Este trabalho propõe um modelo para a simulação do passivo atuarial de um fundo de pensão brasileiro. As principais fontes de incertezas que influenciam a avaliação do passivo atuarial foram especificadas como variáveis aleatórias e parâmetros do modelo. Diversos cenários são gerados utilizando a técnica de simulação de Monte Carlo e a microssimulação no intuito de determinar o status de cada participante do fundo de pensão modelo para períodos futuros em diferentes nós de uma árvore de cenários. A situação de vida de cada participante, simulada individualmente a cada nó, está condicionada ao seu estado no nó imediatamente antecessor. O resultado é um modelo flexível, que permite a configuração de parâmetros a níveis individuais e possibilita trabalhar com diversas tábuas biométricas, mostrando-se capaz de gerar cenários consistentes, realistas e variados, capturando a essência da incerteza inerente às entidades de previdência complementar e produzindo não só valores únicos e determinísticos de reservas matemáticas e fluxos de caixa atuariais, mas intervalos de valores possíveis com distribuições conhecidas, importantes para a gestão eficiente de um fundo de pensão. A metodologia proposta serve como alternativa ao cálculo atuarial tradicional, que utiliza diretamente as probabilidades das tábuas biométricas, fixas por idade e sexo, para a mensuração dos fluxos de caixa previdenciários e reservas matemáticas. Os dados gerados a partir das simulações servem como dados de entrada para um modelo estocástico completo de Asset-Liability Management (ALM). / This study proposes a model to simulate actuarial liabilities from a pension fund in Brazil. The main uncertainties that affect the liabilities have been specified as random variables and parameters of the developed model. Many scenarios are generated using Monte Carlo simulation and micro-simulation techniques in order to determine the status of each member of the pension fund for future periods in different nodes of a scenario tree. The future of each participant, simulated individually at each node, is conditioned to its status in the immediately predecessor node. The result is a flexible model which allows the parameters configuration at individual levels and that can work with several actuarial tables, showing to be itself able to generate consistent, realistic and sorted scenarios, capturing the uncertainty inherent in pension funds environment and producing not only single and deterministic values for actuarial liabilities and cash flows, but ranges of possible values with known distributions, becoming an important tool for the efficient management of the pension fund. The methodology applied is an alternative to the classic actuarial techniques, that use directly the probabilities from actuarial tables, fixed by age and gender, to calculate the liabilities and the cash flow of the pension fund. The data generated by this model were thought to be inputs for a full multistage stochastic Asset-Liability Management (ALM) model.

Este trabalho propõe um modelo para a simulação do passivo atuarial de um fundo de pensão brasileiro. As principais fontes de incertezas que influenciam a avaliação do passivo atuarial foram especificadas como variáveis aleatórias e parâmetros do modelo. Diversos cenários são gerados utilizando a técnica de simulação de Monte Carlo e a microssimulação no intuito de determinar o status de cada participante do fundo de pensão modelo para períodos futuros em diferentes nós de uma árvore de cenários. A situação de vida de cada participante, simulada individualmente a cada nó, está condicionada ao seu estado no nó imediatamente antecessor. O resultado é um modelo flexível, que permite a configuração de parâmetros a níveis individuais e possibilita trabalhar com diversas tábuas biométricas, mostrando-se capaz de gerar cenários consistentes, realistas e variados, capturando a essência da incerteza inerente às entidades de previdência complementar e produzindo não só valores únicos e determinísticos de reservas matemáticas e fluxos de caixa atuariais, mas intervalos de valores possíveis com distribuições conhecidas, importantes para a gestão eficiente de um fundo de pensão. A metodologia proposta serve como alternativa ao cálculo atuarial tradicional, que utiliza diretamente as probabilidades das tábuas biométricas, fixas por idade e sexo, para a mensuração dos fluxos de caixa previdenciários e reservas matemáticas. Os dados gerados a partir das simulações servem como dados de entrada para um modelo estocástico completo de Asset-Liability Management (ALM). / This study proposes a model to simulate actuarial liabilities from a pension fund in Brazil. The main uncertainties that affect the liabilities have been specified as random variables and parameters of the developed model. Many scenarios are generated using Monte Carlo simulation and micro-simulation techniques in order to determine the status of each member of the pension fund for future periods in different nodes of a scenario tree. The future of each participant, simulated individually at each node, is conditioned to its status in the immediately predecessor node. The result is a flexible model which allows the parameters configuration at individual levels and that can work with several actuarial tables, showing to be itself able to generate consistent, realistic and sorted scenarios, capturing the uncertainty inherent in pension funds environment and producing not only single and deterministic values for actuarial liabilities and cash flows, but ranges of possible values with known distributions, becoming an important tool for the efficient management of the pension fund. The methodology applied is an alternative to the classic actuarial techniques, that use directly the probabilities from actuarial tables, fixed by age and gender, to calculate the liabilities and the cash flow of the pension fund. The data generated by this model were thought to be inputs for a full multistage stochastic Asset-Liability Management (ALM) model.

Due to the growing complexity of systems and high demands on availability, fault tolerance, and scalability, more stateful applications are being moved to Kubernetes. There are two problems associated with this: (1) At the moment, there is a lack of industry standards when it comes to what is essential in a lifecycle management framework for stateful applications on top of Kubernetes. (2) Due to inadequate knowledge of the existing frameworks in the area and a lack of comparisons between them, there is no consensus on which framework to use. To solve these problems, this study reviews the field for existing frameworks and then evaluates the framework based on a set of metrics. The frameworks chosen for comparison during the study are (1) Operator Framework, (2) Shell Operator, (3) Kopf, and (4) KUDO. When comparing the frameworks, it becomes apparent that Operator Framework should be used in most cases. Kopf or Shell Operator can be used when creating simple scheduled activities or when the developing team is very knowledgeable in Python or Bash.

Native Multicast plays an important role in distributing and managing delivery of some of the most popular Internet applications, such as IPTV and media delivery. However, due to patchy support and the existence of multiple approaches for Native Multicast, the support for Native Multicast is fragmented into isolated areas termed Multicast Islands. This renders Native Multicast unfit to be used as an Internet wide application. Instead, Application Layer Multicast, which does not have such network requirements but is more expensive in terms of bandwidth and overhead, can be used to connect the native multicast islands. This thesis proposes Opportunistic Native Multicast (ONM) which employs Application LayerMulticast (ALM), on top of a DHT-based P2P overlay network, and Automatic Multicast Tunnelling (AMT) to connect these islands. ALM will be used for discovery and initiating the AMT tunnels. The tunnels will encapsulate the traffic going between islands' Primary Nodes (PNs). AMT was used for its added benefits such as security and being better at traffic shaping and Quality Of Service (QoS). While different approaches for connecting multicast islands exists, the system proposed in the thesis was designed with the following characteristics in mind: scalability, availability, interoperability, self-adaptation and efficiency. Importantly, by utilising AMT tunnels, this approach has unique properties that improve network security and management.

The objectives of this dissertation were to find a principal domain of promising and technologically feasible reactor physics characteristics for a multi-purpose, modular-sized, lead-cooled, fast neutron spectrum reactor fueled with an advanced uranium-transuranic-nitride fuel and to determine the principal limitations for the design of an autonomous long-term multi-purpose fast reactor (ALM-FR) within the principal reactor physics characteristic domain. The objectives were accomplished by producing a conceptual design for an ALM-FR and by analysis of the potential ALM-FR performance characteristics. The ALM-FR design developed in this dissertation is based on the concept of a secure transportable autonomous reactor for hydrogen production (STAR-H2) and represents further refinement of the STAR-H2 concept towards an economical, proliferation-resistant, sustainable, multi-purpose nuclear energy system. The development of the ALM-FR design has been performed considering this reactor within the frame of the concept of a self-consistent nuclear energy system (SCNES) that satisfies virtually all of the requirements for future nuclear energy systems: efficient energy production, safety, self-feeding, non-proliferation, and radionuclide burning. The analysis takes into consideration a wide range of reactor design aspects including selection of technologically feasible fuels and structural materials, core configuration optimization, dynamics and safety of long-term operation on one fuel loading, and nuclear material non-proliferation. Plutonium and higher actinides are considered as essential components of an advanced fuel that maintains long-term operation. Flexibility of the ALM-FR with respect to fuel compositions is demonstrated acknowledging the principal limitations of the long-term burning of plutonium and higher actinides. To ensure consistency and accuracy, the modeling has been performed using state-of-the-art computer codes developed at Argonne National Laboratory. As a result of the computational analysis performed in this work, the ALM-FR design provides for the possibility of continuous operation during about 40 years on one fuel loading containing mixture of depleted uranium with plutonium and higher actinides. All reactor physics characteristics of the ALM-FR are kept within technological limits ensuring safety of ultra-long autonomous operation. The results obtained provide for identification of physical features of the ALM-FR that significantly influence flexibility of the design and its applications. The special emphasis is given to existing limitations on the utilization of higher actinides as a fuel component.

The objectives of this dissertation were to find a principal domain of promising and technologically feasible reactor physics characteristics for a multi-purpose, modular-sized, lead-cooled, fast neutron spectrum reactor fueled with an advanced uranium-transuranic-nitride fuel and to determine the principal limitations for the design of an autonomous long-term multi-purpose fast reactor (ALM-FR) within the principal reactor physics characteristic domain. The objectives were accomplished by producing a conceptual design for an ALM-FR and by analysis of the potential ALM-FR performance characteristics. The ALM-FR design developed in this dissertation is based on the concept of a secure transportable autonomous reactor for hydrogen production (STAR-H2) and represents further refinement of the STAR-H2 concept towards an economical, proliferation-resistant, sustainable, multi-purpose nuclear energy system. The development of the ALM-FR design has been performed considering this reactor within the frame of the concept of a self-consistent nuclear energy system (SCNES) that satisfies virtually all of the requirements for future nuclear energy systems: efficient energy production, safety, self-feeding, non-proliferation, and radionuclide burning. The analysis takes into consideration a wide range of reactor design aspects including selection of technologically feasible fuels and structural materials, core configuration optimization, dynamics and safety of long-term operation on one fuel loading, and nuclear material non-proliferation. Plutonium and higher actinides are considered as essential components of an advanced fuel that maintains long-term operation. Flexibility of the ALM-FR with respect to fuel compositions is demonstrated acknowledging the principal limitations of the long-term burning of plutonium and higher actinides. To ensure consistency and accuracy, the modeling has been performed using state-of-the-art computer codes developed at Argonne National Laboratory. As a result of the computational analysis performed in this work, the ALM-FR design provides for the possibility of continuous operation during about 40 years on one fuel loading containing mixture of depleted uranium with plutonium and higher actinides. All reactor physics characteristics of the ALM-FR are kept within technological limits ensuring safety of ultra-long autonomous operation. The results obtained provide for identification of physical features of the ALM-FR that significantly influence flexibility of the design and its applications. The special emphasis is given to existing limitations on the utilization of higher actinides as a fuel component.

This thesis analyzes the relationship between Swedish video game companies and the institutions for Archive, Libraries and Museums (ALM). The aim is to further the discussion regarding preservation of digital games. The thesis is based on semi-structured interviews with four video game companies and three institutions; an archive, a library and a museum. The theoretical foundation resides within practice theory, with the assumption that a practice is a combination of what people do and what they say. By analyzing what video game companies say they do the authors ascertain which methods of preservation is currently. The analysis is a cross-examination of the seven interviews with the result indicating that while video game companies are interested in the preservation of digital games they do not participate actively in the discussion on the best method of doing so. Communica- tion between video game companies and ALM institutions has room for improvement, as it is virtually non- existent. Furthermore, the findings indicate different motivations for preserving games and it is unclear which perspective the preservation should have; a technical perspective, cultural perspective or for the company’s bene- fit. In conclusion the current situation is that ALM institutions preserve games with a cultural and/or a technical perspective while game companies preserve their games for the company’s benefit.

<p dir="ltr">As cyber threats evolve, Power Distribution Systems (PDS) face growing risks from sophisticated attacks like False Data Injection Attacks (FDIAs), which can disrupt system stability and reliability. This thesis presents a quantum-based approach using Quantum Support Vector Machines (QSVM) to detect and mitigate FDIAs in PDS. By leveraging quantum feature mapping, the QSVM model efficiently identifies subtle anomalies within high-dimensional data, enhancing the accuracy and speed of FDIA detection. The methodology includes the integration of an augmented Lagrangian function to further optimize detection performance. Validated using the IEEE-13 bus system, this QSVM framework showcases its potential as a robust, real-time detection tool for cybersecurity in smart grid infrastructures. The results underscore the promise of quantum computing in strengthening the resilience of critical energy systems.</p>

[pt] Uma importante questão que se coloca para entidades abertas de previdência complementar e sociedades seguradoras que operam previdência complementar é a definição de uma gestão dos ativos e passivos (do inglês ALM – Asset and Liability Management). Tal questão se torna mais relevante em um cenário de alta competitividade, margens operacionais decrescentes, garantias mínimas de rentabilidade para um passivo estocástico de longo prazo e um período de queda da rentabilidade dos instrumentos financeiros, sendo estes muitas vezes de difícil precificação e pouco previsíveis num mercado volátil como o brasileiro. Somada a estas dificuldades, as companhias deste mercado estão sujeitas a uma regulação baseada em riscos, oriunda de práticas internacionais, adotada pelo órgão superior, Susep, que impõe restrições regulamentares para a manutenção da solvência das companhias, o que eleva a dificuldade da definição de um modelo. Diante deste cenário, esta dissertação apresenta uma proposta de ALM baseada em um modelo de programação estocástica multiestágio que tem como objetivo definir dinamicamente a alocação ótima dos ativos, incluindo títulos com pagamentos de cupons, e mensurar o risco de insolvência da companhia para o horizonte de planejamento. / [en] An important issue of open pension funds and insurance companies that operate supplementary pension is the definition of an asset and liability management (ALM) framework. Such a question becomes more relevant in a scenario of high competition, declining operating margins, minimum guaranteed returns to a stochastic long-term liability and a period of falling returns on financial instruments, these being often difficult to pricing and predictable in a volatile market such as Brazil. Added to these issues, those companies are subject to a risk-based regulation, derived from international practices adopted by the national insurance regulator, Susep, which imposes constraints to maintain solvency of companies and therefore increases the complexity of an ALM framework. Due this condition, this dissertation presents a proposition of ALM based on a multistage stochastic programming model, which aims to define a dynamic optimal asset allocation, including bonds with coupons payment, and measure the company s insolvency risk for the planning horizon.

本研究的目的是針對退休金的長期負債以資產負債管理的方式提出有效的投資避險策略建議。在過去，傳統精算的資產負債管理大多採用確定投資模型（Deterministic Model），即以過去的經驗設立「精算假設」，但是這樣的假設無法精確的呈現未來的趨勢，所以本文的第一部份，便是根據過去的台灣總體經濟資料，建構一個退休基金的隨機投資模型（Stochastic Investment Model）。首先，我們以ECM（Error Correlation Model）模式建構出第一個投資模型，之後在精簡參數的考量下，建構第二個以因果關係為基礎的Causality投資模型，再以模型配適能力與預測能力比較兩模型，結果顯示Causality投資模型優於ECM投資模型。 　　有了投資模型，我們設定不同的退休金負債形式，如固定成長型負債MF、隨通貨膨脹成長M^R負債及隨max{固定成長比例，通貨膨脹}而成長的退休金負債M^L，以靜態避險的方式去求得各資產的最適配適比例。從模擬的結果中發現隨著到期日的增長，投資在風險性高報酬率佳的投資標的物上的比例也越來越高。另外，隨著負債固定成長比例f的增加，其M^L負債之期初資產配置額便越接近M^F負債之期初資產配置額。整體而言，我們由模擬中可得出，使用投資組合的投資方式優於單一資產投資的結論。 / In this study, we investigate the hedging strategies for pension liabilities by using Asset-Liability Management method. In the past, the traditional actuarial valuation usually does not take account of market value for both assets and liabilities. Most of the traditional actuarial valuation adopted the Deterministic Model, that is, setting the assumptions based on the experiences. However, it can not exactly show the trend in the future. In part one of this study, we build a stochastic investment model for the pension funds based on Taiwan Market data. First, we apply the first model : ECM( Error Correlation Model ). And then, we apply the second model : Causality Model under considering parsimonious parameterization. Finally, we compare the results of ECM with Causality Model on fitting and forecasting efficiency, and we find that Causality Model is better than ECM. With the investment model, we set some formulas of pension liabilities calculated to obtain the best fit proportion of each valuation by the static hedging. This involves finding optimal static hedging strategies to minimize riskiness of the investment portfolio relative to the liability. Overall, from the simulation results, for static hedging in these kinds of liabilities, investing in all three assets is a better strategy than investing in a single asset class. This confirms that the more assets we use, the more effectively we can hedge.