293 research outputs found
Impact of Returns Time Dependency on the Estimation of Extreme Market Risk
The estimation of Value-at-Risk generally used models assuming independence. However, financial returns tend to occur in clusters with time dependency. In this paper we study the impact of negligence of returns dependency in market risk assessment. The main methods which take into account returns dependency to assess market risk are: Declustering, Extremal index and Time series-Extreme Value The- ory combination. Results shows an important reduction of the estimation error under dependency assumption. For real data, methods which take into account returns dependency have generally the best performances.Value-at-Risk, Market risk, Dependency, Declustering, Extremal index, Time Series-EVT Combination.
Cell-Penetrating Peptides: AÂ Challenge for Drug Delivery
Cell-penetrating peptide (CPP) is a term that describes relatively short amphipathic and cationic peptides (7â30 amino acid residues) with rapid translocation across the cell membrane. They can be used to deliver molecular bioactive cargoes due to their efficacy in cellular internalization and also to their low cytotoxicity. In this review we provide an overview of the current approaches and describe the potential of CPP-based drug delivery systems and indicate their powerful promise for clinical efficacy
Minimisation des retards dans le séquencement des véhicules sur une ligne d'assemblage multi modÚles
National audienceDans cet article, nous considérons le problÚme du séquencement sur une ligne d'assemblage à transport continu de véhicules industriels. Pour équilibrer au mieux la charge dynamique, nous proposons de minimiser les retards. Nous proposons une formalisation par un modÚle de type programmation linéaire. Un modÚle monoposte est présenté puis une généralisation sur le cas multipostes est proposée. Le modÚle est testé sur des instances du cas d'étude de l'usine de montage de Renault Trucks à Bourg en Bresse et une étude expérimentale des facteurs de complexité est développée
Minimisation des retards dans le séquencement des véhicules sur une ligne d'assemblage multi modÚles
National audienceDans cet article, nous considérons le problÚme du séquencement sur une ligne d'assemblage à transport continu de véhicules industriels. Pour équilibrer au mieux la charge dynamique, nous proposons de minimiser les retards à l'issue de chaque véhicule. Nous proposons une formalisation par un modÚle de type programmation linéaire. Le modÚle est testé sur des instances du cas d'étude de l'usine de montage de Renault Trucks à Bourg en Bresse
SĂ©quencement dâune ligne de montage multi-modĂšles : application Ă lâindustrie du vĂ©hicule industriel
In this thesis, the problem of sequencing mixed model assembly lines (MMAL) is considered. Our goal is to determine the sequence of products to minimize the work overload. This problem is known as the mixed model assembly line sequencing problem with work overload minimization (MMSP-W). This work is based on an industrial case study of a truck assembly line.Two approaches can be used to minimize the work overload: the use of task operation times or the respect of sequencing rules. Most of the earlier works applied in car industry use the latter approach. The originality of this work is to employ the task operation times for the generation of the product sequence in a MMAL.The literature review has highlighted two main gaps in previous works: most of the papers consider a single type of operators, and propose heuristics or metaheuristics to solve the problem. The originality of this work is to test exact methods for industrial case instances and to model three different types of operators.Two exact methods are developed: the mixed integer linear programming and dynamic programming. The models are tested on industrial case study instances. An experimental study is developed for both approaches in order to understand the complexity factors.Moreover, the problem is treated by two approximate methods: a heuristic based on dynamic programming and metaheuristics (genetic algorithm, simulated annealing and a hybrid method based on both genetic algorithm and simulated annealing). All approaches are tested on academic instances and on real data from the industrial case study.Dans cette thĂšse, nous considĂ©rons le problĂšme du sĂ©quencement sur une ligne de montage multi-modĂšles de vĂ©hicules industriels. Pour Ă©quilibrer au mieux la charge dynamique des opĂ©rateurs, la minimisation de la somme des retards Ă lâissue de chaque vĂ©hicule est proposĂ©e.Deux approches peuvent ĂȘtre utilisĂ©es pour optimiser le lissage de charge dans un problĂšme de sĂ©quencement : lâutilisation directe des temps opĂ©ratoires ou le respect de rĂšgles. La plupart des travaux appliquĂ©s Ă lâindustrie automobile utilisent lâapproche de respect de rĂšgles. Une originalitĂ© de ce travail est dâutiliser lâapproche de la prise en compte directe des temps opĂ©ratoires.LâĂ©tude de la littĂ©rature de ce problĂšme a dĂ©voilĂ© deux lacunes dans les travaux prĂ©cĂ©dents : lâessentiel des travaux modĂ©lisent un seul type dâopĂ©rateurs dâune part, et proposent des heuristiques ou des mĂ©taheuristiques pour rĂ©soudre ces problĂšmes, dâautre part. LâoriginalitĂ© de ce travail est de tester des mĂ©thodes exactes pour des instances industrielles et de modĂ©liser le fonctionnement de trois diffĂ©rents types dâopĂ©rateurs spĂ©cifiques au cas industriel.Deux mĂ©thodes exactes sont dĂ©veloppĂ©es : la programmation linĂ©aire mixte et la programmation dynamique. Une Ă©tude expĂ©rimentale des facteurs de complexitĂ© sur des instances acadĂ©miques des deux modĂšles est dĂ©veloppĂ©e. Les modĂšles sont aussi testĂ©s sur des instances du cas dâĂ©tude.Par ailleurs, le problĂšme est traitĂ© par deux mĂ©thodes approchĂ©es : une heuristique basĂ©e sur la programmation dynamique dâune part, et des mĂ©taheuristiques (algorithme gĂ©nĂ©tique, recuit simulĂ© et un couplage des deux) dâautre part. Les deux approches sont testĂ©es sur des instances acadĂ©miques et des instances du cas dâĂ©tude.Ce travail a permis dâapporter une solution intĂ©ressante dâun point de vue industriel puisquâil prend en compte les caractĂ©ristiques de la ligne de montage (opĂ©rateurs spĂ©cifiques) et amĂ©liore significativement la qualitĂ© du sĂ©quencement en un temps de calcul raisonnable
Raman study of cation effect on sulfate vibration modes in solid state and in aqueous solutions
International audienceRaman spectra of potassium, sodium, and ammonium sulfates (K2SO4, Na2SO4, and (NH4)2SO4) are reported and analyzed. These sulfates have been investigated under two states: solid (anhydrous and hydrated) salts and aqueous solutions. The effects of monovalent ions (K+ , Na+ , and NH4+) and hydration on the position of Raman lines assigned to internal vibrations of sulfate anion SO42- are discussed. In solid salts, the line position of each Raman peak is shown to decrease with increasing radius of the cation. The main Μ1 mode of sulfate molecule is particularly affected. It is emphasized that this sensitivity in solid sulfates vanishes in aqueous solutions. As a consequence, this mode can be probed by Raman spectroscopy as the main signature of SO42- to determine its concentration within a single calibration
On the Prequential Approach for Testing Exponentiality
We present a prequential (predictive-sequential) approach for testing the goodness-of-fit of an exponential distribution when the parameter is unknown. Instead of using all the available observations, is estimated by a prequential approach where at each step , only the first observations are used. We show that this approach provides a sequence of \ks type distances whose expressions do not depend on and which converge in distribution (under the null hypothesis) to the \ks distribution. This leads to a simple technique for testing the goodness-of-fit of exponential distributions with unknown parameter using standard quantile tables of the \ks distribution. Even if Monte~Carlo simulations show that the prequential test is less powerful than the standard exponentiality test, the developed results represent a first step in the theoretical study of the {\it u-plot} which is a prequential empirical tool commonly used for the validation of reliability-growth models
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