899 resultados para Asset Pricing
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This paper presents an agent-based simulator designed for analyzing agent market strategies based on a complete understanding of buyer and seller behaviours, preference models and pricing algorithms, considering user risk preferences. The system includes agents that are capable of improving their performance with their own experience, by adapting to the market conditions. In the simulated market agents interact in several different ways and may joint together to form coalitions. In this paper we address multi-agent coalitions to analyse Distributed Generation in Electricity Markets
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A methodology based on data mining techniques to support the analysis of zonal prices in real transmission networks is proposed in this paper. The mentioned methodology uses clustering algorithms to group the buses in typical classes that include a set of buses with similar LMP values. Two different clustering algorithms have been used to determine the LMP clusters: the two-step and K-means algorithms. In order to evaluate the quality of the partition as well as the best performance algorithm adequacy measurements indices are used. The paper includes a case study using a Locational Marginal Prices (LMP) data base from the California ISO (CAISO) in order to identify zonal prices.
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In the context of electricity markets, transmission pricing is an important tool to achieve an efficient operation of the electricity system. The electricity market is influenced by several factors; however the transmission network management is one of the most important aspects, because the network is a natural monopoly. The transmission tariffs can help to regulate the market, for this reason transmission tariffs must follow strict criteria. This paper presents the following methods to tariff the use of transmission networks by electricity market players: Post-Stamp Method; MW-Mile Method Distribution Factors Methods; Tracing Methodology; Bialeks Tracing Method and Locational Marginal Price. A nine bus transmission network is used to illustrate the application of the tariff methods.
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Mestrado em Contabilidade e Gesto das Instituies Financeiras
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With the increasing importance of large commerce across the Internet it is becoming increasingly evident that in a few years the Iternet will host a large number of interacting software agents. a vast number of them will be economically motivated, and will negociate a variety of goods and services. It is therefore important to consider the economic incentives and behaviours of economic software agents, and to use all available means to anticipate their collective interactions. This papers addresses this concern by presenting a multi-agent market simulator designed for analysing agent market strategies based on a complete understanding of buyer and seller behaviours, preference models and pricing algorithms, consideting risk preferences. The system includes agents that are capable of increasing their performance with their own experience, by adapting to the market conditions. The results of the negotiations between agents are analysed by data minig algorithms in order to extract rules that give agents feedback to imprive their strategies.
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Mestrado em Contabilidade e Anlise Financeira
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Mestrado em Contabilidade e Gesto das Instituies Financeiras
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Cork processing involves a boiling step to make the cork softer, which consumes a high volume of water and generates a wastewater with a high organic content, rich in tannins. An assessment of the final wastewater characteristics and of the boiling water composition along the boiling process was performed. The parameters studied were pH, color, total organic carbon (TOC), chemical and biochemical oxygen demands (COD, BOD5, BOD20), total suspended solids (TSS), total phenols and tannins (TP, TT). It was observed that the water solutes extraction power is significantly reduced for higher quantities of cork processed. Valid relationships between parameters were established not only envisaging wastewater characterization but also to provide an important tool for wastewater monitoring and for process control/optimization. Boiling water biodegradability presented decreasing values with the increase of cork processed and for the final wastewater its value is always lower than 0.5, indicating that these wastewaters are very difficult to treat by biological processes. The biodegradability was associated with the increase of tannin content that can rise up to 0.7 g/L. These compounds can be used by other industries when concentrated and the clarified wastewater can be reused, which is a potential asset in this wastewater treatment.
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Mestrado em Educao Matemtica na Educao Pr Escolar e nos 1. e 2. Ciclos do Ensino Bsico
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Dissertao de Mestrado apresentado ao Instituto de Contabilidade e Administrao do obteno do grau de Mestre em Auditoria Auditoria, sob orientao de Adalmiro lvaro Malheiro de Castro Andrade
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Dissertao apresentada no Instituto Superior de Contabilidade e Administrao do Porto para a obteno do Grau de Mestre em Auditoria ORIENTADOR: DOUTORA MARIA CLARA DIAS PINTO RIBEIRO
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Dissertao apresentada ao Instituto Politcnico do Porto para obteno do Grau de Mestre em Logstica Orientada por: Professor Doutor Jos Antnio Baptista da Costa Coorientada por: Dr. Loureno Fernando Gomes Pinheiro
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Dissertao de Mestrado Apresentado ao Instituto de Contabilidade e Administrao do Porto para a obteno do grau de Mestre em Contabilidade e Finanas, sob orientao de Mestre Jos Carlos Pedro
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Mestrado (PES II), Educao Pr-Escolar e Ensino do 1 Ciclo do Ensino Bsico, 26 de Junho de 2014, Universidade dos Aores.
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A CIF uma ferramenta universal desenvolvida pela OMS que permite a classificao de funcionalidade e incapacidade, atravs de uma visualizao global do que condiciona o desempenho do indivduo na concretizao de atividades e na participao em ocupaes. A ideologia da CIF e os seus componentes interrelacionam-se com a essncia da TO, indo ao encontro dos modelos da profisso. As UCCI constituem uma atualidade em Portugal e o terapeuta ocupacional um dos profissionais obrigatrios na equipa multidisciplinar destas unidades. Atendendo relevncia internacional da CIF, sua ligao com a TO e necessidade de tornar a CIF operacional na prtica clnica diria dado que uma ferramenta complexa e extensa, objetivo deste estudo contribuir para a construo de um code set da CIF para terapeutas ocupacionais que exercem funes em UCCI, especificamente em UC, UMDR e ULDM. Para a concretizao desta investigao, utilizou-se a tcnica de Delphi, que envolveu duas rondas. Na primeira ronda foi possvel contar com a participao de 37 terapeutas ocupacionais experientes na rea, uma vez que exercem funes em UCCI, e na segunda ronda contou-se com a participao de 20 elementos. Obtiveram consenso na ltima ronda de Delphi um total de 96 categorias, constituindo esta listagem uma proposta de code set para UCCI. No que se refere s tipologias de unidades, 69 categorias obtiveram consenso em UC, 91 em UMDR e 41 em ULDM. Concluiu-se que a criao de code sets poder constituir uma mais-valia em contexto de equipa multidisciplinar das UCCI, sendo uma forma de tornar a CIF operacional na prtica clnica diria.