972 resultados para risk modelling


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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

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The Janssen-Cilag proposal for a risk-sharing agreement regarding bortezomib received a welcome signal from NICE. The Office of Fair Trading report included risk-sharing agreements as an available tool for the National Health Service. Nonetheless, recent discussions have somewhat neglected the economic fundamentals underlying risk-sharing agreements. We argue here that risk-sharing agreements, although attractive due to the principle of paying by results, also entail risks. Too many patients may be put under treatment even with a low success probability. Prices are likely to be adjusted upward, in anticipation of future risk-sharing agreements between the pharmaceutical company and the third-party payer. An available instrument is a verification cost per patient treated, which allows obtaining the first-best allocation of patients to the new treatment, under the risk sharing agreement. Overall, the welfare effects of risk-sharing agreements are ambiguous, and care must be taken with their use.

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Dissertation submitted to Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa for the achievement of Integrated Master´s degree in Industrial Management Engineering

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IET Control Theory & Applications, Vol. 1, Nº 1

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This paper provides a two-stage stochastic programming approach for the development of optimal offering strategies for wind power producers. Uncertainty is related to electricity market prices and wind power production. A hybrid intelligent approach, combining wavelet transform, particle swarm optimization and adaptive-network-based fuzzy inference system, is used in this paper to generate plausible scenarios. Also, risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study, based on a wind farm in Portugal, are provided and analyzed. Finally, conclusions are duly drawn.

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In this paper, a mixed-integer quadratic programming approach is proposed for the short-term hydro scheduling problem, considering head-dependency, discontinuous operating regions and discharge ramping constraints. As new contributions to earlier studies, market uncertainty is introduced in the model via price scenarios, and risk aversion is also incorporated by limiting the volatility of the expected profit through the conditional value-at-risk. Our approach has been applied successfully to solve a case Study based on one of the main Portuguese cascaded hydro systems, requiring a negligible computational time.

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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

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This work addresses the signal propagation and the fractional-order dynamics during the evolution of a genetic algorithm (GA). In order to investigate the phenomena involved in the GA population evolution, the mutation is exposed to excitation perturbations during some generations and the corresponding fitness variations are evaluated. Three distinct fitness functions are used to study their influence in the GA dynamics. The input and output signals are studied revealing a fractional-order dynamic evolution, characteristic of a long-term system memory.

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Immune response against hepatitis B vaccine (CLB 3mg) was evaluated in 59 hemodialysis patients and 20 occupational risk personnel. Seroconversion was induced in 52.5% and 70.0% respectively. Twelve months after the first dose, 37.5% of patients and 60.0% of occupational risk personnel had detectable anti-HBs level. Antibody level was expressed in sample ratio units (SRU). Considering only the responders, in the patients group 38.7% had a low anti-HBs response (2.1-9.9 SRU) 32.3% a medium response (10-99.9 SRU) and 29.0% a high response (>100 SRU) while in occupational risk personnel these values were 14.3%, 64.3% and 21.4% respectively. The authors suggest the use of HBV vaccines with more elevated HBsAg concentration or a reinforced immunization schedule to improve the anti-HBs response not only for patients but also for healthy persons.

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Text file evaluation is an emergent topic in e-learning that responds to the shortcomings of the assessment based on questions with predefined answers. Questions with predefined answers are formalized in languages such as IMS Question & Test Interoperability Specification (QTI) and supported by many e-learning systems. Complex evaluation domains justify the development of specialized evaluators that participate in several business processes. The goal of this paper is to formalize the concept of a text file evaluation in the scope of the E-Framework – a service oriented framework for development of e-learning systems maintained by a community of practice. The contribution includes an abstract service type and a service usage model. The former describes the generic capabilities of a text file evaluation service. The later is a business process involving a set of services such as repositories of learning objects and learning management systems.

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It is widely accepted that solving programming exercises is fundamental to learn how to program. Nevertheless, solving exercises is only effective if students receive an assessment on their work. An exercise solved wrong will consolidate a false belief, and without feedback many students will not be able to overcome their difficulties. However, creating, managing and accessing a large number of exercises, covering all the points in the curricula of a programming course, in classes with large number of students, can be a daunting task without the appropriated tools working in unison. This involves a diversity of tools, from the environments where programs are coded, to automatic program evaluators providing feedback on the attempts of students, passing through the authoring, management and sequencing of programming exercises as learning objects. We believe that the integration of these tools will have a great impact in acquiring programming skills. Our research objective is to manage and coordinate a network of eLearning systems where students can solve computer programming exercises. Networks of this kind include systems such as learning management systems (LMS), evaluation engines (EE), learning objects repositories (LOR) and exercise resolution environments (ERE). Our strategy to achieve the interoperability among these tools is based on a shared definition of programming exercise as a Learning Object (LO).

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In recent years emerged several initiatives promoted by educational organizations to adapt Service Oriented Architectures (SOA) to e-learning. These initiatives commonly named eLearning Frameworks share a common goal: to create flexible learning environments by integrating heterogeneous systems already available in many educational institutions. However, these frameworks were designed for integration of systems participating in business like processes rather than on complex pedagogical processes as those related to automatic evaluation. Consequently, their knowledge bases lack some fundamental components that are needed to model pedagogical processes. The objective of the research described in this paper is to study the applicability of eLearning frameworks for modelling a network of heterogeneous eLearning systems, using the automatic evaluation of programming exercises as a case study. The paper surveys the existing eLearning frameworks to justify the selection of the e-Framework. This framework is described in detail and identified the necessary components missing from its knowledge base, more precisely, a service genre, expression and usage model for an evaluation service. The extensibility of the framework is tested with the definition of this service. A concrete model for evaluation of programming exercises is presented as a validation of the proposed approach.

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Scope of study: welding operations result in harmful emissions of nanoparticles; the aim of emissions monitorisation is to evaluate exposure levels and to derive protection measures in order to protect exposed workers; however, the traditional approach of comparing measured concentrations with exposure limits cannot be used; but risk levels can be quantified by using Control Banding Strategies.

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Thesis submitted to the Faculty of Sciences and Technology, New University of Lisbon, for the degree of Doctor of Philosophy in Environmental Sciences