Search results for " OPTIMA"
showing 10 items of 220 documents
An oxygen monitoring and control system inside a malaxation machine to improve extra virgin olive oil quality
2013
In recent years, oxygen content regulation during malaxation has been noted as a process parameter. The aim of this study was to identify the optimal time during the malaxation process of the olives of the Sicilian cultivar Nocellara del Belice when the presence of oxygen in the machine headspace activates the enzyme complex in favour of the volatile compounds, without compromising the phenolic composition. During the malaxation process, the atmosphere inside the malaxation machine was modified by blowing pure oxygen from cylinders at specific stages of the process (i.e., 5, 15, 25, and 35 min after the start of malaxation), using a system that allows the automatic and continuous maintenanc…
The long memory of efficient market
2004
For the London Stock Exchange we demonstrate that the signs of orders obey a long-memory process. The autocorrelation function decays roughly as a power law with an exponent of 0.6, corresponding to a Hurst exponent H = 0.7. This implies that the signs of future orders are quite predictable from the signs of past orders; all else being equal, this would suggest a very strong market inefficiency. We demonstrate, however, that fluctuations in order signs are compensated for by anti-correlated fluctuations in transaction size and liquidity, which are also long-memory processes that act to make the returns whiter. We show that some institutions display long-range memory and others don't.
Feedback Classification and Optimal Control with Applications to the Controlled Lotka-Volterra Model
2023
Let M be a σ-compact C^∞ manifold of dimension n ≥ 2 and consider a single-input control system: ẋ(t) = X (x(t)) + u(t) Y (x(t)), where X , Y are C^∞ vector fields on M. We prove that there exist an open set of pairs (X , Y ) for the C^∞ –Whitney topology such that they admit singular abnormal rays so that the spectrum of the projective singular Hamiltonian dynamics is feedback invariant. It is applied to controlled Lotka–Volterra dynamics where such rays are related to shifted equilibria of the free dynamics.
Floquet engineering the band structure of materials with optimal control theory
2022
We demonstrate that the electronic structure of a material can be deformed into Floquet pseudo-bands with arbitrarily tailored shapes. We achieve this goal with a novel combination of quantum optimal control theory and Floquet engineering. The power and versatility of this framework is demonstrated here by utilizing the independent-electron tight-binding description of the $\pi$ electronic system of graphene. We show several prototype examples focusing on the region around the K (Dirac) point of the Brillouin zone: creation of a gap with opposing flat valence and conduction bands, creation of a gap with opposing concave symmetric valence and conduction bands -- which would correspond to a m…
Results of the 12th “Iter Mediterraneum” in Tunisia, 24 March - 4 April, 2014
2015
Are here presented the Results of the 12th “Iter Mediterraneum” in Tunisia, 24 March - 4 April, 2014. They include: The organization and logistics of the 12th OPTIMA Iter in Tunisia by Domina & al.; a bioclimatic and vegetation overview of the studied areas by Smaoui; the Checklist of the vascular plants collected by Greuter & Domina; a first Checklist of the Bryophytes collected by Campisi & al; a first Checklist of the lichens collected by Guttová & al.
Optimization of Long-Run Average-Flow Cost in Networks With Time-Varying Unknown Demand
2010
We consider continuous-time robust network flows with capacity constraints and unknown but bounded time-varying demand. The problem of interest is to design a control strategy off-line with no knowledge of the demand realization. Such a control strategy regulates the flow on-line as a function of the realized demand. We address both the case of systems without and with buffers. The main novelty in this work is that we consider a convex cost which is a function of the long-run average-flow and average-demand. We distinguish a worst-case scenario where the demand is the worst-one from a deterministic scenario where the demand has a neutral behavior. The resulting strategies are called min-max…
A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
2006
Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a descent direction - and implement a line search strategy. In each level of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set strategy. This guarantees L^1 constraints for the volatility, in particular assuring its positivity. The proposed algorithm is founded on a thorough first- and second-order optimality analysis. We prove the existe…
Theoretical approaches for geometric optimization of urban forms : towards a fractal development of the city
2017
This thesis aims to establish a urban structure that optimizes inhabitant's preferences. In other words, we want to find out which city shape answers the best the residents' aspirations, according to their consumption preferences for urban and green amenities. By considering a theoretical field of study and by characterizing the population by a Cobb-Douglas behavioral pattern, we will build step by step a city, assuming successive arrivais of new individuals, in order to find out which geometric shape gives the most suitable answer. The final goal of this thesis is there to suggest a city with a fractal shape as an appro- priate answer to the resident's expectations. We will show that this …
Recherche d'information sur Internet et expérience de consultation
2001
International audience; Le propos de cet article est de caractériser, sur un plan théorique, la nature de l'expérience vécue par le consommateur lors de la consultation d'Internet, de façon à trouver le meilleur design d'un site commercial. Il compare l'expérience de consultation vécue selon que l'objectif initial poursuivi par l'utilisateur est la distraction ou la recherche d'information. Il examine les sources de gratifications et de frustrations contribuant à la valorisation de cette expérience.
Optimal control and Clairaut-Liouville metrics with applications
2014
The work of this thesis is about the study of the conjugate and cut loci of 2D riemannian or almost-riemannian metrics. We take the point of view of optimal control to apply the Pontryagin Maximum Principle in the purpose of characterize the extremals of the problem considered.We use geometric, numerical and integrability methods to study some Liouville and Clairaut-Liouville metrics on the sphere. In the degenerate case of revolution, the study of the ellipsoid uses geometric methods to fix the cut locus and the nature of the conjugate locus in the oblate and prolate cases. In the general case, extremals will have two distinct type of comportment which correspond to those observed in the r…