1000 resultados para Markowitz solution


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Discussion forums have evolved into a dependablesource of knowledge to solvecommon problems. However, only a minorityof the posts in discussion forumsare solution posts. Identifying solutionposts from discussion forums, hence, is animportant research problem. In this paper,we present a technique for unsupervisedsolution post identification leveraginga so far unexplored textual feature, thatof lexical correlations between problemsand solutions. We use translation modelsand language models to exploit lexicalcorrelations and solution post characterrespectively. Our technique is designedto not rely much on structural featuressuch as post metadata since suchfeatures are often not uniformly availableacross forums. Our clustering-based iterativesolution identification approach basedon the EM-formulation performs favorablyin an empirical evaluation, beatingthe only unsupervised solution identificationtechnique from literature by a verylarge margin. We also show that our unsupervisedtechnique is competitive againstmethods that require supervision, outperformingone such technique comfortably.

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Textual problem-solution repositories are available today in
various forms, most commonly as problem-solution pairs from community
question answering systems. Modern search engines that operate on
the web can suggest possible completions in real-time for users as they
type in queries. We study the problem of generating intelligent query
suggestions for users of customized search systems that enable querying
over problem-solution repositories. Due to the small scale and specialized
nature of such systems, we often do not have the luxury of depending on
query logs for finding query suggestions. We propose a retrieval model
for generating query suggestions for search on a set of problem solution
pairs. We harness the problem solution partition inherent in such
repositories to improve upon traditional query suggestion mechanisms
designed for systems that search over general textual corpora. We evaluate
our technique over real problem-solution datasets and illustrate that
our technique provides large and statistically significant

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Spectroscopic studies of line emission intensities and ratios offer an attractive option in the\r\ndevelopment of non-invasive plasma diagnostics. Evaluating ratios of selected He I line\r\nemission profiles from the singlet and triplet neutral helium spin systems allows for simultaneous\r\nmeasurement of electron density (ne) and temperature (Te) profiles. Typically, this powerful\r\ndiagnostic tool is limited by the relatively long relaxation times of the 3S metastable term of helium\r\nthat populates the triplet spin system, and on which electron temperature sensitive lines are based.\r\nBy developing a time dependent analytical solution, we model the time evolution of the two spin\r\nsystems. We present a hybrid time dependent/independent line ratio solution that improves the\r\nrange of application of this diagnostic technique in the scrape-off layer (SOL) and edge plasma\r\nregions when comparing it against the current equilibrium line ratio helium model used at\r\nTEXTOR.

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One of the aspects of modern agriculture is characterised by a culture without soil (hydroponic cultures). These culture techniques are identified by possessing automatic control systems to control the nutrient solution. In first hydroponic cultures this control was accomplished by “on- off” analog controllers that applied a single control law implemented in hardware. Therefore, the changes of the control law resulted in the change of all interface electronics. In digital control implemented by micro-controllers the alteration of such control law is easily performed by changing only a computer program, leaving untouched all the interface hardware. In this way, the use and substitution of the control strategy is improved, as well, the use of advanced control strategies.

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Tese de doutoramento, Química (Química Tecnológica), Universidade de Lisboa, Faculdade de Ciências, 2016

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O modelo de Markowitz tem como principal objectivo, a criação de um Portfolio, ou de uma carteira de títulos, do qual resulte a maximização da taxa de retorno para um determinado nível de risco assumido pelo investidor. A optimização do modelo consiste na análise, no desenvolvimento e na construção de uma carteira de títulos, tendo sempre presente o conceito de eficiência.

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A teoria da carteira de Harry Markowitz, originalmente publicada em 1952 no Journal of Finance, "Portfolio Selection", desenvolveu um método de solução geral do problema da estrutura das carteiras, que engloba o tratamento quantificado do risco. Propõe a determinação de um conjunto de carteiras eficientes empregando unicamente os conceitos de média para a rentabilidade que se espera obter e de variância (ou desvio padrão) para a incerteza associada a essa rentabilidade, e daí a denominação de média-variância à análise de Markowitz. Chamou também a atenção para a diversificação das carteiras, mostrando como um investidor pode reduzir o desvio padrão da rendibilidade da carteira através da escolha de acções cujas variações não sejam exactamente paralelas.

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In this paper the adequacy and the benefit of incorporating glass fibre reinforced polymer (GFRP) waste materials into polyester based mortars, as sand aggregates and filler replacements, are assessed. Different weight contents of mechanically recycled GFRP wastes with two particle size grades are included in the formulation of new materials. In all formulations, a polyester resin matrix was modified with a silane coupling agent in order to improve binder-aggregates interfaces. The added value of the recycling solution was assessed by means of both flexural and compressive strengths of GFRP admixed mortars with regard to those of the unmodified polymer mortars. Planning of experiments and data treatment were performed by means of full factorial design and through appropriate statistical tools based on analyses of variance (ANOVA). Results show that the partial replacement of sand aggregates by either type of GFRP recyclates improves the mechanical performance of resultant polymer mortars. In the case of trial formulations modified with the coarser waste mix, the best results are achieved with 8% waste weight content, while for fine waste based polymer mortars, 4% in weight of waste content leads to the higher increases on mechanical strengths. This study clearly identifies a promising waste management solution for GFRP waste materials by developing a cost-effective end-use application for the recyclates, thus contributing to a more sustainable fibre-reinforced polymer composites industry.

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Dynamically reconfigurable SRAM-based field-programmable gate arrays (FPGAs) enable the implementation of reconfigurable computing systems where several applications may be run simultaneously, sharing the available resources according to their own immediate functional requirements. To exclude malfunctioning due to faulty elements, the reliability of all FPGA resources must be guaranteed. Since resource allocation takes place asynchronously, an online structural test scheme is the only way of ensuring reliable system operation. On the other hand, this test scheme should not disturb the operation of the circuit, otherwise availability would be compromised. System performance is also influenced by the efficiency of the management strategies that must be able to dynamically allocate enough resources when requested by each application. As those resources are allocated and later released, many small free resource blocks are created, which are left unused due to performance and routing restrictions. To avoid wasting logic resources, the FPGA logic space must be defragmented regularly. This paper presents a non-intrusive active replication procedure that supports the proposed test methodology and the implementation of defragmentation strategies, assuring both the availability of resources and their perfect working condition, without disturbing system operation.

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The integration of Plug-in electric vehicles in the transportation sector has a great potential to reduce oil dependency, the GHG emissions and to contribute for the integration of renewable sources into the electricity generation mix. Portugal has a high share of wind energy, and curtailment may occur, especially during the off-peak hours with high levels of hydro generation. In this context, the electric vehicles, seen as a distributed storage system, can help to reduce the potential wind curtailments and, therefore, increase the integration of wind power into the power system. In order to assess the energy and environmental benefits of this integration, a methodology based on a unit commitment and economic dispatch is adapted and implemented. From this methodology, the thermal generation costs, the CO2 emissions and the potential wind generation curtailment are computed. Simulation results show that a 10% penetration of electric vehicles in the Portuguese fleet would increase electrical load by 3% and reduce wind curtailment by only 26%. This results from the fact that the additional generation required to supply the electric vehicles is mostly thermal. The computed CO2 emissions of the EV are 92 g CO2/kWh which become closer to those of some new ICE engines.