Leilões combinados

Mestrado em Controlo de Gestão e dos Negócios

Strategic bidding in electricity markets: an agent-based simulator with game theory for scenario analysis

Electricity markets are complex environments, involving a large number of different entities, with specific characteristics and objectives, making their decisions and interacting in a dynamic scene. Game-theory has been widely used to support decisions in competitive environments; therefore its application in electricity markets can prove to be a high potential tool. This paper proposes a new scenario analysis algorithm, which includes the application of game-theory, to evaluate and preview different scenarios and provide players with the ability to strategically react in order to exhibit the behavior that better fits their objectives. This model includes forecasts of competitor players’ actions, to build models of their behavior, in order to define the most probable expected scenarios. Once the scenarios are defined, game theory is applied to support the choice of the action to be performed. Our use of game theory is intended for supporting one specific agent and not for achieving the equilibrium in the market. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. The scenario analysis algorithm has been tested within MASCEM and our experimental findings with a case study based on real data from the Iberian Electricity Market are presented and discussed.

Care cost for pregnant and parturient women with diabetes and mild hyperglycemia

OBJECTIVE: To compare inpatient and outpatient care costs for pregnant/parturient women with diabetes and mild hyperglycemia. METHODS: A prospective observational quantitative study was conducted in the Perinatal Diabetes Center in the city of Botucatu, Southeastern Brazil, between 2007 and 2008. Direct and indirect costs and disease-specific costs (medications and tests) were estimated. Thirty diet-treated pregnant women with diabetes were followed up on an outpatient basis, and 20 who required insulin therapy were hospitalized. RESULTS: The cost of diabetes disease (prenatal and delivery care) was US$ 3,311.84 for inpatients and US$ 1,366.04 for outpatients. CONCLUSIONS: Direct and indirect costs as well as total prenatal care cost were higher for diabetic inpatients while delivery care costs and delivery-postpartum hospitalization were similar. Prenatal and delivery-postpartum care costs were higher for these patients compared to those paid by Brazilian National Health System.

Legal and political regulation of higher education in Portugal: an evolutionary perspective on the current policy issues and the problem of order

The higher education system in Europe is currently under stress and the debates over its reform and future are gaining momentum. Now that, for most countries, we are in a time for change, in the overall society and the whole education system, the legal and political dimensions have gained prominence, which has not been followed by a more integrative approach of the problem of order, its reform and the issue of regulation, beyond the typical static and classical cost-benefit analyses. The two classical approaches for studying (and for designing the policy measures of) the problem of the reform of the higher education system - the cost-benefit analysis and the legal scholarship description - have to be integrated. This is the argument of our paper that the very integration of economic and legal approaches, what Warren Samuels called the legal-economic nexus, is meaningful and necessary, especially if we want to address the problem of order (as formulated by Joseph Spengler) and the overall regulation of the system. On the one hand, and without neglecting the interest and insights gained from the cost-benefit analysis, or other approaches of value for money assessment, we will focus our study on the legal, social and political aspects of the regulation of the higher education system and its reform in Portugal. On the other hand, the economic and financial problems have to be taken into account, but in a more inclusive way with regard to the indirect and other socio-economic costs not contemplated in traditional or standard assessments of policies for the tertiary education sector. In the first section of the paper, we will discuss the theoretical and conceptual underpinning of our analysis, focusing on the evolutionary approach, the role of critical institutions, the legal-economic nexus and the problem of order. All these elements are related to the institutional tradition, from Veblen and Commons to Spengler and Samuels. The second section states the problem of regulation in the higher education system and the issue of policy formulation for tackling the problem. The current situation is clearly one of crisis with the expansion of the cohorts of young students coming to an end and the recurrent scandals in private institutions. In the last decade, after a protracted period of extension or expansion of the system, i. e., the continuous growth of students, universities and other institutions are competing harder to gain students and have seen their financial situation at risk. It seems that we are entering a period of radical uncertainty, higher competition and a new configuration that is slowly building up is the growth in intensity, which means upgrading the quality of the higher learning and getting more involvement in vocational training and life-long learning. With this change, and along with other deep ones in the Portuguese society and economy, the current regulation has shown signs of maladjustment. The third section consists of our conclusions on the current issue of regulation and policy challenge. First, we underline the importance of an evolutionary approach to a process of change that is essentially dynamic. A special attention will be given to the issues related to an evolutionary construe of policy analysis and formulation. Second, the integration of law and economics, through the notion of legal economic nexus, allows us to better define the issues of regulation and the concrete problems that the universities are facing. One aspect is the instability of the political measures regarding the public administration and on which the higher education system depends financially, legally and institutionally, to say the least. A corollary is the lack of clear strategy in the policy reforms. Third, our research criticizes several studies, such as the one made by the OECD in late 2006 for the Ministry of Science, Technology and Higher Education, for being too static and neglecting fundamental aspects of regulation such as the logic of actors, groups and organizations who are major players in the system. Finally, simply changing the legal rules will not necessary per se change the behaviors that the authorities want to change. By this, we mean that it is not only remiss of the policy maker to ignore some of the critical issues of regulation, namely the continuous non-respect by academic management and administrative bodies of universities of the legal rules that were once promulgated. Changing the rules does not change the problem, especially without the necessary debates form the different relevant quarters that make up the higher education system. The issues of social interaction remain as intact. Our treatment of the matter will be organized in the following way. In the first section, the theoretical principles are developed in order to be able to study more adequately the higher education transformation with a modest evolutionary theory and a legal and economic nexus of the interactions of the system and the policy challenges. After describing, in the second section, the recent evolution and current working of the higher education in Portugal, we will analyze the legal framework and the current regulatory practices and problems in light of the theoretical framework adopted. We will end with some conclusions on the current problems of regulation and the policy measures that are discusses in recent years.

Estratégias de investimento em mercados liberalizados de energia elétrica

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo Energia

Towards a Unified Theory of Health-Disease: I. Health as a complex model-object

Theory building is one of the most crucial challenges faced by basic, clinical and population research, which form the scientific foundations of health practices in contemporary societies. The objective of the study is to propose a Unified Theory of Health-Disease as a conceptual tool for modeling health-disease-care in the light of complexity approaches. With this aim, the epistemological basis of theoretical work in the health field and concepts related to complexity theory as concerned to health problems are discussed. Secondly, the concepts of model-object, multi-planes of occurrence, modes of health and disease-illness-sickness complex are introduced and integrated into a unified theoretical framework. Finally, in the light of recent epistemological developments, the concept of Health-Disease-Care Integrals is updated as a complex reference object fit for modeling health-related processes and phenomena.

An implicit GTS allocation mechanism in IEEE 802.15.4 for time-sensitive wireless sensor networks: theory and practice

Timeliness guarantee is an important feature of the recently standardized IEEE 802.15.4 protocol, turning it quite appealing for Wireless Sensor Network (WSN) applications under timing constraints. When operating in beacon-enabled mode, this protocol allows nodes with real-time requirements to allocate Guaranteed Time Slots (GTS) in the contention-free period. The protocol natively supports explicit GTS allocation, i.e. a node allocates a number of time slots in each superframe for exclusive use. The limitation of this explicit GTS allocation is that GTS resources may quickly disappear, since a maximum of seven GTSs can be allocated in each superframe, preventing other nodes to benefit from guaranteed service. Moreover, the GTS may be underutilized, resulting in wasted bandwidth. To overcome these limitations, this paper proposes i-GAME, an implicit GTS Allocation Mechanism in beacon-enabled IEEE 802.15.4 networks. The allocation is based on implicit GTS allocation requests, taking into account the traffic specifications and the delay requirements of the flows. The i-GAME approach enables the use of one GTS by multiple nodes, still guaranteeing that all their (delay, bandwidth) requirements are satisfied. For that purpose, we propose an admission control algorithm that enables to decide whether to accept a new GTS allocation request or not, based not only on the remaining time slots, but also on the traffic specifications of the flows, their delay requirements and the available bandwidth resources. We show that our approach improves the bandwidth utilization as compared to the native explicit allocation mechanism defined in the IEEE 802.15.4 standard. We also present some practical considerations for the implementation of i-GAME, ensuring backward compatibility with the IEEE 801.5.4 standard with only minor add-ons. Finally, an experimental evaluation on a real system that validates our theoretical analysis and demonstrates the implementation of i-GAME is also presented

Towards a unified theory of health-disease: II. Holopathogenesis

This article presents a systematic framework for modeling several classes of illness-sickness-disease named as Holopathogenesis. Holopathogenesis is defined as processes of over-determination of diseases and related conditions taken as a whole, comprising selected facets of the complex object Health. First, a conceptual background of Holopathogenesis is presented as a series of significant interfaces (biomolecular-immunological, physiopathological-clinical, epidemiological-ecosocial). Second, propositions derived from Holopathogenesis are introduced in order to allow drawing the disease-illness-sickness complex as a hierarchical network of networks. Third, a formalization of intra- and inter-level correspondences, over-determination processes, effects and links of Holopathogenesis models is proposed. Finally, the Holopathogenesis frame is evaluated as a comprehensive theoretical pathology taken as a preliminary step towards a unified theory of health-disease.

HIV/AIDS knowledge among men who have sex with men: applying the item response theory

OBJECTIVE To evaluate the level of HIV/AIDS knowledge among men who have sex with men in Brazil using the latent trait model estimated by Item Response Theory. METHODS Multicenter, cross-sectional study, carried out in ten Brazilian cities between 2008 and 2009. Adult men who have sex with men were recruited (n = 3,746) through Respondent Driven Sampling. HIV/AIDS knowledge was ascertained through ten statements by face-to-face interview and latent scores were obtained through two-parameter logistic modeling (difficulty and discrimination) using Item Response Theory. Differential item functioning was used to examine each item characteristic curve by age and schooling. RESULTS Overall, the HIV/AIDS knowledge scores using Item Response Theory did not exceed 6.0 (scale 0-10), with mean and median values of 5.0 (SD = 0.9) and 5.3, respectively, with 40.7% of the sample with knowledge levels below the average. Some beliefs still exist in this population regarding the transmission of the virus by insect bites, by using public restrooms, and by sharing utensils during meals. With regard to the difficulty and discrimination parameters, eight items were located below the mean of the scale and were considered very easy, and four items presented very low discrimination parameter (< 0.34). The absence of difficult items contributed to the inaccuracy of the measurement of knowledge among those with median level and above. CONCLUSIONS Item Response Theory analysis, which focuses on the individual properties of each item, allows measures to be obtained that do not vary or depend on the questionnaire, which provides better ascertainment and accuracy of knowledge scores. Valid and reliable scales are essential for monitoring HIV/AIDS knowledge among the men who have sex with men population over time and in different geographic regions, and this psychometric model brings this advantage.

Object transportation by multiple mobile robots controlled by attractor dynamics: theory and implementation

Dynamical systems theory is used as a theoretical language and tool to design a distributed control architecture for teams of mobile robots, that must transport a large object and simultaneously avoid collisions with (either static or dynamic) obstacles. Here we demonstrate in simulations and implementations in real robots that it is possible to simplify the architectures presented in previous work and to extend the approach to teams of n robots. The robots have no prior knowledge of the environment. The motion of each robot is controlled by a time series of asymptotical stable states. The attractor dynamics permits the integration of information from various sources in a graded manner. As a result, the robots show a strikingly smooth an stable team behaviour.

A lightweight indoor localization model based on motley-keenan and COST

This paper presents a novel approach to WLAN propagation models for use in indoor localization. The major goal of this work is to eliminate the need for in situ data collection to generate the Fingerprinting map, instead, it is generated by using analytical propagation models such as: COST Multi-Wall, COST 231 average wall and Motley- Keenan. As Location Estimation Algorithms kNN (K-Nearest Neighbour) and WkNN (Weighted K-Nearest Neighbour) were used to determine the accuracy of the proposed technique. This work is based on analytical and measurement tools to determine which path loss propagation models are better for location estimation applications, based on Receive Signal Strength Indicator (RSSI).This study presents different proposals for choosing the most appropriate values for the models parameters, like obstacles attenuation and coefficients. Some adjustments to these models, particularly to Motley-Keenan, considering the thickness of walls, are proposed. The best found solution is based on the adjusted Motley-Keenan and COST models that allows to obtain the propagation loss estimation for several environments.Results obtained from two testing scenarios showed the reliability of the adjustments, providing smaller errors in the measured values values in comparison with the predicted values.

Cyclosporine versus tacrolimus: cost-effectiveness analysis for renal transplantation in Brazil

OBJECTIVE To analyze the cost-effectiveness of treatment regimens with cyclosporine or tacrolimus, five years after renal transplantation.METHODS This cost-effectiveness analysis was based on historical cohort data obtained between 2000 and 2004 and involved 2,022 patients treated with cyclosporine or tacrolimus, matched 1:1 for gender, age, and type and year of transplantation. Graft survival and the direct costs of medical care obtained from the National Health System (SUS) databases were used as outcome results.RESULTS Most of the patients were women, with a mean age of 36.6 years. The most frequent diagnosis of chronic renal failure was glomerulonephritis/nephritis (27.7%). In five years, the tacrolimus group had an average life expectancy gain of 3.96 years at an annual cost of R$78,360.57 compared with the cyclosporine group with a gain of 4.05 years and an annual cost of R$61,350.44.CONCLUSIONS After matching, the study indicated better survival of patients treated with regimens using tacrolimus. However, regimens containing cyclosporine were more cost-effective.

Self-organization and complexity theory to support evolvable production systems

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

Intra-hospital organ and tissue donation coordination project: cost-effectiveness and social benefits

OBJECTIVE To evaluate the viability of a professional specialist in intra-hospital committees of organ and tissue donation for transplantation. METHODS Epidemiological, retrospective and cross-sectional study (2003-2011 and 2008-2012), which was performed using organ donation for transplants data in the state of Sao Paulo, Southeastern Brazil. Nine hospitals were evaluated (hospitals 1 to 9). Logistic regression was used to evaluate the differences in the number of brain death referrals and actual donors (dependent variables) after the professional specialist started work (independent variable) at the intra-hospital committee of organ and tissue donation for transplantation. To evaluate the hospital invoicing, the hourly wage of the doctor and registered nurse, according to the legislation of the Consolidation of Labor Laws, were calculated, as were the investment return and the time elapsed to do so. RESULTS Following the nursing specialist commencement on the committee, brain death referrals and the number of actual donors increased at hospital 2 (4.17 and 1.52, respectively). At hospital 7, the number of actual donors also increased from 0.005 to 1.54. In addition, after the nurse started working, hospital revenues increased by 190.0% (ranging 40.0% to 1.955%). The monthly cost for the nurse working 20 hours was US$397.97 while the doctor would cost US$3,526.67. The return on investment was 275% over the short term (0.36 years). CONCLUSIONS This paper showed that including a professional specialist in intra-hospital committees for organ and tissue donation for transplantation proved to be cost-effective. Further economic research in the area could contribute to the efficient public policy implementation of this organ and tissue harvesting model.

On lattices from combinatorial game theory modularity and a representation theorem: finite case

We show that a self-generated set of combinatorial games, S. may not be hereditarily closed but, strong self-generation and hereditary closure are equivalent in the universe of short games. In [13], the question "Is there a set which will give a non-distributive but modular lattice?" appears. A useful necessary condition for the existence of a finite non-distributive modular L(S) is proved. We show the existence of S such that L(S) is modular and not distributive, exhibiting the first known example. More, we prove a Representation Theorem with Games that allows the generation of all finite lattices in game context. Finally, a computational tool for drawing lattices of games is presented. (C) 2014 Elsevier B.V. All rights reserved.