Geometrical Methods in Multivariate Risk Management: Algorithms and Applications

This thesis builds a framework for evaluating downside risk from multivariate data via a special class of risk measures (RM). The peculiarity of the analysis lies in getting rid of strong data distributional assumptions and in orientation towards the most critical data in risk management: those with asymmetries and heavy tails. At the same time, under typical assumptions, such as the ellipticity of the data probability distribution, the conformity with classical methods is shown. The constructed class of RM is a multivariate generalization of the coherent distortion RM, which possess valuable properties for a risk manager. The design of the framework is twofold. The first part contains new computational geometry methods for the high-dimensional data. The developed algorithms demonstrate computability of geometrical concepts used for constructing the RM. These concepts bring visuality and simplify interpretation of the RM. The second part develops models for applying the framework to actual problems. The spectrum of applications varies from robust portfolio selection up to broader spheres, such as stochastic conic optimization with risk constraints or supervised machine learning.

A dynamic navigation model for unmanned aircraft systems and an application to autonomous front-on environmental sensing and photography using low-cost sensor systems

This paper presents an unmanned aircraft system (UAS) that uses a probabilistic model for autonomous front-on environmental sensing or photography of a target. The system is based on low-cost and readily-available sensor systems in dynamic environments and with the general intent of improving the capabilities of dynamic waypoint-based navigation systems for a low-cost UAS. The behavioural dynamics of target movement for the design of a Kalman filter and Markov model-based prediction algorithm are included. Geometrical concepts and the Haversine formula are applied to the maximum likelihood case in order to make a prediction regarding a future state of a target, thus delivering a new waypoint for autonomous navigation. The results of the application to aerial filming with low-cost UAS are presented, achieving the desired goal of maintained front-on perspective without significant constraint to the route or pace of target movement.

Autonomous UAVs wildlife detection using thermal imaging, predictive navigation and computer vision

There is an increased interest on the use of Unmanned Aerial Vehicles (UAVs) for wildlife and feral animal monitoring around the world. This paper describes a novel system which uses a predictive dynamic application that places the UAV ahead of a user, with a low cost thermal camera, a small onboard computer that identifies heat signatures of a target animal from a predetermined altitude and transmits that target’s GPS coordinates. A map is generated and various data sets and graphs are displayed using a GUI designed for easy use. The paper describes the hardware and software architecture and the probabilistic model for downward facing camera for the detection of an animal. Behavioral dynamics of target movement for the design of a Kalman filter and Markov model based prediction algorithm are used to place the UAV ahead of the user. Geometrical concepts and Haversine formula are applied to the maximum likelihood case in order to make a prediction regarding a future state of the user, thus delivering a new way point for autonomous navigation. Results show that the system is capable of autonomously locating animals from a predetermined height and generate a map showing the location of the animals ahead of the user.

Reflexões sobre a construção e evolução de conceitos geométricos nas séries intermediárias do ensino fundamental

This thesis represents a didactic research linked to the Post-graduation Programme in Education of the Universidade Federal do Rio Grande do Norte which aimed to approach the construction of the geometrical concepts of Volume of the Rectangular Parallelepiped, Area and Perimeter of the Rectangle adding a study of the Area of the Circle. The research was developed along with students from the 6th level of the Elementary School, in a public school in Natal/RN. The pedagogical intervention was made up of three moments: application of a diagnostic evaluation, instrument that enabled the creation of the teaching module by showing the level of the geometry knowledge of the students; introduction of a Teaching Module by Activities aiming to propose a reflexive didactic routing directed to the conceptual construction because we believed that such an approach would favor the consolidation of the learning process by becoming significant to the apprentice, and the accomplishment of a Final Evaluation through which we established a comparison of the results obtained before and after the teaching intervention. The data gathered were analyzed qualitatively by means of a study of understanding categories of mathematical concepts, in addition to using descriptive statistics under the quantitative aspect. Based on the theory of Richard Skemp, about categorization of mathematical knowledge, in the levels of Relational and Instrumental Understanding were achieved in contextual situations and varied proportions, thus enabling a contribution in the learning of the geometrical concepts studied along with the students who took part in the research. We believe that this work may contribute with reflections about the learning processes, a concern which remained during all the stages of the research, and also that the technical competence along with the knowledge about the constructivist theory will condition the implementation of a new dynamics to the teaching and learning processes. We hope that the present research work may add some contribution to the teaching practice in the context of the teaching of Mathematics for the intermediate levels of the Elementary School

Um estudo exploratório sobre a formação conceitual em geometria de alunos do ensino médio

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Um estudo de fractais geométricos através de caleidoscópios e softwares de geometria dinâmica

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Identification of literary movements using complex networks to represent texts

The use of statistical methods to analyze large databases of text has been useful in unveiling patterns of human behavior and establishing historical links between cultures and languages. In this study, we identified literary movements by treating books published from 1590 to 1922 as complex networks, whose metrics were analyzed with multivariate techniques to generate six clusters of books. The latter correspond to time periods coinciding with relevant literary movements over the last five centuries. The most important factor contributing to the distinctions between different literary styles was the average shortest path length, in particular the asymmetry of its distribution. Furthermore, over time there has emerged a trend toward larger average shortest path lengths, which is correlated with increased syntactic complexity, and a more uniform use of the words reflected in a smaller power-law coefficient for the distribution of word frequency. Changes in literary style were also found to be driven by opposition to earlier writing styles, as revealed by the analysis performed with geometrical concepts. The approaches adopted here are generic and may be extended to analyze a number of features of languages and cultures.

Geometrical wave equation and the cauchy-like theorem for octonions

Riemann surfaces, cohomology and homology groups, Cartan's spinors and triality, octonionic projective geometry, are all well supported by Complex Structures [1], [2], [3], [4]. Furthermore, in Theoretical Physics, mainly in General Relativity, Supersymmetry and Particle Physics, Complex Theory Plays a Key Role [5], [6], [7], [8]. In this context it is expected that generalizations of concepts and main results from the Classical Complex Theory, like conformal and quasiconformal mappings [9], [10] in both quaternionic and octonionic algebra, may be useful for other fields of research, as for graphical computing enviromment [11]. In this Note, following recent works by the autors [12], [13], the Cauchy Theorem will be extended for Octonions in an analogous way that it has recentely been made for quaternions [14]. Finally, will be given an octonionic treatment of the wave equation, which means a wave produced by a hyper-string with initial conditions similar to the one-dimensional case.

Innovative education networking aimed at multimedia tools for geometrical optics learning

We present a purposeful initiative to open new grounds for teaching Geometrical Optics. It is based on the creation of an innovative education networking involving academic staff from three Spanish universities linked together around Optics. Nowadays, students demand online resources such as innovative multimedia tools for complementing the understanding of their studies. Geometrical Optics relies on basics of light phenomena like reflection and refraction and the use of simple optical elements such as mirrors, prisms, lenses, and fibers. The mathematical treatment is simple and the equations are not too complicated. But from our long time experience in teaching to undergraduate students, we realize that important concepts are missed by these students because they do not work ray tracing as they should do. Moreover, Geometrical Optics laboratory is crucial by providing many short Optics experiments and thus stimulating students interest in the study of such a topic. Multimedia applications help teachers to cover those student demands. In that sense, our educational networking shares and develops online materials based on 1) video-tutorials of laboratory experiences and of ray tracing exercises, 2) different online platforms for student self-examinations and 3) computer assisted geometrical optics exercises. That will result in interesting educational synergies and promote student autonomy for learning Optics.

A Geometrical Interpretation to Define Contradiction Degrees between Two Fuzzy Sets

For inference purposes in both classical and fuzzy logic, neither the information itself should be contradictory, nor should any of the items of available information contradict each other. In order to avoid these troubles in fuzzy logic, a study about contradiction was initiated by Trillas et al. in [5] and [6]. They introduced the concepts of both self-contradictory fuzzy set and contradiction between two fuzzy sets. Moreover, the need to study not only contradiction but also the degree of such contradiction is pointed out in [1] and [2], suggesting some measures for this purpose. Nevertheless, contradiction could have been measured in some other way. This paper focuses on the study of contradiction between two fuzzy sets dealing with the problem from a geometrical point of view that allow us to find out new ways to measure the contradiction degree. To do this, the two fuzzy sets are interpreted as a subset of the unit square, and the so called contradiction region is determined. Specially we tackle the case in which both sets represent a curve in [0,1]2. This new geometrical approach allows us to obtain different functions to measure contradiction throughout distances. Moreover, some properties of these contradiction measure functions are established and, in some particular case, the relations among these different functions are obtained.