Search results for "TF"
showing 10 items of 1652 documents
Heuristics for solving the parameter tuning problem in motion cueing algorithms.
2017
[ES] Diversos tipos de plataformas robóticas son empleadas habitualmente para la generación de claves gravito-inerciales en simuladores. Además del control de los actuadores, dichas plataformas deben ejecutar complejos algoritmos de control conocidos como algoritmos de washout, que deben ser ajustados para que el movimiento generado sea similar al simulado. El ajuste de dichos algoritmos es complejo por el elevado número de parámetros que poseen. Además, dicho ajuste se ha venido realizando tradicionalmente de modo manual mediante evaluaciones subjetivas. En este trabajo, los autores proponen un método automático de ajuste basado en optimización heurística, métricas objetivas, y simulación …
An user friendly Real Options based Model to Optimize Pharmaceutical R&D Portfolio
2013
Pharmaceutical industry pays great attention to its R&D process because it is a long, dynamic, very expensive, and uncertain process. On the other hand this process can be modelled as a step-wise process and each stage allows to achieve better information and generally lower uncertainty. In order to build up the best portfolio a tool able to capture the intrinsic flexible nature of the process should be selected: real options analysis has this characteristic but as widely demonstrated in literature, is narrowed to very limited cases because its perceived complexity. Basing on OptFolio, a model available in literature, this paper proposes an user friendly programming model based on Real Opti…
Block bootstrap methods and the choice of stocks for the long run
2013
Financial advisors commonly recommend that the investment horizon should be rather long in order to benefit from the ‘time diversification’. In this case, in order to choose the optimal portfolio, it is necessary to estimate the risk and reward of several alternative portfolios over a long-run given a sample of observations over a short-run. Two interrelated obstacles in these estimations are lack of sufficient data and the uncertainty in the nature of the return generating process. To overcome these obstacles researchers rely heavily on block bootstrap methods. In this paper we demonstrate that the estimates provided by a block bootstrap method are generally biased and we propose two metho…
Correlation, hierarchies, and networks in financial markets
2010
We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation based trees and networks from a correlation matrix. The hierarchical clustering and other procedures performed on the correlation matrix to detect statistically reliable aspects of the correlation matrix are seen as filtering procedures of the correlation matrix. We also discuss a method to associate a hierarchically nested factor model to a hierarchical tre…
Hedging foreign exchange rate risk: Multi-currency diversification
2016
Abstract This article proposes a multi-currency cross-hedging strategy that minimizes the exchange risk. The use of derivatives in small and medium-sized enterprises (SMEs) is not common but, despite its complexity, can be interesting for those with international activities. In particular, the reduction in the exchange risk borne through the use of natural multi-currency cross-hedging is measured, considering Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR) for measuring market risk instead of the variance. CVaR is minimized using linear programmes, while a multiobjective genetic algorithm is designed for minimizing VaR, considering two scenarios for each currency. The results obtai…
Entrepreneurial education: an entrepreneurial ecosystem approach
2020
Abstract How can an entrepreneurial education program simultaneously create entrepreneurial knowledge, skills and competencies, as well as new ventures and jobs? This is a particular challenge for universities that are keen to align with government policies and demonstrate impact. Our paper examines a novel approach to enterprise and entrepreneurship education that integrates training/learning with new venture creation by operating as an entrepreneurial ecosystem (EE). We outline a comprehensive EE framework and apply this model using an exploratory case study of an EE centred around an innovative academic unit called The Entrepreneurial Garden (TEG) at Burgundy School of Business in Dijon,…
Knowledge construction about port performance evaluation: An international literature analysis
2017
Purpose: This study aims to identify and analyze the characteristics of international scientific research that addresses the segment of literature referring to port performance evaluation, in order to identify the existence of a theoretical alignment between the concept of performance evaluation, as an area of knowledge, and the practical application of port performance evaluation. Design/methodology: For the approach to the problem, this paper makes use of qualitative research, analyzing bibliographical portfolio characteristics related to port performance evaluation. An action research strategy was adopted, according to which the authors selected the bibliographical portfolio based on ana…
Cursos en línea masivos y abiertos en educación superior. Un análisis desde su oferta
2016
Purpose: The aim of this study is to analyze the factors influencing the MOOC supply level. Specifically, this paper analyzes certain internal and strategic factors associated with universities, such as prestige, public or private status, age, size (measured by the number of faculty members or students) and region. Design/methodology: We apply a descriptive methodology and then use multivariate analysis to test five hypotheses related to the institutional profile of 151 universities in 29 countries. Empirical evidence is provided from universities offering MOOCs through the four of the most commonly used private global platforms that emerged as part of the booming MOOC movement (Udacity, Co…
LES VARIATIONS DU NIVEAU MARIN SUR LE BASSIN DE PARIS AU BATHONIEN-CALLOVIEN. IMPACTS SUR LES COMMUNAUTÉS BENTHIQUES ET SUR L'ÉVOLUTION DES ORNITHELL…
1992
The study deals with the biological impacts of sea-Ievel changes on evolution of a Jurassic benthic fossil group (Ornithellida, Brachiopoda). The different time and scale at which the shifts in marine environments occur leads to the recognition of three interacting dynamic systems: environmental, communities, populations dynamics. The analysis is thus divided into a three steps hierarchy: sequence stratigraphy, analysis of the diversity of brachiopod assemblages, and analysis of morphological variations within omithellid populations. Sequence stratigraphy of the Dogger marly and carbonate successions in the Paris basin provides accurate correlations of depositional environments from shallow…
The influence of the stomatognathic system on explosive strength: A pilot study
2015
[Purpose] Recent findings suggest there is an interesting interaction between the stomatognathic system and the musculoskeletal system. The aim of this study was therefore to examine the influence of the temporomandibular joint on the explosive strength of the lower limbs. [Subjects and Methods] An observational study was carried out. The subjects were 60 male football players who voluntarily participated in the investigation. After a warm-up phase of 10 minutes, each participant performed three Squat Jumps (SJ) with different mandible positions: mouth closed and mouth open. SJ heights were recorded using a Sensor Medica force platform and the FreeMed system. [Results] Sixty participants we…