Search results for "OPTIMIZATION"
showing 10 items of 2824 documents
SIOPRED performance in a Forecasting Blind Competition
2012
In this paper we present the results obtained by applying our automatic forecasting support system, named SIOPRED, over a data set of time series in a Forecasting Blind Competition. In order to apply our procedure for providing point forecasts it has been necessary to develop an interactive strategy for the choice of the suitable length of the seasonal cycle and the seasonality form for a generalized exponential smoothing method, which have been obtained using SIOPRED. For the choice of those essential characteristics of forecasting methods, also a certain multi-objective formulation which minimizes several measures of fitting is used. Once these specifications are established, the model pa…
Soft Computing Techniques for Portfolio Selection: Combining SRI with Mean-Variance Goals
2014
A fuzzy portfolio selection model is presented incorporating a socially responsible goal without discarding a priori financially good portfolios or weakening a priori the financial goals. Hence, the optimal portfolios it provides could be either efficient from the strictly financial point of view or non-efficient if leaving the efficient frontier substantially improves the degree of social responsibility. The model can be used to direct heuristic procedures in order to select a reduced number of various alternatives from which the investor can directly make a final decision.
A statistical design of experiments for optimizing the MALDI-TOF-MS sample preparation of polymers. An application in the assessment of the thermo-me…
2011
[EN] The sample preparation procedure for MALDI-TOF MS of polymers is addressed in this study by the application of a statistical Design of Experiments (DoE). Industrial poly (ethylene terephthalate) (PET) was chosen as model polymer. Different experimental settings (levels) for matrixes, analyte/matrix proportions and concentrations of cationization agent were considered. The quality parameters used for the analysis were signal-to-noise ratio and resolution. A closer inspection of the statistical results provided the study not only with the best combination of factors for the MALDI sample preparation, but also with a better understanding of the influence of the different factors, individua…
Network-Based Computational Techniques to Determine the Risk Drivers of Bank Failures During a Systemic Banking Crisis
2018
This paper employs a computational model of solvency and liquidity contagion assessing the vulnerability of banks to systemic risk. We find that the main risk drivers relate to the financial connections a bank has and the market concentration, apart from the size of the bank triggering the contagion, while balance sheets play only a minor role. We also find that market concentration might facilitate banks to withstand liquidity shocks better while exposing them to larger solvency chocks. Our results are validated through an out-of-sample forecasting that shows that both type I and type II prediction errors are reduced if we include network characteristics in our prediction model.
Risk management optimization for sovereign debt restructuring
2015
Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The scenario dynamics of debt-to-GDP ratio are used to define a tail risk measure, termed "conditional Debt-at-Risk". A multi-period stochastic programming model minimizes the expected cost of debt financing subject to risk limits. It provides an operational model to handle significant aspects of debt restructuring: it collects all debt issues in a common framework, and can include contingent claims, multiple…
A measurement-based channel model for vehicular communications in tunnels
2014
Wireless Communications and Networking Conference (WCNC), 2014 IEEE, Istanbul, TURQUIE, 06-/04/2014 - 09/04/2014; In this paper, we present a new version of the iterative nonlinear least square approximation (INLSA) algorithm for the design of measurement-based channel simulators. The proposed method aims to match the time-variant impulse response (TVIR) of the simulation model to that of the measured channel. The propagation delays are discerned directly from the measurements, whereas the gains, the Doppler frequencies, and the phases are computed iteratively by minimizing a matching error norm. We evaluate the performance of the proposed method in terms of the approximation of the transfe…
Finding near-perfect parameters for hardware and code optimizations with automatic multi-objective design space explorations
2012
Summary In the design process of computer systems or processor architectures, typically many different parameters are exposed to configure, tune, and optimize every component of a system. For evaluations and before production, it is desirable to know the best setting for all parameters. Processing speed is no longer the only objective that needs to be optimized; power consumption, area, and so on have become very important. Thus, the best configurations have to be found in respect to multiple objectives. In this article, we use a multi-objective design space exploration tool called Framework for Automatic Design Space Exploration (FADSE) to automatically find near-optimal configurations in …
Versatile optimization-based speed-up method for autofocusing in digital holographic microscopy
2021
We propose a speed-up method for the in-focus plane detection in digital holographic microscopy that can be applied to a broad class of autofocusing algorithms that involve repetitive propagation of an object wave to various axial locations to decide the in-focus position. The classical autofocusing algorithms apply a uniform search strategy, i.e., they probe multiple, uniformly distributed axial locations, which leads to heavy computational overhead. Our method substantially reduces the computational load, without sacrificing the accuracy, by skillfully selecting the next location to investigate, which results in a decreased total number of probed propagation distances. This is achieved by…
Automatic multi-objective optimization of parameters for hardware and code optimizations
2011
Recent computer architectures can be configured in lots of different ways. To explore this huge design space, system simulators are typically used. As performance is no longer the only decisive factor but also e.g. power usage or the resource usage of the system it became very hard for designers to select optimal configurations. In this article we use a multi-objective design space exploration tool called FADSE to explore the vast design space of the Grid Alu Processor (GAP) and its post-link optimizer called GAPtimize. We improved FADSE with techniques to make it more robust against failures and to speed up evaluations through parallel processing. For the GAP, we present an approximation o…
Modeling and Experimental Validation of a Voltage-Controlled Split-Pi Converter Interfacing a High-Voltage ESS with a DC Microgrid
2023
The Split-pi converter can suitably interface an energy storage system (ESS) with a DC microgrid when galvanic isolation is not needed. Usually, the ESS voltage is lower than the grid-side voltage. However, limitations in terms of the ESS current make the use of a high-voltage ESS unavoidable when high power levels are required. In such cases, the ESS voltage can be higher than the microgrid voltage, especially with low microgrid voltages such as 48 V. Despite its bidirectionality and symmetry, the Split-pi exhibits a completely different dynamic behavior if its input and output ports are exchanged. Thus, the present work aims to model the Split-pi converter operating with an ESS voltage hi…