Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Digital-domain self-calibration technique for video-rate pipeline A/D converters using Gaussian white noise

Electronics Letters Vol.38, nº 19

Comparison between monopolar and bipolar microsecond range pulsed electric fields in enhancement of apple juice extraction

The effect of monopolar and bipolar shaped pulses in additional yield of apple juice extraction is evaluated. The applied electric field strength, pulsewidth, and number of pulses are assessed for both pulse types, and divergences are analyzed. Variation of electric field strength is ranged from 100 to 1300 V/cm, pulsewidth from 20 to 300 mu s, and the number of pulses from 10 to 200, at a frequency of 200 Hz. Two pulse trains separated by 1 s are applied to apple cubes. Results are plotted against reference untreated samples for all assays. Specific energy consumption is calculated for each experiment as well as qualitative indicators for apple juice of total soluble dry matter and absorbance at 390-nm wavelength. Bipolar pulses demonstrated higher efficiency, and specific energetic consumption has a threshold where higher inputs of energy do not result in higher juice extraction when electric field variation is applied. Total soluble dry matter and absorbance results do not illustrate significant differences between application of monopolar and bipolar pulses, but all values are inside the limits proposed for apple juice intended for human consumption.

Low-voltage low-power CMOS analogue circuits for Gaussian and uniform noise generation

IEEE International Symposium on Circuits and Systems, MAY 25-28, 2003, Bangkok, Thailand. (ISI Web of Science)

Efficient digital self-calibration of video-rate pipeline ADCs using white gaussian noise

Proceedings of IEEE, ISCAS 2003, Vol.I, pp. 877-880

Brownian bridge and other path-dependent Gaussian processes vectorial simulation

The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.

Control of predators in industrial scale microalgae cultures with Pulsed Electric Fields.

This work describes the utilization of Pulsed Electric Fields to control the protozoan contamination of a microalgae culture, in an industrial 2.7m3 microalgae photobioreactor. The contaminated culture was treated with Pulsed Electric Fields, PEF, for 6h with an average of 900V/cm, 65μs pulses of 50Hz. Working with recirculation, all the culture was uniformly exposed to the PEF throughout the assay. The development of the microalgae and protozoan populations was followed and the results showed that PEF is effective on the selective elimination of protozoa from microalgae cultures, inflicting on the protozoa growth halt, death or cell rupture, without affecting microalgae productivity. Specifically, the results show a reduction of the active protozoan population of 87% after 6h treatment and 100% after few days of normal cultivation regime. At the same time, microalgae growth rate remained unaffected. © 2014 Elsevier B.V.

Advanced image processing techniques for detection and quantification of drusen

Dissertation presented to obtain the degree of Doctor of Philosophy in Electrical Engineering, speciality on Perceptional Systems, by the Universidade Nova de Lisboa, Faculty of Sciences and Technology

Predictivity Strength of the Spatial Variability of Phenanthrene Sorption Across Two Sandy Loam Fields

Sorption is commonly agreed to be the major process underlying the transport and fate of polycyclic aromatic hydrocarbons (PAHs) in soils. However, there is still a scarcity of studies focusing on spatial variability at the field scale in particular. In order to investigate the variation in the field of phenanthrene sorption, bulk topsoil samples were taken in a 15 × 15-m grid from the plough layer in two sandy loam fields with different texture and organic carbon (OC) contents (140 samples in total). Batch experiments were performed using the adsorption method. Values for the partition coefficient K d (L kg−1) and the organic carbon partition coefficient K OC (L kg−1) agreed with the most frequently used models for PAH partitioning, as OC revealed a higher affinity for sorption. More complex models using different OC compartments, such as non-complexed organic carbon (NCOC) and complexed organic carbon (COC) separately, performed better than single K OC models, particularly for a subset including samples with Dexter n < 10 and OC <0.04 kg kg−1. The selected threshold revealed that K OC-based models proved to be applicable for more organic fields, while two-component models proved to be more accurate for the prediction of K d and retardation factor (R) for less organic soils. Moreover, OC did not fully reflect the changes in phenanthrene retardation in the field with lower OC content (Faardrup). Bulk density and available water content influenced the phenanthrene transport mechanism phenomenon.

Influence of abiotic stress factors on VOCs emission from Portuguese rice paddy fields: relation with increased climate change

Dissertação para obtenção do Grau de Mestre em Engenharia do Ambiente Perfil de Gestão de Sistemas Ambientais

Machine learning Gaussian short rate

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

Simulation of humidity fields in concrete: experimental validation and parameter estimation

The moisture content in concrete structures has an important influence in their behavior and performance. Several vali-dated numerical approaches adopt the governing equation for relative humidity fields proposed in Model Code 1990/2010. Nevertheless there is no integrative study which addresses the choice of parameters for the simulation of the humidity diffusion phenomenon, particularly in concern to the range of parameters forwarded by Model Code 1990/2010. A software based on a Finite Difference Method Algorithm (1D and axisymmetric cases) is used to perform sensitivity analyses on the main parameters in a normal strength concrete. Then, based on the conclusions of the sensi-tivity analyses, experimental results from nine different concrete compositions are analyzed. The software is used to identify the main material parameters that better fit the experimental data. In general, the model was able to satisfactory fit the experimental results and new correlations were proposed, particularly focusing on the boundary transfer coeffi-cient.

Electromagnetic fields and environmental noise: human health impacts in Serzedelo, Guimarães (Portugal)

The present paper investigates the risks that arise from exposure to noise from powerpoles and powerlines in Serzedelo, in the municipality of Guimarães, in Portugal. This research focused on four guiding questions: Can powerlines cause noise? Do powerlines cause discomfort? Do powerlines cause discomfort due to noise? And can powerlines effect human health? Two groups were the basis of the study: people that were exposed to electromagnetic waves and people that were not. the research pointed to the harmful influence of the presence of powerlines and high-voltage masts in residential areas and the damage to the cells in the human body. This type of environmental noise, which has the spectral content of a low frequency, typically tonal noise and a very high speed of propagation, is a complex source to explain in terms of the health profiles of the human population living in Serzedelo, located in an area that is densely occupied by high voltage powerlines and powerpole.