Survivable Waveband Switching in WDM Mesh Networks under Dedicated Path-Protection

This paper considers the problem of dedicated path-protection in wavelength-division multiplexed (WDM) mesh networks with waveband switching functionality under shared risk link group (SRLG) constraints. Two dedicated path protection schemes are proposed, namely the PBABL scheme and the MPABWL scheme. The PBABL scheme protects each working waveband-path through a backup waveband-path. The MPABWL scheme protects each working waveband-path by either a backup waveband-path or multiple backup lightpaths. Heuristic algorithms adopting random optimization technique are proposed for both the schemes. The performance of the two protection schemes is studied and compared. Simulation results show that both the heuristics can obtain optimum solutions and the MPABWL scheme leads to less switching and transmission costs than the PBABL scheme.

The generator coordinate method in the unrestricted Hartree-Fock formalism

The generator coordinate method was implemented in the unrestricted Hartree-Fock formalism. Weight functions were built from Gaussian generator functions for 1s, 2s, and 2p orbitals of carbon and oxygen atoms. These weight functions show a similar behavior to those found in the generator coordinate restricted Hartree-Fock method, i.e., they are smooth, continuous, and tend to zero in the limits of integration. Moreover, the weight functions obtained are different for spin-up and spin-down electrons what is a result from spin polarization. (C) 2011 Wiley Periodicals, Inc. Int J Quantum Chem, 2012

Optimal Supervisory Control of Hybrid Vehicles

Hybrid vehicles (HV), comprising a conventional ICE-based powertrain and a secondary energy source, to be converted into mechanical power as well, represent a well-established alternative to substantially reduce both fuel consumption and tailpipe emissions of passenger cars. Several HV architectures are either being studied or already available on market, e.g. Mechanical, Electric, Hydraulic and Pneumatic Hybrid Vehicles. Among the others, Electric (HEV) and Mechanical (HSF-HV) parallel Hybrid configurations are examined throughout this Thesis. To fully exploit the HVs potential, an optimal choice of the hybrid components to be installed must be properly designed, while an effective Supervisory Control must be adopted to coordinate the way the different power sources are managed and how they interact. Real-time controllers can be derived starting from the obtained optimal benchmark results. However, the application of these powerful instruments require a simplified and yet reliable and accurate model of the hybrid vehicle system. This can be a complex task, especially when the complexity of the system grows, i.e. a HSF-HV system assessed in this Thesis. The first task of the following dissertation is to establish the optimal modeling approach for an innovative and promising mechanical hybrid vehicle architecture. It will be shown how the chosen modeling paradigm can affect the goodness and the amount of computational effort of the solution, using an optimization technique based on Dynamic Programming. The second goal concerns the control of pollutant emissions in a parallel Diesel-HEV. The emissions level obtained under real world driving conditions is substantially higher than the usual result obtained in a homologation cycle. For this reason, an on-line control strategy capable of guaranteeing the respect of the desired emissions level, while minimizing fuel consumption and avoiding excessive battery depletion is the target of the corresponding section of the Thesis.

MedVir: 3D visual interface applied to gene profile analysis

The use of data mining techniques for the gene profile discovery of diseases, such as cancer, is becoming usual in many researches. These techniques do not usually analyze the relationships between genes in depth, depending on the different variety of manifestations of the disease (related to patients). This kind of analysis takes a considerable amount of time and is not always the focus of the research. However, it is crucial in order to generate personalized treatments to fight the disease. Thus, this research focuses on finding a mechanism for gene profile analysis to be used by the medical and biologist experts. Results: In this research, the MedVir framework is proposed. It is an intuitive mechanism based on the visualization of medical data such as gene profiles, patients, clinical data, etc. MedVir, which is based on an Evolutionary Optimization technique, is a Dimensionality Reduction (DR) approach that presents the data in a three dimensional space. Furthermore, thanks to Virtual Reality technology, MedVir allows the expert to interact with the data in order to tailor it to the experience and knowledge of the expert.

Calibración geométrica de cámaras no métricas. Estudio de metodologías y modelos matemáticos de distorsión

La Fotogrametría, como ciencia y técnica de obtención de información tridimensional del espacio objeto a partir de imágenes bidimensionales, requiere de medidas de precisión y en ese contexto, la calibración geométrica de cámaras ocupa un lugar importante. El conocimiento de la geometría interna de la cámara es fundamental para lograr mayor precisión en las medidas realizadas. En Fotogrametría Aérea se utilizan cámaras métricas (fabricadas exclusivamente para aplicaciones cartográficas), que incluyen objetivos fotográficos con sistemas de lentes complejos y de alta calidad. Pero en Fotogrametría de Objeto Cercano se está trabajando cada vez con más asiduidad con cámaras no métricas, con ópticas de peor calidad que exigen una calibración geométrica antes o después de cada trabajo. El proceso de calibración encierra tres conceptos fundamentales: modelo de cámara, modelo de distorsión y método de calibración. El modelo de cámara es un modelo matemático que aproxima la transformación proyectiva original a la realidad física de las lentes. Ese modelo matemático incluye una serie de parámetros entre los que se encuentran los correspondientes al modelo de distorsión, que se encarga de corregir los errores sistemáticos de la imagen. Finalmente, el método de calibración propone el método de estimación de los parámetros del modelo matemático y la técnica de optimización a emplear. En esta Tesis se propone la utilización de un patrón de calibración bidimensional que se desplaza en la dirección del eje óptico de la cámara, ofreciendo así tridimensionalidad a la escena fotografiada. El patrón incluye un número elevado de marcas, lo que permite realizar ensayos con distintas configuraciones geométricas. Tomando el modelo de proyección perspectiva (o pinhole) como modelo de cámara, se realizan ensayos con tres modelos de distorsión diferentes, el clásico de distorsión radial y tangencial propuesto por D.C. Brown, una aproximación por polinomios de Legendre y una interpolación bicúbica. De la combinación de diferentes configuraciones geométricas y del modelo de distorsión más adecuado, se llega al establecimiento de una metodología de calibración óptima. Para ayudar a la elección se realiza un estudio de las precisiones obtenidas en los distintos ensayos y un control estereoscópico de un panel test construido al efecto. ABSTRACT Photogrammetry, as science and technique for obtaining three-dimensional information of the space object from two-dimensional images, requires measurements of precision and in that context, the geometric camera calibration occupies an important place. The knowledge of the internal geometry of the camera is fundamental to achieve greater precision in measurements made. Metric cameras (manufactured exclusively for cartographic applications), including photographic lenses with complex lenses and high quality systems are used in Aerial Photogrammetry. But in Close Range Photogrammetry is working increasingly more frequently with non-metric cameras, worst quality optical components which require a geometric calibration before or after each job. The calibration process contains three fundamental concepts: camera model, distortion model and method of calibration. The camera model is a mathematical model that approximates the original projective transformation to the physical reality of the lenses. The mathematical model includes a series of parameters which include the correspondents to the model of distortion, which is in charge of correcting the systematic errors of the image. Finally, the calibration method proposes the method of estimation of the parameters of the mathematical modeling and optimization technique to employ. This Thesis is proposing the use of a pattern of two dimensional calibration that moves in the direction of the optical axis of the camera, thus offering three-dimensionality to the photographed scene. The pattern includes a large number of marks, which allows testing with different geometric configurations. Taking the projection model perspective (or pinhole) as a model of camera, tests are performed with three different models of distortion, the classical of distortion radial and tangential proposed by D.C. Brown, an approximation by Legendre polynomials and bicubic interpolation. From the combination of different geometric configurations and the most suitable distortion model, brings the establishment of a methodology for optimal calibration. To help the election, a study of the information obtained in the various tests and a purpose built test panel stereoscopic control is performed.

Partición hardware software de un codificador JPEG utilizando escalador de colinas estocástico

La partición hardware/software es una etapa clave dentro del proceso de co-diseño de los sistemas embebidos. En esta etapa se decide qué componentes serán implementados como co-procesadores de hardware y qué componentes serán implementados en un procesador de propósito general. La decisión es tomada a partir de la exploración del espacio de diseño, evaluando un conjunto de posibles soluciones para establecer cuál de estas es la que mejor balance logra entre todas las métricas de diseño. Para explorar el espacio de soluciones, la mayoría de las propuestas, utilizan algoritmos metaheurísticos; destacándose los Algoritmos Genéticos, Recocido Simulado. Esta decisión, en muchos casos, no es tomada a partir de análisis comparativos que involucren a varios algoritmos sobre un mismo problema. En este trabajo se presenta la aplicación de los algoritmos: Escalador de Colinas Estocástico y Escalador de Colinas Estocástico con Reinicio, para resolver el problema de la partición hardware/software. Para validar el empleo de estos algoritmos se presenta la aplicación de este algoritmo sobre un caso de estudio, en particular la partición hardware/software de un codificador JPEG. En todos los experimentos es posible apreciar que ambos algoritmos alcanzan soluciones comparables con las obtenidas por los algoritmos utilizados con más frecuencia.

A stepwise fuzzy linear programming model with possibility and necessity relations

Linear programming (LP) is the most widely used optimization technique for solving real-life problems because of its simplicity and efficiency. Although conventional LP models require precise data, managers and decision makers dealing with real-world optimization problems often do not have access to exact values. Fuzzy sets have been used in the fuzzy LP (FLP) problems to deal with the imprecise data in the decision variables, objective function and/or the constraints. The imprecisions in the FLP problems could be related to (1) the decision variables; (2) the coefficients of the decision variables in the objective function; (3) the coefficients of the decision variables in the constraints; (4) the right-hand-side of the constraints; or (5) all of these parameters. In this paper, we develop a new stepwise FLP model where fuzzy numbers are considered for the coefficients of the decision variables in the objective function, the coefficients of the decision variables in the constraints and the right-hand-side of the constraints. In the first step, we use the possibility and necessity relations for fuzzy constraints without considering the fuzzy objective function. In the subsequent step, we extend our method to the fuzzy objective function. We use two numerical examples from the FLP literature for comparison purposes and to demonstrate the applicability of the proposed method and the computational efficiency of the procedures and algorithms. © 2013-IOS Press and the authors. All rights reserved.

Hydrodynamics and mass transfer studies in a scheibel extractor

A 10 cm diameter four-stage Scheibel column with dispersed phase wetted packing sections has been constructed to study the hydrodynamics and mass transfer using the system toluene-acetone-water. The literature pertaining to the above extractor has been examined and the important phenomena such as droplet break-up and coalescence, mass transfer and backmixing have been reviewed. A critical analysis of the backmixing or axial mixing models and the corresponding techniques for parameter estimation was applied and an optimization technique based on Marquardt's algorithm was implemented. A single phase sampling technique was developed to estimate the acetone concentration profile in both phases along the column. Column flooding characteristics were investigated under various operating conditions and it was found that, when the impellers were located at about DI/5cm from the upper surface of the pads, the limiting flow rates increased with impeller speed. This unusual behaviour was explained in terms of the pumping effect created by the turbine impellers. Correlations were developed to predict Sauter mean drop diameters. A five-cell with backflow model was used to estimate the column performance (stage efficiency) and phases non-ideality (backflow parameters). Overall mass transfer coefficients were computed using the above model and compared with those calculated using the correlations based on single drop mechanism.

A comprehensive portfolio construction under stochastic environment

Prior research has established that idiosyncratic volatility of the securities prices exhibits a positive trend. This trend and other factors have made the merits of investment diversification and portfolio construction more compelling. ^ A new optimization technique, a greedy algorithm, is proposed to optimize the weights of assets in a portfolio. The main benefits of using this algorithm are to: (a) increase the efficiency of the portfolio optimization process, (b) implement large-scale optimizations, and (c) improve the resulting optimal weights. In addition, the technique utilizes a novel approach in the construction of a time-varying covariance matrix. This involves the application of a modified integrated dynamic conditional correlation GARCH (IDCC - GARCH) model to account for the dynamics of the conditional covariance matrices that are employed. ^ The stochastic aspects of the expected return of the securities are integrated into the technique through Monte Carlo simulations. Instead of representing the expected returns as deterministic values, they are assigned simulated values based on their historical measures. The time-series of the securities are fitted into a probability distribution that matches the time-series characteristics using the Anderson-Darling goodness-of-fit criterion. Simulated and actual data sets are used to further generalize the results. Employing the S&P500 securities as the base, 2000 simulated data sets are created using Monte Carlo simulation. In addition, the Russell 1000 securities are used to generate 50 sample data sets. ^ The results indicate an increase in risk-return performance. Choosing the Value-at-Risk (VaR) as the criterion and the Crystal Ball portfolio optimizer, a commercial product currently available on the market, as the comparison for benchmarking, the new greedy technique clearly outperforms others using a sample of the S&P500 and the Russell 1000 securities. The resulting improvements in performance are consistent among five securities selection methods (maximum, minimum, random, absolute minimum, and absolute maximum) and three covariance structures (unconditional, orthogonal GARCH, and integrated dynamic conditional GARCH). ^

Algorithms for efficient transaction management and consistent queries in client -server semantic object-oriented parallel databases

Large read-only or read-write transactions with a large read set and a small write set constitute an important class of transactions used in such applications as data mining, data warehousing, statistical applications, and report generators. Such transactions are best supported with optimistic concurrency, because locking of large amounts of data for extended periods of time is not an acceptable solution. The abort rate in regular optimistic concurrency algorithms increases exponentially with the size of the transaction. The algorithm proposed in this dissertation solves this problem by using a new transaction scheduling technique that allows a large transaction to commit safely with significantly greater probability that can exceed several orders of magnitude versus regular optimistic concurrency algorithms. A performance simulation study and a formal proof of serializability and external consistency of the proposed algorithm are also presented.^ This dissertation also proposes a new query optimization technique (lazy queries). Lazy Queries is an adaptive query execution scheme which optimizes itself as the query runs. Lazy queries can be used to find an intersection of sub-queries in a very efficient way, which does not require full execution of large sub-queries nor does it require any statistical knowledge about the data.^ An efficient optimistic concurrency control algorithm used in a massively parallel B-tree with variable-length keys is introduced. B-trees with variable-length keys can be effectively used in a variety of database types. In particular, we show how such a B-tree was used in our implementation of a semantic object-oriented DBMS. The concurrency control algorithm uses semantically safe optimistic virtual "locks" that achieve very fine granularity in conflict detection. This algorithm ensures serializability and external consistency by using logical clocks and backward validation of transactional queries. A formal proof of correctness of the proposed algorithm is also presented. ^

Testing of Interposer-Based 2.5D Integrated Circuits

The unprecedented and relentless growth in the electronics industry is feeding the demand for integrated circuits (ICs) with increasing functionality and performance at minimum cost and power consumption. As predicted by Moore's law, ICs are being aggressively scaled to meet this demand. While the continuous scaling of process technology is reducing gate delays, the performance of ICs is being increasingly dominated by interconnect delays. In an effort to improve submicrometer interconnect performance, to increase packing density, and to reduce chip area and power consumption, the semiconductor industry is focusing on three-dimensional (3D) integration. However, volume production and commercial exploitation of 3D integration are not feasible yet due to significant technical hurdles.

At the present time, interposer-based 2.5D integration is emerging as a precursor to stacked 3D integration. All the dies and the interposer in a 2.5D IC must be adequately tested for product qualification. However, since the structure of 2.5D ICs is different from the traditional 2D ICs, new challenges have emerged: (1) pre-bond interposer testing, (2) lack of test access, (3) limited ability for at-speed testing, (4) high density I/O ports and interconnects, (5) reduced number of test pins, and (6) high power consumption. This research targets the above challenges and effective solutions have been developed to test both dies and the interposer.

The dissertation first introduces the basic concepts of 3D ICs and 2.5D ICs. Prior work on testing of 2.5D ICs is studied. An efficient method is presented to locate defects in a passive interposer before stacking. The proposed test architecture uses e-fuses that can be programmed to connect or disconnect functional paths inside the interposer. The concept of a die footprint is utilized for interconnect testing, and the overall assembly and test flow is described. Moreover, the concept of weighted critical area is defined and utilized to reduce test time. In order to fully determine the location of each e-fuse and the order of functional interconnects in a test path, we also present a test-path design algorithm. The proposed algorithm can generate all test paths for interconnect testing.

In order to test for opens, shorts, and interconnect delay defects in the interposer, a test architecture is proposed that is fully compatible with the IEEE 1149.1 standard and relies on an enhancement of the standard test access port (TAP) controller. To reduce test cost, a test-path design and scheduling technique is also presented that minimizes a composite cost function based on test time and the design-for-test (DfT) overhead in terms of additional through silicon vias (TSVs) and micro-bumps needed for test access. The locations of the dies on the interposer are taken into consideration in order to determine the order of dies in a test path.

To address the scenario of high density of I/O ports and interconnects, an efficient built-in self-test (BIST) technique is presented that targets the dies and the interposer interconnects. The proposed BIST architecture can be enabled by the standard TAP controller in the IEEE 1149.1 standard. The area overhead introduced by this BIST architecture is negligible; it includes two simple BIST controllers, a linear-feedback-shift-register (LFSR), a multiple-input-signature-register (MISR), and some extensions to the boundary-scan cells in the dies on the interposer. With these extensions, all boundary-scan cells can be used for self-configuration and self-diagnosis during interconnect testing. To reduce the overall test cost, a test scheduling and optimization technique under power constraints is described.

In order to accomplish testing with a small number test pins, the dissertation presents two efficient ExTest scheduling strategies that implements interconnect testing between tiles inside an system on chip (SoC) die on the interposer while satisfying the practical constraint that the number of required test pins cannot exceed the number of available pins at the chip level. The tiles in the SoC are divided into groups based on the manner in which they are interconnected. In order to minimize the test time, two optimization solutions are introduced. The first solution minimizes the number of input test pins, and the second solution minimizes the number output test pins. In addition, two subgroup configuration methods are further proposed to generate subgroups inside each test group.

Finally, the dissertation presents a programmable method for shift-clock stagger assignment to reduce power supply noise during SoC die testing in 2.5D ICs. An SoC die in the 2.5D IC is typically composed of several blocks and two neighboring blocks that share the same power rails should not be toggled at the same time during shift. Therefore, the proposed programmable method does not assign the same stagger value to neighboring blocks. The positions of all blocks are first analyzed and the shared boundary length between blocks is then calculated. Based on the position relationships between the blocks, a mathematical model is presented to derive optimal result for small-to-medium sized problems. For larger designs, a heuristic algorithm is proposed and evaluated.

In summary, the dissertation targets important design and optimization problems related to testing of interposer-based 2.5D ICs. The proposed research has led to theoretical insights, experiment results, and a set of test and design-for-test methods to make testing effective and feasible from a cost perspective.

Cogestion des ressources naturelles : une approche structurale pour quantifier la contribution des réseaux d'acteurs à la résilience des systèmes socio-écologiques

Alors que les activités anthropiques font basculer de nombreux écosystèmes vers des régimes fonctionnels différents, la résilience des systèmes socio-écologiques devient un problème pressant. Des acteurs locaux, impliqués dans une grande diversité de groupes — allant d’initiatives locales et indépendantes à de grandes institutions formelles — peuvent agir sur ces questions en collaborant au développement, à la promotion ou à l’implantation de pratiques plus en accord avec ce que l’environnement peut fournir. De ces collaborations répétées émergent des réseaux complexes, et il a été montré que la topologie de ces réseaux peut améliorer la résilience des systèmes socio-écologiques (SSÉ) auxquels ils participent. La topologie des réseaux d’acteurs favorisant la résilience de leur SSÉ est caractérisée par une combinaison de plusieurs facteurs : la structure doit être modulaire afin d’aider les différents groupes à développer et proposer des solutions à la fois plus innovantes (en réduisant l’homogénéisation du réseau), et plus proches de leurs intérêts propres ; elle doit être bien connectée et facilement synchronisable afin de faciliter les consensus, d’augmenter le capital social, ainsi que la capacité d’apprentissage ; enfin, elle doit être robuste, afin d’éviter que les deux premières caractéristiques ne souffrent du retrait volontaire ou de la mise à l’écart de certains acteurs. Ces caractéristiques, qui sont relativement intuitives à la fois conceptuellement et dans leur application mathématique, sont souvent employées séparément pour analyser les qualités structurales de réseaux d’acteurs empiriques. Cependant, certaines sont, par nature, incompatibles entre elles. Par exemple, le degré de modularité d’un réseau ne peut pas augmenter au même rythme que sa connectivité, et cette dernière ne peut pas être améliorée tout en améliorant sa robustesse. Cet obstacle rend difficile la création d’une mesure globale, car le niveau auquel le réseau des acteurs contribue à améliorer la résilience du SSÉ ne peut pas être la simple addition des caractéristiques citées, mais plutôt le résultat d’un compromis subtil entre celles-ci. Le travail présenté ici a pour objectifs (1), d’explorer les compromis entre ces caractéristiques ; (2) de proposer une mesure du degré auquel un réseau empirique d’acteurs contribue à la résilience de son SSÉ ; et (3) d’analyser un réseau empirique à la lumière, entre autres, de ces qualités structurales. Cette thèse s’articule autour d’une introduction et de quatre chapitres numérotés de 2 à 5. Le chapitre 2 est une revue de la littérature sur la résilience des SSÉ. Il identifie une série de caractéristiques structurales (ainsi que les mesures de réseaux qui leur correspondent) liées à l’amélioration de la résilience dans les SSÉ. Le chapitre 3 est une étude de cas sur la péninsule d’Eyre, une région rurale d’Australie-Méridionale où l’occupation du sol, ainsi que les changements climatiques, contribuent à l’érosion de la biodiversité. Pour cette étude de cas, des travaux de terrain ont été effectués en 2010 et 2011 durant lesquels une série d’entrevues a permis de créer une liste des acteurs de la cogestion de la biodiversité sur la péninsule. Les données collectées ont été utilisées pour le développement d’un questionnaire en ligne permettant de documenter les interactions entre ces acteurs. Ces deux étapes ont permis la reconstitution d’un réseau pondéré et dirigé de 129 acteurs individuels et 1180 relations. Le chapitre 4 décrit une méthodologie pour mesurer le degré auquel un réseau d’acteurs participe à la résilience du SSÉ dans lequel il est inclus. La méthode s’articule en deux étapes : premièrement, un algorithme d’optimisation (recuit simulé) est utilisé pour fabriquer un archétype semi-aléatoire correspondant à un compromis entre des niveaux élevés de modularité, de connectivité et de robustesse. Deuxièmement, un réseau empirique (comme celui de la péninsule d’Eyre) est comparé au réseau archétypique par le biais d’une mesure de distance structurelle. Plus la distance est courte, et plus le réseau empirique est proche de sa configuration optimale. La cinquième et dernier chapitre est une amélioration de l’algorithme de recuit simulé utilisé dans le chapitre 4. Comme il est d’usage pour ce genre d’algorithmes, le recuit simulé utilisé projetait les dimensions du problème multiobjectif dans une seule dimension (sous la forme d’une moyenne pondérée). Si cette technique donne de très bons résultats ponctuellement, elle n’autorise la production que d’une seule solution parmi la multitude de compromis possibles entre les différents objectifs. Afin de mieux explorer ces compromis, nous proposons un algorithme de recuit simulé multiobjectifs qui, plutôt que d’optimiser une seule solution, optimise une surface multidimensionnelle de solutions. Cette étude, qui se concentre sur la partie sociale des systèmes socio-écologiques, améliore notre compréhension des structures actorielles qui contribuent à la résilience des SSÉ. Elle montre que si certaines caractéristiques profitables à la résilience sont incompatibles (modularité et connectivité, ou — dans une moindre mesure — connectivité et robustesse), d’autres sont plus facilement conciliables (connectivité et synchronisabilité, ou — dans une moindre mesure — modularité et robustesse). Elle fournit également une méthode intuitive pour mesurer quantitativement des réseaux d’acteurs empiriques, et ouvre ainsi la voie vers, par exemple, des comparaisons d’études de cas, ou des suivis — dans le temps — de réseaux d’acteurs. De plus, cette thèse inclut une étude de cas qui fait la lumière sur l’importance de certains groupes institutionnels pour la coordination des collaborations et des échanges de connaissances entre des acteurs aux intérêts potentiellement divergents.

A Comprehensive Portfolio Construction Under Stochastic Environment

Prior research has established that idiosyncratic volatility of the securities prices exhibits a positive trend. This trend and other factors have made the merits of investment diversification and portfolio construction more compelling. A new optimization technique, a greedy algorithm, is proposed to optimize the weights of assets in a portfolio. The main benefits of using this algorithm are to: a) increase the efficiency of the portfolio optimization process, b) implement large-scale optimizations, and c) improve the resulting optimal weights. In addition, the technique utilizes a novel approach in the construction of a time-varying covariance matrix. This involves the application of a modified integrated dynamic conditional correlation GARCH (IDCC - GARCH) model to account for the dynamics of the conditional covariance matrices that are employed. The stochastic aspects of the expected return of the securities are integrated into the technique through Monte Carlo simulations. Instead of representing the expected returns as deterministic values, they are assigned simulated values based on their historical measures. The time-series of the securities are fitted into a probability distribution that matches the time-series characteristics using the Anderson-Darling goodness-of-fit criterion. Simulated and actual data sets are used to further generalize the results. Employing the S&P500 securities as the base, 2000 simulated data sets are created using Monte Carlo simulation. In addition, the Russell 1000 securities are used to generate 50 sample data sets. The results indicate an increase in risk-return performance. Choosing the Value-at-Risk (VaR) as the criterion and the Crystal Ball portfolio optimizer, a commercial product currently available on the market, as the comparison for benchmarking, the new greedy technique clearly outperforms others using a sample of the S&P500 and the Russell 1000 securities. The resulting improvements in performance are consistent among five securities selection methods (maximum, minimum, random, absolute minimum, and absolute maximum) and three covariance structures (unconditional, orthogonal GARCH, and integrated dynamic conditional GARCH).

Distributed Extremum-Seeking Control with Applications to High-Altitude Balloons

The real-time optimization of large-scale systems is a difficult problem due to the need for complex models involving uncertain parameters and the high computational cost of solving such problems by a decentralized approach. Extremum-seeking control (ESC) is a model-free real-time optimization technique which can estimate unknown parameters and can optimize nonlinear time-varying systems using only a measurement of the cost function to be minimized. In this thesis, we develop a distributed version of extremum-seeking control which allows large-scale systems to be optimized without models and with minimal computing power. First, we develop a continuous-time distributed extremum-seeking controller. It has three main components: consensus, parameter estimation, and optimization. The consensus provides each local controller with an estimate of the cost to be minimized, allowing them to coordinate their actions. Using this cost estimate, parameters for a local input-output model are estimated, and the cost is minimized by following a gradient descent based on the estimate of the gradient. Next, a similar distributed extremum-seeking controller is developed in discrete-time. Finally, we consider an interesting application of distributed ESC: formation control of high-altitude balloons for high-speed wireless internet. These balloons must be steered into a favourable formation where they are spread out over the Earth and provide coverage to the entire planet. Distributed ESC is applied to this problem, and is shown to be effective for a system of 1200 ballons subjected to realistic wind currents. The approach does not require a wind model and uses a cost function based on a Voronoi partition of the sphere. Distributed ESC is able to steer balloons from a few initial launch sites into a formation which provides coverage to the entire Earth and can maintain a similar formation as the balloons move with the wind around the Earth.

The O stars in the VLT-FLAMES Tarantula Survey

The VLT-FLAMES Tarantula Survey (VFTS) has secured mid-resolution spectra of over 300 O-type stars in the 30 Doradus region of the Large Magellanic Cloud. A homogeneous analysis of such a large sample requires automated techniques, an approach that will also be needed for the upcoming analysis of the Gaia surveys of the Northern and Southern Hemisphere supplementing the Gaia measurements. We point out the importance of Gaia for the study of O stars, summarize the O star science case of VFTS and present a test of the automated modeling technique using synthetically generated data. This method employs a genetic algorithm based optimization technique in combination with fastwind model atmospheres. The method is found to be robust and able to recover the main photospheric parameters accurately. Precise wind parameters can be obtained as well, however, as expected, for dwarf stars the rate of acceleration of the ow is poorly constrained.