905 resultados para currency forward


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Electricity Markets are not only a new reality but an evolving one as the involved players and rules change at a relatively high rate. Multi-agent simulation combined with Artificial Intelligence techniques may result in sophisticated tools very helpful under this context. Some simulation tools have already been developed, some of them very interesting. However, at the present state it is important to go a step forward in Electricity Markets simulators as this is crucial for facing changes in Power Systems. This paper explains the context and needs of electricity market simulation, describing the most important characteristics of available simulators. We present our work concerning MASCEM simulator, presenting its features as well as the improvements being made to accomplish the change and challenging reality of Electricity Markets.

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Electricity markets are complex environments, involving numerous entities trying to obtain the best advantages and profits while limited by power-network characteristics and constraints.1 The restructuring and consequent deregulation of electricity markets introduced a new economic dimension to the power industry. Some observers have criticized the restructuring process, however, because it has failed to improve market efficiency and has complicated the assurance of reliability and fairness of operations. To study and understand this type of market, we developed the Multiagent Simulator of Competitive Electricity Markets (MASCEM) platform based on multiagent simulation. The MASCEM multiagent model includes players with strategies for bid definition, acting in forward, day-ahead, and balancing markets and considering both simple and complex bids. Our goal with MASCEM was to simulate as many market models and player types as possible. This approach makes MASCEM both a short- and mediumterm simulation as well as a tool to support long-term decisions, such as those taken by regulators. This article proposes a new methodology integrated in MASCEM for bid definition in electricity markets. This methodology uses reinforcement learning algorithms to let players perceive changes in the environment, thus helping them react to the dynamic environment and adapt their bids accordingly.

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This paper proposes a swarm intelligence long-term hedging tool to support electricity producers in competitive electricity markets. This tool investigates the long-term hedging opportunities available to electric power producers through the use of contracts with physical (spot and forward) and financial (options) settlement. To find the optimal portfolio the producer risk preference is stated by a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance estimation and the expected return are based on a forecasted scenario interval determined by a long-term price range forecast model, developed by the authors, whose explanation is outside the scope of this paper. The proposed tool makes use of Particle Swarm Optimization (PSO) and its performance has been evaluated by comparing it with a Genetic Algorithm (GA) based approach. To validate the risk management tool a case study, using real price historical data for mainland Spanish market, is presented to demonstrate the effectiveness of the proposed methodology.

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This paper starts with the analysis of the unusual inherence mechanism, from two aspects: accumulating and human error. We put forward twelve factors affected the decision of the emergency treatment plan in practice and summarized the evaluation index system combining with literature data. Then we screened out eighteen representative indicators by used the FDM expert questionnaire in the first phase. Hereafter, we calculated the weight of evaluation index and sorted them by the FAHP expert questionnaire, and came up with the frame of the evaluation rule by combined with the experience. In the end, the evaluation principles are concluded.

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This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the long-term opportunities for risk hedging available for electric power producers through the use of contracts with physical (spot and forward contracts) and financial (options contracts) settlement. The producer risk preference is formulated as a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance of return and the expectation are based on a forecasted scenario interval determined by a long-term price range forecasting model. This model also makes use of particle swarm optimization (PSO) to find the best parameters allow to achieve better forecasting results. On the other hand, the price estimation depends on load forecasting. This work also presents a regressive long-term load forecast model that make use of PSO to find the best parameters as well as in price estimation. The PSO technique performance has been evaluated by comparison with a Genetic Algorithm (GA) based approach. A case study is presented and the results are discussed taking into account the real price and load historical data from mainland Spanish electricity market demonstrating the effectiveness of the methodology handling this type of problems. Finally, conclusions are dully drawn.

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Significant work has been done in the areas of Pervcomp/Ubicomp Smart Environments with advances on making proactive systems, but those advances have not made these type of systems accurately proactive. On the other hand a great deal is needed to make systems more sensible/sensitive and trustable (both in terms of reliability and privacy). We put forward the thesis that a more integral and social-aware sort of intelligence is needed to effectively interact, decide and act on behalf of people’s interest and that a way to test how effective systems are achieving these desirable behaviour is needed as a consequence. We support our thesis by providing examples on how to measure effectiveness in variety of different environments.

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Mestrado em Intervenção Sócio-Organizacional na Saúde - Área de especialização: Qualidade e Tecnologias da Saúde.

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Este artigo pretende passar em revista de um conjunto de trabalhos, Dissertações e Projetos de Intervenção, realizados no âmbito do Mestrado em Educação Especial da Escola Superior de Educação de Lisboa, relacionados com a inclusão de alunos com problemáticas graves. O nosso propósito foi dar conta da investigação que se tem produzido no âmbito do curso, focando a emergência de temáticas relacionadas com a inclusão, de estudos iniciais de carácter descritivo e exploratório (ex: descrição de contextos e práticas educativas, percepções dos docentes sobre a inclusão) a, mais recentemente, estudos com objectivos mais precisos (ex: estudos sobre as interacções entre pares, a utilização de tecnologias de apoio à comunicação e aprendizagem) e projectos de intervenção (ex: inclusão de alunos com problemas graves em actividades com alunos com desenvolvimento típico, formação de Assistentes Operacionais). A nossa revisão foca-se também na evolução das metodologias adotadas (progressivo recurso a fontes diversificadas de informação e a dados de observação direta). Estes trabalhos, finalizados entre 2010 e 2012, são aqui revistos organizados em função de linhas de investigação. Nas notas finais apresentam-se sugestões de possíveis estudos futuros.

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Tese de Doutoramento, Ciências do Mar (Ecologia Marinha), 26 de Novembro de 2013, Universidade dos Açores.

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Dissertação de Mestrado, Ciências Económicas e Empresariais, 20 de Fevereiro 2014, Universidade dos Açores.

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The transducer consists of a semiconductor device based on two stacked -i-n heterostructures that were designed to detect the emissions of the fluorescence resonance energy transfer between fluorophores in the cyan (470 nm) and yellow (588 nm) range of the spectrum. This research represents a preliminary study on the use of such wavelength-sensitive devices as photodetectors for this kind of application. The device was characterized through optoelectronic measurements concerning spectral response measurements under different electrical and optical biasing conditions. To simulate the fluorescence resonance energy transfer (FRET) pairs, a chromatic time-dependent combination of cyan and yellow wavelengths was applied to the device. The generated photocurrent was measured under reverse and forward bias to read out the output photocurrent signal. A different wavelength-biasing light was also superimposed. Results show that under reverse bias, the photocurrent signal presents four separate levels, each one assigned to the different wavelength combinations of the FRET pairs. If a blue background is superimposed, the yellow channel is enhanced and the cyan suppressed, while under red irradiation, the opposite behavior occurs. So, under suitable biasing light, the transducer is able to detect separately the cyan and yellow fluorescence pairs. An electrical model, supported by a numerical simulation, supports the transduction mechanism of the device.

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Mestrado em Engenharia Electrotécnica e de Computadores

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Mestrado em Engenharia Química

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This study evaluates the dosimetric impact caused by an air cavity located at 2 mm depth from the top surface in a PMMA phantom irradiated by electron beams produced by a Siemens Primus linear accelerator. A systematic evaluation of the effect related to the cavity area and thickness as well as to the electron beam energy was performed by using Monte Carlo simulations (EGSnrc code), Pencil Beam algorithm and Gafchromic EBT2 films. A home-PMMA phantom with the same geometry as the simulated one was specifically constructed for the measurements. Our results indicate that the presence of the cavity causes an increase (up to 70%) of the dose maximum value as well as a shift forward of the position of the depthedose curve, compared to the homogeneous one. Pronounced dose discontinuities in the regions close to the lateral cavity edges are observed. The shape and magnitude of these discontinuities change with the dimension of the cavity. It is also found that the cavity effect is more pronounced (6%) for the 12 MeV electron beam and the presence of cavities with large thickness and small area introduces more significant variations (up to 70%) on the depthedose curves. Overall, the Gafchromic EBT2 film measurements were found in agreement within 3% with Monte Carlo calculations and predict well the fine details of the dosimetric change near the cavity interface. The Pencil Beam calculations underestimate the dose up to 40% compared to Monte Carlo simulations; in particular for the largest cavity thickness (2.8 cm).

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OBJETIVO: Analisar a prevalência da infecção genital por papilomavírus humano (HPV) de alto risco por faixa etária e fatores associados. MÉTODOS: Estudo transversal com amostra de 2.300 mulheres (15-65 anos) que buscaram rastreamento para o câncer cervical entre fevereiro de 2002 e março de 2003 em São Paulo e Campinas, estado de São Paulo. Aplicou-se questionário epidemiológico e realizou-se coleta cervical para citologia oncológica e teste de captura híbrida II. As análises estatísticas empregadas foram teste de qui-quadrado de Pearson e análise multivariada pelo método forward likelihood ratio. RESULTADOS: A prevalência total da infecção genital por HPV de alto risco foi de 17,8%, distribuída nas faixas etárias: 27,1% (<25 anos), 21,3% (25-34 anos), 12,1% (35-44 anos), 12,0% (45-54 anos) e de 13,9% (55-65 anos). Participantes com maior número de parceiros sexuais durante a vida apresentaram maior freqüência da infecção. Relacionamento estável, idade de 35 a 44 anos e ex-fumantes foram associados à proteção da infecção. A infecção genital por HPV de alto risco ocorreu em 14,3% das citologias normais, em 77,8% das lesões escamosas de alto grau e nos dois (100%) casos de carcinoma. CONCLUSÕES: A prevalência da infecção genital por HPV de alto risco na amostra estudada foi alta. Houve predomínio de casos abaixo dos 25 anos e tendência a um novo aumento após os 55 anos, com maior freqüência naqueles com maior número de parceiros sexuais durante a vida.