An Algorithm for Testing the Efficient Market Hypothesis
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In this paper, we focus on the problem of minimizing a network of state facilities that provide essential public services (schools, offices, and hospitals). The goal is to reduce the size of the network in order to minimize the costs associated with it. Ho ...
The study consists of two interrelated parts. In the first part, we aim to identify the best predictive model of day-ahead electricity prices. In particular, we verify the existence of a dependence of the spot price on power generation and variable costs o ...
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Due to conservative design models and safe construction practices, infrastructure often has significant yet-unknown reserve capacity that greatly exceeds code requirements. Reserve-capacity assessments lead to better asset-management decisions through eith ...
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A model of infrequent rebalancing can explain specific predictability patterns in the time series and cross-section of stock returns. First, infrequent rebalancing produces return autocorrelations that are consistent with empirical evidence from intraday r ...
This paper is a study on the use of Machine Learning and Deep Learning to determine the similarity between different musics. The first part introduces the framework used and some concepts of Deep Learning that will be used in the algorithms. The second par ...
This paper presents an optimization of a virtual cathode oscillator (Vircator) with axial extraction using a novel evolutionary algorithm (EA) thought to reduce the number of evaluations. The EA was tested on a Vircator optimization with two objective func ...
In recent times the interest in electricity production with Organic Rankine Cycles (ORC) has increased. A look into recent publications shows that the identification of suitable working fluids is in general done by a look at a more or less small number of ...
Applications ranging from algorithmic trading to scientific data analysis require real-time analytics based on views over databases receiving thousands of updates each second. Such views have to be kept fresh at millisecond latencies. At the same time, the ...