Electricity Markets Portfolio Optimization using a Particle Swarm Approach

Energy systems worldwide are complex and challenging environments. Multi-agent based simulation platforms are increasing at a high rate, as they show to be a good option to study many issues related to these systems, as well as the involved players at act in this domain. In this scope the authors’ research group has developed a multi-agent system: MASCEM (Multi-Agent System for Competitive Electricity Markets), which simulates the electricity markets. MASCEM is integrated with ALBidS (Adaptive Learning Strategic Bidding System) that works as a decision support system for market players. The ALBidS system allows MASCEM market negotiating players to take the best possible advantages from the market context. However, it is still necessary to adequately optimize the player’s portfolio investment. For this purpose, this paper proposes a market portfolio optimization method, based on particle swarm optimization, which provides the best investment profile for a market player, considering the different markets the player is acting on in each moment, and depending on different contexts of negotiation, such as the peak and offpeak periods of the day, and the type of day (business day, weekend, holiday, etc.). The proposed approach is tested and validated using real electricity markets data from the Iberian operator – OMIE.

Towards a unified European electricity market: The contribution of data-mining to support realistic simulation studies

Worldwide electricity markets have been evolving into regional and even continental scales. The aim at an efficient use of renewable based generation in places where it exceeds the local needs is one of the main reasons. A reference case of this evolution is the European Electricity Market, where countries are connected, and several regional markets were created, each one grouping several countries, and supporting transactions of huge amounts of electrical energy. The continuous transformations electricity markets have been experiencing over the years create the need to use simulation platforms to support operators, regulators, and involved players for understanding and dealing with this complex environment. This paper focuses on demonstrating the advantage that real electricity markets data has for the creation of realistic simulation scenarios, which allow the study of the impacts and implications that electricity markets transformations will bring to the participant countries. A case study using MASCEM (Multi-Agent System for Competitive Electricity Markets) is presented, with a scenario based on real data, simulating the European Electricity Market environment, and comparing its performance when using several different market mechanisms.

A process-based control for evolvable production systems

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

Monitoring morphisms to support sustainable interoperability of enterprise systems

Dissertation to obtain the Master degree in Electrical Engineering and Computer Science

Ontologies for the interoperability of multiagent electricity markets simulation platforms

Electricity markets worldwide are complex and dynamic environments with very particular characteristics. These are the result of electricity markets’ restructuring and evolution into regional and continental scales, along with the constant changes brought by the increasing necessity for an adequate integration of renewable energy sources. The rising complexity and unpredictability in electricity markets has increased the need for the intervenient entities in foreseeing market behaviour. Market players and regulators are very interested in predicting the market’s behaviour. Market players need to understand the market behaviour and operation in order to maximize their profits, while market regulators need to test new rules and detect market inefficiencies before they are implemented. The growth of usage of simulation tools was driven by the need for understanding those mechanisms and how the involved players' interactions affect the markets' outcomes. Multi-agent based software is particularly well fitted to analyse dynamic and adaptive systems with complex interactions among its constituents, such as electricity markets. Several modelling tools directed to the study of restructured wholesale electricity markets have emerged. Still, they have a common limitation: the lack of interoperability between the various systems to allow the exchange of information and knowledge, to test different market models and to allow market players from different systems to interact in common market environments. This dissertation proposes the development and implementation of ontologies for semantic interoperability between multi-agent simulation platforms in the scope of electricity markets. The added value provided to these platforms is given by enabling them sharing their knowledge and market models with other agent societies, which provides the means for an actual improvement in current electricity markets studies and development. The proposed ontologies are implemented in MASCEM (Multi-Agent Simulator of Competitive Electricity Markets) and tested through the interaction between MASCEM agents and agents from other multi-agent based simulators. The implementation of the proposed ontologies has also required a complete restructuring of MASCEM’s architecture and multi-agent model, which is also presented in this dissertation. The results achieved in the case studies allow identifying the advantages of the novel architecture of MASCEM, and most importantly, the added value of using the proposed ontologies. They facilitate the integration of independent multi-agent simulators, by providing a way for communications to be understood by heterogeneous agents from the various systems.

Lightweight robust behavior industrial agent methodology

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Variation in protein expression levels in cell populations

Dissertation presented to obtain the Ph.D degree in Systems Biology

Transactions in dynamic reactive environments

Most of today’s systems, especially when related to the Web or to multi-agent systems, are not standalone or independent, but are part of a greater ecosystem, where they need to interact with other entities, react to complex changes in the environment, and act both over its own knowledge base and on the external environment itself. Moreover, these systems are clearly not static, but are constantly evolving due to the execution of self updates or external actions. Whenever actions and updates are possible, the need to ensure properties regarding the outcome of performing such actions emerges. Originally purposed in the context of databases, transactions solve this problem by guaranteeing atomicity, consistency, isolation and durability of a special set of actions. However, current transaction solutions fail to guarantee such properties in dynamic environments, since they cannot combine transaction execution with reactive features, or with the execution of actions over domains that the system does not completely control (thus making rolling back a non-viable proposition). In this thesis, we investigate what and how transaction properties can be ensured over these dynamic environments. To achieve this goal, we provide logic-based solutions, based on Transaction Logic, to precisely model and execute transactions in such environments, and where knowledge bases can be defined by arbitrary logic theories.

An agent-based simulator to estimate domestic energy use

Throughout recent years, there has been an increase in the population size, as well as a fast economic growth, which has led to an increase of the energy demand that comes mainly from fossil fuels. In order to reduce the ecological footprint, governments have implemented sustainable measures and it is expected that by 2035 the energy produced from renewable energy sources, such as wind and solar would be responsible for one-third of the energy produced globally. However, since the energy produced from renewable sources is governed by the availability of the respective primary energy source there is often a mismatch between production and demand, which could be solved by adding flexibility on the demand side through demand response (DR). DR programs influence the end-user electricity usage by changing its cost along the time. Under this scenario the user needs to estimate the energy demand and on-site production in advance to plan its energy demand according to the energy price. This work focuses on the development of an agent-based electrical simulator, capable of: (a) estimating the energy demand and on-site generation with a 1-min time resolution for a 24-h period, (b) calculating the energy price for a given scenario, (c) making suggestions on how to maximize the usage of renewable energy produced on-site and to lower the electricity costs by rescheduling the use of certain appliances. The results show that this simulator allows reducing the energy bill by 11% and almost doubling the use of renewable energy produced on-site.

Machine diagnosis based on artificial immune systems

Nowadays, many of the manufactory and industrial system has a diagnosis system on top of it, responsible for ensuring the lifetime of the system itself. It achieves this by performing both diagnosis and error recovery procedures in real production time, on each of the individual parts of the system. There are many paradigms currently being used for diagnosis. However, they still fail to answer all the requirements imposed by the enterprises making it necessary for a different approach to take place. This happens mostly on the error recovery paradigms since the great diversity that is nowadays present in the industrial environment makes it highly unlikely for every single error to be fixed under a real time, no production stop, perspective. This work proposes a still relatively unknown paradigm to manufactory. The Artificial Immune Systems (AIS), which relies on bio-inspired algorithms, comes as a valid alternative to the ones currently being used. The proposed work is a multi-agent architecture that establishes the Artificial Immune Systems, based on bio-inspired algorithms. The main goal of this architecture is to solve for a resolution to the error currently detected by the system. The proposed architecture was tested using two different simulation environment, each meant to prove different points of views, using different tests. These tests will determine if, as the research suggests, this paradigm is a promising alternative for the industrial environment. It will also define what should be done to improve the current architecture and if it should be applied in a decentralised system.

Highly functional and biodegradable nanofibrous scaffolds combined with stem cells for bone and cartilage tissue engineering

Among the various possible embodiements of Advanced Therapies and in particular of Tissue Engineering the use of temporary scaffolds to regenerate tissue defects is one of the key issues. The scaffolds should be specifically designed to create environments that promote tissue development and not merely to support the maintenance of communities of cells. To achieve that goal, highly functional scaffolds may combine specific morphologies and surface chemistry with the local release of bioactive agents. Many biomaterials have been proposed to produce scaffolds aiming the regeneration of a wealth of human tissues. We have a particular interest in developing systems based in nanofibrous biodegradable polymers1,2. Those demanding applications require a combination of mechanical properties, processability, cell-friendly surfaces and tunable biodegradability that need to be tailored for the specific application envisioned. Those biomaterials are usually processed by different routes into devices with wide range of morphologies such as biodegradable fibers and meshes, films or particles and adaptable to different biomedical applications. In our approach, we combine the temporary scaffolds populated with therapeutically relevant communities of cells to generate a hybrid implant. For that we have explored different sources of adult and also embryonic stem cells. We are exploring the use of adult MSCs3, namely obtained from the bone marrow for the development autologous-based therapies. We also develop strategies based in extra-embryonic tissues, such as amniotic fluid (AF) and the perivascular region of the umbilical cord4 (Whartonâ s Jelly, WJ). Those tissues offer many advantages over both embryonic and other adult stem cell sourcess. These tissues are frequently discarded at parturition and its extracorporeal nature facilitates tissue donation by the patients. The comparatively large volume of tissue and ease of physical manipulation facilitates the isolation of larger numbers of stem cells. The fetal stem cells appear to have more pronounced immunomodulatory properties than adult MSCs. This allogeneic escape mechanism may be of therapeutic value, because the transplantation of readily available allogeneic human MSCs would be preferable as opposed to the required expansion stage (involving both time and logistic effort) of autologous cells. Topics to be covered: This talk will review our latest developments of nanostructured-based biomaterials and scaffolds in combination with stem cells for bone and cartilage tissue engineering.

Mesenchymal stem cells secretome as a modulator of the neurogenic niche: Basic insights and therapeutic opportunities

Neural stem cells (NSCs) and mesenchymal stem cells (MSCs) share few characteristics apart from self-renewal and multipotency. In fact, the neurogenic and osteogenic stem cell niches derive from two distinct embryonary structures; while the later originates from the mesoderm, as all the connective tissues do, the first derives from the ectoderm. Therefore, it is highly unlikely that stem cells isolated from one niche could form terminally differentiated cells from the other. Additionally, these two niches are associated to tissues/systems (e.g., bone and central nervous system) that have markedly different needs and display diverse functions within the human body. Nevertheless they do share common features. For instance, the differentiation of both NSCs and MSCs is intimately associated with the bone morphogenetic protein family. Moreover, both NSCs and MSCs secrete a panel of common growth factors, such as nerve growth factor (NGF), glial derived neurotrophic factor (GDNF), and brain derived neurotrophic factor (BDNF), among others. But it is not the features they share but the interaction between them that seem most important, and worth exploring; namely, it has already been shown that there are mutually beneficially effects when these cell types are co-cultured in vitro. In fact the use of MSCs, and their secretome, become a strong candidate to be used as a therapeutic tool for CNS applications, namely by triggering the endogenous proliferation and differentiation of neural progenitors, among other mechanisms. Quite interestingly it was recently revealed that MSCs could be found in the human brain, in the vicinity of capillaries. In the present review we highlight how MSCs and NSCs in the neurogenic niches interact. Furthermore, we propose directions on this field and explore the future therapeutic possibilities that may arise from the combination/interaction of MSCs and NSCs.

Directed integration of new insulated lentiviral vectors to heterochromatin towards safer gene transfer to stem cells

The need for better gene transfer systems towards improved risk=benefit balance for patients remains a major challenge in the clinical translation of gene therapy (GT). We have investigated the improvement of integrating vectors safety in combining (i) new short synthetic genetic insulator elements (GIE) and (ii) directing genetic integration to heterochromatin. We have designed SIN-insulated retrovectors with two candidate GIEs and could identify a specific combination of insulator 2 repeats which translates into best functional activity, high titers and boundary effect in both gammaretro (p20) and lentivectors (DCaro4) (see Duros et al, abstract ibid). Since GIEs are believed to shield the transgenic cassette from inhibitory effects and silencing, DCaro4 has been further tested with chimeric HIV-1 derived integrases which comprise C-ter chromodomains targeting heterochromatin through either histone H3 (ML6chimera) or methylatedCpGislands (ML10). With DCaro4 only and both chimeras, a homogeneous expression is evidenced in over 20% of the cells which is sustained over time. With control lentivectors, less than 2% of cells express GFP as compared to background using a control double-mutant in both catalytic and ledgf binding-sites; in addition, a two-times increase of expression can be induced with histone deacetylase inhibitors. Our approach could significantly reduce integration into open chromatin sensitive sites in stem cells at the time of transduction, a feature which might significantly decrease subsequent genotoxicity, according to X-SCIDs patients data.Work performed with the support of EC-DG research within the FP6-Network of Excellence, CLINIGENE: LSHB-CT-2006-018933

The role of Pten in the Hematopoietic System and the Hematopoietic Stem Cells

Résumé Identification, localisation et activation des cellules souches hématopoiétiques dormantes in vivo Les cellules souches somatiques sont présentes dans la majorité des tissus régénératifs comme la peau, l'épithélium intestinal et le système hématopoiétique. A partir d'une seule cellule, elles ont les capacités de produire d'autres cellules souches du même type (auto-renouvellement) et d'engendrer un ensemble défini de cellules progénitrices différenciées qui vont maintenir ou réparer leur tissu hôte. Les cellules souches adultes les mieux caractérisées sont les cellules souches hématopoiétiques (HSC), localisées dans la moelle osseuse. Un des buts de mon travail de doctorat était de caractériser plus en profondeur la localisation des HSCs endogènes in vivo. Pour ce faire, la technique "label retaining assay", se basant sur la division peu fréquentes et sur la dormance des cellules souches, a été utilisée. Après un marquage des souris avec du BrdU (analogue à l'ADN) suivi d'une longue période sans BrdU, les cellules ayant incorporés le marquage ("label retaining cells" LCRs) ont pu être identifiées dans la moelle osseuse. Ces cellules LCRs étaient enrichies 300 fois en cellules de phenotype HSC et, en utilisant de la cytofluorométrie, il a pu être montré qu'environ 15% de toutes les HSCs d'une souris restent dormantes durant plusieures semaines. Ces HSCs dormantes à long terme ne sont probablement pas impliquées dans la maintenance de 'hématopoièse. Par contre, on assiste à l'activation rapide de ces HSCs dormantes lors d'une blessure, comme une ablation myéloide. Elles re-entrent alors en cycle cellulaire et sont essentielles pour une génération rapide des cellules progénitrices et matures qui vont remplacer les cellules perdues. De plus, la détection des LCRs, combinée avec l'utilisation du marqueur de HSCs c-kit, peut être utilisée pour la localisation des HSCs dormantes présentes dans la paroi endostéale de la cavité osseuse. De manière surprenante, les LCRs c-kit+ ont surtout étés trouvées isolées en cellule unique, suggérant que le micro-environement spécifique entourant et maintenant les HSCs, appelé niche, pourrait être très réduit et abriter une seule HSC par niche. Rôles complexes du gène supresseur de tumeur Pten dans le système hématopoiétique La phosphatase PTEN disparaît dans certains cancers héréditaires ou sporadiques humains, comme les gliomes, les cancers de l'utérus ou du sein. Pten inhibe la voie de signalisation de la PI3-kinase et joue un rôle clé dans l'apoptose, la croissance, la prolifération et la migration cellulaire. Notre but était d'étudier le rôle de Pten dans les HSC normale et durant la formation de leucémies. Pour ce faire, nous avons généré un modèle murin dans lequel le gène Pten peut être supprimé dans les cellules hématopoiétiques, incluant les HSCs. Ceci a été possible en croissant l'allèle conditionnelle ptenflox soit avec le transgène MxCre inductible par l'interféron α soit avec le transgène Scl-CreERt inductible par le tamoxifen. Ceci permet la conversion de l'allèle ptenflox en l'allèle nul PtenΔ dans les HSCs et les autres types cellulaires hématopoiétiques. Les souris mutantes Pten développent une splénomégalie massive causée par une expansion dramatiques de toutes les cellules myéloides. De manière interessante, alors que le nombre de HSCs dans la moelle osseuse diminue progressivement, le nombre des HSCs dans la rate augmente de manière proportionnelle. Etrangement, les analyses de cycle cellulaire ont montrés que Pten n'avait que peu ou pas d'effet sur la dormance des HSCs ou sur leur autorenouvellement. En revanche, une augmentation massive du niveau de la cytokine de mobilisation G-CSF a été détéctée dans le serum sanguin, suggérant que la suppression de Pten stimulerait la mobilisation et la migration des HSC de la moelle osseuse vers la rate. Finallement, la transplantation de moelle osseuse délétée en Pten dans des souris immuno-déficientes montre que Pten fonctionnerait comme un suppresseur de tumeur dans le système hématopoiétique car son absence entraîne la formation rapide de leucémies lymphocytaires. Summary Identification, localization and activation of dormant hematopoietic stun cells in vivo Somatic stem cells are present in most self-renewing tissues including the skin, the intestinal epithelium and the hematopoietic system. On a single cell basis they have the capacity to produce more stem cells of the same phenotype (self-renewal) and to give rise to a defined set of mature differentiated progeny, responsible for the maintenance or repair of the host tissue. The best characterized adult stem cell is the hematopoietic stem cell (HSC) located in the bone marrow. One goal of my thesis work was to further characterize the location of endogenous HSCs in vivo. To do this, a technique called "label retaining assay» was used which takes advantage of the fact that stem cells (including HSCs) divide very infrequently and can be dormant for months. After labeling mice with the DNA analogue BrdU followed by a long BrdU free "chase", BrdU "label retaining cells" (CRCs) could be identified in the bone marrow. These CRCs were 300-fold enriched for phenotypic HSCs and by using flow cytometry analysis it could be shown that about 15% of all HSCs in the mouse are dormant for many weeks. Our results suggest that these long-term dormant HSCs are unlikely to be involved in homeostatic maintenance. However they are rapidly activated and reenter the cell cycle in response to injury signals such as myeloid ablation. In addition, detection of LRCs in combination with the HSC marker c-Kit could be used to locate engrafted dormant HSCs close to the endosteal lining of the bone marrow cavities. Most surprisingly, c-Kit+LRCs were found predominantly as single cells suggesting that the specific stem cell maintaining microenvironment, called niche, has limited space and may house only single HSCs. Complex roles of the tumor suppressor gene Pten in the hematopoietic system. The phosphatase PTEN is lost in hereditary and sporadic forms of human cancers, including gliomas, endometrial and breast cancers. Pten inhibits the PI3-kina.se pathway and plays a key role in apoptosis, cell growth, proliferation and migration. Our aim was to study the role of Pten in normal HSCs and during leukemia formation. To do this, we generated a mouse model in which the Pten gene can be deleted in hematopoietic cells including HSCs. This was achieved by crossing the conditional ptenflox allele with either the interferona inducible MxCre or the tamoxifen inducible Scl-CreERT transgene. This allowed the conversion of the ptenflox allele into a pterr' null allele in HSCs and other hematopoietic cell types. As a result Pten mutant mice developed massive splenomegaly due to a dramatic expansion of all myeloid cells. Interestingly, while the number of bone marrow HSCs progressively decreased, the number of HSCs in the spleen increased to a similar extent. Unexpectedly, extensive cell cycle analysis showed that Pten had little or no effect on HSC dormancy or HSC self-renewal. Instead, dramatically increased levels of the mobilizing cytokine G-CSF were detected in the blood serum suggesting that loss-of Pten stimulates mobilization and migration of HSC from the BM to the spleen. Finally, transplantation of Pten deficient BM cells into immuno-compromised mice showed that Pten can function as a tumor suppressor in the hematopoietic system and that its absence leads to the rapid formation of T cell leukemia.

Hard-wired heterogeneity in blood stem cells revealed using a dynamic regulatory network model.

MOTIVATION: Combinatorial interactions of transcription factors with cis-regulatory elements control the dynamic progression through successive cellular states and thus underpin all metazoan development. The construction of network models of cis-regulatory elements, therefore, has the potential to generate fundamental insights into cellular fate and differentiation. Haematopoiesis has long served as a model system to study mammalian differentiation, yet modelling based on experimentally informed cis-regulatory interactions has so far been restricted to pairs of interacting factors. Here, we have generated a Boolean network model based on detailed cis-regulatory functional data connecting 11 haematopoietic stem/progenitor cell (HSPC) regulator genes. RESULTS: Despite its apparent simplicity, the model exhibits surprisingly complex behaviour that we charted using strongly connected components and shortest-path analysis in its Boolean state space. This analysis of our model predicts that HSPCs display heterogeneous expression patterns and possess many intermediate states that can act as 'stepping stones' for the HSPC to achieve a final differentiated state. Importantly, an external perturbation or 'trigger' is required to exit the stem cell state, with distinct triggers characterizing maturation into the various different lineages. By focusing on intermediate states occurring during erythrocyte differentiation, from our model we predicted a novel negative regulation of Fli1 by Gata1, which we confirmed experimentally thus validating our model. In conclusion, we demonstrate that an advanced mammalian regulatory network model based on experimentally validated cis-regulatory interactions has allowed us to make novel, experimentally testable hypotheses about transcriptional mechanisms that control differentiation of mammalian stem cells. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.