Dynamical correlations in financial systems

One of the main goals in the field of complex systems is the selection and extraction of relevant and meaningful information about the properties of the underlying system from large datasets. In the last years different methods have been proposed for filtering financial data by extracting a structure of interactions from cross-correlation matrices where only few entries are selected by means of criteria borrowed from network theory. We discuss and compare the stability and robustness of two methods: the Minimum Spanning Tree and the Planar Maximally Filtered Graph. We construct such graphs dynamically by considering running windows of the whole dataset. We study their stability and their edges's persistence and we come to the conclusion that the Planar Maximally Filtered Graph offers a richer and more significant structure with respect to the Minimum Spanning Tree, showing also a stronger stability in the long run

Physically based rendering of animated point clouds

LAUREA MAGISTRALELe nuvole di punti 3D stanno diventando sempre più popolari grazie alla diffusione dei sistemi di scansione utilizzati in vari settori, come nei veicoli autonomi e nella robotica. Quando vengono usate nel rendering, le nuvole di punti vengono solitamente visualizzate con il loro colore originale ottenuto durante la scansione senza tenere in considerazione le condizioni di illuminazione della scena in cui il modello viene collocato. Ciò risulta in una mancanza di realismo in molti contesti, soprattutto nel caso di nuvole di punti animate dove sarebbe desiderabile che il modello reagisca alla luce incidente e si integri con l’ambiente. Questa tesi propone di utilizzare la tecnica di rendering nota come Physically Based Rendering, ampiamente utilizzata in applicazioni di Computer Grafica, sui modelli di nuvole di punti per conferire loro un aspetto fotorealistico e fisicamente accurato sotto qualsiasi condizione di illuminazione. Un modello di nuvola di punti animata verrà importato in Unity e renderizzato con uno shader che implementa il Physically Based Rendering. Successivamente, la nuvola di punti che utilizza il Physically Based Rendering verrà collocata in diversi ambienti caratterizzati da varie condizioni di illuminazione e confrontata con la stessa nuvola di punti renderizzata con lo standard shader tipicamente utilizzato, all’interno dello stesso ambiente. Verrà dimostrato come, utilizzando il Physically Based Rendering, una nuvola di punti si integra meglio con l’ambiente circostante rispetto alla controparte che utilizza uno shader base e non illuminato. Inoltre, verrà mostrato che con questa tecnica di rendering è possibile creare diversi tipi di materiali, sfruttando le caratteristiche del Physically Based Rendering per utilizzare la nuvola di punti come uno specchio perfetto che riflette l’ambiente circostante.Point cloud 3D models are becoming more and more popular thanks to the diffusion of scanning systems employed in many fields, like autonomous vehicles and robotics. When used in rendering, point clouds are usually displayed with their original color acquired at scan-time without taking into consideration the lighting condition of the scene where the model is placed. This leads to a lack of realism in many contexts, especially in case of animated point clouds where it would be desired to have the model reacting to incoming light and integrating with the environment. This thesis proposes to apply the rendering technique known as Physically Based Rendering, widely used in Computer Graphics applications, to animated point cloud models to give them a photorealistic and physically accurate look under any lighting condition. An available animated point cloud model will be imported in Unity and rendered with a developed shader implementing Physically Based Rendering. Then, the point cloud using Physically Based Rendering will be compared to the same point cloud rendered with the standard, commonly used shader when placed in different environments characterized by different lighting conditions and it will be shown how, with Physically Based Rendering, a point cloud better integrates to the surrounding environment with respect to the counterpart using a basic, unlit shader. Moreover, it will be shown that with this rendering technique it is possible to render different kind of materials, by exploiting the features of Physically Based Rendering to use the point cloud as a perfect mirror reflecting the environment

Design and Performance Analysis of Reversible Axial Turbomachinery for Pumped Thermal Energy Storage Applications

LAUREA MAGISTRALEIn questa tesi un metodo per progettare e analizzare turbomacchine assiali reversibili è presentato. Le turbomacchine reversibili possono funzionare sia come compressore che come turbina, in base alla direzione del flusso. La loro applicazione è intesa per un sistema Pumped Thermal Energy Storage (PTES), che sfrutta un ciclo Brayton chiuso e reversibile. L'utilizzo di macchine reversibili permette la semplificazione dell'impianto e una potenziale riduzione dei costi. L'obiettivo di questa tesi è doppio: innanzitutto realizzare un progetto preliminare di queste macchine non convenzionali attraverso un approccio alla linea media appositamente sviluppato, successivamente verificare la validità del metodo usato tramite simulazioni di fluidodinamica computazionale (CFD). Prendendo come riferimento un PTES con potenza netta in carica di 10 MW, il progetto della modalità compressore, la modalità più critica, è ottenuto tramite un codice alla linea media, seguito dall'analisi della modalità turbina. I codici sono stati validati tramite simulazioni CFD 3D. È risultato che le performance integrali del compressore deviano da quelle predette dal codice dell'1%, mentre errori significativi sono risultati comparando la modalità turbina. La modalità turbina mostra incidenza negativa su tutte le schiere, che si combina alla piccola deflessione imposta dalla modalità compressore, e risulta in scarse capacità predittive dell'approccio alla linea media e a basse efficienze. Diversi fluidi di funzionamento e diverse architetture delle macchine sono stati testati. Argon aumenta il costo per gli scambiatori di calore, ma permette un minore rapporto di compressione e quindi un minore numero di stadi rispetto all'azoto. Il rapporto di compressione in carica è di 2.08, rispetto a 2.95 per azoto, mentre per la scarica è 2.35 rispetto a 3.33 per azoto, permettendo 8 stadi per le macchine ad argon, mentre 12 per quelle ad azoto. Le macchine con palette direttrici all'inlet e all'outlet mostrano una maggiore efficienza e una costruzione più semplice rispetto alle macchine composte da soli rotori e statori. Efficienza isoentropica di compressione per carica e scarica è risultata 89.6% e 84% per argon, mentre 86.7% e 84.9% per azoto. Le modalità turbina sono state analizzate usando la stessa portata, ma la pressione obiettivo in uscita non è stata raggiunta a causa dell'eccessiva incidenza negativa, che ha portato i rotori ad agire come compressori. Ciononostante, le macchine ad argon hanno mostrato minore incidenza e un più alto rapporto di espansione.In this thesis a method to design and to analyse axial reversible turbomachinery is presented. Reversible turbomachinery can act both as a compressor or as a turbine, depending on the flow direction. Their application is intended for a Pumped Thermal Energy Storage system (PTES), which exploits a closed reversible Brayton cycle. The utilization of reversible machines allows the simplification of the plant and a potential cost reduction. Aim of this thesis is twofold: at first, accomplish a preliminary design of this unconventional machine through a purposely developed meanline method, and then check the meanline validity through computational fluid-dynamics (CFD) simulations. Taking a reference PTES with a charge net power of 10 MW, the design of the compressor mode, which is the most critical operating mode, is obtained through a meanline code, followed by the analysis of the turbine mode. Codes are validated through full three-dimensional CFD simulations. It was found that the integral compressor performance deviate from the meanline prediction by 1%, while significant errors were found when comparing the turbine operation. Given the different fluidynamic between the two modes, the turbine mode exhibits negative incidences on all cascades, which combines with the small flow deflection imposed by the compressor mode and results in poor predictive capabilities of the meanline approach and in low efficiencies. Different working fluids and machine architectures were tested. Argon increases the costs for the heat exchangers, but it allows a lower pressure ratio, therefore a lower number of stages with respect to nitrogen. Pressure ratio for the charge mode is 2.08, compared to 2.95 for nitrogen, while for discharge mode is 2.35, compared to 3.33 for nitrogen, allowing 8 stages for the argon machines, while 12 for the nitrogen ones. The machine architecture with inlet and outlet guide vanes exhibits higher efficiency and a much simpler design with respect to the machine composed by only rotors and stators. Compressor isoentropic efficiency for charge and discharge mode resulted 89.6% and 84% for argon, while 86.7% and 84.9% for nitrogen. Turbine modes were analysed using the same mass flow rate, but the target outlet pressure could not be reached due to the excessive negative incidence, which made turbine rotors act as compressor ones. Nevertheless, argon machines exhibited lower incidence and higher expansion ratio

A Second Order Gradient Flow of p-Elastic Planar Networks

We consider a second order gradient flow of the p-elastic energy for a planar theta-network of three curves with fixed lengths. We construct a weak solution of the flow by means of an implicit variational scheme. We show long-time existence of the evolution and convergence to a critical point of the energy

Cuban heritage: the architecture of the revolution

The Cuban Socialist Revolution - one of the most important pages of contemporary Latin American history - deeply changed the internal relationships of the country's political, social and cultural structure. With its anthropocentric influence, architecture suffered the most from these changes given its close connection with society and the economy. From its earliest moves, the Revolutionary Government initiated a vast plan of "Welfare Architecture" intended to change the irrational and immoral social divide traced by the dictatorship and the bourgeoisie. The pressing need to build houses, schools, factories and hospitals quickly and at minimal cost brought with it the increasing use of prefabricated elements with their consequent uniformity, monotony and aesthetic mediocrity. New urban and suburban areas emerged as the result, putting at risk the beauty of the natural environment and cities, threatening to turn their inhabitants into cogs in an unstoppable housing and production machine, but conceiving in some cases works of profound architectural value

Extracorporeal life support for primary graft dysfunction after heart transplantation

OBJECTIVES Survival after heart transplantation is steadily improving but primary graft dysfunction (PGD) is still a leading cause of death. Medical management seems useful in mild or moderate PGD, whereas extracorporeal life support (ECLS) could be suggested for severe PGD refractory to conventional treatment. Our aim is to present the results of ECLS for PGD after heart transplantation at a single-centre experience. METHODS We performed an observational analysis of our local database. According to the International Society for Heart and Lung Transplantation classification, patients were divided into a left and biventricular failure (PGD-LV) or isolated right ventricular failure (PGD-RV) group. The primary end point was survival to hospital discharge. RESULTS Between January 2010 and December 2016, 38 patients presented with PGD (PGD-LV n = 22, 58%; PGD-RV n = 16, 42%) requiring ECLS support. The mean age was 50.8 ± 12.4 years and 79% were males. Baseline characteristics were comparable between the 2 groups. PGD-LV patients displayed a significantly higher mortality rate on ECLS support as opposed to PGD-RV patients (46% vs 13%, P = 0.033). The rate of complications during ECLS support was comparable between the 2 groups. Twenty-three (61%) patients were successfully weaned from ECLS (PGD-LV = 50% vs PGD-RV = 75%, P = 0.111) after a mean support of 9.0 ± 6.4 days. Seventeen (45%) patients survived to hospital discharge (PGD-LV = 41% vs PGD-RV = 50%, P = 0.410). CONCLUSIONS In case of severe PGD with various manifestations of ventricular failure refractory to conventional treatment, ECLS can be considered as a feasible option with satisfactory survival in this critically ill population