Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

Estudi de software lliure en diferents entorns

El software lliure està tenint últimament un pes cada cop més important en les empreses, però encara és el gran desconegut per a molta gent. Des de la seva creació als anys 80 fins ara, hi ha hagut un creixement exponencial de software lliure de gran qualitat, oferint eines per a tot tipus de necessitats, eines ofimàtiques, gestors de correu, sistemes de fitxer, sistemes operatius…. Tot aquest moviment no ha passat desapercebut per a molts usuaris i empreses, que s’han aprofitat d’ell per cobrir les seves necessitats. Pel que fa a les empreses, cada cop n’hi ha més que en petita o gran mesura, utilitzen el software lliure, ja sigui per el seu menor cost d’adquisició, o bé per la seva gran fiabilitat o per que és fàcilment adaptable o per no establir cap lligam tecnològic, en definitiva per tenir més llibertat. En el moment de la creació d’una nova empresa, on es parteix de zero en tota la tecnologia informàtica, és el moment menys costòs d’implementar l’arquitectura informàtica amb software lliure, és quan l’impacte que té sobre l’empresa, usuaris i clients és menor. En les empreses que ja tenen un sistema informàtic, caldrà establir un pla de migració, ja sigui total o parcial. La finalitat d’aquest projecte no és la de dir quin software és millor que l’altre o de dir quin s’ha d’instal•lar, sinó el de donar a conèixer el món del software lliure, mostrar part d’aquest software, fer alguna comparativa de software lliure amb software propietari, donant idees i un conjunt de solucions per a empreses, per què una empresa pugui agafar idees d’implementació d’algunes de les solucions informàtiques exposades o seguir algun dels consells proposats. Actualment ja hi ha moltes empreses que utilitzen software lliure. Algunes només n’utilitzen una petita part en les seves instal•lacions, ja que el fet de que una empresa funcioni al 100% amb software lliure, tot i que n’hi comença ha haver, de moment ho considero una mica arriscat, però que en poc temps, aquest fet serà cada cop més habitual.

Gestión centralizada de software de una red sanitaria en Clientes Windows

El proyecto que se presenta trata del estudio y desarrollo para la implementación de un sistema de gestión centralizada de software de una red Sanitaria en Clientes Windows. Este proyecto surge de la necesidad, en una empresa concertada dado el crecimiento de la red, de poder administrar los host de una manera más automatizada y más eficiente.

Study Regarding Implementation of a Uniform Statewide System to Allow for Electronic Transactions for the Registration and Titling of Motor Vehicles

LEGISLATIVE STUDY – The 83rd General Assembly of the Iowa Legislature, in Senate File 2273, directed the Iowa Department of Transportation (DOT) to conduct a study of how to implement a uniform statewide system to allow for electronic transactions for the registration and titling of motor vehicles. PARTICIPANTS IN STUDY – As directed by Senate File 2273, the DOT formed a working group to conduct the study that included representatives from the Consumer Protection Division of the Office of the Attorney General, the Department of Public Safety, the Department of Revenue, the Iowa State County Treasurer’s Association, the Iowa Automobile Dealers Association, and the Iowa Independent Automobile Dealers Association. CONDUCT OF THE STUDY – The working group met eight times between June 17, 2010, and October 1, 2010. The group discussed the costs and benefits of electronic titling from the perspectives of new and used motor vehicle dealers, county treasurers, the DOT, lending institutions, consumers and consumer protection, and law enforcement. Security concerns, legislative implications, and implementation timelines were also considered. In the course of the meetings the group: 1. Reviewed the specific goals of S.F. 2273, and viewed a demonstration of Iowa’s current vehicle registration and titling system so participants that were not users of the system could gain an understanding of its current functionality and capabilities. 2. Reviewed the results of a survey of county treasurers conducted by the DOT to determine the extent to which county treasurers had processing backlogs and the extent to which county treasurers limited the number of dealer registration and titling transactions that they would process in a single day and while the dealer waited. Only eight reported placing a limit on the number of dealer transactions that would be processed while the dealer waited (with the number ranging from one to four), and only 11 reported a backlog in processing registration and titling transactions as of June 11, 2010, with most backlogs being reported in the range of one to three days. 3. Conducted conference calls with representatives of the American Association of Motor Vehicle Administrators (AAMVA) and representatives of three states -- Kansas, which has an electronic lien and titling (ELT) program, and Wisconsin and Florida, each of which have both an ELT program and an electronic registration and titling (ERT) program – to assess current and best practices for electronic transactions. In addition, the DOT (through AAMVA) submitted a survey to all U.S. jurisdictions to determine how, if at all, other states implemented electronic transactions for the registration and titling of motor vehicles. Twenty-eight states responded to the survey; of the 28 states that responded, only 13 allowed liens to be added or released electronically, and only five indicated allowing applications for registration and titling to be submitted electronically. DOT staff also heard a presentation from South Dakota on its ERT system at an AAMVA regional meeting. ELT information that emerged suggests a multi-vendor approach, in which vendors that meet state specifications for participation are authorized to interface with the state’s system to serve as a portal between lenders and the state system, will facilitate electronic lien releases and additions by offering lenders more choices and the opportunity to use the same vendor in multiple states. The ERT information that emerged indicates a multi-interface approach that offers an interface with existing dealer management software (DMS) systems and through a separate internet site will facilitate ERT by offering access that meets a variety of business needs and models. In both instances, information that emerged indicates that, in the long-term, adoption rates are positively affected by making participation above a certain minimum threshold mandatory. 4. To assess and compare functions or services that might be offered by or through a vendor, the group heard presentations from vendors that offer products or services that facilitate some aspect of ELT or ERT. 5. To assess the concerns, needs and interest of Iowa motor vehicle dealers, the group surveyed dealers to assess registration and titling difficulties experienced by dealers, the types of DMS systems (if any) used by dealers, and the dealers’ interest and preference in using an electronic interface to submit applications for registration and titling. Overall, 40% of the dealers that responded indicated interest and 57% indicated no interest, but interest was pronounced among new car dealers (75% were interested) and dealers with a high number of monthly transactions (85% of dealers averaging more than 50 sales per month were interested). The majority of dealers responding to the dealer survey ranked delays in processing and problems with daily limits on transaction as ―minor difficulty or ―no difficulty. RECOMMENDATIONS -- At the conclusion of the meetings, the working group discussed possible approaches for implementation of electronic transactions in Iowa and reached a consensus that a phased implementation of electronic titling that addressed first electronic lien and title transactions (ELT) and electronic fund transfers (EFT), and then electronic applications for registration and titling (ERT) is recommended. The recommendation of a phased implementation is based upon recognition that aspects of ELT and EFT are foundational to ERT, and that ELT and EFT solutions are more readily and easily attained than the ERT solution, which will take longer and be somewhat more difficult to develop and will require federal approval of an electronic odometer statement to fully implement. ELT – A multi-vendor approach is proposed for ELT. No direct costs to the state, counties, consumers, or dealers are anticipated under this approach. The vendor charges participating lenders user or transaction fees for the service, and it appears the lenders typically absorb those costs due to the savings offered by ELT. Existing staff can complete the programming necessary to interface the state system with vendors’ systems. The estimated time to implement ELT is six to nine months. Mandatory participation is not recommended initially, but should be considered after ELT has been implemented and a suitable number of vendors have enrolled to provide a fair assessment of participation rates and opportunities. EFT – A previous attempt to implement ELT and EFT was terminated due to concern that it would negatively impact county revenues by reducing interest income earned on state funds collected by the county and held until the monthly transfer to the state. To avoid that problem in this implementation, the EFT solution should remain revenue neutral to the counties, by allowing fees submitted by EFT to be immediately directed to the proper county account. Because ARTS was designed and has the capacity to accommodate EFT, a vendor is not needed to implement EFT. The estimated time to implement EFT is six to nine months. It is expected that EFT development will overlap ELT development. ERT – ERT itself must be developed in phases. It will not be possible to quickly implement a fully functioning, paperless ERT system, because federal law requires that transfer of title be accompanied by a written odometer statement unless approval for an alternate electronic statement is granted by the National Highway Traffic Safety Administration (NHTSA). It is expected that it will take as much as a year or more to obtain NHTSA approval, and that NHTSA approval will require design of a system that requires the seller to electronically confirm the seller’s identity, make the required disclosure to the buyer, and then transfer the disclosure to the buyer, who must also electronically confirm the buyer’s identity and electronically review and accept the disclosure to complete and submit the transaction. Given the time that it will take to develop and gain approval for this solution, initial ERT implementation will focus on completing and submitting applications and issuing registration applied for cards electronically, with the understanding that this process will still require submission of paper documents until an electronic odometer solution is developed. Because continued submission of paper documents undermines the efficiencies sought, ―full‖ ERT – that is, all documents necessary for registration and titling should be capable of approval and/or acceptance by all parties, and should be capable of submission without transmittal or delivery of duplicate paper documents .– should remain the ultimate goal. ERT is not recommended as a means to eliminate review and approval of registration and titling transactions by the county treasurers, or to place registration and titling approval in the hands of the dealers, as county treasurers perform an important role in deterring fraud and promoting accuracy by determining the genuineness and regularity of each application. Authorizing dealers to act as registration agents that approve registration and title applications, issue registration receipts, and maintain and deliver permanent metal license plates is not recommended. Although distribution of permanent plates by dealers is not recommended, it is recommended that dealers participating in ERT generate and print registration applied for cards electronically. Unlike the manually-issued cards currently in use, cards issued in this fashion may be queried by law enforcement and are less susceptible to misuse by customers and dealers. The estimated time to implement the electronic application and registration applied for cards is 12 to 18 months, to begin after ELT and EFT have been implemented. It is recommended that focus during this time be on facilitating transfers through motor vehicle dealers, with initial deployment focused on higher-volume dealers that use DMS systems. In the long term an internet option for access to ERT must also be developed and maintained to allow participation for lower-volume dealers that do not use a DMS system. This option will also lay the ground work for an ERT option for sales between private individuals. Mandatory participation in Iowa is not recommended initially. As with ELT, it is recommended that mandatory participation be considered after at least an initial phase of ERT has been implemented and a suitable number of dealers have enrolled to provide a fair assessment of participation rates and opportunities. The use of vendors to facilitate ERT is not initially proposed because 1) DOT IT support staff is capable of developing a system that will interact with DMS systems and will still have to develop a dealer and public interface regardless of whether a vendor acts as intermediary between the DMS systems, and 2) there is concern that the cost of the vendor-based system, which is funded by transaction-based payments from the dealer to the vendor, will be passed to the consumer in the form of additional documentation or conveyance fees. However, the DOT recommends flexibility on this point, as development and pilot of the system may indicate that a multi-vendor approach similar to that recommended for ELT may increase the adoption rate by larger dealers and may ultimately decrease the user management to be exercised by DOT staff. If vendors are used in the process, additional legislation or administrative rules may be needed to control the fees that may be passed to the consumer. No direct cost to the DOT or county treasurers is expected, as the DOT expects that it may complete necessary programming with existing staff. Use of vendors to facilitate ERT transactions by dealers using DMS systems would result in transaction fees that may ultimately be passed to consumers. LEGISLATION – As a result of the changes implemented in 2004 under Senate File 2070, the only changes to Iowa statutes proposed are to section 321.69 of the Iowa Code, ―Damage disclosure statement,and section 321.71, ―Odometer requirements.‖ In each instance, authority to execute these statements by electronic means would be clarified by authorizing language similar to that used in section 321.20, subsections ―2‖ and ―3,‖ which allows for electronic applications and directs the department to ―adopt rules on the method for providing signatures for applications made by electronic means.‖ In these sections, the authorizing language might read as follows: Notwithstanding contrary provisions of this section, the department may develop and implement a program to allow for any statement required by this section to be made electronically. The department shall adopt rules on the method for providing signatures for statements made by electronic means. Some changes to DOT administrative rules will be useful but only to enable changes to work processes that would be desirable in the long term. Examples of long term work processes that would be enabled by rule changes include allowing for signatures created through electronic means and electronic odometer certifications. The DOT rules, as currently written, do not hinder the ability to proceed with ELT, EFT, and ERT.

Implementation of a Pilot Continuous Monitoring System: Iowa Falls Arch Bridge, HR-1088, 2015

The goal of this work was to move structural health monitoring (SHM) one step closer to being ready for mainstream use by the Iowa Department of Transportation (DOT) Office of Bridges and Structures. To meet this goal, the objective of this project was to implement a pilot multi-sensor continuous monitoring system on the Iowa Falls Arch Bridge such that autonomous data analysis, storage, and retrieval can be demonstrated. The challenge with this work was to develop the open channels for communication, coordination, and cooperation of various Iowa DOT offices that could make use of the data. In a way, the end product was to be something akin to a control system that would allow for real-time evaluation of the operational condition of a monitored bridge. Development and finalization of general hardware and software components for a bridge SHM system were investigated and completed. This development and finalization was framed around the demonstration installation on the Iowa Falls Arch Bridge. The hardware system focused on using off-the-shelf sensors that could be read in either “fast” or “slow” modes depending on the desired monitoring metric. As hoped, the installed system operated with very few problems. In terms of communications—in part due to the anticipated installation on the I-74 bridge over the Mississippi River—a hardline digital subscriber line (DSL) internet connection and grid power were used. During operation, this system would transmit data to a central server location where the data would be processed and then archived for future retrieval and use. The pilot monitoring system was developed for general performance evaluation purposes (construction, structural, environmental, etc.) such that it could be easily adapted to the Iowa DOT’s bridges and other monitoring needs. The system was developed allowing easy access to near real-time data in a format usable to Iowa DOT engineers.

Smart antennas in software radio base stations

The application of adaptive antenna techniques to fixed-architecture base stations has been shown to offer wide-ranging benefits, including interference rejection capabilities or increased coverage and spectral efficiency.Unfortunately, the actual implementation ofthese techniques to mobile communication scenarios has traditionally been set back by two fundamental reasons. On one hand, the lack of flexibility of current transceiver architectures does not allow for the introduction of advanced add-on functionalities. On the other hand, theoften oversimplified models for the spatiotemporal characteristics of the radio communications channel generally give rise toperformance predictions that are, in practice, too optimistic. The advent of software radio architectures represents a big step toward theintroduction of advanced receive/transmitcapabilities. Thanks to their inherent flexibilityand robustness, software radio architecturesare the appropriate enabling technology for theimplementation of array processing techniques.Moreover, given the exponential progression ofcommunication standards in coexistence andtheir constant evolution, software reconfigurabilitywill probably soon become the only costefficientalternative for the transceiverupgrade. This article analyzes the requirementsfor the introduction of software radio techniquesand array processing architectures inmultistandard scenarios. It basically summarizesthe conclusions and results obtained withinthe ACTS project SUNBEAM,1 proposingalgorithms and analyzing the feasibility ofimplementation of innovative and softwarereconfigurablearray processing architectures inmultistandard settings.

Dynamic Runtime Variation and Branding in S60 Software

Diplomityössä tutkitaan keinoja brändätä ja varioida S60-ohjelmistoja dynaamisesti ja ajonaikaisesti. S60 on kehitysalusta, jota käyttävät useat puhelinvalmistajat ja heidän puhelimiaan käyttävät lukuisat eri operaattorit. Operaattorit haluavat puhelimiensa tai osan puhelimen sovelluksista erottuvan kilpailijoista heidän omalla brändillään ja tämän takia täytyy olla keinot joko koko puhelimen, tai valittujen sovellusten brändäykselle. Osa sovelluksista saatetaan haluta vaihtavan käytettyä brändiä sen käyttämien resurssien, kuten verkkopalvelimen, mukaan. Variointidataa tulee myös pystyä jakamaan eri sovellusten tai sovellusten osien kesken. Työssä esitellään Symbian käyttöjärjestelmä ja S60 kehitysympäristö, sekä pohditaan Symbianin turvallisuuskäytäntöjen tuomia haasteita variointidatan jakamiseen eri sovellusten välillä. Olemassaolevia variointitapoja tutkitaan työn mahdolliseksi pohjaksi. Työ sisältää esittelyn projektista, jossa kehitettiin erään S60 sovelluksen dynaaminen brändäystoteutus, joka myös mahdollistaa variointidatan jakamisen eri sovellusten kanssa.

Release Process Effectiveness - Case of Operating Room Management Software

Työn päätavoitteena oli tuoda esiin tärkeimmät julkistamisprosessin tehokkuuteen vaikuttavat tekijät. Tutkimuksessa tarkasteltiin aihetta julkistamisprojektien vetäjän näkökulmasta. Kirjallinen selvitys kattaa keskeisimmät ohjelmistoprosessin, palvelun laadun sekä projektihallinnan teoriat. Kokeellisena aineistona käytettiin asiakkailta ja myynnin sekä käyttöönoton organisaatioilta tullutta palautetta ja asiantuntijahaastatteluita. Case-tuotteena tarkasteltiin suuren kansainvälisen yrityksen jälleenmyymää leikkaussalihallinnan ohjelmistoa. Tärkeimpiä julkistamisprosessin tehokkuuteen vaikuttavia tekijöitä ovat tiekartan ja julkistamispakettien sisällön hallinta, projektin aikataulujen pitäminen, rehellinen ja nopea kommunikaatio myyntikanavaan ja asiakkaille, sekä hyvin toteutettu testaus. Työssä käydään läpi esimerkkistrategioita kehittymiseen näillä alueilla.

Automating The User Interface Implementation Process by Code Generation

3G-radioverkon asetusten hallinnointi suoritetaan säätämällä radioverkkotietokantaan talletettavia parametreja. Hallinnointiohjelmistossa tuhannetradioverkon parametrit näkyvät käyttöliittymäkomponentteina, joita ohjelmiston kehityskaaressa jatkuvasti lisätään, muutetaan ja poistetaan asiakkaan tarpeidenmukaan. Parametrien lisäämisen toteutusprosessi on ohjelmistokehittäjälle työlästä ja mekaanista. Diplomityön tavoitteeksi asetettiin kehittää koodigeneraattori, joka luo kaiken toteutusprosessissa tuotetun koodin automaattisesti niistä määrittelyistä, jotka ovat nykyäänkin saatavilla. Työssä kehitetty generaattori nopeuttaa ohjelmoijan työtä eliminoimalla yhden aikaa vievän ja mekaanisen työvaiheen. Seurauksena saadaan yhtenäisempää ohjelmistokoodia ja säästetään yrityksen ohjelmistotuotannon kuluissa, kun ohjelmoijan taito voidaan keskittää vaativimpiin tehtäviin.

Implementation of the Rijndael-AES algorithm on a Sage-Math worksheet

La principal motivació d'aquest treball ha estat implementar l'algoritme Rijndael-AES en un full Sage-math, paquet de software matemàtic de lliure distribució i en actual desenvolupament, aprofitant les seves eines i funcionalitats integrades.

Procurement in Project Implementation

Tutkimus keskittyy hankintatoimen kehittämiseen osana laitosprojektien toteutusta. Työ pohjautuu empiiriseltä taustaltaan Pöyry Oyj:n projektiliiketoimintaan ja työn tarkastelunäkökulmaksi onvalittu projektihallinnosta vastaavan yrityksen näkökulma. Tutkimus on hyvin käytännönläheinen ¿ se lähtee hankinnan ja sen seurannan ongelmista ja pyrkii tarjoamaan niihin uudenlaisia ratkaisuja. Pohjimmiltaan tutkimus kuuluu teollisuustalouden piiriin, vaikka tietojärjestelmätieteellä on vahva tukirooli. Työn tavoitteet ja tulokset liittyvät teollisuustaloudelle ominaisesti yrityksen toiminnan kehittämiseen, käytetyt välineet ja ratkaisut puolestaan hyödyntävät tietojärjestelmätieteen antamia mahdollisuuksia. Tutkimuksessa on käytetty konstruktiivista tutkimusotetta, jonka mukaisesti on luotu innovatiivisia konstruktioita ratkaisemaan aitoja reaalimaailman ongelmia ja tätä kautta tuotettu kontribuutioita teollisuustaloudelle. Tavoitteena oli järjestää hankintatoimi ja sen seuranta suurissa laitosprojekteissa tehokkaammin. Tätä varten uudistettiin ensin projektihallinnon ja hankintatoimen toimintaohjeet vastaamaan paremmin nykyajan vaatimuksia. Toimintaohjeiden perusteella ryhdyttiin toteuttamaan hankintaohjelmistoa, joka pystyisi kattamaan kaikki toimintaohjeissa kuvatut piirteet. Lopulta hankintaohjelmisto toi mukanaan uusia piirteitä projektihallintoon ja hankintatoimeen ja nämä sisällytettiin toimintaohjeisiin. Tähän kehitystyöhön ryhdyttiin, jotta laitosprojektien projektihallinto ja hankintatoimi toimisivat paremmin, eli pienemmin kustannuksin tuottaen projekteissa tarvittavat tulokset nopeammin, tarkemmin ja laadukkaammin. Tutkimuksella on kolmenlaisia tuloksia: hankintatoimen parannetut metodit, hankintaohjelmiston pohjana olevat toiminta- ja laskentamallit sekä implementaationa hankintasovellus. Uudistetut projekti- ja hankintaohjeet kuvaavat hankintatoiminnan parannettuja metodeja. Hankintaohjelmistoasuunnitellessa ja kehitettäessä tehdyt kuvaukset sisältävät uusia malleja niin hankintaprosessille kuin hankinnan seuraamiseksi suurissa laitosprojekteissa. Itse ohjelmisto on tuloksena implementaatio, joka perustuu parannettuihin hankintametodeihin ja uusiin toiminta- ja laskentamalleihin. Uudistetut projekti- ja hankintaohjeet ovat olleet käytössä Pöyry Oyj:ssä vuodesta 1991. Vuosien varrella nämä toimintaohjeet ovat auttaneet ja tukeneet satojen laitosprojektientoteutusta ja ylläpitäneet Pöyry Oyj:n kilpailukykyä kansainvälisenä projektitalona. Hankintasovellus puolestaan on ollut käytössä useissa projekteissa ja sen on havaittu pienentävän hankintatoimen suoria työkustannuksia laitosprojekteissa. Sovelluksen katsotaan myös tuovan epäsuoria kustannussäästöjä parempien hankintapäätösten muodossa, mutta näiden säästöjen suuruutta ei pystytä luotettavasti arvioimaan.

Direct torque control of permanent magnet synchronous machines - analysis and implementation

Thedirect torque control (DTC) has become an accepted vector control method besidethe current vector control. The DTC was first applied to asynchronous machines,and has later been applied also to synchronous machines. This thesis analyses the application of the DTC to permanent magnet synchronous machines (PMSM). In order to take the full advantage of the DTC, the PMSM has to be properly dimensioned. Therefore the effect of the motor parameters is analysed taking the control principle into account. Based on the analysis, a parameter selection procedure is presented. The analysis and the selection procedure utilize nonlinear optimization methods. The key element of a direct torque controlled drive is the estimation of the stator flux linkage. Different estimation methods - a combination of current and voltage models and improved integration methods - are analysed. The effect of an incorrect measured rotor angle in the current model is analysed andan error detection and compensation method is presented. The dynamic performance of an earlier presented sensorless flux estimation method is made better by improving the dynamic performance of the low-pass filter used and by adapting the correction of the flux linkage to torque changes. A method for the estimation ofthe initial angle of the rotor is presented. The method is based on measuring the inductance of the machine in several directions and fitting the measurements into a model. The model is nonlinear with respect to the rotor angle and therefore a nonlinear least squares optimization method is needed in the procedure. A commonly used current vector control scheme is the minimum current control. In the DTC the stator flux linkage reference is usually kept constant. Achieving the minimum current requires the control of the reference. An on-line method to perform the minimization of the current by controlling the stator flux linkage reference is presented. Also, the control of the reference above the base speed is considered. A new estimation flux linkage is introduced for the estimation of the parameters of the machine model. In order to utilize the flux linkage estimates in off-line parameter estimation, the integration methods are improved. An adaptive correction is used in the same way as in the estimation of the controller stator flux linkage. The presented parameter estimation methods are then used in aself-commissioning scheme. The proposed methods are tested with a laboratory drive, which consists of a commercial inverter hardware with a modified software and several prototype PMSMs.

Code Generator for Key Management Protocols - Design and Implementation

Key management has a fundamental role in secure communications. Designing and testing of key management protocols is tricky. These protocols must work flawlessly despite of any abuse. The main objective of this work was to design and implement a tool that helps to specify the protocol and makes it possible to test the protocol while it is still under development. This tool generates compile-ready java code from a key management protocol model. A modelling method for these protocols, which uses Unified Modeling Language (UML) was also developed. The protocol is modelled, exported as an XMI and read by the code generator tool. The code generator generates java code that is immediately executable with a test software after compilation.

Object-oriented development of client / server application: case study of service control software

Tässä työssä on esitetty sen ohjelmiston kehittämisen prosessi, joka on tarkoitettu annettavien palveluiden valvottavaksi käyttäen prototyyppimallia. Raportti sisältää vaatimusten, kohteisiin suunnatun analyysin ja suunnittelun, realisointiprosessien kuvauksen ja prototyypin testauksen. Ohjelmiston käyttöala – antavien palveluiden valvonta. Vaatimukset sovellukselle analysoitiin ohjelmistomarkkinoiden perusteella sekä ohjelmiston engineeringin periaatteiden mukaisesti. Ohjelmiston prototyyppi on realisoitu käyttäen asiakas-/palvelinhybridimallia sekä ralaatiokantaa. Kehitetty ohjelmisto on tarkoitettu venäläisille tietokonekerhoille, jotka erikoistuvat pelipalvelinten antamiseen.

Selected Aspects Related to Pre-development Stages of International Software projects. Case of Finland and Russia

The question of Pilot Project creation, due to support pre-development stage of software product elaboration, nowadays might be used as an approach, which allows improving the whole scheme of information technology project running. This subject is not new, but till now no model has been presented, which gives deep description of this important stage on the early phase of project. This Master's Thesis represents the research's results and findings concerning the pre-development study from the Software Engineering point of view. The aspects of feasibility study, pilot prototype developments are analyzed in this paper. As the result, the technique of Pilot Project is formulated and scheme has been presented. The experimental part is focused on particular area Pilot Project scheme's implementation- Internationally Distributed Software projects. The specific characteristic, aspects, obstacles, advantages and disadvantages are considered on the example of cross border region of Russia and Finland. The real case of Pilot Project technique implementation is given.