Search results for " operations"

Non-convex power allocation games in MIMO cognitive radio networks

2013

Consideramos un escenario de reparto del espectro, basado en la detección, en una red de radio cognitiva MIMO donde el objetivo general es maximizar el rendimiento total de cada usuario de radio cognitiva optimizando conjuntamente la operación de detección y la asignación de potencia en todos los canales, bajo una restricción de interferencia para los usuarios primarios. Los problemas de optimización resultantes conducen a un juego no convexo, que presenta un nuevo desafío a la hora de analizar los equilibrios de este juego. Con el fin de hacer frente a la no convexidad del juego, utilizamos un nuevo concepto relajado de equilibrio, el equilibrio cuasi-Nash (QNE). Se demuestran las condicio…

Design, characterization, and first field deployment of a novel aircraft-based aerosol mass spectrometer combining the laser ablation and flash vapor…

2021

In this paper, we present the design, development, and characteristics of the novel aerosol mass spectrometer ERICA (ERC Instrument for Chemical composition of Aerosols; ERC – European Research Council) and selected results from the first airborne field deployment. The instrument combines two well-established methods of real-time in situ measurements of fine particle chemical composition. The first method is the laser desorption and ionization technique, or laser ablation technique, for single-particle mass spectrometry (here with a frequency-quadrupled Nd:YAG laser at λ = 266 nm). The second method is a combination of thermal particle desorption, also called flash vaporization, and electro…

Formulations and exact algorithms for the distance-constrained generalized directed rural postman problem

2017

[EN] The generalized directed rural postman problem is an arc routing problem with many interesting real-life applications, such as routing for meter reading. In this application, a vehicle with a receiver travels through a series of neighborhoods. If the vehicle gets closer than a certain distance to a meter, the receiver is able to record the gas, water, or electricity consumption. Therefore, the vehicle does not need to traverse every street, but only a few, to get close enough to each meter. We study an extension of this problem in which a fleet of vehicles is available. Given the characteristics of the mentioned application, the vehicles have no capacities but there is a maximum distan…

Calibration of microscopic traffic simulation models for evaluating operation and safety performance at roundabouts

A heuristic algorithm for project scheduling with splitting allowed

1996

In this article, we analyze the precedence diagramming method, the only published algorithm for time-only project scheduling with activity splitting allowed. The criteria used in this method (forward and backward pass computations) for deciding when an activity has to be interrupted are shown to be invalid in some situations. We look into the causes of these failures and propose new formulae that always provide feasible solutions. The new algorithm has been tested on 240 randomly generated problems ranging up to 600 activities and 7,200 precedence relationships, resulting in an average deviation from optima of less than 1 percent.

Contingent claim valuation in a market with different interest rates

1995

The problem of contingent claim valuation in a market with a higher interest rate for borrowing than for lending is discussed. We give results which cover especially the European call and put options. The method used is based on transforming the problem to suitable auxiliary markets with only one interest rate for borrowing and lending and is adapted from a paper of Cvitanic and Karatzas (1992) where the authors study constrained portfolio problems.

Value preserving portfolio strategies and the minimal martingale measure

1998

We consider some relations between the minimal martingale measure and the value preserving martingale measure in a continuous-time securities market. Under the assumption of continuous share prices we show that under a structure condition both these martingale measures exist and indeed coincide. This however does not mean that the corresponding concepts of value preserving portfolio strategies and (local) risk minimisation in the area of option hedging in incomplete markets are identical.

Adaptive memory programing for the robust capacitated international sourcing problem

2008

The International Sourcing Problem consists of selecting a subset from an available set of potential suppliers internationally located. The selected suppliers must meet the demand for items from a set of plants, which are also located worldwide. Since the costs are affected by macroeconomic conditions in the countries where the supplier and the plant are located, the formulation considers the uncertainty associated with changes in these conditions. We formulate the robust capacitated international sourcing problem by means of a scenario-optimization approach. When dealing with uncertainty, one of the most common approaches in the literature is to formulate the problem via a set of possible …

Prediction of stock index futures prices based on fuzzy sets and multivariate fuzzy time series

2015

Abstract This paper makes a prediction of Chinese stock index (CSI) future prices using fuzzy sets and multivariate fuzzy time series method. We select Chinese CSI 300 index futures as the research object. The fuzzy time series model combines the fuzzy theory and the time series theory, thus this model can solve the fuzzy data in stock index futures prices. This paper establishes a multivariate model and improves the accuracy of computation. By combing traditional fuzzy time series models and rough set method, we use fuzzy c-mean algorithm to make the data into discrete. Further more, we deal with the rules in mature modules of the rough set and then refine the rules using data mining algor…

Reliability of genomic variants across different next-generation sequencing platforms and bioinformatic processing pipelines

2021

Abstract Background Next Generation Sequencing (NGS) is the fundament of various studies, providing insights into questions from biology and medicine. Nevertheless, integrating data from different experimental backgrounds can introduce strong biases. In order to methodically investigate the magnitude of systematic errors in single nucleotide variant calls, we performed a cross-sectional observational study on a genomic cohort of 99 subjects each sequenced via (i) Illumina HiSeq X, (ii) Illumina HiSeq, and (iii) Complete Genomics and processed with the respective bioinformatic pipeline. We also repeated variant calling for the Illumina cohorts with GATK, which allowed us to investigate the e…