An approximate dynamic programming approach to risk sensitive control of execution costs

Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, February 2009.Cataloged from PDF version of thesis.Includes bibliographical references (p. 43-44).We study the problem of optimal execution within a dynamic programming framework. Given an exponential objective function, system variables which are normally distributed, and linear market dynamics, we derive a closed form solution for optimal trading trajectories. We show that a trader lacking private information has trajectories which are static in nature, whilst a trader with private information requires real time observations to execute optimally. We further show that Bellman's equations become increasingly complex to solve if either the market dynamics are nonlinear, or if additional constraints are added to the problem. As such, we propose an approximate dynamic program using linear programming which achieves near-optimality. The algorithm approximates the exponential objective function within a class of linear architectures, and takes advantage of a probabilistic constraint sampling scheme in order to terminate. The performance of the algorithm relies on the quality of the approximation, and as such we propose a set of heuristics for its efficient implementation.by David Jeria.M.Eng

Business analytics in sport talent acquisition: methods, experiences, and open research opportunities

Recruitment of young talented players is a critical activity for most professional teams in different sports such as football, soccer, basketball, baseball, cycling, etc. In the past, the selection of the most promising players was done just by relying on the experts' opinions but without systematic data support. Nowadays, the existence of large amounts of data and powerful analytical tools have raised the interest in making informed decisions based on data analysis and data-driven methods. Hence, most professional clubs are integrating data scientists to support managers with data-intensive methods and techniques that can identify the best candidates and predict their future evolution. This paper reviews existing work on the use of data analytics, artificial intelligence, and machine learning methods in talent acquisition. A numerical case study, based on real-life data, is also included to illustrate some of the potential applications of business analytics in sport talent acquisition. In addition, research trends, challenges, and open lines are also identified and discussed

Twist, tilt, and orientational order at the nematic to twist-bend nematic phase transition of 1″,9″-bis(4-cyanobiphenyl-4′-yl) nonane: A dielectric, 2H NMR, and calorimetric study

Under the terms of the Creative Commons Attribution license.-- et al.The nature of the nematic-nematic phase transition in the liquid crystal dimer 1″,9″-bis(4-cyanobiphenyl-4′-yl) nonane (CB9CB) has been investigated using techniques of calorimetry, dynamic dielectric response measurements, and H2 NMR spectroscopy. The experimental results for CB9CB show that, like the shorter homologue CB7CB, the studied material exhibits a normal nematic phase, which on cooling undergoes a transition to the twist-bend nematic phase (NTB), a uniaxial nematic phase, promoted by the average bent molecular shape, in which the director tilts and precesses describing a conical helix. Modulated differential scanning calorimetry has been used to analyze the nature of the NTB-N phase transition, which is found to be weakly first order, but close to tricritical. Additionally broadband dielectric spectroscopy and H2 magnetic resonance studies have revealed information on the structural characteristics of the recently discovered twist-bend nematic phase. Analysis of the dynamic dielectric response in both nematic phases has provided an estimate of the conical angle of the heliconical structure for the NTB phase. Capacitance measurements of the electric-field realignment of the director in initially planar aligned cells have yielded values for the splay and bend elastic constants in the high temperature nematic phase. The bend elastic constant is small and decreases with decreasing temperature as the twist-bend phase is approached. This behavior is expected theoretically and has been observed in materials that form the twist-bend nematic phase. H2 NMR measurements characterize the chiral helical twist identified in the twist-bend nematic phase and also allow the determination of the temperature dependence of the conical angle and the orientational order parameter with respect to the director.The authors are grateful for financial support from the MICINN project MAT2012-38538-C03-02,03 and from the Eusko Jaurlaritza-Gobierno Vasco (GI/IT-449-10). The authors also acknowledge the recognition from the Generalitat de Catalunya of GRPFM as Emergent Research Group (2009-SGR-1243). N.S. thanks the Alexander von Humboldt Foundation for a Postdoctoral Research Fellowship.Peer Reviewe

El sociodrama como técnica de intervención socioeducativa.

Sin resume

Tribological properties of hexagonal boron nitride nanoparticles or graphene nanoplatelets blended with an ionic liquid as additives of an ester base oil

Antifriction synergies between an ionic liquid (IL) and nanopowders as additives of an ester base oil were analysed at rolling conditions. For this aim, two nanodispersions based on hybrid combinations of hexagonal boron nitride nanoparticles (h-BN) or graphene nanoplatelets (GnP) with tri(butyl) ethylphosphonium diethylphosphate ionic liquid as additives in triisotridecyltrimellitate (TTM) base oil and the mixture of TTM and IL were analysed using two tribometer techniques. Film thickness characterisation and tribological tests were performed at rolling conditions [5% slide-roll-ratio (SRR)], under 50N and at operating temperatures of 30, 50 and 80°C. Stribeck curves showed that friction coefficients for the prepared lubricants are lower than those found for the TTM, being the best friction behaviour for the hybrid GnP nanolubricant. Furthermore, friction torque loss tests were performed in rolling ball bearings, observing that for the two hybrid nanolubricants lower friction torque values were obtainedThis work was supported by MINECO and the ERDF programme through ENE2017-86425-C2-2-R project, and by the Xunta de Galicia (ED431E 2018/08, ED431D 2017/06 and GRC ED431C 2020/10). JMLR acknowledges the IACOBUS programme for funding the research stay at the Porto UniversityS

N-Methylimidazole Promotes The Reaction Of Homophthalic Anhydride With Imines

The addition of N-methylimidazole (NMI) to the reaction of homophthalic anhydride with imines such as pyridine-3-carboxaldehyde-N-trifluoroethylimine (9) reduces the amount of elimination byproduct and improves the yield of the formal cycloadduct, tetrahydroisoquinolonic carboxylate 10. Carboxanilides of such compounds are of interest as potential antimalarial agents. A mechanism that rationalizes the role of NMI is proposed, and a gram-scale procedure for the synthesis and resolution of 10 is also described

Structure of a 30S pre-initiation complex stalled by GE81112 reveals structural parallels in bacterial and eukaryotic protein synthesis initiation pathways

In bacteria, the start site and the reading frame of the messenger RNA are selected by the small ribosomal subunit (30S) when the start codon, typically an AUG, is decoded in the P-site by the initiator tRNA in a process guided and controlled by three initiation factors. This process can be efficiently inhibited by GE81112, a natural tetrapeptide antibiotic that is highly specific toward bacteria. Here GE81112 was used to stabilize the 30S pre-initiation complex and obtain its structure by cryo-electron microscopy. The results obtained reveal the occurrence of changes in both the ribosome conformation and initiator tRNA position that may play a critical role in controlling translational fidelity. Furthermore, the structure highlights similarities with the early steps of initiation in eukaryotes suggesting that shared structural features guide initiation in all kingdoms of life

Tribological enhancement of potential electric vehicle lubricants using coated TiO2 nanoparticles as additives

This work presents the antifriction and antiwear properties of TiO2 nanoparticles coated with oleic acid, TiO2-OA, as additives of a low viscosity polyalphaolefin base oil, PAO8. To find the optimal concentration of nanoadditives that minimize friction and wear, four PAO8 based nanodispersions were formulated: PAO8 + 0.10 wt% TiO2-OA, PAO8 + 0.25 wt% TiO2-OA, PAO8 + 0.35 wt% TiO2-OA and PAO8 + 0.50 wt% TiO2-OA. Tribological experiments were performed under pure sliding and rolling-sliding conditions at 120 °C, with the four formulated nanolubricants and with PAO8 base oil. All the nanolubricants showed lower friction coefficients than that obtained with the PAO8 base oil, reaching maximum reductions for the 0.35 wt% TiO2-OA nanolubricant, for both types of test conditions. The tribological specimens tested under pure sliding conditions with the nanolubricants showed fewer wear than those tested with PAO8, finding the highest wear decreases also with the PAO8 + 0.35 wt% TiO2-OA nanolubricant, being 26 %, 65 % and 73 %, in wear track width, depth and area, in that order. Through Raman microscopy and roughness study of the worn samples, it can be inferred that tribofilm, mending and polishing mechanisms occur. Moreover, the thermal conductivity of the optimal nanolubricant (0.35 wt%) was measured at 20, 30, 40 and 50 °CThis research is supported by Xunta de Galicia (ED431C 2020/10), by MCIN/AEI/10.13039/501100011033 through the PID2020-112846RB-C22 project and by LAETA, Portugal under project UID/50022/2020. JMLDR is grateful for financial support through the Margarita Salas programme, funded by MCIN/AEI/10.13039/501100011033 and “NextGenerationEU/PRTR”. FM acknowlegdes a IACOBUS grant to the European Grouping for Territorial Cooperation Galicia-Norte de Portugal (GNP-EGTC). Furthermore, authors also thank Repsol Lubricants for supplying us the PAO8 base oil and recognize the support of the RIAIDT-USC analytical skillsS

A simultaneous assessment of multiple ecosystem services and disservices in vineyards and orchards on Terceira Island, Azores

Monitoring ecosystem processes resulting in ecosystem services (ESs) and disservices (EDs) is crucial in agricultural ecosystems. Traditionally, ESs/EDs provided by arthropods have been estimated indirectly by measuring arthropod abundance and diversity, overlooking the recognised limitations of such approach. Using a consistent methodology based on the sentinel approach, we quantified the intensity of five ecological processes leading to four ESs and two EDs in vineyards and citrus orchards on Terceira Island, Azores. We assessed herbivory rates on lettuce plants (ED), predation rates on green plasticine caterpillars by vertebrates and invertebrates (ES), the intensity of insect pollination on strawberry plants (ES), the rates of predation on wheat and dandelion seeds (ED and ES, respectively) by rodents and invertebrates, and decomposition rates using tea and rooibos leaves (ES). Herbivory rates after 2 weeks were significantly lower in vineyards (mean ± SD; 0.5 ± 0.6%) than in citrus orchards (3.6 ± 2.9%). Vertebrate predation rates in vineyards (4.0 ± 13.6% d⁻¹) were significantly higher than in citrus orchards (2.4 ± 10.7% d⁻¹), while no differences were observed for overall and invertebrate predation rates. Pollination efficiency in vineyards (214.5 ± 23.9 seeds/fruit) was significantly higher than in citrus orchards (162.0 ± 14.7 seeds/fruit). Seed predation rates were higher, although not significantly so, in citrus orchards (2.0 ± 5.8% d⁻¹) than in vineyards (0.3 ± 0.8% d⁻¹). Decomposition was significantly higher on tea than on rooibos leaves, both in vineyards (1.15 ± 0.11 g vs. 0.72 ± 0.16 g) and citrus orchards (1.34 ± 0.06 g vs. 0.78 ± 0.13 g); no differences between mass loss in the two habitats were observed. Our results demonstrated the suitability of simple, direct monitoring tools for a quantitative comparison of agricultural habitats, confirm that landscape complexity does not always support ESs, and that the same agro-ecosystem characteristics that support ESs could occasionally also favour EDs.This work was financed by FEDER (European Regional Development Fund) in 85% and by Azorean Public Funds by 15% through Operational Program Azores 2020, under the project AGRO-ECOSERVICES (ACORES-01-0145-FEDER-000073).info:eu-repo/semantics/publishedVersio

Herramienta gráfica de modelado de redes inalámbricas basada en modelos de propagación de señales en interiores

This paper describes the implementation of an indoor propagation prediction model, based in the semiempirical model of K. W. Cheung, J. H. M. Sau, y R. D. Murch, which includes the Path Loss, the incidental angle over walls and the associated attenuation, and the Fresnel zones. The information about the specific environment are taken from a DXF file, that must follow an established format. The attenuation factor of walls and the AP location are obtained from the user. Also, a shadowing algorithm that optimize the simulation time is developed. Finally, the contrast of the simulation results against the data of a site survey is showed.El presente artículo describe el proceso de implementación de un modelo de predicción de la propagación de señales en interiores, basado en el modelo semiempírico de K. W. Cheung, J. H. M. Sau, y R. D. Murch,[1] donde se tienen en cuenta la atenuacióndebida a la distancia, el ángulo de incidencia sobre las paredes, laatenuación asociada a estas mismas y las zonas de Fresnel.Los datos del entorno a simular son tomados de un archivo DXF que debe seguir un formato establecido. Se obtienen del usuario la atenuación asociada a cada tipo de pared y la ubicacióndel punto de acceso. También se desarrolla un algoritmo desombreado que optimiza el tiempo de simulación debido a su sencillez. Finalmente se muestra la comparación de los resultados de la simulación y los datos obtenidos en la prueba de campo