650 resultados para Rácio de Sharpe


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The software package Dymola, which implements the new, vendor-independent standard modelling language Modelica, exemplifies the emerging generation of object-oriented modelling and simulation tools. This paper shows how, in addition to its simulation capabilities, it may be used as an embodiment design tool, to size automatically a design assembled from a library of generic parametric components. The example used is a miniature model aircraft diesel engine. To this end, the component classes contain extra algebraic equations calculating the overload factor (or its reciprocal, the safety factor) for all the different modes of failure, such as buckling or tensile yield. Thus the simulation results contain the maximum overload or minimum safety factor for each failure mode along with the critical instant and the device state at which it occurs. The Dymola "Initial Conditions Calculation" function, controlled by a simple software script, may then be used to perform automatic component sizing. Each component is minimised in mass, subject to a chosen safety factor against failure, over a given operating cycle. Whilst the example is in the realm of mechanical design, it must be emphasised that the approach is equally applicable to the electrical or mechatronic domains, indeed to any design problem requiring numerical constraint satisfaction.

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We demonstrate high count rate single photon detection at telecom wavelengths using a thermoelectrically-cooled semiconductor diode. Our device consists of a single InGaAs avalanche photodiode driven by a 2 GHz gating frequency signal and coupled to a tuneable self-differencing circuit for enhanced detection sensitivity. We find the count rate is linear with the photon flux in the single photon detection regime over approximately four orders of magnitude, and saturates at 1 gigacount/s at high photon fluxes. This result highlights promising potential for APDs in high bit rate quantum information applications.

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Forecasting the returns of assets at high frequency is the key challenge for high-frequency algorithmic trading strategies. In this paper, we propose a jump-diffusion model for asset price movements that models price and its trend and allows a momentum strategy to be developed. Conditional on jump times, we derive closed-form transition densities for this model. We show how this allows us to extract a trend from high-frequency finance data by using a Rao-Blackwellized variable rate particle filter to filter incoming price data. Our results show that even in the presence of transaction costs our algorithm can achieve a Sharpe ratio above 1 when applied across a portfolio of 75 futures contracts at high frequency. © 2011 IEEE.

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Quantum key distribution (QKD) uniquely allows distribution of cryptographic keys with security verified by quantum mechanical limits. Both protocol execution and subsequent applications require the assistance of classical data communication channels. While using separate fibers is one option, it is economically more viable if data and quantum signals are simultaneously transmitted through a single fiber. However, noise-photon contamination arising from the intense data signal has severely restricted both the QKD distances and secure key rates. Here, we exploit a novel temporal-filtering effect for noise-photon rejection. This allows high-bit-rate QKD over fibers up to 90 km in length and populated with error-free bidirectional Gb/s data communications. With high-bit rate and range sufficient for important information infrastructures, such as smart cities and 10 Gbit Ethernet, QKD is a significant step closer towards wide-scale deployment in fiber networks.

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We report the operation of a gigahertz clocked quantum key distribution system, with two classical data communication channels using coarse wavelength division multiplexing over a record fibre distance of 80km. © 2012 OSA.

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We analyse the finite-size security of the efficient Bennett-Brassard 1984 protocol implemented with decoy states and apply the results to a gigahertz-clocked quantum key distribution system. Despite the enhanced security level, the obtained secure key rates are the highest reported so far at all fibre distances.

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We report the operation of a gigahertz clocked quantum key distribution system featuring high composable and quantifiable security while maintaining more than 1 Mbit/s secure key rate over a 50 km quantum channel. © OSA 2013.

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We report room temperature operation of telecom wavelength single-photon detectors for high bit rate quantum key distribution (QKD). Room temperature operation is achieved using InGaAs avalanche photodiodes integrated with electronics based on the self-differencing technique that increases avalanche discrimination sensitivity. Despite using room temperature detectors, we demonstrate QKD with record secure bit rates over a range of fiber lengths (e.g., 1.26 Mbit/s over 50 km). Furthermore, our results indicate that operating the detectors at room temperature increases the secure bit rate for short distances. © 2014 AIP Publishing LLC.

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We report the operation of a gigahertz clocked quantum key distribution system, with two classical data communication channels using coarse wavelength division multiplexing over a record fibre distance of 80km. © OSA 2012.

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We demonstrate quantum key distribution (QKD) with bidirectional 10 Gb/s classical data channels in a single fiber using dense wavelength division multiplexing. Record secure key rates of 2.38 Mbps and fiber distances up to 70km are achieved. Data channels are simultaneously monitored for error-free operation. The robustness of QKD is further demonstrated with a secure key rate of 445 kbps over 25km, obtained in the presence of data lasers launching conventional 0 dBm power. We discuss the fundamental limit for the QKD performance in the multiplexing environment. © 2014 AIP Publishing LLC.

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C.H. Orgill, N.W. Hardy, M.H. Lee, and K.A.I. Sharpe. An application of a multiple agent system for flexible assemble tasks. In Knowledge based envirnments for industrial applications including cooperating expert systems in control. IEE London, 1989.

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Barnes, D. P., Hardy, N. W., Lee, M. H., Orgill, C. H., Sharpe, K. A. I. A software development package for intelligent supervisory systems. In Proc. ACME Res. Conf., Nottingham, September 1988, pp. 4

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This paper investigated the thermal design of the light emitting diode (LED)onto the board and its packaging. The LED was a 6-lead MultiLED with three chips designed for LCD backlighting and other lighting purposes. A 3D finite element model of this LED was built up and thermal analysis was carried out using the multi physics software package PHYSICA. The modeling results were presented as temperature distributions in each LED, and the predicted junction temperature was used for thermal resistance calculation. The results for the board structure indicated that (1) removing the foil attach decreased the thermal resistance, (2) Increasing the copper foil thickness reduced the thermal resistance. package design indicated that the SMT designed LED with integrated slug gave lower thermal resistance. Pb-free solder material gave lower thermal resistance and junction temperature when compared with conductive adhesive