Life Cycle Analysis within Pharmaceutical Process Optimization and Intensification: Case Study of Active Pharmaceutical Ingredient Production

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Model-Based Systems Engineering Tool-Chain for Automated Parameter Value Selection

Cyber-physical systems (CPSs) integrate heterogeneous systems and process sensor data using digital services. As the complexity of CPS increases, it becomes more challenging to efficiently formalize the integrated multidomain views with flexible automated ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Comparison of Remote Subjective Assessment Strategies in the Context of the JPEG Pleno Point Cloud Activity

Evangelos Alexiou

In this work we compare two different options to perform on-line subjective quality assessment experiments in the context of the Call for Evidence on JPEG Pleno Point Cloud Coding. A deep-learning based point cloud codec submitted to the Call was tested ag ...

IEEE2021

Design Ontology Supporting Model-Based Systems Engineering Formalisms

Dimitrios Kyritsis, Jinzhi Lu, Xiaochen Zheng, Han Li

Model-based systems engineering (MBSE) provides an important capability for managing the complexities of system development. MBSE empowers the formalism of system architectures for supporting model-based requirement elicitation, specification, design, deve ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Dynamic Byzantine Reliable Broadcast

Rachid Guerraoui, Dragos-Adrian Seredinschi, Jovan Komatovic, Andrei Tonkikh

Reliable broadcast is a communication primitive guaranteeing, intuitively, that all processes in a distributed system deliver the same set of messages. The reason why this primitive is appealing is twofold: (i) we can implement it deterministically in a co ...

Schloss Dagstuhl--Leibniz-Zentrum f{\"u}r Informatik2021

Assessing the energy potential of modernizing the European hydropower fleet

Anton Schleiss, Elena Vagnoni

About 50% of all hydropower plants (HPPs) worldwide were originally commissioned more than 40 years ago, so that the advanced age of the fleet is a major concern across all continents, and especially in Europe. The modernization of HPPs can generate severa ...

Elsevier2021

Numerical Weather Prediction and Artificial Neural Network Coupling for Wind Energy Forecast

Jiannong Fang, Fernando Porté Agel, Lorenzo Donadio

In the past two decades, wind energy has been under fast development worldwide. The dramatic increase of wind power penetration in electricity production has posed a big challenge to grid integration due to the high uncertainty of wind power. Accurate real ...

2021

Informed Trading in the Stock Market and Option Price Discovery

Pierre Collin Dufresne

When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...

2021

Markov cubature rules for polynomial processes

Damir Filipovic, Martin Larsson, Sergio Andres Pulido Nino

We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as Markov cubature rul ...

ELSEVIER2020

A term structure model for dividends and interest rates

Damir Filipovic, Sander Félix M Willems

Over the last decade, dividends have become a standalone asset class instead of a mere side product of an equity investment. We introduce a framework based on polynomial jump-diffusions to jointly price the term structures of dividends and interest rates. ...

2020

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