Multidimensional Scaling Analysis of Stock Market Indexes

This paper applies multidimensional scaling techniques and Fourier transform for visualizing possible time-varying correlations between 25 stock market values. The method is useful for observing clusters of stock markets with similar behavior.

A Real-Time Optimization for 2R Manipulators

This work proposes a real-time algorithm to generate a trajectory for a 2 link planar robotic manipulator. The objective is to minimize the space/time ripple and the energy requirements or the time duration in the robot trajectories. The proposed method uses an off line genetic algorithm to calculate every possible trajectory between all cells of the workspace grid. The resultant trajectories are saved in several trees. Then any trajectory requested is constructed in real-time, from these trees. The article presents the results for several experiments.

Optimization of random amplified polymorphic DNA techniques for use in genetic studies of Cuban triatominae

Random amplified polymorphic DNA (RAPD) technique is a simple and reliable method to detect DNA polymorphism. Several factors can affect the amplification profiles, thereby causing false bands and non-reproducibility of assay. In this study, we analyzed the effect of changing the concentration of primer, magnesium chloride, template DNA and Taq DNA polymerase with the objective of determining their optimum concentration for the standardization of RAPD technique for genetic studies of Cuban Triatominae. Reproducible amplification patterns were obtained using 5 pmoL of primer, 2.5 mM of MgCl2, 25 ng of template DNA and 2 U of Taq DNA polymerase in 25 µL of the reaction. A panel of five random primers was used to evaluate the genetic variability of T. flavida. Three of these (OPA-1, OPA-2 and OPA-4) generated reproducible and distinguishable fingerprinting patterns of Triatominae. Numerical analysis of 52 RAPD amplified bands generated for all five primers was carried out with unweighted pair group method analysis (UPGMA). Jaccard's Similarity Coefficient data were used to construct a dendrogram. Two groups could be distinguished by RAPD data and these groups coincided with geographic origin, i.e. the populations captured in areas from east and west of Guanahacabibes, Pinar del Río. T. flavida present low interpopulation variability that could result in greater susceptibility to pesticides in control programs. The RAPD protocol and the selected primers are useful for molecular characterization of Cuban Triatominae.

Chaotic Phenomena and Performance Optimization in the Trajectory Control of Redundant Manipulators

Redundant manipulators have some advantages when compared with classical arms because they allow the trajectory optimization, both on the free space and on the presence of abstacles, and the resolution of singularities. For this type of manipulators, several kinetic algorithms adopt generalized inverse matrices. In this line of thought, the generalized inverse control scheme is tested through several experiments that reveal the difficulties that often arise. Motivated by theseproblems this paper presents a new method that ptimizes the manipulability through a least squre polynomialapproximation to determine the joints positions. Moreover, the article studies influence on the dynamics, when controlling redundant and hyper-redundant manipulators. The experiment confirm the superior performance of the proposed algorithm for redundant and hyper-redundant manipulators, revealing several fundamental properties of the chaotic phenomena, and gives a deeper insight towards the future development of superior trajectory control algorithms.

How does gender affect visiting a world heritage site?

To date few studies have been undertaken in Portugal dealing with the attitudes, motivations, and profile of tourists who visit World Heritage Sites. Also, few studies have dealt with destination image (e.g., Agapito, Mendes & Valle, 2010; Lopes, 2011). As far as it is known, none have approached the issue of gender differences in the choice of a Portuguese heritage destination. Since cultural tourism destinations need to differentiate themselves from each other, appropriate market segmentation must be based on a deep understanding of the customers’ motivations and preferences. Keeping in mind results from empirical literature (e.g., Silberberg, 1995; Beerli & Martin, 2004; Richards, 2004; Pérez, 2009; Sheng, Shen, & Chen, 2008), gender seems to be a possible approach to market segmentation, whether for Guimarães or for other cultural tourism destinations around the world. Located in the north-western region of Portugal, Guimarães is a city of strong symbolic and cultural significance, and the nomination of its historical centre as a World Heritage Site in 2001 enhanced its tourism potential. This study analyses the possible relation between gender and attitudes and motivations towards a World Heritage Site, such as Guimarães. Additionally, the empirical approach used in the study tries to capture differences in the perceived attributes of the city. Commonalities and distinctions within and between groups of tourists, by focusing on the specific characteristic of gender, were analysed. The study addressed two main questions: first, whether males and females have similar or different preferences in choosing the city as their destination; and, second, whether there are gender differences in the perception of the attributes of Guimarães. A better understanding of the gendered nature of the destination is a valuable cue for shaping products and services according to visitors’ preferences.

Models for pheromone evaluation in Ant Systems for Mobile Ad-hoc networks

On a mobile ad-hoc network environment, where the resources are scarce, the knowledge about the network's link state is essential to optimize the routing procedures. This paper presents a study about different pheromone evaluation models and how they react to possible changes in traffic rate. Observing how the pheromone value on a link changes, it could be possible to identify certain patterns which can indicate the path status. For this study, the behavior of the Ant System evaluation model was compared with a Temporal Active Pheromone model (a biological approach) and a Progressive Pheromone Reduction model with and without a maximum pheromone limit.

Análise do Desempenho de Técnicas de Otimização no Problema de Escalonamento

A optimização nas aplicações modernas assume um carácter fortemente interdisciplinar, relacionando-se com a necessidade de integração de diferentes técnicas e paradigmas na resolução de problemas reais complexos. O problema do escalonamento é recorrente no planeamento da produção. Sempre que uma ordem de fabrico é lançada, é necessário determinar que recursos serão utilizados e em que sequência as atividades serão executadas, para otimizar uma dada medida de desempenho. Embora ainda existam empresas a abordar o problema do escalonamento através de simples heurísticas, a proposta de sistemas de escalonamento tem-se evidenciado na literatura. Pretende-se nesta dissertação, a realização da análise de desempenho de Técnicas de Optimização, nomeadamente as meta-heurísticas, na resolução de problemas de optimização complexos – escalonamento de tarefas, particularmente no problema de minimização dos atrasos ponderados, 1||ΣwjTj. Assim sendo, foi desenvolvido um protótipo que serviu de suporte ao estudo computacional, com vista à avaliação do desempenho do Simulated Annealing (SA) e o Discrete Artificial Bee Colony (DABC). A resolução eficiente de um problema requer, em geral, a aplicação de diferentes métodos, e a afinação dos respetivos parâmetros. A afinação dos parâmetros pode permitir uma maior flexibilidade e robustez mas requer uma inicialização cuidadosa. Os parâmetros podem ter uma grande influência na eficiência e eficácia da pesquisa. A sua definição deve resultar de um cuidadoso esforço experimental no sentido da respectiva especificação. Foi usado, no âmbito deste trabalho de mestrado, para suportar a fase de parametrização das meta-heurísticas em análise, o planeamento de experiências de Taguchi. Da análise dos resultados, foi possível concluir que existem vantagem estatisticamente significativa no desempenho do DABC, mas quando analisada a eficiência é possível concluir que há vantagem do SA, que necessita de menos tempo computacional.

Sensitivity of an immunoenzymatic test for detection of ant-L. brasiliensis antibodies compared to other tests used for the diagnosis of American cutaneous leishmaniasis

The diagnosis of American cutaneous leishmaniasis (ACL) is frequently based on clinical and epidemiological data associated with the results of laboratory tests. Some laboratory methods are currently being applied for the diagnosis of ACL, among them the indirect immunofluorescence reaction (IIFR), the Montenegro skin test (MST), histopathological examination, and the polymerase chain reaction (PCR). The performance of these methods varies in a considerable proportion of patients. After the standardization of an immunoenzymatic test (ELISA) for the detection of IgG in the serum of patients with ACL using a crude Leishmania braziliensis antigen, the results obtained were compared to those of other tests routinely used for the diagnosis. The tests revealed the following sensitivity, when analyzed separately: 85% for ELISA IgG, 81% for PCR, 64.4% for MST, 58.1% for IIFR, and 34% for the presence of parasites in the biopsy. ELISA was positive in 75% of patients with ACL presenting a negative MST, in 84.8% of ACL patients with negative skin or mucous biopsies for the presence of the parasite, and in 100% of cases with a negative PCR. Thus, ELISA presented a higher sensitivity than the other tests and was useful as a complementary method for the diagnosis of ACL.

Melhoria do Processo Produtivo da Pietec Através das Ferramentas Kaizen

Esta Tese de Mestrado foi realizada na empresa Pietec Cortiças S.A.. A empresa Pietec Cortiças S.A. é a unidade industrial responsável pela produção de rolhas técnicas de cortiça do Grupo Piedade. O objetivo desta tese prende-se com a melhoria do processo produtivo de uma das suas secções, a secção da Marcação. Esta secção é responsável pela marcação da superfície da rolha, pela aplicação do tratamento de superfície e pelo embalamento das rolhas. A otimização do processo da secção de Marcação, na qualidade de última secção do processo produtivo, permitirá à empresa obter vantagens competitivas. De forma a atingir o objetivo proposto, foi realizado um levantamento exaustivo do processo produtivo e das respetivas operações. Esta análise permitiu a identificação dos possíveis pontos de desperdício, a sua avaliação e a definição de possíveis melhorias que visam o aumento de produtividade e a redução do número de produtos não conformes. Uma vez identificados os pontos críticos do processo, procedeu-se à definição das ações de melhoria a implementar de forma a melhorar o processo produtivo. As ações tomadas assentam na filosofia Lean e nos seus princípios, utilizando-se algumas das ferramentas desta filosofia para concretizar os objetivos traçados. A ferramenta de análise Plan-Do-Check-Act (PDCA) foi a ferramenta base do projeto, acompanhando na elaboração do plano de ação, na implementação das ferramentas 5S e Single Minute Exchange of Die (SMED), na verificação dos resultados e no plano de manutenção das melhorias alcançadas. Após a implementação das medidas definidas no processo de marcação da superfície das rolhas, foi mensurada uma melhoria de 23 % no tempo médio de setup da máquina de marcação. Esta melhoria global foi alcançada através de intervenções no processo de vazamento do circuito da máquina de marcação, no procedimento de armazenamento dos moldes de marcação e na alteração dos mecanismos de ajuste da máquina de marcar e de orientar. No processo de embalamento das rolhas, as medidas implementadas produziram um aumento de 1,7 % no número de rolhas produzidas e uma redução do número de rolhas não conformes de 3,6 %. Os resultados obtidos no projeto demonstram que é possível continuar a melhorar o estado atual dos processos. Constatou-se ainda que, com a adoção de ferramentas de análise e de proposta de melhoria adequadas, é possível atuar sobre os processos e obter melhorias a curto prazo, sem que para isso seja necessário efetuar grandes investimentos.

Price-setting dynamical duopoly with incomplete information

We consider a price competition in a duopoly with substitutable goods, linear and symmetric demand. There is a firm (F 1) that chooses first the price p 1 of its good; the other firm (F 2) observes p 1 and then chooses the price p 2 of its good. The conclusions of this price-setting dynamical duopoly are substantially altered by the presence of either differentiated goods or asymmetric information about rival’s production costs. In this paper, we consider asymmetric information about rival’s production costs. We do ex-ante and ex-post analyses of firms’ profits and market prices. We compare the ex-ante firms’ expected profits with the ex-post firms’ profits.

Uncertainty on a Bertrand duopoly with product differentiation

The conclusions of the Bertrand model of competition are substantially altered by the presence of either differentiated goods or asymmetric information about rival’s production costs. In this paper, we consider a Bertrand competition, with differentiated goods. Furthermore, we suppose that each firm has two different technologies, and uses one of them according to a certain probability distribution. The use of either one or the other technology affects the unitary production cost. We show that this game has exactly one Bayesian Nash equilibrium. We do ex-ante and ex-post analyses of firms’ profits and market prices. We prove that the expected profit of each firm increases with the variance of its production costs. We also show that the expected price of each good increases with both expected production costs, being the effect of the expected production costs of the rival dominated by the effect of the own expected production costs.

Optimization of the Sybr Green real time PCR for the detection of Human Herpes Virus type 6 (HHV-6)

HHV-6 is the etiological agent of Exanthem subitum which is considered the sixth most frequent disease in infancy. In immuno-compromised hosts, reactivation of latent HHV-6 infection may cause severe acute disease. We developed a Sybr Green Real Time PCR for HHV-6 and compared the results with nested conventional PCR. A 214 pb PCR derived fragment was cloned using pGEM-T easy from Promega system. Subsequently, serial dilutions were made in a pool of negative leucocytes from 10-6 ng/µL (equivalent to 2465.8 molecules/µL) to 10-9 (equivalent to 2.46 molecules/µL). Dilutions of the plasmid were amplified by Sybr Green Real Time PCR, using primers HHV3 (5' TTG TGC GGG TCC GTT CCC ATC ATA 3)'and HHV4 (5' TCG GGA TAG AAA AAC CTA ATC CCT 3') and by conventional nested PCR using primers HHV1 (outer): 5'CAA TGC TTT TCT AGC CGC CTC TTC 3'; HHV2 (outer): 5' ACA TCT ATA ATT TTA GAC GAT CCC 3'; HHV3 (inner) and HHV4 (inner) 3'. The detection threshold was determined by plasmid serial dilutions. Threshold for Sybr Green real time PCR was 24.6 molecules/µL and for the nested PCR was 2.46 molecules/µL. We chose the Real Time PCR for diagnosing and quantifying HHV-6 DNA from samples using the new Sybr Green chemistry due to its sensitivity and lower risk of contamination.

Cournot model with investments to change the market size

We present a new deterministic dynamical model on the market size of Cournot competitions, based on Nash equilibria of R&D investment strategies to increase the size of the market of the firms at every period of the game. We compute the unique Nash equilibrium for the second subgame and the profit functions for both firms. Adding uncertainty to the R&D investment strategies, we get a new stochastic dynamical model and we analyse the importance of the uncertainty to reverse the initial advantage of one firm with respect to the other.

A multi-objective optimization of the active and reactive resource scheduling at a distribution level in a smart grid context

In the traditional paradigm, the large power plants supply the reactive power required at a transmission level and the capacitors and transformer tap changer were also used at a distribution level. However, in a near future will be necessary to schedule both active and reactive power at a distribution level, due to the high number of resources connected in distribution levels. This paper proposes a new multi-objective methodology to deal with the optimal resource scheduling considering the distributed generation, electric vehicles and capacitor banks for the joint active and reactive power scheduling. The proposed methodology considers the minimization of the cost (economic perspective) of all distributed resources, and the minimization of the voltage magnitude difference (technical perspective) in all buses. The Pareto front is determined and a fuzzy-based mechanism is applied to present the best compromise solution. The proposed methodology has been tested in the 33-bus distribution network. The case study shows the results of three different scenarios for the economic, technical, and multi-objective perspectives, and the results demonstrated the importance of incorporating the reactive scheduling in the distribution network using the multi-objective perspective to obtain the best compromise solution for the economic and technical perspectives.

Multi-agent simulation of competitive electricity markets: Autonomous systems cooperation for European market modeling

The electricity market restructuring, and its worldwide evolution into regional and even continental scales, along with the increasing necessity for an adequate integration of renewable energy sources, is resulting in a rising complexity in power systems operation. Several power system simulators have been developed in recent years with the purpose of helping operators, regulators, and involved players to understand and deal with this complex and constantly changing environment. The main contribution of this paper is given by the integration of several electricity market and power system models, respecting to the reality of different countries. This integration is done through the development of an upper ontology which integrates the essential concepts necessary to interpret all the available information. The continuous development of Multi-Agent System for Competitive Electricity Markets platform provides the means for the exemplification of the usefulness of this ontology. A case study using the proposed multi-agent platform is presented, considering a scenario based on real data that simulates the European Electricity Market environment, and comparing its performance using different market mechanisms. The main goal is to demonstrate the advantages that the integration of various market models and simulation platforms have for the study of the electricity markets’ evolution.