharge ramping constraints. Results from a case study based on one of the main Portuguese cascaded hydro energy systems are presented, showing that the proposedmixed-integer nonlinear approach is proficient. Conclusions are duly drawn. (C) 2010 Elsevier Ltd. All rights reserved.

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This synopsis summarizes the key chemical and bacteriological characteristics of β-lactams, penicillins, cephalosporins, carbanpenems, monobactams and others. Particular notice is given to first-generation to fifth-generation cephalosporins. This review also summarizes the main resistance mechanism to antibiotics, focusing particular attention to those conferring resistance to broad-spectrum cephalosporins by means of production of emerging cephalosporinases (extended-spectrum β-lactamases and AmpC β-lactamases), target alteration (penicillin-binding proteins from methicillin-resistant Staphylococcus aureus) and membrane transporters that pump β-lactams out of the bacterial cell.

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In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

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The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to use optimization methods where the calculation of the derivatives or the verification of their existence is not necessary: direct search methods or derivative-free methods are examples of such techniques. In this work we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of simplex and filter methods. This method neither computes nor approximates derivatives, penalty constants or Lagrange multipliers.

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Mononuclear manganese(II) [Mn(kappa O-HL)(2)(CH3OH)(4)] (4), nickel(II) [Ni(kappa O-2, kappa N-L)(H2O)(3)] (5), cadmium(II) [Cd(kappa O-2-HL)(2)(CH3OH)(3)] (7), tetranuclear zinc(II) [Zn-4(mu-OH)(2)(1 kappa O:2 kappa O-HL)(4)(kappa O-HL)(2)(H2O)(4)] (6) and polynuclear aqua sodium(I) [Na(H2O)(2)(mu-H2O)(2)](n)(HL)(n) (2) and magnesium(II) [Mg(OH)(H2O)(mu-H2O)(2)](n)(-HL)(n) (3) complexes were synthesized using 3-(2-carboxyphenyl-hydrazone)pentane-2,4-dione (H2L, 1) as a ligand precursor. The complexes were characterized by single crystal X-ray diffraction, elemental analysis, IR, H-1 and C-13 NMR (for 2, 3, 6 and 7) spectroscopies. Mono- or dianionic deprotonated derivatives of H2L display different coordination modes and lead to topologies and nuclearities of the complexes depending on metal ions and conditions used for the syntheses. Extensive intermolecular H-bonds form supramolecular arrangements in 1D chains (4 and 6), 1D chains of the organic anion and 2D networks of the metal-aqua aggregates (2 and 3), 2D networks (7) or even 3D frameworks (5). Electrochemical studies, by cyclic voltammetry and controlled potential electrolysis, show ligand centred redox processes as corroborated by theoretical DFT calculations in terms of LUMO and HOMO compositions. (C) 2012 Elsevier Ltd. All rights reserved.

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We present new Rayleigh-wave dispersion maps of the western Iberian Peninsula for periods between 8 and 30 s, obtained from correlations of seismic ambient noise, following the recent increase in seismic broadband network density in Portugal and Spain. Group velocities have been computed for each station pair using the empirical Green's functions generated by cross-correlating one-day-length seismic ambient-noise records. The resulting high-path density allows us to obtain lateral variations of the group velocities as a function of period in cells of 0.5 degrees x 0.5 degrees with an unprecedented resolution. As a result we were able to address some of the unknowns regarding the lithospheric structure beneath SW Iberia. The dispersion maps allow the imaging of the major structural units, namely the Iberian Massif, and the Lusitanian and Algarve Meso-Cenozoic basins. The Cadiz Gulf/Gibraltar Strait area corresponds to a strong low-velocity anomaly, which can be followed to the largest period inverted, although slightly shifted to the east at longer periods. Within the Iberian Massif, second-order perturbations in the group velocities are consistent with the transitions between tectonic units composing the massif. (C) 2013 Elsevier B.V. All rights reserved.

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World Congress of Malacology, Ponta Delgada, July 22-28, 2013.

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A series of new ruthenium(II) complexes of the general formula [Ru(eta(5)-C5H5)(PP)(L)][PF6] (PP = DPPE or 2PPh(3), L = 4-butoxybenzonitrile or N-(3-cyanophenyl)formamide) and the binuclear iron(II) complex [Fe(eta(5)-C5H5)(PP)(mu-L)(PP)(eta(5)-C5H5)Fe][PF6](2) (L = (E)-2-(3-(4-nitrophenyl)allylidene)malononitrile, that has been also newly synthesized) have been prepared and studied to evaluate their potential in the second harmonic generation property. All the new compounds were fully characterized by NMR, IR and UV-Vis spectroscopies and their electrochemistry behaviour was studied by cyclic voltammetry. Quadratic hyperpolarizabilities (beta) of three of the complexes have been determined by hyper-Rayleigh scattering (HRS) measurements at fundamental wavelength of 1500 nm and the calculated static beta(0) values are found to fall in the range 65-212 x 10(-30) esu. Compound presenting beta(0) = 212 x 10(-30) esu has revealed to be 1.2 times more efficient than urea standard in the second harmonic generation (SHG) property, measured in the solid state by Kurtz powder technique, using a Nd:YAG laser (1064 nm). (C) 2013 Elsevier B.V. All rights reserved.

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We propose a 3D-2D image registration method that relates image features of 2D projection images to the transformation parameters of the 3D image by nonlinear regression. The method is compared with a conventional registration method based on iterative optimization. For evaluation, simulated X-ray images (DRRs) were generated from coronary artery tree models derived from 3D CTA scans. Registration of nine vessel trees was performed, and the alignment quality was measured by the mean target registration error (mTRE). The regression approach was shown to be slightly less accurate, but much more robust than the method based on an iterative optimization approach.

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Ocean Science Meeting. Hawaii Convention Center, Honolulu, Hawaii, USA, 23-28 de Fevereiro.