Special Libraries, December 1962

Volume 53, Issue 10https://scholarworks.sjsu.edu/sla_sl_1962/1009/thumbnail.jp

Frontiers of Asset Pricing

This book is comprised of articles published in a Special Issue of the Journal of Risk and Financial Management entitled "Frontiers in Asset Pricing" with Guest Editors Professor James W. Kolari and Professor Seppo Pynnonen. The book contains papers in various areas related to asset pricing: (1) models; (2) multifactors; (3) theory; (4) empirical tests; (5) applications; (6) other asset classes; and (7) international tests

Distributed Model-based Control for Gas Turbine Engines

Controlling a gas turbine engine is a fascinating problem. As one of the most complex systems developed, it relies on thermodynamics, fluid mechanics, materials science as well as electrical, control and systems engineering. The evolution of gas turbine engines is marked with an increase in the number of actuators. Naturally, this increase in actuation capability has also been followed by the improvement of other technologies such as advanced high-temperature and lighter materials, improving the efficiency of the aero engines by extending their physical limits. An improvement in the way to control the engine has to be undertaken in order for these technological improvements to be fully harnessed. This starts with the selection of a novel control system architecture and is followed by the design of new control techniques. Model-based control methods relying on distributed architectures have been studied in the past for their ability to handle constraints and to provide optimal control strategies. Applying them to gas turbine engines is interesting for three main reasons. First of all, distributed control architectures provide greater modularity during the design than centralized control architectures. Secondly, they can reduce the life cycle costs linked to both the fuel burnt and the maintenance by bringing optimal control decisions. Finally, distributing the control actions can increase flight safety through improved robustness as well as fault tolerance. This thesis is concerned with the optimal selection of a distributed control system architecture that minimizes the number of subsystem to subsystem interactions. The control system architecture problem is formulated as a binary integer linear programming problem where cuts are added to remove the uncontrollable partitions obtained. Then a supervised-distributed control technique is presented whereby a supervisory agent optimizes the joint communication and system performance metrics periodically. This online optimal technique is cast as a semi-definite programming problem including a bilinear matrix equality and solved using an alternate convex search. Finally, an extension of this online optimal control technique is presented for non-linear systems modelled by linear parameter-varying models

Multi-objective optimisation of aircraft flight trajectories in the ATM and avionics context

The continuous increase of air transport demand worldwide and the push for a more economically viable and environmentally sustainable aviation are driving significant evolutions of aircraft, airspace and airport systems design and operations. Although extensive research has been performed on the optimisation of aircraft trajectories and very efficient algorithms were widely adopted for the optimisation of vertical flight profiles, it is only in the last few years that higher levels of automation were proposed for integrated flight planning and re-routing functionalities of innovative Communication Navigation and Surveillance/Air Traffic Management (CNS/ATM) and Avionics (CNS+A) systems. In this context, the implementation of additional environmental targets and of multiple operational constraints introduces the need to efficiently deal with multiple objectives as part of the trajectory optimisation algorithm. This article provides a comprehensive review of Multi-Objective Trajectory Optimisation (MOTO) techniques for transport aircraft flight operations, with a special focus on the recent advances introduced in the CNS+A research context. In the first section, a brief introduction is given, together with an overview of the main international research initiatives where this topic has been studied, and the problem statement is provided. The second section introduces the mathematical formulation and the third section reviews the numerical solution techniques, including discretisation and optimisation methods for the specific problem formulated. The fourth section summarises the strategies to articulate the preferences and to select optimal trajectories when multiple conflicting objectives are introduced. The fifth section introduces a number of models defining the optimality criteria and constraints typically adopted in MOTO studies, including fuel consumption, air pollutant and noise emissions, operational costs, condensation trails, airspace and airport operations

Passata evoluzione e future tendenze dell’invecchiamento demografico in Italia

The contribution describes the ageing process of Italian Population – analyzed through the geographical areas of Nord-Center and South-Islands – specifying both the past and the future evolution of the phenomenon (from the 1980 to the 2040). In this paper two well-known indicators are used: the average age and the over 65 years old percentage on the overall population. In addition the study consists on obtaining two more indexes able to measure the velocity and the acceleration of the preceding of ageing phenomenon

Non-Parametric Bayesian Methods for Linear System Identification

Recent contributions have tackled the linear system identification problem by means of non-parametric Bayesian methods, which are built on largely adopted machine learning techniques, such as Gaussian Process regression and kernel-based regularized regression. Following the Bayesian paradigm, these procedures treat the impulse response of the system to be estimated as the realization of a Gaussian process. Typically, a Gaussian prior accounting for stability and smoothness of the impulse response is postulated, as a function of some parameters (called hyper-parameters in the Bayesian framework). These are generally estimated by maximizing the so-called marginal likelihood, i.e. the likelihood after the impulse response has been marginalized out. Once the hyper-parameters have been fixed in this way, the final estimator is computed as the conditional expected value of the impulse response w.r.t. the posterior distribution, which coincides with the minimum variance estimator. Assuming that the identification data are corrupted by Gaussian noise, the above-mentioned estimator coincides with the solution of a regularized estimation problem, in which the regularization term is the l2 norm of the impulse response, weighted by the inverse of the prior covariance function (a.k.a. kernel in the machine learning literature). Recent works have shown how such Bayesian approaches are able to jointly perform estimation and model selection, thus overcoming one of the main issues affecting parametric identification procedures, that is complexity selection. While keeping the classical system identification methods (e.g. Prediction Error Methods and subspace algorithms) as a benchmark for numerical comparison, this thesis extends and analyzes some key aspects of the above-mentioned Bayesian procedure. In particular, four main topics are considered. 1. PRIOR DESIGN. Adopting Maximum Entropy arguments, a new type of l2 regularization is derived: the aim is to penalize the rank of the block Hankel matrix built with Markov coefficients, thus controlling the complexity of the identified model, measured by its McMillan degree. By accounting for the coupling between different input-output channels, this new prior results particularly suited when dealing for the identification of MIMO systems To speed up the computational requirements of the estimation algorithm, a tailored version of the Scaled Gradient Projection algorithm is designed to optimize the marginal likelihood. 2. CHARACTERIZATION OF UNCERTAINTY. The confidence sets returned by the non-parametric Bayesian identification algorithm are analyzed and compared with those returned by parametric Prediction Error Methods. The comparison is carried out in the impulse response space, by deriving “particle” versions (i.e. Monte-Carlo approximations) of the standard confidence sets. 3. ONLINE ESTIMATION. The application of the non-parametric Bayesian system identification techniques is extended to an online setting, in which new data become available as time goes. Specifically, two key modifications of the original “batch” procedure are proposed in order to meet the real-time requirements. In addition, the identification of time-varying systems is tackled by introducing a forgetting factor in the estimation criterion and by treating it as a hyper-parameter. 4. POST PROCESSING: MODEL REDUCTION. Non-parametric Bayesian identification procedures estimate the unknown system in terms of its impulse response coefficients, thus returning a model with high (possibly infinite) McMillan degree. A tailored procedure is proposed to reduce such model to a lower degree one, which appears more suitable for filtering and control applications. Different criteria for the selection of the order of the reduced model are evaluated and compared

Artificial Intelligence based multi-agent control system

Le metodologie di Intelligenza Artificiale (AI) si occupano della possibilità di rendere le macchine in grado di compiere azioni intelligenti con lo scopo di aiutare l’essere umano; quindi è possibile affermare che l’Intelligenza Artificiale consente di portare all’interno delle macchine, caratteristiche tipiche considerate come caratteristiche umane. Nello spazio dell’Intelligenza Artificiale ci sono molti compiti che potrebbero essere richiesti alla macchina come la percezione dell’ambiente, la percezione visiva, decisioni complesse. La recente evoluzione in questo campo ha prodotto notevoli scoperte, princi- palmente in sistemi ingegneristici come sistemi multi-agente, sistemi in rete, impianti, sistemi veicolari, sistemi sanitari; infatti una parte dei suddetti sistemi di ingegneria è presente in questa tesi di dottorato. Lo scopo principale di questo lavoro è presentare le mie recenti attività di ricerca nel campo di sistemi complessi che portano le metodologie di intelligenza artifi- ciale ad essere applicati in diversi ambienti, come nelle reti di telecomunicazione, nei sistemi di trasporto e nei sistemi sanitari per la Medicina Personalizzata. Gli approcci progettati e sviluppati nel campo delle reti di telecomunicazione sono presentati nel Capitolo 2, dove un algoritmo di Multi Agent Reinforcement Learning è stato progettato per implementare un approccio model-free al fine di controllare e aumentare il livello di soddisfazione degli utenti; le attività di ricerca nel campo dei sistemi di trasporto sono presentate alla fine del capitolo 2 e nel capitolo 3, in cui i due approcci riguardanti un algoritmo di Reinforcement Learning e un algoritmo di Deep Learning sono stati progettati e sviluppati per far fronte a soluzioni di viaggio personalizzate e all’identificazione automatica dei mezzi trasporto; le ricerche svolte nel campo della Medicina Personalizzata sono state presentate nel Capitolo 4 dove è stato presentato un approccio basato sul controllo Deep Learning e Model Predictive Control per affrontare il problema del controllo dei fattori biologici nei pazienti diabetici.Artificial Intelligence (AI) is a science that deals with the problem of having machines perform intelligent, complex, actions with the aim of helping the human being. It is then possible to assert that Artificial Intelligence permits to bring into machines, typical characteristics and abilities that were once limited to human intervention. In the field of AI there are several tasks that ideally could be delegated to machines, such as environment aware perception, visual perception and complex decisions in the various field. The recent research trends in this field have produced remarkable upgrades mainly on complex engineering systems such as multi-agent systems, networked systems, manufacturing, vehicular and transportation systems, health care; in fact, a portion of the mentioned engineering system is discussed in this PhD thesis, as most of them are typical field of application for traditional control systems. The main purpose if this work is to present my recent research activities in the field of complex systems, bringing artificial intelligent methodologies in different environments such as in telecommunication networks, transportation systems and health care for Personalized Medicine. The designed and developed approaches in the field of telecommunication net- works is presented in Chapter 2, where a multi-agent reinforcement learning algorithm was designed to implement a model-free control approach in order to regulate and improve the level of satisfaction of the users, while the research activities in the field of transportation systems are presented at the end of Chapter 2 and in Chapter 3, where two approaches regarding a Reinforcement Learning algorithm and a Deep Learning algorithm were designed and developed to cope with tailored travels and automatic identification of transportation moralities. Finally, the research activities performed in the field of Personalized Medicine have been presented in Chapter 4 where a Deep Learning and Model Predictive control based approach are presented to address the problem of controlling biological factors in diabetic patients

Direct and indirect anthropogenic effects on biodiversity of the Sardinian seas

All organisms modify their environment, and humans are no exception. Many ecosystems including marine ones are dominated directly by humanity. This thesis considers sea-based (first part) and land-based (second part) anthropogenic and natural influences and attempts to analyse the effects on two different ecosystems the demersal and pelagic, by means of two different “biological indicators”. Has also been considered the impacts of traditional fishing practices on the quality of the bluefin tuna, destined to human consumption. The First Part considers the impact of fishing on demersal resources (Chapters 1 and 2) in increasing fishing effort areas and the influence of natural dynamics on shaping deep-sea assemblages in a submarine canyon (Chapter 3). Classical biodiversity indexes, statistical simulation and multivariate analysis ordination techniques were used in order to carry out the investigations. The main aim was to propose a new method able to provide information about environmental stress due to fishery, and to analyse the diversity of canyon assemblages related to depth and time. The second part considers the patterns of tuna catch variability to test the influence of a land-based source of anthropic perturbation, via time series analysis, BACI design and DFA (Chapter 4). Moreover is analysed the impact that the traditional tuna fishery may have on the final quality of the product (Chapter 5), by means of tuna’s body temperature measurements

Collaborative Research Practices and Shared Infrastructures for Humanities Computing

The volume collect the proceedings of the 2nd Annual Conference of the Italian Association for Digital Humanities (Aiucd 2013), which took place at the Department of Information Engineering of the University of Padua, 11-12 December 2013. The general theme of Aiucd 2013 was “Collaborative Research Practices and Shared Infrastructures for Humanities Computing” so we particularly welcomed submissions on interdisciplinary work and new developments in the field, encouraging proposals relating to the theme of the conference, or more specifically: interdisciplinarity and multidisciplinarity, legal and economic issues, tools and collaborative methodologies, measurement and impact of collaborative methodologies, sharing and collaboration methods and approaches, cultural institutions and collaborative facilities, infrastructures and digital libraries as collaborative environments, data resources and technologies sharing

Collaborative Research Practices and Shared Infrastructures for Humanities Computing

The volume collect the proceedings of the 2nd Annual Conference of the Italian Association for Digital Humanities (Aiucd 2013), which took place at the Department of Information Engineering of the University of Padua, 11-12 December 2013. The general theme of Aiucd 2013 was “Collaborative Research Practices and Shared Infrastructures for Humanities Computing” so we particularly welcomed submissions on interdisciplinary work and new developments in the field, encouraging proposals relating to the theme of the conference, or more specifically: interdisciplinarity and multidisciplinarity, legal and economic issues, tools and collaborative methodologies, measurement and impact of collaborative methodologies, sharing and collaboration methods and approaches, cultural institutions and collaborative facilities, infrastructures and digital libraries as collaborative environments, data resources and technologies sharing