ppxscal/embedding_network huggingface dataset:
Exotic Options for Interruptible Electricity Supply Contracts
Authors: Rajnish Kamat, Shmuel S. Oren
Venue: Operations Research (2002)

This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service. While the contract forms and pricing methodology have broader applications, the focus of this work is on electricity market applications, which motivate the contract structures and price process assumptions. In particular, we propose a new contract form that bundles simple forwards with exotic call options that have two exercise points with different strike prices. Such options allow hedging and valuation of supply curtailment risk, while explicitly accounting for the notification lead time before curtailment.The proposed instruments are priced under the traditional GBM price process assumption and under the more realistic assumption (for electricity markets) of a mean reverting price process with jumps. The latter results employ state-of-the-art Fourier transforms techniques.
Model checking: a tutorial overview
Authors: Stephan Merz
Venue: Modeling and verification of parallel processes (2001)

We survey principles of model checking techniques for the automatic analysis of reactive systems. The use of model checking is exemplified by an analysis of the Needham-Schroeder public key protocol. We then formally define transition systems, temporal logic, ω-automata, and their relationship. Basic model checking algorithms for linear- and branching-time temporal logics are defined, followed by an introduction to symbolic model checking and partial-order reduction techniques. The paper ends with a list of references to some more advanced topics.
Analysis and optimization of substrate noise coupling in single-chip RF transceiver design
Authors: Adil Koukab, Kaustav Banerjee, Michel Declercq
Venue: Proceedings of the 2002 IEEE/ACM international conference on Computer-aided design (2002)

The relentless move toward single chip integration of RF, analog and digital blocks results in significant noise coupling effects that can degrade performance and hence, should be controlled. In this paper, we propose a practical methodology that uses a suite of commercial tools in combination with a high-speed extractor based on an innovative semi-analytical method to deal with noise coupling problems, and enable RF designers to achieve a first silicon-success of their chips. The integration of the methodology in a typical RF design flow is illustrated and its successful application to achieve a single-chip integration of a transceiver demonstrated.
Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. II. II. Fast convergence
Authors: Ivo Marek
Venue: Applied Numerical Mathematics (2003)

A class of iterative aggregation/disaggregation methods (IAD) for computation of some important characteristics of Markov chains such as stationary probability vectors and mean first passage times matrices is presented and convergence properties of the corresponding algorithms are analyzed. Particular attention is focused on the fast convergence. Some classes of problems are identified for which the IAD methods return exact solutions after one single iteration sweap.
Interfirm Rivalry and Managerial Complexity: A Conceptual Framework of Alliance Failure
Authors: Seung Ho Park, Gerardo R. Ungson
Venue: Organization Science (2001)

Empirical research indicates that more than half of strategic alliances fail, and the outcomes of alliance failure can be devastating. Despite the increased concern about managing strategic alliances, the field still lacks a theoretical framework to describe the conditions and dynamics leading to the failure of strategic alliances. This paper attempts to distill, derive, and integrate theories across different disciplines into a unified framework that offers a better understanding of alliance failure. The conceptual framework focuses on two primary sources of alliance failure: interfirm rivalry and managerial complexity. We propose that strategic alliances fail because of the opportunistic hazards as each partner tries to maximize its own individual interests instead of collaborative interests. Also, strategic alliances fail because of the difficulties in coordinating two independent firms (i.e., coordination costs), and in aligning operations at the alliance level with parent firms' long-term goals (i.e., agency costs). The paper extends the theoretical framework by looking into a process model of alliance development and failure.
Optimal binary search trees meet object-oriented programming
Authors: Stuart Hansen, Lester I. McCann
Venue: Journal of Computing Sciences in Colleges (2002)

This paper presents an object-oriented approach to the problem of finding optimal binary search trees. We show that object-oriented techniques produce a solution that is an improvement over those created procedurally and that is well within the reach of our undergraduate students. Combining the study of optimality with that of object-oriented design helps the students gain a deeper appreciation of both.
Designing effective program visualization tools for reducing user's cognitive effort
Authors: M. Eduard Tudoreanu
Venue: Proceedings of the 2003 ACM symposium on Software visualization (2003)

Program visualization holds great potential for conveying information about the state and behavior of a running program. However, barriers exist to the realization of this potential, and the limited knowledge about the factors that affect program visualization makes the identification of these barriers difficult. We present arguments that the economy of information and tasks related to the visualization environment has a significant impact on the user's performance in solving algorithmic problems. We apply this knowledge to develop an approach for creating application-specific visualizations solely through interactions with program visualizations and textual views of the computation, thus promoting economy of interaction. The approach consists of a multiple technical contributions that are surveyed in the paper.
Simulation of a NOx-emission market in the etherlands
Authors: M. Koster
Venue: Development and application of computer techniques to environmental studies (2002)

This paper studies economic issues of air pollution control and in particular, the efficiency of a market for tradable emission permits with a public monopoly next to a competitive, private sector. The purpose is to build a simulation model to determine the extent of the interrelated inefficiencies in a NOx-emission market and the output markets of the (former) public electricity production and chemical industry in the Netherlands. A model of a competitive market for tradable emission permits with a public monopoly and a competitive private sector is constructed.The results show that the slightly inefficient production level and the x-inefficient costs of the public industry induce only small welfare losses in its output market, and, by means of the permit market, in the output market of the chemical industry. The public industry's utility function weight of emission reduction compared to output and x-inefficiency is rather small, implying that the NOx- emission market is virtually cost-effective. It appears that the presence of x-inefficiency in the public industry is the main determinant of the welfare loss.
Checking secure interactions of smart card applets: extended version
Authors: P. Bieber, J. Cazin, P. Girard, J.-L. Lanet, V. Wiels, G. Zanon
Venue: Journal of Computer Security (2002)

This paper presents an approach enabling a smart card issuer to verify that a new applet securely interacts with already downloaded applets. A security policy has been defined that associates levels to applet attributes and methods and defines authorized flows between levels. We propose a technique based on model checking to verify that actual information flows between applets are authorized. We illustrate our approach on applets involved in an electronic purse running on Java enabled smart cards.
Finding hyper-structure in space: spatial parsing in 3D
Authors: Michael Bang Nielsen, Peter Ørbæk
Venue: The New Review of Hypermedia and Multimedia (2002)

Spatial parsers augment spatial hypermedia systems by letting the computer perceive the informal - but visually apparent - groupings formed by humans working with a spatial hypermedia tool. A number of research systems implementing 2D spatial parsing have been described in recent years. This paper extends spatial parsing to 3D and describes an implementation of a tailorable 3D spatial parser for the Topos system: a 3D information organization tool for use on desktops, interactive whiteboards and tables. The parser maintains a proximity graph of the heterogeneous 3D objects and applies structure experts and global repression and reinforcement techniques to this graph to find structures. A number of issues pertaining to 3D parsing as opposed to 2D parsing are discussed. The paper also presents a simple and efficient 2D parser for 3D scenes and compares it to the true 3D parser.
An indirect model reference adaptive fuzzy control for SISO Takagi-Sugeno model
Authors: Young-Wan Cho, Chang-Woo Park, Mignon Park
Venue: Fuzzy Sets and Systems (2002)

In this paper, a parameter estimator is developed for the plant model whose structure is represented by the Takagi-Sugeno model. The essential idea behind the on-line estimation is the comparison of the measured state with the state of an estimation model whose structure is the same as that of the parameterized model. Based on the parameter estimation scheme, an indirect model reference adaptive fuzzy control (MRAFC) scheme is proposed to provide asymptotic tracking of a reference signal for the systems with uncertain or slowly time-varying parameters. The developed control law and adaptive law guarantee the boundedness of all signals in the closed-loop system. In addition, the plant state tracks the state of the reference model asymptotically with time for any bounded reference input signal.
Migration strategies for IEEE 802.11 wireless LANs
Venue: Wireless local area networks: the new wireless revolution (2002)

The Institute of Electrical and Electronics Engineers (IEEE) has developed 802.11a, a new specification that represents the next generation of enterprise-class wireless LANs. Among the advantages it has over current technologies are greater scalability, better interference immunity, and significantly higher speed (up to 54 Mbit/s and beyond), which simultaneously allows for higher-bandwidth applications and more users. This chapter provides an overview, in basic terms, of how the 802.11a specification works and its corresponding benefits. It then discusses how existing wireless LAN technologies can be migrated to the 802.11a standard.
A simplified approach to enhance the performance of smooth particle hydrodynamics methods
Authors: Javier Bonet, Sivakumar Kulasegaram
Venue: Applied Mathematics and Computation (2002)

This paper presents an approach to improve the accuracy and stability of smooth particle hydrodynamics (SPH) techniques and describes how this correction procedure can be combined with kernel correction to formulate a complete form of the corrected smooth particle hydrodynamics (CSPH) method. The development and theory of this new approach is presented in the context of the solution of Poisson equations. Successful implementation of the theory is verified via various numerical examples.
Practice Abstract
Authors: Donald L. Keefer, Ralph L. Keeney, Qing Lin
Venue: Interfaces (2000)

Practice Abstracts carries short reports of specific current or recent OR/MS projects. Often these reports are based on existing documents, such as internal reports or company newsletters. We hope that these abstracts will be accessible, interesting, and valuable to practitioners in other organizations. Contributions should be sent for evaluation to the editor of "Practice Abstracts," Donald L. Keefer, Department of Supply Chain Management, Arizona State University, Box 874706, Tempe Arizona 85287-4706 [Don.Keefer@ASU.EDU].
A perspective on inductive databases
Authors: Luc De Raedt
Venue: ACM SIGKDD Explorations Newsletter (2002)

Inductive databases tightly integrate databases with data mining. The key ideas are that data and patterns (or models) are handled in the same way and that an inductive query language allows the user to query and manipulate the patterns (or models) of interest.This paper proposes a simple and abstract model for inductive databases. We describe the basic formalism, a simple but fairly powerful inductive query language, some basics of reasoning for query optimization, and discuss some memory organization and implementation issues.
The subtyping problem for second-order types is undecidable
Authors: Jerzy Tiuryn, Pawel Urzyczyn
Venue: Information and Computation (2002)

We prove that the subtyping problem induced by Mitchell's containment relation for second-order polymorphic types is undecidable. It follows that type-checking is undecidable for the polymorphic lambda-calculus extended by an appropriate subsumption rule.
Randomization in privacy preserving data mining
Authors: Alexandre Evfimievski
Venue: ACM SIGKDD Explorations Newsletter (2002)

Suppose there are many clients, each having some personal information, and one server, which is interested only in aggregate, statistically significant, properties of this information. The clients can protect privacy of their data by perturbing it with a randomization algorithm and then submitting the randomized version. The randomization algorithm is chosen so that aggregate properties of the data can be recovered with sufficient precision, while individual entries are significantly distorted. How much distortion is needed to protect privacy can be determined using a privacy measure. Several possible privacy measures are known; finding the best measure is an open question. This paper presents some methods and results in randomization for numerical and categorical data, and discusses the issue of measuring privacy.
Total domination excellent trees
Authors: Michael A. Henning
Venue: Discrete Mathematics (2003)

A set S of vertices in a graph G is a total dominating set of G if every vertex of G is adjacent to some vertex in S (other than itself). The graph G is called total domination excellent if every vertex belongs to some total dominating set of G of minimum cardinality. We provide a constructive characterization of total domination excellent trees.
Orthonormal integrators based on householder and givens transformations
Authors: Luca Dieci, Erik S. Van Vleck
Venue: Future Generation Computer Systems (2003)

We consider refined implementations of algorithms based on Householder and Givens transformations to find the Q-factor in the QR-factorization of a matrix solution of linear time dependent differential systems. After discussing the algorithms, we introduce a suite of integrators, QRINT, and provide numerical testing to show the efficiency and accuracy of our techniques.
SMP system interconnect instrumentation for performance analysis
Authors: Lisa Noordergraaf, Robert Zak
Venue: Proceedings of the 2002 ACM/IEEE conference on Supercomputing (2002)

The system interconnect is often the performance bottleneck in SMP computers. Although modern SMPs include event counters on processors and interconnects, these provide limited information about the interaction of processors vying for shared resources. Additionally, transaction sources and addresses are not readily available, making analysis of access patterns and data locality difficult. Enhanced system interconnect instrumentation is required to extract this information.This paper describes instrumentation implemented for monitoring the system interconnect on Sun Fire&trade; servers. The instrumentation supports sophisticated programmable filtering of event counters, allowing us to construct histograms of system interconnect activity, and a FIFO to capture trace sequences. Our implementation results in a very small hardware footprint, making it appropriate for inclusion in commodity hardware.We also describe a sampling of software tools and results based on this infrastructure. Applications have included performance profiling, architectural studies, and hardware brin-gup and debugging.
A Lower Bound for the Split Delivery Vehicle Routing Problem
Authors: J. M. Belenguer, M. C. Martinez, E. Mota
Venue: Operations Research (2000)

In this paper we consider the Split Delivery Vehicle Routing Problem (SDVRP), a relaxation of the known Capacitated Vehicle Routing Problem (CVRP) in which the demand of any client can be serviced by more than one vehicle. We define a feasible solution of this problem, and we show that the convex hull of the associated incidence vectors is a polyhedron ( PSDVRP), whose dimension depends on whether a vehicle visiting a client must service, or not, at least one unit of the client demand. From a partial and linear description ofPSDVRP and a new family of valid inequalities, we develop a lower bound whose quality is exhibited in the computational results provided, which include the optimal resolution of some known instances--one of them with 50 clients. This instance is, as far as we know, the biggest one solved so far.
Exploiting the Opportunities of Collaborative Decision Making: A Model and Efficient Solution Algorithm for Airline Use
Authors: Paul M. Carlson
Venue: Transportation Science (2000)

Collaborative decision making (CDM) is a joint Federal Aviation Administration (FAA)/industry initiative aimed at improving traffic flow management when inclement weather reduces an airport's arrival capacity. CDM replaces the present Ground Delay Program and is expected to be fully implemented by or around the year 2000. Under CDM, during periods of undersupply, the FAA's role shifts from centralized decision-maker to information gatherer and resource arbiter. Filling the decision-making void are the airlines, now given the freedom to make rescheduling decisions according to their own priorities and objectives. In this paper, we present an integer model and a real-time solution algorithm that assist an airline in making these rescheduling decisions at its hub airport, the location with the largest number of operations and therefore the greatest opportunity for improvement. Our research improves the existing state-of-the-art by representing the real world more thoroughly and intuitively than existing models (a modeling contribution) and by exploiting the structure of our model to achieve optimal solutions to large-scale scenarios in real time (an algorithmic contribution). Furthermore, we present four different formulations of the model. Although the different formulations are equivalent in that they have identical integer feasible solution sets and optimal objective function values, they exhibit widely-varying optimization times when tested on large-scale scenarios, allowing us to compare the characteristics and desirability of the alternative formulation techniques.
A soft multi-criteria decision-making approach to assessing the goodness of typical reasoning systems based on empirical data
Authors: Vesa A. Niskanen
Venue: Fuzzy Sets and Systems (2002)

A soft multi-criteria decision-making system for the assessment of typical decision algorithms applying empiric data was constructed. The evaluation criteria were simplicity, correspondence with human reasoning, correspondence with reality, content validity and residual distribution. By virtue of our soft computing (SC) approach, we were able to computerize the assessments.The decision-making system was used to examine the Zimmermann-Zysno data of tiles by applying both conventional and those based on SC decision algorithms. The conventional algorithms comprised linear and non-linear regression analysis, whereas a fuzzy and a neuro-fuzzy system represented the SC approach. The SC approach seemed to yield better results within the bounds of the given criteria.
Distributed dynamic hash tables using IBM LAPI
Authors: J. M. Malard, R. D. Stewart
Venue: Proceedings of the 2002 ACM/IEEE conference on Supercomputing (2002)

An asynchronous communication library for accessing and managing dynamic hash tables over a network of Symmetric Multiprocessors (SMP) is presented. A blocking factor is shown experimentally to reduce the variance of the wall clock time. It is also shown that remote accesses to a distributed hash table can be as effective and scalable as the one-sided operations of the low-level communication middleware on an IBM SP.
The Online Median Problem
Authors: Ramgopal R. Mettu, C. Greg Plaxton
Venue: SIAM Journal on Computing (2003)

We introduce a natural variant of the (metric uncapacitated) k-median problem that we call the online median problem. Whereas the k-median problem involves optimizing the simultaneous placement of k facilities, the online median problem imposes the following additional constraints: the facilities are placed one at a time, a facility cannot be moved once it is placed, and the total number of facilities to be placed, k, is not known in advance. The objective of an online median algorithm is to minimize the competitive ratio, that is, the worst-case ratio of the cost of an online placement to that of an optimal offline placement. Our main result is a constant-competitive algorithm for the online median problem running in time that is linear in the input size. In addition, we present a related, though substantially simpler, constant-factor approximation algorithm for the (metric uncapacitated) facility location problem that runs in time linear in the input size. The latter algorithm is similar in spirit to the recent primal-dual-based facility location algorithm of Jain and Vazirani, but our approach is more elementary and yields an improved running time. While our primary focus is on problems which ask us to minimize the weighted average service distance to facilities, we also show that our results can be generalized to hold, to within constant factors, for more general objective functions. For example, we show that all of our approximation results hold, to within constant factors, for the k-means objective function.
Co-evolution of diverse elements interacting within a social ecosystem
Authors: Eve Mitleton-Kelly, Maria-Christiana Papaefthimiou
Venue: Systems engineering for business process change: new directions (2002)

The aim of this paper is to discuss the evolution of diverse elements within a social ecosystem and its underlying feedback processes, with special emphasis on the notion of co-evolution of the principal elements - human and artefacts - participating in the ecosystem. It is based on a research project looking at the co-evolution of the business process and information systems (IS) development. The project is part of the SEBPC IT Legacy Systems Programme, funded by the EPSRC. The project tests the hypothesis that if co-evolution between the business process and IS development is enabled, then the problems associated with legacy systems will be reduced. The study went beyond the interaction between software and business evolution. First, it looked at IT systems (i.e. at both hardware and software) and at the IS domain, which includes the individuals involved with the IT systems (i.e. both developers and users). Second, it looked at the multiple elements, which make up the complex environment (or social ecosystem) interacting with the two areas under study. Finally, the research identified some of the conditions that facilitated co-evolution between the business and IS development in two case studies. This chapter will focus on the complex interactions between the multiple elements within a social ecosystem, which contribute to the creation of IT legacy systems; on some of the underlying feedback processes; and on the conditions that facilitate co-evolution.