Hedging effectiveness and pricing of stock index futures in the presence of index participation units

Investigates whether the introduction of the Toronto Index Participation Units (TIPs) have made the Toronto futures market more efficient. Focuses on the hedging and mispricing of futures contracts

Etude du comportement hydromécanique de béton de granulats de bois par corrélation d'images numériques

Site web : http://imagerie-gc.univ-bpclermont.fr/Dans le contexte de la construction durable, les bétons de granulats de bois constituent une solution à considérer pour réduire l'impact environnemental des bâtiments. Cependant, ces bétons nécessitent encore d'être caractérisés pour optimiser leurs performances et pour proposer des recommandations sur leur utilisation. L'objectif de ce travail est d'utiliser la technique de corrélation d'images numériques pour étudier le comportement mécanique des bétons de granulats de bois. Nous avons étudié différentes formulations constituées de quantités identiques de granulats de bois et de dosages en ciment différents

Towards the Control and Prevention of Waste in IT Service Operation Using Fuzzy Logic: Focus in Incident Management Process

All production lines are continuously confronted with the phenomenon of waste, especially in IT operations. A waste is assessed in terms of the required resources and the cost employed to solve the problem behind it. Eliminating the waste in daily operations is essential to improve IT service management. This article aims to provide an estimation of the level of potential waste, where waste generation trends are provoked by the activities of IT service management processes. We are going to focus particularly on the possibility of applying a Lean improvement process to IT services processes when using fuzzy logic method. We specifically demonstrate our contribution through the application of fuzzy analysis to the incident management process. This approach also aims at developing a theoretical and pragmatic model and promoting the knowledge of IT experts. In order to make our framework as generic as possible, concepts of IT operations, including the incident management, are inspired by the Information Technology Infrastructure Library (ITIL), the most prominent framework for IT service governance according to the current literature

Modelado y simulación de un sistema de transferencia de potencia inalámbrica para carga dinámica de vehículos eléctricos

Este trabajo ha consistido en analizar el funcionamiento de un Sistema Inalámbrico de Transferencia Dinámica de Potencia (WDPT) destinado a la carga de vehículos eléctricos en movimiento. Fundamentalmente, se ha analizado una aproximación a esta tecnología publicado con fecha de 12 de julio de 2016 en el artículo científico titulado “Analysis, Design, and Demonstration of a 25-kW Dynamic Wireless Charging System for Roadway Electric Vehicles” de la revista “IEEE Journal of emerging and selected topics in power electronics”. Posteriormente se ha modelado en Simulink® dicho sistema y se ha simulado en diferentes condiciones de funcionamiento, comprobando que se obtengan resultados similares a los publicados en el artículo. De esta manera, se dispone de una plataforma de simulación para poder entender en profundidad el funcionamiento del sistema y estudiar la influencia de los parámetros sobre dicho sistema de carga inalámbrica en movimiento. A partir de este punto, se podría implementar físicamente el sistema para poder investigar sobre un tema de mucha importancia en un futuro próximo.This work has consisted of analyzing the operation of a Wireless Dynamic Power Transfer System (WDPT) for charging electric vehicles in motion. Fundamentally, an approach to this technology has been analyzed, published on July 12, 2016 in the scientific article entitled "Analysis, Design, and Demonstration of a 25-kW Dynamic Wireless Charging System for Roadway Electric Vehicles" from the magazine " IEEE Journal of Emerging and Selected Topics in Power Electronics”. Subsequently, said system has been modeled in Simulink® and has been simulated under different operating conditions, verifying that results like to those published in the article will be obtained. In this way, a simulation platform is available to be able to understand in depth the operation, simulate the behavior of the system and study the influence of the parameters. From this point on, essentially the system can be implemented allowing research on a very important topic in the near future.Universidad de Sevilla. Grado en Ingeniería de las Tecnologías de Telecomunicació

Bétons de granulats de bois : étude expérimentale et théorique des propriétés thermo-hydro-mécaniques par des approches multi-échelles

Environmentally-friendly concretes, made up of plant-based particles and mineral or organic binder, are solutions worth exploring to reduce the environmental impact of buildings. Mainly used for their thermal performance, these materials have aroused interest of many research organisations and industrial companies. Their widespread use in construction is not possible without resolving some technical problems related to their implementation, certification and durability. This work aims to contribute to characterize these complex materials, in particular to study the mechanical, thermal and hydromechanical behaviors of wood-aggregate concrete. Modeling and experiments have been used to understand the complex mechanisms involved. The Young's modulus and the compressive strength were experimentally measured using digital image correlation. The evolution of these properties depends on the conditions of storage, the drying time and the cement content. Because of the random orientation of the wood aggregates, the material exhibits isotropic behavior. A homogenization model based on a self-consistent scheme was developed to predict the Young's modulus. The results were satisfactory. Measurements show that thermal conductivity remains constant under sealed conditions. The modeling of this property with the self-consistent scheme gives results consistent with experimental measurements. In desiccation conditions, the thermal conductivity depends linearly on the density of concrete. The evolution of the thermal conductivity of the wood aggregates and the cement paste during drying was modeled with the Mori-Tanaka scheme. These evolutions were integrated into the self-consistent model, which yielded satisfactory results, but could be improved if sorption/desorption curves of the phases were available. The macroscopic dimensional variations of the wood-aggregate concretes depended on the storage conditions, but not on the measurement direction, nor on the cement content. A model based on the combination of the strains induced by the desorption of water from the phases and the moisture transfer between them was proposed. It allowed us to capture the trends of the strains of our concrete except at early age. At a local scale, the study showed that the strains of concrete were close to those of the cement paste. The study also shed light on a significant damage of the aggregate/binder interfaces, which would deserve to be taken into account into the modelingLes bétons végétaux, composés de particules végétales et d'un liant minéral ou organique, constituent une solution à explorer pour limiter l'impact environnemental du bâtiment. Utilisés principalement pour leurs performances thermiques, ces matériaux suscitent l'intérêt de plusieurs organismes de recherche ainsi que de plusieurs entreprises industrielles. La généralisation de leur utilisation dans la construction ne sera pas possible sans résoudre certains problèmes liés à leurs techniques de mise en œuvre, à leur certification et à leur durabilité. Le présent travail a pour objectif de contribuer à la caractérisation de ces matériaux complexes. Il s'agit en particulier d'étudier les comportements mécanique, thermique et hydromécanique du béton de granulats de bois. La stratégie utilisée consiste à combiner l'expérience et la modélisation pour mieux comprendre les mécanismes mis en jeu. Le module de Young et la résistance en compression ont été mesurés expérimentalement à l'aide de la technique de corrélation d'images numériques. L'évolution de ces propriétés dépend des conditions de conservation, de la durée de séchage ainsi que de la teneur en ciment. En raison de l'orientation aléatoire des granulats de bois, le comportement mécanique du béton est isotrope. Un modèle d'homogénéisation basé sur le schéma autocohérent a été développé pour prédire le module de Young du béton et ses résultats sont très satisfaisants. Les mesures de la conductivité thermique montrent que celle-ci reste constante en conditions endogènes. La modélisation de cette propriété par le schéma autocohérent conduit à des résultats cohérents avec les mesures expérimentales. En conditions de dessiccation, la conductivité thermique dépend linéairement de la densité du béton. L'évolution de la conductivité thermique des granulats de bois et de la pâte de ciment au cours du séchage a été modélisée grâce au schéma de Mori-Tanaka. Ces évolutions ont été intégrées dans le modèle autocohérent qui fournit ainsi des résultats satisfaisants, mais qui pourrait être amélioré si l'on disposait des courbes de sorption/désorption des constituants du béton. Les variations dimensionnelles du béton au cours du temps dépendent des conditions de conservation, mais pas de la direction de mesure, ni de la teneur en ciment. Un modèle reposant sur une combinaison des déformations induites par la désorption de l'eau par des constituants et le transfert d'humidité entre ceux-ci a été proposé et a permis de capturer les tendances des déformations du béton sauf au jeune âge. À l'échelle locale, l'étude a montré que les déformations du béton sont du même ordre de grandeur que celles de la pâte de ciment. Elle a aussi mis en évidence un endommagement partiel de l'interface granulat/liant qui mériterait à être pris en compte dans la modélisatio

A BPMN-Based Design and Maintenance Framework for ETL Processes

Business Intelligence (BI) applications require the design, implementation, and maintenance of processes that extract, transform, and load suitable data for analysis. The development of these processes (known as ETL) is an inherently complex problem that is typically costly and time consuming. In a previous work, we have proposed a vendor-independent language for reducing the design complexity due to disparate ETL languages tailored to specific design tools with steep learning curves. Nevertheless, the designer still faces two major issues during the development of ETL processes: (i) how to implement the designed processes in an executable language, and (ii) how to maintain the implementation when the organization data infrastructure evolves. In this paper, we propose a model-driven framework that provides automatic code generation capability and ameliorate maintenance support of our ETL language. We present a set of model-to-text transformations able to produce code for different ETL commercial tools as well as model-to-model transformations that automatically update the ETL models with the aim of supporting the maintenance of the generated code according to data source evolution. A demonstration using an example is conducted as an initial validation to show that the framework covering modeling, code generation and maintenance could be used in practice

Nonlinear dynamical analysis for coupled fluid-structure systems

International audienceThe present research concerns the numerical dynamical analysis in elasto-acoustics, taking into account the geometrical non-linearities induced by the large displacements/deformations of the structure and assuming the internal acoustic fluid occupying an internal cavity coupled to the structure to remain in a linear range of vibration. More particularly, the modeling includes sloshing and capillarity effects on the free surface. A numerical application is presented

Quality measures for ETL processes: from goals to implementation

Extraction transformation loading (ETL) processes play an increasingly important role for the support of modern business operations. These business processes are centred around artifacts with high variability and diverse lifecycles, which correspond to key business entities. The apparent complexity of these activities has been examined through the prism of business process management, mainly focusing on functional requirements and performance optimization. However, the quality dimension has not yet been thoroughly investigated, and there is a need for a more human-centric approach to bring them closer to business-users requirements. In this paper, we take a first step towards this direction by defining a sound model for ETL process quality characteristics and quantitative measures for each characteristic, based on existing literature. Our model shows dependencies among quality characteristics and can provide the basis for subsequent analysis using goal modeling techniques. We showcase the use of goal modeling for ETL process design through a use case, where we employ the use of a goal model that includes quantitative components (i.e., indicators) for evaluation and analysis of alternative design decisions.Peer ReviewedPostprint (author's final draft

Les Clubs D’environnement Dans Les Établissements Scolaires Au Maroc: Une Voie Prometteuse Pour L’ancrage De L’éducation À L’environnement

This article aims to diagnose the factors of activing and creating environment clubs as unavoidable educational structures helping to anchor environmental education in the Moroccan schools. In order to achieve this objective, questionnaires were distributed to 40 teachers practicing in fifteen schools distributed in three provincial directorates belonging to the regional academy of education and training of Tanger – Tetouan – Al Hoceima. According to the qualitative and quantitative analysis of the results of these questionnaires, environmental clubs constitute important educational structures able to ensure the development of the environmental culture in the educational practices within schools. However, many constraints to the activation of these clubs were reported by the interviewed teachers, in particular those related to the hourly load and the overload of the school curricula, the lack of supervision and the training of teachers and the absence of the teaching and learning materials necessary for environmental education activities. The key element of activating the environmental clubs in schools appears to be initial and continuous training of teachers. This training should focus on the techniques of the integration of the environmental dimension which includes educational projects and innovative activities with attractive scientific, ethical and civic purposes involving all actors and partners

Analyse d'une expérimentation exhibant une instabilité dans un liquide avec un modèle réduit non linéaire fluide-structure

National audienceCet article propose de revisiter et d’expliquer, au travers d’un modèle réduit numérique fluide-structure, une observation expérimentale d’un phénomène de résonance de la surface libre d’un liquide dans un réservoir cylindrique. Le système expérimental a été simulé par un modèle numérique du cylindre élastique en présence de non-linéarités géométriques, partiellement rempli d’un liquide acoustique prenant en compte les effets de ballottement. Les résultats obtenus montrent qu’une excitation inattendue de grande amplitude des modes de ballottement a lieu lorsque la structure est excitée sur certaines de ses résonances