The fractional volatility model : no-arbitrage, leverage and completeness

When the volatility process is driven by fractional noise one obtains a model which is consistent with the empirical market data. Depending on whether the stochasticity generators of log-price and volatility are independent or are the same, two versions of the model are obtained with different leverage behaviors. Here, the no-arbitrage and completeness properties of the models are rigorously studied

Transition from endemic behavior to eradication of malaria due to combined drug therapies: an agent-model approach

We introduce an agent-based model describing a susceptible-infectious-susceptible (SIS) system of humans and mosquitoes to predict malaria epidemiological scenarios in realistic biological conditions. Emphasis is given to the transition from endemic behavior to eradication of malaria transmission induced by combined drug therapies acting on both the gametocytemia reduction and on the selective mosquito mortality during parasite development in the mosquito. Our mathematical framework enables to uncover the critical values of the parameters characterizing the effect of each drug therapy. Moreover, our results provide quantitative evidence of what is empirically known: interventions combining gametocytemia reduction through the use of gametocidal drugs, with the selective action of ivermectin during parasite development in the mosquito, may actively promote disease eradication in the long run. In the agent model, the main properties of human-mosquito interactions are implemented as parameters and the model is validated by comparing simulations with real data of malaria incidence collected in the endemic malaria region of Chimoio in Mozambique. Finally, we discuss our findings in light of current drug administration strategies for malaria prevention, that may interfere with human-to-mosquito transmission process.Comment: 12 pages, 6 figure

As Representações Sociais do Envelhecimento Ativo de idosos e profissionais

As Representações Sociais do Envelhecimento Ativo de idosos e profissionais Resumo O conceito de envelhecimento ativo procura transmitir uma mensagem mais inclusiva e reconhecer os fatores que, para lá dos cuidados de saúde, afetam a forma como os indivíduos e as populações envelhecem (OMS, 2002:13). Objetivo: Identificar a estrutura das RS de envelhecimento ativo dos idosos e dos profissionais de saúde Descrição dos Procedimentos: Optou-se por um estudo de caso e os dados foram recolhidos através do inquérito por questionário, aplicado a um grupo de profissionais, e de idosos. Os dados foram processados recorrendo aos softwares Microsoft Office WordÒ, SPSSÒ e EvocÒ. Resultados: Os idosos, evocaram 139 palavras para o estímulo envelhecer. As representações sociais de envelhecer apresentam no núcleo central os elementos ³tristeza²,³vida², ³idade², ³saúde², ³morte², ³fim de vida² e ³passado². Os profissionais de saúde, para o estímulo envelhecer, evocaram 243 palavras e apresentam um núcleo central constituído por ³descanso², ³sabedoria², ³idade², ³alimentação², ³solidão², ³incapacidade² e ³morte². As representações sociais de envelhecer bem são convergentes nos dois grupos e o núcleo central é dominado pelos elementos ³família² e ³saúde², a que os profissionais de saúde juntam ainda o elemento ³qualidade de vida². Conclusões: As representações sociais de envelhecer e envelhecer bem apresentam uma estrutura diferente. Os idosos valorizam a idade e centram-se numa dialética entre a vida passada e a morte que se aproxima, quando se pronunciam sobre o envelhecer. Os profissionais de saúde oscilam entre os aspetos positivos (sabedoria) e ingratos do envelhecimento (incapacidade, solidão, morte). As representações dos dois grupos sobre envelhecer bem, conferem a centralidade à saúde (independência, qualidade de vida e atividade) e à família (manutenção de laços afetivos e sociais), considerados garantes do envelhecimento ativo

Specifications of a device interface for service-oriented automation control components

Service-oriented paradigm is being used to develop distributed and reconfigurable control solutions for factory automation environments. Since service-oriented automation control components are logical entities that provide and consume services, they may have an interface that maps the logical processes into the actions of the representative physical mechatronics. The inter-connection with the physical hardware devices, namely accessing I/Os, is a crucial issue to achieve the vertical IT-enterprise integration in these service-oriented systems, covering the shop floor device control level. This paper describes a device interface approach, in the context of a service-oriented control architecture, in which High-level Petri nets are used as the control description to access to the physical device. The outgoing features of the solution allow integrating the physical behavior into the control of automation components and consequently thereby incorporate it in the modular service-oriented control architecture

Petri net-based approach for web service automation resource coordination

In industrial automation, control systems and mechatronic devices are from diverse nature, supplied by different manufacturers and made of different technologies. The adoption of web services principles in an automated production system satisfies some requirements, namely the interoperability of such heterogeneous and distributed environments and the basis for flexibility and reconfigurability. Manufacturing processes require to access resources at different precedence levels and time instances, but in the other way resources may also be shared by different processes. A major challenge is then how individual services may interact, coordinating their activities. Petri nets may be used to describe complex system behaviour and therefore also applied to coordinate such systems. The paper introduces a Petri net based approach for the design, analysis and coordination of systems developed using web services to represent individual and autonomous resources. For this purpose, it is presented a Petri nets computational tool to support the design, validation and coordination of web service based automation systems.info:eu-repo/semantics/publishedVersio

5.7 GHz on-chip antenna/RF CMOS transceiver for wireless sensor networkS

This paper describes a chip-size antenna for operation at 5.7 GHz, assembled with a low-power, low-voltage RF CMOS transceiver, fabricated in UMC RF CMOS 0.18 μm process. Measurements shown a patch antenna with the central frequency of 5.705 GHz, a bandwidth of 90 MHz at −10 dB of return loss, a directive gain of 0.3 dB, with an efficiency of 18%, and a transceiver with a measured total power consumption of 23 mW. This microsystem is intended for the use in each wireless node of a wireless sensor network mounted in a wireless electronic shirt, that monitors the cardio-respiratory function and posture

Software methodologies for the engineering of service-oriented industrial automation: the continuum project

Indexado InspecService-orientation represents a new wave of features and solutions by bringing closer Information Technology to the industrial domain, particularly factory shop floors. The service-oriented automation software entities (designated here by bots) used in such approach requires a short set of methodologies and software targeting their specification for both computer systems and embedded automation devices. The present work explains the adopted methodologies and software developments for the engineering of service-based automation systems. The main contents focus on the specification of a framework for the development of bots and supporting engineering tools that are part of the Continuum project. The paper also does an overview over the engineering steps from the system design to the operation, and focuses the importance of the maintenance of automation bots. Such applications will contribute to decrease the development time and reduce the components' interdependency, offering enough flexibility for automatic reconfiguration of shop-floor layouts.The authors would like to thank the European Commission and the partners of the EU IST FP6 project “Service-Oriented Cross-layer infrastructure for Distributed smart Embedded devices” (SOCRADES), the EU FP6 “Network of Excellence for Innovative Production Machines and Systems” (I*PROMS), and the European ICT FP7 project “Cooperating Objects Network of Excellence” (CONET) for their support

Energy aware knowledge extraction from Petri nets supporting decision-making in service-oriented automation

This paper introduces an approach to decision support systems in service-oriented automation control systems, which considers the knowledge extracted from the Petri nets models used to describe and execute the process behavior. Such solution optimizes the decision-making taking into account multi-criteria, namely productive parameters and also energy parameters. In fact, being manufacturing processes typically energy-intensive, this allows contributing for a clean and saving environment (i.e. a better and efficient use of energy). The preliminary experimental results, using a real laboratorial case study, demonstrate the applicability of the knowledge extracted from the Petri nets models to support real-time decision-making systems in service-oriented automation systems, considering some energy efficiency criteria

Service-oriented control architecture for reconfigurable production systems

Evolvable and collaborative production systems are becoming an emergent paradigm towards flexibility and automatic re-configurability. The reconfiguration of those systems requires the existence of distributed and modular control components that interact in order to accomplish control activities. This paper focuses on service-oriented production systems, which behavior is regulated by the coordination of services that are provided and required by control components with different roles. Internally, these components are independent of the implementations, but an internal modular and event based structure is presented. Individual control and interaction is achieved by using embedded or inter-service control processes for which High-Level Petri Nets are proposed. Supporting the predefined control, decision support systems are used to provide conflict resolution and other decision-making functions