Self-calibrated, multi-spectral photometric stereo for 3D face capture

This paper addresses the problem of obtaining 3d detailed reconstructions of human faces in real-time and with inexpensive hardware. We present an algorithm based on a monocular multi-spectral photometric-stereo setup. This system is known to capture high-detailed deforming 3d surfaces at high frame rates and without having to use any expensive hardware or synchronized light stage. However, the main challenge of such a setup is the calibration stage, which depends on the lights setup and how they interact with the specific material being captured, in this case, human faces. For this purpose we develop a self-calibration technique where the person being captured is asked to perform a rigid motion in front of the camera, maintaining a neutral expression. Rigidity constrains are then used to compute the head's motion with a structure-from-motion algorithm. Once the motion is obtained, a multi-view stereo algorithm reconstructs a coarse 3d model of the face. This coarse model is then used to estimate the lighting parameters with a stratified approach: In the first step we use a RANSAC search to identify purely diffuse points on the face and to simultaneously estimate this diffuse reflectance model. In the second step we apply non-linear optimization to fit a non-Lambertian reflectance model to the outliers of the previous step. The calibration procedure is validated with synthetic and real data.

An Adaptive Genetic Algorithm with Dynamic Population Size for Optimizing Join Queries

The problem of finding the optimal join ordering executing a query to a relational database management system is a combinatorial optimization problem, which makes deterministic exhaustive solution search unacceptable for queries with a great number of joined relations. In this work an adaptive genetic algorithm with dynamic population size is proposed for optimizing large join queries. The performance of the algorithm is compared with that of several classical non-deterministic optimization algorithms. Experiments have been performed optimizing several random queries against a randomly generated data dictionary. The proposed adaptive genetic algorithm with probabilistic selection operator outperforms in a number of test runs the canonical genetic algorithm with Elitist selection as well as two common random search strategies and proves to be a viable alternative to existing non-deterministic optimization approaches.

A PVT-Type Algorithm for Minimizing a Nonsmooth Convex Function

2000 Mathematics Subject Classification: 90C25, 68W10, 49M37.

N–Dimensional Orthogonal Tile Sizing Problem

AMS subject classification: 68Q22, 90C90

Accurate WKB Approximation for a 1D Problem with Low Regularity

2000 Mathematics Subject Classification: 34L40, 65L10, 65Z05, 81Q20.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Genetic algorithms and investment strategies: A global perspective

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: (1) help global investors determine the optimal selection and holding periods for momentum portfolios, (2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, (3) assess the investment strategy profits after considering transaction costs, and (4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

Genetic Algorithms and Investment Strategies: A Global Perspective

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: 1) help global investors determine the optimal selection and holding periods for momentum portfolios, 2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, 3) assess the investment strategy profits after considering transaction costs, and 4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

Finite time extinction for nonlinear fractional evolution equations and related properties

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

Exploração de escalonamentos óptimos na gestão de exames médicos

Uma das áreas de aplicação da optimização é a Engenharia Biomédica, pois a optimização intervém no estudo de próteses e implantes, na reconstrução tomográfica, na mecânica experimental, entre outras aplicações. Este projecto tem como principal objectivo a criação de um novo programa de marcação de exames médicos a fim de minimizar o tempo de espera na realização dos mesmos. É efectuada uma breve referência à teoria da optimização bem como à optimização linear e não-linear, aos algoritmos genéticos, que foram usados para a realização deste trabalho. É também apresentado um caso de estudo, formulado como um problema de optimização não linear com restrições. Com este estudo verificou-se que o escalonamento de exames médicos nunca poderá ser optimizado a 100por cento devido à quantidade de variáveis existentes, sendo que algumas delas não são passíveis de prever com antecedência.

Finite time extinction for nonlinear fractional evolution equations and related properties.

The finite time extinction phenomenon (the solution reaches an equilibrium after a finite time) is peculiar to certain nonlinear problems whose solutions exhibit an asymptotic behavior entirely different from the typical behavior of solutions associated to linear problems. The main goal of this work is twofold. Firstly, we extend some of the results known in the literature to the case in which the ordinary time derivative is considered jointly with a fractional time differentiation. Secondly, we consider the limit case when only the fractional derivative remains. The latter is the most extraordinary case, since we prove that the finite time extinction phenomenon still appears, even with a non-smooth profile near the extinction time. Some concrete examples of quasi-linear partial differential operators are proposed. Our results can also be applied in the framework of suitable nonlinear Volterra integro-differential equations.

Algoritmos construtivos para treino de redes neuronais b-spline

Dissertação de mest. em Engenharia de Sistemas e Computação - Área de Sistemas de Controlo, Faculdade de Ciências e Tecnologia, Univ.do Algarve, 2001

Time-of-use electricity tariffs with smart meters

This paper proposes a method for scheduling tariff time periods for electricity consumers. Europe will see a broader use of modern smart meters for electricity at residential consumers which must be used for enabling demand response. A heuristic-based method for tariff time period scheduling and pricing is proposed which considers different consumer groups with parameters studied a priori, taking advantage of demand response potential for each group and the fairness of electricity pricing for all consumers. This tool was applied to the case of Portugal, considering the actual network and generation costs, specific consumption profiles and overall electricity low voltage demand diagram. The proposed method achieves valid results. Its use will provide justification for the setting of tariff time periods by energy regulators, network operators and suppliers. It is also useful to estimate the consumer and electric sector benefits from changes in tariff time periods.

Sensing Cloud Optimization applied to a non-convex constrained economical dispatch

Conferência: 39th Annual Conference of the IEEE Industrial-Electronics-Society (IECON) - NOV 10-14, 2013

Economic, environmental and mixed objective functions in non-linear process optimization using simulated annealing and tabu search

Screening of topologies developed by hierarchical heuristic procedures can be carried out by comparing their optimal performance. In this work we will be exploiting mono-objective process optimization using two algorithms, simulated annealing and tabu search, and four different objective functions: two of the net present value type, one of them including environmental costs and two of the global potential impact type. The hydrodealkylation of toluene to produce benzene was used as case study, considering five topologies with different complexities mainly obtained by including or not liquid recycling and heat integration. The performance of the algorithms together with the objective functions was observed, analyzed and discussed from various perspectives: average deviation of results for each algorithm, capacity for producing high purity product, screening of topologies, objective functions robustness in screening of topologies, trade-offs between economic and environmental type objective functions and variability of optimum solutions.