pinecone/core-2020-05-10-deduplication huggingface dataset:
Valuation and Risk Management in the Norwegian Electricity Market

-This is the author's version of the article:"Valuation and Risk Management in the Norwegian Electricity Market", Energy Systems pp 167-185.The purpose of this paper is twofold: Firstly, we analyse the option value approximation of traded options in the presence of a volatility term structure. The options are identified as: (a) “European” (written on the forward price of a future flow delivery); and (b) “Asian”. Both types are in fact written on (arithmetic) price averages. Secondly, adopting a 3-factor model for market risk which is compatible with the valuation results, we discuss risk management in the electricity market within the Value at Risk concept. The analysis is illustrated by numerical cases from the Norwegian electricity derivatives market
The Perpetual American Put Option for Jump-Diffusions

-This is the author's version of the article"The Perpetual American Put Option for Jump-Diffusions" Energy Systems pp 493-507.We solve a specific optimal stopping problem with an infinite time horizon, when the state variable follows a jump-diffusion. The novelty of the paper is related to the inclusion of a jump component in this stochastic process. Under certain conditions, our solution can be interpreted as the price of an American perpetual put option. We characterize the continuation region when the underlying asset follows this type of stochastic process. Our basic solution is exact only when jump sizes cannot be negative. A methodology to deal with negative jump sizes is also demonstrated.
Energy, Natural Resources and Environmental Economics Energy, Natural Resources and Environmental Economics Loo
Magnetic nanocomposites at microwave frequencies

Most conventional magnetic materials used in the electronic devices are
ferrites, which are composed of micrometer-size grains. But ferrites have small
saturation magnetization, therefore the performance at GHz frequencies is
rather poor. That is why functionalized nanocomposites comprising magnetic
nanoparticles (e.g. Fe, Co) with dimensions ranging from a few nm to 100 nm,
and embedded in dielectric matrices (e.g. silicon oxide, aluminium oxide) have
a significant potential for the electronics industry. When the size of the
nanoparticles is smaller than the critical size for multidomain formation,
these nanocomposites can be regarded as an ensemble of particles in
single-domain states and the losses (due for example to eddy currents) are
expected to be relatively small. Here we review the theory of magnetism in such
materials, and we present a novel measurement method used for the
characterization of the electromagnetic properties of composites with
nanomagnetic insertions. We also present a few experimental results obtained on
composites consisting of iron nanoparticles in a dielectric matrix.Comment: 20 pages, 10 figures, 5 table
Thin-Film Metamaterials called Sculptured Thin Films

Morphology and performance are conjointed attributes of metamaterials, of
which sculptured thin films (STFs) are examples. STFs are assemblies of
nanowires that can be fabricated from many different materials, typically via
physical vapor deposition onto rotating substrates. The curvilinear--nanowire
morphology of STFs is determined by the substrate motions during fabrication.
The optical properties, especially, can be tailored by varying the morphology
of STFs. In many cases prototype devices have been fabricated for various
optical, thermal, chemical, and biological applications.Comment: to be published in Proc. ICTP School on Metamaterials (Augsut 2009,
  Sibiu, Romania
Electronic and thermal sequential transport in metallic and
  superconducting two-junction arrays

The description of transport phenomena in devices consisting of arrays of
tunnel junctions, and the experimental confirmation of these predictions is one
of the great successes of mesoscopic physics. The aim of this paper is to give
a self-consistent review of sequential transport processes in such devices,
based on the so-called "orthodox" model. We calculate numerically the
current-voltage (I-V) curves, the conductance versus bias voltage (G-V) curves,
and the associated thermal transport in symmetric and asymmetric two-junction
arrays such as Coulomb-blockade thermometers (CBTs),
superconducting-insulator-normal-insulator-superconducting (SINIS) structures,
and superconducting single-electron transistors (SETs). We investigate the
behavior of these systems at the singularity-matching bias points, the
dependence of microrefrigeration effects on the charging energy of the island,
and the effect of a finite superconducting gap on Coulomb-blockade thermometry.Comment: 23 pages, 12 figures; Berlin (ISBN: 978-3-642-12069-5
R-matrix formalism for electron scattering in two dimensions

We investigate the scattering phenomena in two dimensions produced by a
general finite-range nonseparable potential. This situation can appear either
in a Cartesian geometry or in a heterostructure with cylindrical symmetry.
Increasing the dimensionality of the scattering problem new processes as the
scattering between conducting channels and the scattering from conducting to
evanescent channels are allowed. For certain values of the energy called
resonance energy the transmission through the scattering region changes
dramatically in comparison with an one-dimensional problem. If the potential
has an attractive character even the evanescent channels can be seen as dips of
the total transmission. The multi-channel current scattering matrix is
determined using its representation in terms of the R-matrix. The resonant
transmission peaks are characterized quantitatively through the poles of the
current scattering matrix. Detailed maps of the localization probability
density sustain the physical interpretation of the resonances. Our formalism is
applied to a quantum dot in a two-dimensional electron gas and to a conical
quantum dot dot embedded inside a cylindrical nanowire.Comment: RevTex4, 18 pages, 10 figures. Joint IFIN-HH, ICTP, IAEA Workshop
  "Trends in Nanoscience: Theory, Experiments, Technology", August 23-30, 2009,
  Sibiu, Romani
Extending Trust in Peer-to-Peer Networks

???The original publication is available at www.springerlink.com???. Copyright Springer. DOI: 10.1007/978-3-642-12082-4_19This paper presents a way of reducing the risk involved with downloading corrupt content from unknown (and hence untrusted) principals in a P2P network. This paper gives a brief overview of the need for trust in P2P networks, introduces a new notion called trust*, and shows how this may be used in place of the conventional notion of trust. Finally, we apply trust* to the Turtle P2P client and show how the integrity of downloaded content can be guaranteed without assuming that trust is transitive
DISTRO: a system for detecting global outliers from distributed data streams with privacy protection

In this demo proposal, we present a new system, called DISTRO (a.k.a. DIstributed STReam Outlier Detector), for detecting outliers from distributed data streams. DISTRO is able to effectively identify outliers from distributed data streams that are consistent with those generated by the centralized detection paradigm. DISTRO is also able to ensure high-level data privacy throughout the detection process. A number of optimization strategies are devised to further enhance its speed and communication performance. This proposal provides details on the motivation and technical challenges of detecting outliers from distributed data streams, presents an overview of DISTRO, and gives the plans for its system demonstration
Evolving concurrent Petri net models of epistasis

A genetic algorithm is used to learn a non-deterministic Petri netbased model of non-linear gene interactions, or statistical epistasis. Petri nets are computational models of concurrent processes. However, often certain global assumptions (e.g. transition priorities) are required in order to convert a non-deterministic Petri net into a simpler deterministic model for easier analysis and evaluation. We show, by converting a Petri net into a set of state trees, that it is possible to both retain Petri net non-determinism (i.e. allowing local interactions only, thereby making the model more realistic), whilst also learning useful Petri nets with practical applications. Our Petri nets produce predictions of genetic disease risk assessments derived from clinical data that match with over 92% accuracy
Automatic Lexical Annotation Applied to the SCARLET Ontology Matcher

This paper proposes lexical annotation as an effective method to solve the ambiguity problems that affect ontology matchers. Lexical annotation associates to each ontology element a set of meanings belonging to a semantic resource. Performing lexical annotation on theontologies involved in the matching process allows to detect false positive mappings and to enrich matching results by adding new mappings (i.e. lexical relationships between elements on the basis of the semanticrelationships holding among meanings).The paper will go through the explanation of how to apply lexical annotation on the results obtained by a matcher. In particular, the paper shows an application on the SCARLET matcher.We adopt an experimental approach on two test cases, where SCARLET was previously tested, to investigate the potential of lexical annotation. Experiments yielded promising results, showing that lexical annotationimproves the precision of the matcher
Language Boxes: Bending the Host Language with Modular Language Changes.

International audienceAs domain-specific modeling begins to attract widespread acceptance, pressure is increasing for the development of new domain-specific languages. Unfortunately these DSLs typically conflict with the grammar of the host language, making it difficult to compose hybrid code except at the level of strings; few mechanisms (if any) exist to control the scope of usage of multiple DSLs; and, most seriously, existing host language tools are typically unaware of the DSL extensions, thus hampering the development process. Language Boxes address these issues by offering a simple, modular mechanism to encapsulate (i) compositional changes to the host language, (ii) transformations to address various concerns such as compilation and highlighting, and (iii) scoping rules to control visibility of language extensions. We describe the design and implementation of Language Boxes, and show with the help of several examples how modular extensions can be introduced to a host language and environment
Are Copying and Innovation Enough?

Exact analytic solutions and various numerical results for the rewiring of
bipartite networks are discussed. An interpretation in terms of copying and
innovation processes make this relevant in a wide variety of physical contexts.
These include Urn models and Voter models, and our results are also relevant to
some studies of Cultural Transmission, the Minority Game and some models of
ecology.Comment: Contribution to the proceedings of ECMI08, based on a talk given by
  A.D.K.Plato as part of the minisymposium on Mathematics and Social Networks.
  Includes appendix of supplementary material not in published versio
Surrogate modeling of RF circuit blocks

Surrogate models are a cost-effective replacement for expensive computer simulations in design space exploration. Literature has already demonstrated the feasibility of accurate surrogate models for single radio frequency (RF) and microwave devices. Within the European Marie Curie project O-MOORE-NICE! (Operational Model Order Reduction for Nanoscale IC Electronics) we aim to investigate the feasibility of the surrogate modeling approach for entire RF circuit blocks. This paper presents an overview about the surrogate model type selection problem for low noise amplifier modeling
A double pruning algorithm for classification ensembles

The final publication is available at Springer via http://dx.doi.org/10.1007/978-3-642-12127-2_11Proceedings of 9th International Workshop, MCS 2010, Cairo, Egypt, April 7-9, 2010.This article introduces a double pruning algorithm that can be used to reduce the storage requirements, speed-up the classification process and improve the performance of parallel ensembles. A key element in the design of the algorithm is the estimation of the class label that the ensemble assigns to a given test instance by polling only a fraction of its classifiers. Instead of applying this form of dynamical (instance-based) pruning to the original ensemble, we propose to apply it to a subset of classifiers selected using standard ensemble pruning techniques. The pruned subensemble is built by first modifying the order in which classifiers are aggregated in the ensemble and then selecting the first classifiers in the ordered sequence. Experiments in benchmark problems illustrate the improvements that can be obtained with this technique. Specifically, using a bagging ensemble of 101 CART trees as a starting point, only the 21 trees of the pruned ordered ensemble need to be stored in memory. Depending on the classification task, on average, only 5 to 12 of these 21 classifiers are queried to compute the predictions. The generalization performance achieved by this double pruning algorithm is similar to pruned ordered bagging and significantly better than standard bagging
Class-Separability Weighting and Bootstrapping in Error Correcting Output Code Ensembles

A method for applying weighted decoding to error-correcting output code ensembles of binary classifiers is presented. This method is sensitive to the target class in that a separate weight is computed for each base classifier and target class combination. Experiments on 11 UCI datasets show that the method tends to improve classification accuracy when using neural network or support vector machine base classifiers. It is further shown that weighted decoding combines well with the technique of bootstrapping to improve classification accuracy still further
Reconfigurable Communication Networks in a Parametric SIMD Parallel System on Chip

International audienceThe SIMD parallel systems play a crucial role in the field of intensive signal processing. For most the parallel systems, communica- tion networks are considered as one of the challenges facing researchers. This work describes the FPGA implementation of two reconfigurable and flexible communication networks integrated into mppSoC. An mppSoC system is an SIMD massively parallel processing System on Chip de- signed for data-parallel applications. Its most distinguished features are its parameterization and the reconfigurability of its interconnection net- works. This reconfigurability allows to establish one configuration with a network topology well mapped to the algorithm communication graph so that higher efficiency can be achieved. Experimental results for mpp- SoC with different communication configurations demonstrate the per- formance of the used reconfigurable networks and the effectiveness of algorithm mapping through reconfiguration
Towards a tighter integration of generated and custom-made hardware

Most of today's high-level synthesis tools offer a fixed set of interfaces to communicate with the outer world. A direct integration of custom IF in the datapath would often be more beneficial than an integration using such communication interfaces. If a certain interface protocol is not offered by the tool, either translation blocks (wrappers) are needed or the code should be written at a lower level. The former solution may hurt the performance, while the latter one is often impossible using an untimed high-level description.
In this paper interface protocols or sets of JP core accesses are first described at a low level as sets of operations with scheduling information (macros). During the synthesis process, corresponding function calls are mapped to these macros. This facilitates the integration of custom-made hardware and hardware generated by high-level synthesis tools
A genetic algorithm to minimize chromatic entropy

We present an algorithmic approach to solving the problem of chromatic entropy, a combinatorial optimization problem related to graph coloring. This problem is a component in algorithms for optimizing data compression when computing a function of two correlated sources at a receiver. Our genetic algorithm for minimizing chromatic entropy uses an order-based genome inspired by graph coloring genetic algorithms, as well as some problem-specific heuristics. It performs consistently well on synthetic instances, and for an expositional set of functional compression problems, the GA routinely finds a compression scheme that is 20-30% more efficient than that given by a reference compression algorithm
Volatile chemical interaction between undamaged plants

This chapter discusses whether plant chemical communication is a mechanism\ud
by which plant genetic diversity can affect the natural enemies of herbivores.\ud
Plant genetic diversity influences natural enemies, and these insects use volatile\ud
chemical cues to locate suitable habitats. However, the importance of chemical\ud
communication for these interactions has not been considered. In this chapter, the\ud
latest research on chemical communication between undamaged plants is reviewed.\ud
Evidence for the fact that volatile chemical communication between weeds and\ud
barley, and between different barley genotypes, can influence host plant and habitat\ud
selection by aphid natural enemies, polyphagous ladybirds and parasitic wasps, is\ud
presented. The results suggest that aphid natural enemies may recognise the effects\ud
of plant–plant volatile interaction and volatile mixing as cues denoting favourable\ud
habitats. This represents a new aspect of the ecology of plant communication that\ud
may be exploited for sustainable plant protectio
Evolution of plant ribosome-inactivating proteins

This contribution presents an updated analysis of the evolution of ribosome-inactivating proteins (RIPs) in plants. All evidence suggests that an ancestor of modern seed plants developed the RIP domain at least 300 million years ago. This ancestral RIP domain gave rise to a direct lineage of type 1 RIPs (i.e. primary type 1 RIPs) still present today in many monocots and at least one dicot. In a later stage a plant succeeded in fusing the RIP domain to a duplicated ricin-B domain acquired from a bacterium. The resulting ancestral type 2 RIP gave rise to all modern type 2 RIPs and by domain deletion to different lines of ‘secondary’ type 1 RIPs and ricin-B type lectins. In a more recent past at least three other domain fusions took place in the family Poaceae whereby type AC1 (type 3), type AC2 and type AD chimeric forms were generated
Introduction to the First International Workshop on Empirical Research in Business Process Management (ER-BPM 2009)

Providing effective IT support for business processes has become crucial for enterprises to stay competitive. In response to this need numerous process support paradigms (e.g., workflow management, service flow management, case handling), process specification standards (e.g., WS-BPEL, BPML, BPMN), process tools (e.g., ARIS Toolset, Tibco Staffware, FLOWer), and supporting methods have emerged in recent years. Summarized under the term “Business Process Management” (BPM), these paradigms, standards, tools, and methods have become a success-critical instrument for improving process performance
Temporal Dissection of Stimulus-Driven and Task-Driven Processes during Perceptual Decision about 3D SFM Stimuli

International audienceAnalyzing the visual properties of a stimulus, such as its shape or its motion, involves a temporally con-strained cascade of processes including sensory integration, attentional selection and perceptual decision. In natural condi-tions, these processing stages may temporally overlap. In this study, we used a time constrained paradigm designed to segre-gate these stages, and recorded MEG activity to characterize their cortical correlates. The experimental sequence comprised a structure-from-motion (SFM) target flanked by pre and post masks, which limited the stimulus-driven processes in time. The MEG responses were recorded in three perceptual tasks bearing on the presence or absence of the target SFM stimulus, on its direction of motion or on its 3D shape. Subjects' responses were delayed to the end of the trials us-ing a random stimulus-response mapping. The analysis of the evoked magnetic fields reveals temporal-ly non-overlapping responses for stimulus-driven and task-related processes. Source reconstruction reveals that the occipital, dorsal and ventral stimulus-related areas follow different temporal pro-files, The response in IPS slowly rising after the beginning of the activity in the lateral occipital cortex and falling back to the baseline prior the delayed motor response, may reflect accumulating evidence on the presented stimulus leading to a motor response, in line with the results from single cell studies in monkey LIP [1]
Matching Points with Things

Given an ordered set of points and an ordered set of geometric objects in the plane, we are interested in finding a non-crossing matching between point-object pairs. We show that when the objects we match the points to are finite point sets, the problem is NP-complete in general, and polynomial when the objects are on a line or when their number is at most 2. When the objects are line segments, we show that the problem is NP-complete in general, and polynomial when the segments form a convex polygon or are all on a line. Finally, for objects that are straight lines, we show that the problem of finding a min-max non-crossing matching is NP-complete
Metaheuristics for strain optimization using transcriptional information enriched metabolic models

Publicado em "Evolutionary computation, machine learning and data mining in bioinformatics : 8th European Conference, EvoBIO 2010...", ISBN 978-3-642-12210-1The identification of a set of genetic manipulations that result in a microbial strain with improved production capabilities of a metabolite with industrial interest is a big challenge in Metabolic Engineering. Evolutionary Algorithms and Simulated Annealing have been used in this task to identify sets of reaction deletions, towards the maximization of a desired objective function. To simulate the cell phenotype for each mutant strain, the Flux Balance Analysis approach is used, assuming organisms have maximized their growth along evolution. 
In this work, transcriptional information is added to the models using gene-reaction rules. The aim is to find the (near-)optimal set of gene knockouts necessary to reach a given productivity goal. The results obtained are compared with the ones reached using the deletion of reactions, showing that we obtain solutions with similar quality levels and number of knockouts, but biologically more feasible. Indeed, we show that several of the previous solutions are not viable using the provided rules.This work was partially funded by Portuguese FCT through the AspectGrid project and also through project MIT-PT/BS-BB/0082/2008
Search-based procedural content generation

Recently, a small number of papers have appeared in which the authors implement stochastic search algorithms, such as evolutionary computation, to generate game content, such as levels, rules and weapons. We propose a taxonomy of such approaches, centring on what sort of content is generated, how the content is represented, and how the quality of the content is evaluated. The relation between search-based and other types of procedural content generation is described, as are some of the main research challenges in this new field. The paper ends with some successful examples of this approach.peer-reviewe