Systemic risk in dynamical networks with stochastic failure criterion

Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014

A decoding procedure which improves code rate and error corrections

Corresponding to $C_{0}[n,n-r]$, a binary cyclic code generated by a primitive irreducible polynomial $p(X)\in \mathbb{F}_{2}[X]$ of degree $r=2b$, where $b\in \mathbb{Z}^{+}$, we can constitute a binary cyclic code $C[(n+1)^{3^{k}}-1,(n+1)^{3^{k}}-1-3^{k}r]$, which is generated by primitive irreducible generalized polynomial $p(X^{\frac{1}{3^{k}}})\in \mathbb{F}_{2}[X;\frac{1}{3^{k}}\mathbb{Z}_{0}]$ with degree $3^{k}r$, where $k\in \mathbb{Z}^{+}$. This new code $C$ improves the code rate and has error corrections capability higher than $C_{0}$. The purpose of this study is to establish a decoding procedure for $C_{0}$ by using $C$ in such a way that one can obtain an improved code rate and error-correcting capabilities for $C_{0}$.

Uso de redes neurais com adaptação de pesos por modos deslizantes para controle de sistemas e aplicações em máquinas elétricas

Pós-graduação em Engenharia Elétrica - FEIS

Analise fonológica de nomes próprios de origem estrangeira e novas criações em português brasileiro

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Community-wide spatial and temporal discordances of seed-seedling shadows in a tropical rainforest

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Influence of structural nonlinearities in stall-induced aeroelastic response of pitching airfoils

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Simetrias e sólitons do modelo de toda conforme afim

Pós-graduação em Física - IFT

Artificial neural networks applied to bandsawing process control

In the search for productivity increase, industry has invested on the development of intelligent, flexible and self-adjusting method, capable of controlling processes through the assistance of autonomous systems, independently whether they are hardware or software. Notwithstanding, simulating conventional computational techniques is rather challenging, regarding the complexity and non-linearity of the production systems. Compared to traditional models, the approach with Artificial Neural Networks (ANN) performs well as noise suppression and treatment of non-linear data. Therefore, the challenges in the wood industry justify the use of ANN as a tool for process improvement and, consequently, add value to the final product. Furthermore, Artificial Intelligence techniques such as Neuro-Fuzzy Networks (NFNs) have proven effective, since NFNs combine the ability to learn from previous examples and generalize the acquired information from the ANNs with the capacity of Fuzzy Logic to transform linguistic variables in rules.

The use of artificial neural networks in analysing the nutritional ecology of Chrysomya megacephala (F.) (Diptera: Calliphoridae), compared with a statistical model

Artificial neural networks (ANNs) have been widely applied to the resolution of complex biological problems. An important feature of neural models is that their implementation is not precluded by the theoretical distribution shape of the data used. Frequently, the performance of ANNs over linear or non-linear regression-based statistical methods is deemed to be significantly superior if suitable sample sizes are provided, especially in multidimensional and non-linear processes. The current work was aimed at utilising three well-known neural network methods in order to evaluate whether these models would be able to provide more accurate outcomes in relation to a conventional regression method in pupal weight predictions of Chrysomya megacephala, a species of blowfly (Diptera: Calliphoridae), using larval density (i.e. the initial number of larvae), amount of available food and pupal size as input data. It was possible to notice that the neural networks yielded more accurate performances in comparison with the statistical model (multiple regression). Assessing the three types of networks utilised (Multi-layer Perceptron, Radial Basis Function and Generalised Regression Neural Network), no considerable differences between these models were detected. The superiority of these neural models over a classical statistical method represents an important fact, because more accurate models may clarify several intricate aspects concerning the nutritional ecology of blowflies.

Seleção genômica para características longitudinais de bovinos da raça Holandesa

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Planejamento dinâmico a longo prazo de ativos de sistemas de distribuição de energia elétrica considerando a incorporação de diferentes tipos de elementos adicionais de expansão

Pós-graduação em Engenharia Elétrica - FEIS

Representação de linhas de transmissão trifásicas diretamente no domínio das fases por meio da matriz ABCD

Pós-graduação em Engenharia Elétrica - FEIS

Comparative degradation of ZnO- and SnO(2)-based polycrystalline non-ohmic devices by current pulse stress

The degradation behaviour of SnO(2)-based varistors (SCNCr) due to current pulses (8/20 mu s) is reported here for the first time in comparison with the ZnO-based commercial varistors (ZnO). Puncturing and/or cracking failures were observed in ZnO-based varistors possessing inferior thermo-mechanical properties in comparison with that found in a SCNCr system free of failures. Both systems presented electric degradation related to the increase in the leakage current and decrease in the electric breakdown field, non-linear coefficient and average value of the potential barrier height. However, it was found that a more severe degradation occurred in the ZnO-based varistors concerning their non-ohmic behaviour, while in the SCNCr system, a strong non-ohmic behaviour remained after the degradation. These results indicate that the degradation in the metal oxide varistors is controlled by a defect diffusion process whose rate depends on the mobility, the concentration of meta-stable defects and the amount of electrically active interfaces. The improved behaviour of the SCNCr system is then inferred to be associated with the higher amount of electrically active interfaces (85%) and to a higher energy necessary to activate the diffusion of the specific defects.

Linear matrix inequality-based robust model predictive control for time-delayed systems

This work addresses the solution to the problem of robust model predictive control (MPC) of systems with model uncertainty. The case of zone control of multi-variable stable systems with multiple time delays is considered. The usual approach of dealing with this kind of problem is through the inclusion of non-linear cost constraint in the control problem. The control action is then obtained at each sampling time as the solution to a non-linear programming (NLP) problem that for high-order systems can be computationally expensive. Here, the robust MPC problem is formulated as a linear matrix inequality problem that can be solved in real time with a fraction of the computer effort. The proposed approach is compared with the conventional robust MPC and tested through the simulation of a reactor system of the process industry.

Growth curve in Santa Ines sheep

The objective of this research was to use non-linear models to describe the growth pattern in Santa Ines sheep and to study the influence of environmental effects on curve parameters with the best-fit model. The models included the Brody, Richards, Von Bertalanffy, Gompertz, and Logistic models. We used 773 field reports on 162 animals ranging in age from 120 to 774 days, including 46 males and 116 females. The statistics used to evaluate the quality of fit included RMS (residual mean square), C% (percentage of convergence), R-2 (adjusted determination coefficient) and MAD (mean absolute deviation). Of the fixed effects studied, the only significant relationship was the effect of sex on parameter A. The Richards model was problematic during the process of convergence. Considering all studied criteria, the Logistic model presented the best fit in describing the growth pattern in Santa Ines sheep. (C) 2011 Elsevier B.V. All rights reserved.