1000 resultados para Markowitz Model


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This paper presents ongoing work toward constructing efficient completely non-malleable public-key encryption scheme based on lattices in the standard (common reference string) model. An encryption scheme is completely non-malleable if it requires attackers to have negligible advantage, even if they are allowed to transform the public key under which the related message is encrypted. Ventre and Visconti proposed two inefficient constructions of completely non-malleable schemes, one in the common reference string model using non-interactive zero-knowledge proofs, and another using interactive encryption schemes. Recently, two efficient public-key encryption schemes have been proposed, both of them are based on pairing identity-based encryption.

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Addressing the Crew Scheduling Problem (CSP) in transportation systems can be too complex to capture all details. The designed models usually ignore or simplify features which are difficult to formulate. This paper proposes an alternative formulation using a Mixed Integer Programming (MIP) approach to the problem. The optimisation model integrates the two phases of pairing generation and pairing optimisation by simultaneously sequencing trips into feasible duties and minimising total elapsed time of any duty. Crew scheduling constraints in which the crew have to return to their home depot at the end of the shift are included in the model. The flexibility of this model comes in the inclusion of the time interval of relief opportunities, allowing the crew to be relieved during a finite time interval. This will enhance the robustness of the schedule and provide a better representation of real-world conditions.

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We have used electronic structure calculations to investigate the 1,2-dehydration of alcohols as a model for water loss during the pyrolysis of carbohydrates found in biomass. Reaction enthalpies and energy barriers have been calculated for neat alcohols, protonated alcohols and alcohols complexed to alkali metal ions (Li + and Na +). We have estimated pre-exponential A factors in order to obtain gas phase rate constants. For neat alcohols, the barrier to 1,2-dehydration is about 67 kcal mol -1, which is consistent with the limited experimental data. Protonation and metal complexation significantly reduce this activation barrier and thus, facilitate more rapid reaction. With the addition of alkali metals, the rate of dehydration can increase by a factor of 10 8 while addition of a proton can lead to an increase of a factor of 10 23.

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Radiative and total heat transfer at the flow stagnation point of a 1:40.8 binary scaled model of the Titan Explorer vehicle were measured in the X3 expansion tube. Results from the current study illustrated that with the addition of CH4 into a N2 test gas radiative heat transfer could be detected. For a test gas of 5% CH4 and 95% N2, simulating an atmospheric model for Titanic aerocapture, approximately 4% of the experimentally measured total stagnation point heat transfer was found to be due to radiation. This was in comparison to < 1% measured for a test gas of pure nitrogen. When scaled to the flight vehicle, experimental results indicate a 64% contribution of radiation (test gas 5% CH4/95% N2). Previous numerical results however have predicted this contribution to be between 80-92%. Thus, experimental results from the current study suggest that numerical analyses are over-predicting the radiative heat transfer on the flight vehicle.

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Literature from around the world clearly suggests that engineering education has been relatively slow to incorporate significant knowledge and skill areas, including the rapidly emerging area of sustainable development. Within this context, this paper presents the findings of research that questioned how engineering educators could consistently implement systematic and intentional curriculum renewal that is responsive to emerging engineering challenges and opportunities. The paper presents a number of elements of systematic and intentional curriculum renewal that have been empirically distilled from a qualitative multiple-method iterative research approach including literature review, narrative enquiry, pilot trials and peer-review workshops undertaken by the authors with engineering educators from around the world. The paper also presents new knowledge arising from the research, in the form of a new model that demonstrates a dynamic and deliberative mechanism for strategically accelerating for curriculum renewal efforts. Specifically the paper discusses implications of this model to achieve education for sustainable development, across all disciplines of engineering. It concludes with broader research and practice implications for the field of education research.

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Although there was substantial research into the occupational health and safety sector over the past forty years, this generally focused on statistical analyses of data related to costs and/or fatalities and injuries. There is a lack of mathematical modelling of the interactions between workers and the resulting safety dynamics of the workplace. There is also little work investigating the potential impact of different safety intervention programs prior to their implementation. In this article, we present a fundamental, differential equation-based model of workplace safety that treats worker safety habits similarly to an infectious disease in an epidemic model. Analytical results for the model, derived via phase plane and stability analysis, are discussed. The model is coupled with a model of a generic safety strategy aimed at minimising unsafe work habits, to produce an optimal control problem. The optimal control model is solved using the forward-backward sweep numerical scheme implemented in Matlab.

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Several significant studies have been made in recent decades toward understanding road traffic noise and its effects on residential balconies. These previous studies have used a variety of techniques such as theoretical models, scale models and measurements on real balconies. The studies have considered either road traffic noise levels within the balcony space or inside an adjacent habitable room or both. Previous theoretical models have used, for example, simplified specular reflection calculations, boundary element methods (BEM), adaptations of CoRTN or the use of Sabine Theory. This paper presents an alternative theoretical model to predict the effects of road traffic noise spatially within the balcony space. The model includes a specular reflection component by calculating up to 10 orders of source images. To account for diffusion effects, a two compartment radiosity component is utilised. The first radiosity compartment is the urban street, represented as a street with building facades on either side. The second radiosity compartment is the balcony space. The model is designed to calculate the predicted road traffic noise levels within the balcony space and is capable of establishing the effect of changing street and balcony geometries. Screening attenuation algorithms are included to determine the effects of solid balcony parapets and balcony ceiling shields.

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In order to execute, study, or improve operating procedures, companies document them as business process models. Often, business process analysts capture every single exception handling or alternative task handling scenario within a model. Such a tendency results in large process specifications. The core process logic becomes hidden in numerous modeling constructs. To fulfill different tasks, companies develop several model variants of the same business process at different abstraction levels. Afterwards, maintenance of such model groups involves a lot of synchronization effort and is erroneous. We propose an abstraction technique that allows generalization of process models. Business process model abstraction assumes a detailed model of a process to be available and derives coarse-grained models from it. The task of abstraction is to tell significant model elements from insignificant ones and to reduce the latter. We propose to learn insignificant process elements from supplementary model information, e.g., task execution time or frequency of task occurrence. Finally, we discuss a mechanism for user control of the model abstraction level – an abstraction slider.

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Real world business process models may consist of hundreds of elements and have sophisticated structure. Although there are tasks where such models are valuable and appreciated, in general complexity has a negative influence on model comprehension and analysis. Thus, means for managing the complexity of process models are needed. One approach is abstraction of business process models-creation of a process model which preserves the main features of the initial elaborate process model, but leaves out insignificant details. In this paper we study the structural aspects of process model abstraction and introduce an abstraction approach based on process structure trees (PST). The developed approach assures that the abstracted process model preserves the ordering constraints of the initial model. It surpasses pattern-based process model abstraction approaches, allowing to handle graph-structured process models of arbitrary structure. We also provide an evaluation of the proposed approach.